Improve curve-prices usage

Only use prices that arent stale
curvefi · Dec 1, 2023 · 388fe9e · 388fe9e
1 parent 3b72ef4
commit 388fe9e
Show file tree

Hide file tree

Showing 2 changed files with 48 additions and 6 deletions.
diff --git a/pages/api/getPools/index.js b/pages/api/getPools/index.js
@@ -78,6 +78,9 @@ const IGNORED_COINS = {
   polygon: [
     '0x8dacf090f8803f53ee3c44f0d7a07b9d70453c42', // spam
   ].map(lc),
+  ethereum: [
+    '0xc7D9c108D4E1dD1484D3e2568d7f74bfD763d356', // depegged stable, incorrect price on defillama
+  ].map(lc),
 };
 
 // Tokens for which to use Defillama as external price oracle
@@ -437,6 +440,24 @@ const getPools = async ({ blockchainId, registryId, preventQueryingFactoData })
           poolUsdTotalB > poolUsdTotalA ? 1 : 0
       ))[0].usdPrice,
     ]));
+  } else {
+    const METAPOOL_REGISTRIES_DEPENDENCIES = {
+      main: [],
+      default: ['main'],
+    };
+
+    const metapoolRegistryDependencies = (
+      METAPOOL_REGISTRIES_DEPENDENCIES[registryId] ||
+      METAPOOL_REGISTRIES_DEPENDENCIES.default
+    );
+
+    otherRegistryPoolsData = await sequentialPromiseFlatMap(metapoolRegistryDependencies, async (id) => (
+      // eslint-disable-next-line no-use-before-define
+      (await getPoolsFn.straightCall({ blockchainId, registryId: id, preventQueryingFactoData: true })).poolData.map((poolData) => ({
+        ...poolData,
+        registryId: id,
+      }))
+    ));
   }
 
   const poolDataWithTries = await multiCall(flattenArray(poolAddresses.map((address, i) => {
@@ -996,7 +1017,13 @@ const getPools = async ({ blockchainId, registryId, preventQueryingFactoData })
 
   let missingCoinPrices;
   if (USE_CURVE_PRICES_DATA) {
-    const coinsAddressesWithMissingPrices = uniq(Array.from(Object.values(mergedCoinData)).filter(({ usdPrice }) => usdPrice === null).map(({ address }) => lc(address)));
+    const coinsAddressesWithMissingPrices = uniq(Array.from(Object.values(mergedCoinData)).filter(({
+      address,
+      usdPrice,
+    }) => (
+      !IGNORED_COINS[blockchainId].includes(lc(address)) &&
+      usdPrice === null
+    )).map(({ address }) => lc(address)));
     missingCoinPrices = await getTokensPrices(coinsAddressesWithMissingPrices, blockchainId);
   }
 
@@ -1123,7 +1150,7 @@ const getPools = async ({ blockchainId, registryId, preventQueryingFactoData })
     // here need to be able to retrieve from getPools/ethereum/base-pools, a special endpoint that returns only base pools, so it can be a cheap dependency
     const underlyingPool = (
       isMetaPool ? (
-        [...wipMergedPoolData, ...(USE_CURVE_PRICES_DATA ? [] : otherRegistryPoolsData)].find(({ lpTokenAddress, address }) => (
+        [...wipMergedPoolData, ...otherRegistryPoolsData].find(({ lpTokenAddress, address }) => (
           (lpTokenAddress || address).toLowerCase() === metaPoolBasePoolLpToken.address.toLowerCase()
         ))
       ) : undefined
@@ -1241,6 +1268,10 @@ const getPools = async ({ blockchainId, registryId, preventQueryingFactoData })
     const usesRateOracle = Number(poolInfo.oracleMethod) !== 0;
     const ethereumLSDAPYs = (blockchainId === 'ethereum') ? (await getETHLSDAPYs()) : {};
 
+    if (isMetaPool && typeof underlyingPool === 'undefined') {
+      throw new Error(`Pool ${poolInfo.address} is a meta pool, yet we couldn’t retrieve its underlying pool. Please check METAPOOL_REGISTRIES_DEPENDENCIES, its base pool’s registry is likely missing.`)
+    }
+
     const augmentedPool = {
       ...poolInfo,
       poolUrls: detailedPoolUrls,

diff --git a/utils/data/curve-prices.js b/utils/data/curve-prices.js
@@ -2,6 +2,7 @@ import memoize from 'memoizee';
 import Request from 'utils/Request';
 import { arrayToHashmap } from 'utils/Array';
 import { lc } from 'utils/String';
+import { getNowTimestamp } from 'utils/Date';
 
 const IGNORED_TOKEN_ADDRESSES = {
   ethereum: [
@@ -25,10 +26,20 @@ const getCurvePrices = memoize(async (blockchainId) => {
   const { data } = await (await Request.get(`https://prices.curve.fi/v1/usd_price/${blockchainId}`)).json();
 
   return arrayToHashmap(
-    data.map(({ address, usd_price }) => [
-      lc(address),
-      usd_price,
-    ]).filter(([lcAddress]) => !(IGNORED_TOKEN_ADDRESSES[blockchainId] || []).includes(lcAddress))
+    data
+      // Only use fresh prices (last updated in the past 7d, i.e. had a trade in the past 7d)
+      .filter(({ last_updated }) => (
+        // Append 'Z' because this is a UTC datetime string
+        (Date.parse(`${last_updated}Z`) / 1000) > (getNowTimestamp() - (7 * 86400))
+      ))
+      .map(({
+        address,
+        usd_price,
+      }) => [
+          lc(address),
+          usd_price,
+        ])
+      .filter(([lcAddress]) => !(IGNORED_TOKEN_ADDRESSES[blockchainId] || []).includes(lcAddress))
   );
 }, {
   promise: true,