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https://github.com/cerc-io/watcher-ts
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d5608f637a
* Analyse entity aggregations in uniswap subgraph. * Analyse entity aggregation for Day data and Hour data entities. * Design notes. * Reorg, split analysis files. Co-authored-by: nikugogoi <95nikass@gmail.com>
966 lines
32 KiB
Markdown
966 lines
32 KiB
Markdown
# Aggregation in Entities
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- Pool
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* id (pool address)
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- Factory PoolCreated event
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```ts
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let pool = new Pool(event.params.pool.toHexString()) as Pool
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```
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* feeTier (fee amount)
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- Factory PoolCreated event
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```ts
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pool.feeTier = BigInt(event.params.fee)
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```
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* sqrtPrice (current price tracker)
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- Pool Initialize event, Swap event
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```ts
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pool.sqrtPrice = event.params.sqrtPriceX96
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```
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* tick (current tick)
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- Pool Initialize event, Swap event
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```ts
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pool.tick = BigInt(event.params.tick)
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```
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* token0Price (token0 per token1), token1Price(token1 per token0)
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- Pool Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let prices = sqrtPriceX96ToTokenPrices(pool.sqrtPrice, token0 as Token, token1 as Token)
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pool.token0Price = prices[0]
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pool.token1Price = prices[1]
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```
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* sqrtPriceX96ToTokenPrices (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/pricing.ts#L39)
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- Uses Token entity `decimals` field
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* totalValueLockedToken0 (total token 0 across all ticks), totalValueLockedToken1 (total token 1 across all ticks)
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- Pool Mint event, Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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pool.totalValueLockedToken0 = pool.totalValueLockedToken0.plus(amount0)
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pool.totalValueLockedToken1 = pool.totalValueLockedToken1.plus(amount1)
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```
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* convertTokenToDecimal (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/index.ts#L72)
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- Pool Burn event
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```ts
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pool.totalValueLockedToken0 = pool.totalValueLockedToken0.minus(amount0)
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pool.totalValueLockedToken1 = pool.totalValueLockedToken1.minus(amount1)
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```
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* totalValueLockedUSD (tvl USD)
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- Pool Initialize event, Burn event, Swap event
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```ts
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let bundle = Bundle.load('1')
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let pool = Pool.load(event.address.toHexString())
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pool.totalValueLockedUSD = pool.totalValueLockedETH.times(bundle.ethPriceUSD)
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```
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* totalValueLockedETH (tvl derived ETH)
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- Pool Mint event, Burn event, Swap event
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```ts
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let pool = Pool.load(poolAddress)
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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pool.totalValueLockedETH = pool.totalValueLockedToken0
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.times(token0.derivedETH)
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.plus(pool.totalValueLockedToken1.times(token1.derivedETH))
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```
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* txCount (all time number of transactions)
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- Pool Mint event, Burn event, Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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// Constant ONE_BI is BigInt.fromI32(1)
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pool.txCount = pool.txCount.plus(ONE_BI)
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```
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* volumeUSD (all time USD swapped)
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- Pool Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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let amount0Abs = amount0
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// Constant ZERO_BD is BigDecimal.fromString('0')
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if (amount0.lt(ZERO_BD)) {
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amount0Abs = amount0.times(BigDecimal.fromString('-1'))
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}
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let amount1Abs = amount1
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if (amount1.lt(ZERO_BD)) {
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amount1Abs = amount1.times(BigDecimal.fromString('-1'))
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}
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let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
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BigDecimal.fromString('2')
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)
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pool.volumeUSD = pool.volumeUSD.plus(amountTotalUSDTracked)
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```
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* getTrackedAmountUSD (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/pricing.ts#L110)
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- Uses Bundle entity `ethPriceUSD` field
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- Uses Token entity `derivedEth` field
