-
Notifications
You must be signed in to change notification settings - Fork 126
/
CurvefiScraper.go
735 lines (640 loc) · 23.8 KB
/
CurvefiScraper.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
package scrapers
import (
"context"
"errors"
"fmt"
"math"
"math/big"
"reflect"
"strconv"
"strings"
"sync"
"time"
"github.com/diadata-org/diadata/pkg/dia/scraper/exchange-scrapers/curvefi"
"github.com/diadata-org/diadata/pkg/dia/scraper/exchange-scrapers/curvefi/curvepool"
"github.com/diadata-org/diadata/pkg/dia/scraper/exchange-scrapers/curvefifactory"
"github.com/diadata-org/diadata/pkg/dia/scraper/exchange-scrapers/curvefimeta"
models "github.com/diadata-org/diadata/pkg/model"
"github.com/diadata-org/diadata/pkg/utils"
"github.com/diadata-org/diadata/pkg/dia"
"github.com/ethereum/go-ethereum/accounts/abi"
"github.com/ethereum/go-ethereum/accounts/abi/bind"
"github.com/ethereum/go-ethereum/common"
"github.com/ethereum/go-ethereum/ethclient"
)
const (
curveRestDialEth = ""
curveWsDialEth = ""
curveRestDialFantom = ""
curveWsDialFantom = ""
curveRestDialMoonbeam = ""
curveWsDialMoonbeam = ""
curveRestDialPolygon = ""
curveWsDialPolygon = ""
curveRestDialArbitrum = ""
curveWsDialArbitrum = ""
)
type CurveCoin struct {
Symbol string
Decimals uint8
Address string
Name string
}
func assetToCoin(a dia.Asset) (c *CurveCoin) {
c = &CurveCoin{}
c.Address = a.Address
c.Decimals = a.Decimals
c.Name = a.Name
c.Symbol = a.Symbol
return
}
type curveRegistry struct {
Address common.Address
Type int
}
type Pools struct {
pools map[string]map[int]*CurveCoin
poolsLock sync.RWMutex
}
func (p *Pools) setPool(k string, v map[int]*CurveCoin) {
p.poolsLock.Lock()
defer p.poolsLock.Unlock()
p.pools[k] = v
}
func (p *Pools) getPool(k string) (map[int]*CurveCoin, bool) {
p.poolsLock.RLock()
defer p.poolsLock.RUnlock()
r, ok := p.pools[k]
return r, ok
}
func (p *Pools) getPoolCoin(poolk string, coink int) (*CurveCoin, bool) {
p.poolsLock.RLock()
defer p.poolsLock.RUnlock()
r, ok := p.pools[poolk][coink]
return r, ok
}
func (p *Pools) poolsAddressNoLock() []string {
p.poolsLock.RLock()
defer p.poolsLock.RUnlock()
var values []string
for key := range p.pools {
values = append(values, key)
}
return values
}
// CurveFIScraper is a curve finance scraper on a specific blockchain.
type CurveFIScraper struct {
exchangeName string
// channels to signal events
run bool
initDone chan nothing
shutdown chan nothing
shutdownDone chan nothing
errorLock sync.RWMutex
error error
closed bool
pairScrapers map[string]*CurveFIPairScraper
productPairIds map[string]int
chanTrades chan *dia.Trade
WsClient *ethclient.Client
RestClient *ethclient.Client
relDB *models.RelDB
curveCoins map[string]*CurveCoin
resubscribe chan string
pools *Pools
registriesUnderlying []curveRegistry
screenPools bool
}
// makeCurvefiScraper returns a curve finance scraper as used in NewCurvefiScraper.
