Merge pull request #194 from Synthetixio/fee-records

minor updates for subgraph recording of fees

package.json

@@ -24,7 +24,7 @@
     "commander": "8.2.0",
     "eslint-config-prettier": "^8.3.0",
     "mustache": "4.2.0",
-    "synthetix": "^2.71.0"
+    "synthetix": "^2.73.1"
   },
   "devDependencies": {
     "@typescript-eslint/eslint-plugin": "4.32.0",

src/exchanges.ts

@@ -38,6 +38,7 @@ import {
   strToBytes,
   ZERO,
   YEAR_SECONDS,
+  getExchangeFee,
 } from './lib/helpers';
 import { toDecimal, ZERO_ADDRESS } from './lib/helpers';
 import { addDollar, addProxyAggregator } from './fragments/latest-rates';
@@ -184,13 +185,9 @@ export function handleSynthExchange(event: SynthExchangeEvent): void {
   let fromAmountInUSD = getUSDAmountFromAssetAmount(event.params.fromAmount, latestFromRate);
   let toAmountInUSD = getUSDAmountFromAssetAmount(event.params.toAmount, latestToRate);
 
-  let feesInUSD = fromAmountInUSD.minus(toAmountInUSD);
-
-  if (feesInUSD.lt(toDecimal(ZERO))) {
-    let DEFAULT_FEE = toDecimal(BigInt.fromI32(3), 3);
-    // this is an edge case. we can get pretty close to accurate by use of best guess of 30 bp
-    feesInUSD = fromAmountInUSD.times(DEFAULT_FEE);
-  }
+  let feesInUSD = fromAmountInUSD.times(
+    getExchangeFee('exchangeFeeRate', fromCurrencyKey == 'sUSD' ? toCurrencyKey : fromCurrencyKey),
+  );
 
   let fromSynth = SynthByCurrencyKey.load(fromCurrencyKey);
   let toSynth = SynthByCurrencyKey.load(toCurrencyKey);
@@ -269,17 +266,13 @@ export function handleAtomicSynthExchange(event: AtomicSynthExchangeEvent): void
   let fromAmountInUSD = getUSDAmountFromAssetAmount(event.params.fromAmount, latestFromRate);
   let toAmountInUSD = getUSDAmountFromAssetAmount(event.params.toAmount, latestToRate);
 
-  let feesInUSD = fromAmountInUSD.minus(toAmountInUSD);
-
-  if (feesInUSD.lt(toDecimal(ZERO))) {
-    let DEFAULT_FEE = toDecimal(BigInt.fromI32(3), 3);
-    // this is an edge case. we can get pretty close to accurate by use of best guess of 30 bp
-    feesInUSD = fromAmountInUSD.times(DEFAULT_FEE);
-  }
-
   let fromSynth = SynthByCurrencyKey.load(fromCurrencyKey);
   let toSynth = SynthByCurrencyKey.load(toCurrencyKey);
 
+  let feesInUSD = fromAmountInUSD.times(
+    getExchangeFee('atomicExchangeFeeRate', fromCurrencyKey == 'sUSD' ? toCurrencyKey : fromCurrencyKey),
+  );
+
   let fromSynthAddress = fromSynth != null ? fromSynth.proxyAddress : ZERO_ADDRESS;
   let toSynthAddress = toSynth != null ? toSynth.proxyAddress : ZERO_ADDRESS;
 

src/fragments/latest-rates.ts

@@ -11,6 +11,12 @@ import {
   AggregatorConfirmed as AggregatorConfirmedEvent,
 } from '../../generated/subgraphs/latest-rates/ExchangeRates_13/AggregatorProxy';
 
+import {
+  ExchangeFeeUpdated,
+  AtomicExchangeFeeUpdated,
+  SystemSettings,
+} from '../../generated/subgraphs/latest-rates/latestRates-SystemSettings_0/SystemSettings';
+
 import { AnswerUpdated as AnswerUpdatedEvent } from '../../generated/subgraphs/latest-rates/templates/Aggregator/Aggregator';
 
 import {
@@ -25,6 +31,7 @@ import {
   LatestRate,
   InversePricingInfo,
   RateUpdate,
+  FeeRate,
   DailyCandle,
   Candle,
 } from '../../generated/subgraphs/latest-rates/schema';
@@ -232,6 +239,43 @@ export function initFeed(currencyKey: string): BigDecimal | null {
   return null;
 }
 
