def get_pool_price(
self,
pool_addr: ChecksumEthAddress,
block_identifier: BlockIdentifier = 'latest',
) -> PoolPrice:
"""
Returns the units of token1 that one token0 can buy
"""
pool_contract = EthereumContract(
address=pool_addr,
abi=UNISWAP_V3_POOL_ABI,
deployed_block=UNISWAP_FACTORY_DEPLOYED_BLOCK,
)
calls = [
(
pool_contract.address,
pool_contract.encode(method_name='slot0'),
),
(
pool_contract.address,
pool_contract.encode(method_name='token0'),
),
(
pool_contract.address,
pool_contract.encode(method_name='token1'),
),
]
output = multicall(
ethereum=self.eth_manager,
calls=calls,
require_success=True,
block_identifier=block_identifier,
)
token_0 = EthereumToken(
to_checksum_address(pool_contract.decode(output[1], 'token0')[0]), # noqa: E501 pylint:disable=unsubscriptable-object
)
token_1 = EthereumToken(
to_checksum_address(pool_contract.decode(output[2], 'token1')[0]), # noqa: E501 pylint:disable=unsubscriptable-object
)
sqrt_price_x96, _, _, _, _, _, _ = pool_contract.decode(
output[0], 'slot0')
decimals_constant = 10**(token_0.decimals - token_1.decimals)
price = FVal(
(sqrt_price_x96 * sqrt_price_x96) / 2**(192) * decimals_constant)
if ZERO == price:
raise DefiPoolError(
f'Uniswap pool for {token_0}/{token_1} has price 0')
return PoolPrice(price=price, token_0=token_0, token_1=token_1)
def get_pool_price(
self,
pool_addr: ChecksumEthAddress,
block_identifier: BlockIdentifier = 'latest',
) -> PoolPrice:
"""
Returns the units of token1 that one token0 can buy
"""
pool_contract = EthereumContract(
address=pool_addr,
abi=UNISWAP_V2_LP_ABI,
deployed_block=10000835, # Factory deployment block
)
calls = [
(
pool_contract.address,
pool_contract.encode(method_name='getReserves'),
),
(
pool_contract.address,
pool_contract.encode(method_name='token0'),
),
(
pool_contract.address,
pool_contract.encode(method_name='token1'),
),
]
output = multicall(
ethereum=self.eth_manager,
calls=calls,
require_success=True,
block_identifier=block_identifier,
)
token_0 = EthereumToken(
to_checksum_address(pool_contract.decode(output[1], 'token0')[0]), # noqa: E501 pylint:disable=unsubscriptable-object
)
token_1 = EthereumToken(
to_checksum_address(pool_contract.decode(output[2], 'token1')[0]), # noqa: E501 pylint:disable=unsubscriptable-object
)
reserve_0, reserve_1, _ = pool_contract.decode(output[0],
'getReserves')
decimals_constant = 10**(token_0.decimals - token_1.decimals)
if ZERO in (reserve_0, reserve_1):
raise DefiPoolError(
f'Uniswap pool for {token_0}/{token_1} has asset with no reserves'
)
price = FVal((reserve_1 / reserve_0) * decimals_constant)
return PoolPrice(price=price, token_0=token_0, token_1=token_1)
def get_basic_contract_info(self, address: ChecksumEthAddress) -> Dict[str, Any]:
"""
Query a contract address and return basic information as:
- Decimals
- name
- symbol
if it is provided in the contract. This method may raise:
- BadFunctionCallOutput: If there is an error calling a bad address
"""
properties = ('decimals', 'symbol', 'name')
info: Dict[str, Any] = {}
contract = EthereumContract(address=address, abi=ERC20TOKEN_ABI, deployed_block=0)
try:
# Output contains call status and result
output = multicall_2(
ethereum=self,
require_success=False,
calls=[(address, contract.encode(method_name=prop)) for prop in properties],
)
except RemoteError:
# If something happens in the connection the output should have
# the same length as the tuple of properties
output = [(False, b'')] * len(properties)
decoded = [
contract.decode(x[1], method_name)[0] # pylint: disable=E1136
if x[0] and len(x[1]) else None
for (x, method_name) in zip(output, properties)
]
for prop, value in zip(properties, decoded):
info[prop] = value
return info
def get_basic_contract_info(self, address: ChecksumEthAddress) -> Dict[str, Any]:
"""
Query a contract address and return basic information as:
- Decimals
- name
- symbol
if it is provided in the contract. This method may raise:
- BadFunctionCallOutput: If there is an error calling a bad address
"""
cache = self.contract_info_cache.get(address)
if cache is not None:
return cache
properties = ('decimals', 'symbol', 'name')
info: Dict[str, Any] = {}
contract = EthereumContract(address=address, abi=ERC20TOKEN_ABI, deployed_block=0)
