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Merge pull request #47 from invariant-labs/fix-liquidity-calculations
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Fix liquidity calculations
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@zielvna
zielvna authored Sep 21, 2024
2 parents 6ce2e27 + 5b111f6 commit 32276c6
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Showing 7 changed files with 29 additions and 15 deletions.
2 changes: 1 addition & 1 deletion a0/src/snap.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -303,8 +303,8 @@ export const createSnapshotForNetwork = async (network: Network) => {
liquidityX = liq.liquidityX;
liquidityY = liq.liquidityY;
} catch (e) {
liquidityY = BigInt(lastSnapshot?.liquidityY.tokenBNFromBeginning ?? 0n);
liquidityX = BigInt(lastSnapshot?.liquidityX.tokenBNFromBeginning ?? 0n);
liquidityY = BigInt(lastSnapshot?.liquidityY.tokenBNFromBeginning ?? 0n);
}

try {
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30 changes: 22 additions & 8 deletions alph/src/snap.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -232,6 +232,11 @@ export const createSnapshotForNetwork = async (network: Network) => {

const protocolFee = await invariant.getProtocolFee();

const now = Date.now();
const timestamp =
Math.floor(now / (1000 * 60 * 60 * 24)) * (1000 * 60 * 60 * 24) +
1000 * 60 * 60 * 12;

for (let [poolKey, pool] of poolsWithKeys) {
let lastSnapshot: PoolSnapshot | undefined;

Expand Down Expand Up @@ -259,10 +264,23 @@ export const createSnapshotForNetwork = async (network: Network) => {
const stringifiedPoolKey = stringifyPoolKey(poolKey);

if (snaps?.[stringifiedPoolKey]) {
lastSnapshot =
if (
snaps[stringifiedPoolKey].snapshots[
snaps[stringifiedPoolKey].snapshots.length - 1
];
].timestamp === timestamp
) {
if (snaps?.[stringifiedPoolKey].snapshots.length >= 2) {
lastSnapshot =
snaps[stringifiedPoolKey].snapshots[
snaps[stringifiedPoolKey].snapshots.length - 2
];
}
} else {
lastSnapshot =
snaps[stringifiedPoolKey].snapshots[
snaps[stringifiedPoolKey].snapshots.length - 1
];
}
}
let volumeX, volumeY, liquidityX, liquidityY, feeX, feeY;

Expand All @@ -284,8 +302,8 @@ export const createSnapshotForNetwork = async (network: Network) => {
liquidityX = liq.liquidityX;
liquidityY = liq.liquidityY;
} catch (e) {
liquidityY = BigInt(lastSnapshot?.liquidityX.tokenBNFromBeginning ?? 0n);
liquidityX = BigInt(lastSnapshot?.liquidityY.tokenBNFromBeginning ?? 0n);
liquidityX = BigInt(lastSnapshot?.liquidityX.tokenBNFromBeginning ?? 0n);
liquidityY = BigInt(lastSnapshot?.liquidityY.tokenBNFromBeginning ?? 0n);
}

try {
Expand Down Expand Up @@ -369,10 +387,6 @@ export const createSnapshotForNetwork = async (network: Network) => {
},
});
}
const now = Date.now();
const timestamp =
Math.floor(now / (1000 * 60 * 60 * 24)) * (1000 * 60 * 60 * 24) +
1000 * 60 * 60 * 12;

