Update subgraph pool data (#148)

* Update subgraph pool data

* Run prettier

* Add ptRate and IBTRate in APRInTime

* Change APR to APY in naming

* Change precision

* Make baseAPY a BigDecimal

package.json

@@ -12,15 +12,16 @@
         "authorize": "graph auth https://api.thegraph.com/deploy/",
         "build": "graph build",
         "deploy": "graph deploy perspectivefi/spectra-mainnet --ipfs https://api.thegraph.com/ipfs/ --node https://api.thegraph.com/deploy/",
-        "deploy:local": "graph deploy perspectivefi/spectra-mainnet --debug --ipfs http://localhost:5001 --node http://127.0.0.1:8020",
+        "deploy:local": "graph deploy perspectivefi/spectra-mainnet --ipfs http://localhost:5001 --node http://127.0.0.1:8020",
         "deploy:goerli": "graph deploy perspectivefi/spectra-goerli subgraph.goerli.yaml --ipfs https://api.thegraph.com/ipfs/ --node https://api.thegraph.com/deploy/",
         "deploy:sepolia": "graph deploy --studio spectra-subgraph-sepolia subgraph.sepolia.yaml",
         "deploy:test": "graph deploy matstyler/spectra-subgraph subgraph.goerli.yaml --ipfs https://api.thegraph.com/ipfs/ --node https://api.thegraph.com/deploy/",
         "generate-config:local": "node ./src/scripts/subgraphConfigGenerator.js local",
         "generate-config": "node ./src/scripts/subgraphConfigGenerator.js",
         "generate-config:goerli": "node ./src/scripts/subgraphConfigGenerator.js goerli",
         "generate-config:sepolia": "node ./src/scripts/subgraphConfigGenerator.js sepolia",
-        "test": "graph test"
+        "test": "graph test",
+        "prettify": "prettier --write \"./**/*.{js,jsx,json,ts,tsx,css}\""
     },
     "devDependencies": {
         "@chainlink/contracts": "^0.4.1",

schema.graphql

@@ -268,7 +268,9 @@ type FutureDailyStats @entity {
   dailyAddLiquidity: BigInt! # total add liquidity in the day in the AMM (the unit is a count of transactions)
   dailyRemoveLiquidity: BigInt! # total remove liquidity in the day in the AMM (the unit is a count of transactions)
   dailyUpdates: BigInt! # total updates of the FutureDailyStats. This is used to compute the IBT rate as an incremental average (the unit is a count of transactions)
-  ibtRate: BigInt! # The average rate of the IBT token for the day
+  ibtRateMA: BigInt! # The average rate of the IBT token for the day
+  lastIBTRate: BigInt! # The last rate of the IBT token for the day
+  lastPTRate: BigInt! # The last rate of the PT token for the day
   realizedAPR7D: BigDecimal! # The realized APR (in % i.e: realizedAPR7D = 1 <==> APR = 100%) of the IBT token over the last 7 days
   realizedAPR30D: BigDecimal! # The realized APR of the IBT token over the last 30 days
   realizedAPR90D: BigDecimal! # The realized APR of the IBT token over the last 90 days
@@ -330,19 +332,16 @@ type Transaction @entity {
 # AMM
 ####################
 
-type APRInTime @entity {
+type APYInTime @entity {
     id: ID!
     createdAtTimestamp: BigInt!
     block: BigInt!
-
     spotPrice: BigInt!
+    ptRate: BigInt!
     ibtRate: BigInt!
-    ibtSharesRate: BigInt!
-    underlyingToPT: BigInt!
-    "in %"
-    apr: BigDecimal!
-
     pool: Pool
+    baseAPY: BigDecimal!
+    exponentAPY: BigDecimal!
     lpVault: LPVault
 }
 
