sync-latest-fx-prices

modules/network/avalanche.ts

@@ -346,5 +346,9 @@ export const avalancheNetworkConfig: NetworkConfig = {
             name: 'feed-data-to-datastudio',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(5, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-latest-fx-prices',
+            interval: every(10, 'minutes'),
+        },
     ],
 };

modules/network/mainnet.ts

@@ -509,5 +509,9 @@ export const mainnetNetworkConfig: NetworkConfig = {
             name: 'feed-data-to-datastudio',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(5, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-latest-fx-prices',
+            interval: every(10, 'minutes'),
+        },
     ],
 };

modules/network/optimism.ts

@@ -298,7 +298,10 @@ export const optimismNetworkConfig: NetworkConfig = {
     ],
     userStakedBalanceServices: [new UserSyncGaugeBalanceService()],
     services: {
-        balancerSubgraphService: new BalancerSubgraphService(optimismNetworkData.subgraphs.balancer, optimismNetworkData.chain.id),
+        balancerSubgraphService: new BalancerSubgraphService(
+            optimismNetworkData.subgraphs.balancer,
+            optimismNetworkData.chain.id,
+        ),
     },
     /*
     For sub-minute jobs we set the alarmEvaluationPeriod and alarmDatapointsToAlarm to 1 instead of the default 3. 

modules/network/polygon.ts

@@ -391,5 +391,9 @@ export const polygonNetworkConfig: NetworkConfig = {
             name: 'feed-data-to-datastudio',
             interval: (env.DEPLOYMENT_ENV as DeploymentEnv) === 'canary' ? every(5, 'minutes') : every(1, 'minutes'),
         },
+        {
+            name: 'sync-latest-fx-prices',
+            interval: every(10, 'minutes'),
+        },
     ],
 };

modules/pool/pool.prisma

@@ -229,6 +229,7 @@ model PrismaPoolTokenDynamicData {
     balanceUSD          Float
     weight              String?
     priceRate           String
+    latestFxPrice       Float?
 }
 
 model PrismaPoolSwap {

modules/sor/sorV2/sorV2.service.ts

@@ -365,7 +365,6 @@ export class SorV2Service implements SwapService {
                         'ELEMENT', // not supported by b-sdk
                         'UNKNOWN', // not supported by b-sdk
                         'INVESTMENT', // not supported by b-sdk
-                        'FX', // TODO: FX pool tokens are missing latestFXPrice - needs to be added to the DB
                     ],
                 },
                 AND: {

modules/subgraphs/balancer-subgraph/balancer-subgraph-queries.graphql

@@ -141,6 +141,7 @@ fragment BalancerToken on Token {
     id
     symbol
     address
+    latestFXPrice
     latestUSDPrice
     totalVolumeNotional
     totalVolumeUSD
@@ -213,6 +214,9 @@ fragment BalancerPoolToken on PoolToken {
     weight
     priceRate
     index
+    token {
+        latestFXPrice
+    }
 }
 
 query BalancerPools(

modules/token/latest-fx-price.ts

@@ -0,0 +1,49 @@
+import { GraphQLClient } from 'graphql-request';
+import { getSdk } from '../subgraphs/balancer-subgraph/generated/balancer-subgraph-types';
+import { prisma } from '../../prisma/prisma-client';
+import { Chain } from '@prisma/client';
+
+/**
+ * 'Latest FX Price' is relevant only to FX pools. It is sourced from offchain platforms, like Chainlink.
+ * The subgraph actively indexes this price by listening to the 'Answer Updated' events emitted by Chainlink oracles.
+ * For reference and more details, see the code at:
+ * https://github.com/balancer/balancer-subgraph-v2/blob/master/src/mappings/pricing.ts#L373
+ *
+ * Note: 'LatestFXPrice' is a dependency of SORv2.
+ */
+export const syncLatestFXPrices = async (subgraphUrl: string, chain: Chain) => {
+    const { pools } = await fetchFxPools(subgraphUrl);
+
+    for (const pool of pools) {
+        const { tokens } = pool;
+        if (!tokens) continue;
+
+        for (const token of tokens) {
+            try {
+                await prisma.prismaPoolTokenDynamicData.update({
+                    where: {
+                        id_chain: {
+                            id: token.id,
+                            chain,
+                        },
+                    },
+                    data: {
+                        latestFxPrice: token.token.latestFXPrice ? parseFloat(token.token.latestFXPrice) : undefined,
+                    },
+                });
+            } catch (e) {
+                console.error(`Error updating latest FX price for token ${token.id} on chain ${chain}: ${e}`);
+            }
+        }
+    }
+
+    return true;
+};
+
+const fetchFxPools = (subgraphUrl: string) => {
+    const sdk = getSdk(new GraphQLClient(subgraphUrl));
+
+    return sdk.BalancerPools({
+        where: { poolType: 'FX' },
+    });
+};

