Cleanup mappings

src/clock.ts

@@ -0,0 +1,387 @@
+import { Address, BigDecimal, Bytes, ethereum, log } from "@graphprotocol/graph-ts"
+import { ClockTick, Investor, Token } from "../generated/schema"
+import { DAY, MINUTES_15, getIntervalFromTimestamp } from "./utils/time"
+import { getClockTickId } from "./entity/clock"
+import { getBeefyCLProtocol, getBeefyCLProtocolSnapshot } from "./entity/protocol"
+import { ZERO_BD, tokenAmountToDecimal } from "./utils/decimal"
+import { getToken } from "./entity/token"
+import { getCurrentPriceInToken1, getVaultPrices } from "./utils/price"
+import { getBeefyCLVaultSnapshot, isVaultRunning } from "./entity/vault"
+import { getInvestorPositionSnapshot } from "./entity/position"
+import { getInvestorSnapshot } from "./entity/investor"
+import { BeefyVaultConcLiq as BeefyCLVaultContract } from "../generated/templates/BeefyCLVault/BeefyVaultConcLiq"
+
+export function handleClockTick(block: ethereum.Block): void {
+  const timestamp = block.timestamp
+
+  log.debug("handleClockTick: new tick detected: {}", [timestamp.toString()])
+
+  let period = MINUTES_15
+  let interval = getIntervalFromTimestamp(timestamp, period)
+  let id = getClockTickId(timestamp, period)
+  let tick = ClockTick.load(id)
+  log.debug("handleClockTick: MINUTES_15 range {} (timestamp: {}, interval: {}, period: {}, id: {})", [
+    tick ? "exists" : "new",
+    timestamp.toString(),
+    interval.toString(),
+    period.toString(),
+    id.toHexString(),
+  ])
+  if (!tick) {
+    tick = new ClockTick(id)
+    tick.timestamp = timestamp
+    tick.period = period
+    tick.roundedTimestamp = interval
+    tick.save()
+
+    handleNew15Minutes(tick)
+  }
+
+  period = DAY
+  interval = getIntervalFromTimestamp(timestamp, period)
+  id = getClockTickId(timestamp, period)
+  tick = ClockTick.load(id)
+  log.debug("handleClockTick: DAY range {} (timestamp: {}, interval: {}, period: {}, id: {})", [
+    tick ? "exists" : "new",
+    timestamp.toString(),
+    interval.toString(),
+    period.toString(),
+    id.toHexString(),
+  ])
+  if (!tick) {
+    tick = new ClockTick(id)
+    tick.timestamp = timestamp
+    tick.period = period
+    tick.roundedTimestamp = interval
+    tick.save()
+
+    handleNewDay(tick)
+  }
+}
+
+function handleNew15Minutes(tick: ClockTick): void {
+  log.debug("handleNew15Minutes: new 15min range detected: {}", [tick.roundedTimestamp.toString()])
+
+  const protocol = getBeefyCLProtocol()
+  let protocolTotalValueLockedUSD = ZERO_BD
+  let protocolActiveVaultCount = 0
+  let protocolActiveInvestorCount = 0
+
+  const vaults = protocol.vaults.load()
+  const investorTVL = new Map<string, BigDecimal>()
+
+  log.debug("handleNew15Minutes: fetching data for {} vaults", [vaults.length.toString()])
+
+  for (let i = 0; i < vaults.length; i++) {
+    const vault = vaults[i]
+    if (!isVaultRunning(vault)) {
+      log.debug("handleNew15Minutes: vault {} is not running", [vault.id.toHexString()])
+      continue
+    }
+
+    const positions = vault.positions.load()
+    const token0 = getToken(vault.underlyingToken0)
+    const token1 = getToken(vault.underlyingToken1)
+
+    ///////
+    // fetch data on chain
+    log.debug("handleNew15Minutes: fetching on chain data for vault {}", [vault.id.toHexString()])
+    const vaultContract = BeefyCLVaultContract.bind(Address.fromBytes(vault.id))
+    const vaultBalancesRes = vaultContract.try_balances()
