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vault upgrades; fees; refactoring

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This commit is contained in:
Tim
2024-06-17 02:39:12 -04:00
parent 4440641c54
commit bb2d84a1e7
13 changed files with 136 additions and 87 deletions
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25
dexorder-alpha.toml
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@@ -1,25 +0,0 @@
account='test1' # Dev Account #1
rpc_url='http://alpharpc:8545'
ws_url='ws://alpharpc:8545'
db_url='postgresql://dexorder:redroxed@postgres/dexorder'
redis_url='redis://redis:6379'
mirror_pools=[
'0xC6962004f452bE9203591991D15f6b388e09E8D0', # WETH/USDC 0.05%
'0x2f5e87C9312fa29aed5c179E456625D79015299c', # WBTC/WETH 0.05%
'0x0d94947374cbc779a0FB4D1bfF795C0Af6Dfae25', # USDC/UNI 1.00%
'0x689C96ceAb93f5E131631D225D75DeA3fD37747E', # WBTC/ARB 0.30%
'0x0E4831319A50228B9e450861297aB92dee15B44F', # WBTC/USDC 0.05%
'0x2038eEAa7100E08739352a37Ed67852E8529E8ED', # ARB/UNI 1.00%
'0x468b88941e7Cc0B88c1869d68ab6b570bCEF62Ff', # WETH/LINK 0.30%
'0xC24f7d8E51A64dc1238880BD00bb961D54cbeb29', # WETH/UNI 0.30%
'0xbBe36e6f0331C6a36AB44Bc8421E28E1a1871C1e', # USDC/LINK 0.30%
'0xa79fD76cA2b24631Ec3151f10c0660a30Bc946E7', # WBTC/LINK 0.30%
'0xb0f6cA40411360c03d41C5fFc5F179b8403CdcF8', # ARB/USDC 0.05%
'0xC6F780497A95e246EB9449f5e4770916DCd6396A', # WETH/ARB 0.05%
'0x8b6149aF984140BD3F8e158CcDCD05984a4ad0f5', # ARB/LINK 0.30%
'0xEd701Ba0cec723d85B7d96c80C21148E49D2Bf05', # LINK/UNI 1.00%
]
[deployments]
1337='alpha'

31
dexorder-separb.toml Normal file
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@@ -0,0 +1,31 @@
account = 'test1' # Dev Account #1
rpc_url = 'http://alpharpc:8545'
ws_url = 'ws://alpharpc:8545'
db_url = 'postgresql://dexorder:redroxed@postgres/dexorder'
redis_url = 'redis://redis:6379'
mirror_pools = [
# Arbitrum Pools
'0xC6962004f452bE9203591991D15f6b388e09E8D0', # WETH/USDC 0.05%
# '0x2f5e87C9312fa29aed5c179E456625D79015299c', # WBTC/WETH 0.05%
# '0x0d94947374cbc779a0FB4D1bfF795C0Af6Dfae25', # USDC/UNI 1.00%
# '0x689C96ceAb93f5E131631D225D75DeA3fD37747E', # WBTC/ARB 0.30%
# '0x0E4831319A50228B9e450861297aB92dee15B44F', # WBTC/USDC 0.05%
# '0x2038eEAa7100E08739352a37Ed67852E8529E8ED', # ARB/UNI 1.00%
# '0x468b88941e7Cc0B88c1869d68ab6b570bCEF62Ff', # WETH/LINK 0.30%
# '0xC24f7d8E51A64dc1238880BD00bb961D54cbeb29', # WETH/UNI 0.30%
# '0xbBe36e6f0331C6a36AB44Bc8421E28E1a1871C1e', # USDC/LINK 0.30%
# '0xa79fD76cA2b24631Ec3151f10c0660a30Bc946E7', # WBTC/LINK 0.30%
# '0xb0f6cA40411360c03d41C5fFc5F179b8403CdcF8', # ARB/USDC 0.05%
# '0xC6F780497A95e246EB9449f5e4770916DCd6396A', # WETH/ARB 0.05%
# '0x8b6149aF984140BD3F8e158CcDCD05984a4ad0f5', # ARB/LINK 0.30%
# '0xEd701Ba0cec723d85B7d96c80C21148E49D2Bf05', # LINK/UNI 1.00%
# Base Pools
# '0xd0b53D9277642d899DF5C87A3966A349A798F224', # WETH/USDC
# '0xb4CB800910B228ED3d0834cF79D697127BBB00e5', # WETH/USDC
]
[deployments]
1337 = 'alpha'

