feat: Implement UniswapV4 Native integration (#125)
* feat: initial data structure + ABI & buf models * feat: initial modules: identify new pools and events * feat: map liquidity and balance changes, introduce balance delta calculation from liquidity * feat: map tick deltas * chore: undo weird formatting * chore: undo weird formatting * feat: map fee changes and aggregate data to final block structure * feat: reimplement math natively, remove alloy and univ3sdk dependencies * chore: make clippy happy + misc improvements * chore: add rust generated files from buf & ABI * chore: make clippy happy * feat: add all modules to ethereum-uniswap-v4.yaml * chore: update yaml file to skip unnecessary buf paths * fix: update pb mod.rs * fix: fix hex / utf-8 encoding. working version * fix: simplify error handling, rename yaml file to match chain & formatting * fix: fix ChangeType for sqrt_price_x96 on Initialization * fix: make fee a non-static attribute * fix: add balance_owner to univ4 pool * feat: add uniswap-v4 mainnet yaml * fix(uniswap-v4): miscellaneous fixes for UniswapV4 (#147) * fix(uniswap-v4): correctly decode swap event deltas. Deltas are given from a user debt perspective by the event (negative if received by the pool, positive if sent by the pool). In our usecase we need the opposite of this. This commit uses `.neg()` on the amount to apply them correctly. * fix(uniswap-v4): correctly compute token amounts. We were using `get_sqrt_ratio_at_tick` at the current tick to compute the amounts. This was incorrect because it provides the price at the tick boundary, but we might be mid-tick, which could lead to erroneous balances. We now track the current price (updated by `initialization` and `swap` events) and use it when calculating the amounts. * fix(uniswapv4): do not account for fees in swaps. Previously we were adding fees as balances. But they are actually not part of the TVL and we aren't accounting for fees in the position changes (withdrawals). This commit addresses this and remove the fees from the token balances. * refactor: fix pb mod.rs * refactor: bump version and update sepolia config * ci: make clippy happy * refactor: clean unimath tests * refactor: make logic clearer and improve docstrings --------- Co-authored-by: zizou <111426680+flopell@users.noreply.github.com> --------- Co-authored-by: Zizou <111426680+zizou0x@users.noreply.github.com> Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
This commit is contained in:
tvinagre
8
substreams/ethereum-uniswap-v4/src/pb/mod.rs
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substreams/ethereum-uniswap-v4/src/pb/mod.rs
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// @generated
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pub mod uniswap {
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// @@protoc_insertion_point(attribute:uniswap.v4)
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pub mod v4 {
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include!("uniswap.v4.rs");
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// @@protoc_insertion_point(uniswap.v4)
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}
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}
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228
substreams/ethereum-uniswap-v4/src/pb/uniswap.v4.rs
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228
substreams/ethereum-uniswap-v4/src/pb/uniswap.v4.rs
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// @generated
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct Pool {
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/// // The pool address.
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#[prost(bytes="vec", tag="1")]
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pub id: ::prost::alloc::vec::Vec<u8>,
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/// The token0 address.
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#[prost(bytes="vec", tag="2")]
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pub currency0: ::prost::alloc::vec::Vec<u8>,
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/// The token1 address.
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#[prost(bytes="vec", tag="3")]
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pub currency1: ::prost::alloc::vec::Vec<u8>,
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/// The transaction where the pool was created.
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#[prost(bytes="vec", tag="4")]
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pub created_tx_hash: ::prost::alloc::vec::Vec<u8>,
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}
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/// A struct describing a transaction.
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct Transaction {
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/// The transaction hash.
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#[prost(bytes="vec", tag="1")]
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pub hash: ::prost::alloc::vec::Vec<u8>,
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/// The sender of the transaction.
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#[prost(bytes="vec", tag="2")]
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pub from: ::prost::alloc::vec::Vec<u8>,
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/// The receiver of the transaction.
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#[prost(bytes="vec", tag="3")]
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pub to: ::prost::alloc::vec::Vec<u8>,
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/// The transactions index within the block.
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#[prost(uint64, tag="4")]
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pub index: u64,
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}
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/// A change to a pool's tick.
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct TickDelta {
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/// The address of the pool.
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#[prost(bytes="vec", tag="1")]
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pub pool_address: ::prost::alloc::vec::Vec<u8>,
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/// The index of the tick.
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#[prost(int32, tag="2")]
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pub tick_index: i32,
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/// The liquidity net delta of this tick. Bigint encoded as signed little endian bytes.
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#[prost(bytes="vec", tag="3")]
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pub liquidity_net_delta: ::prost::alloc::vec::Vec<u8>,
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/// Used to determine the order of the balance changes. Necessary for the balance store.
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#[prost(uint64, tag="4")]
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pub ordinal: u64,
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#[prost(message, optional, tag="5")]
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pub transaction: ::core::option::Option<Transaction>,
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}
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/// A group of TickDelta
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct TickDeltas {
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#[prost(message, repeated, tag="1")]
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pub deltas: ::prost::alloc::vec::Vec<TickDelta>,
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}
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/// A change to a pool's liquidity.
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct LiquidityChange {
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/// The address of the pool.
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#[prost(bytes="vec", tag="1")]
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pub pool_address: ::prost::alloc::vec::Vec<u8>,
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/// The liquidity changed amount. Bigint encoded as signed little endian bytes.
