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Merge pull request #96 from Gearbox-protocol/v310
V310
2 parents be5d9ee + a179986 commit 9ccbd21

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‎db_scripts/local_testing/anvil_test.sh‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -13,7 +13,7 @@ TMP_DB="tmp_$FINAL_DB"
1313
export TMP_DB_URL="postgres://$SUPERUSER@localhost:5432/$TMP_DB?sslmode=disable"
1414

1515
set +e
16-
psql -U $SUPERUSER -d postgres -c " SELECT pg_terminate_backend(pid) FROM pg_stat_activity WHERE pid <> pg_backend_pid() AND datname = '$TMP_DB';"
16+
psql -U $SUPERUSER -d postgres -c "SELECT pg_terminate_backend(pid) FROM pg_stat_activity WHERE pid <> pg_backend_pid() AND datname = '""$TMP_DB""';"
1717
psql -U $SUPERUSER -d postgres -c "drop database $TMP_DB"
1818
psql -U $SUPERUSER -d postgres -c "create database $TMP_DB"
1919
pg_dump --no-owner "$REMOTE_DB" | psql -U $SUPERUSER -d $TMP_DB
@@ -23,7 +23,7 @@ pg_dump "$REMOTE_DB" --table public.schema_migrations | psql -U $SUPERUSER -d
2323
set -e
2424

2525
# psql -U $SUPERUSER -d sample < db_scripts/local_testing/missing_table_from_download_db.sql
26-
psql -U $SUPERUSER -d $TMP_DB < $PARENT_DIR/../../migrations/000016_rankings.up.sql
26+
# psql -U $SUPERUSER -d $TMP_DB < $PARENT_DIR/../../migrations/000016_rankings.up.sql
2727
migrate -path $PARENT_DIR/../../migrations/ -database "$TMP_DB_URL" up
2828

2929

@@ -36,7 +36,7 @@ set -e
3636
PWD=`pwd`
3737
LOCAL_DB="host=localhost user=$SUPERUSER dbname=$TMP_DB"
3838
cd /home/debian/$FINAL_DB-third-eye
39-
go run "scripts/08_merged_pf_version_reset/main.go" "$LOCAL_DB" $FORK_BLOCK
39+
# go run "scripts/08_merged_pf_version_reset/main.go" "$LOCAL_DB" $FORK_BLOCK
4040
cd $PWD
4141

4242
createdb -O $SUPERUSER -T $TMP_DB $FINAL_DB

‎debts/calc_details.go‎

Lines changed: 7 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -51,11 +51,14 @@ type storeForCalc struct {
5151
inner *DebtEngine
5252
}
5353

54-
func (s storeForCalc) GetToken(token string) *schemas.Token {
55-
return s.inner.repo.GetToken(token)
54+
func (s storeForCalc) GetToken(token string) (*schemas.Token, error) {
55+
return s.inner.repo.GetToken(token), nil
5656
}
57-
func (s storeForCalc) GetPrices(token string, version schemas.PFVersion, blockNums ...int64) *big.Int {
58-
return s.inner.GetTokenLastPrice(token, version)
57+
func (s storeForCalc) GetDecimals(token string) int8 {
58+
return s.inner.repo.GetToken(token).Decimals
59+
}
60+
func (s storeForCalc) GetPriceOnBlock(cm, token string, version core.VersionType, blockNums ...int64) *big.Int {
61+
return s.inner.priceHandler.GetLastPrice(cm, token, version)
5962
}
6063

6164
func (s storeForCalc) GetLiqThreshold(ts uint64, cm, token string) *big.Int {

‎debts/debt_db.go‎

Lines changed: 3 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -109,6 +109,9 @@ func (eng *DebtEngine) AddDebt(debt *schemas.Debt, forceAdd bool) {
109109
core.DiffMoreThanFraction(lastDebt.CalDebtBI, debt.CalDebtBI, big.NewFloat(0.05)) ||
110110
// add debt when the health factor is on different side of 10000 from the lastdebt
111111
core.ValueDifferSideOf10000(debt.CalHealthFactor, lastDebt.CalHealthFactor) {
112+
if lastDebt.CalHealthFactor.Cmp(debt.CalDebtBI) == 0 && lastDebt.CalTotalValueBI.Cmp(debt.CalTotalValueBI) == 0 {
113+
return
114+
}
112115
eng.addDebt(debt)
113116
}
114117
} else {