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* convertTokenToDecimal (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/index.ts#L72)
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* liquidity (in range liquidity)
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- Pool Mint event
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```ts
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let pool = Pool.load(event.address.toHexString())
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if (
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pool.tick !== null &&
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BigInt.fromI32(event.params.tickLower).le(pool.tick as BigInt) &&
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BigInt.fromI32(event.params.tickUpper).gt(pool.tick as BigInt)
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) {
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pool.liquidity = pool.liquidity.plus(event.params.amount)
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}
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```
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- Token
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* id (pool address)
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- Factory PoolCreated event
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```ts
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let token0 = Token.load(event.params.token0.toHexString())
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```
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* decimals (token decimals)
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- Factory PoolCreated event
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```ts
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let token0 = Token.load(event.params.token0.toHexString())
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let decimals = fetchTokenDecimals(event.params.token0)
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token0.decimals = decimals
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```
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* fetchTokenDecimals(https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/token.ts#L75)
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- Uses ERC20 contract view method call `decimals`
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* derivedETH (derived price in ETH)
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- Pool Initialize event, Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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token0.derivedETH = findEthPerToken(token0 as Token)
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```
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* findEthPerToken (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/pricing.ts#L65)
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- Uses Token entity `whitelistPools` field
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- Uses Pool entity `liquidity`, `totalValueLockedToken1`, `token0Price` fields
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* whitelistPools (pools token is in that are white listed for USD pricing)
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- Factory PoolCreated event
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```ts
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let pool = new Pool(event.params.pool.toHexString()) as Pool
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let token1 = Token.load(event.params.token1.toHexString())
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if (WHITELIST_TOKENS.includes(token0.id)) {
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let newPools = token1.whitelistPools
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newPools.push(pool.id)
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token1.whitelistPools = newPools
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}
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```
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* Constant WHITELIST_TOKENS (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/pricing.ts#L12)
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* feesUSD (fees in USD)
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- Pool Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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let amount0Abs = amount0
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if (amount0.lt(ZERO_BD)) {
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amount0Abs = amount0.times(BigDecimal.fromString('-1'))
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}
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let amount1Abs = amount1
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if (amount1.lt(ZERO_BD)) {
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amount1Abs = amount1.times(BigDecimal.fromString('-1'))
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}
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let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
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BigDecimal.fromString('2')
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)
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let feesUSD = amountTotalUSDTracked.times(pool.feeTier.toBigDecimal()).div(BigDecimal.fromString('1000000'))
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token0.feesUSD = token0.feesUSD.plus(feesUSD)
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```
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* totalValueLocked (liquidity across all pools in token units)
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- Pool Mint event, Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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token0.totalValueLocked = token0.totalValueLocked.plus(amount0)
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```
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- Pool Burn event
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```ts
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token0.totalValueLocked = token0.totalValueLocked.minus(amount0)
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```
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* totalValueLockedUSD (liquidity across all pools in derived USD)
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- Pool Mint event, Burn event, Swap event
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```ts
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let bundle = Bundle.load('1')
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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token0.totalValueLockedUSD = token0.totalValueLocked.times(token0.derivedETH.times(bundle.ethPriceUSD))
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```
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* txCount (transactions across all pools that include this token)
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- Pool Mint event, Burn event, Swap event
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```ts
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token0.txCount = token0.txCount.plus(ONE_BI)
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```
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* volume (volume in token units)