try:
# Output contains call status and result
output = multicall_2(
ethereum=self,
require_success=False,
calls=[(address, contract.encode(method_name=prop)) for prop in properties],
)
except RemoteError:
# If something happens in the connection the output should have
# the same length as the tuple of properties
output = [(False, b'')] * len(properties)
try:
decoded = [
contract.decode(x[1], method_name)[0] # pylint: disable=E1136
if x[0] and len(x[1]) else None
for (x, method_name) in zip(output, properties)
]
except OverflowError as e:
# This can happen when contract follows the ERC20 standard methods
# but name and symbol return bytes instead of string. UNIV1 LP is in this case
log.error(
f'{address} failed to decode as ERC20 token. Trying UNIV1 LP token. {str(e)}',
)
contract = EthereumContract(address=address, abi=UNIV1_LP_ABI, deployed_block=0)
decoded = [
contract.decode(x[1], method_name)[0] # pylint: disable=E1136
if x[0] and len(x[1]) else None
for (x, method_name) in zip(output, properties)
]
log.debug(f'{address} was succesfuly decoded as ERC20 token')
for prop, value in zip(properties, decoded):
if isinstance(value, bytes):
value = value.rstrip(b'\x00').decode()
info[prop] = value
self.contract_info_cache[address] = info
return info
def multicall_specific(
ethereum: 'EthereumManager',
contract: EthereumContract,
method_name: str,
arguments: List[Any],
call_order: Optional[Sequence['NodeName']] = None,
) -> Any:
calls = [(
contract.address,
contract.encode(method_name=method_name, arguments=i),
) for i in arguments]
output = multicall(ethereum, calls, call_order)
return [contract.decode(x, method_name, arguments[0]) for x in output]
def find_curve_pool_price(
self,
lp_token: EthereumToken,
) -> Optional[Price]:
"""
1. Obtain the pool for this token
2. Obtain prices for assets in pool
3. Obtain the virtual price for share and the balances of each
token in the pool
4. Calc the price for a share
Returns the price of 1 LP token from the pool
"""
assert self._ethereum is not None, 'Inquirer ethereum manager should have been initialized' # noqa: E501
pools = get_curve_pools()
if lp_token.ethereum_address not in pools:
return None
pool = pools[lp_token.ethereum_address]
tokens = []
# Translate addresses to tokens
try:
for asset in pool.assets:
if asset == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE':
tokens.append(A_WETH)
else:
tokens.append(EthereumToken(asset))
except UnknownAsset:
return None
# Get price for each token in the pool
prices = []
for token in tokens:
price = self.find_usd_price(token)
if price == Price(ZERO):
log.error(
f'Could not calculate price for {lp_token} due to inability to '
f'fetch price for {token}.', )
return None
prices.append(price)
# Query virtual price of LP share and balances in the pool for each token
contract = EthereumContract(
address=pool.pool_address,
abi=CURVE_POOL_ABI,
deployed_block=0,
)
calls = [(pool.pool_address,
contract.encode(method_name='get_virtual_price'))]
calls += [(pool.pool_address,
contract.encode(method_name='balances', arguments=[i]))
for i in range(len(pool.assets))]
output = multicall_2(
ethereum=self._ethereum,
require_success=False,
calls=calls,
)
# Check that the output has the correct structure
if not all([len(call_result) == 2 for call_result in output]):
log.debug(
f'Failed to query contract methods while finding curve pool price. '
f'Not every outcome has length 2. {output}', )
return None
# Check that all the requests were successful
if not all([contract_output[0] for contract_output in output]):
log.debug(
f'Failed to query contract methods while finding curve price. {output}'
)
return None
# Deserialize information obtained in the multicall execution
data = []
# https://github.com/PyCQA/pylint/issues/4739
virtual_price_decoded = contract.decode(output[0][1],
'get_virtual_price') # pylint: disable=unsubscriptable-object # noqa: E501
if not _check_curve_contract_call(virtual_price_decoded):
log.debug(
f'Failed to decode get_virtual_price while finding curve price. {output}'
)
return None
data.append(FVal(virtual_price_decoded[0])) # pylint: disable=unsubscriptable-object
for i in range(len(pool.assets)):
amount_decoded = contract.decode(output[i + 1][1],
'balances',