@@ -375,7 +374,7 @@ type Pool @entity {
     liquidityPositions: [AccountAsset!]! @derivedFrom(field: "pool")
 
     spotPrice: BigInt!
-    apr: [APRInTime!]! @derivedFrom(field: "pool")
+    apy: [APYInTime!]! @derivedFrom(field: "pool")
 }
 
 type Transfer @entity {
@@ -432,5 +431,5 @@ type LPVault @entity {
     transactions: [Transaction!]! @derivedFrom(field: "lpVaultInTransaction")
 
     # interestInTime: [LPVaultInterest!]! @derivedFrom(field: "lpVault")
-    apr: [APRInTime!]! @derivedFrom(field: "lpVault")
+    apy: [APYInTime!]! @derivedFrom(field: "lpVault")
 }

src/entities/APYInTime.ts

@@ -0,0 +1,49 @@
+import { Address, BigInt } from "@graphprotocol/graph-ts"
+
+import { APYInTime } from "../../generated/schema"
+import { UNIT_BI, ZERO_BD, ZERO_BI } from "../constants"
+
+export function createAPYInTimeForPool(
+    poolAddress: Address,
+    timestamp: BigInt,
+    blockNumber: BigInt
+): APYInTime {
+    let apyInTime = new APYInTime(
+        `${poolAddress.toHex()}-${timestamp.toString()}`
+    )
+
+    apyInTime.createdAtTimestamp = timestamp
+    apyInTime.block = blockNumber
+    apyInTime.pool = poolAddress.toHex()
+
+    apyInTime.spotPrice = UNIT_BI
+    apyInTime.ptRate = ZERO_BI
+    apyInTime.ibtRate = ZERO_BI
+    apyInTime.baseAPY = ZERO_BD
+    apyInTime.exponentAPY = ZERO_BD
+
+    apyInTime.save()
+
+    return apyInTime
+}
+
+export function createAPYInTimeForLPVault(
+    lpVaultAddress: Address,
+    timestamp: BigInt
+): APYInTime {
+    let apyInTime = new APYInTime(
+        `${lpVaultAddress.toHex()}-${timestamp.toString()}`
+    )
+
+    apyInTime.createdAtTimestamp = timestamp
+    apyInTime.lpVault = lpVaultAddress.toHex()
+
+    apyInTime.spotPrice = UNIT_BI
+    apyInTime.ptRate = ZERO_BI
+    apyInTime.ibtRate = ZERO_BI
+    apyInTime.baseAPY = ZERO_BD
+    apyInTime.exponentAPY = ZERO_BD
+    apyInTime.save()
+
+    return apyInTime
+}

src/entities/FutureDailyStats.ts

@@ -4,7 +4,8 @@ import { Future, FutureDailyStats } from "../../generated/schema"
 import { DAYS_PER_YEAR_BD, ZERO_BD, ZERO_BI } from "../constants"
 import { generateFutureDailyStatsId } from "../utils"
 import { getDayIdFromTimestamp, getPastDayId } from "../utils/dayId"
-import { getIBTRate } from "./ERC4626"
+import { getERC20Decimals } from "./ERC20"
+import { getIBTRate, getPTRate, getUnderlying } from "./FutureVault"
 
