def get_samples() -> ApySamples:
today = datetime.today()
now = web3.eth.block_number
week_ago = closest_block_after_timestamp(
(today - timedelta(days=7)).timestamp())
month_ago = closest_block_after_timestamp(
(today - timedelta(days=31)).timestamp())
return ApySamples(now, week_ago, month_ago)
def get_samples(now_time: Optional[datetime] = None) -> ApySamples:
if now_time is None:
now_time = datetime.today()
now = web3.eth.block_number
else:
now = closest_block_after_timestamp(now_time.timestamp())
week_ago = closest_block_after_timestamp((now_time - timedelta(days=7)).timestamp())
month_ago = closest_block_after_timestamp((now_time - timedelta(days=31)).timestamp())
return ApySamples(now, week_ago, month_ago)
def calculate_roi(after: SharePricePoint, before: SharePricePoint) -> float:
# calculate our average blocks per day in the past week
now = web3.eth.block_number
now_time = datetime.today()
blocks_per_day = int((now - closest_block_after_timestamp((now_time - timedelta(days=7)).timestamp())) / 7)
# calculate our annualized return for a vault
pps_delta = (after.price - before.price) / (before.price or 1)
block_delta = after.block - before.block
days = block_delta / blocks_per_day
annualized_roi = (1 + pps_delta) ** (365.2425 / days) - 1
return annualized_roi
def main():
yearn = Yearn(load_strategies=False)
start = START_DATE[chain.id]
interval = timedelta(hours=24)
for snapshot in generate_snapshot_range(start, interval):
while chain[-1].timestamp < snapshot.timestamp():
time.sleep(60)
with Session(engine) as session:
insert_start = time.perf_counter()
if session.exec(
select(Block).where(Block.snapshot == snapshot,
Block.chain_id == chain.id)).first():
logger.debug("block exists for snapshot=%s", snapshot)
continue
logger.debug("inserting snapshot=%s", snapshot)
block = closest_block_after_timestamp(snapshot.timestamp())
assert block is not None, "no block after timestamp found"
assets = yearn.total_value_at(block)
new_block = Block(
chain_id=chain.id,
height=block,
timestamp=chain[block].timestamp,
snapshot=snapshot,
)
session.add(new_block)
for product in assets:
for name in assets[product]:
snap = Snapshot(
block=new_block,
product=product,
name=name,
assets=assets[product][name],
)
session.add(snap)
session.commit()
total = sum(sum(x.values()) for x in assets.values())
elapsed = time.perf_counter() - insert_start
logger.info(
f"inserted snapshot={snapshot} block={block:,d} tvl={total:,.0f} in {elapsed:.2f}s"
)
def main():
yearn = Yearn(load_strategies=False)
start = datetime(2020, 2, 12,
tzinfo=timezone.utc) # first iearn deployment
interval = timedelta(hours=1)
buffer = timedelta(minutes=5)
synced = False
for snapshot in generate_snapshot_range(start, interval):
while snapshot + buffer > datetime.now().astimezone(timezone.utc):
if not synced:
synced = True
logger.info("synced")
time.sleep(60)
with db_session:
if Block.get(snapshot=snapshot):
logger.debug("block exists for snapshot=%s", snapshot)
continue
logger.debug("inserting snapshot=%s", snapshot)
block = closest_block_after_timestamp(snapshot.timestamp())
assert block is not None, "no block after timestamp found"
assets = yearn.total_value_at(block)
block_ts = datetime.fromtimestamp(
get_block_timestamp(block)).astimezone(timezone.utc)
new_block = Block(block=block,
timestamp=block_ts,
snapshot=snapshot)
for product in assets:
for name in assets[product]:
Snapshot(block=new_block,
product=product,
name=name,
assets=assets[product][name])
total = sum(sum(x.values()) for x in assets.values())
logger.info(f"inserted snapshot=%s block=%d tvl=%.0f", snapshot,
block, total)
def export_snapshot(treasury, snapshot, ts, exporter_name):
block = closest_block_after_timestamp(ts)
assert block is not None, "no block after timestamp found"
treasury.export(block, ts)
logger.info("exported treasury snapshot %s", snapshot)
def export_snapshot(yearn, snapshot, ts, exporter_name):
block = closest_block_after_timestamp(ts)
assert block is not None, "no block after timestamp found"
yearn.export(block, ts)
logger.info("exported historical snapshot %s", snapshot)