4
src/dexorder/base/chain.py
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@@ -49,10 +49,10 @@ Polygon = Blockchain(137, 'Polygon') # POS not zkEVM
Mumbai = Blockchain(80001, 'Mumbai')
BSC = Blockchain(56, 'BSC')
Arbitrum = Blockchain(42161, 'Arbitrum', 3, batch_size=2000)
Mock = Blockchain(31337, 'Mock', 3, batch_size=2000)
Mockchain = Blockchain(31337, 'Mockchain', 3, batch_size=2000)
Alpha = Blockchain(1337, 'Dexorder Alpha', 3, batch_size=1000)
current_chain = ContextVar[Blockchain]('current_chain', default=Mock)
current_chain = ContextVar[Blockchain]('current_chain', default=Mockchain)
class Clock:

65
src/dexorder/base/orderlib.py
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@@ -54,7 +54,7 @@ class SwapOrder:
minFillAmount: int
amountIsInput: bool
outputDirectlyToOwner: bool
chainOrder: int
conditionalOrder: int
tranches: list['Tranche']
@staticmethod
@@ -64,7 +64,7 @@ class SwapOrder:
def dump(self):
return (self.tokenIn, self.tokenOut, self.route.dump(), str(self.amount), str(self.minFillAmount), self.amountIsInput,
self.outputDirectlyToOwner, self.chainOrder, [t.dump() for t in self.tranches])
self.outputDirectlyToOwner, self.conditionalOrder, [t.dump() for t in self.tranches])
def __str__(self):
msg = f'''
@@ -83,7 +83,7 @@ SwapOrder
@dataclass
class SwapStatus:
# this is an elaborated version of the on-chain status
fillFeeBP: int
fillFeeHalfBps: int
state: SwapOrderState
start: int
ocoGroup: Optional[int]
@@ -91,6 +91,7 @@ class SwapStatus:
filledOut: Optional[int] # if None then look in the order_filled blockstate
trancheFilledIn: Optional[list[int]] # if None then look in the tranche_filled blockstate
trancheFilledOut: Optional[list[int]] # if None then look in the tranche_filled blockstate
trancheActivationTime: list[int]
@dataclass
@@ -105,7 +106,7 @@ class SwapOrderStatus(SwapStatus):
@staticmethod
def load(obj):
order = SwapOrder.load(obj[0])
fillFeeBP = int(obj[1])
fillFeeHalfBps = int(obj[1])
state = SwapOrderState(obj[2])
start = obj[3]
ocoGroup = None if obj[4] == NO_OCO else obj[4]
@@ -113,20 +114,23 @@ class SwapOrderStatus(SwapStatus):
filledOut = int(obj[6])
trancheFilledIn = [int(f) for f in obj[7]]
trancheFilledOut = [int(f) for f in obj[8]]
return SwapOrderStatus(order, fillFeeBP, state, start, ocoGroup, filledIn, filledOut, trancheFilledIn, trancheFilledOut)
trancheActivationTime = [int(f) for f in obj[9]]
return SwapOrderStatus(order, fillFeeHalfBps, state, start, ocoGroup,
filledIn, filledOut, trancheFilledIn, trancheFilledOut, trancheActivationTime)
@staticmethod
def load_from_chain(obj):
# 0 SwapOrder order;
# 1 int fillFeeBP
# 1 int fillFeeHalfBps
# 2 bool canceled;
# 3 uint32 start;
# 4 uint64 ocoGroup;
# 5 uint256 filled; // total
# 6 uint256[] trancheFilled; // sum(trancheFilled) == filled
# 7 uint32[] trancheActivationTime;
order = SwapOrder.load(obj[0])
fillFeeBP = obj[1]
fillFeeHalfBps = obj[1]
state = SwapOrderState.Canceled if obj[2] else SwapOrderState.Open
start = obj[3]
ocoGroup = None if obj[4] == NO_OCO else obj[4]
@@ -135,12 +139,17 @@ class SwapOrderStatus(SwapStatus):
filledOut = 0
trancheFilledIn = [0 for _ in range(len(obj[6]))]
trancheFilledOut = [0 for _ in range(len(obj[6]))]
return SwapOrderStatus(order, fillFeeBP, state, start, ocoGroup, filledIn, filledOut, trancheFilledIn, trancheFilledOut)
trancheActivationTime = [int(i) for i in obj[7]]
return SwapOrderStatus(order, fillFeeHalfBps, state, start, ocoGroup,
filledIn, filledOut, trancheFilledIn, trancheFilledOut, trancheActivationTime)
def dump(self):
return (self.order.dump(), self.fillFeeBP, self.state.value, self.start, self.ocoGroup,
return (
self.order.dump(), self.fillFeeHalfBps, self.state.value, self.start, self.ocoGroup,
str(self.filledIn), str(self.filledOut),
[str(f) for f in self.trancheFilledIn], [str(f) for f in self.trancheFilledOut])
[str(f) for f in self.trancheFilledIn], [str(f) for f in self.trancheFilledOut],
[int(i) for i in self.trancheActivationTime]
)
def copy(self):
return copy.deepcopy(self)
@@ -168,11 +177,11 @@ class Tranche:
maxIsBarrier: bool
marketOrder: bool
_reserved5: bool
_reserved6: bool
minIsRatio: bool
maxIsRatio: bool
_reserved7: bool
_reserved8: int
_reserved16: int
rateLimitFraction: int
rateLimitPeriod: int
startTime: int
endTime: int
@@ -196,11 +205,11 @@ class Tranche:
obj[3], # minIsBarrier
obj[4], # maxIsBarrier
obj[5], # marketOrder
obj[6], # reserved
obj[7], # reserved
obj[8], # reserved
obj[9], # reserved
obj[10], # reserved
obj[6], # minIsRatio
obj[7], # maxIsRatio
obj[8], # _reserved7
obj[9], # rateLimitFraction
obj[10], # rateLimitPeriod
obj[11], # startTime
obj[12], # endTime
decode_IEEE754(obj[13]), # minIntercept
@@ -208,10 +217,6 @@ class Tranche:
decode_IEEE754(obj[15]), # maxIntercept
decode_IEEE754(obj[16]), # maxSlope
)
result._origMinIntercept = obj[13]
result._origMinSlope = obj[14]
result._origMaxIntercept = obj[15]
result._origMaxSlope = obj[16]
return result
def dump(self):
@@ -219,17 +224,11 @@ class Tranche:
minM = encode_IEEE754(self.minSlope)
maxB = encode_IEEE754(self.maxIntercept)
maxM = encode_IEEE754(self.maxSlope)
if hasattr(self, '_origMinIntercept'):
assert minB == self._origMinIntercept
# noinspection PyUnresolvedReferences
assert minM == self._origMinSlope
# noinspection PyUnresolvedReferences
assert maxB == self._origMaxIntercept
# noinspection PyUnresolvedReferences
assert maxM == self._origMaxSlope
return (
self.fraction, self.startTimeIsRelative, self.endTimeIsRelative, self.minIsBarrier, self.maxIsBarrier, self.marketOrder,
False, False, False, 0, 0, # reserved
self.minIsRatio, self.maxIsRatio,
False, # _reserved7
self.rateLimitFraction, self.rateLimitPeriod,
self.startTime, self.endTime, minB, minM, maxB, maxM,
)
@@ -246,6 +245,8 @@ class Tranche:
msg += f' <{self.maxIntercept:.5g}'
if self.maxSlope:
msg += f'{self.maxSlope:+.5g}'
if self.rateLimitPeriod:
msg += f' {self.rateLimitFraction/MAX_FRACTION:.1%} every {self.rateLimitPeriod/60:.0} minutes'
return msg
@dataclass