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#[prost(bytes="vec", tag="2")]
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pub value: ::prost::alloc::vec::Vec<u8>,
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/// The type of update, can be absolute or delta.
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#[prost(enumeration="LiquidityChangeType", tag="3")]
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pub change_type: i32,
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/// Used to determine the order of the balance changes. Necessary for the balance store.
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#[prost(uint64, tag="4")]
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pub ordinal: u64,
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#[prost(message, optional, tag="5")]
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pub transaction: ::core::option::Option<Transaction>,
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}
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/// A group of LiquidityChange
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct LiquidityChanges {
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#[prost(message, repeated, tag="1")]
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pub changes: ::prost::alloc::vec::Vec<LiquidityChange>,
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}
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct Events {
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#[prost(message, repeated, tag="3")]
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pub pool_events: ::prost::alloc::vec::Vec<events::PoolEvent>,
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}
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/// Nested message and enum types in `Events`.
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pub mod events {
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct PoolEvent {
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#[prost(uint64, tag="100")]
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pub log_ordinal: u64,
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/// Changed from pool_address to pool_id as V4 uses PoolId
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#[prost(string, tag="102")]
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pub pool_id: ::prost::alloc::string::String,
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/// Changed from token0 to currency0
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#[prost(string, tag="103")]
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pub currency0: ::prost::alloc::string::String,
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/// Changed from token1 to currency1
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#[prost(string, tag="104")]
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pub currency1: ::prost::alloc::string::String,
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#[prost(message, optional, tag="105")]
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pub transaction: ::core::option::Option<super::Transaction>,
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#[prost(oneof="pool_event::Type", tags="1, 2, 3, 4, 5")]
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pub r#type: ::core::option::Option<pool_event::Type>,
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}
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/// Nested message and enum types in `PoolEvent`.
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pub mod pool_event {
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct Initialize {
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#[prost(string, tag="1")]
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pub sqrt_price_x96: ::prost::alloc::string::String,
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#[prost(int32, tag="2")]
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pub tick: i32,
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#[prost(uint32, tag="3")]
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pub fee: u32,
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#[prost(int32, tag="4")]
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pub tick_spacing: i32,
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/// Address of the hooks contract
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#[prost(string, tag="5")]
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pub hooks: ::prost::alloc::string::String,
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}
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct ModifyLiquidity {
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#[prost(string, tag="1")]
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pub sender: ::prost::alloc::string::String,
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#[prost(int32, tag="2")]
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pub tick_lower: i32,
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#[prost(int32, tag="3")]
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pub tick_upper: i32,
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/// Changed to support signed integers
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#[prost(string, tag="4")]
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pub liquidity_delta: ::prost::alloc::string::String,
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/// Added salt field
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#[prost(string, tag="5")]
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pub salt: ::prost::alloc::string::String,
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}
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct Swap {
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#[prost(string, tag="1")]
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pub sender: ::prost::alloc::string::String,
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/// Signed int128
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#[prost(string, tag="2")]
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pub amount0: ::prost::alloc::string::String,
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/// Signed int128
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#[prost(string, tag="3")]
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pub amount1: ::prost::alloc::string::String,
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#[prost(string, tag="4")]
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pub sqrt_price_x96: ::prost::alloc::string::String,
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#[prost(string, tag="5")]
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pub liquidity: ::prost::alloc::string::String,
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#[prost(int32, tag="6")]
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pub tick: i32,
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/// Added fee field
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#[prost(uint32, tag="7")]
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pub fee: u32,
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}
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct Donate {
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#[prost(string, tag="1")]
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pub sender: ::prost::alloc::string::String,
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#[prost(string, tag="2")]
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pub amount0: ::prost::alloc::string::String,
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#[prost(string, tag="3")]
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pub amount1: ::prost::alloc::string::String,
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}
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Message)]
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pub struct ProtocolFeeUpdated {
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#[prost(string, tag="1")]
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pub pool_id: ::prost::alloc::string::String,
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#[prost(uint32, tag="2")]
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pub protocol_fee: u32,
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}
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#[allow(clippy::derive_partial_eq_without_eq)]
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#[derive(Clone, PartialEq, ::prost::Oneof)]
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pub enum Type {
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#[prost(message, tag="1")]
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Initialize(Initialize),
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#[prost(message, tag="2")]
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ModifyLiquidity(ModifyLiquidity),
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#[prost(message, tag="3")]
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Swap(Swap),
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#[prost(message, tag="4")]
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Donate(Donate),
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#[prost(message, tag="5")]
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ProtocolFeeUpdated(ProtocolFeeUpdated),
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}
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}
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}
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#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
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#[repr(i32)]
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pub enum LiquidityChangeType {
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Delta = 0,
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Absolute = 1,
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}
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impl LiquidityChangeType {
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/// String value of the enum field names used in the ProtoBuf definition.
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///
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/// The values are not transformed in any way and thus are considered stable
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/// (if the ProtoBuf definition does not change) and safe for programmatic use.
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pub fn as_str_name(&self) -> &'static str {
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match self {
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LiquidityChangeType::Delta => "DELTA",
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LiquidityChangeType::Absolute => "ABSOLUTE",
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}
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}
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/// Creates an enum from field names used in the ProtoBuf definition.
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pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
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match value {
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"DELTA" => Some(Self::Delta),
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"ABSOLUTE" => Some(Self::Absolute),
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_ => None,
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}
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}
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}
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// @@protoc_insertion_point(module)
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