arguments=[i])
if not _check_curve_contract_call(amount_decoded):
log.debug(
f'Failed to decode balances {i} while finding curve price. {output}'
)
return None
# https://github.com/PyCQA/pylint/issues/4739
amount = amount_decoded[0] # pylint: disable=unsubscriptable-object
normalized_amount = token_normalized_value_decimals(
amount, tokens[i].decimals)
data.append(normalized_amount)
# Prices and data should verify this relation for the following operations
if len(prices) != len(data) - 1:
log.debug(
f'Length of prices {len(prices)} does not match len of data {len(data)} '
f'while querying curve pool price.', )
return None
# Total number of assets price in the pool
total_assets_price = sum(map(operator.mul, data[1:], prices))
if total_assets_price == 0:
log.error(
f'Curve pool price returned unexpected data {data} that lead to a zero price.',
)
return None
# Calculate weight of each asset as the proportion of tokens value
weights = map(lambda x: data[x + 1] * prices[x] / total_assets_price,
range(len(tokens)))
assets_price = FVal(sum(map(operator.mul, weights, prices)))
return (assets_price * FVal(data[0])) / (10**lp_token.decimals)
def find_uniswap_v2_lp_price(
self,
token: EthereumToken,
) -> Optional[Price]:
"""
Calculate the price for a uniswap v2 LP token. That is
value = (Total value of liquidity pool) / (Current suply of LP tokens)
We need:
- Price of token 0
- Price of token 1
- Pooled amount of token 0
- Pooled amount of token 1
- Total supply of of pool token
"""
assert self._ethereum is not None, 'Inquirer ethereum manager should have been initialized' # noqa: E501
address = token.ethereum_address
contract = EthereumContract(address=address,
abi=UNISWAP_V2_LP_ABI,
deployed_block=0)
methods = [
'token0', 'token1', 'totalSupply', 'getReserves', 'decimals'
]
try:
output = multicall_2(
ethereum=self._ethereum,
require_success=True,
calls=[(address, contract.encode(method_name=method))
for method in methods],
)
except RemoteError as e:
log.error(
f'Remote error calling multicall contract for uniswap v2 lp '
f'token {token.ethereum_address} properties: {str(e)}', )
return None
# decode output
decoded = []
for (method_output, method_name) in zip(output, methods):
if method_output[0] and len(method_output[1]) != 0:
decoded_method = contract.decode(method_output[1], method_name)
if len(decoded_method) == 1:
# https://github.com/PyCQA/pylint/issues/4739
decoded.append(decoded_method[0]) # pylint: disable=unsubscriptable-object
else:
decoded.append(decoded_method)
else:
log.debug(
f'Multicall to Uniswap V2 LP failed to fetch field {method_name} '
f'for token {token.ethereum_address}', )
return None
try:
token0 = EthereumToken(decoded[0])
token1 = EthereumToken(decoded[1])
except UnknownAsset:
return None
try:
token0_supply = FVal(decoded[3][0] * 10**-token0.decimals)
token1_supply = FVal(decoded[3][1] * 10**-token1.decimals)
total_supply = FVal(decoded[2] * 10**-decoded[4])
except ValueError as e:
log.debug(
f'Failed to deserialize token amounts for token {address} '
f'with values {str(decoded)}. f{str(e)}', )
return None
token0_price = self.find_usd_price(token0)
token1_price = self.find_usd_price(token1)
if ZERO in (token0_price, token1_price):
log.debug(
f'Couldnt retrieve non zero price information for tokens {token0}, {token1} '
f'with result {token0_price}, {token1_price}', )
numerator = (token0_supply * token0_price +
token1_supply * token1_price)
share_value = numerator / total_supply
return Price(share_value)
def get_positions(
self,
addresses_list: List[ChecksumEthAddress],
) -> Dict[ChecksumEthAddress, Trove]:
contract = EthereumContract(
address=LIQUITY_TROVE_MANAGER.address,
abi=LIQUITY_TROVE_MANAGER.abi,
deployed_block=LIQUITY_TROVE_MANAGER.deployed_block,
)
# make a copy of the list to avoid modifications in the list that is passed as argument
addresses = list(addresses_list)
proxied_addresses = self._get_accounts_having_proxy()
proxies_to_address = {v: k for k, v in proxied_addresses.items()}
addresses += proxied_addresses.values()
calls = [(LIQUITY_TROVE_MANAGER.address,
contract.encode(method_name='Troves', arguments=[x]))
for x in addresses]
outputs = multicall_2(
ethereum=self.ethereum,
require_success=False,
calls=calls,
)