+    if (vaultBalancesRes.reverted) {
+      log.error("updateUserPosition: balances() reverted for strategy {}", [vault.strategy.toHexString()])
+      throw Error("updateUserPosition: balances() reverted")
+    }
+    const vaultBalanceUnderlying0 = tokenAmountToDecimal(vaultBalancesRes.value.value0, token0.decimals)
+    const vaultBalanceUnderlying1 = tokenAmountToDecimal(vaultBalancesRes.value.value1, token1.decimals)
+    const currentPriceInToken1 = getCurrentPriceInToken1(vault.strategy, false)
+    const prices = getVaultPrices(vault, token0, token1)
+    const token0PriceInNative = prices.token0ToNative
+    const token1PriceInNative = prices.token1ToNative
+    const nativePriceUSD = prices.nativeToUsd
+
+    ///////
+    // compute derived values
+    log.debug("handleNew15Minutes: computing derived values for vault {}", [vault.id.toHexString()])
+    const token0PriceInUSD = token0PriceInNative.times(nativePriceUSD)
+    const token1PriceInUSD = token1PriceInNative.times(nativePriceUSD)
+
+    //////
+    // update latest vault usd values
+    log.debug("handleNew15Minutes: updating vault usd values for vault {}", [vault.id.toHexString()])
+    vault.currentPriceOfToken0InToken1 = currentPriceInToken1
+    vault.currentPriceOfToken0InUSD = token0PriceInUSD
+    vault.priceRangeMinUSD = vault.priceRangeMin1.times(token1PriceInUSD)
+    vault.priceRangeMaxUSD = vault.priceRangeMax1.times(token1PriceInUSD)
+    vault.underlyingAmount0 = vaultBalanceUnderlying0
+    vault.underlyingAmount1 = vaultBalanceUnderlying1
+    vault.underlyingAmount0USD = vault.underlyingAmount0.times(token0PriceInUSD)
+    vault.underlyingAmount1USD = vault.underlyingAmount1.times(token1PriceInUSD)
+    vault.totalValueLockedUSD = vault.underlyingAmount0USD.plus(vault.underlyingAmount1USD)
+    vault.save()
+
+    //////
+    // keep track of protocol values
+    protocolTotalValueLockedUSD = protocolTotalValueLockedUSD.plus(vault.totalValueLockedUSD)
+    protocolActiveVaultCount = protocolActiveVaultCount + 1
+
+    log.debug("handleNew15Minutes: updating {} positions for vault {}", [
+      positions.length.toString(),
+      vault.id.toHexString(),
+    ])
+
+    for (let j = 0; j < positions.length; j++) {
+      const position = positions[j]
+      if (position.sharesBalance.equals(ZERO_BD)) {
+        log.debug("handleNew15Minutes: position {} has zero shares", [position.id.toHexString()])
+        continue
+      }
+
+      const investor = Investor.load(position.investor)
+      if (!investor) {
+        log.error("handleNew15Minutes: investor {} not found", [position.investor.toHexString()])
+        continue
+      }
+
+      //////
+      // update position usd values
+      log.debug("handleNew15Minutes: updating position usd values for position {}", [position.id.toHexString()])
+      position.underlyingBalance0USD = position.underlyingBalance0.times(token0PriceInUSD)
+      position.underlyingBalance1USD = position.underlyingBalance1.times(token1PriceInUSD)
+      position.positionValueUSD = position.underlyingBalance0USD.plus(position.underlyingBalance1USD)
+      position.save()
+
+      // update investor tvl
+      if (!investorTVL.has(investor.id.toHexString())) {
+        investorTVL.set(investor.id.toHexString(), ZERO_BD)
+      }
+      let tvl = investorTVL.get(investor.id.toHexString())
+      // @ts-ignore
+      tvl = tvl.plus(position.positionValueUSD)
+      investorTVL.set(investor.id.toHexString(), tvl)