‎debts/engine.go‎

Lines changed: 108 additions & 94 deletions
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,6 @@
11
package debts
22

33
import (
4-
"fmt"
54
"math/big"
65
"sort"
76
"time"
@@ -93,11 +92,30 @@ func (eng *DebtEngine) updateLocalState(blockNum int64, block *schemas.Block) (p
9392
eng.AddTokenLTRamp(ltRamp)
9493
}
9594

95+
for _, to := range block.TokenOracles {
96+
if !to.Reserve { // only main
97+
eng.priceHandler.AddTokenOracle(to)
98+
}
99+
}
100+
//
101+
for _, relation := range block.Relations {
102+
if relation.Type == "PoolOracle" {
103+
eng.priceHandler.poolToPriceOracle[relation.Owner] = schemas.PriceOracleT(relation.Dependent)
104+
}
105+
}
96106
// C3.b: updated price
97107
for _, pf := range block.GetPriceFeeds() {
98108
// L5
99-
eng.AddTokenLastPrice(pf)
100-
tokensUpdated[pf.Token] = true
109+
eng.priceHandler.AddTokenLastPrice(pf)
110+
// TIMECOMPLEX
111+
// use mdl.repo.getsyncadapter(pf.Feed).gettokens(block_num)
112+
for _, oracles := range eng.priceHandler.poTotokenOracle {
113+
for _, oracle := range oracles {
114+
if pf.Feed == oracle.Feed {
115+
tokensUpdated[oracle.Token] = true
116+
}
117+
}
118+
}
101119
}
102120
// updates complete
103121
return poolsUpdated, tokensUpdated, sessionsUpdated
@@ -123,7 +141,7 @@ func (eng *DebtEngine) CalculateDebt() {
123141
cmToPoolDetails := eng.GetCumulativeIndexAndDecimalForCMs(blockNum, block.Timestamp)
124142

125143
//
126-
var caTotalValueInUSD float64 = 0
144+
marketToTvl := make(MarketToTvl)
127145
// check if session's debt needs to be recalculated
128146
for _, session := range sessions {
129147
if (session.ClosedAt != 0 && session.ClosedAt <= blockNum) || session.Since > blockNum {
@@ -135,11 +153,23 @@ func (eng *DebtEngine) CalculateDebt() {
135153
}
136154
// #C3
137155
sessionSnapshot := eng.lastCSS[session.ID]
138-
caTotalValueInUSD += utils.GetFloat64Decimal(
156+
caValue := utils.GetFloat64Decimal(
139157
eng.GetAmountInUSD(
158+
session.CreditManager,
140159
cmToPoolDetails[session.CreditManager].Token,
141-
sessionSnapshot.TotalValueBI.Convert(), schemas.VersionToPFVersion(session.Version, false),
160+
sessionSnapshot.TotalValueBI.Convert(), session.Version,
142161
), 8)
162+
{
163+
pool := eng.priceHandler.GetPoolFromCM(session.CreditManager)
164+
adapter := eng.repo.GetAdapter(pool)
165+
state := adapter.GetUnderlyingState()
166+
if state == nil {
167+
log.Fatal("State for pool not found for address: ", pool)
168+
}
169+
//
170+
market := state.(*schemas.PoolState).Market
171+
marketToTvl.add(market, caValue, 0, 0)
172+
}
143173

144174
for token, tokenBalance := range *sessionSnapshot.Balances {
145175
if tokenBalance.IsEnabled && tokenBalance.HasBalanceMoreThanOne() {
@@ -171,19 +201,17 @@ func (eng *DebtEngine) CalculateDebt() {
171201
}
172202
}
173203
//
174-
eng.createTvlSnapshots(blockNum, caTotalValueInUSD)
204+
eng.createTvlSnapshots(blockNum, marketToTvl)
175205
if len(sessionsUpdated) > 0 {
176206
log.Debugf("Calculated %d debts for block %d", len(sessionsUpdated), blockNum)
177207
}
178208
}
179209
}
180210