func makeCurvefiScraper(exchange dia.Exchange, restDial string, wsDial string, relDB *models.RelDB) *CurveFIScraper {
var (
restClient, wsClient *ethclient.Client
err error
scraper *CurveFIScraper
)
log.Infof("Init rest and ws client for %s.", exchange.BlockChain.Name)
restClient, err = ethclient.Dial(utils.Getenv(strings.ToUpper(exchange.BlockChain.Name)+"_URI_REST", restDial))
if err != nil {
log.Fatal("init rest client: ", err)
}
wsClient, err = ethclient.Dial(utils.Getenv(strings.ToUpper(exchange.BlockChain.Name)+"_URI_WS", wsDial))
if err != nil {
log.Fatal("init ws client: ", err)
}
scraper = &CurveFIScraper{
exchangeName: exchange.Name,
RestClient: restClient,
WsClient: wsClient,
relDB: relDB,
initDone: make(chan nothing),
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
productPairIds: make(map[string]int),
pairScrapers: make(map[string]*CurveFIPairScraper),
chanTrades: make(chan *dia.Trade),
curveCoins: make(map[string]*CurveCoin),
resubscribe: make(chan string),
pools: &Pools{
pools: make(map[string]map[int]*CurveCoin),
},
}
// Only include pools with (minimum) liquidity bigger than given env var.
liquidityThreshold, err := strconv.ParseFloat(utils.Getenv("LIQUIDITY_THRESHOLD", "0"), 64)
if err != nil {
liquidityThreshold = float64(0)
log.Warnf("parse liquidity threshold: %v. Set to default %v", err, liquidityThreshold)
}
// Only include pools with (minimum) liquidity USD value bigger than given env var.
liquidityThresholdUSD, err := strconv.ParseFloat(utils.Getenv("LIQUIDITY_THRESHOLD_USD", "0"), 64)
if err != nil {
liquidityThresholdUSD = float64(0)
log.Warnf("parse liquidity threshold: %v. Set to default %v", err, liquidityThresholdUSD)
}
scraper.loadPools(liquidityThreshold, liquidityThresholdUSD)
return scraper
}
func NewCurveFIScraper(exchange dia.Exchange, scrape bool, relDB *models.RelDB) *CurveFIScraper {
var scraper *CurveFIScraper
switch exchange.Name {
case dia.CurveFIExchange:
scraper = makeCurvefiScraper(exchange, curveRestDialEth, curveWsDialEth, relDB)
basePoolRegistry := curveRegistry{Type: 1, Address: common.HexToAddress(exchange.Contract)}
cryptoswapPools := curveRegistry{Type: 1, Address: common.HexToAddress("0x8F942C20D02bEfc377D41445793068908E2250D0")}
metaPoolRegistry := curveRegistry{Type: 2, Address: common.HexToAddress("0xB9fC157394Af804a3578134A6585C0dc9cc990d4")}
factoryPools := curveRegistry{Type: 3, Address: common.HexToAddress("0xF18056Bbd320E96A48e3Fbf8bC061322531aac99")}
factory2Pools := curveRegistry{Type: 3, Address: common.HexToAddress("0x4F8846Ae9380B90d2E71D5e3D042dff3E7ebb40d")}
scraper.registriesUnderlying = []curveRegistry{factoryPools, factory2Pools, metaPoolRegistry, basePoolRegistry, cryptoswapPools}
scraper.screenPools = true
case dia.CurveFIExchangeFantom:
scraper = makeCurvefiScraper(exchange, curveRestDialFantom, curveWsDialFantom, relDB)
stableSwapFactory := curveRegistry{Type: 2, Address: common.HexToAddress("0x686d67265703d1f124c45e33d47d794c566889ba")}
scraper.registriesUnderlying = []curveRegistry{stableSwapFactory}
scraper.screenPools = false
case dia.CurveFIExchangeMoonbeam:
scraper = makeCurvefiScraper(exchange, curveRestDialMoonbeam, curveWsDialMoonbeam, relDB)
stableSwapFactory := curveRegistry{Type: 2, Address: common.HexToAddress("0x4244eB811D6e0Ef302326675207A95113dB4E1F8")}
scraper.registriesUnderlying = []curveRegistry{stableSwapFactory}
scraper.screenPools = false
case dia.CurveFIExchangePolygon:
