* feat: add balancer swapAdapter and Substreams
* fix: undo tycho-substreams logs, ignore abi on rustmft
* ci: prevent warnings from failing CI
* ci: skip size check on CI
* chore: forge fmt
* feat: vault balance from storage
Vault contract tokenBalance message are set according to the vault
storage changes in the `_reserveOf` storage variable VaultStorage.sol
contract
This was the culprit that caused the failure in simulation since
balancer enforces the invariant that `token.balanceOf(vault_addr) == _reservesOf[token]`
* ci: warnings
* fix: avoid duplicated balance changes
* fix: order by ordinal
* chore: format
* feat: extract new contracts before extracting balance changes
* feat: skip unnecessary steps if no balance change is found
* refactor: filter out account balances for tokens that aren't part of any protocol components.
On the indexer side, when we receive an account balance, we need to know about the token. This commit ensure that the token was introduced before we emit any account balance with it.
* refactor: don't index liquidity buffers.
Liquidity buffers rely on rate providers. Therefore we need DCI (feature to be able to index previously created contract) to deal with them.
* refactor: cleanup tests and add docstrings
* chore: lock tycho-substreams version
* ci: set Foundry workflow to use stable foundry
* feat(DCI): Add DCI Entrypoints to BalancerV3 components (#218)
* refactor: fix typo in weighted_pool_factory_contract name
* feat: add rate_providers static attributes
* feat: add DCI entrypoints to BalancerV3 components
* fix: set default trade price to Fraction(0, 1)
* feat: remove buffers as components
Buffers are to be used internally by Boosted pools (stable/weighted pools that use ERC4626 tokens). They are not to be treated as a separate swap component.
* test: update test blocks
Extend tests some tests block range to ensure liquidity was added to the pool and can be simulated on
* feat: remove buffers as components
Remove balance updates for buffer components
* feat: listen for pool pause/unpause events
* chore: formating
* fix: encoding call data
* test: update Balancer V3 tests to use DCI
* test: set indexer log level to info
* docs: add comment on support of boosted pools
* feat: update balancer v3 package version
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Co-authored-by: Thales <thales@datarevenue.com>
Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
Co-authored-by: Louise Poole <louise@datarevenue.com>
Co-authored-by: Louise Poole <louisecarmenpoole@gmail.com>
* feat: Add Pancakeswap V3 Substreams module
At this point it's just hard copy of Uniswap V3. It will be adapted in the following commits to make reviewing easier.
* refactor: adapt uniswapv3 module logic for pancakeswap v3
The main change is how they handle protocol fees. Protocol fees are set by default depending on the fee of the pool.
* refactor: use new protobuf structs
The "EntityChanges" got deprecated in favor of the hybrid messages. This commit makes PancakeswapV3 module use the new structs.
* fix: set correct factory address
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Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
Co-authored-by: Louise Poole <louise@datarevenue.com>
* feat: import to tycho simulation initialized accounts defined on yaml file
* feat: update tycho-simulation dep, black formatting
* feat: Add additional logging to test runner
* feat: Fail test if expected component fails to get decoded
* feat: Warn if initialized contracts are not specified on ProtocolComponent contracts
* 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>
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Co-authored-by: Zizou <111426680+zizou0x@users.noreply.github.com>
Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
* chore: add sfrax to rust fmt ignore
* fix(substreams-sdk): correctly mark contract creation.
Previously we would mark a contract as created if it was created in any transaction in this block. This would lead to some unexpected behavior if the contract was created and updated in the same block but in different transactions. In that case the update would be tagged as creation.
* feat: extract asset types for ng factory
This will allow us to detect pools with rebasing tokens and blacklist them until we can support them in `tycho-simulation`
* fix: correctly index math implementation for twocrypto factory
This implementation is immutable and not dynamic.
* fix: index cryptopool factory
This factory is needed for simulations by pools that have admin fees.
* chore: fix build sfrax abi contract
* Bump curve version
---------
Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
Co-authored-by: tvinagre <tvinagre@gmail.com>
Co-authored-by: Thales <thales@datarevenue.com>
* refactor(substreams): ignore transaction if contracts update are ignored.
There are some cases where we ignore contracts updates (for example if the old and new values are the same). In that case if the transaction only contains ignored updates we don't emit it.
* refactor(substreams): ignore deletions for freshly created attributes.
There are cases where an attribute can be created and deleted during the same transaction. To avoid sending a confusing deletion for something that was never created before, we just ignore the deletion in that particular case.
* feat(substreams): Add uniswap V3 logs only module (#98)
* feat(substreams): add uniswapV3 logs only Substreams module
* refactor(substreams): encode everything as big endian
* refactor(substreams): mark changes as creation when a tick liq is updated from 0
This will allow the SDK to detect cases where a tick is created and deleted in the same transaction and ignore it.
* ci(substreams): ignore built files for uniswapv3 logs only module and clean code
* refactor(substreams): update uniswapv3 substreams with new SDK interface
* feat(subtreams): emit default token balances value for uniswapv3
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Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
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Co-authored-by: zizou <111426680+flopell@users.noreply.github.com>
Bytes decoding from BalanceChange, sort BlockBalanceDeltas, transform `0xeeee...` into `0x000...` for consistency, and add a placeholder for missing tokens in `get_token_from_pool`.
