Merge pull request #80 from Gearbox-protocol/ReserveOracles

Reserve oracles
Gearbox-protocol · Feb 17, 2024 · 1e7b0bf · 1e7b0bf
2 parents 76b92df + 2edccb3
commit 1e7b0bf
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diff --git a/README.md b/README.md
@@ -52,3 +52,8 @@ modifying, or distributing this software product.
 
 ### Important information for contributors
 As a contributor to the Gearbox Protocol GitHub repository, your pull requests indicate acceptance of our Gearbox Contribution Agreement. This agreement outlines that you assign the Intellectual Property Rights of your contributions to the Gearbox Foundation. This helps safeguard the Gearbox protocol and ensure the accumulation of its intellectual property. Contributions become part of the repository and may be used for various purposes, including commercial. As recognition for your expertise and work, you receive the opportunity to participate in the protocol's development and the potential to see your work integrated within it. The full Gearbox Contribution Agreement is accessible within the [repository](/ContributionAgreement) for comprehensive understanding. [Let's innovate together!]
+
+
+# TODO
+#  (p *PriceFeed) Clone() *PriceFeed {
+# PFVersion:   p.PFVersion,
diff --git a/db_scripts/local_testing/anvil_test.sh b/db_scripts/local_testing/anvil_test.sh
@@ -0,0 +1,54 @@
+set -e 
+
+PARENT_DIR=$(dirname $0)
+REMOTE_DB=$1
+SUPERUSER=$2
+
+FORK_BLOCK=`jq .forkBlock.number < <(curl https://anvil.gearbox.foundation/api/forks/432945bc-3620-11ee-be56-0242ac120002  )`
+
+# if [ "$PROXY_IP" = '' ]; then 
+#     ssh -t debian@$MAINNET_IP "bash /home/debian/db_copy.sh"
+#     scp debian@$MAINNET_IP:/tmp/db.sql /tmp/db.sql
+# else 
+#     ssh -t root@$PROXY_IP 'ssh -t debian@'$MAINNET_IP' "bash /home/debian/db_copy.sh"'
+#     ssh -t root@$PROXY_IP 'scp debian@'$MAINNET_IP':/tmp/db.sql /tmp/db.sql'
+#     scp root@$PROXY_IP:/tmp/db.sql /tmp/db.sql
+# fi
+
+# if [ "$SUPERUSER" = "postgres" ]; then
+#     sudo su postgres
+# fi
+
+
+export SAMPLE_DB="postgres://$SUPERUSER@localhost:5432/sample?sslmode=disable"
+
+set +e
+psql -U $SUPERUSER -d postgres -c 'drop database sample'
+psql -U $SUPERUSER -d postgres -c 'create database sample'
+pg_dump "$REMOTE_DB" | psql  -U $SUPERUSER -d sample
+set -e 
+
+# psql -U $SUPERUSER -d sample < db_scripts/local_testing/missing_table_from_download_db.sql
+psql -U $SUPERUSER -d sample < $PARENT_DIR/../../migrations/000016_rankings.up.sql
+migrate -path $PARENT_DIR/../../migrations/ -database "$SAMPLE_DB" up
+
+
+psql -U $SUPERUSER -d sample < <(cat $PARENT_DIR/reset_to_blocknum.sql | sed "s/18246321/$FORK_BLOCK/" )
+set +e
+psql -U $SUPERUSER -d postgres -c 'drop database tmp_sample'
+set -e
+createdb -O $SUPERUSER -T sample tmp_sample
+
+# create user sample with encrypted password '123Sample';
+# GRANT ALL PRIVILEGES ON ALL TABLES IN SCHEMA public TO sample;
+# ALTER DATABASE sample OWNER TO sample;
+# update schema_migrations set version=27, dirty='f';
+#
+# SELECT format(
+#           'ALTER TABLE public.%I OWNER TO sample',
