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feat: ethereum-balancer implementation

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0xMochan
2024-01-24 16:28:50 -05:00
parent b37ecaeeb0
commit d8ddc33f23
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substreams/ethereum-balancer/src/lib.rs Normal file
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use std::collections::HashMap;
use anyhow::Result;
use substreams::pb::substreams::StoreDeltas;
use substreams::store::{
StoreAdd, StoreAddBigInt, StoreGet, StoreGetBigInt, StoreGetProto, StoreNew,
StoreSetIfNotExists, StoreSetIfNotExistsProto,
};
use substreams::{hex, log};
use substreams::key;
use substreams::scalar::BigInt;
use substreams_ethereum::block_view::{CallView, LogView};
use substreams_ethereum::pb::eth;
use substreams_ethereum::pb::eth::v2::{balance_change, Call, Log, TransactionTrace};
use substreams_ethereum::{Event, Function};
use itertools::Itertools;
use pb::tycho::evm::v1::{self as tycho};
mod abi;
mod pb;
const VAULT_ADDRESS: &[u8] = &hex!("BA12222222228d8Ba445958a75a0704d566BF2C8");
/// This trait defines some helpers for serializing and deserializing `Vec<BigInt` which is needed
/// to be able to encode the `normalized_weights` and `weights` `Attribute`s. This should also be
/// handled by any downstream application.
trait SerializableVecBigInt {
fn serialize_bytes(&self) -> Vec<u8>;
fn deserialize_bytes(bytes: &[u8]) -> Vec<BigInt>;
}
impl SerializableVecBigInt for Vec<BigInt> {
fn serialize_bytes(&self) -> Vec<u8> {
self.iter()
.flat_map(|big_int| big_int.to_signed_bytes_be())
.collect()
}
fn deserialize_bytes(bytes: &[u8]) -> Vec<BigInt> {
bytes
.chunks_exact(32)
.map(|chunk| BigInt::from_signed_bytes_be(chunk))
.collect::<Vec<BigInt>>()
}
}
/// This struct purely exists to spoof the `PartialEq` trait for `Transaction` so we can use it in
/// a later groupby operation.
struct TransactionWrapper(tycho::Transaction);
impl PartialEq for TransactionWrapper {
fn eq(&self, other: &Self) -> bool {
self.0.hash == other.0.hash
}
}
/// This is the main function that handles the creation of `ProtocolComponent`s with `Attribute`s
/// based on the specific factory address. There's 3 factory groups that are represented here:
/// - Weighted Pool Factories
/// - Linear Pool Factories
/// - Stable Pool Factories
/// (Balancer does have a bit more (esp. in the deprecated section) that could be implemented as
/// desired.)
/// We use the specific ABIs to decode both the log event and cooresponding call to gather
/// `PoolCreated` event information alongside the `Create` calldata that provide us details to
/// fufill both the required details + any extra `Attributes`
/// Ref: https://docs.balancer.fi/reference/contracts/deployment-addresses/mainnet.html
fn pool_factory_map(pool_addr: &[u8], log: &Log, call: &Call) -> Option<tycho::ProtocolComponent> {
match pool_addr {
&hex!("897888115Ada5773E02aA29F775430BFB5F34c51") => {
let create_call =
abi::weighted_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::weighted_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: create_call.tokens,
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "WeightedPoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "normalized_weights".into(),
value: create_call.normalized_weights.serialize_bytes(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
&hex!("DB8d758BCb971e482B2C45f7F8a7740283A1bd3A") => {
let create_call =
abi::composable_stable_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::composable_stable_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: create_call.tokens,
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "ComposableStablePoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "amplification_parameter".into(),
value: create_call.amplification_parameter.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
&hex!("813EE7a840CE909E7Fea2117A44a90b8063bd4fd") => {
let create_call =
abi::erc_linear_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::erc_linear_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: vec![create_call.main_token, create_call.wrapped_token],
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "ERC4626LinearPoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "upper_target".into(),
value: create_call.upper_target.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
// Note, `lower_target` is generally hardcoded for all pools, not located in call data
// Note, rate provider might be provided as `create.protocol_id`, but as a BigInt. needs investigation
],
change: tycho::ChangeType::Creation.into(),
})
}
&hex!("5F43FBa61f63Fa6bFF101a0A0458cEA917f6B347") => {
let create_call =
abi::euler_linear_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::euler_linear_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: vec![create_call.main_token, create_call.wrapped_token],
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "EulerLinearPoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "upper_target".into(),
value: create_call.upper_target.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
&hex!("39A79EB449Fc05C92c39aA6f0e9BfaC03BE8dE5B") => {
let create_call =
abi::gearbox_linear_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::gearbox_linear_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: vec![create_call.main_token, create_call.wrapped_token],
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "GearboxLinearPoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "upper_target".into(),
value: create_call.upper_target.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
// The `ManagedPoolFactory` is a bit ✨ unique ✨, so we'll leave it commented out for now
// Take a look at it's `Create` call to see how the params are structured.
