add poolBalanceDetails to updatePool (#78)

* add poolBalanceDetails to updatePool

* update tests for usage of poolBalanceDetails

* fix remaining tests

---------

Co-authored-by: Mike <mikehathaway@makerdao.com>

abis/PoolInfoUtilsMulticall.json

@@ -34,6 +34,82 @@
  "stateMutability": "nonpayable",
  "type": "function"
  },
+ {
+ "inputs": [
+ {
+ "internalType": "address",
+ "name": "ajnaPool_",
+ "type": "address"
+ },
+ {
+ "internalType": "uint256",
+ "name": "index_",
+ "type": "uint256"
+ },
+ {
+ "internalType": "address",
+ "name": "quoteTokenAddress_",
+ "type": "address"
+ },
+ {
+ "internalType": "address",
+ "name": "collateralTokenAddress_",
+ "type": "address"
+ },
+ {
+ "internalType": "bool",
+ "name": "isNFT_",
+ "type": "bool"
+ }
+ ],
+ "name": "poolBalanceDetails",
+ "outputs": [
+ {
+ "components": [
+ {
+ "internalType": "uint256",
+ "name": "debt",
+ "type": "uint256"
+ },
+ {
+ "internalType": "uint256",
+ "name": "accruedDebt",
+ "type": "uint256"
+ },
+ {
+ "internalType": "uint256",
+ "name": "debtInAuction",
+ "type": "uint256"
+ },
+ {
+ "internalType": "uint256",
+ "name": "t0Debt2ToCollateral",
+ "type": "uint256"
+ },
+ {
+ "internalType": "uint256",
+ "name": "depositUpToIndex",
+ "type": "uint256"
+ },
+ {
+ "internalType": "uint256",
+ "name": "quoteTokenBalance",
+ "type": "uint256"
+ },
+ {
+ "internalType": "uint256",
+ "name": "collateralTokenBalance",
+ "type": "uint256"
+ }
+ ],
+ "internalType": "struct PoolInfoUtilsMulticall.PoolBalanceDetails",
+ "name": "poolBalanceDetails_",
+ "type": "tuple"
+ }
+ ],
+ "stateMutability": "view",
+ "type": "function"
+ },
  {
  "inputs": [
  {

src/utils/pool/pool.ts

@@ -7,7 +7,7 @@ import { PoolInfoUtils } from '../../../generated/templates/ERC20Pool/PoolInfoUt
 import { PoolInfoUtilsMulticall } from '../../../generated/templates/ERC20Pool/PoolInfoUtilsMulticall'
 
 import { MAX_PRICE, MAX_PRICE_INDEX, ONE_BD, poolInfoUtilsAddressTable, poolInfoUtilsMulticallAddressTable, TEN_BI, ZERO_ADDRESS, ZERO_BD, ZERO_BI } from "../constants"
-import { addressToBytes, decimalToWad, wadToDecimal } from '../convert'
+import { addressToBytes, decimalToWad, wadToDecimal } from '../convert';
 import { getTokenBalance } from '../token-erc20'
 import { getTokenBalance as getERC721TokenBalance } from '../token-erc721'
 import { wmul, wdiv } from '../math'
@@ -83,17 +83,14 @@ export function getRatesAndFees(poolId: Bytes): RatesAndFees {
 }
 
 export function calculateLendRate(
- poolAddress: Address, 
  borrowRate: BigInt, 
- lenderInterestMargin: BigInt, 
- poolPricesInfo: PoolPricesInfo, 
+ lenderInterestMargin: BigInt,
+ meaningfulDeposit: BigInt,
  debt: BigInt
 ): BigDecimal {
- const meaningfulPriceIndex = max(poolPricesInfo.lupIndex.toU32(), poolPricesInfo.htpIndex.toU32())
- const meaningfulDeposit = depositUpToIndex(poolAddress, meaningfulPriceIndex)
  if (meaningfulDeposit.equals(ZERO_BI)) return ZERO_BD
  const utilization = wdiv(debt, meaningfulDeposit)
- return wadToDecimal(wmul(wmul(borrowRate,lenderInterestMargin), utilization))
+ return wadToDecimal(wmul(wmul(borrowRate, lenderInterestMargin), utilization))
 }
 
 export class LoansInfo {
@@ -224,10 +221,6 @@ export function updatePool(pool: Pool): void {
  pool.maxBorrower = poolLoansInfo.maxBorrower
  pool.inflator = wadToDecimal(poolLoansInfo.pendingInflator)
 
