Merge pull request #499 from balancer/staging-dev

staging dev

assets/avalanche.json

@@ -19,10 +19,6 @@
       {
         "address": "0xd586E7F844cEa2F87f50152665BCbc2C279D8d70",
         "symbol": "DAI"
-      },
-      {
-        "address": "0xC891EB4cbdEFf6e073e859e987815Ed1505c2ACD",
-        "symbol": "EUROC"
       }
     ],
     "pricingAssets": [

networks.yaml

@@ -221,16 +221,16 @@ goerli:
 polygon:
   network: matic
   graft:
-    # Jul 9
-    block: 44889400
+    # Aug 4
+    block: 45900000
     # this will be the base of the unpruned deployment, so make sure it has not been pruned
     # it should be possible to run time travel queries on it going back to the vault's startBlock
-    base: QmegAtzM2Lv1tbJaaHrh3SgKDK9K3CcjtqbLsKUAHzdtdB
+    base: QmTqmUs4xp7zQkdfPB4jNv5fZfeF7jp9iKjZ3FGvRpYqUz
   graft_pruned:
-    # Jul 9
-    block: 44889400
+    # Aug 4
+    block: 45900000
     # this will be the base of the pruned deployment, so it is ok if it is a pruned subgraph
-    base: QmegAtzM2Lv1tbJaaHrh3SgKDK9K3CcjtqbLsKUAHzdtdB
+    base: QmRkFHajzzSbLX1yvMV9vrYL9XEaiuSb2dmGV1eyEX43VN
   EventEmitter:
     address: "0xcdcECFa416EE3022030E707dC3EA13a8997D74c8"
     startBlock: 38152461
@@ -345,11 +345,11 @@ polygon:
 arbitrum:
   network: arbitrum-one
   graft:
-    # Jul 14
-    block: 111100000
+    # Aug 4
+    block: 118100000
     # always make sure the base subgraph has not been pruned
     # it should be possible to run time travel queries on it going back to the vault's startBlock
-    base: QmW4Lxqgx5UUKpqExMpFEPoxoAGvKMyz4guBMF9z9cjAL4
+    base: QmVGGmBgze1tSc85fG9RpfGKSX1C5RjmWo2EpffEZyyKHa
   EventEmitter:
     address: "0x8f32D631093B5418d0546f77442c5fa66187E59D"
     startBlock: 53475240

schema.graphql

@@ -9,7 +9,6 @@ type Balancer @entity {
   totalSwapVolume: BigDecimal!
   totalSwapFee: BigDecimal!
   totalProtocolFee: BigDecimal # TODO: make mandatory at next full sync
-
   protocolFeesCollector: Bytes # TODO: make mandatory at next full sync
 }
 
@@ -23,7 +22,16 @@ type Pool @entity {
   oracleEnabled: Boolean!
   symbol: String
   name: String
+
+  "Indicates if a pool can be swapped against. Combines multiple sources, including offchain curation"
   swapEnabled: Boolean!
+
+  "The native swapEnabled boolean. internal to the pool. Only applies to Gyro, LBPs and InvestmentPools"
+  swapEnabledInternal: Boolean
+
+  "External indication from an offchain permissioned actor"
+  swapEnabledCurationSignal: Boolean
+
   swapFee: BigDecimal!
   owner: Bytes
   isPaused: Boolean
@@ -32,6 +40,7 @@ type Pool @entity {
   totalSwapVolume: BigDecimal!
   totalSwapFee: BigDecimal!
   totalLiquidity: BigDecimal!
+  totalLiquiditySansBPT: BigDecimal # TODO: make mandatory at next full sync
   totalShares: BigDecimal!
   totalProtocolFee: BigDecimal # TODO: make mandatory at next full sync
   createTime: Int!
@@ -54,6 +63,8 @@ type Pool @entity {
 
   # StablePool Only
   amp: BigInt
+  latestAmpUpdate: AmpUpdate
+  ampUpdates: [AmpUpdate!] @derivedFrom(field: "poolId")
 
   # MetaStablePool and LinearPool Only
   priceRateProviders: [PriceRateProvider!] @derivedFrom(field: "poolId")

src/mappings/eventEmitter.ts

@@ -1,6 +1,7 @@
 import { LogArgument } from '../types/EventEmitter/EventEmitter';
 import { Pool, Token } from '../types/schema';
 import { BigDecimal } from '@graphprotocol/graph-ts';
+import { computeCuratedSwapEnabled } from './helpers/misc';
 
 export function handleLogArgument(event: LogArgument): void {
   const identifier = event.params.identifier.toHexString();
@@ -28,9 +29,11 @@ function setSwapEnabled(event: LogArgument): void {
   if (!pool) return;
 
