feat: [info] Migrate Historical Pool Data Queries (#7310)

* correctly query pool data for t24, t48, and tWeek timestamps * add comments * sanitize pool data and update tests * correct test data * add todo * lint * remove logs * 1st class var support courtesy of carter * remove logging and adds comments
2023-09-22 09:47:25 -07:00 · 2023-09-22 09:47:25 -07:00 · 622c72d4a8
commit 622c72d4a8
parent df6c44d2c4
7 changed files with 442 additions and 29 deletions
--- a/src/constants/chainInfo.ts
+++ b/src/constants/chainInfo.ts
@ -23,6 +23,18 @@ import { ARBITRUM_LIST, AVALANCHE_LIST, BASE_LIST, CELO_LIST, OPTIMISM_LIST, PLA

 export const AVERAGE_L1_BLOCK_TIME = ms(`12s`)

+// The block number at which v3 was deployed on each chain, separate from the UNIVERSAL_ROUTER_CREATION_BLOCK
+export const START_BLOCKS: { [key: number]: number } = {
+  [ChainId.MAINNET]: 14292820,
+  [ChainId.POLYGON]: 25459720,
+  [ChainId.ARBITRUM_ONE]: 175,
+  [ChainId.OPTIMISM]: 10028767,
+  [ChainId.CELO]: 13916355,
+  [ChainId.BNB]: 26324014,
+  [ChainId.AVALANCHE]: 31422450,
+  [ChainId.BASE]: 1371680,
+}
+
 export enum NetworkType {
  L1,
  L2,
--- a/src/graphql/thegraph/PoolData.ts
+++ b/src/graphql/thegraph/PoolData.ts
@ -2,12 +2,20 @@ import { ChainId } from '@uniswap/sdk-core'
 import gql from 'graphql-tag'
 import { useMemo } from 'react'

-import { usePoolDataQuery } from './__generated__/types-and-hooks'
+import { Pool, Token, usePoolDataQuery } from './__generated__/types-and-hooks'
 import { chainToApolloClient } from './apollo'
+import { useBlocksFromTimestamps } from './useBlocksFromTimestamps'
+import { get2DayChange, useDeltaTimestamps } from './utils'

 gql`
-  query PoolData($poolId: [ID!]) {
-    data: pools(where: { id_in: $poolId }, orderBy: totalValueLockedUSD, orderDirection: desc, subgraphError: allow) {
+  query PoolData($poolId: [ID!], $block: Block_height = null) {
+    pools(
+      where: { id_in: $poolId }
+      block: $block
+      orderBy: totalValueLockedUSD
+      orderDirection: desc
+      subgraphError: allow
+    ) {
      id
      feeTier
      liquidity
@ -43,14 +51,187 @@ gql`
  }
 `

