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fixing Lint error;
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removing "discard chunk" functionality;
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Luiz Gustavo Abou Hatem De Liz committed Jul 21, 2023
1 parent 761dd78 commit 8bafbe3
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Showing 3 changed files with 38 additions and 61 deletions.
2 changes: 1 addition & 1 deletion balancer-js/examples/swaps/swap.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ async function swap() {
// Finding a trading route rely on on-chain data.
// fetchPools will fetch the current data from the subgraph.
// Let's fetch just 5 pools with highest liquidity of tokenOut.
await swaps.fetchPools(undefined, 30);
await swaps.fetchPools(undefined, 200);

// Set exectution deadline to 60 seconds from now
const deadline = String(Math.ceil(Date.now() / 1000) + 60);
Expand Down
95 changes: 36 additions & 59 deletions balancer-js/src/modules/sor/pool-data/onChainData.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -69,18 +69,15 @@ export async function getOnChainBalances<
): Promise<GenericPool[]> {
if (subgraphPoolsOriginal.length === 0) return subgraphPoolsOriginal;

const { multipools, poolsToBeCalledByChunk } = generateMultipools(
const { multipools, poolsToBeCalled } = generateMultipools(
subgraphPoolsOriginal,
vaultAddress,
multiAddress,
provider,
chunkSize
);

const { multicallPools, calledPools } = await executeChunks(
multipools,
poolsToBeCalledByChunk
);
const multicallPools = await executeChunks(multipools);

const onChainPools: GenericPool[] = [];

Expand All @@ -97,55 +94,55 @@ export async function getOnChainBalances<
} = onchainData;

if (
calledPools[index].poolType === 'Stable' ||
calledPools[index].poolType === 'MetaStable' ||
calledPools[index].poolType === 'StablePhantom' ||
calledPools[index].poolType === 'ComposableStable'
poolsToBeCalled[index].poolType === 'Stable' ||
poolsToBeCalled[index].poolType === 'MetaStable' ||
poolsToBeCalled[index].poolType === 'StablePhantom' ||
poolsToBeCalled[index].poolType === 'ComposableStable'
) {
if (!onchainData.amp) {
console.error(`Stable Pool Missing Amp: ${poolId}`);
return;
} else {
// Need to scale amp by precision to match expected Subgraph scale
// amp is stored with 3 decimals of precision
calledPools[index].amp = formatFixed(onchainData.amp[0], 3);
poolsToBeCalled[index].amp = formatFixed(onchainData.amp[0], 3);
}
}

if (calledPools[index].poolType.includes('Linear')) {
if (poolsToBeCalled[index].poolType.includes('Linear')) {
if (!onchainData.targets) {
console.error(`Linear Pool Missing Targets: ${poolId}`);
return;
} else {
calledPools[index].lowerTarget = formatFixed(
poolsToBeCalled[index].lowerTarget = formatFixed(
onchainData.targets[0],
18
);
calledPools[index].upperTarget = formatFixed(
poolsToBeCalled[index].upperTarget = formatFixed(
onchainData.targets[1],
18
);
}

const wrappedIndex = calledPools[index].wrappedIndex;
const wrappedIndex = poolsToBeCalled[index].wrappedIndex;
if (wrappedIndex === undefined || onchainData.rate === undefined) {
console.error(
`Linear Pool Missing WrappedIndex or PriceRate: ${poolId}`
);
return;
}
// Update priceRate of wrappedToken
calledPools[index].tokens[wrappedIndex].priceRate = formatFixed(
poolsToBeCalled[index].tokens[wrappedIndex].priceRate = formatFixed(
onchainData.rate,
18
);
}

if (calledPools[index].poolType !== 'FX')
calledPools[index].swapFee = formatFixed(swapFee, 18);
if (poolsToBeCalled[index].poolType !== 'FX')
poolsToBeCalled[index].swapFee = formatFixed(swapFee, 18);

poolTokens.tokens.forEach((token, i) => {
const tokens = calledPools[index].tokens;
const tokens = poolsToBeCalled[index].tokens;
const T = tokens.find((t) => isSameAddress(t.address, token));
if (!T) throw `Pool Missing Expected Token: ${poolId} ${token}`;
T.balance = formatFixed(poolTokens.balances[i], T.decimals);
Expand All @@ -157,8 +154,8 @@ export async function getOnChainBalances<