 /**
  * Update the daily data for a future. This function is called every time a
@@ -19,6 +20,8 @@ export function updateFutureDailyStats(
     futureAddress: Address
 ): FutureDailyStats {
     let dayId = getDayIdFromTimestamp(event.block.timestamp)
+    const asset = getUnderlying(futureAddress)
+    const underlyingDecimals = getERC20Decimals(asset)
     const futureDailyStatsID = generateFutureDailyStatsId(
         futureAddress.toHex(),
         dayId.toString()
@@ -27,17 +30,20 @@ export function updateFutureDailyStats(
     if (futureDailyStats === null) {
         futureDailyStats = createFutureDailyStats(futureAddress, dayId)
     }
-    let future = Future.load(futureAddress.toHex())
-    let ibt = future!.ibtAsset
-    const currentRate = getIBTRate(Address.fromString(ibt))
-
-    let currentIBTRate = futureDailyStats.ibtRate
+    const currentRate = getIBTRate(futureAddress)
+    const currentPTRate = getPTRate(futureAddress)
+    let currentIBTRateMA = futureDailyStats.ibtRateMA
     let dailyUpdates = futureDailyStats.dailyUpdates.plus(BigInt.fromI32(1))
+    const precision = BigInt.fromI32(underlyingDecimals)
     // Compute the ibt rate new average
-    futureDailyStats.ibtRate = currentIBTRate.plus(
-        currentRate.minus(currentIBTRate).div(dailyUpdates)
+    let scaledDifference = currentRate.minus(currentIBTRateMA).times(precision)
+    let scaledDivision = scaledDifference.div(dailyUpdates)
+    futureDailyStats.ibtRateMA = currentIBTRateMA.plus(
+        scaledDivision.div(precision)
     )
     futureDailyStats.dailyUpdates = dailyUpdates
+    futureDailyStats.lastIBTRate = currentRate
+    futureDailyStats.lastPTRate = currentPTRate
 
     futureDailyStats.realizedAPR7D = getAPR(
         futureAddress,
@@ -82,7 +88,7 @@ export function getAPR(
     if (previousFutureDailyStats === null) {
         return ZERO_BD
     }
-    const previousRate = previousFutureDailyStats.ibtRate
+    const previousRate = previousFutureDailyStats.ibtRateMA
     if (previousRate.equals(ZERO_BI)) {
         return ZERO_BD
     }
@@ -143,7 +149,9 @@ export function createFutureDailyStats(
     futureDailyStats.dailyAddLiquidity = ZERO_BI
     futureDailyStats.dailyRemoveLiquidity = ZERO_BI
     futureDailyStats.dailyUpdates = ZERO_BI
-    futureDailyStats.ibtRate = ZERO_BI
+    futureDailyStats.ibtRateMA = ZERO_BI
+    futureDailyStats.lastIBTRate = ZERO_BI
+    futureDailyStats.lastPTRate = ZERO_BI
     futureDailyStats.realizedAPR7D = ZERO_BD
     futureDailyStats.realizedAPR30D = ZERO_BD
     futureDailyStats.realizedAPR90D = ZERO_BD

src/entities/FutureVault.ts

@@ -105,6 +105,21 @@ export function getIBTRate(address: Address): BigInt {
     return UNIT_BI
 }
 
+// With 27 decimals precision
+export function getPTRate(address: Address): BigInt {
+    const principalTokenContract = PrincipalToken.bind(address)
+
+    let ptRateCall = principalTokenContract.try_getPTRate()
+
+    if (!ptRateCall.reverted) {
+        return ptRateCall.value
+    }
+
+    log.warning("getPTRate() call reverted for {}", [address.toHex()])
+
+    return UNIT_BI
+}
+
 export function getYT(address: Address): Address {
     const principalTokenContract = PrincipalToken.bind(address)
 

src/entities/Pool.ts

@@ -3,7 +3,7 @@ import { Address, BigInt, Bytes } from "@graphprotocol/graph-ts"
 import { Future, Factory, Pool } from "../../generated/schema"
 import { ZERO_BI } from "../constants"
 import { AssetType } from "../utils"
-import { createAPRInTimeForPool } from "./APRInTime"
+import { createAPYInTimeForPool } from "./APYInTime"
 import { getAsset } from "./Asset"
 import { getAssetAmount } from "./AssetAmount"
 import {
@@ -103,13 +103,13 @@ export function createPool(params: PoolDetails): Pool {
 
     let spotPrice = getPoolPriceScale(params.poolAddress)
     if (pool.futureVault) {
-        let poolAPR = createAPRInTimeForPool(
+        let poolAPY = createAPYInTimeForPool(
             params.poolAddress,
             params.timestamp,
             params.blockNumber
         )
 
