Merge pull request #177 from BalancerMaxis/issue/176

feat: generate core_pools.json programmatically

.github/workflows/generate_addressbooks.yaml

@@ -24,6 +24,7 @@ jobs:
           git clone https://github.com/balancer/balancer-deployments.git
           export DEPLOYMENTS_REPO_ROOT_URL=`pwd`/balancer-deployments
           pip3 install -r bal_addresses/requirements.txt
+          python3 gen_core_pools.py
           python3 gen_pools_and_gauges.py
           python3 transform-deployments.py
           python3 gen_addresses.py

.gitignore

@@ -3,3 +3,4 @@ venv/
 __pycache__/
 .env
 Pipfile*
+.pytest_cache

config/core_pools_blacklist.json

@@ -0,0 +1,10 @@
+{
+  "mainnet": { "0xxxx": "BLACKLIST-ME" },
+  "polygon": {},
+  "zkevm": {},
+  "arbitrum": {},
+  "gnosis": {},
+  "base": {},
+  "avalanche": {},
+  "optimism": {}
+}

config/core_pools_whitelist.json

@@ -0,0 +1,44 @@
+{
+  "mainnet": {
+    "0xxxx": "WHITELIST-ME",
+    "0xf16aee6a71af1a9bc8f56975a4c2705ca7a782bc0002000000000000000004bb": "20WETH-80ALCX",
+    "0x8353157092ed8be69a9df8f95af097bbf33cb2af0000000000000000000005d9": "GHO/USDT/USDC",
+    "0x5f1f4e50ba51d723f12385a8a9606afc3a0555f5000200000000000000000465": "50wstETH-50LDO",
+    "0x1ee442b5326009bb18f2f472d3e0061513d1a0ff000200000000000000000464": "50rETH-50BADGER",
+    "0x3ff3a210e57cfe679d9ad1e9ba6453a716c56a2e0002000000000000000005d5": "STG/USDC",
+    "0xf01b0684c98cd7ada480bfdf6e43876422fa1fc10002000000000000000005de": "ECLP-wstETH-wETH",
+    "0x37b18b10ce5635a84834b26095a0ae5639dcb7520000000000000000000005cb": "ETHx-WETH",
+    "0x127ecc2318d002664cc4515c9f2b22b09b6aea85000200000000000000000602": "ECLP-swETH-wstETH",
+    "0xcf7b51ce5755513d4be016b0e28d6edeffa1d52a000200000000000000000617": "80RDNT-20wETH",
+    "0xb3b675a9a3cb0df8f66caf08549371bfb76a9867000200000000000000000611": "ECLP-mevETH-wETH",
+    "0x58b645fa247b60f2cb896991fd8956146c9fcb4a00020000000000000000061d": "80mevETH-20FOLD",
+    "0x35c5c8c7b77942f9d44b535fa590d8b503b2b00c00000000000000000000060d": "sDAI-DUSD",
+    "0xb9debddf1d894c79d2b2d09f819ff9b856fca55200000000000000000000062a": "weETH-WETH"
+  },
+  "polygon": {
+    "0x89b753153678bc434c610b7e9182297cada8ff29000000000000000000000c21": "stMATIC-WMATIC",
+    "0xdc31233e09f3bf5bfe5c10da2014677c23b6894c000000000000000000000c23": "wstETH-WETH"
+  },
+  "zkevm": {
+    "0x65da876a95cd5b6a5880710628c436409b1b29fa00000000000000000000005b": "ankrETH-wstETH",
+    "0xdf725fde6e89981fb30d9bf999841ac2c160b512000000000000000000000010": "wstETH/rETH"
+  },
+  "arbitrum": {
+    "0x423a1323c871abc9d89eb06855bf5347048fc4a5000000000000000000000496": "4POOL",
+    "0x32df62dc3aed2cd6224193052ce665dc181658410002000000000000000003bd": "RDNT-WETH",
+    "0x6b9f3f6b9054a45702d3f2c6e3d32a60204934cb0000000000000000000004a7": "USDF-USDC",
+    "0x9f8ed1acfe0c863381b9081aff2144fc867aa7730002000000000000000004d4": "ANKR:ankrETH",
+    "0xa1a8bf131571a2139feb79401aa4a2e9482df6270002000000000000000004b4": "wstETH:4pool"
+  },
+  "gnosis": {},
+  "base": {
+    "0x0c659734f1eef9c63b7ebdf78a164cdd745586db000000000000000000000046": "USDC/USDbC/axlUSDC"
+  },
+  "avalanche": {
+    "0xb26f0e66317846bd5fe0cbaa1d269f0efeb05c9600000000000000000000001e": "USDC-USDT",
+    "0x55bec22f8f6c69137ceaf284d9b441db1b9bfedc000200000000000000000011": "EURe/USDC"
+  },
+  "optimism": {
+    "0xa71021492a3966eec735ed1b505afa097c7cfe6f00000000000000000000010d": "frxETH/sfrxETH"
+  }
+}