poolsData.forEach(({ poolKey, stats }) => {
const parsedPoolKey = JSON.parse(poolKey);
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2 changes: 1 addition & 1 deletion data/a0/full_mainnet.json
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Original file line number Diff line number Diff line change
@@ -1 +1 @@
{"volume24":{"value":0,"change":0},"tvl24":{"value":0,"change":0},"fees24":{"value":0,"change":0},"tokensData":[{"address":"5CtuFVgEUz13SFPVY6s2cZrnLDEkxQXc19aXrNARwEBeCXgg","price":0.394095,"volume24":0,"tvl":0},{"address":"5EVzJwtb8yeFksbkXsuD49RZeYbzTRUKSyZ8y8iu1bMqrfvS","price":63071,"volume24":0,"tvl":0},{"address":"5Gu1E9FZrKP2vpLfBXiaRQQjeGRn4ssxj8DrXyFQCkR3N2fc","price":2558.75,"volume24":0,"tvl":0},{"address":"5FjtfRqa2dMELrTuhEWd3XgTMXRfX4Sb4mKfRebWdvuVccJ5","price":1,"volume24":0,"tvl":0},{"address":"5FxenfueeATgv34qiVgpXkAdFSgV56AshpqwVzfPNGj6ozfA","price":0,"volume24":0,"tvl":0},{"address":"5DzJvZpriJfdyvjFYUW7SbJDQHXs8PBGeytCz6DPgC6ofzmG","price":0,"volume24":0,"tvl":0}],"poolsData":[{"volume24":0,"tvl":0,"tokenX":"5CtuFVgEUz13SFPVY6s2cZrnLDEkxQXc19aXrNARwEBeCXgg","tokenY":"5EVzJwtb8yeFksbkXsuD49RZeYbzTRUKSyZ8y8iu1bMqrfvS","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5CtuFVgEUz13SFPVY6s2cZrnLDEkxQXc19aXrNARwEBeCXgg","tokenY":"5Gu1E9FZrKP2vpLfBXiaRQQjeGRn4ssxj8DrXyFQCkR3N2fc","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5CtuFVgEUz13SFPVY6s2cZrnLDEkxQXc19aXrNARwEBeCXgg","tokenY":"5FjtfRqa2dMELrTuhEWd3XgTMXRfX4Sb4mKfRebWdvuVccJ5","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5CtuFVgEUz13SFPVY6s2cZrnLDEkxQXc19aXrNARwEBeCXgg","tokenY":"5FxenfueeATgv34qiVgpXkAdFSgV56AshpqwVzfPNGj6ozfA","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5CtuFVgEUz13SFPVY6s2cZrnLDEkxQXc19aXrNARwEBeCXgg","tokenY":"5DzJvZpriJfdyvjFYUW7SbJDQHXs8PBGeytCz6DPgC6ofzmG","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5EVzJwtb8yeFksbkXsuD49RZeYbzTRUKSyZ8y8iu1bMqrfvS","tokenY":"5Gu1E9FZrKP2vpLfBXiaRQQjeGRn4ssxj8DrXyFQCkR3N2fc","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5EVzJwtb8yeFksbkXsuD49RZeYbzTRUKSyZ8y8iu1bMqrfvS","tokenY":"5FjtfRqa2dMELrTuhEWd3XgTMXRfX4Sb4mKfRebWdvuVccJ5","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5EVzJwtb8yeFksbkXsuD49RZeYbzTRUKSyZ8y8iu1bMqrfvS","tokenY":"5FxenfueeATgv34qiVgpXkAdFSgV56AshpqwVzfPNGj6ozfA","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5DzJvZpriJfdyvjFYUW7SbJDQHXs8PBGeytCz6DPgC6ofzmG","tokenY":"5EVzJwtb8yeFksbkXsuD49RZeYbzTRUKSyZ8y8iu1bMqrfvS","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5FjtfRqa2dMELrTuhEWd3XgTMXRfX4Sb4mKfRebWdvuVccJ5","tokenY":"5Gu1E9FZrKP2vpLfBXiaRQQjeGRn4ssxj8DrXyFQCkR3N2fc","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5FxenfueeATgv34qiVgpXkAdFSgV56AshpqwVzfPNGj6ozfA","tokenY":"5Gu1E9FZrKP2vpLfBXiaRQQjeGRn4ssxj8DrXyFQCkR3N2fc","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5DzJvZpriJfdyvjFYUW7SbJDQHXs8PBGeytCz6DPgC6ofzmG","tokenY":"5Gu1E9FZrKP2vpLfBXiaRQQjeGRn4ssxj8DrXyFQCkR3N2fc","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5FjtfRqa2dMELrTuhEWd3XgTMXRfX4Sb4mKfRebWdvuVccJ5","tokenY":"5FxenfueeATgv34qiVgpXkAdFSgV56AshpqwVzfPNGj6ozfA","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5DzJvZpriJfdyvjFYUW7SbJDQHXs8PBGeytCz6DPgC6ofzmG","tokenY":"5FjtfRqa2dMELrTuhEWd3XgTMXRfX4Sb4mKfRebWdvuVccJ5","fee":0.02},{"volume24":0,"tvl":0,"tokenX":"5DzJvZpriJfdyvjFYUW7SbJDQHXs8PBGeytCz6DPgC6ofzmG","tokenY":"5FxenfueeATgv34qiVgpXkAdFSgV56AshpqwVzfPNGj6ozfA","fee":0.02}],"volumePlot":[{"timestamp":1726920000000,"value":0}],"liquidityPlot":[{"timestamp":1726920000000,"value":0}]}
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2 changes: 1 addition & 1 deletion data/a0/full_testnet.json
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@@ -1 +1 @@
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