Merge changes

config/arbitrum-one/chain.ts

@@ -31,3 +31,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/avalanche/chain.ts

@@ -31,3 +31,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/base/chain.ts

@@ -10,6 +10,7 @@ export const WHITELIST: string[] = [
   '0x4200000000000000000000000000000000000006', // WETH
   '0x833589fcd6edb6e08f4c7c32d4f71b54bda02913', // USDC
   '0xd9aaec86b65d86f6a7b5b1b0c42ffa531710b6ca', // USDbCC
+  '0x0b3e328455c4059eeb9e3f84b5543f74e24e7e1b', // VIRTUAL
 ]
 
 export const STABLECOINS = [
@@ -33,3 +34,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/blast-mainnet/chain.ts

@@ -31,3 +31,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/bsc/chain.ts

@@ -32,3 +32,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/ethereum/chain.ts

@@ -32,6 +32,7 @@ export const WHITELIST: string[] = [
   '0x1f9840a85d5af5bf1d1762f925bdaddc4201f984', // UNI
   '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599', // WBTC
   '0x956f47f50a910163d8bf957cf5846d573e7f87ca', // FEI
+  '0x44ff8620b8ca30902395a7bd3f2407e1a091bf73', // VIRTUAL
 ]
 
 export const STABLECOINS = []
@@ -89,3 +90,5 @@ export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = [
 ]
 
 export const SKIP_TOTAL_SUPPLY: string[] = ['0x0000000000bf2686748e1c0255036e7617e7e8a5']
+
+export const UNTRACKED_PAIRS: string[] = ['0x9ea3b5b4ec044b70375236a281986106457b20ef']

config/matic/chain.ts

@@ -31,3 +31,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/optimism/chain.ts

@@ -31,3 +31,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/soneium-mainnet/chain.ts

@@ -31,3 +31,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/unichain-mainnet/chain.ts

@@ -33,3 +33,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

config/worldchain-mainnet/chain.ts

@@ -34,3 +34,5 @@ export class TokenDefinition {
 export const STATIC_TOKEN_DEFINITIONS: TokenDefinition[] = []
 
 export const SKIP_TOTAL_SUPPLY: string[] = []
+
+export const UNTRACKED_PAIRS: string[] = []

