Merge pull request #198 from Data-Nexus/arbitrum-minimal

Arbitrum minimal - Decimal Fix & Graph-ts Upgade
Uniswap · Feb 26, 2024 · f201897 · f201897
2 parents ef57aad + e029aec
commit f201897
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Showing 10 changed files with 141 additions and 148 deletions.
diff --git a/abis/ERC20.json b/abis/ERC20.json
@@ -84,7 +84,7 @@
     "outputs": [
       {
         "name": "",
-        "type": "uint8"
+        "type": "uint32"
       }
     ],
     "payable": false,

diff --git a/package.json b/package.json
@@ -14,8 +14,8 @@
     "watch-local": "graph deploy ianlapham/uniswap-v3 --watch --debug --node http://127.0.0.1:8020/ --ipfs http://localhost:5001"
   },
   "devDependencies": {
-    "@graphprotocol/graph-cli": "^0.20.1",
-    "@graphprotocol/graph-ts": "^0.20.0",
+    "@graphprotocol/graph-cli": "^0.64.1",
+    "@graphprotocol/graph-ts": "^0.32.0",
     "@typescript-eslint/eslint-plugin": "^2.0.0",
     "@typescript-eslint/parser": "^2.0.0",
     "eslint": "^6.2.2",

diff --git a/src/mappings/core.ts b/src/mappings/core.ts
@@ -1,7 +1,7 @@
 /* eslint-disable prefer-const */
 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 { BigDecimal, BigInt, ethereum } from '@graphprotocol/graph-ts'
 import {
   Burn as BurnEvent,
   Flash as FlashEvent,
@@ -23,7 +23,7 @@ import {
 import { createTick, feeTierToTickSpacing } from '../utils/tick'
 
 export function handleInitialize(event: Initialize): void {
-  let pool = Pool.load(event.address.toHexString())
+  let pool = Pool.load(event.address.toHexString())!
   pool.sqrtPrice = event.params.sqrtPriceX96
   pool.tick = BigInt.fromI32(event.params.tick)
   // update token prices
@@ -33,13 +33,13 @@ export function handleInitialize(event: Initialize): void {
 }
 
 export function handleMint(event: MintEvent): void {
-  let bundle = Bundle.load('1')
+  let bundle = Bundle.load('1')!
   let poolAddress = event.address.toHexString()
-  let pool = Pool.load(poolAddress)
-  let factory = Factory.load(FACTORY_ADDRESS)
+  let pool = Pool.load(poolAddress)!
+  let factory = Factory.load(FACTORY_ADDRESS)!
 
-  let token0 = Token.load(pool.token0)
-  let token1 = Token.load(pool.token1)
+  let token0 = Token.load(pool.token0)!
+  let token1 = Token.load(pool.token1)!
   let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
   let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
 
@@ -145,18 +145,18 @@ export function handleMint(event: MintEvent): void {
   factory.save()
   mint.save()
 
-  updateTickFeeVarsAndSave(lowerTick!, event)
-  updateTickFeeVarsAndSave(upperTick!, event)
+  updateTickFeeVarsAndSave(lowerTick, event)
+  updateTickFeeVarsAndSave(upperTick, event)
 }
 
 export function handleBurn(event: BurnEvent): void {
-  let bundle = Bundle.load('1')
+  let bundle = Bundle.load('1')!
   let poolAddress = event.address.toHexString()
-  let pool = Pool.load(poolAddress)
-  let factory = Factory.load(FACTORY_ADDRESS)
+  let pool = Pool.load(poolAddress)!
+  let factory = Factory.load(FACTORY_ADDRESS)!
 
-  let token0 = Token.load(pool.token0)
-  let token1 = Token.load(pool.token1)
+  let token0 = Token.load(pool.token0)!
+  let token1 = Token.load(pool.token1)!
   let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
   let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
 
@@ -226,21 +226,24 @@ export function handleBurn(event: BurnEvent): void {
   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)
 
+  if (lowerTick && upperTick) {
+    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)
+
+    updateTickFeeVarsAndSave(lowerTick, event)
+    updateTickFeeVarsAndSave(upperTick, event)
+  }
   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()
@@ -250,23 +253,23 @@ export function handleBurn(event: BurnEvent): void {
 }
 
 export function handleSwap(event: SwapEvent): void {
-  let bundle = Bundle.load('1')
-  let factory = Factory.load(FACTORY_ADDRESS)
-  let pool = Pool.load(event.address.toHexString())
+  let bundle = Bundle.load('1')!
+  let factory = Factory.load(FACTORY_ADDRESS)!
+  let pool = Pool.load(event.address.toHexString())!
 