181-
func (eng *DebtEngine) createTvlSnapshots(blockNum int64, caTotalValueInUSD float64) {
182-
if eng.lastTvlSnapshot != nil && blockNum-eng.lastTvlSnapshot.BlockNum < core.BlockPer(core.GetChainId(eng.client), time.Hour) { // tvl snapshot every hour
183-
return
184-
}
185-
var totalAvailableLiquidityInUSD, expectedLiqInUSD float64 = 0, 0
186-
log.Info("tvl for block", blockNum)
211+
func (eng *DebtEngine) createTvlSnapshots(blockNum int64, marketToTvl MarketToTvl) {
212+
// if eng.lastTvlSnapshot != nil && blockNum-eng.lastTvlSnapshot.BlockNum < core.NoOfBlocksPerHr { // tvl snapshot every hour
213+
// return
214+
// }
187215
for _, entry := range eng.poolLastInterestData {
188216
adapter := eng.repo.GetAdapter(entry.Address)
189217
state := adapter.GetUnderlyingState()
@@ -193,33 +221,41 @@ func (eng *DebtEngine) createTvlSnapshots(blockNum int64, caTotalValueInUSD floa
193221
//
194222
underlyingToken := state.(*schemas.PoolState).UnderlyingToken
195223
//
196-
version := schemas.V1PF
197-
if eng.tokenLastPrice[schemas.V2PF] != nil && eng.tokenLastPrice[schemas.V2PF][underlyingToken] != nil {
198-
version = schemas.V2PF
224+
latestOracle, version, err := eng.repo.GetActivePriceOracleByBlockNum(blockNum)
225+
log.CheckFatal(err)
226+
//
227+
fn := func(amount *core.BigInt) float64 {
228+
return utils.GetFloat64Decimal(
229+
eng.GetAmountInUSDByOracle(
230+
latestOracle,
231+
underlyingToken,
232+
amount.Convert(), version), 8)
199233
}
200-
if eng.tokenLastPrice[schemas.V3PF_MAIN] != nil && eng.tokenLastPrice[schemas.V3PF_MAIN][underlyingToken] != nil {
201-
version = schemas.V3PF_MAIN
234+
availLiq := fn(entry.AvailableLiquidityBI)
235+
expectedLiqInUSD := fn(entry.ExpectedLiqBI)
236+
marketToTvl.add(state.(*schemas.PoolState).Market, 0, availLiq, expectedLiqInUSD)
237+
}
238+
// save as last tvl snapshot and add to db
239+
addedMarket := []string{}
240+
for market, details := range marketToTvl {
241+
if lastTvlBlock, ok := eng.marketTolastTvlBlock[market]; ok && blockNum-lastTvlBlock < core.BlockPer(core.GetBaseChainId(eng.client), time.Hour) { // only snap her hr.
242+
continue
202243
}
203244
//
204-
totalAvailableLiquidityInUSD += utils.GetFloat64Decimal(
205-
eng.GetAmountInUSD(
206-
underlyingToken,
207-
entry.AvailableLiquidityBI.Convert(), version), 8)
208-
expectedLiqInUSD += utils.GetFloat64Decimal(
209-
eng.GetAmountInUSD(
210-
underlyingToken,
211-
entry.ExpectedLiqBI.Convert(), version), 8)
212-
245+
tvl := &schemas.TvlSnapshots{
246+
BlockNum: blockNum,
247+
AvailableLiquidity: details.totalAvailableLiquidity,
248+
CATotalValue: details.caTotalValue,
249+
ExpectedLiq: details.expectedLiq,
250+
Market: market,
251+
}
252+
addedMarket = append(addedMarket, market)
253+
eng.tvlSnapshots = append(eng.tvlSnapshots, tvl)
254+
eng.marketTolastTvlBlock[tvl.Market] = tvl.BlockNum
213255
}
214-
// save as last tvl snapshot and add to db
215-
tvls := &schemas.TvlSnapshots{
216-
BlockNum: blockNum,
217-
AvailableLiquidity: totalAvailableLiquidityInUSD,
218-
ExpectedLiq: expectedLiqInUSD,
219-
CATotalValue: caTotalValueInUSD,
256+
if len(addedMarket) > 0 {
257+
log.Infof("%d:Tvl snapshot added for market %s", blockNum, addedMarket)
220258
}
221-
eng.tvlSnapshots = append(eng.tvlSnapshots, tvls)
222-
eng.lastTvlSnapshot = tvls
223259
}
224260