+    }
+  }
+
+  // update investor moving averages
+  // @ts-ignore
+  let investorIdStrings: Array<string> = investorTVL.keys()
+  log.debug("handleNew15Minutes: updating investor moving averages for {} investors", [
+    investorIdStrings.length.toString(),
+  ])
+  for (let i = 0; i < investorIdStrings.length; i++) {
+    const investorIdStr = investorIdStrings[i]
+    const id = Bytes.fromHexString(investorIdStr)
+    const investor = Investor.load(id)
+    if (!investor) {
+      log.error("handleNew15Minutes: investor {} not found", [investorIdStr])
+      continue
+    }
+    //////
+    // keep track of protocol values
+    protocolActiveInvestorCount = protocolActiveInvestorCount + 1
+
+    // @ts-ignore
+    const tvl: BigDecimal = investorTVL.get(investorIdStr)
+    investor.totalPositionValueUSD = tvl
+    investor.save()
+  }
+
+  ///////
+  // update protocol values
+  log.debug("handleNewDay: updating protocol values", [])
+  protocol.totalValueLockedUSD = protocolTotalValueLockedUSD
+  protocol.save()
+
+  log.debug("handleNew15Minutes: done for {} vaults", [vaults.length.toString()])
+}
+
+function handleNewDay(tick: ClockTick): void {
+  log.debug("handleNewDay: new day detected: {}", [tick.roundedTimestamp.toString()])
+
+  const protocol = getBeefyCLProtocol()
+  let protocolTotalValueLockedUSD = ZERO_BD
+  let protocolActiveVaultCount = 0
+  let protocolActiveInvestorCount = 0
+
+  const vaults = protocol.vaults.load()
+  const investorTVL = new Map<string, BigDecimal>()
+
+  log.debug("handleNewDay: fetching data for {} vaults", [vaults.length.toString()])
+
+  for (let i = 0; i < vaults.length; i++) {
+    const vault = vaults[i]
+    if (!isVaultRunning(vault)) {
+      log.debug("handleNewDay: vault {} is not running", [vault.id.toHexString()])
+      continue
+    }
+
+    const positions = vault.positions.load()
+    const token0 = getToken(vault.underlyingToken0)
+    const token1 = getToken(vault.underlyingToken1)
+
+    ///////
+    // fetch data on chain
+    log.debug("handleNewDay: fetching on chain data for vault {}", [vault.id.toHexString()])
+    const vaultContract = BeefyCLVaultContract.bind(Address.fromBytes(vault.id))
+    const vaultBalancesRes = vaultContract.try_balances()
+    if (vaultBalancesRes.reverted) {
+      log.error("updateUserPosition: balances() reverted for strategy {}", [vault.strategy.toHexString()])
+      throw Error("updateUserPosition: balances() reverted")
+    }
+    const vaultBalanceUnderlying0 = tokenAmountToDecimal(vaultBalancesRes.value.value0, token0.decimals)
+    const vaultBalanceUnderlying1 = tokenAmountToDecimal(vaultBalancesRes.value.value1, token1.decimals)
+    const currentPriceInToken1 = getCurrentPriceInToken1(vault.strategy, false)
+    const prices = getVaultPrices(vault, token0, token1)
+    const token0PriceInNative = prices.token0ToNative
+    const token1PriceInNative = prices.token1ToNative
+    const nativePriceUSD = prices.nativeToUsd
+
+    ///////
+    // compute derived values
+    log.debug("handleNewDay: computing derived values for vault {}", [vault.id.toHexString()])
+    const token0PriceInUSD = token0PriceInNative.times(nativePriceUSD)
+    const token1PriceInUSD = token1PriceInNative.times(nativePriceUSD)
+
+    //////
+    // update vault usd values
+    log.debug("handleNewDay: updating vault usd values for vault {}", [vault.id.toHexString()])
+    vault.currentPriceOfToken0InToken1 = currentPriceInToken1
+    vault.currentPriceOfToken0InUSD = token0PriceInUSD
+    vault.priceRangeMinUSD = vault.priceRangeMin1.times(token1PriceInUSD)
+    vault.priceRangeMaxUSD = vault.priceRangeMax1.times(token1PriceInUSD)
+    vault.underlyingAmount0 = vaultBalanceUnderlying0
+    vault.underlyingAmount1 = vaultBalanceUnderlying1
+    vault.underlyingAmount0USD = vault.underlyingAmount0.times(token0PriceInUSD)
+    vault.underlyingAmount1USD = vault.underlyingAmount1.times(token1PriceInUSD)
+    vault.totalValueLockedUSD = vault.underlyingAmount0USD.plus(vault.underlyingAmount1USD)
+    vault.save()
+    // update vault snapshot
+    const period = DAY
+    log.debug("handleNewDay: updating vault snapshot for vault {} and period {}", [
+      vault.id.toHexString(),
+      period.toString(),
+    ])
+    const vaultSnapshot = getBeefyCLVaultSnapshot(vault, tick.timestamp, period)
+    vaultSnapshot.currentPriceOfToken0InToken1 = vault.currentPriceOfToken0InToken1
+    vaultSnapshot.currentPriceOfToken0InUSD = vault.currentPriceOfToken0InUSD
+    vaultSnapshot.priceRangeMinUSD = vault.priceRangeMinUSD
+    vaultSnapshot.priceRangeMaxUSD = vault.priceRangeMaxUSD
+    vaultSnapshot.underlyingAmount0 = vault.underlyingAmount0
+    vaultSnapshot.underlyingAmount1 = vault.underlyingAmount1
+    vaultSnapshot.underlyingAmount0USD = vault.underlyingAmount0USD
+    vaultSnapshot.underlyingAmount1USD = vault.underlyingAmount1USD
+    vaultSnapshot.totalValueLockedUSD = vault.totalValueLockedUSD
+    vaultSnapshot.save()
+
+    //////
+    // keep track of protocol values
+    protocolTotalValueLockedUSD = protocolTotalValueLockedUSD.plus(vault.totalValueLockedUSD)
+    protocolActiveVaultCount = protocolActiveVaultCount + 1
+
+    log.debug("handleNewDay: updating {} positions for vault {}", [positions.length.toString(), vault.id.toHexString()])
+
+    for (let j = 0; j < positions.length; j++) {
+      const position = positions[j]
+      if (position.sharesBalance.equals(ZERO_BD)) {
+        log.debug("handleNewDay: position {} has zero shares", [position.id.toHexString()])
+        continue
+      }
+
+      const investor = Investor.load(position.investor)
+      if (!investor) {
+        log.error("handleNewDay: investor {} not found", [position.investor.toHexString()])
+        continue
+      }
+
+      //////
+      // update position usd values
+      log.debug("handleNewDay: updating position usd values for position {}", [position.id.toHexString()])
+      position.underlyingBalance0USD = position.underlyingBalance0.times(token0PriceInUSD)
+      position.underlyingBalance1USD = position.underlyingBalance1.times(token1PriceInUSD)
+      position.positionValueUSD = position.underlyingBalance0USD.plus(position.underlyingBalance1USD)
+      let last30DailyPositionValuesUSD = position.last30DailyPositionValuesUSD // required by thegraph
+      last30DailyPositionValuesUSD.push(position.positionValueUSD) // most recent value last
+      while (last30DailyPositionValuesUSD.length > 30) {
+        last30DailyPositionValuesUSD.shift() // remove oldest value
+      }
+      position.last30DailyPositionValuesUSD = last30DailyPositionValuesUSD
+      position.averageDailyPositionValueUSD30D = last30DailyPositionValuesUSD
+        .reduce<BigDecimal>((acc, val) => acc.plus(val), ZERO_BD)
+        .div(BigDecimal.fromString(last30DailyPositionValuesUSD.length.toString()))
