Ekubo TWAMM & MEV-resist integration (#192)

* Add Ekubo TWAMM support

* Change order of words

* Account TWAMM order balances

* Fix tracking wrong component balance deltas

Swapped and PositionUpdated are the only events affecting pool TVL

* Fix fee addition

Fees are a .64 instead of a .128 since v2 & the result is rounded

* Consistent naming

* cargo fmt

* Add method for selecting store method from change type

* Only store the affected sale rate delta on OrderUpdated events

* Remove unnecessary parameterization

* Index Ekubo MEV-resist pools

* cargo clippy
This commit is contained in:
die-herdplatte
2025-06-30 16:45:08 +02:00
committed by GitHub
parent ef6c826a8a
commit 1ff97ff43f
28 changed files with 3750 additions and 313 deletions

View File

@@ -2,7 +2,8 @@ syntax = "proto3";
package ekubo;
// Copy of tycho.evm.v1.Transaction to be able to implement conversions to/from TransactionTrace
// Copy of tycho.evm.v1.Transaction to be able to implement conversions to/from
// TransactionTrace
message Transaction {
bytes hash = 1;
bytes from = 2;
@@ -18,27 +19,45 @@ message TickDelta {
Transaction transaction = 5;
}
message TickDeltas {
repeated TickDelta deltas = 1;
message TickDeltas { repeated TickDelta deltas = 1; }
message OrderSaleRateDelta {
bytes pool_id = 1; // bytes32
uint64 time = 2;
bytes sale_rate_delta = 3; // int112
bool is_token1 = 4;
uint64 ordinal = 5;
Transaction transaction = 6;
}
enum LiquidityChangeType {
message OrderSaleRateDeltas { repeated OrderSaleRateDelta deltas = 1; }
enum ChangeType {
DELTA = 0;
ABSOLUTE = 1;
}
message LiquidityChange {
bytes pool_id = 1; // bytes32
bytes value = 2; // uint128 or int128, depending on change_type
LiquidityChangeType change_type = 3;
bytes value = 2; // uint128 or int128, depending on change_type
ChangeType change_type = 3;
uint64 ordinal = 4;
Transaction transaction = 5;
}
message LiquidityChanges {
repeated LiquidityChange changes = 1;
message LiquidityChanges { repeated LiquidityChange changes = 1; }
message SaleRateChange {
bytes pool_id = 1; // bytes32
bytes token0_value = 2; // uint112 or int112, depending on change_type
bytes token1_value = 3; // uint112 or int112, depending on change_type
ChangeType change_type = 4;
uint64 ordinal = 5;
Transaction transaction = 6;
}
message SaleRateChanges { repeated SaleRateChange changes = 1; }
message PoolDetails {
bytes token0 = 1; // address
bytes token1 = 2; // address
@@ -47,6 +66,7 @@ message PoolDetails {
message BlockTransactionEvents {
repeated TransactionEvents block_transaction_events = 1;
uint64 timestamp = 2; // block timestamp
message TransactionEvents {
Transaction transaction = 1;
@@ -59,37 +79,32 @@ message BlockTransactionEvents {
oneof event {
Swapped swapped = 3;
PositionUpdated position_updated = 4;
PositionFeesCollected position_fees_collected = 5;
PoolInitialized pool_initialized = 6;
FeesAccumulated fees_accumulated = 7;
PoolInitialized pool_initialized = 5;
VirtualOrdersExecuted virtual_orders_executed = 6;
OrderUpdated order_updated = 7;
}
message Swapped {
bytes delta0 = 1; // int128
bytes delta1 = 2; // int128
bytes delta0 = 1; // int128
bytes delta1 = 2; // int128
bytes sqrt_ratio_after = 3; // uint192
bytes liquidity_after = 4; // uint128
sint32 tick_after = 5; // int32
bytes liquidity_after = 4; // uint128
sint32 tick_after = 5; // int32
}
message PositionUpdated {
sint32 lower = 1; // int32
sint32 upper = 2; // int32
sint32 lower = 1; // int32
sint32 upper = 2; // int32
bytes liquidity_delta = 3; // int128
bytes delta0 = 4; // int128
bytes delta1 = 5; // int128
}
message PositionFeesCollected {
bytes amount0 = 1; // uint128
bytes amount1 = 2; // uint128
bytes delta0 = 4; // int128
bytes delta1 = 5; // int128
}
message PoolInitialized {
bytes token0 = 1; // address
bytes token1 = 2; // address
bytes config = 3; // bytes32
sint32 tick = 4; // int32
bytes token0 = 1; // address
bytes token1 = 2; // address
bytes config = 3; // bytes32
sint32 tick = 4; // int32
bytes sqrt_ratio = 5; // uint192
Extension extension = 6;
@@ -97,12 +112,27 @@ message BlockTransactionEvents {
EXTENSION_UNKNOWN = 0;
EXTENSION_BASE = 1;
EXTENSION_ORACLE = 2;
EXTENSION_TWAMM = 3;
EXTENSION_MEV_RESIST = 4;
}
}
message FeesAccumulated {
bytes amount0 = 1; // uint128
bytes amount1 = 2; // uint128
message VirtualOrdersExecuted {
bytes token0_sale_rate = 1; // int112
bytes token1_sale_rate = 2; // int112
}
message OrderUpdated {
OrderKey order_key = 1;
bytes sale_rate_delta = 2; // int112
message OrderKey {
bytes sell_token = 1; // address
bytes buy_token = 2; // address
fixed64 fee = 3;
uint64 start_time = 4; // block timestamp
uint64 end_time = 5; // block timestamp
}
}
}
}