// &hex!("BF904F9F340745B4f0c4702c7B6Ab1e808eA6b93") => {
// let create_call = abi::managed_pool_factory::functions::Create::match_and_decode(call)?;
// let pool_created =
// abi::managed_pool_factory::events::PoolCreated::match_and_decode(log)?;
// Some(tycho::ProtocolComponent {
// id: hex::encode(&pool_created.pool),
// tokens: create_call.tokens,
// contracts: vec![pool_addr.into(), pool_created.pool],
// static_att: vec![
// tycho::Attribute {
// name: "pool_type".into(),
// value: "ManagedPoolFactory".into(),
// change: tycho::ChangeType::Creation.into(),
// },
// tycho::Attribute {
// name: "swap_fee_percentage".into(),
// value: create_call.swap_fee_percentage.to_signed_bytes_be(),
// change: tycho::ChangeType::Creation.into(),
// },
// ],
// change: tycho::ChangeType::Creation.into(),
// })
// }
&hex!("4E11AEec21baF1660b1a46472963cB3DA7811C89") => {
let create_call =
abi::silo_linear_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::silo_linear_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: vec![create_call.main_token, create_call.wrapped_token],
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "SiloLinearPoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "upper_target".into(),
value: create_call.upper_target.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
&hex!("5F5222Ffa40F2AEd6380D022184D6ea67C776eE0") => {
let create_call =
abi::yearn_linear_pool_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::yearn_linear_pool_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: vec![create_call.main_token, create_call.wrapped_token],
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "YearnLinearPoolFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "upper_target".into(),
value: create_call.upper_target.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
// The `WeightedPool2TokenFactory` is a deprecated contract but we've included it since one
// of the highest TVL pools, 80BAL-20WETH, is able to be tracked.
&hex!("A5bf2ddF098bb0Ef6d120C98217dD6B141c74EE0") => {
let create_call =
abi::weighted_pool_tokens_factory::functions::Create::match_and_decode(call)?;
let pool_created =
abi::weighted_pool_tokens_factory::events::PoolCreated::match_and_decode(log)?;
Some(tycho::ProtocolComponent {
id: hex::encode(&pool_created.pool),
tokens: create_call.tokens,
contracts: vec![pool_addr.into(), pool_created.pool],
static_att: vec![
tycho::Attribute {
name: "pool_type".into(),
value: "WeightedPool2TokensFactory".into(),
change: tycho::ChangeType::Creation.into(),
},
tycho::Attribute {
name: "swap_fee_percentage".into(),
value: create_call.swap_fee_percentage.to_signed_bytes_be(),
change: tycho::ChangeType::Creation.into(),
},
// TODO
tycho::Attribute {
name: "weights".into(),
value: create_call.weights.serialize_bytes(),
change: tycho::ChangeType::Creation.into(),
},
],
change: tycho::ChangeType::Creation.into(),
})
}
_ => None,
}
}
/// Since the `PoolBalanceChanged` events administer only deltas, we need to leverage a map and a
/// store to be able to tally up final balances for tokens in a pool.
