small updates for tracking swaps, pricing updates

schema.graphql

@@ -183,6 +183,10 @@ type Mint @entity {
   timestamp: BigInt!
   # pool position is within
   pool: Pool!
+  # allow indexing by tokens
+  token0: Token!
+  # allow indexing by tokens
+  token1: Token!
   # owner of position where liquidity minted to
   owner: Bytes!
   # the address that minted the liquidity
@@ -212,6 +216,10 @@ type Burn @entity {
   transaction: Transaction!
   # pool position is within
   pool: Pool!
+  # allow indexing by tokens
+  token0: Token!
+  # allow indexing by tokens
+  token1: Token!
   # need this to pull recent txns for specific token or pool
   timestamp: BigInt!
   # owner of position where liquidity was burned
@@ -243,6 +251,10 @@ type Swap @entity {
   timestamp: BigInt!
   # pool swap occured within
   pool: Pool!
+  # allow indexing by tokens
+  token0: Token!
+  # allow indexing by tokens
+  token1: Token!
   # sender of the swap
   sender: Bytes!
   # recipient of the swap

src/mappings/core.ts

@@ -1,3 +1,4 @@
+import { log, Address } from '@graphprotocol/graph-ts'
 /* eslint-disable prefer-const */
 import { Bundle, Pool, Token, Factory, Mint, Burn, Swap, Tick } from '../types/schema'
 import { BigDecimal, BigInt, store } from '@graphprotocol/graph-ts'
@@ -12,8 +13,12 @@ export function handleInitialize(event: Initialize): void {
   let pool = Pool.load(event.address.toHexString())
   pool.sqrtPrice = event.params.sqrtPriceX96
   pool.tick = BigInt.fromI32(event.params.tick)
+  // update token prices
+  let token0 = Token.load(pool.token0)
+  let token1 = Token.load(pool.token1)
+
   // token prices
-  let prices = sqrtPriceX96ToTokenPrices(pool.sqrtPrice)
+  let prices = sqrtPriceX96ToTokenPrices(pool.sqrtPrice, token0 as Token, token1 as Token)
   pool.token0Price = prices[0]
   pool.token1Price = prices[1]
   pool.save()
@@ -26,8 +31,6 @@ export function handleInitialize(event: Initialize): void {
   updatePoolDayData(event)
 
   // update token prices
-  let token0 = Token.load(pool.token0)
-  let token1 = Token.load(pool.token1)
   token0.derivedETH = findEthPerToken(token0 as Token)
   token1.derivedETH = findEthPerToken(token1 as Token)
   token0.save()
@@ -44,6 +47,10 @@ export function handleMint(event: MintEvent): void {
   let token1 = Token.load(pool.token1)
   let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
   let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
+  if (event.transaction.from === Address.fromString('0x74Aa01d162E6dC6A657caC857418C403D48E2D77')) {
+    log.debug('mybug token0 orice', [token0.derivedETH.toString()])
+    log.debug('mybug token1 orice', [token1.derivedETH.toString()])
+  }
 
   let amountUSD = amount0
     .times(token0.derivedETH.times(bundle.ethPriceUSD))
@@ -84,6 +91,8 @@ export function handleMint(event: MintEvent): void {
   mint.transaction = transaction.id
   mint.timestamp = transaction.timestamp
   mint.pool = pool.id
+  mint.token0 = pool.token0
+  mint.token1 = pool.token1
   mint.owner = event.params.owner
   mint.sender = event.params.sender
   mint.origin = event.transaction.from
@@ -101,10 +110,10 @@ export function handleMint(event: MintEvent): void {
 
   let lowerTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickLower).toString()
   let upperTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickUpper).toString()
-  
+
   let lowerTick = Tick.load(lowerTickId)
   let upperTick = Tick.load(upperTickId)
-  
+
   if (lowerTick === null) {
     lowerTick = createTick(lowerTickId, lowerTickIdx, pool.id, event)
   }
@@ -187,6 +196,8 @@ export function handleBurn(event: BurnEvent): void {
   burn.transaction = transaction.id
   burn.timestamp = transaction.timestamp
   burn.pool = pool.id
+  burn.token0 = pool.token0
+  burn.token1 = pool.token1
   burn.owner = event.params.owner
   burn.origin = event.transaction.from
   burn.amount = event.params.amount
@@ -216,13 +227,13 @@ export function handleBurn(event: BurnEvent): void {
   // If liquidity gross is zero then there are no positions starting at or ending at the tick.
   // It is now safe to remove the tick from the data store.
   if (lowerTick.liquidityGross.equals(ZERO_BD)) {
-    store.remove('Tick', lowerTickId);
+    store.remove('Tick', lowerTickId)
   } else {
     lowerTick.save()
   }
 