src/mappings/pricing.ts

@@ -0,0 +1,179 @@
+/* eslint-disable prefer-const */
+import { BigDecimal, BigInt } from '@graphprotocol/graph-ts/index'
+
+import { UNTRACKED_PAIRS, WHITELIST } from '../common/chain'
+import { ONE_BD, ZERO_BD } from '../common/constants'
+import { Bundle, Pair, Token } from '../types/schema'
+
+const WETH_ADDRESS = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
+const USDC_WETH_PAIR = '0xb4e16d0168e52d35cacd2c6185b44281ec28c9dc' // created 10008355
+const DAI_WETH_PAIR = '0xa478c2975ab1ea89e8196811f51a7b7ade33eb11' // created block 10042267
+const USDT_WETH_PAIR = '0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852' // created block 10093341
+
+export function getEthPriceInUSD(): BigDecimal {
+  // fetch eth prices for each stablecoin
+  let daiPair = Pair.load(DAI_WETH_PAIR) // dai is token0
+  let usdcPair = Pair.load(USDC_WETH_PAIR) // usdc is token0
+  let usdtPair = Pair.load(USDT_WETH_PAIR) // usdt is token1
+
+  // all 3 have been created
+  if (daiPair !== null && usdcPair !== null && usdtPair !== null) {
+    let totalLiquidityETH = daiPair.reserve1.plus(usdcPair.reserve1).plus(usdtPair.reserve0)
+    let daiWeight = daiPair.reserve1.div(totalLiquidityETH)
+    let usdcWeight = usdcPair.reserve1.div(totalLiquidityETH)
+    let usdtWeight = usdtPair.reserve0.div(totalLiquidityETH)
+    return daiPair.token0Price
+      .times(daiWeight)
+      .plus(usdcPair.token0Price.times(usdcWeight))
+      .plus(usdtPair.token1Price.times(usdtWeight))
+    // dai and USDC have been created
+  } else if (daiPair !== null && usdcPair !== null) {
+    let totalLiquidityETH = daiPair.reserve1.plus(usdcPair.reserve1)
+    let daiWeight = daiPair.reserve1.div(totalLiquidityETH)
+    let usdcWeight = usdcPair.reserve1.div(totalLiquidityETH)
+    return daiPair.token0Price.times(daiWeight).plus(usdcPair.token0Price.times(usdcWeight))
+    // USDC is the only pair so far
+  } else if (usdcPair !== null) {
+    return usdcPair.token0Price
+  } else {
+    return ZERO_BD
+  }
+}
+
+// minimum liquidity required to count towards tracked volume for pairs with small # of Lps
+let MINIMUM_USD_THRESHOLD_NEW_PAIRS = BigDecimal.fromString('400000')
+
+// minimum liquidity for price to get tracked
+let MINIMUM_LIQUIDITY_THRESHOLD_ETH = BigDecimal.fromString('2')
+
+/**
+ * Search through graph to find derived Eth per token.
+ * @todo update to be derived ETH (add stablecoin estimates)
+ **/
+export function findEthPerToken(token: Token): BigDecimal {
+  if (token.id == WETH_ADDRESS) {
+    return ONE_BD
+  }
+  const priceTrackingPairs = token.priceTrackingPairs
+  for (let i = 0; i < priceTrackingPairs.length; i++) {
+    const pairAddress = priceTrackingPairs[i]
+    const pair = Pair.load(pairAddress)
+
+    if (pair === null) {
+      continue
+    }
+    if (pair.token0 == token.id && pair.reserveETH.gt(MINIMUM_LIQUIDITY_THRESHOLD_ETH)) {
+      let token1 = Token.load(pair.token1)
+      if (token1 === null) {
+        continue
+      }
+      return pair.token1Price.times(token1.derivedETH as BigDecimal) // return token1 per our token * Eth per token 1
+    }
+    if (pair.token1 == token.id && pair.reserveETH.gt(MINIMUM_LIQUIDITY_THRESHOLD_ETH)) {
+      let token0 = Token.load(pair.token0)
+      if (token0 === null) {
+        continue
+      }
+      return pair.token0Price.times(token0.derivedETH as BigDecimal) // return token0 per our token * ETH per token 0
+    }
+  }
+
+  return ZERO_BD // nothing was found return 0
+}
+
+/**