- // update amount of debt in pool
- const debtInfo = isERC20Pool(pool) ? getDebtInfo(pool) : getDebtInfoERC721Pool(pool)
- pool.t0debt = wadToDecimal(wdiv(debtInfo.pendingDebt, poolLoansInfo.pendingInflator))
-
  // update pool prices information
  const poolPricesInfo = poolDetails.poolPricesInfo
  pool.hpb = wadToDecimal(poolPricesInfo.hpb)
@@ -250,32 +243,22 @@ export function updatePool(pool: Pool): void {
  pool.targetUtilization = wadToDecimal(poolUtilizationInfo.targetUtilization)
 
  // update pool token balances
- // update quote token balances, this is common between all pool types
- const poolAddress = Address.fromBytes(pool.id)
- let token = Token.load(pool.quoteToken)!
- let scaleFactor = TEN_BI.pow(18 - token.decimals as u8)
- let unnormalizedTokenBalance = getTokenBalance(Address.fromBytes(pool.quoteToken), poolAddress)
- pool.quoteTokenBalance = wadToDecimal(unnormalizedTokenBalance.times(scaleFactor))
- // update collateral token balances
- // use the appropriate contract for querying balanceOf the pool
- if (pool.poolType == 'Fungible') {
- token = Token.load(pool.collateralToken)!
- scaleFactor = TEN_BI.pow(18 - token.decimals as u8)
- unnormalizedTokenBalance = getTokenBalance(Address.fromBytes(pool.collateralToken), poolAddress)
- } else {
- scaleFactor = TEN_BI.pow(18) // assume 18 decimal factor for ERC721
- unnormalizedTokenBalance = getERC721TokenBalance(Address.fromBytes(pool.collateralToken), poolAddress)
- }
- pool.collateralBalance = wadToDecimal(unnormalizedTokenBalance.times(scaleFactor))
+ const meaningfulPriceIndex = max(poolPricesInfo.lupIndex.toU32(), poolPricesInfo.htpIndex.toU32())
+ const poolBalanceDetails = getPoolBalanceDetails(pool, BigInt.fromI32(meaningfulPriceIndex))
+ pool.quoteTokenBalance = wadToDecimal(poolBalanceDetails.quoteTokenBalance)
+ // FIXME: If isNFT then don't convert wadToDecimal?
+ pool.collateralBalance = wadToDecimal(poolBalanceDetails.collateralTokenBalance)
+ // FIXME: update t0debt -> need to take into account pending debt?
+ // update pool debt info
+ pool.t0debt = wadToDecimal(poolBalanceDetails.debt)
 
  // update rates and fees which change irrespective of borrow rate
  const ratesAndFees = poolDetails.ratesAndFeesInfo
  pool.lendRate = calculateLendRate(
- poolAddress,
  decimalToWad(pool.borrowRate),
  ratesAndFees.lenderInterestMargin,
- poolPricesInfo,
- debtInfo.pendingDebt)
+ poolBalanceDetails.depositUpToIndex,
+ poolBalanceDetails.debt)
  pool.borrowFeeRate = wadToDecimal(ratesAndFees.borrowFeeRate)
  pool.depositFeeRate = wadToDecimal(ratesAndFees.depositFeeRate)
 }
@@ -337,6 +320,41 @@ export function getPoolDetailsMulticall(pool: Pool): PoolDetails {
  return poolDetails
 }
 