-        poolAPR.save()
+        poolAPY.save()
     }
 
     pool.spotPrice = spotPrice

src/mappings/amm.ts

@@ -20,7 +20,7 @@ import { getERC20Decimals, getERC20TotalSupply } from "../entities/ERC20"
 import { updateFutureDailyStats } from "../entities/FutureDailyStats"
 import { createTransaction } from "../entities/Transaction"
 import { AssetType, generateFeeClaimId } from "../utils"
-import { updatePoolAPR } from "../utils/calculateAPR"
+import { updatePoolAPY } from "../utils/calculateAPY"
 import { generateTransactionId } from "../utils/idGenerators"
 import { toPrecision } from "../utils/toPrecision"
 
@@ -163,7 +163,7 @@ export function handleAddLiquidity(event: AddLiquidity): void {
         }
 
         if (pool.futureVault) {
-            updatePoolAPR(
+            updatePoolAPY(
                 event.address,
                 Address.fromString(pool.futureVault!),
                 event.block.timestamp,
@@ -447,7 +447,7 @@ export function handleTokenExchange(event: TokenExchange): void {
         }
 
         if (pool.futureVault) {
-            updatePoolAPR(
+            updatePoolAPY(
                 event.address,
                 Address.fromString(pool.futureVault!),
                 event.block.timestamp,
@@ -606,7 +606,7 @@ export function handleRemoveLiquidityOne(event: RemoveLiquidityOne): void {
         }
 
         if (pool.futureVault) {
-            updatePoolAPR(
+            updatePoolAPY(
                 event.address,
                 Address.fromString(pool.futureVault!),
                 event.block.timestamp,

src/mappings/futures.ts

@@ -27,7 +27,7 @@ import {
     Redeem,
 } from "../../generated/templates/PrincipalToken/PrincipalToken"
 import { ZERO_ADDRESS, UNIT_BI, ZERO_BI } from "../constants"
-// import { createAPRInTimeForLPVault } from "../entities/APRInTime"
+// import { createAPYInTimeForLPVault } from "../entities/APYInTime"
 import { getAccount } from "../entities/Account"
 import {
     updateAccountAssetBalance,
@@ -57,7 +57,7 @@ import {
 import { AssetType, generateFeeClaimId } from "../utils"
 // import FutureState from "../utils/FutureState"
 import transactionType from "../utils/TransactionType"
-// import { calculateLpVaultAPR } from "../utils/calculateAPR"
+// import { calculateLpVaultAPY } from "../utils/calculateAPY"
 import { generateTransactionId } from "../utils/idGenerators"
 
 export function handleRegistryChange(event: RegistryChange): void {
@@ -442,6 +442,7 @@ export function handleYieldClaimed(event: YieldClaimed): void {
             event.params.yieldInIBT,
             event.block.timestamp
         )
+        updateFutureDailyStats(event, event.address)
     } else {
         log.warning("YieldClaimed event call for not existing Future {}", [
             event.address.toHex(),
@@ -454,6 +455,7 @@ export function handlePTTransfer(event: PTTransfer): void {
 
     if (future) {
         updateYieldForAll(event.address, event.block.timestamp)
+        updateFutureDailyStats(event, event.address)
     } else {
         log.warning("PTTransfer event call for not existing Future {}", [
             event.address.toHex(),
@@ -525,10 +527,10 @@ export function handlePTTransfer(event: PTTransfer): void {
 //     // Create dynamic data source for LPVault events
 //     LPVaultTemplate.create(Address.fromBytes(lpVault.address))
 //
-//     let lpVaultAPR = createAPRInTimeForLPVault(
+//     let lpVaultAPY = createAPYInTimeForLPVault(
 //         event.params.lpv,
 //         event.block.timestamp
 //     )
-//     lpVaultAPR.apr = calculateLpVaultAPR(event.params.lpv)
-//     lpVaultAPR.save()
+//     lpVaultAPY.apy = calculateLpVaultAPY(event.params.lpv)
+//     lpVaultAPY.save()
 // }