scraper = makeCurvefiScraper(exchange, curveRestDialPolygon, curveWsDialPolygon, relDB)
stableSwapFactory := curveRegistry{Type: 2, Address: common.HexToAddress("0x722272D36ef0Da72FF51c5A65Db7b870E2e8D4ee")}
scraper.registriesUnderlying = []curveRegistry{stableSwapFactory}
scraper.screenPools = false
case dia.CurveFIExchangeArbitrum:
scraper = makeCurvefiScraper(exchange, curveRestDialArbitrum, curveWsDialArbitrum, relDB)
stableSwapFactory := curveRegistry{Type: 2, Address: common.HexToAddress("0xb17b674D9c5CB2e441F8e196a2f048A81355d031")}
scraper.registriesUnderlying = []curveRegistry{stableSwapFactory}
}
if scrape {
go scraper.mainLoop()
}
return scraper
}
func (scraper *CurveFIScraper) mainLoop() {
scraper.run = true
for _, pool := range scraper.pools.poolsAddressNoLock() {
err := scraper.watchSwaps(pool)
if err != nil {
log.Error("watchSwaps: ", err)
}
}
go func() {
for scraper.run {
p := <-scraper.resubscribe
log.Info("resub to p: ", p)
if scraper.run {
log.Info("resubscribe to swaps from Pool: " + p)
err := scraper.watchSwaps(p)
if err != nil {
log.Error("watchSwaps in resubscribe: ", err)
}
}
}
}()
if scraper.run {
if len(scraper.pools.pools) == 0 {
scraper.error = errors.New("no pairs to scrape provided")
log.Error(scraper.error.Error())
}
}
time.Sleep(10 * time.Second)
if scraper.error == nil {
scraper.error = errors.New("main loop terminated by Close()")
}
scraper.cleanup(nil)
}
func (scraper *CurveFIScraper) watchSwaps(pool string) error {
filterer, err := curvepool.NewCurvepoolFilterer(common.HexToAddress(pool), scraper.WsClient)
if err != nil {
log.Fatal(err)
}
sink := make(chan *curvepool.CurvepoolTokenExchange)
filtererV2, err := curvefifactory.NewCurvefifactoryFilterer(common.HexToAddress(pool), scraper.WsClient)
if err != nil {
log.Fatal(err)
}
sinkV2 := make(chan *curvefifactory.CurvefifactoryTokenExchange)
header, err := scraper.RestClient.HeaderByNumber(context.Background(), nil)
if err != nil {
log.Fatal(err)
}
startblock := header.Number.Uint64() - uint64(20)
sub, err := filterer.WatchTokenExchange(&bind.WatchOpts{Start: &startblock}, sink, nil)
if err != nil {
log.Error("WatchTokenExchange: ", err)
}
subV2, err := filtererV2.WatchTokenExchange(&bind.WatchOpts{Start: &startblock}, sinkV2, nil)
if err != nil {
log.Error("WatchTokenExchange: ", err)
}
sinkUnderlying := make(chan *curvepool.CurvepoolTokenExchangeUnderlying)
subUnderlying, err := filterer.WatchTokenExchangeUnderlying(&bind.WatchOpts{Start: &startblock}, sinkUnderlying, nil)
if err != nil {
log.Error("WatchTokenExchangeUnderlying: ", err)
}
go func() {
fmt.Println("Curvefi Subscribed to pool: " + pool)
defer fmt.Printf("Curvefi UnSubscribed to pool %s with error: %v", pool, err)
defer sub.Unsubscribe()
defer subV2.Unsubscribe()
defer subUnderlying.Unsubscribe()
subscribed := true
for scraper.run && subscribed {
select {
case err = <-sub.Err():
if err != nil {
log.Error("sub error: ", err)
}
subscribed = false
if scraper.run {
log.Warn("resubscribe pool: ", pool)
scraper.resubscribe <- pool
}
log.Warn("subscription error: ", err)
case swp := <-sink:
log.Info("got swap V1")
scraper.processSwap(pool, swp)
case swpV2 := <-sinkV2:
log.Info("got swap V2")
scraper.processSwap(pool, swpV2)
case swpUnderlying := <-sinkUnderlying:
log.Warn("got underlying swap: ", swpUnderlying)
// Only fetch trades from USDR pool until we have parsing TokenExchangeUnderlying resolved.