   if (event.params.value.toI32() == 0) {
+    pool.swapEnabledCurationSignal = false;
     pool.swapEnabled = false;
   } else {
-    pool.swapEnabled = true;
+    pool.swapEnabledCurationSignal = true;
+    pool.swapEnabled = computeCuratedSwapEnabled(pool.isPaused, true, pool.swapEnabledInternal);
   }
   pool.save();
 }

src/mappings/helpers/misc.ts

@@ -117,6 +117,7 @@ export function newPoolEntity(poolId: string): Pool {
   pool.totalSwapFee = ZERO_BD;
   pool.totalProtocolFee = ZERO_BD;
   pool.totalLiquidity = ZERO_BD;
+  pool.totalLiquiditySansBPT = ZERO_BD;
   pool.totalShares = ZERO_BD;
   pool.swapsCount = BigInt.fromI32(0);
   pool.holdersCount = BigInt.fromI32(0);
@@ -455,6 +456,15 @@ export function getBalancerSnapshot(vaultId: string, timestamp: i32): BalancerSn
   return snapshot;
 }
 
+export function computeCuratedSwapEnabled(
+  isPaused: boolean,
+  swapEnabledCurationSignal: boolean,
+  internalSwapEnabled: boolean
+): boolean {
+  if (isPaused) return false;
+  return swapEnabledCurationSignal && internalSwapEnabled;
+}
+
 export function getProtocolFeeCollector(): Address | null {
   let vaultContract = Vault.bind(VAULT_ADDRESS);
   let feesCollector = vaultContract.try_getProtocolFeesCollector();

src/mappings/helpers/pools.ts

@@ -46,6 +46,7 @@ export function hasVirtualSupply(pool: Pool): boolean {
     pool.poolType == PoolType.SiloLinear ||
     pool.poolType == PoolType.YearnLinear ||
     pool.poolType == PoolType.StablePhantom ||
+    pool.poolType == PoolType.Managed ||
     isComposableStablePool(pool)
   );
 }

src/mappings/helpers/stable.ts

@@ -1,14 +1,19 @@
 import { Address, BigInt, log } from '@graphprotocol/graph-ts';
-import { Pool } from '../../types/schema';
-import { StablePool } from '../../types/templates/StablePool/StablePool';
+import { AmpUpdate, Pool } from '../../types/schema';
 import { ZERO, ONE } from './constants';
+import { StablePool } from '../../types/templates/StablePool/StablePool';
 
 export const AMP_PRECISION = BigInt.fromI32(1000);
 
-export function updateAmpFactor(pool: Pool): void {
-  let poolContract = StablePool.bind(changetype<Address>(pool.address));
-
-  pool.amp = getAmp(poolContract);
+export function updateAmpFactor(pool: Pool, blockTimestamp: BigInt): void {
+  let latestAmpUpdateId = pool.latestAmpUpdate;
+  if (latestAmpUpdateId === null) {
+    let poolContract = StablePool.bind(changetype<Address>(pool.address));
+    pool.amp = getAmp(poolContract);
+  } else {
+    let latestAmpUpdate = AmpUpdate.load(latestAmpUpdateId) as AmpUpdate;
+    pool.amp = calculateAmp(latestAmpUpdate, blockTimestamp);
+  }
 
   pool.save();
 }
@@ -25,6 +30,28 @@ export function getAmp(poolContract: StablePool): BigInt {
   return amp;
 }
 
+function calculateAmp(latestAmpUpdate: AmpUpdate, blockTimestamp: BigInt): BigInt {
+  let startValue = latestAmpUpdate.startAmp;
+  let endValue = latestAmpUpdate.endAmp;
+  let startTime = latestAmpUpdate.startTimestamp;
+  let endTime = latestAmpUpdate.endTimestamp;
+
+  let value = ZERO;
+  if (blockTimestamp.lt(endTime)) {
+    const duration = endTime.minus(startTime);
+    const elapsedTime = blockTimestamp.minus(startTime);
+    if (endValue.gt(startValue)) {
+      value = startValue.plus(endValue.minus(startValue).times(elapsedTime).div(duration));
+    } else {
+      value = startValue.minus(startValue.minus(endValue).times(elapsedTime).div(duration));
+    }
+  } else {
+    value = endValue;
+  }
+
+  return value;
+}
+
 export function calculateInvariant(amp: BigInt, balances: BigInt[], swapId: string): BigInt {
   let numTokens = balances.length;
   let sum = balances.reduce((a, b) => a.plus(b), ZERO);

src/mappings/poolController.ts

@@ -48,6 +48,7 @@ import {
   getPoolTokenId,
   loadPriceRateProvider,
   getPoolShare,
+  computeCuratedSwapEnabled,
   createPoolTokenEntity,
   bytesToAddress,
   getProtocolFeeCollector,
@@ -249,7 +250,9 @@ export function handleSwapEnabledSet(event: SwapEnabledSet): void {
   if (poolContract == null) return;
 
   let pool = Pool.load(poolContract.pool) as Pool;
-  pool.swapEnabled = event.params.swapEnabled;
+  let swapEnabledInternal = event.params.swapEnabled;
+  pool.swapEnabledInternal = swapEnabledInternal;
+  pool.swapEnabled = computeCuratedSwapEnabled(pool.isPaused, pool.swapEnabledCurationSignal, swapEnabledInternal);
   pool.save();
 }
 