gen_core_pools.py

@@ -0,0 +1,151 @@
+import json
+
+import requests
+
+from gen_pools_and_gauges import get_subgraph_url
+
+
+def get_pools_with_rate_provider(chain: str = None):
+    """
+    for every chain, query the official balancer subgraph and retrieve pools that meets
+    all three of the following conditions:
+    - have a rate provider different from address(0)
+    - have a liquidity greater than $250k
+    - either:
+      - have a yield fee > 0
+      - be a meta stable pool with swap fee > 0
+      - be a gyro pool
+    """
+    core_pools = {}
+    if chain:
+        chains = {"CHAIN_IDS_BY_NAME": [chain]}
+    else:
+        with open("extras/chains.json", "r") as f:
+            chains = json.load(f)
+    for chain in chains["CHAIN_IDS_BY_NAME"]:
+        if chain in ["sepolia", "goerli"]:
+            continue
+        core_pools[chain] = {}
+        url = get_subgraph_url(chain)
+        query = """{
+            pools(
+                first: 1000,
+                where: {
+                    and: [
+                        {
+                            priceRateProviders_: {
+                                address_not: "0x0000000000000000000000000000000000000000"
+                            }
+                        },
+                        {
+                            totalLiquidity_gt: 250000
+                        },
+                        { or: [
+                            { protocolYieldFeeCache_gt: 0 },
+                            { and: [
+                                { swapFee_gt: 0 },
+                                { poolType_contains: "MetaStable" },
+                                { poolTypeVersion: 1 }
+                            ] },
+                            { poolType_contains_nocase: "Gyro" },
+                        ] }
+                    ]
+                }
+            ) {
+                id,
+                symbol
+            }
+        }"""
+        r = requests.post(url, json={"query": query})
+        r.raise_for_status()
+        try:
+            for pool in r.json()["data"]["pools"]:
+                core_pools[chain][pool["id"]] = pool["symbol"]
+        except KeyError:
+            # no results for this chain
+            pass
+    return core_pools
+
+
+def has_alive_preferential_gauge(chain: str, pool_id: str) -> bool:
+    """
+    return True if the pool has a preferential gauge which is not killed
+    """
+    url = get_subgraph_url(chain, "gauges")
+    query = f"""{{
+        liquidityGauges(
+            where: {{
+                poolId: "{pool_id}",
+                isKilled: false,
+                isPreferentialGauge: true
+            }}
+        ) {{
+            id
+        }}
+    }}"""
+    r = requests.post(url, json={"query": query})
+    r.raise_for_status()
+    try:
+        result = r.json()["data"]["liquidityGauges"]
+    except KeyError:
+        result = []
+    if len(result) > 0:
+        return True
+    else:
+        print(f"Pool {pool_id} on {chain} has no alive preferential gauge")
+
+
+def build_core_pools(chain: str = None):
+    """
+    note: chain string format is the same as in extras/chains.json
+    """
+    core_pools = get_pools_with_rate_provider(chain)
+
+    # make sure the pools have an alive preferential gauge
+    for chain in core_pools:
+        for pool_id in list(core_pools[chain]):
+            if not has_alive_preferential_gauge(chain, pool_id):
+                del core_pools[chain][pool_id]
+
+    # add pools from whitelist
+    with open("config/core_pools_whitelist.json", "r") as f:
+        whitelist = json.load(f)
+    for chain in whitelist:
+        try:
+            for pool, symbol in whitelist[chain].items():
+                if pool not in core_pools[chain]:
+                    core_pools[chain][pool] = symbol
+        except KeyError:
+            # no results for this chain
+            pass
+
+    # remove pools from blacklist
+    with open("config/core_pools_blacklist.json", "r") as f:
+        blacklist = json.load(f)
+    for chain in blacklist:
+        try:
+            for pool in blacklist[chain]:
+                if pool in core_pools[chain]:
+                    del core_pools[chain][pool]
+        except KeyError:
+            # no results for this chain
+            pass
+
+    return core_pools
+
+
+def is_core_pool(chain: str, pool_id: str) -> bool:
+    """
+    check if a pool is a core pool using a fresh query to the subgraph
+
+    params:
+    chain: string format is the same as in extras/chains.json
+    pool_id: this is the long version of a pool id, so contract address + suffix
+    """
+    core_pools = build_core_pools(chain)
+    return pool_id in core_pools[chain]
+
+
+if __name__ == "__main__":
+    # dump result to json
+    json.dump(build_core_pools(), open("outputs/core_pools.json", "w"), indent=2)