// if pool == common.HexToAddress("0xa138341185a9d0429b0021a11fb717b225e13e1f").Hex() && Exchanges[scraper.exchangeName].BlockChain.Name == dia.POLYGON {
scraper.processSwap(pool, swpUnderlying)
// }
}
}
}()
return err
}
func (scraper *CurveFIScraper) processSwap(pool string, swp interface{}) {
var (
foreignName string
volume float64
price float64
baseToken dia.Asset
quoteToken dia.Asset
foreignTradeID string
err error
)
switch s := swp.(type) {
case *curvepool.CurvepoolTokenExchange:
foreignName, volume, price, baseToken, quoteToken, err = scraper.getSwapDataCurve(pool, s)
if err != nil {
log.Error("getSwapDataCurve: ", err)
return
}
foreignTradeID = s.Raw.TxHash.Hex() + "-" + fmt.Sprint(s.Raw.Index)
case *curvefifactory.CurvefifactoryTokenExchange:
foreignName, volume, price, baseToken, quoteToken, err = scraper.getSwapDataCurve(pool, s)
if err != nil {
log.Error("getSwapDataCurve: ", err)
return
}
foreignTradeID = s.Raw.TxHash.Hex() + "-" + fmt.Sprint(s.Raw.Index)
case *curvepool.CurvepoolTokenExchangeUnderlying:
foreignName, volume, price, baseToken, quoteToken, err = scraper.getSwapDataCurve(pool, s)
if err != nil {
log.Error("getSwapDataCurve: ", err)
return
}
foreignTradeID = s.Raw.TxHash.Hex() + "-" + fmt.Sprint(s.Raw.Index)
}
timestamp := time.Now().Unix()
trade := &dia.Trade{
Symbol: quoteToken.Symbol,
Pair: foreignName,
BaseToken: baseToken,
QuoteToken: quoteToken,
Price: price,
Volume: volume,
Time: time.Unix(timestamp, 0),
ForeignTradeID: foreignTradeID,
PoolAddress: pool,
Source: scraper.exchangeName,
VerifiedPair: true,
}
log.Infof("Got Trade in pool %s:\n %v", pool, trade)
scraper.chanTrades <- trade
}
// getSwapDataCurve returns the foreign name, volume and price of a swap
func (scraper *CurveFIScraper) getSwapDataCurve(pool string, swp interface{}) (
foreignName string,
volume float64,
price float64,
baseToken,
quoteToken dia.Asset,
err error,
) {
var (
fromToken *CurveCoin
toToken *CurveCoin
amountIn float64
amountOut float64
ok bool
)
switch s := swp.(type) {
case *curvepool.CurvepoolTokenExchange:
fromToken, ok = scraper.pools.getPoolCoin(pool, int(s.SoldId.Int64()))
if !ok {
err = fmt.Errorf("token not found: " + pool + "-" + s.SoldId.String())
}
toToken, ok = scraper.pools.getPoolCoin(pool, int(s.BoughtId.Int64()))
if !ok {
err = fmt.Errorf("token not found: " + pool + "-" + s.SoldId.String())
}
amountIn, _ = new(big.Float).Quo(big.NewFloat(0).SetInt(s.TokensSold), new(big.Float).SetFloat64(math.Pow10(int(fromToken.Decimals)))).Float64()
amountOut, _ = new(big.Float).Quo(big.NewFloat(0).SetInt(s.TokensBought), new(big.Float).SetFloat64(math.Pow10(int(toToken.Decimals)))).Float64()
case *curvefifactory.CurvefifactoryTokenExchange:
fromToken, ok = scraper.pools.getPoolCoin(pool, int(s.SoldId.Int64()))
if !ok {
err = fmt.Errorf("token not found: " + pool + "-" + s.SoldId.String())
}
toToken, ok = scraper.pools.getPoolCoin(pool, int(s.BoughtId.Int64()))
if !ok {
err = fmt.Errorf("token not found: " + pool + "-" + s.SoldId.String())
}
if toToken == nil || fromToken == nil {
err = errors.New("token not available, skip trade.")
