Update SOR buffers to use unwrapRate from erc4626 tokens

balancer · Dec 20, 2024 · 5ba5c15 · 5ba5c15
1 parent c80691d
commit 5ba5c15
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Showing 33 changed files with 1,218 additions and 1,216 deletions.
diff --git a/.changeset/nasty-adults-applaud.md b/.changeset/nasty-adults-applaud.md
@@ -0,0 +1,5 @@
+---
+'backend': minor
+---
+
+Update SOR buffers to use unwrapRate from erc4626 tokens
diff --git a/apps/api/gql/schema/token.gql b/apps/api/gql/schema/token.gql
@@ -196,6 +196,10 @@ type GqlToken {
     """
     isBufferAllowed: Boolean!
     """
+    If it is an ERC4626 token, it represents the rate between wrapped/underlying.
+    """
+    unwrapRate: BigDecimal!
+    """
     The ERC4626 review data for the token
     """
     erc4626ReviewData: Erc4626ReviewData

diff --git a/graphql_schema_generated.ts b/graphql_schema_generated.ts
@@ -3221,6 +3221,11 @@ export const schema = gql`
         """
         underlyingTokenAddress: String
 
+        """
+        If it is an ERC4626 token, it represents the rate between wrapped/underlying.
+        """
+        unwrapRate: BigDecimal!
+
         """
         The website URL of the token
         """

diff --git a/modules/actions/pool/v3/upsert-pools.ts b/modules/actions/pool/v3/upsert-pools.ts
@@ -3,7 +3,7 @@ import { prisma } from '../../../../prisma/prisma-client';
 import { tokensTransformer } from '../../../sources/transformers/tokens-transformer';
 import { V3JoinedSubgraphPool } from '../../../sources/subgraphs';
 import { enrichPoolUpsertsUsd } from '../../../sources/enrichers/pool-upserts-usd';
-import type { VaultClient } from '../../../sources/contracts';
+import { type VaultClient } from '../../../sources/contracts';
 import { poolUpsertTransformerV3 } from '../../../sources/transformers/pool-upsert-transformer-v3';
 import { applyOnchainDataUpdateV3 } from '../../../sources/enrichers/apply-onchain-data';
 import { fetchErc4626AndUnderlyingTokenData } from '../../../sources/contracts/fetch-erc4626-token-data';
@@ -68,6 +68,20 @@ export const upsertPools = async (
                     type: 'ERC4626',
                 },
             });
+            await prisma.prismaToken.upsert({
+                where: {
+                    address_chain: {
+                        address: token.address,
+                        chain,
+                    },
+                },
+                create: {
+                    ...token,
+                },
+                update: {
+                    ...token,
+                },
+            });
         }
     }
 

diff --git a/modules/actions/token/sync-erc4626-tokens.ts b/modules/actions/token/sync-erc4626-tokens.ts
@@ -15,9 +15,9 @@ export const syncErc4626Tokens = async (viemClient: ViemClient, chain: Chain) =>
         },
     });
 
-    const erc4626AndUnderlying = await fetchErc4626AndUnderlyingTokenData(allTokens, viemClient);
+    const enrichedTokensWithErc4626Data = await fetchErc4626AndUnderlyingTokenData(allTokens, viemClient);
 
-    for (const token of erc4626AndUnderlying) {
+    for (const token of enrichedTokensWithErc4626Data) {
         await prisma.prismaToken.upsert({
             where: {
                 address_chain: {

diff --git a/modules/sor/sor-debug.test.ts b/modules/sor/sor-debug.test.ts
@@ -36,24 +36,23 @@ describe('sor debugging', () => {
         expect(parseFloat(swaps.returnAmount)).toBeGreaterThan(0);
     }, 5000000);
 
-    it('sor v3 mainnet wusdl -> csusdl', async () => {
+    it.only('sor v3 mainnet wstETH -> waGnowstETH', async () => {
         const chain = Chain.MAINNET;
 
         const chainId = Object.keys(chainIdToChain).find((key) => chainIdToChain[key] === chain) as string;
         initRequestScopedContext();
         setRequestScopedContextValue('chainId', chainId);
         //only do once before starting to debug
         await PoolController().reloadPoolsV3(chain);
-        await PoolController().updateLiquidityValuesForActivePools(chain);
 