   if (upperTick.liquidityGross.equals(ZERO_BD)) {
-    store.remove('Tick', upperTickId);
+    store.remove('Tick', upperTickId)
   } else {
     upperTick.save()
   }
@@ -266,6 +277,9 @@ export function handleSwap(event: SwapEvent): void {
   let amountTotalETH = amount0ETH.plus(amount1ETH).div(BigDecimal.fromString('2'))
   let amountTotalUSD = amount0USD.plus(amount1USD).div(BigDecimal.fromString('2'))
 
+  log.debug('mybug token0 Eth: {}', [token0.derivedETH.toString()])
+  log.debug('mybug token1 Eth: {}', [token1.derivedETH.toString()])
+
   // global updates
   factory.txCount = factory.txCount.plus(ONE_BI)
   factory.totalVolumeETH = factory.totalVolumeETH.plus(amount0ETH).plus(amount1ETH)
@@ -300,7 +314,7 @@ export function handleSwap(event: SwapEvent): void {
   token1.volumeUSD = token1.volumeUSD.plus(amountTotalUSD)
 
   // updated pool rates
-  let prices = sqrtPriceX96ToTokenPrices(pool.sqrtPrice)
+  let prices = sqrtPriceX96ToTokenPrices(pool.sqrtPrice, token0 as Token, token1 as Token)
   pool.token0Price = prices[0]
   pool.token1Price = prices[1]
   pool.save()
@@ -333,6 +347,8 @@ export function handleSwap(event: SwapEvent): void {
   swap.transaction = transaction.id
   swap.timestamp = transaction.timestamp
   swap.pool = pool.id
+  swap.token0 = pool.token0
+  swap.token1 = pool.token1
   swap.sender = event.params.sender
   swap.origin = event.transaction.from
   swap.recipient = event.params.recipient
@@ -365,6 +381,7 @@ export function handleSwap(event: SwapEvent): void {
   token1DayData.volumeUSD = token1DayData.volumeUSD.plus(amountTotalUSD)
   token1DayData.untrackedVolumeUSD = token1DayData.untrackedVolumeUSD.plus(amountTotalUSD)
 
+  swap.save()
   token0DayData.save()
   token1DayData.save()
   uniswapDayData.save()

src/utils/constants.ts

@@ -3,7 +3,7 @@ import { BigInt, BigDecimal, Address } from '@graphprotocol/graph-ts'
 import { Factory as FactoryContract } from '../types/templates/Pool/Factory'
 
 export const ADDRESS_ZERO = '0x0000000000000000000000000000000000000000'
-export const FACTORY_ADDRESS = '0xFeabCc62240297F1e4b238937D68e7516f0918D7'
+export const FACTORY_ADDRESS = '0x815BCC87613315327E04e4A3b7c96a79Ae80760c'
 
 export let ZERO_BI = BigInt.fromI32(0)
 export let ONE_BI = BigInt.fromI32(1)

src/utils/index.ts

@@ -14,20 +14,20 @@ export function exponentToBigDecimal(decimals: BigInt): BigDecimal {
 
 export function bigDecimalExponated(value: BigDecimal, power: BigInt): BigDecimal {
   if (power.equals(ZERO_BI)) {
-    return ONE_BD;
+    return ONE_BD
   }
-  let negativePower = power.lt(ZERO_BI);
-  let result = ZERO_BD.plus(value);
-  let powerAbs = power.abs();
+  let negativePower = power.lt(ZERO_BI)
+  let result = ZERO_BD.plus(value)
+  let powerAbs = power.abs()
   for (let i = ONE_BI; i.lt(powerAbs); i = i.plus(ONE_BI)) {
     result = result.times(value)
   }
-  
+
   if (negativePower) {
     result = ONE_BD.div(result)
   }
-  
-  return result;
+
+  return result
 }
 
 export function tokenAmountToDecimal(tokenAmount: BigInt, exchangeDecimals: BigInt): BigDecimal {

src/utils/pricing.ts

@@ -2,18 +2,24 @@
 import { ONE_BD, ZERO_BD } from './constants'
 import { Pool, Token } from './../types/schema'
 import { BigDecimal, BigInt } from '@graphprotocol/graph-ts'
+import { exponentToBigDecimal } from '../utils/index'
 