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- Pool Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount0Abs = amount0
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if (amount0.lt(ZERO_BD)) {
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amount0Abs = amount0.times(BigDecimal.fromString('-1'))
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}
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token0.volume = token0.volume.plus(amount0Abs)
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```
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* volumeUSD (volume in derived USD)
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- Pool Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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let amount0Abs = amount0
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if (amount0.lt(ZERO_BD)) {
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amount0Abs = amount0.times(BigDecimal.fromString('-1'))
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}
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let amount1Abs = amount1
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if (amount1.lt(ZERO_BD)) {
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amount1Abs = amount1.times(BigDecimal.fromString('-1'))
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}
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let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
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BigDecimal.fromString('2')
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)
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token0.volumeUSD = token0.volumeUSD.plus(amountTotalUSDTracked)
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```
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- Factory
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* id (factory address)
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- Factory PoolCreated event
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```ts
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let factory = Factory.load(FACTORY_ADDRESS)
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```
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* Constant FACTORY_ADDRESS is in https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/constants.ts#L6
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* totalFeesUSD (total swap fees all time in USD)
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- Pool Swap event
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```ts
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let factory = Factory.load(FACTORY_ADDRESS)
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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let amount0Abs = amount0
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if (amount0.lt(ZERO_BD)) {
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amount0Abs = amount0.times(BigDecimal.fromString('-1'))
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}
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let amount1Abs = amount1
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if (amount1.lt(ZERO_BD)) {
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amount1Abs = amount1.times(BigDecimal.fromString('-1'))
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}
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let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
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BigDecimal.fromString('2')
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)
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let feesUSD = amountTotalUSDTracked.times(pool.feeTier.toBigDecimal()).div(BigDecimal.fromString('1000000'))
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factory.totalFeesUSD = factory.totalFeesUSD.plus(feesUSD)
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```
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* totalValueLockedUSD (TVL derived in USD)
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- Pool Mint event, Burn event, Swap event
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```ts
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let bundle = Bundle.load('1')
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let factory = Factory.load(FACTORY_ADDRESS)
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factory.totalValueLockedUSD = factory.totalValueLockedETH.times(bundle.ethPriceUSD)
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```
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* totalValueLockedETH (TVL derived in ETH)
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- Pool Mint event, Burn event, Swap event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let factory = Factory.load(FACTORY_ADDRESS)
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factory.totalValueLockedETH = factory.totalValueLockedETH.minus(pool.totalValueLockedETH)
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// After change in pool.totalValueLockedETH
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factory.totalValueLockedETH = factory.totalValueLockedETH.plus(pool.totalValueLockedETH)
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```
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* totalVolumeUSD (total volume all time in derived USD)
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- Pool Swap event
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```ts
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let factory = Factory.load(FACTORY_ADDRESS)
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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let amount0Abs = amount0
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if (amount0.lt(ZERO_BD)) {
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amount0Abs = amount0.times(BigDecimal.fromString('-1'))
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}
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let amount1Abs = amount1
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if (amount1.lt(ZERO_BD)) {
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amount1Abs = amount1.times(BigDecimal.fromString('-1'))
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}
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let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
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BigDecimal.fromString('2')
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)
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factory.totalVolumeUSD = factory.totalVolumeUSD.plus(amountTotalUSDTracked)
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```
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* txCount (amount of transactions all time)
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- Pool Mint event, Burn event, Swap event
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```ts
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let factory = Factory.load(FACTORY_ADDRESS)
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factory.txCount = factory.txCount.plus(ONE_BI)
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```
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- Bundle
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Stores for USD calculations.
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* id - Stores only one instance.