-export function usePoolData(poolAddress: string, chainId?: ChainId) {
+interface PoolData {
+  // basic token info
+  address: string
+  feeTier: number
+
+  token0: Token
+
+  token1: Token
+
+  // for tick math
+  liquidity: number
+  sqrtPrice: number
+  tick: number
+
+  // volume
+  volumeUSD: number
+  volumeUSDChange: number
+  volumeUSDWeek: number
+
+  // liquidity
+  tvlUSD: number
+  tvlUSDChange: number
+
+  // prices
+  token0Price: number
+  token1Price: number
+
+  // token amounts
+  tvlToken0: number
+  tvlToken1: number
+}
+
+export function usePoolData(
+  poolAddress: string,
+  chainId?: ChainId
+): {
+  loading: boolean
+  error: boolean
+  data?: PoolData
+} {
  const poolId = [poolAddress]
  const apolloClient = chainToApolloClient[chainId || ChainId.MAINNET]
-  const { data, loading } = usePoolDataQuery({ variables: { poolId }, client: apolloClient })
+
+  // get blocks from historic timestamps
+  const [t24, t48, tWeek] = useDeltaTimestamps()
+  const { blocks, error: blockError } = useBlocksFromTimestamps([t24, t48, tWeek], chainId || ChainId.MAINNET)
+  const [block24, block48, blockWeek] = blocks ?? []
+
+  const { loading, error, data } = usePoolDataQuery({
+    variables: { poolId },
+    client: apolloClient,
+    fetchPolicy: 'no-cache',
+  })
+
+  const {
+    loading: loading24,
+    error: error24,
+    data: data24,
+  } = usePoolDataQuery({
+    variables: { poolId, block: { number: parseFloat(block24?.number) } },
+    client: apolloClient,
+    fetchPolicy: 'no-cache',
+  })
+  const {
+    loading: loading48,
+    error: error48,
+    data: data48,
+  } = usePoolDataQuery({
+    variables: { poolId, block: { number: parseFloat(block48?.number) } },
+    client: apolloClient,
+    fetchPolicy: 'no-cache',
+  })
+  const {
+    loading: loadingWeek,
+    error: errorWeek,
+    data: dataWeek,
+  } = usePoolDataQuery({
+    variables: { poolId, block: { number: parseFloat(blockWeek?.number) } },
+    client: apolloClient,
+    fetchPolicy: 'no-cache',
+  })
+
  return useMemo(() => {
-    return {
-      data: data?.data[0],
-      loading,
+    const anyError = Boolean(error || error24 || error48 || blockError || errorWeek)
+    const anyLoading = Boolean(loading || loading24 || loading48 || loadingWeek)
+
+    // return early if not all data yet
+    if (anyError || anyLoading) {
+      return {
+        loading: anyLoading,
+        error: anyError,
+        data: undefined,
+      }
    }
-  }, [data, loading])
+
+    // format data and calculate daily changes
+    const current: Pool | undefined = data?.pools[0] as Pool
+    const oneDay: Pool | undefined = data24?.pools[0] as Pool
+    const twoDay: Pool | undefined = data48?.pools[0] as Pool
+    const week: Pool | undefined = dataWeek?.pools[0] as Pool
+
+    const ethPriceUSD = data?.bundles?.[0]?.ethPriceUSD ? parseFloat(data?.bundles?.[0]?.ethPriceUSD) : 0
+
+    const [volumeUSD, volumeUSDChange] =
+      current && oneDay && twoDay
+        ? get2DayChange(current.volumeUSD, oneDay.volumeUSD, twoDay.volumeUSD)
+        : current
+        ? [parseFloat(current.volumeUSD), 0]
+        : [0, 0]
+
+    const volumeUSDWeek =
+      current && week
+        ? parseFloat(current.volumeUSD) - parseFloat(week.volumeUSD)
+        : current
+        ? parseFloat(current.volumeUSD)
+        : 0
+
+    // Hotifx: Subtract fees from TVL to correct data while subgraph is fixed.
+    /**
+     * Note: see issue desribed here https://github.com/Uniswap/v3-subgraph/issues/74
