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Address returnsGenerated being incorrect & add tests #119

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merged 12 commits into from
Nov 29, 2021
Merged

Address returnsGenerated being incorrect & add tests #119

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46ec208
fix(tests): remove EIP-55 addresses in default test strings
bsamuels453 Nov 24, 2021
a0832bf
fix(tests): address issues with matchstick-as sourcemap incompatibili…
bsamuels453 Nov 24, 2021
0c978ee
fix(build): remove git add -A from husky pre commit hook
bsamuels453 Nov 26, 2021
7cf03bc
fix(logging): improve logging
bsamuels453 Nov 26, 2021
fe983b2
feat(tests): adding first deposit1() test
bsamuels453 Nov 26, 2021
1bb94de
fix(mapping): fix returnsGenerated output in VaultUpdate entity
bsamuels453 Nov 27, 2021
7a91da8
fix(vault-update): documentation update
bsamuels453 Nov 29, 2021
fe8f20c
feat(tests): add auto-generated fixtures
bsamuels453 Nov 29, 2021
d2709af
feat(tests): update tests to use new fixtures
bsamuels453 Nov 29, 2021
c0315e5
Merge branch 'main' into unit-testing-v2
bsamuels453 Nov 29, 2021
884c70e
fix(docs): clarify balanceTokens doc
bsamuels453 Nov 29, 2021
21ee301
refactor(tests): move utility/helper functions into separate directory
bsamuels453 Nov 29, 2021
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2 changes: 1 addition & 1 deletion .husky/pre-commit
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
#!/bin/sh
. "$(dirname "$0")/_/husky.sh"

yarn lint:fix && git add -A
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Why did we remove it?

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yarn lint:fix is still there; I removed git add -A because it kept including files in each commit that I did not want to commit yet. I kept running into issues where I would stage 1 or 2 files for commit, git commit them, then the commit includes every change that was in my working directory.

yarn lint:fix
11 changes: 10 additions & 1 deletion generated/schema.ts
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Expand Up @@ -6,7 +6,6 @@ import {
Value,
ValueKind,
store,
Address,
Bytes,
BigInt,
BigDecimal
Expand Down Expand Up @@ -666,6 +665,7 @@ export class VaultUpdate extends Entity {
this.set("sharesMinted", Value.fromBigInt(BigInt.zero()));
this.set("sharesBurnt", Value.fromBigInt(BigInt.zero()));
this.set("balancePosition", Value.fromBigInt(BigInt.zero()));
this.set("balanceTokens", Value.fromBigInt(BigInt.zero()));
this.set("pricePerShare", Value.fromBigInt(BigInt.zero()));
this.set("returnsGenerated", Value.fromBigInt(BigInt.zero()));
this.set("totalFees", Value.fromBigInt(BigInt.zero()));
Expand Down Expand Up @@ -780,6 +780,15 @@ export class VaultUpdate extends Entity {
this.set("balancePosition", Value.fromBigInt(value));
}

get balanceTokens(): BigInt {
let value = this.get("balanceTokens");
return value!.toBigInt();
}

set balanceTokens(value: BigInt) {
this.set("balanceTokens", Value.fromBigInt(value));
}

get pricePerShare(): BigInt {
let value = this.get("pricePerShare");
return value!.toBigInt();
Expand Down
2 changes: 2 additions & 0 deletions schema.graphql
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Expand Up @@ -185,6 +185,8 @@ type VaultUpdate @entity {
sharesBurnt: BigInt!
"The current balance position defined as: (vault.totalAssets() * (vault.pricePerShare() / 10**vault.decimals()))."
balancePosition: BigInt!
"Balance of Tokens in the Vault and its Strategies at the time of update"
balanceTokens: BigInt!