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```ts
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let bundle = Bundle.load('1')
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```
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* ethPriceUSD (price of ETH in usd)
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- Pool Initialize event, Swap event
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```ts
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bundle.ethPriceUSD = getEthPriceInUSD()
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```
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* getEthPriceInUSD (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/pricing.ts#L51)
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- Uses Pool entity `token0Price` field
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- Tick
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* id (format: `<pool address>#<tick index>`)
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- Pool Mint event
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```ts
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let poolAddress = event.address.toHexString()
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let pool = Pool.load(poolAddress)
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let lowerTickIdx = event.params.tickLower
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let lowerTickId = poolAddress + '#' + BigInt.fromI32(event.params.tickLower).toString()
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let lowerTick = Tick.load(lowerTickId)
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if (lowerTick === null) {
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lowerTick = createTick(lowerTickId, lowerTickIdx, pool.id, event)
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}
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```
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* createTick (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/tick.ts#L8)
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* liquidityGross (total liquidity pool has as tick lower or upper)
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- Pool Mint event
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```ts
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lowerTick.liquidityGross = lowerTick.liquidityGross.plus(event.params.amount)
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```
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- Pool Burn event
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```ts
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lowerTick.liquidityGross = lowerTick.liquidityGross.minus(event.params.amount)
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```
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* liquidityNet (how much liquidity changes when tick crossed)
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- Pool Mint event
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```ts
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lowerTick.liquidityNet = lowerTick.liquidityNet.plus(event.params.amount)
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```
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- Pool Burn event
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```ts
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lowerTick.liquidityNet = lowerTick.liquidityNet.minus(event.params.amount)
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```
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* price0 (calculated price of token0 of tick within this pool - constant)
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- Pool Mint event
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```ts
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lowerTick = createTick(lowerTickId, lowerTickIdx, pool.id, event)
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// Inside createTick
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// tickIdx = lowerTickIdx
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tick.price0 = bigDecimalExponated(BigDecimal.fromString('1.0001'), BigInt.fromI32(tickIdx))
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```
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* price1 (calculated price of token0 of tick within this pool - constant)
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- Pool Mint event
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```ts
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lowerTick = createTick(lowerTickId, lowerTickIdx, pool.id, event)
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// Inside createTick
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// tickIdx = lowerTickIdx
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let price0 = bigDecimalExponated(BigDecimal.fromString('1.0001'), BigInt.fromI32(tickIdx))
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tick.price1 = safeDiv(ONE_BD, price0)
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```
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* tickIdx (tick index)
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- Pool Mint event
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```ts
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lowerTick = createTick(lowerTickId, lowerTickIdx, pool.id, event)
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// Inside createTick
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// tickIdx = lowerTickIdx
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tick.tickIdx = BigInt.fromI32(tickIdx)
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```
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- Mint
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* id (transaction hash + "#" + index in mints Transaction array)
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- Pool Mint event
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```ts
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let mint = new Mint(transaction.id.toString() + '#' + pool.txCount.toString())
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```
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* amount0 (amount of token 0 minted), amount1 (amount of token 1 minted)
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- Pool Mint event
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```ts
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
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mint.amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
