improve pool snapshots

networks.yaml

@@ -241,15 +241,15 @@ polygon:
   network: matic
   graft:
     # FXPoolDeployerTracker start block
-    block: 54559455
+    # block: 54559455
     # this will be the base of the unpruned deployment, so make sure it has not been pruned
     # it should be possible to run time travel queries on it going back to the vault's startBlock
-    base: QmUqS6BAVQgvstEsVrxuwsu1DwQdfAdj3Q6gz2j3DbUYQ9
+    # base: QmUqS6BAVQgvstEsVrxuwsu1DwQdfAdj3Q6gz2j3DbUYQ9
   graft_pruned:
     # FXPoolDeployerTracker start block
-    block: 54559455
+    # block: 54559455
     # this will be the base of the pruned deployment, so it is ok if it is a pruned subgraph
-    base: QmUqS6BAVQgvstEsVrxuwsu1DwQdfAdj3Q6gz2j3DbUYQ9
+    # base: QmUqS6BAVQgvstEsVrxuwsu1DwQdfAdj3Q6gz2j3DbUYQ9
   EventEmitter:
     address: "0xcdcECFa416EE3022030E707dC3EA13a8997D74c8"
     startBlock: 38152461

schema.graphql

@@ -158,6 +158,8 @@ type PoolToken @entity {
   oldPriceRate: BigDecimal # TODO: make mandatory at next full sync
   priceRate: BigDecimal!
   balance: BigDecimal!
+  volume: BigDecimal!
+  swapFees: BigDecimal!
   paidProtocolFees: BigDecimal # TODO: make mandatory at next full sync
   cashBalance: BigDecimal!
   managedBalance: BigDecimal!
@@ -333,6 +335,26 @@ type PoolSnapshot @entity {
   totalShares: BigDecimal!
   swapVolume: BigDecimal!
   protocolFee: BigDecimal # TODO: make mandatory at next full sync
+  totalSwapFees: [BigDecimal!]!
+  totalSwapVolumes: [BigDecimal!]!
+  totalProtocolFees: [BigDecimal!]!
+  swapFees: BigDecimal!
+  liquidity: BigDecimal!
+  swapsCount: BigInt!
+  holdersCount: BigInt!
+  timestamp: Int!
+}
+
+type PoolSnapshotHourly @entity {
+  id: ID!
+  pool: Pool!
+  amounts: [BigDecimal!]!
+  totalShares: BigDecimal!
+  swapVolume: BigDecimal!
+  protocolFee: BigDecimal # TODO: make mandatory at next full sync
+  totalSwapFees: [BigDecimal!]!
+  totalSwapVolumes: [BigDecimal!]!
+  totalProtocolFees: [BigDecimal!]!
   swapFees: BigDecimal!
   liquidity: BigDecimal!
   swapsCount: BigInt!

src/mappings/helpers/assets.ts

@@ -41,6 +41,9 @@ export const assets: Assets = {
     Address.fromString('0x7D1AfA7B718fb893dB30A3aBc0Cfc608AaCfeBB0'), // MATIC
     Address.fromString('0xA13a9247ea42D743238089903570127DdA72fE44'), // bb-a-USD
     Address.fromString('0x60D604890feaa0b5460B28A424407c24fe89374a'), // bb-a-WETH-V3
+    Address.fromString('0x865377367054516e17014CcdED1e7d814EDC9ce4'), // DOLA
+    Address.fromString('0xae78736Cd615f374D3085123A210448E74Fc6393'), // rETH
+    Address.fromString('0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee'), // weETH
   ],
   fxAssetAggregators: [
     [

src/mappings/helpers/misc.ts

@@ -13,6 +13,7 @@ import {
   BalancerSnapshot,
   Balancer,
   FXOracle,
+  PoolSnapshotHourly,
 } from '../../types/schema';
 import { ERC20 } from '../../types/Vault/ERC20';
 import { WeightedPool } from '../../types/Vault/WeightedPool';
@@ -248,13 +249,24 @@ export function createPoolSnapshot(pool: Pool, timestamp: i32): void {
 
   let tokens = pool.tokensList;
   let amounts = new Array<BigDecimal>(tokens.length);
+  let protocolFees = new Array<BigDecimal>(tokens.length);
+  let volumes = new Array<BigDecimal>(tokens.length);
+  let swapFees = new Array<BigDecimal>(tokens.length);
   for (let i = 0; i < tokens.length; i++) {
     let token = tokens[i];
     let tokenAddress = Address.fromString(token.toHexString());
     let poolToken = loadPoolToken(poolId, tokenAddress);
     if (poolToken == null) continue;
 
+    volumes[i] = poolToken.volume;
     amounts[i] = poolToken.balance;
+    swapFees[i] = poolToken.swapFees;
+
+    if (poolToken.address == pool.address.toHex()) {
+      protocolFees[i] = pool.totalProtocolFeePaidInBPT ? pool.totalProtocolFeePaidInBPT : ZERO_BD;
+    } else {
+      protocolFees[i] = poolToken.paidProtocolFees ? poolToken.paidProtocolFees : ZERO_BD;
+    }
   }
 
   snapshot.pool = poolId;
@@ -264,12 +276,67 @@ export function createPoolSnapshot(pool: Pool, timestamp: i32): void {
   snapshot.swapFees = pool.totalSwapFee;
   snapshot.liquidity = pool.totalLiquidity;
   snapshot.protocolFee = pool.totalProtocolFee;
+  snapshot.totalProtocolFees = protocolFees;
+  snapshot.totalSwapVolumes = volumes;
+  snapshot.totalSwapFees = swapFees;
   snapshot.swapsCount = pool.swapsCount;
   snapshot.holdersCount = pool.holdersCount;
   snapshot.timestamp = dayTimestamp;
   snapshot.save();
 }
 