#[substreams::handlers::map]
pub fn map_balance_deltas(block: eth::v2::Block) -> Result<tycho::BalanceDeltas, anyhow::Error> {
Ok(tycho::BalanceDeltas {
balance_deltas: block
.events::<abi::vault::events::PoolBalanceChanged>(&[&VAULT_ADDRESS])
.flat_map(|(event, log)| {
event
.tokens
.iter()
.zip(event.deltas.iter())
.map(|(token, delta)| tycho::BalanceDelta {
ord: log.log.ordinal,
tx: Some(tycho::Transaction {
hash: log.receipt.transaction.hash.clone(),
from: log.receipt.transaction.from.clone(),
to: log.receipt.transaction.to.clone(),
index: Into::<u64>::into(log.receipt.transaction.index).clone(),
}),
token: token.clone(),
delta: delta.to_signed_bytes_be(),
component_id: event.pool_id.into(),
})
.collect::<Vec<_>>()
})
.collect::<Vec<_>>(),
})
}
/// It's significant to include both the `pool_id` and the `token_id` for each balance delta as the
/// store key to ensure that there's a unique balance being tallied for each.
#[substreams::handlers::store]
pub fn store_balance_changes(deltas: tycho::BalanceDeltas, store: StoreAddBigInt) {
deltas.balance_deltas.iter().for_each(|delta| {
store.add(
delta.ord,
format!(
"pool:{0}:token:{1}",
hex::encode(&delta.component_id),
hex::encode(&delta.token)
),
BigInt::from_signed_bytes_be(&delta.delta),
);
});
}
/// This is the main map that handles most of the indexing of this substream.
#[substreams::handlers::map]
pub fn map_changes(
block: eth::v2::Block,
deltas: tycho::BalanceDeltas,
store: StoreDeltas, // Note, this map module is using the `deltas` mode for the store.
) -> Result<tycho::BlockContractChanges> {
// Gather contract changes by indexing `PoolCreated` events and analysing the `Create` call
// We store these as a hashmap by tx hash since we need to agg by tx hash later
let mut transaction_contract_changes = block
.transactions()
.flat_map(|tx| {
tx.logs_with_calls()
.filter(|(_, call)| !call.call.state_reverted)
.filter_map(|(log, call)| {
let pool_factory_address = call.call.address.as_slice();
Some((
tx.hash.clone(),
tycho::TransactionContractChanges {
tx: Some(tycho::Transaction {
hash: tx.hash.clone(),
from: tx.from.clone(),
to: tx.to.clone(),
index: Into::<u64>::into(tx.index).clone(),
}),
contract_changes: vec![],
balance_changes: vec![],
component_changes: vec![pool_factory_map(
pool_factory_address,
&log,
&call.call,
)?],
},
))
})
})
.collect::<HashMap<_, _>>();
// Balance changes are gathered by the `StoreDelta` based on `PoolBalanceChanged` creating `BalanceDeltas`
// We essentially just process the changes that occured to the `store` this block
// Then, these balance changes are merged onto the existing map of tx contract changes,
// inserting a new one if it doesn't exist.
store
.deltas
.into_iter()
.zip(deltas.balance_deltas)
.map(|(store_delta, balance_delta)| {
let pool_id = key::segment_at(&store_delta.key, 1);
let token_id = key::segment_at(&store_delta.key, 3);
(
balance_delta.tx.unwrap(),
tycho::BalanceChange {
token: hex::decode(token_id).expect("Token ID not valid hex"),
balance: store_delta.new_value,
component_id: hex::decode(pool_id).expect("Token ID not valid hex"),
},
)
})
// We need to group the balance changes by tx hash for the `TransactionContractChanges` agg
.group_by(|(tx, _)| TransactionWrapper(tx.clone()))
.into_iter()
.for_each(|(tx_wrapped, group)| {
let tx = tx_wrapped.0;
if let Some(tx_change) = transaction_contract_changes.get_mut(&tx.hash) {
tx_change
.balance_changes
.extend(group.map(|(_, change)| change.clone()));
} else {
transaction_contract_changes.insert(
tx.hash.clone(),
tycho::TransactionContractChanges {
tx: Some(tx),
contract_changes: vec![],
component_changes: vec![],
balance_changes: group
.map(|(_, change)| change.clone())
.collect::<Vec<_>>(),
},
);
}
});
Ok(tycho::BlockContractChanges {
block: Some(tycho::Block {
number: block.number,
hash: block.hash.clone(),
parent_hash: block
.header
.as_ref()
.expect("Block header not present")
.parent_hash
.clone(),
ts: block.timestamp_seconds(),
}),
changes: transaction_contract_changes
.into_iter()
.map(|(_, v)| v)
.sorted_unstable_by_key(|tx_change| tx_change.tx.clone().unwrap().index)
.collect::<Vec<_>>(),
})
}