+ * Accepts tokens and amounts, return tracked amount based on price tracking tokens
+ * If one token is a price tracking token, return amount in that token converted to USD.
+ * If both are, return average of two amounts
+ * If neither is, return 0
+ */
+export function getTrackedVolumeUSD(
+  tokenAmount0: BigDecimal,
+  token0: Token,
+  tokenAmount1: BigDecimal,
+  token1: Token,
+  pair: Pair
+): BigDecimal {
+  let bundle = Bundle.load('1')!
+  let price0 = token0.derivedETH.times(bundle.ethPrice)
+  let price1 = token1.derivedETH.times(bundle.ethPrice)
+
+  // dont count tracked volume on these pairs - usually rebass tokens
+  if (UNTRACKED_PAIRS.includes(pair.id)) {
+    return ZERO_BD
+  }
+
+  // if less than 5 LPs, require high minimum reserve amount amount or return 0
+  if (pair.liquidityProviderCount.lt(BigInt.fromI32(5))) {
+    let reserve0USD = pair.reserve0.times(price0)
+    let reserve1USD = pair.reserve1.times(price1)
+    if (WHITELIST.includes(token0.id) && WHITELIST.includes(token1.id)) {
+      if (reserve0USD.plus(reserve1USD).lt(MINIMUM_USD_THRESHOLD_NEW_PAIRS)) {
+        return ZERO_BD
+      }
+    }
+    if (WHITELIST.includes(token0.id) && !WHITELIST.includes(token1.id)) {
+      if (reserve0USD.times(BigDecimal.fromString('2')).lt(MINIMUM_USD_THRESHOLD_NEW_PAIRS)) {
+        return ZERO_BD
+      }
+    }
+    if (!WHITELIST.includes(token0.id) && WHITELIST.includes(token1.id)) {
+      if (reserve1USD.times(BigDecimal.fromString('2')).lt(MINIMUM_USD_THRESHOLD_NEW_PAIRS)) {
+        return ZERO_BD
+      }
+    }
+  }
+
+  // both are price tracking tokens, take average of both amounts
+  if (WHITELIST.includes(token0.id) && WHITELIST.includes(token1.id)) {
+    return tokenAmount0.times(price0).plus(tokenAmount1.times(price1)).div(BigDecimal.fromString('2'))
+  }
+
+  // take full value of the price tracking token amount
+  if (WHITELIST.includes(token0.id) && !WHITELIST.includes(token1.id)) {
+    return tokenAmount0.times(price0)
+  }
+
+  // take full value of the price tracking token amount
+  if (!WHITELIST.includes(token0.id) && WHITELIST.includes(token1.id)) {
+    return tokenAmount1.times(price1)
+  }
+
+  // neither token is a price tracking token, tracked volume is 0
+  return ZERO_BD
+}
+
+/**
+ * Accepts tokens and amounts, return tracked amount based on price tracking token list
+ * If one token is a price tracking token, return amount in that token converted to USD * 2.
+ * If both are, return sum of two amounts
+ * If neither is, return 0
+ */
+export function getTrackedLiquidityUSD(
+  tokenAmount0: BigDecimal,
+  token0: Token,
+  tokenAmount1: BigDecimal,
+  token1: Token
+): BigDecimal {
+  let bundle = Bundle.load('1')!
+  let price0 = token0.derivedETH.times(bundle.ethPrice)
+  let price1 = token1.derivedETH.times(bundle.ethPrice)
+
+  // both are price tracking tokens, take average of both amounts
+  if (WHITELIST.includes(token0.id) && WHITELIST.includes(token1.id)) {
+    return tokenAmount0.times(price0).plus(tokenAmount1.times(price1))
+  }
+
+  // take double value of the price tracking token amount
+  if (WHITELIST.includes(token0.id) && !WHITELIST.includes(token1.id)) {
+    return tokenAmount0.times(price0).times(BigDecimal.fromString('2'))
+  }
+
+  // take double value of the price tracking token amount
+  if (!WHITELIST.includes(token0.id) && WHITELIST.includes(token1.id)) {
+    return tokenAmount1.times(price1).times(BigDecimal.fromString('2'))
+  }
+
+  // neither token is a price tracking token, tracked volume is 0
+  return ZERO_BD
+}