 let Q192 = 2 ** 192
-export function sqrtPriceX96ToTokenPrices(sqrtPriceX96: BigInt): BigDecimal[] {
+export function sqrtPriceX96ToTokenPrices(sqrtPriceX96: BigInt, token0: Token, token1: Token): BigDecimal[] {
   let num = sqrtPriceX96.times(sqrtPriceX96).toBigDecimal()
   let denom = BigDecimal.fromString(Q192.toString())
-  let price1 = num.div(denom)
+  let price1 = num
+    .div(denom)
+    .times(exponentToBigDecimal(token0.decimals))
+    .div(exponentToBigDecimal(token1.decimals))
+
   let price0 = BigDecimal.fromString('1').div(price1)
+
   return [price0, price1]
 }
 
 const WETH_ADDRESS = '0xc778417e063141139fce010982780140aa0cd5ab'
-const DAI_WETH_03_POOL = '0x8ffb36fe19aaa22bf11f6a4f3dbcd4ae13842a67'
+const DAI_WETH_03_POOL = '0x62fc2179597e23321cc2a77b1a77b72c98f5e1a5'
 
 export function getEthPriceInUSD(): BigDecimal {
   // fetch eth prices for each stablecoin
@@ -25,15 +31,14 @@ export function getEthPriceInUSD(): BigDecimal {
   }
 }
 
-// token where amounts should contribute to tracked volume and liquidity
-// let FEE_LEVELS_BIPS: number[] = [500, 3000, 10000]
-
 // token where amounts should contribute to tracked volume and liquidity
 export let WHITELIST_TOKENS: string[] = [
   WETH_ADDRESS, // WETH
   '0xc7ad46e0b8a400bb3c915120d284aafba8fc4735' // DAI
 ]
 
+let MINIMUM_ETH_LOCKED = BigDecimal.fromString('1.5')
+
 /**
  * Search through graph to find derived Eth per token.
  * @todo update to be derived ETH (add stablecoin estimates)
@@ -43,19 +48,35 @@ export function findEthPerToken(token: Token): BigDecimal {
     return ONE_BD
   }
   let whiteList = token.whitelistPools
+  // for now just take USD from pool with greatest TVL
+  // need to update this to actually detect best rate based on liquidity distribution
+  let largestLiquidityETH = ZERO_BD
+  let priceSoFar = ZERO_BD
+
   for (let i = 0; i < whiteList.length; ++i) {
     let poolAddress = whiteList[i]
     let pool = Pool.load(poolAddress)
     if (pool.token0 == token.id) {
+      // whitelist token is token1
       let token1 = Token.load(pool.token1)
-      // token1 per our token * Eth per token1
-      return pool.token1Price.times(token1.derivedETH as BigDecimal)
+      // get the derived ETH in pool
+      let ethLocked = pool.totalValueLockedToken1.times(token1.derivedETH)
+      if (ethLocked.gt(largestLiquidityETH) && ethLocked.gt(MINIMUM_ETH_LOCKED)) {
+        largestLiquidityETH = ethLocked
+        // token1 per our token * Eth per token1
+        priceSoFar = pool.token1Price.times(token1.derivedETH as BigDecimal)
+      }
     }
     if (pool.token1 == token.id) {
       let token0 = Token.load(pool.token0)
-      // token0 per our token * ETH per token0
-      return pool.token0Price.times(token0.derivedETH as BigDecimal)
+      // get the derived ETH in pool
+      let ethLocked = pool.totalValueLockedToken0.times(token0.derivedETH)
+      if (ethLocked.gt(largestLiquidityETH) && ethLocked.gt(MINIMUM_ETH_LOCKED)) {
+        largestLiquidityETH = ethLocked
+        // token0 per our token * ETH per token0
+        priceSoFar = pool.token0Price.times(token0.derivedETH as BigDecimal)
+      }
     }
   }
-  return ZERO_BD // nothing was found return 0
+  return priceSoFar // nothing was found return 0
 }

subgraph.yaml

@@ -8,9 +8,9 @@ dataSources:
     name: Factory
     network: rinkeby
     source:
-      address: '0xFeabCc62240297F1e4b238937D68e7516f0918D7'
+      address: '0x815BCC87613315327E04e4A3b7c96a79Ae80760c'
       abi: Factory
-      startBlock: 8459128
+      startBlock: 8494387
     mapping:
       kind: ethereum/events
       apiVersion: 0.0.3