aero velo previews (#653)

* feat: drome apy previews * rebase: add master reqs * feat: cleanup for prod * fix: make * update telegram msg * fix: labels * add: master reqs * chore: refactor * feat: factor in fees * feat: filter out lps with vaults * chore: cleanup * fix: ApyFees * chore: refactor out points * feat: refactor to prep for bal apy previews --------- Co-authored-by: BobTheBuidler <[email protected]>
yearn · Nov 6, 2023 · 4bfacae · 4bfacae
1 parent b1a0d61
commit 4bfacae
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diff --git a/Makefile b/Makefile
@@ -276,6 +276,18 @@ apy-yeth-monitoring:
 apy-yeth:
 	make up commands="yeth" network=eth filter=yeth
 
+aerodrome-apy-previews:
+	make up commands="drome_apy_previews" network=base
+
+aerodrome-apy-previews-monitoring:
+	make up commands="drome_apy_previews with_monitoring" network=base
+
+velodrome-apy-previews:
+	make up commands="drome_apy_previews" network=optimism
+
+velodrome-apy-previews-monitoring:
+	make up commands="drome_apy_previews with_monitoring" network=optimism
+
 # revenue scripts
 revenues:
 	make up network=eth commands=revenues with_logs=false

diff --git a/requirements.txt b/requirements.txt
@@ -26,4 +26,4 @@ python-telegram-bot==13.15
 git+https://www.github.com/BobTheBuidler/ypricemagic@382cb3a6e35fee96f6565dbdf7b709c6d699f0d1
 git+https://www.github.com/BobTheBuidler/eth-portfolio@594b4eddf979739e23efa427e3dc508bf90594dc
 git+https://www.github.com/BobTheBuidler/toolcache@e37b53cec64556d2b35df66767fca4c8f366a2fa
-memray
+memray
diff --git a/scripts/curve_apy_previews.py b/scripts/curve_apy_previews.py
@@ -1,25 +1,19 @@
 import dataclasses
-import json
 import logging
-import os
 import re
-import shutil
 from time import sleep, time
-from datetime import datetime
-import traceback
 
-import boto3
 import requests
 import sentry_sdk
 from brownie import ZERO_ADDRESS, chain
 from brownie.exceptions import ContractNotFound
 from multicall.utils import await_awaitable
-from y import Contract, Network, PriceError
+from y import Contract, Network
 from y.exceptions import ContractNotVerified
 
-from yearn.apy import Apy, ApyFees, ApyPoints, ApySamples, get_samples
+from yearn.apy import Apy, ApyFees, ApyPoints, get_samples
 from yearn.apy.curve.simple import Gauge, calculate_simple
-from yearn.exceptions import EmptyS3Export
+from yearn.helpers import s3, telegram
 
 logger = logging.getLogger(__name__)
 sentry_sdk.set_tag('script','curve_apy_previews')
@@ -33,7 +27,7 @@
 def main():
     gauges = _get_gauges()
     data = _build_data(gauges)
-    _upload(data)
+    s3.upload('apy-previews', 'curve-factory', data)
 