+#           table_name
+#        )
+# FROM information_schema.tables
+# WHERE table_schema = 'public';
+
+# SELECT * FROM information_schema.tables  WHERE table_schema = 'public';
diff --git a/db_scripts/local_testing/local_test.sh b/db_scripts/local_testing/local_test.sh
@@ -1,54 +1,7 @@
-set -e 
-
-PARENT_DIR=$(dirname $0)
-REMOTE_DB=$1
-SUPERUSER=$2
-
-FORK_BLOCK=`jq .forkBlock.number < <(curl https://anvil.gearbox.foundation/api/forks/432945bc-3620-11ee-be56-0242ac120002  )`
-
-# if [ "$PROXY_IP" = '' ]; then 
-#     ssh -t debian@$MAINNET_IP "bash /home/debian/db_copy.sh"
-#     scp debian@$MAINNET_IP:/tmp/db.sql /tmp/db.sql
-# else 
-#     ssh -t root@$PROXY_IP 'ssh -t debian@'$MAINNET_IP' "bash /home/debian/db_copy.sh"'
-#     ssh -t root@$PROXY_IP 'scp debian@'$MAINNET_IP':/tmp/db.sql /tmp/db.sql'
-#     scp root@$PROXY_IP:/tmp/db.sql /tmp/db.sql
-# fi
-
-# if [ "$SUPERUSER" = "postgres" ]; then
-#     sudo su postgres
-# fi
-
-
-export SAMPLE_DB="postgres://$SUPERUSER@localhost:5432/sample?sslmode=disable"
-
-set +e
+SUPERUSER="$1"
 psql -U $SUPERUSER -d postgres -c 'drop database sample'
-psql -U $SUPERUSER -d postgres -c 'create database sample'
-pg_dump "$REMOTE_DB" | psql  -U $SUPERUSER -d sample
-set -e 
-
-# psql -U $SUPERUSER -d sample < db_scripts/local_testing/missing_table_from_download_db.sql
-psql -U $SUPERUSER -d sample < $PARENT_DIR/../../migrations/000016_rankings.up.sql
-migrate -path $PARENT_DIR/../../migrations/ -database "$SAMPLE_DB" up
-
-
-psql -U $SUPERUSER -d sample < <(cat $PARENT_DIR/reset_to_blocknum.sql | sed "s/18246321/$FORK_BLOCK/" )
-set +e
-psql -U $SUPERUSER -d postgres -c 'drop database tmp_sample'
-set -e
-createdb -O $SUPERUSER -T sample tmp_sample
-
-# create user sample with encrypted password '123Sample';
-# GRANT ALL PRIVILEGES ON ALL TABLES IN SCHEMA public TO sample;
-# ALTER DATABASE sample OWNER TO sample;
-# update schema_migrations set version=27, dirty='f';
-#
-# SELECT format(
-#           'ALTER TABLE public.%I OWNER TO sample',
-#           table_name
-#        )
-# FROM information_schema.tables
-# WHERE table_schema = 'public';
-
-# SELECT * FROM information_schema.tables  WHERE table_schema = 'public';
+psql -U $SUPERUSER -d postgres -c "create database sample with owner $SUPERUSER"
+pg_dump "$DCDB" | psql  -U $SUPERUSER -d sample
+psql -U $SUPERUSER -d sample < migrations/000016_rankings.up.sql
+FORK_BLOCK=`jq .forkBlock.number < <(curl https://anvil.gearbox.foundation/api/forks/$2 )`
+psql -U $SUPERUSER -d sample < <(cat db_scripts/local_testing/reset_to_blocknum.sql | sed "s/18246321/$FORK_BLOCK/" ) 
diff --git a/debts/calc_details.go b/debts/calc_details.go
@@ -54,7 +54,7 @@ type storeForCalc struct {
 func (s storeForCalc) GetToken(token string) *schemas.Token {
 	return s.inner.repo.GetToken(token)
 }
-func (s storeForCalc) GetPrices(token string, version core.VersionType, blockNums ...int64) *big.Int {
+func (s storeForCalc) GetPrices(token string, version schemas.PFVersion, blockNums ...int64) *big.Int {
 	return s.inner.GetTokenLastPrice(token, version)
 }
 