+export function initFeeRate(type: string, currencyKey: string): BigDecimal {
+  let addressResolverAddress = getContractDeployment(
+    'AddressResolver',
+    dataSource.network(),
+    BigInt.fromI32(1000000000),
+  )!;
+
+  let resolver = AddressResolver.bind(addressResolverAddress);
+  let systemSettingsAddressTry = resolver.try_getAddress(strToBytes('SystemSettings', 32));
+
+  if (!systemSettingsAddressTry.reverted) {
+    let ss = SystemSettings.bind(systemSettingsAddressTry.value);
+
+    let result = ss.try_atomicExchangeFeeRate(strToBytes(currencyKey, 32));
+    if (type === 'exchangeFeeRate') {
+      result = ss.try_exchangeFeeRate(strToBytes(currencyKey, 32));
+      // eslint-disable-next-line no-empty
+    } else if (type === 'atomicExchangeFeeRate') {
+    } else {
+      log.warning('unknown fee type {}', [type]);
+      return toDecimal(BigInt.fromI32(0));
+    }
+
+    if (!result.reverted) {
+      let entity = new FeeRate(type + '-' + currencyKey);
+      entity.setting = type;
+      entity.synth = currencyKey;
+      entity.rate = toDecimal(result.value);
+      entity.save();
+
+      return toDecimal(result.value);
+    }
+  }
+
+  return toDecimal(BigInt.fromI32(0));
+}
+
 export function handleAggregatorAdded(event: AggregatorAddedEvent): void {
   addProxyAggregator(event.params.currencyKey.toString(), event.params.aggregator);
 }
@@ -355,6 +399,24 @@ export function handleChainlinkUpdate(event: ExecutionSuccess): void {
   }
 }
 
+export function handleExchangeFeeUpdated(event: ExchangeFeeUpdated): void {
+  let entity = new FeeRate('exchangeFeeRate-' + event.params.synthKey.toString());
+  entity.setting = 'exchangeFee';
+  entity.synth = event.params.synthKey.toString();
+  entity.rate = toDecimal(event.params.newExchangeFeeRate);
+  entity.save();
+  return;
+}
+
+export function handleAtomicExchangeFeeUpdated(event: AtomicExchangeFeeUpdated): void {
+  let entity = new FeeRate('atomicExchangeFeeRate-' + event.params.synthKey.toString());
+  entity.setting = 'atomicExchangeFeeRate';
+  entity.synth = event.params.synthKey.toString();
+  entity.rate = toDecimal(event.params.newExchangeFeeRate);
+  entity.save();
+  return;
+}
+
 // DEPRECATED: See updateCandle
 function updateDailyCandle(timestamp: BigInt, synth: string, rate: BigDecimal): void {
   let dayID = timestamp.toI32() / 86400;

src/lib/helpers.ts

@@ -1,7 +1,7 @@
 import { BigDecimal, BigInt, Bytes, ByteArray, log, Address, dataSource } from '@graphprotocol/graph-ts';
 
-import { LatestRate } from '../../generated/subgraphs/latest-rates/schema';
-import { initFeed } from '../fragments/latest-rates';
+import { LatestRate, FeeRate } from '../../generated/subgraphs/latest-rates/schema';
+import { initFeed, initFeeRate } from '../fragments/latest-rates';
 import { getContractDeployment } from '../../generated/addresses';
 
 export let ZERO = BigInt.fromI32(0);
@@ -60,6 +60,17 @@ export function getLatestRate(synth: string, txHash: string): BigDecimal | null
   return latestRate.rate;
 }
 
