Merge pull request #150 from vintageplayer/arbitrum-minimal-hack-bogota

fix: Added Tracking of Ticks and Optmized Exponent Calculation

package.json

@@ -14,7 +14,7 @@
     "watch-local": "graph deploy ianlapham/uniswap-v3 --watch --debug --node http://127.0.0.1:8020/ --ipfs http://localhost:5001"
   },
   "devDependencies": {
-    "@graphprotocol/graph-cli": "^0.20.0",
+    "@graphprotocol/graph-cli": "^0.20.1",
     "@graphprotocol/graph-ts": "^0.20.0",
     "@typescript-eslint/eslint-plugin": "^2.0.0",
     "@typescript-eslint/parser": "^2.0.0",

src/mappings/core.ts

@@ -1,6 +1,7 @@
 /* eslint-disable prefer-const */
-import { Bundle, Burn, Factory, Mint, Pool, Swap, Token } from '../types/schema'
-import { BigDecimal, BigInt,  } from '@graphprotocol/graph-ts'
+import { Bundle, Burn, Factory, Mint, Pool, Swap, Tick, Token } from '../types/schema'
+import { Pool as PoolABI } from '../types/Factory/Pool'
+import { BigDecimal, BigInt, ethereum, } from '@graphprotocol/graph-ts'
 import {
   Burn as BurnEvent,
   Flash as FlashEvent,
@@ -9,15 +10,17 @@ import {
   Swap as SwapEvent
 } from '../types/templates/Pool/Pool'
 import { convertTokenToDecimal, loadTransaction, safeDiv } from '../utils'
-import { FACTORY_ADDRESS, ONE_BI, ZERO_BD } from '../utils/constants'
+import { FACTORY_ADDRESS, ONE_BI, ZERO_BD, ZERO_BI } from '../utils/constants'
 import { findEthPerToken, getEthPriceInUSD, getTrackedAmountUSD, sqrtPriceX96ToTokenPrices } from '../utils/pricing'
 import {
   updatePoolDayData,
   updatePoolHourData,
+  updateTickDayData,
   updateTokenDayData,
   updateTokenHourData,
   updateUniswapDayData
 } from '../utils/intervalUpdates'
+import { createTick, feeTierToTickSpacing } from '../utils/tick'
 
 export function handleInitialize(event: Initialize): void {
   let pool = Pool.load(event.address.toHexString())
@@ -102,6 +105,30 @@ export function handleMint(event: MintEvent): void {
   mint.tickUpper = BigInt.fromI32(event.params.tickUpper)
   mint.logIndex = event.logIndex
 
+  // tick entities
+  let lowerTickIdx = event.params.tickLower
+  let upperTickIdx = event.params.tickUpper
+
+  let lowerTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickLower).toString()
+  let upperTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickUpper).toString()
+
+  let lowerTick = Tick.load(lowerTickId)
+  let upperTick = Tick.load(upperTickId)
+
+  if (lowerTick === null) {
+    lowerTick = createTick(lowerTickId, lowerTickIdx, pool.id, event)
+  }
+
+  if (upperTick === null) {
+    upperTick = createTick(upperTickId, upperTickIdx, pool.id, event)
+  }
+
+  let amount = event.params.amount
+  lowerTick.liquidityGross = lowerTick.liquidityGross.plus(amount)
+  lowerTick.liquidityNet = lowerTick.liquidityNet.plus(amount)
+  upperTick.liquidityGross = upperTick.liquidityGross.plus(amount)
+  upperTick.liquidityNet = upperTick.liquidityNet.minus(amount)
+
   // TODO: Update Tick's volume, fees, and liquidity provider count. Computing these on the tick
   // level requires reimplementing some of the swapping code from v3-core.
   updateUniswapDayData(event)
@@ -118,6 +145,8 @@ export function handleMint(event: MintEvent): void {
   factory.save()
   mint.save()
 
+  updateTickFeeVarsAndSave(lowerTick!, event)
+  updateTickFeeVarsAndSave(upperTick!, event)
 }
 
 export function handleBurn(event: BurnEvent): void {
@@ -192,13 +221,26 @@ export function handleBurn(event: BurnEvent): void {
   burn.tickUpper = BigInt.fromI32(event.params.tickUpper)
   burn.logIndex = event.logIndex
 
+  // tick entities
+  let lowerTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickLower).toString()
+  let upperTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickUpper).toString()
+  let lowerTick = Tick.load(lowerTickId)
+  let upperTick = Tick.load(upperTickId)
+  let amount = event.params.amount
+  lowerTick.liquidityGross = lowerTick.liquidityGross.minus(amount)
+  lowerTick.liquidityNet = lowerTick.liquidityNet.minus(amount)
+  upperTick.liquidityGross = upperTick.liquidityGross.minus(amount)
+  upperTick.liquidityNet = upperTick.liquidityNet.plus(amount)
+
   updateUniswapDayData(event)
   updatePoolDayData(event)
   updatePoolHourData(event)
   updateTokenDayData(token0 as Token, event)
   updateTokenDayData(token1 as Token, event)
   updateTokenHourData(token0 as Token, event)
   updateTokenHourData(token1 as Token, event)
+  updateTickFeeVarsAndSave(lowerTick!, event)
+  updateTickFeeVarsAndSave(upperTick!, event)
 
   token0.save()
   token1.save()
@@ -224,6 +266,8 @@ export function handleSwap(event: SwapEvent): void {
   let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
   let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
 