// Pools with pre minted BPT
if (
calledPools[index].poolType.includes('Linear') ||
calledPools[index].poolType === 'StablePhantom'
poolsToBeCalled[index].poolType.includes('Linear') ||
poolsToBeCalled[index].poolType === 'StablePhantom'
) {
if (virtualSupply === undefined) {
const logger = Logger.getInstance();
Expand All @@ -167,34 +164,34 @@ export async function getOnChainBalances<
);
return;
}
calledPools[index].totalShares = formatFixed(virtualSupply, 18);
} else if (calledPools[index].poolType === 'ComposableStable') {
poolsToBeCalled[index].totalShares = formatFixed(virtualSupply, 18);
} else if (poolsToBeCalled[index].poolType === 'ComposableStable') {
if (actualSupply === undefined) {
const logger = Logger.getInstance();
logger.warn(`ComposableStable missing Actual Supply: ${poolId}`);
return;
}
calledPools[index].totalShares = formatFixed(actualSupply, 18);
poolsToBeCalled[index].totalShares = formatFixed(actualSupply, 18);
} else {
calledPools[index].totalShares = formatFixed(totalSupply, 18);
poolsToBeCalled[index].totalShares = formatFixed(totalSupply, 18);
}

if (
calledPools[index].poolType === 'GyroE' &&
calledPools[index].poolTypeVersion == 2
poolsToBeCalled[index].poolType === 'GyroE' &&
poolsToBeCalled[index].poolTypeVersion == 2
) {
if (!Array.isArray(tokenRates) || tokenRates.length !== 2) {
console.error(
`GyroEV2 pool with missing or invalid tokenRates: ${poolId}`
);
return;
}
calledPools[index].tokenRates = tokenRates.map((rate) =>
poolsToBeCalled[index].tokenRates = tokenRates.map((rate) =>
formatFixed(rate, 18)
);
}

onChainPools.push(calledPools[index]);
onChainPools.push(poolsToBeCalled[index]);
} catch (err) {
throw new Error(`Issue with pool onchain data: ${err}`);
}
Expand All @@ -210,7 +207,7 @@ const generateMultipools = <GenericPool extends BalancerPool>(
chunkSize?: number
): {
multipools: Multicaller[];
poolsToBeCalledByChunk: GenericPool[][];
poolsToBeCalled: GenericPool[];
} => {
const abis: JsonFragment[] = _.uniqBy(
[
Expand All @@ -236,7 +233,7 @@ const generateMultipools = <GenericPool extends BalancerPool>(
const chunk = pools.slice(i * chunkSize, (i + 1) * chunkSize);
chunks.push(chunk);
}
const poolsToBeCalledByChunk: GenericPool[][] = Array(chunks.length).fill([]);
const poolsToBeCalled: GenericPool[] = [];
const multicallers: Multicaller[] = chunks.map((poolsChunk, chunkIndex) => {
const multicall = Multicall__factory.connect(multiAddress, provider);
const multiPool = new Multicaller(multicall, abis);
Expand All @@ -250,7 +247,7 @@ const generateMultipools = <GenericPool extends BalancerPool>(
return;
}

poolsToBeCalledByChunk[chunkIndex].push(pool);
poolsToBeCalled.push(pool);

multiPool.call(`${pool.id}.poolTokens`, vaultAddress, 'getPoolTokens', [
pool.id,
Expand Down Expand Up @@ -389,39 +386,19 @@ const generateMultipools = <GenericPool extends BalancerPool>(
return multiPool;
});

return { multipools: multicallers, poolsToBeCalledByChunk };
return { multipools: multicallers, poolsToBeCalled };
};

const executeChunks = async <GenericPool extends BalancerPool>(
multipools: Multicaller[],
poolsToBeCalledByChunk: GenericPool[][]
): Promise<{
multicallPools: Record<string, MulticallPool>;
calledPools: GenericPool[];
}> => {
let calledPools: GenericPool[] = [];
const acceptedChunks: number[] = [];
multipools: Multicaller[]
): Promise<Record<string, MulticallPool>> => {
const multicallPools = (
(await Promise.all(
multipools.map(async (m, i) => {
try {
const records = await m.execute();
acceptedChunks.push(i);
return records;
} catch (error) {
console.log(acceptedChunks);
console.warn(`Error in chunk ${i}, discarding chunk`);
return {};
}
})
)) as Record<string, MulticallPool>[]
(await Promise.all(multipools.map((m, i) => m.execute()))) as Record<
string,
MulticallPool
>[]
).reduce((acc, poolsRecord) => {
return { ...acc, ...poolsRecord };
}, {});
acceptedChunks
.sort()
.forEach(
(i) => (calledPools = [...calledPools, ...poolsToBeCalledByChunk[i]])
);
return { multicallPools, calledPools };
return multicallPools;
};
2 changes: 1 addition & 1 deletion balancer-js/src/modules/sor/pool-data/types.ts
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
import { BigNumberish } from "@ethersproject/bignumber";
import { BigNumberish } from '@ethersproject/bignumber';

export type MulticallPool = {
amp?: string[];
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