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mint.amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
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```
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* amountUSD (derived amount based on available prices of tokens)
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- Pool Mint event
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```ts
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let bundle = Bundle.load('1')
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let pool = Pool.load(event.address.toHexString())
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let token0 = Token.load(pool.token0)
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let token1 = Token.load(pool.token1)
|
|
let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
|
|
mint.amountUSD = amount0
|
|
.times(token0.derivedETH.times(bundle.ethPriceUSD))
|
|
.plus(amount1.times(token1.derivedETH.times(bundle.ethPriceUSD)))
|
|
```
|
|
|
|
* origin (txn origin)
|
|
- Pool Mint event
|
|
```ts
|
|
mint.origin = event.transaction.from
|
|
```
|
|
|
|
* owner (owner of position where liquidity minted to)
|
|
- Pool Mint event
|
|
```ts
|
|
mint.owner = event.params.owner
|
|
```
|
|
|
|
* pool (pool position is within)
|
|
- Pool Mint event
|
|
```ts
|
|
let poolAddress = event.address.toHexString()
|
|
let pool = Pool.load(poolAddress)
|
|
mint.pool = pool.id
|
|
```
|
|
|
|
* sender (the address that minted the liquidity)
|
|
- Pool Mint event
|
|
```ts
|
|
mint.sender = event.params.sender
|
|
```
|
|
|
|
* timestamp (time of txn)
|
|
- Pool Mint event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
mint.timestamp = transaction.timestamp
|
|
```
|
|
* loadTransaction (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/index.ts#L83)
|
|
- Uses Transaction entity
|
|
|
|
* transaction (which txn the mint was included in)
|
|
- Pool Mint event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
mint.transaction = transaction.id
|
|
```
|
|
|
|
- Burn
|
|
* id (transaction hash + "#" + index in mints Transaction array)
|
|
- Pool Burn event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let transaction = loadTransaction(event)
|
|
let mint = new Burn(transaction.id + '#' + pool.txCount.toString())
|
|
```
|
|
|
|
* amount0 (amount of token 0 burned), amount1 (amount of token 1 burned)
|
|
- Pool Burn event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
burn.amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
burn.amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
```
|
|
|
|
* amountUSD (derived amount based on available prices of tokens)
|
|
- Pool Burn event
|
|
```ts
|
|
let bundle = Bundle.load('1')
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
|
|
burn.amountUSD = amount0
|
|
.times(token0.derivedETH.times(bundle.ethPriceUSD))
|
|
.plus(amount1.times(token1.derivedETH.times(bundle.ethPriceUSD)))
|
|
```
|
|
|
|
* origin (txn origin)
|
|
- Pool Burn event
|
|
```ts
|
|
burn.origin = event.transaction.from
|
|
```
|
|
|
|
* owner (owner of position where liquidity was burned)
|
|
- Pool Burn event
|
|
```ts
|
|
burn.owner = event.params.owner
|
|
```
|
|
|
|
* pool (pool position is within)
|
|
- Pool Burn event
|
|
```ts
|
|
let poolAddress = event.address.toHexString()
|
|
let pool = Pool.load(poolAddress)
|
|
burn.pool = pool.id
|
|
```
|
|
|
|
* timestamp (need this to pull recent txns for specific token or pool)
|
|
- Pool Burn event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
burn.timestamp = transaction.timestamp
|
|
```
|
|
|
|
* transaction (txn burn was included in)
|
|
- Pool Burn event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
burn.transaction = transaction.id
|
|
```
|
|
|
|
- Swap
|
|
* id (transaction hash + "#" + index in swaps Transaction array)
|
|
- Pool Swap event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let transaction = loadTransaction(event)
|
|
let swap = new Swap(transaction.id + '#' + pool.txCount.toString())
|
|
```
|
|
|
|
* amount0 (allow indexing by tokens), amount1 (allow indexing by tokens)
|
|
- Pool Swap event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
swap.amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
swap.amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
```
|
|
|
|
* amountUSD (derived info)
|
|
- Pool Swap event
|
|
```ts
|
|
let bundle = Bundle.load('1')
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
|
|
let amount0Abs = amount0
|
|
if (amount0.lt(ZERO_BD)) {
|
|
amount0Abs = amount0.times(BigDecimal.fromString('-1'))
|
|
}
|
|
let amount1Abs = amount1
|
|
if (amount1.lt(ZERO_BD)) {
|
|
amount1Abs = amount1.times(BigDecimal.fromString('-1'))
|
|
}
|
|
|
|
let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
|
|
BigDecimal.fromString('2')
|
|
)
|
|
|
|
swap.amountUSD = amountTotalUSDTracked
|
|
```
|
|
|
|
* origin (txn origin, the EOA that initiated the txn)
|
|
- Pool Swap event
|
|
```ts
|
|
swap.origin = event.transaction.from
|
|
```
|
|
|
|
* pool (pool swap occured within)
|
|
- Pool Swap event
|
|
```ts
|
|
let poolAddress = event.address.toHexString()
|
|
let pool = Pool.load(poolAddress)
|
|
swap.pool = pool.id
|
|
```
|
|
|
|
* timestamp (timestamp of transaction)
|
|
- Pool Swap event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
swap.timestamp = transaction.timestamp
|
|
```
|
|
|
|
* transaction (pointer to transaction)
|
|
- Pool Swap event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
swap.transaction = transaction.id
|
|
```
|
|
|
|
- Transaction
|
|
* id (txn hash)
|
|
- Pool Mint event, Burn event, Swap event
|
|
NonfungiblePositionManager IncreaseLiquidity event, DecreaseLiquidity event, Collect event, Transfer event
|
|
```ts
|
|
let transaction = loadTransaction(event)
|
|
|
|
// Inside loadTransaction
|
|
let transaction = Transaction.load(event.transaction.hash.toHexString())
|
|
if (transaction === null) {
|
|
transaction = new Transaction(event.transaction.hash.toHexString())
|
|
}
|
|
```
|
|
* loadTransaction (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/index.ts#L83)
|
|
|
|
* timestamp (timestamp txn was confirmed)
|
|
- Pool Mint event, Burn event, Swap event
|
|
NonfungiblePositionManager IncreaseLiquidity event, DecreaseLiquidity event, Collect event, Transfer event
|
|
```ts
|
|
// Inside loadTransaction
|
|
let transaction = Transaction.load(event.transaction.hash.toHexString())
|
|
transaction.timestamp = event.block.timestamp
|
|
```
|
|
|
|
* burns, mints, swaps (derived values)
|
|
|
|
These fields are derived from reverse lookups.