12
src/dexorder/bin/main.py
View File

@@ -13,7 +13,7 @@ from dexorder.contract.dexorder import get_factory_contract, get_dexorder_contra
from dexorder.event_handler import init, dump_log, handle_vault_created, handle_order_placed, \
handle_transfer, handle_swap_filled, handle_order_canceled, handle_order_cancel_all, handle_dexorderexecutions, \
activate_time_triggers, activate_price_triggers, \
process_active_tranches, process_execution_requests, check_ohlc_rollover, handle_uniswap_swaps
process_active_tranches, process_execution_requests, check_ohlc_rollover, handle_uniswap_swaps, handle_vault_logic_changed
from dexorder.memcache import memcache
from dexorder.memcache.memcache_state import RedisState, publish_all
from dexorder.order.triggers import activate_orders
@@ -37,13 +37,6 @@ def setup_logevent_triggers(runner):
log.debug('all events:')
runner.add_event_trigger(dump_log, None, {})
factory = get_factory_contract()
if factory is None:
log.warning(f'No Factory for {current_chain.get()}')
vault_created = get_contract_event('Factory', 'VaultCreated')
else:
vault_created = factory.events.VaultCreated()
dexorder = get_dexorder_contract()
if dexorder is None:
log.warning(f'No Dexorder for {current_chain.get()}')
@@ -52,7 +45,8 @@ def setup_logevent_triggers(runner):
executions = dexorder.events.DexorderExecutions()
runner.add_event_trigger(init)
runner.add_event_trigger(handle_vault_created, vault_created)
runner.add_event_trigger(handle_vault_created, get_contract_event('Vault', 'VaultCreated'))
runner.add_event_trigger(handle_vault_logic_changed, get_contract_event('Vault', 'VaultLogicChanged'))
runner.add_event_trigger(handle_order_placed, get_contract_event('OrderLib', 'DexorderSwapPlaced'))
runner.add_event_trigger(handle_transfer, get_contract_event('ERC20', 'Transfer'))
runner.add_event_trigger(handle_uniswap_swaps, get_contract_event('IUniswapV3PoolEvents', 'Swap'), multi=True)