return
}
amountIn, _ = new(big.Float).Quo(big.NewFloat(0).SetInt(s.TokensSold), new(big.Float).SetFloat64(math.Pow10(int(fromToken.Decimals)))).Float64()
amountOut, _ = new(big.Float).Quo(big.NewFloat(0).SetInt(s.TokensBought), new(big.Float).SetFloat64(math.Pow10(int(toToken.Decimals)))).Float64()
case *curvepool.CurvepoolTokenExchangeUnderlying:
log.Info("Got TokenExchangeUnderlying in pool: ", pool)
var (
isMetaPool bool
underlyingCoins [8]common.Address
underlyingCoinCount *big.Int
metaCoinCount *big.Int
errNCoin error
errCoins error
)
soldID := int(s.SoldId.Int64())
boughtId := int(s.BoughtId.Int64())
tokenSold := s.TokensSold
tokenBought := s.TokensBought
for _, registry := range scraper.registriesUnderlying {
if registry.Type == 2 {
metaRegistryContract, errMeta := curvefimeta.NewCurvefimetaCaller(registry.Address, scraper.RestClient)
if errMeta != nil {
log.Error("NewCurvefiCaller: ", errMeta)
}
// Get underlying coins from on-chain. soldID and boughtID are referring to these.
underlyingCoins, errCoins = metaRegistryContract.GetUnderlyingCoins(&bind.CallOpts{}, common.HexToAddress(pool))
if errCoins != nil || (underlyingCoins[soldID] == (common.Address{}) && underlyingCoins[boughtId] == (common.Address{})) {
log.Warnf("Failed to call GetUnderlyingCoins: %v", errCoins)
continue
} else {
log.Warn("TokenExchangeUnderlying from meta type pool")
log.Warnf("bought id and sold id: %v -- %v", boughtId, soldID)
log.Warnf("tokens bought and tokens sold: %v -- %v ", tokenBought, tokenSold)
metaCoinCount, underlyingCoinCount, errNCoin = metaRegistryContract.GetMetaNCoins(&bind.CallOpts{}, common.HexToAddress(pool))
if errNCoin != nil {
log.Errorf("calling GetMetaNCoins: %v", errCoins)
continue
}
log.Warnf("metaCoinCount: %v, underlyingCoinCount: %v", metaCoinCount, underlyingCoinCount)
isMetaPool = true
break
}
}
if registry.Type == 1 {
basepoolRegistryContract, errBase := curvefi.NewCurvefiCaller(registry.Address, scraper.RestClient)
if errBase != nil {
log.Error("NewCurvefiCaller: ", errBase)
}
// Get underlying coins from on-chain. soldID and boughtID are referring to these.
underlyingCoins, errCoins = basepoolRegistryContract.GetUnderlyingCoins(&bind.CallOpts{}, common.HexToAddress(pool))
if errCoins != nil || (underlyingCoins[soldID] == (common.Address{}) && underlyingCoins[boughtId] == (common.Address{})) {
continue
} else {
log.Warn("TokenExchangeUnderlying from base type pool")
log.Warnf("bought id and sold id: %v -- %v", boughtId, soldID)
log.Warnf("tokens bought and tokens sold: %v -- %v ", tokenBought, tokenSold)
break
}
}
}
log.Warnf("meta pool : %v, soldID: %v", isMetaPool, soldID)
if isMetaPool && soldID > 0 && boughtId == 0 {
// This is the only case we need to look into the AddLiquidity event for finding the actual amount of sold token
// as this event contains the meta pool token amount in this case!