225261
func (eng *DebtEngine) ifAccountLiquidated(sessionId, cmAddr string, closedAt int64, status int) {
@@ -291,10 +327,6 @@ func (eng *DebtEngine) GetCumulativeIndexAndDecimalForCMs(blockNum int64, ts uin
291327
return cmToCumIndex
292328
}
293329

294-
func (eng *DebtEngine) getTokenPriceFeed(token string, pfVersion schemas.PFVersion) *schemas.PriceFeed {
295-
return eng.tokenLastPrice[pfVersion][token]
296-
}
297-
298330
func (eng *DebtEngine) SessionDebtHandler(blockNum int64, session *schemas.CreditSession, cumIndexAndUToken *ds.CumIndexAndUToken) {
299331
sessionId := session.ID
300332
sessionSnapshot := eng.lastCSS[sessionId]
@@ -307,14 +339,16 @@ func (eng *DebtEngine) SessionDebtHandler(blockNum int64, session *schemas.Credi
307339
retryFeeds := eng.repo.GetRetryFeedForDebts()
308340
for tokenAddr, details := range *sessionSnapshot.Balances {
309341
if details.IsEnabled && details.HasBalanceMoreThanOne() {
310-
lastPriceEvent := eng.getTokenPriceFeed(tokenAddr, schemas.VersionToPFVersion(session.Version, false)) // don't use reserve
311342
//
312-
if tokenAddr != eng.repo.GetWETHAddr() && lastPriceEvent.BlockNumber != blockNum {
313-
feedAddr := lastPriceEvent.Feed
314-
for _, retryFeed := range retryFeeds {
315-
if retryFeed.GetAddress() == feedAddr {
316-
eng.requestPriceFeed(blockNum, retryFeed, tokenAddr, lastPriceEvent.MergedPFVersion)
317-
343+
if tokenAddr != eng.repo.GetWETHAddr() { // REDUNDANT
344+
lastPriceEvent := eng.priceHandler.GetLastPriceFeed(session.CreditManager, tokenAddr, session.Version) // don't use reserve
345+
if lastPriceEvent.BlockNumber != blockNum {
346+
feedAddr := lastPriceEvent.Feed
347+
for _, retryFeed := range retryFeeds {
348+
if retryFeed.GetAddress() == feedAddr {
349+
// log.Info("hf ", debt.CalHealthFactor.Convert(), "of", sessionId, "at", blockNum)
350+
eng.priceHandler.requestPriceFeed(blockNum, eng.client, retryFeed, tokenAddr, profile != nil)
351+
}
318352
}
319353
}
320354
}
@@ -400,7 +434,7 @@ func (eng *DebtEngine) CalculateSessionDebt(blockNum int64, session *schemas.Cre
400434
for tokenAddr, details := range *sessionSnapshot.Balances {
401435
if details.IsEnabled {
402436
profile.Tokens[tokenAddr] = ds.TokenDetails{
403-
Price: eng.GetTokenLastPrice(tokenAddr, schemas.VersionToPFVersion(session.Version, false)), // don't use reserve
437+
Price: eng.priceHandler.GetLastPrice(session.CreditManager, tokenAddr, session.Version), // don't use reserve
404438
Decimals: eng.repo.GetToken(tokenAddr).Decimals,
405439
TokenLiqThreshold: eng.tokenLTRamp[session.CreditManager][tokenAddr].GetLTForTs(eng.currentTs),
406440
}
@@ -424,12 +458,15 @@ func (eng *DebtEngine) CalculateSessionDebt(blockNum int64, session *schemas.Cre
424458
notMatched = true
425459
}
426460
// even if data compressor matching is disabled check the calc values with session data at block where last credit snapshot was taken
427-
} else if sessionSnapshot.BlockNum == blockNum && sessionSnapshot.HealthFactor.Convert().Cmp(new(big.Int)) != 0 { // it is 0 when the issuccessful is false for redstone credit accounts
461+
// // 20563217 and 0xe8f5F52842D7AF4BbcF5Fe731A336147B51F09D5_19980779_297 on mainnet has creditsessionsnapshot but isSuccessful for dv3 is false.
462+
} else if sessionSnapshot.BlockNum == blockNum && sessionSnapshot.HealthFactor.Convert().Cmp(new(big.Int)) != 0 &&
463+
!(utils.Contains([]int64{20563217, 20671148}, blockNum) && sessionSnapshot.TotalValueBI.Convert().Cmp(new(big.Int)) == 0) {
464+
// it is 0 when the issuccessful is false for redstone credit accounts
428465
if IsChangeMoreThanFraction(debt.CalTotalValueBI, sessionSnapshot.TotalValueBI, big.NewFloat(0.001)) ||
429466
// hf value calculated are on different side of 1
430467
core.ValueDifferSideOf10000(debt.CalHealthFactor, sessionSnapshot.HealthFactor) ||
431468
// if healhFactor diff by 4 %
432-
core.DiffMoreThanFraction(debt.CalHealthFactor, sessionSnapshot.HealthFactor, big.NewFloat(0.04)) {
469+
core.DiffMoreThanFraction(debt.CalHealthFactor, sessionSnapshot.HealthFactor, big.NewFloat(0.01)) {
433470
// log.Info(debt.CalHealthFactor, sessionSnapshot.HealthFactor, blockNum)
434471
// log.Info(debt.CalTotalValueBI, sessionSnapshot.TotalValueBI, blockNum)
435472
if log.GetBaseNet(core.GetChainId(eng.client)) == "ARBITRUM" {
@@ -446,11 +483,12 @@ func (eng *DebtEngine) CalculateSessionDebt(blockNum int64, session *schemas.Cre
446483
notMatched = true
447484
}
448485
log.Info(
486+
debt.CalTotalValueBI, sessionSnapshot.TotalValueBI, sessionId,
449487
IsChangeMoreThanFraction(debt.CalTotalValueBI, sessionSnapshot.TotalValueBI, big.NewFloat(0.001)),
450488
// hf value calculated are on different side of 1
451489
core.ValueDifferSideOf10000(debt.CalHealthFactor, sessionSnapshot.HealthFactor),
452490
// if healhFactor diff by 4 %
453-
core.DiffMoreThanFraction(debt.CalHealthFactor, sessionSnapshot.HealthFactor, big.NewFloat(0.04)),
491+
core.DiffMoreThanFraction(debt.CalHealthFactor, sessionSnapshot.HealthFactor, big.NewFloat(0.01)),
454492
)
455493
}
456494
}
@@ -467,15 +505,31 @@ func (eng *DebtEngine) CalculateSessionDebt(blockNum int64, session *schemas.Cre
467505
}
468506