14
src/dexorder/contract/__init__.py
View File

@@ -12,13 +12,19 @@ from ..base.chain import current_chain
CONTRACT_ERRORS = (InsufficientDataBytes, ContractLogicError, BadFunctionCallOutput)
def get_contract_data(name):
if name in abis:
def get_abi(name, filename=None):
return get_contract_data(name, filename)['abi']
def get_contract_data(name, filename=None):
if filename is None and name in abis:
return {'abi':abis[name]}
if name == "Vault" and os.path.exists(f'../contract/out/I{name}.sol/I{name}.json') :
if filename is None and name == "Vault" and os.path.exists(f'../contract/out/IVault.sol/IVault.json') :
# logging.debug("getting abi from IVault.json instead of Vault.json")
name = "IVault" # Special case for proxy Vault
with open(f'../contract/out/{name}.sol/{name}.json', 'rt') as file:
if filename is None:
filename = name
with open(f'../contract/out/{filename}.sol/{name}.json', 'rt') as file:
return json.load(file)

6
src/dexorder/contract/dexorder.py
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@@ -21,10 +21,10 @@ def _load_chain(chain_id: int):
with open(f'../contract/broadcast/Deploy.sol/{chain_id}/run-latest.json', 'rt') as file:
deployment = json.load(file)
for tx in deployment['transactions']:
if tx['contractName'] == 'Factory':
if tx['contractName'] == 'VaultFactory':
addr = tx['contractAddress']
_factory[chain_id] = ContractProxy(addr, 'Factory')
log.info(f'Factory {addr}')
_factory[chain_id] = ContractProxy(addr, 'VaultFactory')
log.info(f'VaultFactory {addr}')
elif tx['contractName'] == 'Dexorder':
addr = tx['contractAddress']
_dexorder[chain_id] = DexorderContract(addr)

34
src/dexorder/event_handler.py
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@@ -3,18 +3,20 @@ import itertools
import logging
from uuid import UUID
from web3.exceptions import LogTopicError, MismatchedABI
from web3.types import EventData
from dexorder import current_pub, db, from_timestamp, minutely
from dexorder.base.chain import current_chain, current_clock
from dexorder.base.chain import current_chain, current_clock, Mockchain
from dexorder.base.order import TrancheExecutionRequest, TrancheKey, ExecutionRequest, new_tranche_execution_request, \
OrderKey
from dexorder.base.orderlib import SwapOrderState
from dexorder.blocks import get_block_timestamp
from dexorder.blockstate.fork import current_fork
from dexorder.contract import ERC20
from dexorder.contract.dexorder import vault_address, VaultContract
from dexorder.contract import ERC20, ContractProxy, get_contract_event
from dexorder.contract.dexorder import vault_address, VaultContract, get_factory_contract
from dexorder.database.model.transaction import TransactionJob
from dexorder.logics import logics, get_logic_version
from dexorder.ohlc import ohlcs, recent_ohlcs
from dexorder.order.orderstate import Order
from dexorder.order.triggers import OrderTriggers, price_triggers, time_triggers, \
@@ -142,7 +144,6 @@ async def handle_uniswap_swaps(swaps: list[EventData]):
async def handle_uniswap_swap(swap: EventData):
# todo gather prices first then apply only the value at the end of the block
data = await get_uniswap_data(swap)
if data is None:
return
@@ -157,10 +158,14 @@ async def handle_vault_created(created: EventData):
try:
owner = created['args']['owner']
num = created['args']['num']
addr = created['address']
except KeyError:
log.debug('couldnt parse event data for VaultCreated', created)
return
addr = vault_address(owner, num)
# Verify the authenticity of the vault. We are permissive on Mockchain due to irregular restarts of various components
if not await verify_vault(addr, owner, num):
log.warning(f'Discarding rogue vault {addr}')
return
vault_owners[addr] = owner
log.debug(f'VaultCreated {owner} #{num} => {addr}')
vaults = []
@@ -173,6 +178,25 @@ async def handle_vault_created(created: EventData):
current_pub.get()(f'{current_chain.get().id}|{owner}', 'vaults', vaults)
async def handle_vault_logic_changed(upgrade: EventData):
addr = upgrade['address']
# this event could come from the VaultFactory
if addr == get_factory_contract().address:
log.info(f'Default VaultLogic changed for VaultFactory {addr} to implementation {addr}')
return
# otherwise it's from a Vault
try:
logic = upgrade['args']['logic']
except KeyError:
log.debug('Could not parse VaultLogicChanged', upgrade)
return
if not await verify_vault(addr):
log.warning(f'Ignoring "upgrade" of rogue vault {addr}')
return
version = await get_logic_version(logic)
log.debug(f'Vault {addr} upgraded to logic version {version}')
async def activate_time_triggers():
now = current_clock.get().timestamp
# log.debug(f'activating time triggers at {now}')