 def _build_data(gauges):
     samples = get_samples()
@@ -142,99 +136,8 @@ def _get_gauges():
                 raise ValueError(f"Error fetching gauges from {url}")
             attempts += 1
             sleep(.1)
-
-
     else:
         raise ValueError(f"can't get curve gauges for unsupported network: {chain.id}")
-
-
-def _upload(data):
-    print(json.dumps(data, sort_keys=True, indent=4))
-
-    file_name, s3_path = _get_export_paths("curve-factory")
-    with open(file_name, "w+") as f:
-        json.dump(data, f)
-
-    if os.getenv("DEBUG", None):
-        return
-
-    for item in _get_s3s():
-        s3 = item["s3"]
-        aws_bucket = item["aws_bucket"]
-        s3.upload_file(
-            file_name,
-            aws_bucket,
-            s3_path,
-            ExtraArgs={'ContentType': "application/json", 'CacheControl': "max-age=1800"},
-        )
-
-
-def _get_s3s():
-    s3s = []
-    aws_buckets = os.environ.get("AWS_BUCKET").split(";")
-    aws_endpoint_urls = os.environ.get("AWS_ENDPOINT_URL").split(";")
-    aws_keys = os.environ.get("AWS_ACCESS_KEY").split(";")
-    aws_secrets = os.environ.get("AWS_ACCESS_SECRET").split(";")
-
-    for i in range(len(aws_buckets)):
-        aws_bucket = aws_buckets[i]
-        aws_endpoint_url = aws_endpoint_urls[i]
-        aws_key = aws_keys[i]
-        aws_secret = aws_secrets[i]
-        kwargs = {}
-        if aws_endpoint_url is not None:
-            kwargs["endpoint_url"] = aws_endpoint_url
-        if aws_key is not None:
-            kwargs["aws_access_key_id"] = aws_key
-        if aws_secret is not None:
-            kwargs["aws_secret_access_key"] = aws_secret
-
-        s3s.append(
-          {
-            "s3": boto3.client("s3", **kwargs),
-            "aws_bucket": aws_bucket
-          }
-        )
-
-    return s3s
-
-
-def _get_export_paths(suffix):
-    out = "generated"
-    if os.path.isdir(out):
-        shutil.rmtree(out)
-    os.makedirs(out, exist_ok=True)
-
-    api_path = os.path.join("v1", "chains", f"{chain.id}", "apy-previews")
-
-    file_base_path = os.path.join(out, api_path)
-    os.makedirs(file_base_path, exist_ok=True)
-
-    file_name = os.path.join(file_base_path, suffix)
-    s3_path = os.path.join(api_path, suffix)
-    return file_name, s3_path
-
+
 def with_monitoring():
-    if os.getenv("DEBUG", None):
-        main()
-        return
-    from telegram.ext import Updater
-
-    private_group = os.environ.get('TG_YFIREBOT_GROUP_INTERNAL')
-    public_group = os.environ.get('TG_YFIREBOT_GROUP_EXTERNAL')
-    updater = Updater(os.environ.get('TG_YFIREBOT'))
-    now = datetime.now()
-    message = f"`[{now}]`\n⚙️ Curve Previews API for {Network.name()} is updating..."
-    ping = updater.bot.send_message(chat_id=private_group, text=message, parse_mode="Markdown")
-    ping = ping.message_id
-    try:
-        main()
-    except Exception as error:
-        tb = traceback.format_exc()
-        now = datetime.now()
-        message = f"`[{now}]`\n🔥 Curve Previews API update for {Network.name()} failed!\n```\n{tb}\n```"[:4000]
-        updater.bot.send_message(chat_id=private_group, text=message, parse_mode="Markdown", reply_to_message_id=ping)
-        updater.bot.send_message(chat_id=public_group, text=message, parse_mode="Markdown")
-        raise error
-    message = f"✅ Curve Previews API update for {Network.name()} successful!"
-    updater.bot.send_message(chat_id=private_group, text=message, reply_to_message_id=ping)
+    telegram.run_job_with_monitoring('Curve Previews API', main)
diff --git a/scripts/drome_apy_previews.py b/scripts/drome_apy_previews.py
@@ -0,0 +1,169 @@
+
+"""
+This script produces a list of velodrome/aerodrome gauges for which vaults can be created
+"""
+
+import asyncio
+import dataclasses
+import logging
+import os
+from pprint import pformat
+from time import time
+from typing import List, Optional
+
+import sentry_sdk
+from brownie import ZERO_ADDRESS, chain
+from msgspec import Struct
+from multicall.utils import await_awaitable
+from tqdm.asyncio import tqdm_asyncio
+from y import Contract, Network, magic
+from y.exceptions import ContractNotVerified
+from y.time import get_block_timestamp_async
+
+from yearn.apy import Apy, ApyFees, get_samples
+from yearn.apy.common import SECONDS_PER_YEAR
+from yearn.apy.curve.simple import Gauge
+from yearn.apy.velo import COMPOUNDING
+from yearn.debug import Debug
+from yearn.helpers import s3, telegram
+from yearn.v2.registry import Registry
+
+logger = logging.getLogger(__name__)
+sentry_sdk.set_tag('script','curve_apy_previews')
+
+class Drome(Struct):
+    """Holds various params for a drome deployment"""
+    label: str
+    job_name: str
+    sugar: str
+    voter: str
+    # A random vault to check fees
+    fee_checker: str
+
+try:
+    drome = {
+        Network.Optimism: Drome(
+            label='velo',
+            job_name='Velodrome Previews API',
+            sugar='0x4D996E294B00cE8287C16A2b9A4e637ecA5c939f',
+            voter='0x41c914ee0c7e1a5edcd0295623e6dc557b5abf3c',