data: Dict[ChecksumEthAddress, Trove] = {}
eth_price = Inquirer().find_usd_price(A_ETH)
lusd_price = Inquirer().find_usd_price(A_LUSD)
for idx, output in enumerate(outputs):
status, result = output
if status is True:
try:
trove_info = contract.decode(result,
'Troves',
arguments=[addresses[idx]])
trove_is_active = bool(trove_info[3]) # pylint: disable=unsubscriptable-object
if not trove_is_active:
continue
collateral = deserialize_asset_amount(
token_normalized_value_decimals(trove_info[1], 18), # noqa: E501 pylint: disable=unsubscriptable-object
)
debt = deserialize_asset_amount(
token_normalized_value_decimals(trove_info[0], 18), # noqa: E501 pylint: disable=unsubscriptable-object
)
collateral_balance = AssetBalance(
asset=A_ETH,
balance=Balance(
amount=collateral,
usd_value=eth_price * collateral,
),
)
debt_balance = AssetBalance(
asset=A_LUSD,
balance=Balance(
amount=debt,
usd_value=lusd_price * debt,
),
)
# Avoid division errors
collateralization_ratio: Optional[FVal]
liquidation_price: Optional[FVal]
if debt > 0:
collateralization_ratio = eth_price * collateral / debt * 100
else:
collateralization_ratio = None
if collateral > 0:
liquidation_price = debt * lusd_price * FVal(
MIN_COLL_RATE) / collateral
else:
liquidation_price = None
account_address = addresses[idx]
if account_address in proxies_to_address:
account_address = proxies_to_address[account_address]
data[account_address] = Trove(
collateral=collateral_balance,
debt=debt_balance,
collateralization_ratio=collateralization_ratio,
liquidation_price=liquidation_price,
active=trove_is_active,
trove_id=trove_info[4], # pylint: disable=unsubscriptable-object
)
except DeserializationError as e:
self.msg_aggregator.add_warning(
f'Ignoring Liquity trove information. '
f'Failed to decode contract information. {str(e)}.', )
return data
def _encode_ens_contract(params: EnsContractParams) -> str:
contract = EthereumContract(address=params.address, abi=params.abi, deployed_block=0)
return contract.encode(method_name=params.method_name, arguments=params.arguments)
class PickleFinance(EthereumModule):
def __init__(
self,
ethereum_manager: 'EthereumManager',
database: 'DBHandler',
premium: Optional[Premium],
msg_aggregator: MessagesAggregator,
) -> None:
self.ethereum = ethereum_manager
self.database = database
self.premium = premium
self.msg_aggregator = msg_aggregator
self.rewards_contract = EthereumContract(
address=PICKLE_DILL_REWARDS.address,
abi=PICKLE_DILL_REWARDS.abi,
deployed_block=PICKLE_DILL_REWARDS.deployed_block,
)
self.dill_contract = EthereumContract(
address=PICKLE_DILL.address,
abi=PICKLE_DILL.abi,
deployed_block=PICKLE_DILL.deployed_block,
)
def get_dill_balances(
self,
addresses: List[ChecksumEthAddress],
) -> Dict[ChecksumEthAddress, DillBalance]:
"""
Query information for amount locked, pending rewards and time until unlock
for Pickle's dill.
"""
api_output = {}
rewards_calls = [(
PICKLE_DILL_REWARDS.address,
self.rewards_contract.encode(method_name='claim', arguments=[x]),
) for x in addresses]
balance_calls = [(PICKLE_DILL.address,
self.dill_contract.encode(method_name='locked',
arguments=[x]))
for x in addresses]
outputs = multicall_2(
ethereum=self.ethereum,
require_success=False,
calls=rewards_calls + balance_calls,
)
reward_outputs, dill_outputs = outputs[:len(addresses)], outputs[
len(addresses):]
pickle_price = Inquirer().find_usd_price(A_PICKLE)
for idx, output in enumerate(reward_outputs):
status_rewards, result = output
status_dill, result_dill = dill_outputs[idx]
address = addresses[idx]
if all((status_rewards, status_dill)):
try:
rewards = self.rewards_contract.decode(result,
'claim',
arguments=[address])
dill_amounts = self.dill_contract.decode(
result_dill,
'locked',
arguments=[address],
)
dill_rewards = token_normalized_value_decimals(
token_amount=rewards[0], # pylint: disable=unsubscriptable-object
token_decimals=A_PICKLE.decimals,
)
dill_locked = token_normalized_value_decimals(
token_amount=dill_amounts[0], # pylint: disable=unsubscriptable-object
token_decimals=A_PICKLE.decimals,
)
balance = DillBalance(
dill_amount=AssetBalance(
asset=A_PICKLE,
balance=Balance(
amount=dill_locked,
usd_value=pickle_price * dill_locked,
),
),
pending_rewards=AssetBalance(
asset=A_PICKLE,