diff --git a/debts/engine.go b/debts/engine.go
@@ -138,7 +138,7 @@ func (eng *DebtEngine) CalculateDebt() {
 			caTotalValueInUSD += utils.GetFloat64Decimal(
 				eng.GetAmountInUSD(
 					cmToPoolDetails[session.CreditManager].Token,
-					sessionSnapshot.TotalValueBI.Convert(), session.Version,
+					sessionSnapshot.TotalValueBI.Convert(), schemas.VersionToPFVersion(session.Version, false),
 				), 8)
 
 			for token, tokenBalance := range *sessionSnapshot.Balances {
@@ -192,9 +192,12 @@ func (eng *DebtEngine) createTvlSnapshots(blockNum int64, caTotalValueInUSD floa
 		//
 		underlyingToken := state.(*schemas.PoolState).UnderlyingToken
 		//
-		version := core.NewVersion(1)
-		if eng.tokenLastPriceV2[underlyingToken] != nil {
-			version = core.NewVersion(2)
+		version := schemas.V1PF
+		if eng.tokenLastPrice[schemas.V2PF] != nil {
+			version = schemas.V2PF
+		}
+		if eng.tokenLastPrice[schemas.V3PF_MAIN] != nil {
+			version = schemas.V3PF_MAIN
 		}
 		//
 		totalAvailableLiquidityInUSD += utils.GetFloat64Decimal(
@@ -281,12 +284,8 @@ func (eng *DebtEngine) GetCumulativeIndexAndDecimalForCMs(blockNum int64, ts uin
 	return cmToCumIndex
 }
 
-func (eng *DebtEngine) getTokenPriceFeed(token string, version core.VersionType) *schemas.PriceFeed {
-	if version.IsGBv1() {
-		return eng.tokenLastPrice[token]
-	} else { // v2 and above
-		return eng.tokenLastPriceV2[token]
-	}
+func (eng *DebtEngine) getTokenPriceFeed(token string, pfVersion schemas.PFVersion) *schemas.PriceFeed {
+	return eng.tokenLastPrice[pfVersion][token]
 }
 
 func (eng *DebtEngine) SessionDebtHandler(blockNum int64, session *schemas.CreditSession, cumIndexAndUToken *ds.CumIndexAndUToken) {
@@ -301,12 +300,12 @@ func (eng *DebtEngine) SessionDebtHandler(blockNum int64, session *schemas.Credi
 		yearnFeeds := eng.repo.GetYearnFeedAddrs()
 		for tokenAddr, details := range *sessionSnapshot.Balances {
 			if details.IsEnabled && details.HasBalanceMoreThanOne() {
-				lastPriceEvent := eng.getTokenPriceFeed(tokenAddr, session.Version)
+				lastPriceEvent := eng.getTokenPriceFeed(tokenAddr, schemas.VersionToPFVersion(session.Version, false)) // don't use reserve
 				//
 				if tokenAddr != eng.repo.GetWETHAddr() && lastPriceEvent.BlockNumber != blockNum {
 					feed := lastPriceEvent.Feed
 					if utils.Contains(yearnFeeds, feed) {
-						eng.requestPriceFeed(blockNum, feed, tokenAddr, lastPriceEvent.IsPriceInUSD)
+						eng.requestPriceFeed(blockNum, feed, tokenAddr, lastPriceEvent.MergedPFVersion)
 					}
 				}
 			}
@@ -380,7 +379,7 @@ func (eng *DebtEngine) CalculateSessionDebt(blockNum int64, session *schemas.Cre
 	for tokenAddr, details := range *sessionSnapshot.Balances {
 		if details.IsEnabled {
 			profile.Tokens[tokenAddr] = ds.TokenDetails{
-				Price:             eng.GetTokenLastPrice(tokenAddr, session.Version),
+				Price:             eng.GetTokenLastPrice(tokenAddr, schemas.VersionToPFVersion(session.Version, false)), // don't use reserve
 				Decimals:          eng.repo.GetToken(tokenAddr).Decimals,
 				TokenLiqThreshold: eng.allowedTokensThreshold[session.CreditManager][tokenAddr],
 			}
@@ -428,14 +427,15 @@ func (eng *DebtEngine) CalculateSessionDebt(blockNum int64, session *schemas.Cre
 }
 