+     * During subgraph deploy switch this month we lost logic to fix this accounting.
+     * Grafted sync pending fix now.
+     * Verified that this hotfix is still required as of 2023-09-13
+     * TODO(DAT-139): Diagnose and address subgraph issue that requires this hotfix
+     */
+    const feePercent = current ? parseFloat(current.feeTier) / 10000 / 100 : 0
+    const tvlAdjust0 = current?.volumeToken0 ? (parseFloat(current.volumeToken0) * feePercent) / 2 : 0
+    const tvlAdjust1 = current?.volumeToken1 ? (parseFloat(current.volumeToken1) * feePercent) / 2 : 0
+    const tvlToken0 = current ? parseFloat(current.totalValueLockedToken0) - tvlAdjust0 : 0
+    const tvlToken1 = current ? parseFloat(current.totalValueLockedToken1) - tvlAdjust1 : 0
+    let tvlUSD = current ? parseFloat(current.totalValueLockedUSD) : 0
+
+    const tvlUSDChange =
+      current && oneDay
+        ? ((parseFloat(current.totalValueLockedUSD) - parseFloat(oneDay.totalValueLockedUSD)) /
+            parseFloat(oneDay.totalValueLockedUSD === '0' ? '1' : oneDay.totalValueLockedUSD)) *
+          100
+        : 0
+
+    // Part of TVL fix
+    const tvlUpdated = current
+      ? tvlToken0 * parseFloat(current.token0.derivedETH) * ethPriceUSD +
+        tvlToken1 * parseFloat(current.token1.derivedETH) * ethPriceUSD
+      : undefined
+    if (tvlUpdated) {
+      tvlUSD = tvlUpdated
+    }
+
+    return {
+      data: current
+        ? {
+            ...current,
+            address: poolAddress,
+            volumeUSD,
+            volumeUSDChange,
+            volumeUSDWeek,
+            tvlUSD,
+            tvlUSDChange,
+            tvlToken0,
+            tvlToken1,
+            tick: parseFloat(current.tick),
+          }
+        : undefined,
+      error: anyError,
+      loading: anyLoading,
+    }
+  }, [
+    blockError,
+    data?.bundles,
+    data?.pools,
+    data24?.pools,
+    data48?.pools,
+    dataWeek?.pools,
+    error,
+    error24,
+    error48,
+    errorWeek,
+    loading,
+    loading24,
+    loading48,
+    loadingWeek,
+    poolAddress,
+  ])
 }
--- a/src/graphql/thegraph/apollo.ts
+++ b/src/graphql/thegraph/apollo.ts
@ -11,6 +11,18 @@ const CHAIN_SUBGRAPH_URL: Record<number, string> = {
  [ChainId.CELO]: 'https://api.thegraph.com/subgraphs/name/jesse-sawa/uniswap-celo?source=uniswap',
  [ChainId.BNB]: 'https://api.thegraph.com/subgraphs/name/ianlapham/uniswap-v3-bsc?source=uniswap',
  [ChainId.AVALANCHE]: 'https://api.thegraph.com/subgraphs/name/lynnshaoyu/uniswap-v3-avax?source=uniswap',
+  [ChainId.BASE]: 'https://api.studio.thegraph.com/query/48211/uniswap-v3-base/version/latest',
+}
+
+const CHAIN_BLOCK_SUBGRAPH_URL: Record<number, string> = {
+  [ChainId.MAINNET]: 'https://api.thegraph.com/subgraphs/name/blocklytics/ethereum-blocks?source=uniswap',
+  [ChainId.ARBITRUM_ONE]: 'https://api.thegraph.com/subgraphs/name/ianlapham/arbitrum-one-blocks?source=uniswap',
+  [ChainId.OPTIMISM]: 'https://api.thegraph.com/subgraphs/name/ianlapham/uni-testing-subgraph?source=uniswap',
+  [ChainId.POLYGON]: 'https://api.thegraph.com/subgraphs/name/ianlapham/polygon-blocks?source=uniswap',
+  [ChainId.CELO]: 'https://api.thegraph.com/subgraphs/name/jesse-sawa/celo-blocks?source=uniswap',
+  [ChainId.BNB]: 'https://api.thegraph.com/subgraphs/name/wombat-exchange/bnb-chain-block?source=uniswap',
+  [ChainId.AVALANCHE]: 'https://api.thegraph.com/subgraphs/name/lynnshaoyu/avalanche-blocks?source=uniswap',
+  [ChainId.BASE]: 'https://api.studio.thegraph.com/query/48211/base-blocks/version/latest?source=uniswap',
 }

