Update SOR buffers to use unwrapRate from erc4626 tokens

.changeset/nasty-adults-applaud.md

@@ -0,0 +1,5 @@
+---
+'backend': minor
+---
+
+Update SOR buffers to use unwrapRate from erc4626 tokens

apps/worker/job-handlers.ts

@@ -29,6 +29,7 @@ import {
     StakedSonicController,
 } from '../../modules/controllers';
 import { updateVolumeAndFees } from '../../modules/actions/pool/update-volume-and-fees';
+import { TokenController } from '../../modules/controllers/token-controller';
 
 const runningJobs: Set<string> = new Set();
 
@@ -411,6 +412,15 @@ const setupJobHandlers = async (name: string, chainId: string, res: any, next: N
         case 'sync-erc4626-data':
             await runIfNotAlreadyRunning(name, chainId, () => ContentController().syncErc4626Data(), res, next);
             break;
+        case 'sync-erc4626-unwrap-rate':
+            await runIfNotAlreadyRunning(
+                name,
+                chainId,
+                () => TokenController().syncErc4626UnwrapRates(chain),
+                res,
+                next,
+            );
+            break;
         default:
             res.sendStatus(400);
             // throw new Error(`Unhandled job type ${name}`);

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';

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: {

modules/actions/token/sync-erc4626-unwrap-rates.ts

@@ -0,0 +1,52 @@
+import { Chain } from '@prisma/client';
+import { prisma } from '../../../prisma/prisma-client';
+import { fetchUnwrapRates } from '../../sources/contracts/v3/fetch-unwrap-rates';
+
+/**
+ * Sync erc4626 unwrap rates between wrapped/underlying
+ */
+export const syncErc4626UnwrapRates = async (chain: Chain) => {
+    const erc4626Tokens = await prisma.prismaToken.findMany({
+        where: {
+            chain,
+            address: { not: '0x0000000000000000000000000000000000000000' },
+            types: {
+                some: {
+                    type: 'ERC4626',
+                },
+            },
+        },
+    });
+
+    const underlyingTokens = await prisma.prismaToken.findMany({
+        where: {
+            chain,
+            address: {
+                in: erc4626Tokens.map((token) => token.underlyingTokenAddress).filter((address) => address !== null),
+            },
+        },
+    });
+
+    const underlyingTokenMap = Object.fromEntries(underlyingTokens.map((token) => [token.address, token]));
+
+    const unwrapRates = await fetchUnwrapRates(erc4626Tokens, underlyingTokenMap);
+
+    for (const token of erc4626Tokens) {
+        await prisma.prismaToken.upsert({
+            where: {
+                address_chain: {
+                    address: token.address,
+                    chain: chain,
+                },
+            },
+            create: {
+                ...token,
+                unwrapRate: unwrapRates[token.address],
+            },
+            update: {
+                ...token,
+                unwrapRate: unwrapRates[token.address],
+            },
+        });
+    }
+};

modules/controllers/token-controller.ts

@@ -1,5 +1,6 @@
 import { Chain } from '@prisma/client';
 import { syncErc4626Tokens } from '../actions/token/sync-erc4626-tokens';
+import { syncErc4626UnwrapRates } from '../actions/token/sync-erc4626-unwrap-rates';
 import { getViemClient } from '../sources/viem-client';
 
 export function TokenController(tracer?: any) {
@@ -10,5 +11,8 @@ export function TokenController(tracer?: any) {
             const viemClient = getViemClient(chain);
             await syncErc4626Tokens(viemClient, chain);
         },
+        async syncErc4626UnwrapRates(chain: Chain) {
+            await syncErc4626UnwrapRates(chain);
+        },
     };
 }

modules/network/arbitrum.ts

@@ -144,5 +144,9 @@ export const arbitrumNetworkConfig: NetworkConfig = {
             name: 'update-cow-amm-volume-and-fees',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/avalanche.ts

@@ -128,5 +128,9 @@ export const avalancheNetworkConfig: NetworkConfig = {
             name: 'sync-swaps-v2',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(10, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/base.ts

@@ -144,5 +144,9 @@ export const baseNetworkConfig: NetworkConfig = {
             name: 'update-cow-amm-volume-and-fees',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/fraxtal.ts

@@ -123,5 +123,9 @@ export const fraxtalNetworkConfig: NetworkConfig = {
             name: 'sync-swaps-v2',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(10, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/gnosis.ts