17
src/dexorder/logics.py Normal file
View File

@@ -0,0 +1,17 @@
import logging
from dexorder.base import Address
from dexorder.blockstate import BlockDict
from dexorder.contract import ContractProxy, get_abi
log = logging.getLogger(__name__)
logics: BlockDict[Address, int] = BlockDict('logics', db=True, redis=True) # int is a version/feature identifier
async def get_logic_version(addr):
try:
return logics[addr]
except KeyError:
version = await ContractProxy(addr, abi=get_abi('IVaultLogic', 'IVault')).version()
logics[addr] = version
return version

4
src/dexorder/progressor.py
View File

@@ -101,9 +101,9 @@ class BlockProgressor(metaclass=ABCMeta):
for log_event in log_events:
try:
parsed = event.process_log(log_event) if event is not None else log_event
parsed_events.append(parsed)
except (LogTopicError, MismatchedABI):
# this happens for Swap events from non-Uniswap pools
parsed = NARG # need a placeholder
parsed_events.append(parsed)
pass
# todo try/except for known retryable errors
await maywait(callback(parsed_events))

4
src/dexorder/uniswap.py
View File

@@ -1,7 +1,7 @@
from charset_normalizer.md import getLogger
from eth_utils import keccak, to_bytes, to_checksum_address
from dexorder.base.chain import Ethereum, Polygon, Goerli, Mumbai, Arbitrum, Mock, Alpha
from dexorder.base.chain import Ethereum, Polygon, Goerli, Mumbai, Arbitrum, Mockchain, Alpha
from dexorder.blockchain import ByBlockchainDict
from dexorder.contract import ContractProxy
from dexorder.util.abiencode import abi_encoder
@@ -54,7 +54,7 @@ class _UniswapContracts (ByBlockchainDict[ContractProxy]):
'quoter': ContractProxy('0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6', 'IQuoter'),
'swap_router': ContractProxy('0xE592427A0AEce92De3Edee1F18E0157C05861564', 'ISwapRouter'),
}
super().__init__({chain.id:std for chain in (Ethereum, Polygon, Goerli, Mumbai, Arbitrum, Mock, Alpha)})
super().__init__({chain.id:std for chain in (Ethereum, Polygon, Goerli, Mumbai, Arbitrum, Mockchain, Alpha)})
uniswapV3 = _UniswapContracts()

1
src/dexorder/vault_blockdata.py
View File

@@ -26,6 +26,7 @@ async def verify_vault(addr: str, owner: str = None, num: int = None) -> bool:
except CONTRACT_ERRORS:
log.warning(f'vault owner for {addr} could not be found.')
return False
log.debug(f'verify_vault {addr} {owner} {num}')
if num is not None:
if vault_address(owner, num) == addr:
vault_owners[addr] = owner

4
test/test_blockstate.py
View File

@@ -2,7 +2,7 @@ import logging
import sys
from dexorder import DELETE, NARG
from dexorder.base.chain import current_chain, Mock
from dexorder.base.chain import current_chain, Mockchain
from dexorder.blockstate import BlockState, BlockDict, current_blockstate
from dexorder.blockstate.branch import Branch
from dexorder.blockstate.fork import current_fork, Fork
@@ -10,7 +10,7 @@ from dexorder.blockstate.fork import current_fork, Fork
logging.basicConfig(level=logging.INFO, stream=sys.stdout)
logging.getLogger('dexorder').setLevel(logging.DEBUG)
current_chain.set(Mock)
current_chain.set(Mockchain)
b0 = bytes([0]) # genesis block hash
root_branch = Branch(0, 0, bytes(), [b0])