 const httpLink = new HttpLink({ uri: CHAIN_SUBGRAPH_URL[ChainId.MAINNET] })
@ -63,3 +75,34 @@ export const chainToApolloClient: Record<number, ApolloClient<NormalizedCacheObj
    uri: CHAIN_SUBGRAPH_URL[ChainId.AVALANCHE],
  }),
 }
+
+export const chainToApolloBlockClient: Record<number, ApolloClient<NormalizedCacheObject>> = {
+  [ChainId.MAINNET]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.MAINNET],
+    cache: new InMemoryCache(),
+  }),
+  [ChainId.ARBITRUM_ONE]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.ARBITRUM_ONE],
+    cache: new InMemoryCache(),
+  }),
+  [ChainId.OPTIMISM]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.OPTIMISM],
+    cache: new InMemoryCache(),
+  }),
+  [ChainId.POLYGON]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.POLYGON],
+    cache: new InMemoryCache(),
+  }),
+  [ChainId.CELO]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.CELO],
+    cache: new InMemoryCache(),
+  }),
+  [ChainId.BNB]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.BNB],
+    cache: new InMemoryCache(),
+  }),
+  [ChainId.AVALANCHE]: new ApolloClient({
+    uri: CHAIN_BLOCK_SUBGRAPH_URL[ChainId.AVALANCHE],
+    cache: new InMemoryCache(),
+  }),
+}
--- a/src/graphql/thegraph/useBlocksFromTimestamps.ts
+++ b/src/graphql/thegraph/useBlocksFromTimestamps.ts
@ -0,0 +1,83 @@
+import { ChainId } from '@uniswap/sdk-core'
+import { START_BLOCKS } from 'constants/chainInfo'
+import gql from 'graphql-tag'
+import { useEffect, useMemo, useState } from 'react'
+
+import { chainToApolloBlockClient } from './apollo'
+import { splitQuery } from './utils'
+
+const GET_BLOCKS = (timestamps: string[]) => {
+  let queryString = 'query blocks {'
+  queryString += timestamps.map((timestamp) => {
+    return `t${timestamp}:blocks(first: 1, orderBy: timestamp, orderDirection: desc, where: { timestamp_gt: ${timestamp}, timestamp_lt: ${
+      timestamp + 600
+    } }) {
+        number
+      }`
+  })
+  queryString += '}'
+  return gql(queryString)
+}
+
+/**
+ * for a given array of timestamps, returns block entities
+ * @param timestamps
+ */
+export function useBlocksFromTimestamps(
+  timestamps: number[],
+  chainId: ChainId
+): {
+  blocks?: {
+    timestamp: string
+    number: any
+  }[]
+  error: boolean
+} {
+  const [blocks, setBlocks] = useState<any>()
+  const [error, setError] = useState(false)
+
+  const chainBlockClient = chainToApolloBlockClient[chainId]
+
+  // derive blocks based on active network
+  const networkBlocks = blocks?.[chainId]
+
+  useEffect(() => {
+    async function fetchData() {
+      const results = await splitQuery(GET_BLOCKS, chainBlockClient, [], timestamps)
+      if (results) {
+        setBlocks({ ...(blocks ?? {}), [chainId]: results })
+      } else {
+        setError(true)
+      }
+    }
+    if (!networkBlocks && !error) {
+      fetchData()
+    }
+  })
+
+  const blocksFormatted = useMemo(() => {
+    if (blocks?.[chainId]) {
+      const networkBlocks = blocks?.[chainId]
+      const formatted = []
+      for (const t in networkBlocks) {
+        if (networkBlocks[t].length > 0) {
+          const number = networkBlocks[t][0]['number']
+          const deploymentBlock = START_BLOCKS[chainId]
+          const adjustedNumber = number > deploymentBlock ? number : deploymentBlock
+
+          formatted.push({
+            timestamp: t.split('t')[1],
+            number: adjustedNumber,
+          })
+        }
+      }
+      return formatted
+    }
+    return undefined
+  }, [chainId, blocks])
+
+  return {
+    blocks: blocksFormatted,
+    error,
+  }
+}
--- a/src/graphql/thegraph/utils.ts
+++ b/src/graphql/thegraph/utils.ts
@ -0,0 +1,79 @@
+import { ApolloClient, NormalizedCacheObject } from '@apollo/client'
+import ms from 'ms'
+
+// TODO(WEB-2878): See if splitQuery can be replaced with proper Apollo usage
+/**
+ * Used to get large amounts of data when larger than the Apollo limit
+ * Splits query into multiple queries and returns the combined data
+ * @param query - the query to be split
+ * @param localClient - Apollo client for a specific chain
+ * @param vars - any variables that are passed in every query
+ * @param values - the keys that are used as the values to map over if
+ * @param skipCount - amount of entities to skip per query
+ */
+export async function splitQuery<Type extends object>(
+  query: any,
+  client: ApolloClient<NormalizedCacheObject>,
+  vars: any[],
+  values: any[],
+  skipCount = 1000
+) {
+  let fetchedData = {}
+  let allFound = false
+  let skip = 0
+  try {
+    while (!allFound) {
+      let end = values.length
+      if (skip + skipCount < values.length) {
+        end = skip + skipCount
+      }
+      const sliced = values.slice(skip, end)
+      const result = await client.query<Type>({
+        query: query(...vars, sliced),
+        fetchPolicy: 'network-only',
+      })
+      fetchedData = {
+        ...fetchedData,
+        ...result.data,
+      }
+      if (Object.keys(result.data).length < skipCount || skip + skipCount > values.length) {
+        allFound = true
+      } else {
+        skip += skipCount
+      }
+    }
+    return fetchedData
+  } catch (e) {
+    console.log(e)
+    return undefined
+  }
+}
+
+/**
+ * Get the 24hr, 48hr, and 1 week ago timestamps
+ * @returns [t24, t48, tWeek]
+ */
+export function useDeltaTimestamps(): [number, number, number] {
+  const utcCurrentTime = Date.now()
+  const t24 = Math.floor((utcCurrentTime - ms('1d')) / 1000)
+  const t48 = Math.floor((utcCurrentTime - ms('2d')) / 1000)
+  const tWeek = Math.floor((utcCurrentTime - ms('7d')) / 1000)
+  return [t24, t48, tWeek]
+}
+
+/**
+ * gets the amount difference plus the % change in change itself (second order change)
+ * @param {*} valueNow
+ * @param {*} value24HoursAgo
+ * @param {*} value48HoursAgo
+ */
+export const get2DayChange = (valueNow: string, value24HoursAgo: string, value48HoursAgo: string): [number, number] => {
+  // get volume info for both 24 hour periods
+  const currentChange = parseFloat(valueNow) - parseFloat(value24HoursAgo)
+  const previousChange = parseFloat(value24HoursAgo) - parseFloat(value48HoursAgo)
+  const adjustedPercentChange = ((currentChange - previousChange) / previousChange) * 100
+  if (isNaN(adjustedPercentChange) || !isFinite(adjustedPercentChange)) {
+    return [currentChange, 0]
+  }
+  return [currentChange, adjustedPercentChange]
+}
--- a/src/pages/PoolDetails/index.test.tsx
+++ b/src/pages/PoolDetails/index.test.tsx
@ -67,6 +67,7 @@ describe('PoolDetailsPage', () => {
    mocked(usePoolData).mockReturnValue({
      data: undefined,
      loading: false,
+      error: false,
    })
    render(<PoolDetails />)