+export function getExchangeFee(type: string, synth: string): BigDecimal {
+  let rate = FeeRate.load(type + '-' + synth);
+  if (rate == null) {
+    log.warning('atomic exchange rate missing for synth: {}', [synth]);
+
+    // load feed for the first time, and use contract call to get rate
+    return initFeeRate(type, synth);
+  }
+  return rate.rate;
+}
+
 export function isEscrow(holder: string, network: string): boolean {
   return (
     getContractDeployment('SynthetixEscrow', dataSource.network(), BigInt.fromI32(1000000000))!.toHexString() ==

subgraphs/exchanger.js

@@ -83,7 +83,10 @@ getContractDeployments('ProxyERC20').forEach((a, i) => {
     network: getCurrentNetwork(),
     source: {
       address: a.address,
-      startBlock: i === 0 && getCurrentNetwork() === 'mainnet' ? 12733161 : a.startBlock,
+      startBlock:
+        i === 0 && getCurrentNetwork() === 'mainnet'
+          ? Math.max(parseInt(process.env.SNX_START_BLOCK || '0'), 12733161)
+          : a.startBlock,
       abi: 'Synthetix',
     },
     mapping: {

subgraphs/exchanges.js

@@ -5,8 +5,7 @@ const { getContractDeployments, getCurrentNetwork, createSubgraphManifest } = re
 const latestRates = require('./fragments/latest-rates');
 const balances = require('./fragments/balances');
 
-const manifest = clone(latestRates.dataSources);
-manifest.push(...balances.dataSources);
+const manifest = [];
 
 if (getCurrentNetwork() == 'mainnet') {
   manifest.push(
@@ -17,14 +16,14 @@ if (getCurrentNetwork() == 'mainnet') {
       source: {
         address: '0xc011a72400e58ecd99ee497cf89e3775d4bd732f',
         abi: 'Synthetix4',
-        startBlock: 6841188,
+        startBlock: Math.max(parseInt(process.env.SNX_START_BLOCK || '0'), 6841188),
       },
       mapping: {
         kind: 'ethereum/events',
         apiVersion: '0.0.5',
         language: 'wasm/assemblyscript',
         file: '../src/exchanges.ts',
-        entities: ['SynthExchange'],
+        entities: ['SynthExchange', 'FeeRate'],
         abis: [
           {
             name: 'Synthetix4',
@@ -50,6 +49,10 @@ if (getCurrentNetwork() == 'mainnet') {
             name: 'AggregatorProxy',
             file: '../abis/AggregatorProxy.json',
           },
+          {
+            name: 'SystemSettings',
+            file: '../abis/SystemSettings.json',
+          },
         ],
         eventHandlers: [
           {
@@ -66,14 +69,14 @@ if (getCurrentNetwork() == 'mainnet') {
       source: {
         address: '0xc011a72400e58ecd99ee497cf89e3775d4bd732f',
         abi: 'Synthetix',
-        startBlock: 8622911,
+        startBlock: Math.max(parseInt(process.env.SNX_START_BLOCK || '0'), 8622911),
       },
       mapping: {
         kind: 'ethereum/events',
         apiVersion: '0.0.5',
         language: 'wasm/assemblyscript',
         file: '../src/exchanges.ts',
-        entities: ['SynthExchange', 'ExchangeReclaim', 'ExchangeRebate'],
+        entities: ['SynthExchange', 'ExchangeReclaim', 'ExchangeRebate', 'FeeRate'],
         abis: [
           {
             name: 'Synthetix4',
@@ -95,6 +98,10 @@ if (getCurrentNetwork() == 'mainnet') {
             name: 'ExchangeRates',
             file: '../abis/ExchangeRates.json',
           },
+          {
+            name: 'SystemSettings',
+            file: '../abis/SystemSettings.json',
+          },
         ],
         eventHandlers: [
           {
@@ -130,7 +137,7 @@ getContractDeployments('ProxyERC20').forEach((a, i) => {
       apiVersion: '0.0.5',
       language: 'wasm/assemblyscript',
       file: '../src/exchanges.ts',
-      entities: ['SynthExchange', 'ExchangeReclaim', 'ExchangeRebate'],
+      entities: ['SynthExchange', 'ExchangeReclaim', 'ExchangeRebate', 'FeeRate'],
       abis: [
         {
           name: 'Synthetix4',
@@ -156,6 +163,10 @@ getContractDeployments('ProxyERC20').forEach((a, i) => {
           name: 'AggregatorProxy',
           file: '../abis/AggregatorProxy.json',
         },
+        {
+          name: 'SystemSettings',
+          file: '../abis/SystemSettings.json',
+        },
       ],
       eventHandlers: [
         {
@@ -275,15 +286,7 @@ let futuresMarketTemplate = {
   },
 };
 