 // helper methods
-func (eng *DebtEngine) GetAmountInUSD(tokenAddr string, amount *big.Int, version core.VersionType) *big.Int {
-	usdcAddr := eng.repo.GetUSDCAddr()
-	tokenPrice := eng.GetTokenLastPrice(tokenAddr, version)
+func (eng *DebtEngine) GetAmountInUSD(tokenAddr string, amount *big.Int, pfVersion schemas.PFVersion) *big.Int {
+	tokenPrice := eng.GetTokenLastPrice(tokenAddr, pfVersion)
 	tokenDecimals := eng.repo.GetToken(tokenAddr).Decimals
-	if version.Eq(2) {
+	if pfVersion.Decimals() == 8 {
 		return utils.GetInt64(new(big.Int).Mul(tokenPrice, amount), tokenDecimals)
 	}
-	usdcPrice := eng.GetTokenLastPrice(usdcAddr, version)
+	// for v1
+	usdcAddr := eng.repo.GetUSDCAddr()
+	usdcPrice := eng.GetTokenLastPrice(usdcAddr, pfVersion)
 	usdcDecimals := eng.repo.GetToken(usdcAddr).Decimals
 
 	value := new(big.Int).Mul(amount, tokenPrice)
@@ -444,22 +444,18 @@ func (eng *DebtEngine) GetAmountInUSD(tokenAddr string, amount *big.Int, version
 	return new(big.Int).Mul(value, big.NewInt(100))
 }
 
-func (eng *DebtEngine) GetTokenLastPrice(addr string, version core.VersionType, dontFail ...bool) *big.Int {
-	if version.Eq(1) {
-		if eng.tokenLastPrice[addr] != nil {
-			return eng.tokenLastPrice[addr].PriceBI.Convert()
-		} else if eng.repo.GetWETHAddr() == addr {
-			return core.WETHPrice
-		}
-	} else if version.Eq(2) || version.Eq(300) {
-		if eng.tokenLastPriceV2[addr] != nil {
-			return eng.tokenLastPriceV2[addr].PriceBI.Convert()
-		}
+func (eng *DebtEngine) GetTokenLastPrice(addr string, pfVersion schemas.PFVersion, dontFail ...bool) *big.Int {
+	if pfVersion.ToVersion().Eq(1) && eng.repo.GetWETHAddr() == addr {
+		return core.WETHPrice
+	}
+	if eng.tokenLastPrice[pfVersion][addr] != nil {
+		return eng.tokenLastPrice[pfVersion][addr].PriceBI.Convert()
 	}
+	//
 	if len(dontFail) > 0 && dontFail[0] {
 		return nil
 	}
-	log.Fatal(fmt.Sprintf("Price not found for %s version: %d", addr, version))
+	log.Fatal(fmt.Sprintf("Price not found for %s pfversion: %d", addr, pfVersion))
 	return nil
 }
 
@@ -483,7 +479,7 @@ func (eng *DebtEngine) SessionDataFromDC(version core.VersionType, blockNum int6
 	return data
 }
 
-func (eng *DebtEngine) requestPriceFeed(blockNum int64, feed, token string, isPriceInUSD bool) {
+func (eng *DebtEngine) requestPriceFeed(blockNum int64, feed, token string, pfVersion schemas.MergedPFVersion) {
 	// PFFIX
 	yearnPFContract, err := yearnPriceFeed.NewYearnPriceFeed(common.HexToAddress(feed), eng.client)
 	log.CheckFatal(err)
@@ -494,17 +490,13 @@ func (eng *DebtEngine) requestPriceFeed(blockNum int64, feed, token string, isPr
 	if err != nil {
 		log.Fatal(err)
 	}
-	var decimals int8 = 18 // for eth
-	if isPriceInUSD {
-		decimals = 8 // for usd
-	}
 	eng.AddTokenLastPrice(&schemas.PriceFeed{
-		BlockNumber:  blockNum,
-		Token:        token,
-		Feed:         feed,
-		RoundId:      roundData.RoundId.Int64(),
-		PriceBI:      (*core.BigInt)(roundData.Answer),
-		Price:        utils.GetFloat64Decimal(roundData.Answer, decimals),
-		IsPriceInUSD: isPriceInUSD,
+		BlockNumber:     blockNum,
+		Token:           token,
+		Feed:            feed,
+		RoundId:         roundData.RoundId.Int64(),
+		PriceBI:         (*core.BigInt)(roundData.Answer),
+		Price:           utils.GetFloat64Decimal(roundData.Answer, pfVersion.Decimals()),
+		MergedPFVersion: pfVersion,
 	})
 }
diff --git a/debts/index.go b/debts/index.go
@@ -14,13 +14,12 @@ import (
 )
 