   // hot fix for bad pricing
   if (pool.id == '0x9663f2ca0454accad3e094448ea6f77443880454') {
     return
   }
 
-  let token0 = Token.load(pool.token0)
-  let token1 = Token.load(pool.token1)
+  let token0 = Token.load(pool.token0)!
+  let token1 = Token.load(pool.token1)!
 
   // amounts - 0/1 are token deltas: can be positive or negative
   let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
   let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
 
-  let oldTick = pool.tick!
+  let oldTick = pool.tick
 
   // need absolute amounts for volume
   let amount0Abs = amount0
@@ -429,6 +432,7 @@ export function handleSwap(event: SwapEvent): void {
   token1DayData.save()
   uniswapDayData.save()
   poolDayData.save()
+  poolHourData.save()
   factory.save()
   pool.save()
   token0.save()
@@ -443,33 +447,36 @@ export function handleSwap(event: SwapEvent): void {
     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)
+  if (oldTick) {
+    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 {
   // update fee growth
-  let pool = Pool.load(event.address.toHexString())
+
+  let pool = Pool.load(event.address.toHexString())!
   pool.save()
 }
 
@@ -482,7 +489,7 @@ function updateTickFeeVarsAndSave(tick: Tick, event: ethereum.Event): void {
   // tick.feeGrowthOutside1X128 = tickResult.value3
   tick.save()
 
-  updateTickDayData(tick!, event)
+  updateTickDayData(tick, event)
 }
 
 function loadTickUpdateFeeVarsAndSave(tickId: i32, event: ethereum.Event): void {
@@ -494,6 +501,6 @@ function loadTickUpdateFeeVarsAndSave(tickId: i32, event: ethereum.Event): void
       .concat(tickId.toString())
   )
   if (tick !== null) {
-    updateTickFeeVarsAndSave(tick!, event)
+    updateTickFeeVarsAndSave(tick, event)
   }
-}
+}
diff --git a/src/utils/index.ts b/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, TWO_BI, } 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')
@@ -24,25 +24,13 @@ export function bigDecimalExponated(value: BigDecimal, power: BigInt): BigDecima
   if (power.equals(ZERO_BI)) {
     return ONE_BD
   }
-
   let negativePower = power.lt(ZERO_BI)
-  let evenPower = ZERO_BD.plus(value)
+  let result = ZERO_BD.plus(value)
   let powerAbs = power.abs()
-  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
-    }
+  for (let i = ONE_BI; i.lt(powerAbs); i = i.plus(ONE_BI)) {
+    result = result.times(value)
   }
 
-  let result = evenPower * oddPower
-
   if (negativePower) {
     result = safeDiv(ONE_BD, result)
   }
@@ -99,7 +87,7 @@ export function loadTransaction(event: ethereum.Event): Transaction {
   }
   transaction.blockNumber = event.block.number
   transaction.timestamp = event.block.timestamp
-  transaction.gasUsed = event.transaction.gasUsed
+  transaction.gasUsed = BigInt.zero() //needs to be moved to transaction receipt
   transaction.gasPrice = event.transaction.gasPrice
   transaction.save()
   return transaction as Transaction

diff --git a/src/utils/intervalUpdates.ts b/src/utils/intervalUpdates.ts
@@ -21,7 +21,7 @@ import { ethereum } from '@graphprotocol/graph-ts'
  * @param event
  */
 export function updateUniswapDayData(event: ethereum.Event): UniswapDayData {
-  let uniswap = Factory.load(FACTORY_ADDRESS)
+  let uniswap = Factory.load(FACTORY_ADDRESS)!
   let timestamp = event.block.timestamp.toI32()
   let dayID = timestamp / 86400 // rounded
   let dayStartTimestamp = dayID * 86400
@@ -48,7 +48,7 @@ export function updatePoolDayData(event: ethereum.Event): PoolDayData {
     .toHexString()
     .concat('-')
     .concat(dayID.toString())
-  let pool = Pool.load(event.address.toHexString())
+  let pool = Pool.load(event.address.toHexString())!
   let poolDayData = PoolDayData.load(dayPoolID)
   if (poolDayData === null) {
     poolDayData = new PoolDayData(dayPoolID)
@@ -93,7 +93,7 @@ export function updatePoolHourData(event: ethereum.Event): PoolHourData {
     .toHexString()
     .concat('-')
     .concat(hourIndex.toString())
-  let pool = Pool.load(event.address.toHexString())
+  let pool = Pool.load(event.address.toHexString())!
   let poolHourData = PoolHourData.load(hourPoolID)
   if (poolHourData === null) {
     poolHourData = new PoolHourData(hourPoolID)
@@ -133,7 +133,7 @@ export function updatePoolHourData(event: ethereum.Event): PoolHourData {
 }
 