+      position.save()
+      // update position snapshot
+      const period = DAY
+      log.debug("handleNewDay: updating position snapshot for position {} and period {}", [
+        position.id.toHexString(),
+        period.toString(),
+      ])
+      const positionSnapshot = getInvestorPositionSnapshot(vault, investor, tick.timestamp, period)
+      positionSnapshot.underlyingBalance0USD = position.underlyingBalance0USD
+      positionSnapshot.underlyingBalance1USD = position.underlyingBalance1USD
+      positionSnapshot.positionValueUSD = position.positionValueUSD
+      positionSnapshot.save()
+
+      if (!investorTVL.has(investor.id.toHexString())) {
+        investorTVL.set(investor.id.toHexString(), ZERO_BD)
+      }
+      let tvl = investorTVL.get(investor.id.toHexString())
+      // @ts-ignore
+      tvl = tvl.plus(position.positionValueUSD)
+      investorTVL.set(investor.id.toHexString(), tvl)
+    }
+  }
+
+  // @ts-ignore
+  let investorIdStrings: Array<string> = investorTVL.keys()
+
+  // update investor moving averages
+  log.debug("handleNewDay: updating investor moving averages for {} investors", [investorIdStrings.length.toString()])
+  for (let i = 0; i < investorIdStrings.length; i++) {
+    const investorIdStr = investorIdStrings[i]
+    const id = Bytes.fromHexString(investorIdStr)
+    const investor = Investor.load(id)
+    if (!investor) {
+      log.error("handleNewDay: investor {} not found", [investorIdStr])
+      continue
+    }
+    //////
+    // keep track of protocol values
+    protocolActiveInvestorCount = protocolActiveInvestorCount + 1
+
+    // @ts-ignore
+    const tvl: BigDecimal = investorTVL.get(investorIdStr)
+    investor.totalPositionValueUSD = tvl
+    let last30DailyTotalPositionValuesUSD = investor.last30DailyTotalPositionValuesUSD
+    last30DailyTotalPositionValuesUSD.push(tvl) // most recent value last
+    while (last30DailyTotalPositionValuesUSD.length > 30) {
+      last30DailyTotalPositionValuesUSD.shift() // remove oldest value
+    }
+    investor.last30DailyTotalPositionValuesUSD = last30DailyTotalPositionValuesUSD
+    investor.averageDailyTotalPositionValueUSD30D = last30DailyTotalPositionValuesUSD
+      .reduce<BigDecimal>((acc, val) => acc.plus(val), ZERO_BD)
+      .div(BigDecimal.fromString(last30DailyTotalPositionValuesUSD.length.toString()))
+    investor.save()
+    const period = DAY
+    log.debug("handleNewDay: updating investor snapshot for investor {} and period {}", [
+      investor.id.toHexString(),
+      period.toString(),
+    ])
+    const investorSnapshot = getInvestorSnapshot(investor, tick.timestamp, period)
+    investorSnapshot.totalPositionValueUSD = tvl
+    investorSnapshot.save()
+  }
+
+  ///////
+  // update protocol values
+  log.debug("handleNewDay: updating protocol values", [])
+  protocol.totalValueLockedUSD = protocolTotalValueLockedUSD
+  protocol.activeVaultCount = protocolActiveVaultCount
+  protocol.activeInvestorCount = protocolActiveInvestorCount
+  protocol.save()
+  const period = DAY
+  log.debug("handleNewDay: updating protocol snapshot for period {}", [period.toString()])
+  const protocolSnapshot = getBeefyCLProtocolSnapshot(tick.timestamp, period)
+  protocolSnapshot.totalValueLockedUSD = protocol.totalValueLockedUSD
+  protocolSnapshot.activeVaultCount = protocol.activeVaultCount
+  log.debug("handleNewDay: done for {} vaults", [vaults.length.toString()])
+}