outputs/core_pools.json

@@ -0,0 +1,91 @@
+{
+  "mainnet": {
+    "0x05ff47afada98a98982113758878f9a8b9fdda0a000000000000000000000645": "weETH/rETH",
+    "0x1cce5169bde03f3d5ad0206f6bd057953539dae600020000000000000000062b": "ECLP-GYD-sDAI",
+    "0x1e19cf2d73a72ef1332c882f20534b6519be0276000200000000000000000112": "B-rETH-STABLE",
+    "0x2e848426aec6dbf2260535a5bea048ed94d9ff3d000000000000000000000536": "wbETH-wstETH",
+    "0x36be1e97ea98ab43b4debf92742517266f5731a3000200000000000000000466": "50wstETH-50ACX",
+    "0x40c806394d03d350420d13cd7d1de1c806f349560000000000000000000005f5": "qETH/WETH",
+    "0x42ed016f826165c2e5976fe5bc3df540c5ad0af700000000000000000000058b": "wstETH-rETH-sfrxETH-BPT",
+    "0x49cbd67651fbabce12d1df18499896ec87bef46f00000000000000000000064a": "sDAI/3Pool",
+    "0x596192bb6e41802428ac943d2f1476c1af25cc0e000000000000000000000659": "ezETH-WETH-BPT",
+    "0x68e3266c9c8bbd44ad9dca5afbfe629022aee9fe000200000000000000000512": "B-wjAura-wETH",
+    "0x70d5e3234f6329c1d5a26796dcf4e109d69a34880000000000000000000005e7": "uniETH/wstETH/rETH",
+    "0x93d199263632a4ef4bb438f1feb99e57b4b5f0bd0000000000000000000005c2": "wstETH-WETH-BPT",
+    "0x9f9d900462492d4c21e9523ca95a7cd86142f298000200000000000000000462": "50rETH-50RPL",
+    "0xb08885e6026bab4333a80024ec25a1a3e1ff2b8a000200000000000000000445": "B-staFiETH-WETH-Stable",
+    "0xb3b675a9a3cb0df8f66caf08549371bfb76a9867000200000000000000000611": "ECLP-mevETH-wETH",
+    "0xdfe6e7e18f6cc65fa13c8d8966013d4fda74b6ba000000000000000000000558": "ankrETH/wstETH",
+    "0xe7e2c68d3b13d905bbb636709cf4dfd21076b9d20000000000000000000005ca": "swETH-WETH-BPT",
+    "0xf01b0684c98cd7ada480bfdf6e43876422fa1fc10002000000000000000005de": "ECLP-wstETH-wETH",
+    "0xf7a826d47c8e02835d94fb0aa40f0cc9505cb1340002000000000000000005e0": "ECLP-wstETH-cbETH",
+    "0xf16aee6a71af1a9bc8f56975a4c2705ca7a782bc0002000000000000000004bb": "20WETH-80ALCX",
+    "0x8353157092ed8be69a9df8f95af097bbf33cb2af0000000000000000000005d9": "GHO/USDT/USDC",
+    "0x5f1f4e50ba51d723f12385a8a9606afc3a0555f5000200000000000000000465": "50wstETH-50LDO",
+    "0x1ee442b5326009bb18f2f472d3e0061513d1a0ff000200000000000000000464": "50rETH-50BADGER",
+    "0x3ff3a210e57cfe679d9ad1e9ba6453a716c56a2e0002000000000000000005d5": "STG/USDC",
+    "0x37b18b10ce5635a84834b26095a0ae5639dcb7520000000000000000000005cb": "ETHx-WETH",