balance=Balance(
amount=dill_rewards,
usd_value=pickle_price * dill_rewards,
),
),
lock_time=deserialize_timestamp(dill_amounts[1]), # noqa: E501 pylint: disable=unsubscriptable-object
)
api_output[address] = balance
except (DeserializationError, IndexError) as e:
self.msg_aggregator.add_error(
f'Failed to query dill information for address {address}. {str(e)}',
)
return api_output
def balances_in_protocol(
self,
addresses: List[ChecksumEthAddress],
) -> Dict[ChecksumEthAddress, List['AssetBalance']]:
"""Queries all the pickles deposited and available to claim in the protocol"""
dill_balances = self.get_dill_balances(addresses)
balances_per_address: Dict[ChecksumEthAddress,
List['AssetBalance']] = defaultdict(list)
for address, dill_balance in dill_balances.items():
pickles = dill_balance.dill_amount + dill_balance.pending_rewards
if pickles.balance.amount != 0:
balances_per_address[address] += [pickles]
return balances_per_address
# -- Methods following the EthereumModule interface -- #
def on_startup(self) -> None:
pass
def on_account_addition(
self,
address: ChecksumEthAddress) -> Optional[List['AssetBalance']]:
return self.balances_in_protocol([address]).get(address, None)
def on_account_removal(self, address: ChecksumEthAddress) -> None:
pass
def deactivate(self) -> None:
pass
def find_uniswap_v2_lp_price(
ethereum: 'EthereumManager',
token: EthereumToken,
token_price_func: Callable,
token_price_func_args: List[Any],
block_identifier: BlockIdentifier,
) -> Optional[Price]:
"""
Calculate the price for a uniswap v2 LP token. That is
value = (Total value of liquidity pool) / (Current suply of LP tokens)
We need:
- Price of token 0
- Price of token 1
- Pooled amount of token 0
- Pooled amount of token 1
- Total supply of of pool token
"""
address = token.ethereum_address
contract = EthereumContract(address=address,
abi=UNISWAP_V2_LP_ABI,
deployed_block=0)
methods = ['token0', 'token1', 'totalSupply', 'getReserves', 'decimals']
multicall_method = multicall_2 # choose which multicall to use
if isinstance(block_identifier, int):
if block_identifier <= 7929876:
log.error(
f'No multicall contract at the block {block_identifier}. Uniswap v2 LP '
f'query failed. Should implement direct queries', )
return None
if block_identifier <= 12336033:
multicall_method = multicall
try:
output = multicall_method(
ethereum=ethereum,
require_success=True,
calls=[(address, contract.encode(method_name=method))
for method in methods],
block_identifier=block_identifier,
)
except RemoteError as e:
log.error(
f'Remote error calling multicall contract for uniswap v2 lp '
f'token {token.ethereum_address} properties: {str(e)}', )
return None
# decode output
decoded = []
for (method_output, method_name) in zip(output, methods):
call_success = True
if multicall_method == multicall_2:
call_success = method_output[0]
call_result = method_output[1]
else:
call_result = method_output # type: ignore
if call_success and len(call_result) != 0:
decoded_method = contract.decode(call_result, method_name)
if len(decoded_method) == 1:
# https://github.com/PyCQA/pylint/issues/4739
decoded.append(decoded_method[0]) # pylint: disable=unsubscriptable-object
else:
decoded.append(decoded_method)
else:
log.debug(
f'Multicall to Uniswap V2 LP failed to fetch field {method_name} '
f'for token {token.ethereum_address}', )
return None
try:
token0 = EthereumToken(decoded[0])
token1 = EthereumToken(decoded[1])
except UnknownAsset:
return None
try:
token0_supply = FVal(decoded[3][0] * 10**-token0.decimals)
token1_supply = FVal(decoded[3][1] * 10**-token1.decimals)
total_supply = FVal(decoded[2] * 10**-decoded[4])
except ValueError as e:
log.debug(
f'Failed to deserialize token amounts for token {address} '
f'with values {str(decoded)}. f{str(e)}', )
return None
token0_price = token_price_func(token0, *token_price_func_args)
token1_price = token_price_func(token1, *token_price_func_args)
if ZERO in (token0_price, token1_price):
log.debug(
f'Couldnt retrieve non zero price information for tokens {token0}, {token1} '
f'with result {token0_price}, {token1_price}', )
numerator = (token0_supply * token0_price + token1_supply * token1_price)
share_value = numerator / total_supply
return Price(share_value)