469507
// helper methods
470-
func (eng *DebtEngine) GetAmountInUSD(tokenAddr string, amount *big.Int, pfVersion schemas.PFVersion) *big.Int {
471-
tokenPrice := eng.GetTokenLastPrice(tokenAddr, pfVersion)
508+
func (eng *DebtEngine) GetAmountInUSDByOracle(priceOracle schemas.PriceOracleT, tokenAddr string, amount *big.Int, version core.VersionType) *big.Int {
509+
tokenPrice := eng.priceHandler.GetLastPriceFeedByOracle(priceOracle, tokenAddr, version)
510+
tokenDecimals := eng.repo.GetToken(tokenAddr).Decimals
511+
if version.MoreThan(core.NewVersion(1)) { // than decimals 8
512+
return utils.GetInt64(new(big.Int).Mul(tokenPrice.PriceBI.Convert(), amount), tokenDecimals)
513+
}
514+
// for v1
515+
usdcAddr := eng.repo.GetUSDCAddr()
516+
usdcPrice := eng.priceHandler.GetLastPriceFeedByOracle(priceOracle, usdcAddr, version)
517+
usdcDecimals := eng.repo.GetToken(usdcAddr).Decimals
518+
519+
value := new(big.Int).Mul(amount, tokenPrice.PriceBI.Convert())
520+
value = utils.GetInt64(value, tokenDecimals-usdcDecimals)
521+
value = new(big.Int).Quo(value, usdcPrice.PriceBI.Convert())
522+
return new(big.Int).Mul(value, big.NewInt(100))
523+
}
524+
func (eng *DebtEngine) GetAmountInUSD(cm string, tokenAddr string, amount *big.Int, version core.VersionType) *big.Int {
525+
tokenPrice := eng.priceHandler.GetLastPrice(cm, tokenAddr, version)
472526
tokenDecimals := eng.repo.GetToken(tokenAddr).Decimals
473-
if pfVersion.Decimals() == 8 {
527+
if version.MoreThan(core.NewVersion(1)) { // than decimals 8
474528
return utils.GetInt64(new(big.Int).Mul(tokenPrice, amount), tokenDecimals)
475529
}
476530
// for v1
477531
usdcAddr := eng.repo.GetUSDCAddr()
478-
usdcPrice := eng.GetTokenLastPrice(usdcAddr, pfVersion)
532+
usdcPrice := eng.priceHandler.GetLastPrice(cm, usdcAddr, version)
479533
usdcDecimals := eng.repo.GetToken(usdcAddr).Decimals
480534