@@ -169,5 +169,9 @@ export const gnosisNetworkConfig: NetworkConfig = {
             name: 'sync-hook-data',
             interval: every(1, 'hours'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/mainnet.ts

@@ -230,5 +230,9 @@ export const mainnetNetworkConfig: NetworkConfig = {
             name: 'sync-hook-data',
             interval: every(1, 'hours'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/mode.ts

@@ -122,5 +122,9 @@ export const modeNetworkConfig: NetworkConfig = {
             name: 'sync-swaps-v2',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(10, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/optimism.ts

@@ -127,5 +127,9 @@ export const optimismNetworkConfig: NetworkConfig = {
             name: 'sync-swaps-v2',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(10, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/polygon.ts

@@ -127,5 +127,9 @@ export const polygonNetworkConfig: NetworkConfig = {
             name: 'sync-swaps-v2',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(10, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/sepolia.ts

@@ -168,5 +168,9 @@ export const sepoliaNetworkConfig: NetworkConfig = {
             name: 'update-cow-amm-volume-and-fees',
             interval: every(20, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/sonic.ts

@@ -137,5 +137,9 @@ export const sonicNetworkConfig: NetworkConfig = {
             name: 'sync-sts-staking-snapshots',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(20, 'minutes') : every(10, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/network/zkevm.ts

@@ -123,5 +123,9 @@ export const zkevmNetworkConfig: NetworkConfig = {
             name: 'sync-swaps-v2',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(10, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-erc4626-unwrap-rate',
+            interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(60, 'minutes') : every(20, 'minutes'),
+        },
     ],
 };

modules/sor/sor-debug.test.ts

@@ -2,7 +2,8 @@
 import { Chain } from '@prisma/client';
 import { initRequestScopedContext, setRequestScopedContextValue } from '../context/request-scoped-context';
 import { chainIdToChain } from '../network/chain-id-to-chain';
-import { PoolController } from '../controllers/pool-controller'; // Add this import statement
+import { PoolController } from '../controllers/pool-controller';
+import { TokenController } from '../controllers/token-controller';
 import { sorService } from './sor.service';
 
 describe('sor debugging', () => {
@@ -36,24 +37,25 @@ describe('sor debugging', () => {
         expect(parseFloat(swaps.returnAmount)).toBeGreaterThan(0);
     }, 5000000);
 
-    it('sor v3 mainnet wusdl -> csusdl', async () => {
-        const chain = Chain.MAINNET;
+    it.only('sor v3 mainnet wstETH -> waGnowstETH', async () => {
+        const chain = Chain.GNOSIS;
 
         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);
+        await TokenController().syncErc4626Tokens(chain);
+        await TokenController().syncErc4626UnwrapRates(chain);
 
         const swaps = await sorService.getSorSwapPaths({
             chain,
-            tokenIn: '0x7751e2f4b8ae93ef6b79d86419d42fe3295a4559', // wusdl
-            tokenOut: '0xbeefc01767ed5086f35decb6c00e6c12bc7476c1', // csusdl
+            tokenIn: '0x773cda0cade2a3d86e6d4e30699d40bb95174ff2', // wagnowsteth
+            tokenOut: '0x6C76971f98945AE98dD7d4DFcA8711ebea946eA6', // wsteth
             swapType: 'EXACT_IN',
-            swapAmount: '10',
+            swapAmount: '1',
             useProtocolVersion: 3,
-            // poolIds: ['0xbeefc01767ed5086f35decb6c00e6c12bc7476c1'], // buffer
+            poolIds: ['0x272d6be442e30d7c87390edeb9b96f1e84cecd8d'], // boosted
         });
 
         console.log(swaps.returnAmount);

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;
     }
 

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,
         );

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,
                     ),
                 );

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);
     }
 }

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),
                     ),

modules/sources/contracts/fetch-erc4626-token-data.ts

@@ -118,7 +118,7 @@ export async function fetchErc4626AndUnderlyingTokenData(
             name: token.name,
             symbol: token.symbol,
             chain: token.chain,
-            underlyingTokenAddress: underlyingTokenAddress,
+            underlyingTokenAddress,
         };
 
         if (underlyingTokenAddress && !tokenData[underlyingTokenAddress]) {

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,
                 })),
             },