+export class PoolBalanceDetails {
+ debt: BigInt
+ accruedDebt: BigInt
+ debtInAuction: BigInt
+ t0Debt2ToCollateral: BigInt
+ depositUpToIndex: BigInt
+ quoteTokenBalance: BigInt
+ collateralTokenBalance: BigInt
+ constructor(debt: BigInt, accruedDebt: BigInt, debtInAuction: BigInt, t0Debt2ToCollateral: BigInt, depositUpToIndex: BigInt, quoteTokenBalance: BigInt, collateralTokenBalance: BigInt) {
+ this.debt = debt
+ this.accruedDebt = accruedDebt
+ this.debtInAuction = debtInAuction
+ this.t0Debt2ToCollateral = t0Debt2ToCollateral
+ this.depositUpToIndex = depositUpToIndex
+ this.quoteTokenBalance = quoteTokenBalance
+ this.collateralTokenBalance = collateralTokenBalance
+ }
+}
+export function getPoolBalanceDetails(pool: Pool, meaningFulIndex: BigInt): PoolBalanceDetails {
+ const poolInfoUtilsMulticallAddress = poolInfoUtilsMulticallAddressTable.get(dataSource.network())!
+ const poolInfoUtilsMulticallContract = PoolInfoUtilsMulticall.bind(poolInfoUtilsMulticallAddress)
+ const poolBalanceDetailsResult = poolInfoUtilsMulticallContract.poolBalanceDetails(Address.fromBytes(pool.id), meaningFulIndex, Address.fromBytes(pool.quoteToken), Address.fromBytes(pool.collateralToken), pool.poolType != 'Fungible')
+
+ const poolBalanceDetails = new PoolBalanceDetails(
+ poolBalanceDetailsResult.debt,
+ poolBalanceDetailsResult.accruedDebt,
+ poolBalanceDetailsResult.debtInAuction,
+ poolBalanceDetailsResult.t0Debt2ToCollateral,
+ poolBalanceDetailsResult.depositUpToIndex,
+ poolBalanceDetailsResult.quoteTokenBalance,
+ poolBalanceDetailsResult.collateralTokenBalance
+ )
+ return poolBalanceDetails
+}
+
  // TODO: rearrange into organized sections
  /****************/
  /*** Pointers ***/
@@ -414,6 +432,7 @@ export function getBurnInfoERC721Pool(pool: Pool, burnEpoch: BigInt): BurnInfo {
  return burnInfo
 }
 
+// FIXME: this needs to be updated
 export class DebtInfo {
  pendingDebt: BigInt
  accruedDebt: BigInt

tests/erc-20-pool.test.ts

@@ -21,7 +21,7 @@ import {
 import { mockGetAuctionInfo, mockGetAuctionStatus, mockGetBorrowerInfo, mockGetBucketInfo, mockGetBurnInfo, mockGetCurrentBurnEpoch, mockGetDebtInfo, mockGetLPBValueInQuote, mockGetLenderInfo, mockGetRatesAndFees, mockPoolInfoUtilsPoolUpdateCalls, mockTokenBalance } from "./utils/mock-contract-calls"
 import { BucketInfo, getBucketId } from "../src/utils/pool/bucket"
 import { addressToBytes, wadToDecimal } from "../src/utils/convert"
-import { FIVE_PERCENT_BI, MAX_PRICE, MAX_PRICE_BI, MAX_PRICE_INDEX, ONE_BI, ONE_PERCENT_BI, ONE_WAD_BI, TWO_BI, ZERO_ADDRESS, ZERO_BD, ZERO_BI } from "../src/utils/constants"
+import { FIVE_PERCENT_BI, MAX_PRICE, MAX_PRICE_BI, MAX_PRICE_INDEX, ONE_BI, ONE_PERCENT_BI, ONE_WAD_BI, TWO_BI, ZERO_ADDRESS, ZERO_BD, ZERO_BI } from '../src/utils/constants';
 import { Account, Lend, Loan, Pool } from "../generated/schema"
 import { getLendId } from "../src/utils/pool/lend"
 import { BorrowerInfo, getLoanId } from "../src/utils/pool/loan"
@@ -467,11 +467,34 @@ describe("ERC20Pool assertions", () => {
  const amountBorrowed = BigInt.fromString("567529276179422528643") // 567.529276179422528643 * 1e18
  const collateralPledged = BigInt.fromI32(1067)
  const lup = BigInt.fromString("9529276179422528643") // 9.529276179422528643 * 1e18
-
- const expectedPoolDebtInfo = new DebtInfo(amountBorrowed, ZERO_BI, ZERO_BI, ZERO_BI)
- mockGetDebtInfo(poolAddress, expectedPoolDebtInfo)
+ const index = BigInt.fromI32(234)
 