         const swaps = await sorService.getSorSwapPaths({
             chain,
-            tokenIn: '0x7751e2f4b8ae93ef6b79d86419d42fe3295a4559', // wusdl
-            tokenOut: '0xbeefc01767ed5086f35decb6c00e6c12bc7476c1', // csusdl
+            tokenIn: '0xbeef01735c132ada46aa9aa4c54623caa92a64cb', // steakUSDC 18 decimals
+            tokenOut: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48', // USDC 6 decimals
             swapType: 'EXACT_IN',
-            swapAmount: '10',
+            swapAmount: '1',
             useProtocolVersion: 3,
-            // poolIds: ['0xbeefc01767ed5086f35decb6c00e6c12bc7476c1'], // buffer
+            poolIds: ['0x5dd88b3aa3143173eb26552923922bdf33f50949'], // boosted
         });
 
         console.log(swaps.returnAmount);

diff --git a/modules/sor/sorV2/lib/poolsV2/erc4626PoolToken.ts b/modules/sor/sorV2/lib/poolsV2/erc4626PoolToken.ts
@@ -3,11 +3,20 @@ import { BasePoolToken } from './basePoolToken';
 
 export class Erc4626PoolToken extends BasePoolToken {
     public readonly rate: bigint;
+    public readonly unwrapRate: bigint;
     public readonly underlyingTokenAddress: string;
 
-    public constructor(token: Token, amount: BigintIsh, index: number, rate: bigint, underlyingTokenAddress: string) {
+    public constructor(
+        token: Token,
+        amount: BigintIsh,
+        index: number,
+        rate: bigint,
+        unwrapRate: bigint,
+        underlyingTokenAddress: string,
+    ) {
         super(token, amount, index);
         this.rate = rate;
+        this.unwrapRate = unwrapRate;
         this.underlyingTokenAddress = underlyingTokenAddress;
     }
 

diff --git a/modules/sor/sorV2/lib/poolsV3/buffer/bufferPool.ts b/modules/sor/sorV2/lib/poolsV3/buffer/bufferPool.ts
@@ -44,7 +44,7 @@ export class BufferPool implements BasePoolV3 {
             erc4626Token.token.address,
             erc4626Token.token.address,
             erc4626Token.token.chainId,
-            erc4626Token.rate,
+            erc4626Token.unwrapRate,
             mainToken,
             underlyingToken,
         );

diff --git a/modules/sor/sorV2/lib/poolsV3/stable/stablePool.ts b/modules/sor/sorV2/lib/poolsV3/stable/stablePool.ts
@@ -57,6 +57,7 @@ export class StablePool implements BasePoolV3 {
                         tokenAmount.amount,
                         poolToken.index,
                         parseEther(poolToken.priceRate),
+                        parseEther(poolToken.token.unwrapRate),
                         poolToken.token.underlyingTokenAddress,
                     ),
                 );

diff --git a/modules/sor/sorV2/lib/poolsV3/weighted/weightedErc4626PoolToken.ts b/modules/sor/sorV2/lib/poolsV3/weighted/weightedErc4626PoolToken.ts
@@ -9,10 +9,11 @@ export class WeightedErc4626PoolToken extends Erc4626PoolToken {
         amount: BigintIsh,
         index: number,
         rate: bigint,
+        unwrapRate: bigint,
         underlyingTokenAddress: string,
         weight: BigintIsh,
     ) {
-        super(token, amount, index, rate, underlyingTokenAddress);
+        super(token, amount, index, rate, unwrapRate, underlyingTokenAddress);
         this.weight = BigInt(weight);
     }
 }
diff --git a/modules/sor/sorV2/lib/poolsV3/weighted/weightedPool.ts b/modules/sor/sorV2/lib/poolsV3/weighted/weightedPool.ts
@@ -61,6 +61,7 @@ export class WeightedPoolV3 implements BasePoolV3 {
                         tokenAmount.amount,
                         poolToken.index,
                         parseEther(poolToken.priceRate),
+                        parseEther(poolToken.token.unwrapRate),
                         poolToken.token.underlyingTokenAddress,
                         parseEther(poolToken.weight),
                     ),

diff --git a/modules/sources/contracts/fetch-erc4626-token-data.ts b/modules/sources/contracts/fetch-erc4626-token-data.ts
@@ -3,6 +3,7 @@ import MinimalErc4626Abi from './abis/MinimalERC4626';
 import { fetchErc20Headers } from '.';
 import { multicallViem, ViemMulticallCall } from '../../web3/multicaller-viem';
 import { Chain } from '@prisma/client';
+import { formatUnits, parseEther, parseUnits } from 'viem';
 
 interface Erc4626Data {
     asset?: string;
@@ -25,6 +26,7 @@ export async function fetchErc4626AndUnderlyingTokenData(
         symbol: string;
         chain: Chain;
         underlyingTokenAddress?: string;
+        unwrapRate?: string;
     }[]
 > {
     const tokenData: {
@@ -35,6 +37,7 @@ export async function fetchErc4626AndUnderlyingTokenData(
             symbol: string;
             chain: Chain;
             underlyingTokenAddress?: string;
+            unwrapRate?: string;
         };
     } = {};
 