+    "0x127ecc2318d002664cc4515c9f2b22b09b6aea85000200000000000000000602": "ECLP-swETH-wstETH",
+    "0xcf7b51ce5755513d4be016b0e28d6edeffa1d52a000200000000000000000617": "80RDNT-20wETH",
+    "0x58b645fa247b60f2cb896991fd8956146c9fcb4a00020000000000000000061d": "80mevETH-20FOLD",
+    "0x35c5c8c7b77942f9d44b535fa590d8b503b2b00c00000000000000000000060d": "sDAI-DUSD",
+    "0xb9debddf1d894c79d2b2d09f819ff9b856fca55200000000000000000000062a": "weETH-WETH"
+  },
+  "polygon": {
+    "0xcd78a20c597e367a4e478a2411ceb790604d7c8f000000000000000000000c22": "maticX-WMATIC-BPT",
+    "0xee278d943584dd8640eaf4cc6c7a5c80c0073e85000200000000000000000bc7": "ECLP-WMATIC-MATICX",
+    "0xf0ad209e2e969eaaa8c882aac71f02d8a047d5c2000200000000000000000b49": "ECLP-WMATIC-stMATIC",
+    "0x89b753153678bc434c610b7e9182297cada8ff29000000000000000000000c21": "stMATIC-WMATIC",
+    "0xdc31233e09f3bf5bfe5c10da2014677c23b6894c000000000000000000000c23": "wstETH-WETH"
+  },
+  "arbitrum": {
+    "0x0c8972437a38b389ec83d1e666b69b8a4fcf8bfd00000000000000000000049e": "wstETH/rETH/sfrxETH",
+    "0x2ce4457acac29da4736ae6f5cd9f583a6b335c270000000000000000000004dc": "sFRAX/4POOL",
+    "0x2e8ea681fd59c9dc5f32b29de31f782724ef4dcb0001000000000000000004bc": "50GOLD-25USDC-25WSTETH",
+    "0x36bf227d6bac96e2ab1ebb5492ecec69c691943f000200000000000000000316": "B-wstETH-WETH-Stable",
+    "0x3fd4954a851ead144c2ff72b1f5a38ea5976bd54000000000000000000000480": "ankrETH/wstETH-BPT",
+    "0x451b0afd69ace11ec0ac339033d54d2543b088a80000000000000000000004d5": "plsRDNT-Stable",
+    "0x49b2de7d214070893c038299a57bac5acb8b8a340001000000000000000004be": "GOLD-BAL-AURA-wstETH",
+    "0x4a2f6ae7f3e5d715689530873ec35593dc28951b000000000000000000000481": "wstETH/rETH/cbETH",
+    "0x9791d590788598535278552eecd4b211bfc790cb000000000000000000000498": "wstETH-WETH-BPT",
+    "0xade4a71bb62bec25154cfc7e6ff49a513b491e81000000000000000000000497": "rETH-WETH-BPT",
+    "0x423a1323c871abc9d89eb06855bf5347048fc4a5000000000000000000000496": "4POOL",
+    "0x32df62dc3aed2cd6224193052ce665dc181658410002000000000000000003bd": "RDNT-WETH",
+    "0x6b9f3f6b9054a45702d3f2c6e3d32a60204934cb0000000000000000000004a7": "USDF-USDC",
+    "0x9f8ed1acfe0c863381b9081aff2144fc867aa7730002000000000000000004d4": "ANKR:ankrETH",
+    "0xa1a8bf131571a2139feb79401aa4a2e9482df6270002000000000000000004b4": "wstETH:4pool"
+  },
+  "optimism": {
+    "0x004700ba0a4f5f22e1e78a277fca55e36f47e09c000000000000000000000104": "bpt-ankrgalaharm",