 type DebtEngine struct {
-	repo             ds.RepositoryI
-	db               *gorm.DB
-	client           core.ClientI
-	config           *config.Config
-	lastCSS          map[string]*schemas.CreditSessionSnapshot
-	tokenLastPrice   map[string]*schemas.PriceFeed
-	tokenLastPriceV2 map[string]*schemas.PriceFeed
+	repo           ds.RepositoryI
+	db             *gorm.DB
+	client         core.ClientI
+	config         *config.Config
+	lastCSS        map[string]*schemas.CreditSessionSnapshot
+	tokenLastPrice map[schemas.PFVersion]map[string]*schemas.PriceFeed
 	//// credit_manager -> token -> liquidity threshold
 	allowedTokensThreshold map[string]map[string]*core.BigInt
 	poolLastInterestData   map[string]*schemas.PoolInterestData
@@ -48,8 +47,7 @@ func GetDebtEngine(db *gorm.DB, client core.ClientI, config *config.Config, repo
 		client:                 client,
 		config:                 config,
 		lastCSS:                make(map[string]*schemas.CreditSessionSnapshot),
-		tokenLastPrice:         make(map[string]*schemas.PriceFeed),
-		tokenLastPriceV2:       make(map[string]*schemas.PriceFeed),
+		tokenLastPrice:         make(map[schemas.PFVersion]map[string]*schemas.PriceFeed),
 		allowedTokensThreshold: make(map[string]map[string]*core.BigInt),
 		poolLastInterestData:   make(map[string]*schemas.PoolInterestData),
 		lastDebts:              make(map[string]*schemas.Debt),

diff --git a/debts/pnl.go b/debts/pnl.go
@@ -65,14 +65,14 @@ func (eng *DebtEngine) calAmountToPoolAndProfit(debt *schemas.Debt, session *sch
 		debt.RepayAmountBI = (*core.BigInt)(repayAmount)
 	}
 
-	remainingFundsInUSD := eng.GetAmountInUSD(cumIndexAndUToken.Token, remainingFunds, session.Version)
+	remainingFundsInUSD := eng.GetAmountInUSD(cumIndexAndUToken.Token, remainingFunds, schemas.VersionToPFVersion(session.Version, false))
 	debt.ProfitInUnderlying = utils.GetFloat64Decimal(remainingFunds, cumIndexAndUToken.Decimals) - debt.CollateralInUnderlying
 	// debt.CollateralInUnderlying = sessionSnapshot.CollateralInUnderlying
 	// fields in USD
 	debt.CollateralInUSD = sessionSnapshot.CollateralInUSD
 	debt.ProfitInUSD = utils.GetFloat64Decimal(remainingFundsInUSD, 8) - sessionSnapshot.CollateralInUSD
 	debt.TotalValueInUSD = utils.GetFloat64Decimal(
-		eng.GetAmountInUSD(cumIndexAndUToken.Token, debt.CalTotalValueBI.Convert(), session.Version), 8)
+		eng.GetAmountInUSD(cumIndexAndUToken.Token, debt.CalTotalValueBI.Convert(), schemas.VersionToPFVersion(session.Version, false)), 8)
 }
 