@@ -53,7 +56,7 @@ export async function fetchErc4626AndUnderlyingTokenData(
                 address: token.address as `0x${string}`,
                 abi: MinimalErc4626Abi,
                 functionName: 'convertToAssets',
-                args: [1n],
+                args: [parseUnits('1', token.decimals)],
             },
             {
                 path: `${token.address}.convertToShares`,
@@ -118,22 +121,32 @@ export async function fetchErc4626AndUnderlyingTokenData(
             name: token.name,
             symbol: token.symbol,
             chain: token.chain,
-            underlyingTokenAddress: underlyingTokenAddress,
+            underlyingTokenAddress,
         };
 
-        if (underlyingTokenAddress && !tokenData[underlyingTokenAddress]) {
-            const underlyingTokenDetail = await fetchErc20Headers(
-                [underlyingTokenAddress as `0x${string}`],
-                viemClient,
-            );
+        if (underlyingTokenAddress) {
+            if (!tokenData[underlyingTokenAddress]) {
+                const underlyingTokenDetail = await fetchErc20Headers(
+                    [underlyingTokenAddress as `0x${string}`],
+                    viemClient,
+                );
+
+                tokenData[underlyingTokenAddress] = {
+                    address: underlyingTokenAddress,
+                    decimals: underlyingTokenDetail[underlyingTokenAddress].decimals,
+                    name: underlyingTokenDetail[underlyingTokenAddress].name,
+                    symbol: underlyingTokenDetail[underlyingTokenAddress].symbol,
+                    chain: token.chain,
+                    underlyingTokenAddress: undefined,
+                };
+            }
 
-            tokenData[underlyingTokenAddress] = {
-                address: underlyingTokenAddress,
-                decimals: underlyingTokenDetail[underlyingTokenAddress].decimals,
-                name: underlyingTokenDetail[underlyingTokenAddress].name,
-                symbol: underlyingTokenDetail[underlyingTokenAddress].symbol,
-                chain: token.chain,
-                underlyingTokenAddress: undefined,
+            const unwrapRate = result.convertToAssets
+                ? formatUnits(BigInt(result.convertToAssets), tokenData[underlyingTokenAddress].decimals)
+                : '1';
+            tokenData[token.address] = {
+                ...tokenData[token.address],
+                unwrapRate,
             };
         }
     }

diff --git a/modules/sources/contracts/v3/fetch-pool-data.ts b/modules/sources/contracts/v3/fetch-pool-data.ts
@@ -15,7 +15,8 @@ type PoolTokenRates = [
     AbiParameterToPrimitiveType<ExtractAbiFunction<typeof VaultV3Abi, 'getPoolTokenRates'>['outputs'][0]>, // decimalScalingFactors
     AbiParameterToPrimitiveType<ExtractAbiFunction<typeof VaultV3Abi, 'getPoolTokenRates'>['outputs'][1]>, // tokenRates
 ];
-export interface OnchainDataV3 {
+
+export interface PoolDataV3 {
     totalSupply: bigint;
     swapFee: bigint;
     aggregateSwapFee?: bigint;
@@ -28,7 +29,6 @@ export interface OnchainDataV3 {
         balance: bigint;
         rateProvider: string;
         rate: bigint;
-        isErc4626: boolean;
         scalingFactor: bigint;
     }[];
 }
@@ -38,7 +38,7 @@ export async function fetchPoolData(
     pools: string[],
     client: ViemClient,
     blockNumber?: bigint,
-): Promise<{ [address: string]: OnchainDataV3 }> {
+): Promise<{ [address: string]: PoolDataV3 }> {
     const contracts = pools
         .map((pool) => [
             {
@@ -102,7 +102,6 @@ export async function fetchPoolData(
                     paysYieldFees: poolTokenInfo[1][i].paysYieldFees,
                     rateProvider: poolTokenInfo[1][i].rateProvider,
                     rate: poolTokenRates ? poolTokenRates[1][i] : 1000000000000000000n,
-                    isErc4626: false, // will be added later in the process
                     scalingFactor: poolTokenRates ? poolTokenRates[0][i] : 1000000000000000000n,
                 })),
             },