|
|
https://thegraph.com/docs/define-a-subgraph#reverse-lookups
|
|
|
|
- UniswapDayData (Data accumulated and condensed into day stats for all of Uniswap)
|
|
* id (timestamp rounded to current day by dividing by 86400)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
updateUniswapDayData(event)
|
|
|
|
// Inside updateUniswapDayData
|
|
let timestamp = event.block.timestamp.toI32()
|
|
let dayID = timestamp / 86400
|
|
let uniswapDayData = UniswapDayData.load(dayID.toString())
|
|
if (uniswapDayData === null) {
|
|
uniswapDayData = new UniswapDayData(dayID.toString())
|
|
}
|
|
```
|
|
* updateUniswapDayData (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/intervalUpdates.ts#L23)
|
|
- Uses Factory entity `totalValueLockedUSD`, `txCount` fields
|
|
|
|
* date (timestamp rounded to current day by dividing by 86400)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateUniswapDayData
|
|
let timestamp = event.block.timestamp.toI32()
|
|
let dayID = timestamp / 86400
|
|
let dayStartTimestamp = dayID * 86400
|
|
let uniswapDayData = UniswapDayData.load(dayID.toString())
|
|
|
|
if (uniswapDayData === null) {
|
|
uniswapDayData = new UniswapDayData(dayID.toString())
|
|
uniswapDayData.date = dayStartTimestamp
|
|
}
|
|
```
|
|
|
|
* tvlUSD (tvl in terms of USD)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
let uniswap = Factory.load(FACTORY_ADDRESS)
|
|
let uniswapDayData = UniswapDayData.load(dayID.toString())
|
|
uniswapDayData.tvlUSD = uniswap.totalValueLockedUSD
|
|
```
|
|
|
|
* volumeUSD (total daily volume in Uniswap derived in terms of USD)
|
|
- Pool Swap event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
|
|
let amount0Abs = amount0
|
|
if (amount0.lt(ZERO_BD)) {
|
|
amount0Abs = amount0.times(BigDecimal.fromString('-1'))
|
|
}
|
|
let amount1Abs = amount1
|
|
if (amount1.lt(ZERO_BD)) {
|
|
amount1Abs = amount1.times(BigDecimal.fromString('-1'))
|
|
}
|
|
|
|
let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
|
|
BigDecimal.fromString('2')
|
|
)
|
|
|
|
let uniswapDayData = updateUniswapDayData(event)
|
|
uniswapDayData.volumeUSD = uniswapDayData.volumeUSD.plus(amountTotalUSDTracked)
|
|
```
|
|
|
|
- PoolDayData (Data accumulated and condensed into day stats for each pool)
|
|
* id (timestamp rounded to current day by dividing by 86400)
|
|
- Pool Initialize event, Mint event, Burn event, Swap event
|
|
```ts
|
|
let poolDayData = updatePoolDayData(event)
|
|
|
|
// Inside updatePoolDayData
|
|
let timestamp = event.block.timestamp.toI32()
|
|
let dayID = timestamp / 86400
|
|
let dayPoolID = event.address
|
|
.toHexString()
|
|
.concat('-')
|
|
.concat(dayID.toString())
|
|
|
|
let poolDayData = PoolDayData.load(dayPoolID)
|
|
if (poolDayData === null) {
|
|
poolDayData = new PoolDayData(dayPoolID)
|
|
}
|
|
```
|
|
* updatePoolDayData (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/intervalUpdates.ts#L43)