src/v2/mappings/core.ts

@@ -233,7 +233,7 @@ export function handleSync(event: Sync): void {
   token0.save()
   token1.save()
 
-  // get tracked liquidity - will be 0 if neither is in whitelist
+  // get tracked liquidity - will be 0 if neither is a price tracking token
   let trackedLiquidityETH: BigDecimal
   if (bundle.ethPrice.notEqual(ZERO_BD)) {
     trackedLiquidityETH = getTrackedLiquidityUSD(pair.reserve0, token0 as Token, pair.reserve1, token1 as Token).div(
@@ -428,7 +428,7 @@ export function handleSwap(event: Swap): void {
 
   let derivedAmountUSD = derivedAmountETH.times(bundle.ethPrice)
 
-  // only accounts for volume through white listed tokens
+  // only accounts for volume through price tracking tokens
   let trackedAmountUSD = getTrackedVolumeUSD(amount0Total, token0 as Token, amount1Total, token1 as Token, pair as Pair)
 
   let trackedAmountETH: BigDecimal

src/v2/mappings/factory.ts

@@ -1,12 +1,19 @@
 /* eslint-disable prefer-const */
 import { log } from '@graphprotocol/graph-ts'
 
-import { PairCreated } from '../../../generated/Factory/Factory'
-import { Bundle, Pair, PairTokenLookup, Token, UniswapFactory } from '../../../generated/schema'
-import { Pair as PairTemplate } from '../../../generated/templates'
-import { FACTORY_ADDRESS } from '../../common/chain'
-import { ZERO_BD, ZERO_BI } from '../../common/constants'
-import { fetchTokenDecimals, fetchTokenName, fetchTokenSymbol, fetchTokenTotalSupply } from '../../common/helpers'
+import { PairCreated } from '../types/Factory/Factory'
+import { Bundle, Pair, PairTokenLookup, Token, UniswapFactory } from '../types/schema'
+import { Pair as PairTemplate } from '../types/templates'
+import {
+  FACTORY_ADDRESS,
+  fetchTokenDecimals,
+  fetchTokenName,
+  fetchTokenSymbol,
+  fetchTokenTotalSupply,
+  ZERO_BD,
+  ZERO_BI,
+} from './helpers'
+import { PRICE_TRACKING_TOKENS } from './pricing'
 
 export function handleNewPair(event: PairCreated): void {
   // load factory (create if first exchange)
@@ -29,7 +36,7 @@ export function handleNewPair(event: PairCreated): void {
   factory.pairCount = factory.pairCount + 1
   factory.save()
 
-  // create the tokens
+  let pair = new Pair(event.params.pair.toHexString()) as Pair
   let token0 = Token.load(event.params.token0.toHexString())
   let token1 = Token.load(event.params.token1.toHexString())
 
@@ -53,8 +60,8 @@ export function handleNewPair(event: PairCreated): void {
     token0.tradeVolumeUSD = ZERO_BD
     token0.untrackedVolumeUSD = ZERO_BD
     token0.totalLiquidity = ZERO_BD
-    // token0.allPairs = []
     token0.txCount = ZERO_BI
+    token0.priceTrackingPairs = []
   }
 
   // fetch info if null
@@ -75,11 +82,21 @@ export function handleNewPair(event: PairCreated): void {
     token1.tradeVolumeUSD = ZERO_BD
     token1.untrackedVolumeUSD = ZERO_BD
     token1.totalLiquidity = ZERO_BD
-    // token1.allPairs = []
     token1.txCount = ZERO_BI
+    token1.priceTrackingPairs = []
+  }
+
+  if (PRICE_TRACKING_TOKENS.includes(token0.id)) {
+    const priceTrackingPairs = token1.priceTrackingPairs
+    priceTrackingPairs.push(pair.id)
+    token1.priceTrackingPairs = priceTrackingPairs
+  }
+  if (PRICE_TRACKING_TOKENS.includes(token1.id)) {
+    const priceTrackingPairs = token0.priceTrackingPairs
+    priceTrackingPairs.push(pair.id)
+    token0.priceTrackingPairs = priceTrackingPairs
   }
 
-  let pair = new Pair(event.params.pair.toHexString()) as Pair
   pair.token0 = token0.id
   pair.token1 = token1.id
   pair.liquidityProviderCount = ZERO_BI

src/v2/schema.graphql

@@ -52,6 +52,9 @@ type Token @entity {
   pairDayDataQuote: [PairDayData!]! @derivedFrom(field: "token1")
   pairBase: [Pair!]! @derivedFrom(field: "token0")
   pairQuote: [Pair!]! @derivedFrom(field: "token1")
+
+  # pairs used for USD pricing
+  priceTrackingPairs: [Pair!]!
 }
 
 type Pair @entity {