tokenAmount, errTokenAmounts := scraper.getTokenAmount(s.Raw.TxHash, common.HexToAddress(pool), soldID, metaCoinCount, underlyingCoinCount)
if err != nil {
log.Error("getting AddLiquidity event for tx: ", s.Raw.TxHash.Hex())
err = errTokenAmounts
return
}
log.Warnf("token Amount %v", tokenAmount)
// Again we need to subtract MAX_COIN index from this value, (which is metaCoinCount minus one)
tokenSold = tokenAmount
}
log.Infof("token sold: %v", tokenSold)
fromTokenAddress := underlyingCoins[int(soldID)]
toTokenAddress := underlyingCoins[int(boughtId)]
fromTokenAsset, errToken := scraper.relDB.GetAsset(fromTokenAddress.Hex(), Exchanges[scraper.exchangeName].BlockChain.Name)
if errToken != nil {
err = errToken
return
}
toTokenAsset, errToken := scraper.relDB.GetAsset(toTokenAddress.Hex(), Exchanges[scraper.exchangeName].BlockChain.Name)
if errToken != nil {
err = errToken
return
}
log.Infof("fromToken address -- token: %s -- %v", fromTokenAddress.Hex(), fromTokenAsset)
log.Infof("toToken address -- token: %s -- %v", toTokenAddress.Hex(), toTokenAsset)
fromToken = assetToCoin(fromTokenAsset)
toToken = assetToCoin(toTokenAsset)
amountIn, _ = new(big.Float).Quo(big.NewFloat(0).SetInt(tokenSold), new(big.Float).SetFloat64(math.Pow10(int(fromToken.Decimals)))).Float64()
amountOut, _ = new(big.Float).Quo(big.NewFloat(0).SetInt(tokenBought), new(big.Float).SetFloat64(math.Pow10(int(toToken.Decimals)))).Float64()
}
baseToken = dia.Asset{
Name: fromToken.Name,
Address: fromToken.Address,
Symbol: fromToken.Symbol,
Blockchain: Exchanges[scraper.exchangeName].BlockChain.Name,
}
quoteToken = dia.Asset{
Name: toToken.Name,
Address: toToken.Address,
Symbol: toToken.Symbol,
Blockchain: Exchanges[scraper.exchangeName].BlockChain.Name,
}
volume = amountOut
price = amountIn / amountOut
foreignName = toToken.Symbol + "-" + fromToken.Symbol
return
}
func (scraper *CurveFIScraper) getTokenAmount(txHash common.Hash, poolAddress common.Address, soldID int, metaCoinCount, underlyingCoinCount *big.Int) (*big.Int, error) {
// Here we need to get the event log manually as the len of the token_amounts array is unknown!
// (fixed to 2 in the current curvepool contract, but there are cases when it's 3 like this pool:
// https://etherscan.io/address/0xbebc44782c7db0a1a60cb6fe97d0b483032ff1c7)
// We get the value using reflection.
receipt, err := scraper.RestClient.TransactionReceipt(context.Background(), txHash)
if err != nil {
return nil, err
}
basePoolCoinCount := underlyingCoinCount.Int64() - 1 // We need to subtract that one meta pool coin here!
abiAddLiquidityJson := `[{"name":"AddLiquidity","inputs":[{"type":"address","name":"provider","indexed":true},{"type":"uint256[%d]","name":"token_amounts","indexed":false},{"type":"uint256[%d]","name":"fees","indexed":false},{"type":"uint256","name":"invariant","indexed":false},{"type":"uint256","name":"token_supply","indexed":false}],"anonymous":false,"type":"event"}]`
abiAddLiquidity, err := abi.JSON(strings.NewReader(fmt.Sprintf(abiAddLiquidityJson, basePoolCoinCount, basePoolCoinCount)))
if err != nil {
return nil, err
}
for _, log := range receipt.Logs {
if len(log.Topics) < 2 || log.Topics[1] != poolAddress.Hash() {
continue
}
valueMap := make(map[string]interface{})
err := abiAddLiquidity.UnpackIntoMap(valueMap, "AddLiquidity", log.Data)
if err != nil {
continue
}
// Again we need to subtract MAX_COIN index from this value, (which is metaCoinCount minus one)
tokenBoughtIdx := soldID - (int(metaCoinCount.Int64()) - 1)
tokenAmount, ok := reflect.ValueOf(valueMap["token_amounts"]).Index(tokenBoughtIdx).Interface().(*big.Int)
if !ok {
return nil, errors.New("couldn't parse the AddLiquidity event")
}
return tokenAmount, nil
}
return nil, errors.New("AddLiquidity log couldn't be found")
}
func (scraper *CurveFIScraper) loadPools(liquidityThreshold float64, liquidityThresholdUSD float64) {
pools, err := scraper.relDB.GetAllPoolsExchange(scraper.exchangeName, liquidityThreshold)
if err != nil {
log.Fatal("fetch pools: ", err)
}
log.Infof("found %v pools to subscribe: ", len(pools))
blacklistedPools, err := getAddressesFromConfig("curve/blacklist_pools/" + scraper.exchangeName)
if err != nil {
log.Fatal("blacklisted pools: ", err)
}
var blacklistedPoolsString []string
for _, bp := range blacklistedPools {
blacklistedPoolsString = append(blacklistedPoolsString, bp.Hex())
}
log.Infof("remove %v blacklisted pools: %s", len(blacklistedPools), blacklistedPoolsString)
lowerBoundCount := 0
for _, pool := range pools {
if utils.Contains(&blacklistedPoolsString, pool.Address) {
continue
}
liquidity, lowerBound := pool.GetPoolLiquidityUSD()
// Discard pool if complete USD liquidity is below threshold.
if !lowerBound && liquidity < liquidityThresholdUSD {
continue
}
if lowerBound {
log.Info("lowerBound pool: ", pool.Address)
lowerBoundCount++
}
var poolCoinsMap = make(map[int]*CurveCoin)
for _, av := range pool.Assetvolumes {
poolCoinsMap[int(av.Index)] = &CurveCoin{
Symbol: av.Asset.Symbol,
Decimals: av.Asset.Decimals,
Name: av.Asset.Name,
Address: av.Asset.Address,
}
scraper.curveCoins[av.Asset.Address] = &CurveCoin{
Symbol: av.Asset.Symbol,
Decimals: av.Asset.Decimals,
}
}
scraper.pools.setPool(pool.Address, poolCoinsMap)
}
log.Infof("Total number of %v pools to subscribe.", len(scraper.pools.pools))
log.Infof("Number of lower bound pools: %v", lowerBoundCount)
}
func (scraper *CurveFIScraper) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
return
}
func (scraper *CurveFIScraper) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
return dia.ExchangePair{}, nil
}
func (scraper *CurveFIScraper) FillSymbolData(symbol string) (dia.Asset, error) {
return dia.Asset{}, nil
}
func (scraper *CurveFIScraper) ScrapePair(pair dia.ExchangePair) (PairScraper, error) {
scraper.errorLock.RLock()
defer scraper.errorLock.RUnlock()
if scraper.error != nil {
return nil, scraper.error
}
if scraper.closed {
return nil, errors.New("CurveFIScraper is closed")
}
pairScraper := &CurveFIPairScraper{
parent: scraper,
pair: pair,
}
scraper.pairScrapers[pair.ForeignName] = pairScraper
return pairScraper, nil
}
func (scraper *CurveFIScraper) cleanup(err error) {
scraper.errorLock.Lock()
defer scraper.errorLock.Unlock()
if err != nil {
scraper.error = err
}
scraper.closed = true
close(scraper.shutdownDone)
}
func (scraper *CurveFIScraper) Close() error {
// close the pair scraper channels
scraper.run = false
for _, pairScraper := range scraper.pairScrapers {
pairScraper.closed = true
}
scraper.WsClient.Close()
scraper.RestClient.Close()
close(scraper.shutdown)
<-scraper.shutdownDone
return nil
}
type CurveFIPairScraper struct {
parent *CurveFIScraper
pair dia.ExchangePair
closed bool
}
func (pairScraper *CurveFIPairScraper) Pair() dia.ExchangePair {
return pairScraper.pair
}
func (scraper *CurveFIScraper) Channel() chan *dia.Trade {
return scraper.chanTrades
}
func (pairScraper *CurveFIPairScraper) Error() error {
s := pairScraper.parent
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
func (pairScraper *CurveFIPairScraper) Close() error {
pairScraper.parent.errorLock.RLock()
defer pairScraper.parent.errorLock.RUnlock()
pairScraper.closed = true
return nil
}