@@ -258,8 +261,9 @@ export function handlePausedStateChanged(event: PausedStateChanged): void {
   let poolContract = PoolContract.load(poolAddress.toHexString());
   if (poolContract == null) return;
   let pool = Pool.load(poolContract.pool) as Pool;
-  pool.swapEnabled = !event.params.paused;
-  pool.isPaused = event.params.paused;
+  let isPaused = event.params.paused;
+  pool.isPaused = isPaused;
+  pool.swapEnabled = computeCuratedSwapEnabled(isPaused, pool.swapEnabledCurationSignal, pool.swapEnabledInternal);
   pool.save();
 }
 
@@ -294,6 +298,7 @@ export function handlePauseGyroPool(event: PausedLocally): void {
 
   let pool = Pool.load(poolContract.pool) as Pool;
   pool.isPaused = true;
+  pool.swapEnabledInternal = false;
   pool.swapEnabled = false;
   pool.save();
 }
@@ -305,7 +310,8 @@ export function handleUnpauseGyroPool(event: UnpausedLocally): void {
 
   let pool = Pool.load(poolContract.pool) as Pool;
   pool.isPaused = false;
-  pool.swapEnabled = true;
+  pool.swapEnabledInternal = true;
+  pool.swapEnabled = computeCuratedSwapEnabled(pool.isPaused, pool.swapEnabledCurationSignal, true);
   pool.save();
 }
 
@@ -338,15 +344,25 @@ export function handleAmpUpdateStarted(event: AmpUpdateStarted): void {
   let poolContract = PoolContract.load(poolAddress.toHexString());
   if (poolContract == null) return;
 
+  let poolId = poolContract.pool;
+
   let id = event.transaction.hash.toHexString().concat(event.transactionLogIndex.toString());
   let ampUpdate = new AmpUpdate(id);
-  ampUpdate.poolId = poolContract.pool;
+  ampUpdate.poolId = poolId;
   ampUpdate.scheduledTimestamp = event.block.timestamp.toI32();
   ampUpdate.startTimestamp = event.params.startTime;
   ampUpdate.endTimestamp = event.params.endTime;
   ampUpdate.startAmp = event.params.startValue;
   ampUpdate.endAmp = event.params.endValue;
   ampUpdate.save();
+
+  let pool = Pool.load(poolId);
+  if (pool == null) return;
+
+  pool.latestAmpUpdate = ampUpdate.id;
+  pool.save();
+
+  updateAmpFactor(pool, event.block.timestamp);
 }
 
 export function handleAmpUpdateStopped(event: AmpUpdateStopped): void {
@@ -368,7 +384,11 @@ export function handleAmpUpdateStopped(event: AmpUpdateStopped): void {
 
   let pool = Pool.load(poolId);
   if (pool == null) return;
-  updateAmpFactor(pool);
+
+  pool.latestAmpUpdate = ampUpdate.id;
+  pool.save();
+
+  updateAmpFactor(pool, event.block.timestamp);
 }
 
 /************************************

src/mappings/poolFactory.ts

@@ -650,6 +650,7 @@ function handleNewPool(event: PoolCreated, poolId: Bytes, swapFee: BigInt): Pool
     pool.oracleEnabled = false;
     pool.tx = event.transaction.hash;
     pool.swapEnabled = true;
+    pool.swapEnabledInternal = true;
     pool.isPaused = false;
 
     let bpt = getToken(poolAddress);

src/mappings/pricing.ts

@@ -1,4 +1,4 @@
-import { Address, Bytes, BigInt, BigDecimal, log } from '@graphprotocol/graph-ts';
+import { Address, Bytes, BigInt, BigDecimal, log, dataSource } from '@graphprotocol/graph-ts';
 import { Pool, TokenPrice, Balancer, PoolHistoricalLiquidity, LatestPrice, Token } from '../types/schema';
 import {
   ZERO_BD,
@@ -8,7 +8,7 @@ import {
   ZERO_ADDRESS,
   MIN_POOL_LIQUIDITY,
 } from './helpers/constants';
-import { hasVirtualSupply, isComposableStablePool, isLinearPool, PoolType } from './helpers/pools';
+import { hasVirtualSupply, isComposableStablePool, isLinearPool, isFXPool, PoolType } from './helpers/pools';
 import {
   bytesToAddress,
   createPoolSnapshot,
@@ -124,6 +124,7 @@ export function updatePoolLiquidity(poolId: string, block_number: BigInt, timest
   if (pool == null) return false;
   let tokensList: Bytes[] = pool.tokensList;
   let newPoolLiquidity: BigDecimal = ZERO_BD;
+  let newPoolLiquiditySansBPT: BigDecimal = ZERO_BD;
 