  const inflator = BigInt.fromString("1002804000000000000")
+
+ mockPoolInfoUtilsPoolUpdateCalls(poolAddress, {
+ poolSize: ZERO_BI,
+ debt: amountBorrowed,
+ loansCount: ONE_BI,
+ maxBorrower: borrower,
+ inflator: inflator,
+ hpb: ZERO_BI, //TODO: indexToPrice(price)
+ hpbIndex: index,
+ htp: ZERO_BI, //TODO: indexToPrice(price)
+ htpIndex: ZERO_BI,
+ lup: lup,
+ lupIndex: BigInt.fromU32(MAX_PRICE_INDEX),
+ reserves: ZERO_BI,
+ claimableReserves: ZERO_BI,
+ claimableReservesRemaining: ZERO_BI,
+ reserveAuctionPrice: ZERO_BI,
+ currentBurnEpoch: BigInt.fromI32(9998102),
+ reserveAuctionTimeRemaining: ZERO_BI,
+ minDebtAmount: ZERO_BI,
+ collateralization: ONE_WAD_BI,
+ actualUtilization: ZERO_BI,
+ targetUtilization: ONE_WAD_BI
+ })
+
  const expectedBorrowerInfo = new BorrowerInfo(
  wdiv(amountBorrowed, inflator), 
  collateralPledged, 

tests/erc-721-pool.test.ts

@@ -256,12 +256,34 @@ describe("Describe entity assertions", () => {
  const tokenIdsPledged = [BigInt.fromI32(234), BigInt.fromI32(345)]
  const amountPledged = BigInt.fromString("2000000000000000000")
  const lup = BigInt.fromString("9529276179422528643") // 9.529276179422528643 * 1e18
-
- // mock required contract calls
- const expectedPoolDebtInfo = new DebtInfo(amountBorrowed, ZERO_BI, ZERO_BI, ZERO_BI)
- mockGetDebtInfo(poolAddress, expectedPoolDebtInfo)
+ const index = BigInt.fromI32(123)
 
  const inflator = BigInt.fromString("1002804000000000000")
+
+ mockPoolInfoUtilsPoolUpdateCalls(poolAddress, {
+ poolSize: ZERO_BI,
+ debt: amountBorrowed,
+ loansCount: ONE_BI,
+ maxBorrower: borrower,
+ inflator: inflator,
+ hpb: ZERO_BI, //TODO: indexToPrice(price)
+ hpbIndex: index,
+ htp: ZERO_BI, //TODO: indexToPrice(price)
+ htpIndex: ZERO_BI,
+ lup: lup,
+ lupIndex: BigInt.fromU32(MAX_PRICE_INDEX),
+ reserves: ZERO_BI,
+ claimableReserves: ZERO_BI,
+ claimableReservesRemaining: ZERO_BI,
+ reserveAuctionPrice: ZERO_BI,
+ currentBurnEpoch: BigInt.fromI32(9998102),
+ reserveAuctionTimeRemaining: ZERO_BI,
+ minDebtAmount: ZERO_BI,
+ collateralization: ONE_WAD_BI,
+ actualUtilization: ZERO_BI,
+ targetUtilization: ONE_WAD_BI
+ })
+
  const expectedBorrowerInfo = new BorrowerInfo(
  wdiv(amountBorrowed, inflator),
  amountPledged,

tests/utils/mock-contract-calls.ts

@@ -3,7 +3,7 @@ import { createMockedFunction } from "matchstick-as"
 
 import { BucketInfo } from "../../src/utils/pool/bucket"
 import { positionManagerAddressTable, poolInfoUtilsAddressTable, ZERO_BI, ONE_BI, poolInfoUtilsMulticallAddressTable } from '../../src/utils/constants';
-import { BurnInfo, DebtInfo, LoansInfo, PoolPricesInfo, PoolUtilizationInfo, ReservesInfo, PoolDetails, RatesAndFees } from '../../src/utils/pool/pool';
+import { BurnInfo, DebtInfo, LoansInfo, PoolPricesInfo, PoolUtilizationInfo, ReservesInfo, PoolDetails, RatesAndFees, PoolBalanceDetails, depositUpToIndex } from '../../src/utils/pool/pool';
 import { AuctionInfo, AuctionStatus } from "../../src/utils/pool/liquidation"
 import { BorrowerInfo } from "../../src/utils/pool/loan"
 import { wdiv, wmin, wmul } from "../../src/utils/math"
@@ -291,7 +291,6 @@ export function mockGetPoolDetailsMulticall(pool: Address, expectedPoolDetails:
 
  createMockedFunction(poolInfoUtilsMulticallAddressTable.get(dataSource.network())!, 'poolDetailsMulticall', 'poolDetailsMulticall(address):((uint256,uint256,address,uint256,uint256),(uint256,uint256,uint256,uint256,uint256,uint256),(uint256,uint256,uint256),(uint256,uint256,uint256,uint256,uint256),(uint256,uint256,uint256,uint256))')
  .withArgs([ethereum.Value.fromAddress(pool)])
- // TODO: create new expecte tuple containings the retrieved params from each struct
  .returns([
  ethereum.Value.fromTuple(expectedPoolLoansInfo),
  ethereum.Value.fromTuple(expectedPoolPricesInfo),
@@ -301,6 +300,30 @@ export function mockGetPoolDetailsMulticall(pool: Address, expectedPoolDetails:
  ])
 }
 