+            fee_checker='0xbC61B71562b01a3a4808D3B9291A3Bf743AB3361',
+        ),
+        Network.Base: Drome(
+            label='aero',
+            job_name='Aerodrome Previews API',
+            sugar='0x2073D8035bB2b0F2e85aAF5a8732C6f397F9ff9b',
+            voter='0x16613524e02ad97eDfeF371bC883F2F5d6C480A5',
+            fee_checker='0xEcFc1e5BDa4d4191c9Cab053ec704347Db87Be5d',
+        ),
+    }[chain.id]
+except KeyError:
+    raise ValueError(f"there is no drome on unsupported network: {chain.id}")
+
+fee_checker = Contract(drome.fee_checker)
+performance_fee = fee_checker.performanceFee() / 1e4
+management_fee = fee_checker.managementFee() / 1e4
+fee_checker_strat = Contract(fee_checker.withdrawalQueue(0))
+
+keep = fee_checker_strat.localKeepVELO() / 1e4
+unkeep = 1 - keep
+
+fees = ApyFees(performance=performance_fee, management=management_fee, keep_velo=keep)
+
+def main():
+    data = await_awaitable(_build_data())
+    s3.upload('apy-previews', f'{drome.label}-factory', data)
+
+async def _build_data():
+    start = int(time())
+    block = get_samples().now
+    data = [d for d in await tqdm_asyncio.gather(*[_build_data_for_lp(lp, block) for lp in await _get_lps_with_vault_potential()]) if d]
+    for d in data:
+        d['updated'] = start
+    print(data)
+    return data
+
+async def _get_lps_with_vault_potential() -> List[dict]:
+    sugar_oracle = await Contract.coroutine(drome.sugar)
+    current_vaults = Registry(watch_events_forever=False, include_experimental=False).vaults
+    current_underlyings = [str(vault.token) for vault in current_vaults]
+    return [lp for lp in await sugar_oracle.all.coroutine(999999999999999999999, 0, ZERO_ADDRESS) if lp[0] not in current_underlyings and lp[11] != ZERO_ADDRESS]
+
+async def _build_data_for_lp(lp: dict, block: Optional[int] = None) -> Optional[dict]:
+    lp_token = lp[0]
+    gauge_name = lp[1]
+
+    try:
+        gauge = await _load_gauge(lp, block=block)
+    except ContractNotVerified as e:
+        return {
+            "gauge_name": gauge_name,
+            "apy": dataclasses.asdict(Apy("error:unverified", 0, 0, fees, error_reason=str(e))),
+            "block": block,
+        }
+
+    try:
+        apy = await _staking_apy(lp, gauge.gauge, block=block) if gauge.gauge_weight > 0 else Apy("zero_weight", 0, 0, fees)
+    except Exception as error:
+        logger.error(error)
+        logger.error(gauge)
+        apy = Apy("error", 0, 0, fees, error_reason=":".join(str(arg) for arg in error.args))
+
+    return {
+        "gauge_name": gauge_name,
+        "gauge_address": str(gauge.gauge),
+        "token0": lp[5],
+        "token1": lp[8],
+        "lp_token": lp_token,
+        "weight": str(gauge.gauge_weight),
+        "inflation_rate": str(gauge.gauge_inflation_rate),
+        "working_supply": str(gauge.gauge_working_supply),
+        "apy": dataclasses.asdict(apy),
+        "block": block,
+    }
+
+async def _load_gauge(lp: dict, block: Optional[int] = None) -> Gauge:
+    lp_address = lp[0]
+    gauge_address = lp[11]
+    voter = await Contract.coroutine(drome.voter)
+    pool, gauge, weight = await asyncio.gather(
+        Contract.coroutine(lp_address), 
+        Contract.coroutine(gauge_address),
+        voter.weights.coroutine(lp_address, block_identifier=block),
+    )
+    inflation_rate, working_supply = await asyncio.gather(
+        gauge.rewardRate.coroutine(block_identifier=block),
+        gauge.totalSupply.coroutine(block_identifier=block),
+    )
+    return Gauge(lp_address, pool, gauge, weight, inflation_rate, working_supply)
+
+async def _staking_apy(lp: dict, staking_rewards: Contract, block: Optional[int]=None) -> float:
+    query_at_time = time() if block is None else await get_block_timestamp_async(block)
+
+    reward_token, rate, total_supply, end = await asyncio.gather(
+        staking_rewards.rewardToken.coroutine(block_identifier=block),
+        staking_rewards.rewardRate.coroutine(block_identifier=block),
+        staking_rewards.totalSupply.coroutine(block_identifier=block),
+        staking_rewards.periodFinish.coroutine(block_identifier=block),
+    )
+
+    rate *= unkeep
+
+    if end < query_at_time or total_supply == 0 or rate == 0:
+        return Apy(f"v2:{drome.label}_unpopular", gross_apr=0, net_apy=0, fees=fees)
+
+    pool_price, token_price = await asyncio.gather(
+        magic.get_price(lp[0], block=block, sync=False),
+        magic.get_price(reward_token, block=block, sync=False),
+    )
+
+    gross_apr = (SECONDS_PER_YEAR * (rate / 1e18) * token_price) / (pool_price * (total_supply / 1e18))
+
+    net_apr = gross_apr * (1 - performance_fee) - management_fee
+    net_apy = (1 + (net_apr / COMPOUNDING)) ** COMPOUNDING - 1
+    if os.getenv("DEBUG", None):
+        logger.info(pformat(Debug().collect_variables(locals())))
+    return Apy(f"v2:{drome.label}", gross_apr=gross_apr, net_apy=net_apy, fees=fees)
+
+def with_monitoring():
+    telegram.run_job_with_monitoring(drome.job_name, main)