modules/token/token.gql

@@ -20,6 +20,7 @@ extend type Mutation {
     tokenReloadTokenPrices: Boolean
     tokenSyncTokenDefinitions: String!
     tokenSyncTokenDynamicData: String!
+    tokenSyncLatestFxPrices(chain: GqlChain!): String!
     tokenInitChartData(tokenAddress: String!): String!
     tokenDeletePrice(tokenAddress: String!, timestamp: Int!): Boolean!
     tokenDeleteTokenType(tokenAddress: String!, type: GqlTokenType!): String!

modules/token/token.resolvers.ts

@@ -3,6 +3,8 @@ import _ from 'lodash';
 import { isAdminRoute } from '../auth/auth-context';
 import { tokenService } from './token.service';
 import { headerChain } from '../context/header-chain';
+import { syncLatestFXPrices } from './latest-fx-price';
+import { AllNetworkConfigsKeyedOnChain } from '../network/network-config';
 
 const resolvers: Resolvers = {
     Query: {
@@ -137,6 +139,14 @@ const resolvers: Resolvers = {
 
             return 'success';
         },
+        tokenSyncLatestFxPrices: async (parent, { chain }, context) => {
+            isAdminRoute(context);
+            const subgraphUrl = AllNetworkConfigsKeyedOnChain[chain].data.subgraphs.balancer;
+
+            await syncLatestFXPrices(subgraphUrl, chain);
+
+            return 'success';
+        },
         tokenInitChartData: async (parent, { tokenAddress }, context) => {
             isAdminRoute(context);
 

prisma/migrations/20231215151625_latest_fx_price/migration.sql

@@ -0,0 +1,2 @@
+-- AlterTable
+ALTER TABLE "PrismaPoolTokenDynamicData" ADD COLUMN     "latestFxPrice" DOUBLE PRECISION;

prisma/schema.prisma

@@ -275,6 +275,7 @@ model PrismaPoolTokenDynamicData {
     balanceUSD          Float
     weight              String?
     priceRate           String
+    latestFxPrice       Float?
 }
 
 model PrismaPoolSwap {

worker/job-handlers.ts

@@ -14,6 +14,8 @@ import { veBalVotingListService } from '../modules/vebal/vebal-voting-list.servi
 import { cronsMetricPublisher } from '../modules/metrics/metrics.client';
 import moment from 'moment';
 import { cronsDurationMetricPublisher } from '../modules/metrics/cron-duration-metrics.client';
+import { syncLatestFXPrices } from '../modules/token/latest-fx-price';
+import { AllNetworkConfigs } from '../modules/network/network-config';
 
 const runningJobs: Set<string> = new Set();
 
@@ -278,6 +280,20 @@ export function configureWorkerRoutes(app: Express) {
                     next,
                 );
                 break;
+            case 'sync-latest-fx-prices':
+                await runIfNotAlreadyRunning(
+                    job.name,
+                    chainId,
+                    () => {
+                        const config = AllNetworkConfigs[chainId].data;
+                        const subgraphUrl = config.subgraphs.balancer;
+                        const chain = config.chain.prismaId;
+                        return syncLatestFXPrices(subgraphUrl, chain);
+                    },
+                    res,
+                    next,
+                );
+                break;
             default:
                 res.sendStatus(400);
                 throw new Error(`Unhandled job type ${job.name}`);