+  let oldTick = pool.tick!
+
   // need absolute amounts for volume
   let amount0Abs = amount0
   if (amount0.lt(ZERO_BD)) {
@@ -390,6 +434,37 @@ export function handleSwap(event: SwapEvent): void {
   token0.save()
   token1.save()
 
+  // Update inner vars of current or crossed ticks
+  let newTick = pool.tick!
+  let tickSpacing = feeTierToTickSpacing(pool.feeTier)
+  let modulo = newTick.mod(tickSpacing)
+  if (modulo.equals(ZERO_BI)) {
+    // Current tick is initialized and needs to be updated
+    loadTickUpdateFeeVarsAndSave(newTick.toI32(), event)
+  }
+
+  let numIters = oldTick
+    .minus(newTick)
+    .abs()
+    .div(tickSpacing)
+
+  if (numIters.gt(BigInt.fromI32(100))) {
+    // In case more than 100 ticks need to be updated ignore the update in
+    // order to avoid timeouts. From testing this behavior occurs only upon
+    // pool initialization. This should not be a big issue as the ticks get
+    // updated later. For early users this error also disappears when calling
+    // collect
+  } else if (newTick.gt(oldTick)) {
+    let firstInitialized = oldTick.plus(tickSpacing.minus(modulo))
+    for (let i = firstInitialized; i.le(newTick); i = i.plus(tickSpacing)) {
+      loadTickUpdateFeeVarsAndSave(i.toI32(), event)
+    }
+  } else if (newTick.lt(oldTick)) {
+    let firstInitialized = oldTick.minus(modulo)
+    for (let i = firstInitialized; i.ge(newTick); i = i.minus(tickSpacing)) {
+      loadTickUpdateFeeVarsAndSave(i.toI32(), event)
+    }
+  }
 }
 
 export function handleFlash(event: FlashEvent): void {
@@ -398,3 +473,27 @@ export function handleFlash(event: FlashEvent): void {
   pool.save()
 }
 
+function updateTickFeeVarsAndSave(tick: Tick, event: ethereum.Event): void {
+  let poolAddress = event.address
+  // not all ticks are initialized so obtaining null is expected behavior
+  let poolContract = PoolABI.bind(poolAddress)
+  let tickResult = poolContract.ticks(tick.tickIdx.toI32())
+  // tick.feeGrowthOutside0X128 = tickResult.value2
+  // tick.feeGrowthOutside1X128 = tickResult.value3
+  tick.save()
+
+  updateTickDayData(tick!, event)
+}
+
+function loadTickUpdateFeeVarsAndSave(tickId: i32, event: ethereum.Event): void {
+  let poolAddress = event.address
+  let tick = Tick.load(
+    poolAddress
+      .toHexString()
+      .concat('#')
+      .concat(tickId.toString())
+  )
+  if (tick !== null) {
+    updateTickFeeVarsAndSave(tick!, event)
+  }
+}

src/utils/constants.ts

@@ -6,6 +6,7 @@ export const FACTORY_ADDRESS = '0x1F98431c8aD98523631AE4a59f267346ea31F984'
 
 export let ZERO_BI = BigInt.fromI32(0)
 export let ONE_BI = BigInt.fromI32(1)
+export let TWO_BI = BigInt.fromI32(2)
 export let ZERO_BD = BigDecimal.fromString('0')
 export let ONE_BD = BigDecimal.fromString('1')
 export let BI_18 = BigInt.fromI32(18)

src/utils/index.ts

@@ -1,7 +1,7 @@
 /* eslint-disable prefer-const */
 import { BigInt, BigDecimal, ethereum } from '@graphprotocol/graph-ts'
 import { Transaction } from '../types/schema'
-import { ONE_BI, ZERO_BI, ZERO_BD, ONE_BD } from '../utils/constants'
+import { ONE_BI, ZERO_BI, ZERO_BD, ONE_BD, TWO_BI, } from '../utils/constants'
 
 export function exponentToBigDecimal(decimals: BigInt): BigDecimal {
   let bd = BigDecimal.fromString('1')
@@ -24,13 +24,25 @@ export function bigDecimalExponated(value: BigDecimal, power: BigInt): BigDecima
   if (power.equals(ZERO_BI)) {
     return ONE_BD
   }
+
   let negativePower = power.lt(ZERO_BI)
-  let result = ZERO_BD.plus(value)
+  let evenPower = ZERO_BD.plus(value)
   let powerAbs = power.abs()
-  for (let i = ONE_BI; i.lt(powerAbs); i = i.plus(ONE_BI)) {
-    result = result.times(value)
+  let oddPower = ONE_BD
+
+  while (powerAbs.lt(ONE_BI)) {
+    if (powerAbs % TWO_BI == ZERO_BI) {
+      evenPower = evenPower * evenPower
+      powerAbs = powerAbs/TWO_BI
+    } else {
+      oddPower = evenPower * oddPower
+      evenPower = evenPower * evenPower
+      powerAbs = (powerAbs - ONE_BI) / TWO_BI
+    }
   }
 
+  let result = evenPower * oddPower
+
   if (negativePower) {
     result = safeDiv(ONE_BD, result)
   }

subgraph.yaml

@@ -3,7 +3,7 @@ description: A copy of Uniswap's Arbitrum subgraph
 # graft:
 #   base: QmYrooNJpZZkpsMxG44wJgkbnSbEsT9B8wbStADdrydewT
 #   block: 5363973
-repository: https://github.com/Uniswap/uniswap-v3-subgraph
+repository: https://github.com/vintageplayer/v3-subgraph
 schema:
   file: ./schema.graphql
 features: