Tezos Domains demo

README.md

@@ -31,7 +31,7 @@ Examples in this guide are simplified Hic Et Nunc demo.
 Create a new YAML file and adapt the following example to your needs:
 
 ```yaml
-spec_version: 0.0.1
+spec_version: 0.1
 package: demo_hic_et_nunc
 
 database:

docker-compose.yml

@@ -12,16 +12,16 @@ services:
       - POSTGRES_PASSWORD=${POSTGRES_PASSWORD:-changeme}
       - ADMIN_SECRET=${ADMIN_SECRET:-changeme}
 
-  # quipuswap:
-  #   build: .
-  #   depends_on:
-  #     - db
-  #   volumes:
-  #     - ./src/demo_quipuswap/dipdup-docker.yml:/home/dipdup/dipdup.yml
-  #   restart: always
-  #   environment:
-  #     - POSTGRES_PASSWORD=${POSTGRES_PASSWORD:-changeme}
-  #     - ADMIN_SECRET=${ADMIN_SECRET:-changeme}
+  quipuswap:
+    build: .
+    depends_on:
+      - db
+    volumes:
+      - ./src/demo_quipuswap/dipdup-docker.yml:/home/dipdup/dipdup.yml
+    restart: always
+    environment:
+      - POSTGRES_PASSWORD=${POSTGRES_PASSWORD:-changeme}
+      - ADMIN_SECRET=${ADMIN_SECRET:-changeme}
 
   tzcolors:
     build: .
@@ -34,8 +34,21 @@ services:
       - POSTGRES_PASSWORD=${POSTGRES_PASSWORD:-changeme}
       - ADMIN_SECRET=${ADMIN_SECRET:-changeme}
 
+  domains:
+    build: .
+    depends_on:
+      - db
+    volumes:
+      - ./src/demo_tezos_domains/dipdup-docker.yml:/home/dipdup/dipdup.yml
+    restart: always
+    environment:
+      - POSTGRES_PASSWORD=${POSTGRES_PASSWORD:-changeme}
+      - ADMIN_SECRET=${ADMIN_SECRET:-changeme}
+
   db:
     image: postgres:13
+    ports:
+      - 127.0.0.1:6423:5432
     restart: always
     volumes:
       - db:/var/lib/postgres/data

pyproject.toml

@@ -25,7 +25,7 @@ python = "^3.8"
 aiohttp = "^3.7.4"
 aiomysql = "^0.0.21"
 asyncpg = "^0.22.0"
-datamodel-code-generator = "^0.10.0"
+datamodel-code-generator = "^0.11.1"
 "ruamel.yaml" = "^0.17.2"
 tortoise-orm = "^0.17.1"
 pydantic = "^1.8.1"

src/demo_hic_et_nunc/dipdup.yml

@@ -1,4 +1,4 @@
-spec_version: 0.0.1
+spec_version: 0.1
 package: demo_hic_et_nunc
 
 database:

src/demo_quipuswap/dipdup-docker.yml

@@ -69,6 +69,10 @@ templates:
             entrypoint: divestLiquidity
           - destination: <token_contract>
             entrypoint: transfer
+      - callback: on_fa12_withdraw_profit
+        pattern:
+          - destination: <dex_contract>
+            entrypoint: withdrawProfit
 
   quipuswap_fa2:
     kind: operation
@@ -99,6 +103,10 @@ templates:
             entrypoint: divestLiquidity
           - destination: <token_contract>
             entrypoint: transfer
+      - callback: on_fa20_withdraw_profit
+        pattern:
+          - destination: <dex_contract>
+            entrypoint: withdrawProfit
 
 indexes:
   kusd_mainnet:

src/demo_quipuswap/dipdup.yml

@@ -1,4 +1,4 @@
-spec_version: 0.0.1
+spec_version: 0.1
 package: demo_quipuswap
 
 database:
@@ -60,6 +60,10 @@ templates:
             entrypoint: divestLiquidity
           - destination: <token_contract>
             entrypoint: transfer
+      - callback: on_fa12_withdraw_profit
+        pattern:
+          - destination: <dex_contract>
+            entrypoint: withdrawProfit
 
   quipuswap_fa2:
     kind: operation
@@ -90,6 +94,10 @@ templates:
             entrypoint: divestLiquidity
           - destination: <token_contract>
             entrypoint: transfer
+      - callback: on_fa20_withdraw_profit
+        pattern:
+          - destination: <dex_contract>
+            entrypoint: withdrawProfit
 
 indexes:
   kusd_mainnet:

src/demo_quipuswap/handlers/on_fa12_divest_liquidity.py

@@ -1,8 +1,10 @@
 from decimal import Decimal
+from typing import cast
 
 import demo_quipuswap.models as models
 from demo_quipuswap.types.fa12_token.parameter.transfer import Transfer
 from demo_quipuswap.types.quipu_fa12.parameter.divest_liquidity import DivestLiquidity
+from demo_quipuswap.types.quipu_fa12.storage import Storage as QuipuFA12Storage
 from dipdup.models import HandlerContext, OperationContext
 
 
@@ -15,12 +17,24 @@ async def on_fa12_divest_liquidity(
     if ctx.template_values is None:
         raise Exception('This index must be templated')
 
+    storage = cast(QuipuFA12Storage, divest_liquidity.storage)  # FIXME: remove
+
     decimals = int(ctx.template_values['decimals'])
-    trader, _ = await models.Trader.get_or_create(address=divest_liquidity.data.sender_address)
-    instrument, _ = await models.Instrument.get_or_create(symbol=ctx.template_values['symbol'])
-    position, _ = await models.Position.get_or_create(trader=trader, instrument=instrument)
+    symbol = ctx.template_values['symbol']
+    trader = divest_liquidity.data.sender_address
 
+    position, _ = await models.Position.get_or_create(trader=trader, symbol=symbol)
     transaction = next(op for op in ctx.operations if op.amount)
-    position.tez_qty -= Decimal(transaction.amount) / (10 ** 6)  # type: ignore
-    position.token_qty -= Decimal(transfer.parameter.value) / (10 ** decimals)
+
+    tez_qty = Decimal(transaction.amount) / (10 ** 6)
+    token_qty = Decimal(transfer.parameter.value) / (10 ** decimals)
+    shares_qty = int(divest_liquidity.parameter.shares)
+
+    price = (Decimal(storage.storage.tez_pool) / (10 ** 6)) / (Decimal(storage.storage.token_pool) / (10 ** decimals))
+    share_px = (tez_qty + price * token_qty) / shares_qty
+
+    position.realized_pl += shares_qty * (share_px - position.avg_share_px)
+    position.shares_qty -= shares_qty  # type: ignore
+    assert position.shares_qty >= 0, divest_liquidity.data.hash
+
     await position.save()

src/demo_quipuswap/handlers/on_fa12_invest_liquidity.py

@@ -1,8 +1,10 @@
 from decimal import Decimal
+from typing import cast
 
 import demo_quipuswap.models as models
 from demo_quipuswap.types.fa12_token.parameter.transfer import Transfer
 from demo_quipuswap.types.quipu_fa12.parameter.invest_liquidity import InvestLiquidity
+from demo_quipuswap.types.quipu_fa12.storage import Storage as QuipuFA12Storage
 from dipdup.models import HandlerContext, OperationContext
 
 
@@ -15,11 +17,24 @@ async def on_fa12_invest_liquidity(
     if ctx.template_values is None:
         raise Exception('This index must be templated')
 
+    storage = cast(QuipuFA12Storage, invest_liquidity.storage)  # FIXME: remove
+
     decimals = int(ctx.template_values['decimals'])
-    trader, _ = await models.Trader.get_or_create(address=invest_liquidity.data.sender_address)
-    instrument, _ = await models.Instrument.get_or_create(symbol=ctx.template_values['symbol'])
-    position, _ = await models.Position.get_or_create(trader=trader, instrument=instrument)
+    symbol = ctx.template_values['symbol']
+    trader = invest_liquidity.data.sender_address
+
+    position, _ = await models.Position.get_or_create(trader=trader, symbol=symbol)
+
+    tez_qty = Decimal(invest_liquidity.data.amount) / (10 ** 6)
+    token_qty = Decimal(transfer.parameter.value) / (10 ** decimals)
+    new_shares_qty = int(storage.storage.ledger[trader].balance) + int(storage.storage.ledger[trader].frozen_balance)
+
+    price = (Decimal(storage.storage.tez_pool) / (10 ** 6)) / (Decimal(storage.storage.token_pool) / (10 ** decimals))
+    value = tez_qty + price * token_qty
+    share_px = value / (new_shares_qty - position.shares_qty)
+    assert share_px > 0, invest_liquidity.data.hash
+
+    position.avg_share_px = (position.shares_qty * position.avg_share_px + value) / new_shares_qty
+    position.shares_qty = new_shares_qty  # type: ignore
 
-    position.tez_qty += Decimal(invest_liquidity.data.amount) / (10 ** 6)  # type: ignore
-    position.token_qty += Decimal(transfer.parameter.value) / (10 ** decimals)
     await position.save()

src/demo_quipuswap/handlers/on_fa12_tez_to_token.py

@@ -15,19 +15,21 @@ async def on_fa12_tez_to_token(
         raise Exception('This index must be templated')
 
     decimals = int(ctx.template_values['decimals'])
-    trader, _ = await models.Trader.get_or_create(address=transfer.parameter.to)
-    instrument, _ = await models.Instrument.get_or_create(symbol=ctx.template_values['symbol'])
+    symbol = ctx.template_values['symbol']
+    trader = tez_to_token_payment.data.sender_address
 
     min_token_quantity = Decimal(tez_to_token_payment.parameter.min_out) / (10 ** decimals)
     token_quantity = Decimal(transfer.parameter.value) / (10 ** decimals)
     tez_quantity = Decimal(tez_to_token_payment.data.amount) / (10 ** 6)
+    assert min_token_quantity <= token_quantity, tez_to_token_payment.data.hash
+
     trade = models.Trade(
-        instrument=instrument,
+        symbol=symbol,
         trader=trader,
         side=models.TradeSide.BUY,
         quantity=token_quantity,
         price=token_quantity / tez_quantity,
-        slippage=((min_token_quantity / token_quantity) - 1) * 100,
+        slippage=(1 - (min_token_quantity / token_quantity)).quantize(Decimal('0.000001')),
         level=transfer.data.level,
         timestamp=transfer.data.timestamp,
     )