+// https://github.com/LimeChain/matchstick/issues/376
+export function mockGetPoolBalanceDetails(pool: Address, meaningfulIndex: BigInt, quoteToken: Address, collateralToken: Address, isNFT: bool, expectedPoolBalanceDetails: PoolBalanceDetails): void {
+ const expectedPoolBalanceDetailsTuple = new ethereum.Tuple();
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.debt));
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.accruedDebt));
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.debtInAuction));
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.t0Debt2ToCollateral));
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.depositUpToIndex));
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.quoteTokenBalance));
+ expectedPoolBalanceDetailsTuple.push(ethereum.Value.fromUnsignedBigInt(expectedPoolBalanceDetails.collateralTokenBalance));
+
+ createMockedFunction(poolInfoUtilsMulticallAddressTable.get(dataSource.network())!, 'poolBalanceDetails', 'poolBalanceDetails(address,uint256,address,address,bool):((uint256,uint256,uint256,uint256,uint256,uint256,uint256))')
+ .withArgs([
+ ethereum.Value.fromAddress(pool),
+ ethereum.Value.fromUnsignedBigInt(meaningfulIndex),
+ ethereum.Value.fromAddress(quoteToken),
+ ethereum.Value.fromAddress(collateralToken),
+ ethereum.Value.fromBoolean(isNFT)
+ ])
+ .returns([
+ ethereum.Value.fromTuple(expectedPoolBalanceDetailsTuple)
+ ])
+}
+
 // mock auctionInfo contract calls
 export function mockGetAuctionInfo(borrower: Address, pool: Address, expectedInfo: AuctionInfo): void {
  createMockedFunction(pool, 'auctionInfo', 'auctionInfo(address):(address,uint256,uint256,uint256,uint256,uint256,address,address,address)')
@@ -383,7 +406,6 @@ export function mockDepositUpToIndex(pool: Address, index: BigInt, expectedInfo:
  ])
 }
 
-// TODO: reuse this for PoolDetails?
 export class PoolMockParams {
  // loans info mock params
  poolSize: BigInt
@@ -461,17 +483,28 @@ export function mockPoolInfoUtilsPoolUpdateCalls(pool: Address, params: PoolMock
  )
  mockGetPoolDetailsMulticall(pool, expectedPoolDetails)
 
- const expectedPoolDebtInfo = new DebtInfo(params.debt, ZERO_BI, ZERO_BI, ZERO_BI)
- mockGetDebtInfo(pool, expectedPoolDebtInfo)
-
- // TODO: pass expected balance to mock balance calls
  // load pool instance
  const poolInstance = Pool.load(addressToBytes(pool))!
- // mock token balance calls
- mockTokenBalance(Address.fromBytes(poolInstance.collateralToken), pool, decimalToWad(poolInstance.collateralBalance))
- mockTokenBalance(Address.fromBytes(poolInstance.quoteToken), pool, decimalToWad(poolInstance.quoteTokenBalance))
-
- mockDepositUpToIndex(pool, params.lupIndex, wmul(params.poolSize, params.actualUtilization))
+ const depositUpToIndex = wmul(params.poolSize, params.actualUtilization)
+ const meaningfulIndex = BigInt.fromI32(max(params.lupIndex.toI32(), params.htpIndex.toI32()))
+ const isNFT = poolInstance.poolType != 'Fungible'
+
+ mockGetPoolBalanceDetails(
+ pool,
+ meaningfulIndex,
+ Address.fromBytes(poolInstance.quoteToken),
+ Address.fromBytes(poolInstance.collateralToken),
+ isNFT,
+ new PoolBalanceDetails(
+ params.debt,
+ ZERO_BI,
+ ZERO_BI,
+ ZERO_BI,
+ depositUpToIndex,
+ decimalToWad(poolInstance.quoteTokenBalance),
+ decimalToWad(poolInstance.collateralBalance)
+ )
+ )
 }
 
 /****************************/