   for (let j: i32 = 0; j < tokensList.length; j++) {
     let tokenAddress: Address = Address.fromString(tokensList[j].toHexString());
@@ -136,14 +137,36 @@ export function updatePoolLiquidity(poolId: string, block_number: BigInt, timest
     if (poolToken == null) continue;
 
     let poolTokenQuantity: BigDecimal = poolToken.balance;
-    let poolTokenValue = valueInUSD(poolTokenQuantity, tokenAddress);
+    let poolTokenValue: BigDecimal = ZERO_BD;
+    if (!isFXPool(pool)) {
+      poolTokenValue = valueInUSD(poolTokenQuantity, tokenAddress);
+    } else {
+      // Custom computation for FXPool tokens
+      poolTokenValue = valueInFX(poolTokenQuantity, tokenAddress);
+    }
+
     newPoolLiquidity = newPoolLiquidity.plus(poolTokenValue);
-  }
 
-  let oldPoolLiquidity: BigDecimal = pool.totalLiquidity;
-  let liquidityChange: BigDecimal = newPoolLiquidity.minus(oldPoolLiquidity);
+    let token = getToken(tokenAddress);
+    if (token.pool == null) {
+      newPoolLiquiditySansBPT = newPoolLiquiditySansBPT.plus(poolTokenValue);
+    }
+  }
 
   // Update pool stats
+  let liquidityChange = ZERO_BD;
+  let oldPoolLiquidity = pool.totalLiquidity;
+  let oldPoolLiquiditySansBPT = pool.totalLiquiditySansBPT;
+
+  if (dataSource.network() == 'arbitrum' || dataSource.network() == 'matic') {
+    // keep old logic on arbitrum and polygon to avoid breaking liquidity charts
+    liquidityChange = newPoolLiquidity.minus(oldPoolLiquidity);
+  } else if (oldPoolLiquiditySansBPT) {
+    // eslint-disable-next-line @typescript-eslint/no-non-null-assertion
+    liquidityChange = newPoolLiquiditySansBPT.minus(oldPoolLiquiditySansBPT!);
+  }
+
+  pool.totalLiquiditySansBPT = newPoolLiquiditySansBPT;
   pool.totalLiquidity = newPoolLiquidity;
   pool.save();
 
@@ -189,6 +212,19 @@ export function valueInUSD(value: BigDecimal, asset: Address): BigDecimal {
   return usdValue;
 }
 
+export function valueInFX(value: BigDecimal, asset: Address): BigDecimal {
+  let token = getToken(asset);
+
+  if (token.latestFXPrice) {
+    // convert to USD using latestFXPrice
+    const latestFXPrice = token.latestFXPrice as BigDecimal;
+    return value.times(latestFXPrice);
+  } else {
+    // fallback if latestFXPrice is not available
+    return valueInUSD(value, asset);
+  }
+}
+
 export function updateBptPrice(pool: Pool): void {
   if (pool.totalShares.equals(ZERO_BD)) return;
 

src/mappings/vault.ts

@@ -483,7 +483,7 @@ export function handleSwapEvent(event: SwapEvent): void {
     updatePoolWeights(poolId.toHexString());
   } else if (isStableLikePool(pool)) {
     // Stablelike pools' amplification factors update over time so we need to update them after each swap
-    updateAmpFactor(pool);
+    updateAmpFactor(pool, event.block.timestamp);
   }
 
   // If swapping on a pool with preminted BPT and the BPT itself is being swapped then this is equivalent to a mint/burn in a regular pool

yarn.lock

@@ -8274,4 +8274,4 @@ zen-observable-ts@^1.2.5:
 [email protected], zen-observable@^0.8.0:
   version "0.8.15"
   resolved "https://registry.yarnpkg.com/zen-observable/-/zen-observable-0.8.15.tgz#96415c512d8e3ffd920afd3889604e30b9eaac15"
-  integrity sha512-PQ2PC7R9rslx84ndNBZB/Dkv8V8fZEpk83RLgXtYd0fwUgEjseMn1Dgajh2x6S8QbZAFa9p2qVCEuYZNgve0dQ==
+  integrity sha512-PQ2PC7R9rslx84ndNBZB/Dkv8V8fZEpk83RLgXtYd0fwUgEjseMn1Dgajh2x6S8QbZAFa9p2qVCEuYZNgve0dQ==