481535
value := new(big.Int).Mul(amount, tokenPrice)
@@ -484,21 +538,6 @@ func (eng *DebtEngine) GetAmountInUSD(tokenAddr string, amount *big.Int, pfVersi
484538
return new(big.Int).Mul(value, big.NewInt(100))
485539
}
486540

487-
func (eng *DebtEngine) GetTokenLastPrice(addr string, pfVersion schemas.PFVersion, dontFail ...bool) *big.Int {
488-
if pfVersion.ToVersion().Eq(1) && eng.repo.GetWETHAddr() == addr {
489-
return core.WETHPrice
490-
}
491-
if eng.tokenLastPrice[pfVersion][addr] != nil {
492-
return eng.tokenLastPrice[pfVersion][addr].PriceBI.Convert()
493-
}
494-
//
495-
if len(dontFail) > 0 && dontFail[0] {
496-
return nil
497-
}
498-
log.Fatal(fmt.Sprintf("Price not found for %s pfversion: %d", addr, pfVersion))
499-
return nil
500-
}
501-
502541
func (eng *DebtEngine) SessionDataFromDC(version core.VersionType, blockNum int64, cmAddr, borrower, account string) dc.CreditAccountCallData {
503542
call, resultFn, err := eng.repo.GetDCWrapper().GetCreditAccountData(version, blockNum,
504543
common.HexToAddress(cmAddr),
@@ -518,28 +557,3 @@ func (eng *DebtEngine) SessionDataFromDC(version core.VersionType, blockNum int6
518557
}
519558
return data
520559
}
521-
522-
func (eng *DebtEngine) requestPriceFeed(blockNum int64, retryFeed ds.QueryPriceFeedI, token string, pfVersion schemas.MergedPFVersion) {
523-
// defer func() {
524-
// if err:= recover(); err != nil {
525-
// log.Warn("err", err, "in getting yearn price feed in debt", feed, token, blockNum, pfVersion)
526-
// }
527-
// }()
528-
// PFFIX
529-
calls, isQueryable := retryFeed.GetCalls(blockNum)
530-
if !isQueryable {
531-
return
532-
}
533-
log.Info("getting price for ", token, "at", blockNum)
534-
results := core.MakeMultiCall(eng.client, blockNum, false, calls)
535-
price := retryFeed.ProcessResult(blockNum, results, true)
536-
eng.AddTokenLastPrice(&schemas.PriceFeed{
537-
BlockNumber: blockNum,
538-
Token: token,
539-
Feed: retryFeed.GetAddress(),
540-
RoundId: price.RoundId,
541-
PriceBI: price.PriceBI,
542-
Price: price.Price,
543-
MergedPFVersion: pfVersion,
544-
})
545-
}

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