+    "0x4fd63966879300cafafbb35d157dc5229278ed2300020000000000000000002b": "BPT-rETH-ETH",
+    "0x5f8893506ddc4c271837187d14a9c87964a074dc000000000000000000000106": "bpt-ethtri",
+    "0x7b50775383d3d6f0215a8f290f2c9e2eebbeceb200020000000000000000008b": "BPT-WSTETH-WETH",
+    "0x7ca75bdea9dede97f8b13c6641b768650cb837820002000000000000000000d5": "ECLP-wstETH-WETH",
+    "0xa71021492a3966eec735ed1b505afa097c7cfe6f00000000000000000000010d": "frxETH/sfrxETH"
+  },
+  "gnosis": {
+    "0x06135a9ae830476d3a941bae9010b63732a055f4000000000000000000000065": "stEUR/EURe",
+    "0x7644fa5d0ea14fcf3e813fdf93ca9544f8567655000000000000000000000066": "sBAL3",
+    "0xbad20c15a773bf03ab973302f61fabcea5101f0a000000000000000000000034": "bb-WETH-wstETH",
+    "0xdd439304a77f54b1f7854751ac1169b279591ef7000000000000000000000064": "EURe/sDAI"
+  },
+  "zkevm": {
+    "0x1d0a8a31cdb04efac3153237526fb15cc65a252000000000000000000000000f": "B-rETH-STABLE",
+    "0xb1557cfea06de5a1601a7f0ccf3b515ef431a50d000200000000000000000059": "ECLP-wETH-rETH",
+    "0xe1f2c039a68a216de6dd427be6c60decf405762a00000000000000000000000e": "B-wstETH-STABLE",
+    "0x65da876a95cd5b6a5880710628c436409b1b29fa00000000000000000000005b": "ankrETH-wstETH",
+    "0xdf725fde6e89981fb30d9bf999841ac2c160b512000000000000000000000010": "wstETH/rETH"
+  },
+  "avalanche": {
+    "0x9fa6ab3d78984a69e712730a2227f20bcc8b5ad900000000000000000000001f": "yyAVAX-WAVAX-BPT",
+    "0xc13546b97b9b1b15372368dc06529d7191081f5b00000000000000000000001d": "ggAVAX-WAVAX-BPT",
+    "0xfd2620c9cfcec7d152467633b3b0ca338d3d78cc00000000000000000000001c": "sAVAX-WAVAX-BPT",
+    "0xb26f0e66317846bd5fe0cbaa1d269f0efeb05c9600000000000000000000001e": "USDC-USDT",
+    "0x55bec22f8f6c69137ceaf284d9b441db1b9bfedc000200000000000000000011": "EURe/USDC"
+  },
+  "base": {
+    "0xc771c1a5905420daec317b154eb13e4198ba97d0000000000000000000000023": "rETH-WETH-BPT",
+    "0xfb4c2e6e6e27b5b4a07a36360c89ede29bb3c9b6000000000000000000000026": "cbETH/WETH",
+    "0x0c659734f1eef9c63b7ebdf78a164cdd745586db000000000000000000000046": "USDC/USDbC/axlUSDC"
+  }
+}

tests/test_core_pools.py

@@ -0,0 +1,10 @@
+from gen_core_pools import is_core_pool
+
+
+def test_is_core_pool():
+    """
+    confirm wstETH-WETH is a core pool
+    """
+    assert is_core_pool(
+        "mainnet", "0x93d199263632a4ef4bb438f1feb99e57b4b5f0bd0000000000000000000005c2"
+    )