diff --git a/modules/sources/contracts/v3/vault-client.ts b/modules/sources/contracts/v3/vault-client.ts
@@ -1,9 +1,9 @@
 import { ViemClient } from '../../viem-client';
-import { OnchainDataV3, fetchPoolData } from './fetch-pool-data';
+import { PoolDataV3, fetchPoolData } from './fetch-pool-data';
 import { ProtocolFees, fetchProtocolFees } from './fetch-protocol-fees';
 
 export interface VaultClient {
-    fetchPoolData: (pools: string[], blockNumber?: bigint) => Promise<{ [address: string]: OnchainDataV3 }>;
+    fetchPoolData: (pools: string[], blockNumber?: bigint) => Promise<{ [address: string]: PoolDataV3 }>;
     fetchProtocolFees: (blockNumber?: bigint) => Promise<ProtocolFees>;
 }
 

diff --git a/modules/sources/enrichers/apply-onchain-data.ts b/modules/sources/enrichers/apply-onchain-data.ts
@@ -1,17 +1,18 @@
-import { formatEther, formatUnits } from 'viem';
-import { OnchainDataCowAmm, OnchainDataV3 } from '../contracts';
+import { formatEther, formatUnits, parseEther } from 'viem';
+import { OnchainDataCowAmm, PoolDataV3 } from '../contracts';
 import { Chain } from '@prisma/client';
 import { PoolDynamicUpsertData, PoolUpsertData } from '../../../prisma/prisma-types';
 
 export const applyOnchainDataUpdateV3 = (
     data: Partial<PoolUpsertData> = {},
-    onchainPoolData: OnchainDataV3,
+    onchainPoolData: PoolDataV3,
     allTokens: { address: string; decimals: number }[],
     chain: Chain,
     poolId: string,
     blockNumber: bigint,
 ): PoolDynamicUpsertData => {
     const decimals = Object.fromEntries(allTokens.map((token) => [token.address, token.decimals]));
+
     return {
         poolDynamicData: {
             ...data.poolDynamicData,

diff --git a/modules/sources/subgraphs/aura/generated/aura-subgraph-types.ts b/modules/sources/subgraphs/aura/generated/aura-subgraph-types.ts
@@ -400,7 +400,7 @@ export type VaultSchemaHistoricApRsArgs = {
 };
 
 export type AllPoolsQueryVariables = Exact<{
-    chainIds?: Maybe<Array<Scalars['Int']> | Scalars['Int']>;
+    chainIds?: InputMaybe<Array<Scalars['Int']> | Scalars['Int']>;
 }>;
 
 export type AllPoolsQuery = {
@@ -427,7 +427,7 @@ export type PoolSchemaFragment = {
 };
 
 export type AccountsQueryVariables = Exact<{
-    ids?: Maybe<Array<Scalars['String']> | Scalars['String']>;
+    ids?: InputMaybe<Array<Scalars['String']> | Scalars['String']>;
 }>;
 
 export type AccountsQuery = {
@@ -515,9 +515,10 @@ export const AccountsDocument = gql`
 export type SdkFunctionWrapper = <T>(
     action: (requestHeaders?: Record<string, string>) => Promise<T>,
     operationName: string,
+    operationType?: string,
 ) => Promise<T>;
 
-const defaultWrapper: SdkFunctionWrapper = (action, _operationName) => action();
+const defaultWrapper: SdkFunctionWrapper = (action, _operationName, _operationType) => action();
 
 export function getSdk(client: GraphQLClient, withWrapper: SdkFunctionWrapper = defaultWrapper) {
     return {
@@ -532,6 +533,7 @@ export function getSdk(client: GraphQLClient, withWrapper: SdkFunctionWrapper =
                         ...wrappedRequestHeaders,
                     }),
                 'allPools',
+                'query',
             );
         },
         accounts(
@@ -545,6 +547,7 @@ export function getSdk(client: GraphQLClient, withWrapper: SdkFunctionWrapper =
                         ...wrappedRequestHeaders,
                     }),
                 'accounts',
+                'query',
             );
         },
     };