|
|
- Uses Pool entity `token0Price`, `token1Price`, `liquidity`, `sqrtPrice`, `feeGrowthGlobal0X128`, `feeGrowthGlobal1X128`, `tick`, `totalValueLockedUSD` fields
|
|
|
|
* date (timestamp rounded to current day by dividing by 86400)
|
|
- Pool Initialize event, Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updatePoolDayData
|
|
let timestamp = event.block.timestamp.toI32()
|
|
let dayID = timestamp / 86400
|
|
let dayStartTimestamp = dayID * 86400
|
|
poolDayData.date = dayStartTimestamp
|
|
```
|
|
|
|
* tvlUSD (tvl derived in USD at end of period)
|
|
- Pool Initialize event, Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updatePoolDayData
|
|
let pool = Pool.load(event.address.toHexString())
|
|
poolDayData.tvlUSD = pool.totalValueLockedUSD
|
|
```
|
|
|
|
* volumeUSD (volume in USD)
|
|
- Pool Swap event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
|
|
let amount0Abs = amount0
|
|
if (amount0.lt(ZERO_BD)) {
|
|
amount0Abs = amount0.times(BigDecimal.fromString('-1'))
|
|
}
|
|
let amount1Abs = amount1
|
|
if (amount1.lt(ZERO_BD)) {
|
|
amount1Abs = amount1.times(BigDecimal.fromString('-1'))
|
|
}
|
|
|
|
let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
|
|
BigDecimal.fromString('2')
|
|
)
|
|
|
|
poolDayData.volumeUSD = poolDayData.volumeUSD.plus(amountTotalUSDTracked)
|
|
```
|
|
|
|
- TokenDayData
|
|
* id (token address concatendated with date)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token0DayData = updateTokenDayData(token0 as Token, event)
|
|
|
|
// Inside updateTokenDayData
|
|
// token = token0
|
|
let timestamp = event.block.timestamp.toI32()
|
|
let dayID = timestamp / 86400
|
|
let tokenDayID = token.id
|
|
.toString()
|
|
.concat('-')
|
|
.concat(dayID.toString())
|
|
|
|
let tokenDayData = TokenDayData.load(tokenDayID)
|
|
if (tokenDayData === null) {
|
|
tokenDayData = new TokenDayData(tokenDayID)
|
|
}
|
|
```
|
|
* updateTokenDayData (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/intervalUpdates.ts#L143)
|
|
- Uses Bundle entity `ethPriceUSD` field
|
|
|
|
* date (timestamp rounded to current day by dividing by 86400)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenDayData
|
|
let dayStartTimestamp = dayID * 86400
|
|
|
|
if (tokenDayData === null) {
|
|
tokenDayData = new TokenDayData(tokenDayID)
|
|
tokenDayData.date = dayStartTimestamp
|
|
}
|
|
```
|
|
|
|
* totalValueLockedUSD (liquidity across all pools in derived USD)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenDayData
|
|
let tokenDayData = TokenDayData.load(tokenDayID)
|
|
tokenDayData.totalValueLockedUSD = token.totalValueLockedUSD
|
|
```
|
|
|
|
* volumeUSD (volume in derived USD)
|
|
- Pool Swap event
|
|
```ts
|
|
let pool = Pool.load(event.address.toHexString())
|
|
let token0 = Token.load(pool.token0)
|
|
let token1 = Token.load(pool.token1)