 export function updateTokenDayData(token: Token, event: ethereum.Event): TokenDayData {
-  let bundle = Bundle.load('1')
+  let bundle = Bundle.load('1')!
   let timestamp = event.block.timestamp.toI32()
   let dayID = timestamp / 86400
   let dayStartTimestamp = dayID * 86400
@@ -176,7 +176,7 @@ export function updateTokenDayData(token: Token, event: ethereum.Event): TokenDa
 }
 
 export function updateTokenHourData(token: Token, event: ethereum.Event): TokenHourData {
-  let bundle = Bundle.load('1')
+  let bundle = Bundle.load('1')!
   let timestamp = event.block.timestamp.toI32()
   let hourIndex = timestamp / 3600 // get unique hour within unix history
   let hourStartUnix = hourIndex * 3600 // want the rounded effect

diff --git a/src/utils/pricing.ts b/src/utils/pricing.ts
@@ -16,9 +16,10 @@ export let WHITELIST_TOKENS: string[] = [
   '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9' // USDT
 ]
 
-let MINIMUM_ETH_LOCKED = BigDecimal.fromString('4')
+let MINIMUM_ETH_LOCKED = BigDecimal.fromString('60')
+
+let Q192 = BigInt.fromI32(2).pow(192 as u8)
 
-let Q192 = 2 ** 192
 export function sqrtPriceX96ToTokenPrices(sqrtPriceX96: BigInt, token0: Token, token1: Token): BigDecimal[] {
   let num = sqrtPriceX96.times(sqrtPriceX96).toBigDecimal()
   let denom = BigDecimal.fromString(Q192.toString())
@@ -61,26 +62,32 @@ export function findEthPerToken(token: Token): BigDecimal {
   for (let i = 0; i < whiteList.length; ++i) {
     let poolAddress = whiteList[i]
     let pool = Pool.load(poolAddress)
-    if (pool.liquidity.gt(ZERO_BI)) {
-      if (pool.token0 == token.id) {
-        // whitelist token is token1
-        let token1 = Token.load(pool.token1)
-        // get the derived ETH in pool
-        let ethLocked = pool.totalValueLockedToken1.times(token1.derivedETH)
-        if (ethLocked.gt(largestLiquidityETH) && ethLocked.gt(MINIMUM_ETH_LOCKED)) {
-          largestLiquidityETH = ethLocked
-          // token1 per our token * Eth per token1
-          priceSoFar = pool.token1Price.times(token1.derivedETH as BigDecimal)
+    if (pool) {
+      if (pool.liquidity.gt(ZERO_BI)) {
+        if (pool.token0 == token.id) {
+          // whitelist token is token1
+          let token1 = Token.load(pool.token1)
+          // get the derived ETH in pool
+          if (token1) {
+            let ethLocked = pool.totalValueLockedToken1.times(token1.derivedETH)
+            if (ethLocked.gt(largestLiquidityETH) && ethLocked.gt(MINIMUM_ETH_LOCKED)) {
+              largestLiquidityETH = ethLocked
+              // token1 per our token * Eth per token1
+              priceSoFar = pool.token1Price.times(token1.derivedETH as BigDecimal)
+            }
+          }
         }
-      }
-      if (pool.token1 == token.id) {
-        let token0 = Token.load(pool.token0)
-        // get the derived ETH in pool
-        let ethLocked = pool.totalValueLockedToken0.times(token0.derivedETH)
-        if (ethLocked.gt(largestLiquidityETH) && ethLocked.gt(MINIMUM_ETH_LOCKED)) {
-          largestLiquidityETH = ethLocked
-          // token0 per our token * ETH per token0
-          priceSoFar = pool.token0Price.times(token0.derivedETH as BigDecimal)
+        if (pool.token1 == token.id) {
+          let token0 = Token.load(pool.token0)
+          // get the derived ETH in pool
+          if (token0) {
+            let ethLocked = pool.totalValueLockedToken0.times(token0.derivedETH)
+            if (ethLocked.gt(largestLiquidityETH) && ethLocked.gt(MINIMUM_ETH_LOCKED)) {
+              largestLiquidityETH = ethLocked
+              // token0 per our token * ETH per token0
+              priceSoFar = pool.token0Price.times(token0.derivedETH as BigDecimal)
+            }
+          }
         }
       }
     }
@@ -100,7 +107,7 @@ export function getTrackedAmountUSD(
   tokenAmount1: BigDecimal,
   token1: Token
 ): BigDecimal {
-  let bundle = Bundle.load('1')
+  let bundle = Bundle.load('1')!
   let price0USD = token0.derivedETH.times(bundle.ethPriceUSD)
   let price1USD = token1.derivedETH.times(bundle.ethPriceUSD)