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fix: Fix for bad pricing on wbtc-eth #247

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merged 4 commits into from
Mar 27, 2024
Merged

fix: Fix for bad pricing on wbtc-eth #247

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d145a90
fix: Fix for bad pricing on wbtc-eth
0xjojoex Dec 18, 2023
ec8a093
fix on block in eth
0xjojoex Dec 22, 2023
276d779
remove grafting
0xjojoex Dec 22, 2023
751a0ff
push fix for eth only
0xjojoex Mar 27, 2024
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1 change: 1 addition & 0 deletions config/mainnet.js
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Original file line number Diff line number Diff line change
Expand Up @@ -43,6 +43,7 @@ module.exports = {
"0xfe2e637202056d30016725477c5da089ab0a043a", // sETH2
"0x152649ea73beab28c5b49b26eb48f7ead6d4c898", // CAKE
"0x5e8422345238f34275888049021821e8e08caa1f", // fraxETH
"0xae78736cd615f374d3085123a210448e74fc6393", // rETH
],
nonfungiblePositionManagerAddress: "0x46a15b0b27311cedf172ab29e4f4766fbe7f4364",
nonfungiblePositionManagerStartBlock: 16944786,
Expand Down
16 changes: 14 additions & 2 deletions subgraphs/exchange-v3/template/mappings/core.ts
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
/* eslint-disable prefer-const */
import { Bundle, Burn, Factory, Mint, Pool, Swap, Tick, Token, Collect } from "../generated/schema";
import { Pool as PoolABI } from "../generated/Factory/Pool";
import { BigDecimal, BigInt, ethereum } from "@graphprotocol/graph-ts";
import { BigDecimal, BigInt, ethereum, log } from "@graphprotocol/graph-ts";
import {
Burn as BurnEvent,
Flash as FlashEvent,
Expand Down Expand Up @@ -349,11 +349,24 @@ export function handleSwap(event: SwapEvent): void {
pool.token1Price = prices[1];
pool.save();

let token0DerivedETH = token0.derivedETH;

// update USD pricing
bundle.ethPriceUSD = getEthPriceInUSD();
bundle.save();
token0.derivedETH = findEthPerToken(token0 as Token);
token1.derivedETH = findEthPerToken(token1 as Token);

let transaction = loadTransaction(event);

// fix for bad pricing on wbtc-weth 18450862
if (transaction.blockNumber.equals(BigInt.fromI32(18450862))) {
if (token0.id == "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599") {
log.warning("bad pricing id: {}, token0: {}", [transaction.id, token0.derivedETH.toString()]);
token0.derivedETH = token0DerivedETH;
}
}

token0.derivedUSD = token0.derivedETH.times(bundle.ethPriceUSD);
token1.derivedUSD = token1.derivedETH.times(bundle.ethPriceUSD);

Expand All @@ -374,7 +387,6 @@ export function handleSwap(event: SwapEvent): void {
);

// create Swap event
let transaction = loadTransaction(event);
let swap = new Swap(transaction.id + "#" + pool.txCount.toString());
swap.transaction = transaction.id;
swap.timestamp = transaction.timestamp;
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4 changes: 2 additions & 2 deletions subgraphs/exchange-v3/template/utils/pricing.ts
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Expand Up @@ -9,7 +9,7 @@ const WETH_ADDRESS = "0x5aea5775959fbc2557cc8789bc1bf90a239d9a91";
// prettier-ignore
const USDC_WETH_03_POOL = "0x291d9f9764c72c9ba6ff47b451a9f7885ebf9977";

const STABLE_IS_TOKEN0 = "true" as string;
const STABLE_IS_TOKEN0 = "false" as string;

// token where amounts should contribute to tracked volume and liquidity
// usually tokens that many tokens are paired with s
Expand All @@ -19,7 +19,7 @@ export let WHITELIST_TOKENS: string[] = "0x5aea5775959fbc2557cc8789bc1bf90a239d9
// prettier-ignore
let STABLE_COINS: string[] = "0x493257fd37edb34451f62edf8d2a0c418852ba4c,0x3355df6d4c9c3035724fd0e3914de96a5a83aaf4,0x2039bb4116b4efc145ec4f0e2ea75012d6c0f181,0x4b9eb6c0b6ea15176bbf62841c6b2a8a398cb656,0x8e86e46278518efc1c5ced245cba2c7e3ef11557".split(",");

let MINIMUM_ETH_LOCKED = BigDecimal.fromString("0");
let MINIMUM_ETH_LOCKED = BigDecimal.fromString("5");

let Q192 = 2 ** 192;
export function sqrtPriceX96ToTokenPrices(sqrtPriceX96: BigInt, token0: Token, token1: Token): BigDecimal[] {
Expand Down
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