|
|
let amount0 = convertTokenToDecimal(event.params.amount0, token0.decimals)
|
|
let amount1 = convertTokenToDecimal(event.params.amount1, token1.decimals)
|
|
|
|
let amount0Abs = amount0
|
|
if (amount0.lt(ZERO_BD)) {
|
|
amount0Abs = amount0.times(BigDecimal.fromString('-1'))
|
|
}
|
|
let amount1Abs = amount1
|
|
if (amount1.lt(ZERO_BD)) {
|
|
amount1Abs = amount1.times(BigDecimal.fromString('-1'))
|
|
}
|
|
|
|
let amountTotalUSDTracked = getTrackedAmountUSD(amount0Abs, token0 as Token, amount1Abs, token1 as Token).div(
|
|
BigDecimal.fromString('2')
|
|
)
|
|
|
|
token0DayData.volumeUSD = token0DayData.volumeUSD.plus(amountTotalUSDTracked)
|
|
```
|
|
|
|
- TokenHourData
|
|
* id (token address concatendated with date)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
let token0HourData = updateTokenHourData(token0 as Token, event)
|
|
|
|
// Inside updateTokenHourData
|
|
// token = token0
|
|
let tokenHourID = token.id
|
|
.toString()
|
|
.concat('-')
|
|
.concat(hourIndex.toString())
|
|
let tokenHourData = TokenHourData.load(tokenHourID)
|
|
|
|
if (tokenHourData === null) {
|
|
tokenHourData = new TokenHourData(tokenHourID)
|
|
}
|
|
```
|
|
* updateTokenDayData (https://github.com/Uniswap/uniswap-v3-subgraph/blob/main/src/utils/intervalUpdates.ts#L186)
|
|
- Uses Bundle entity `ethPriceUSD` field
|
|
|
|
* close (close price USD)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenHourData
|
|
let bundle = Bundle.load('1')
|
|
let tokenPrice = token.derivedETH.times(bundle.ethPriceUSD)
|
|
tokenHourData.close = tokenPrice
|
|
```
|
|
|
|
* high (high price USD)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenHourData
|
|
let tokenHourData = TokenHourData.load(tokenHourID)
|
|
if (tokenHourData === null) {
|
|
tokenHourData = new TokenHourData(tokenHourID)
|
|
tokenHourData.high = tokenPrice
|
|
}
|
|
|
|
if (tokenPrice.gt(tokenHourData.high)) {
|
|
tokenHourData.high = tokenPrice
|
|
}
|
|
```
|
|
|
|
* low (low price USD)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenHourData
|
|
let tokenHourData = TokenHourData.load(tokenHourID)
|
|
if (tokenHourData === null) {
|
|
tokenHourData = new TokenHourData(tokenHourID)
|
|
tokenHourData.low = tokenPrice
|
|
}
|
|
|
|
if (tokenPrice.lt(tokenHourData.low)) {
|
|
tokenHourData.low = tokenPrice
|
|
}
|
|
```
|
|
|
|
* open (opening price USD)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenHourData
|
|
if (tokenHourData === null) {
|
|
tokenHourData = new TokenHourData(tokenHourID)
|
|
tokenHourData.open = tokenPrice
|
|
}
|
|
```
|
|
|
|
* periodStartUnix (unix timestamp for start of hour)
|
|
- Pool Mint event, Burn event, Swap event
|
|
```ts
|
|
// Inside updateTokenHourData
|
|
if (tokenHourData === null) {
|
|
tokenHourData = new TokenHourData(tokenHourID)
|
|
tokenHourData.periodStartUnix = hourStartUnix
|
|
}
|
|
```
|
|
|