 func (eng *DebtEngine) remainingFundsv3(session *schemas.CreditSession, debt *schemas.Debt, cumIndexAndUToken *ds.CumIndexAndUToken,
@@ -81,7 +81,7 @@ func (eng *DebtEngine) remainingFundsv3(session *schemas.CreditSession, debt *sc
 	if session.Status == schemas.Closed && session.ClosedAt == debt.BlockNumber+1 {
 		prices := core.JsonFloatMap{}
 		for token, transferAmt := range *session.CloseTransfers {
-			tokenPrice := eng.GetTokenLastPrice(token, session.Version)
+			tokenPrice := eng.GetTokenLastPrice(token, schemas.VersionToPFVersion(session.Version, false))
 			price := utils.GetFloat64Decimal(tokenPrice, 8)
 			prices[token] = price
 			if transferAmt < 0 {
@@ -95,7 +95,7 @@ func (eng *DebtEngine) remainingFundsv3(session *schemas.CreditSession, debt *sc
 		// remainingFunds calculation
 		// set price for underlying token
 		prices[cumIndexAndUToken.Token] = utils.GetFloat64Decimal(
-			eng.GetTokenLastPrice(cumIndexAndUToken.Token, session.Version), 8)
+			eng.GetTokenLastPrice(cumIndexAndUToken.Token, schemas.VersionToPFVersion(session.Version, false)), 8)
 		remainingFunds = session.CloseTransfers.ValueInUnderlying(cumIndexAndUToken.Token, cumIndexAndUToken.Decimals, prices)
 	} else if secStatus := session.StatusAt(debt.BlockNumber + 1); schemas.IsStatusLiquidated(secStatus) {
 		//
@@ -129,7 +129,7 @@ func (eng *DebtEngine) remainingFundsv2(session *schemas.CreditSession, debt *sc
 	if session.Status == schemas.Closed && session.ClosedAt == debt.BlockNumber+1 {
 		prices := core.JsonFloatMap{}
 		for token, transferAmt := range *session.CloseTransfers {
-			tokenPrice := eng.GetTokenLastPrice(token, session.Version)
+			tokenPrice := eng.GetTokenLastPrice(token, schemas.VersionToPFVersion(session.Version, false))
 			price := utils.GetFloat64Decimal(tokenPrice, 8)
 			prices[token] = price
 			if transferAmt < 0 {
@@ -143,7 +143,7 @@ func (eng *DebtEngine) remainingFundsv2(session *schemas.CreditSession, debt *sc
 		// remainingFunds calculation
 		// set price for underlying token
 		prices[cumIndexAndUToken.Token] = utils.GetFloat64Decimal(
-			eng.GetTokenLastPrice(cumIndexAndUToken.Token, session.Version), 8)
+			eng.GetTokenLastPrice(cumIndexAndUToken.Token, schemas.VersionToPFVersion(session.Version, false)), 8)
 		remainingFunds = session.CloseTransfers.ValueInUnderlying(cumIndexAndUToken.Token, cumIndexAndUToken.Decimals, prices)
 	} else if session.ClosedAt == debt.BlockNumber+1 && schemas.IsStatusLiquidated(session.Status) {
 		remainingFunds = session.RemainingFunds.Convert()

diff --git a/debts/tf_index.go b/debts/tf_index.go
@@ -36,18 +36,19 @@ func (calc FarmingCalculator) addFarmingVal(debt *schemas.Debt, session *schemas
 	if calc.testing || session.Status != schemas.Active {
 		return
 	}
+	pfVersion := schemas.VersionToPFVersion(session.Version, false)
 	var farmingVal float64 = 0
 	for token, balance := range *css.Balances {
 		if balance.IsEnabled && balance.HasBalanceMoreThanOne() && !calc.tradingTokensMap[token] {
 			var priceDecimals int8 = 8
 			if session.Version.Eq(1) {
 				priceDecimals = 18
 			}
-			farmingVal += balance.F * utils.GetFloat64Decimal(priceStore.GetPrices(token, session.Version), priceDecimals)
+			farmingVal += balance.F * utils.GetFloat64Decimal(priceStore.GetPrices(token, pfVersion), priceDecimals)
 		}
 	}
 	if session.Version.Eq(1) {
-		farmingVal = farmingVal / utils.GetFloat64Decimal(priceStore.GetPrices(calc.usdc, session.Version), 18) // convert to usd
+		farmingVal = farmingVal / utils.GetFloat64Decimal(priceStore.GetPrices(calc.usdc, pfVersion), 18) // convert to usd
 		// by dividing by usdc price in eth
 	}
 	// farming val is zero for closed accounts