@ -77,7 +78,11 @@ describe('PoolDetailsPage', () => {

  // TODO replace with loading skeleton when designed
  it('nothing displayed while data is loading', () => {
-    mocked(usePoolData).mockReturnValue({ data: undefined, loading: true })
+    mocked(usePoolData).mockReturnValue({
+      data: undefined,
+      loading: true,
+      error: false,
+    })
    render(<PoolDetails />)

    waitFor(() => {
--- a/src/test-utils/pools/fixtures.ts
+++ b/src/test-utils/pools/fixtures.ts
@ -1,37 +1,47 @@
+import { Token } from 'graphql/thegraph/__generated__/types-and-hooks'
+
 export const validParams = { poolAddress: '0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640', chainName: 'ethereum' }
 export const validPoolDataResponse = {
  data: {
-    __typename: 'Pool' as const,
    id: '0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640',
-    feeTier: '500',
-    liquidity: '32118065613640312417',
-    sqrtPrice: '1943494374075311739809880994923792',
-    tick: '202163',
+    feeTier: 500,
+    liquidity: parseFloat('26414803986874770777'),
+    sqrtPrice: parseFloat('1977320351696380862605029898750440'),
+    tick: 202508,
    token0: {
-      __typename: 'Token' as const,
      id: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
      symbol: 'USDC',
      name: 'USD Coin',
      decimals: '6',
-      derivedETH: '0.000602062055419695968472438533210813',
-    },
+      derivedETH: '0.0006240873011635544626425964678706127',
+      __typename: 'Token',
+    } as Token,
    token1: {
-      __typename: 'Token' as const,
      id: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
      symbol: 'WETH',
      name: 'Wrapped Ether',
      decimals: '18',
      derivedETH: '1',
-    },
-    token0Price: '1661.85294822715829371652214854595',
-    token1Price: '0.0006017379582632664031212782038199158',
-    volumeUSD: '394920157156.0515346899898790592366',
-    volumeToken0: '394894081779.781168',
-    volumeToken1: '190965971.266407832255075308',
-    txCount: '5406827',
-    totalValueLockedToken0: '180078648.881221',
-    totalValueLockedToken1: '142782.017882048454494774',
-    totalValueLockedUSD: '417233634.1468435997761171520463339',
+      __typename: 'Token',
+    } as Token,
+    token0Price: 1605.481,
+    token1Price: 0.000622,
+    volumeUSD: 233379442.64648438,
+    volumeToken0: '397309311915.656392',
+    volumeToken1: '192461624.767400825529358443',
+    txCount: '5456494',
+    totalValueLockedToken0: '190258041.714605',
+    totalValueLockedToken1: '130641.89297715763283183',
+    totalValueLockedUSD: '399590762.8476702153638342035105795',
+    __typename: 'Pool',
+    address: '0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640',
+    volumeUSDChange: -17.753809465717136,
+    volumeUSDWeek: 1359911419.265625,
+    tvlUSD: 223166198.4690675,
+    tvlUSDChange: -0.3657085465786977,
+    tvlToken0: 90930713.7356909,
+    tvlToken1: 82526.48678530742,
  },
  loading: false,
+  error: false,
 }