+export function createPoolSnapshotHourly(pool: Pool, timestamp: i32): void {
+  const hourIndex = timestamp / 3600; // get unique hour within unix history
+  const hourStartUnix = hourIndex * 3600; // want the rounded effect
+
+  let poolId = pool.id;
+  if (pool == null || !pool.tokensList) return;
+
+  let snapshotId = poolId + '-' + hourIndex.toString();
+  let snapshot = PoolSnapshotHourly.load(snapshotId);
+
+  if (!snapshot) {
+    snapshot = new PoolSnapshotHourly(snapshotId);
+  }
+
+  let tokens = pool.tokensList;
+  let amounts = new Array<BigDecimal>(tokens.length);
+  let protocolFees = new Array<BigDecimal>(tokens.length);
+  let volumes = new Array<BigDecimal>(tokens.length);
+  let swapFees = new Array<BigDecimal>(tokens.length);
+  for (let i = 0; i < tokens.length; i++) {
+    let token = tokens[i];
+    let tokenAddress = Address.fromString(token.toHexString());
+    let poolToken = loadPoolToken(poolId, tokenAddress);
+    if (poolToken == null) continue;
+
+    volumes[i] = poolToken.volume;
+    amounts[i] = poolToken.balance;
+    swapFees[i] = poolToken.swapFees;
+
+    if (poolToken.address == pool.address.toHex()) {
+      protocolFees[i] = pool.totalProtocolFeePaidInBPT ? pool.totalProtocolFeePaidInBPT : ZERO_BD;
+    } else {
+      protocolFees[i] = poolToken.paidProtocolFees ? poolToken.paidProtocolFees : ZERO_BD;
+    }
+  }
+
+  snapshot.pool = poolId;
+  snapshot.amounts = amounts;
+  snapshot.totalShares = pool.totalShares;
+  snapshot.swapVolume = pool.totalSwapVolume;
+  snapshot.swapFees = pool.totalSwapFee;
+  snapshot.liquidity = pool.totalLiquidity;
+  snapshot.protocolFee = pool.totalProtocolFee;
+  snapshot.totalProtocolFees = protocolFees;
+  snapshot.totalSwapVolumes = volumes;
+  snapshot.totalSwapFees = swapFees;
+  snapshot.swapsCount = pool.swapsCount;
+  snapshot.holdersCount = pool.holdersCount;
+  snapshot.timestamp = hourStartUnix;
+  snapshot.save();
+}
+
 export function createUserEntity(address: Address): void {
   let addressHex = address.toHex();
   if (User.load(addressHex) == null) {

src/mappings/poolController.ts

@@ -55,6 +55,7 @@ import {
   createPoolSnapshot,
   hexToBigInt,
   getBalancerSnapshot,
+  createPoolSnapshotHourly,
 } from './helpers/misc';
 import { ONE_BD, ProtocolFeeType, VAULT_ADDRESS, ZERO_ADDRESS, ZERO_BD } from './helpers/constants';
 import { updateAmpFactor } from './helpers/stable';
@@ -657,6 +658,7 @@ export function handleTransfer(event: Transfer): void {
 
       // create or update pool's snapshot
       createPoolSnapshot(pool, event.block.timestamp.toI32());
+      createPoolSnapshotHourly(pool, event.block.timestamp.toI32());
 
       let vault = Balancer.load('2') as Balancer;
       let vaultProtocolFee = vault.totalProtocolFee ? vault.totalProtocolFee : ZERO_BD;

src/mappings/pricing.ts

@@ -12,6 +12,7 @@ import { hasVirtualSupply, isComposableStablePool, isLinearPool, isFXPool, PoolT
 import {
   bytesToAddress,
   createPoolSnapshot,
+  createPoolSnapshotHourly,
   getBalancerSnapshot,
   getToken,
   getTokenPriceId,
@@ -179,8 +180,9 @@ export function updatePoolLiquidity(poolId: string, block_number: BigInt, timest
     updateBptPrice(pool);
   }
 
-  // Create or update pool daily snapshot
+  // Create or update pool snapshots
   createPoolSnapshot(pool, timestamp.toI32());
+  createPoolSnapshotHourly(pool, timestamp.toI32());
 
   // Update global stats
   let vault = Balancer.load('2') as Balancer;

src/mappings/vault.ts

@@ -558,10 +558,14 @@ export function handleSwapEvent(event: SwapEvent): void {
 
   let newInAmount = poolTokenIn.balance.plus(tokenAmountIn);
   poolTokenIn.balance = newInAmount;
+  poolTokenIn.volume = poolTokenIn.volume.plus(tokenAmountIn);
+  poolTokenIn.swapFees = poolTokenIn.swapFees.plus(tokenAmountIn.times(pool.swapFee));
   poolTokenIn.save();
 
   let newOutAmount = poolTokenOut.balance.minus(tokenAmountOut);
   poolTokenOut.balance = newOutAmount;
+  poolTokenOut.volume = poolTokenOut.volume.plus(tokenAmountOut);
+  poolTokenOut.swapFees = poolTokenOut.swapFees.plus(tokenAmountOut.times(pool.swapFee));
   poolTokenOut.save();
 
   let swapId = transactionHash.toHexString().concat(logIndex.toString());