-module.exports = createSubgraphManifest('exchanges', manifest, latestRates.templates.concat([futuresMarketTemplate]));
+manifest.push(...balances.dataSources);
+manifest.push(...latestRates.dataSources);
 
-module.exports = {
-  specVersion: '0.0.2',
-  description: 'Synthetix Exchanges API',
-  repository: 'https://github.com/Synthetixio/synthetix-subgraph',
-  schema: {
-    file: './exchanges.graphql',
-  },
-  dataSources: manifest,
-  templates: latestRates.templates.concat([futuresMarketTemplate]),
-};
+module.exports = createSubgraphManifest('exchanges', manifest, [...latestRates.templates, futuresMarketTemplate]);

subgraphs/fragments/latest-rates.js

@@ -1,7 +1,10 @@
 const { getContractDeployments, versions, getCurrentNetwork, getCurrentSubgraph } = require('../utils/network');
 
 const exchangeRatesContractAddresses = getContractDeployments('ExchangeRates');
+const systemSettingsAddresses = getContractDeployments('SystemSettings');
+console.log('systemsettings', systemSettingsAddresses.length);
 
+const systemSettingsManifests = [];
 const exchangeRatesManifests = [];
 
 // the rates updated event changed from bytes4 to bytes32 in the sirius release
@@ -14,6 +17,48 @@ const EXCHANGES_START_BLOCK = 6841188;
 // the earliest start block to track shorts subgraph rates
 const SHORTS_START_BLOCK = 11513382;
 
+systemSettingsAddresses.forEach((a, i) => {
+  console.log('adding a system settings', a);
+  systemSettingsManifests.push({
+    kind: 'ethereum/contract',
+    // for some reason sUSD has different contract name
+    name: `latestRates-SystemSettings_${i}`,
+    network: getCurrentNetwork(),
+    source: {
+      address: a.address,
+      startBlock: a.startBlock,
+      abi: 'SystemSettings',
+    },
+    mapping: {
+      kind: 'ethereum/events',
+      apiVersion: '0.0.5',
+      language: 'wasm/assemblyscript',
+      file: '../src/fragments/latest-rates.ts',
+      entities: ['FeeRate'],
+      abis: [
+        {
+          name: 'Synth',
+          file: '../abis/Synth.json',
+        },
+        {
+          name: 'SystemSettings',
+          file: '../abis/SystemSettings.json',
+        },
+      ],
+      eventHandlers: [
+        {
+          event: 'ExchangeFeeUpdated(bytes32,uint256)',
+          handler: 'handleExchangeFeeUpdated',
+        },
+        {
+          event: 'AtomicExchangeFeeUpdated(bytes32,uint256)',
+          handler: 'handleAtomicExchangeFeeUpdated',
+        },
+      ],
+    },
+  });
+});
+
 exchangeRatesContractAddresses.forEach((ca, i) => {
   let startBlock = ca.startBlock;
   if (getCurrentSubgraph() === 'exchanger' && startBlock < EXCHANGER_START_BLOCK) {
@@ -278,6 +323,6 @@ const inverseAggregatorTemplate = {
 };
 
 module.exports = {
-  dataSources: exchangeRatesManifests,
+  dataSources: [...exchangeRatesManifests, ...systemSettingsManifests],
   templates: [...proxyTemplates, aggregatorTemplate, synthAggregatorTemplate, inverseAggregatorTemplate],
 };

subgraphs/latest-rates.graphql

@@ -64,6 +64,19 @@ type RateUpdate @entity {
   timestamp: BigInt!
 }
 
+type FeeRate @entity {
+  " string representing the setting name "
+  id: ID!
+
+  setting: String!
+
+  " name of the synth this record applies to, if any "
+  synth: String
+
+  " value of the setting "
+  rate: BigDecimal!
+}
+
 " DEPRECATED: See the Candles entity"
 type DailyCandle @entity {
   " DEPRECATED: See the Candles entity "

subgraphs/main.graphql

@@ -461,6 +461,16 @@ type ActiveStaker @entity {
   id: ID!
 }
 
+type FeeRate @entity {
+  " string representing the setting name "
+  id: ID!
+  setting: String!
+  " name of the synth this record applies to, if any "
+  synth: String
+  " value of the setting "
+  rate: BigDecimal!
+}
+
 type AccountFlaggedForLiquidation @entity {
   " the deadline plus the staker address "
   id: ID!