### PERFORMANCE

Expand Down
2 changes: 1 addition & 1 deletion src/utils/account/vault-position.ts
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Expand Up @@ -62,7 +62,7 @@ export function getBalancePosition(
account: Account,
vaultContract: VaultContract
): BigInt {
log.info('GetBalancePosition account {} ', [account.id]);
log.info('[VaultPosition] GetBalancePosition account {} ', [account.id]);
let pricePerShare = vaultContract.pricePerShare();
let decimals = vaultContract.decimals();
// (vault.balanceOf(account) * (vault.pricePerShare() / 10**vault.decimals()))
Expand Down
2 changes: 1 addition & 1 deletion src/utils/transaction.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ export function getOrCreateTransactionFromCall(
);
let transaction = _getOrCreateTransaction(
call.transaction,
call.transaction.index, // As the call hasnt the event log inde, we use the transaction index value.
call.transaction.index, // As the call hasnt the event log inde, we use the transaction index value. Will this cause an accounting error if someone deposits and withdraws from a vault in the same transaction?
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call.block,
action
);
Expand Down
76 changes: 49 additions & 27 deletions src/utils/vault/vault-update.ts
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Expand Up @@ -36,9 +36,10 @@ function createVaultUpdate(
managementFees: BigInt,
performanceFees: BigInt,
balancePosition: BigInt,
totalAssets: BigInt,
rewards: Address | null = null
): VaultUpdate {
log.debug('[VaultUpdate] Creating vault update with id {}', [vault.id]);
log.debug('[VaultUpdate] Creating vault update with id {}', [id]);
let vaultUpdate = new VaultUpdate(id);
vaultUpdate.timestamp = transaction.timestamp;
vaultUpdate.blockNumber = transaction.blockNumber;
Expand All @@ -49,6 +50,7 @@ function createVaultUpdate(
vaultUpdate.tokensWithdrawn = tokensWithdrawn;
vaultUpdate.sharesMinted = sharesMinted;
vaultUpdate.sharesBurnt = sharesBurnt;
vaultUpdate.balanceTokens = totalAssets;
// Performance
vaultUpdate.pricePerShare = pricePerShare;
vaultUpdate.totalFees = totalFees;
Expand All @@ -57,13 +59,27 @@ function createVaultUpdate(
vaultUpdate.balancePosition = balancePosition;
vaultUpdate.rewards = rewards;

if (vault.balanceTokens.gt(balancePosition)) {
vaultUpdate.returnsGenerated = BIGINT_ZERO;
} else {
vaultUpdate.returnsGenerated = balancePosition.minus(vault.balanceTokens);
}

// NOTE: This returnsGenerated parameter represents the _recognized_ returns since the last VaultUpdate.
// Recognized returns are returns which the strategy has paid out to the Vault via Harvest().
// Unrecognized returns are returns which have yet to be harvested.
// The value of unrecognized returns may change between the time of query and the time of harvest, so we use
// recognized returns for the subgraph.
vaultUpdate.returnsGenerated = totalAssets
.minus(vault.balanceTokens)
.minus(tokensDeposited)
.plus(tokensWithdrawn);
vaultUpdate.save();

vault.latestUpdate = vaultUpdate.id;
vault.balanceTokens = totalAssets;
// todo: current implementation of balanceTokensIdle does not update when debt is issued to strategies
vault.balanceTokensIdle = vault.balanceTokensIdle
.plus(tokensDeposited)
.minus(tokensWithdrawn);
// todo: balanceTokensInvested
vault.sharesSupply = vault.sharesSupply.plus(sharesMinted).minus(sharesBurnt);
vault.save();

return vaultUpdate;
}

Expand All @@ -73,7 +89,8 @@ export function firstDeposit(
depositedAmount: BigInt,
sharesMinted: BigInt,
pricePerShare: BigInt,
balancePosition: BigInt
balancePosition: BigInt,
totalAssets: BigInt
): VaultUpdate {
log.debug('[VaultUpdate] First deposit', []);
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
Expand All @@ -92,7 +109,8 @@ export function firstDeposit(
BIGINT_ZERO,
BIGINT_ZERO,
BIGINT_ZERO,
balancePosition
balancePosition,
totalAssets
);
}

Expand All @@ -105,7 +123,8 @@ export function deposit(
depositedAmount: BigInt,
sharesMinted: BigInt,
pricePerShare: BigInt,
balancePosition: BigInt
balancePosition: BigInt,
totalAssets: BigInt
): VaultUpdate {
log.debug('[VaultUpdate] Deposit', []);
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
Expand All @@ -128,7 +147,8 @@ export function deposit(
latestVaultUpdate!.totalFees,
latestVaultUpdate!.managementFees,
latestVaultUpdate!.performanceFees,
balancePosition
balancePosition,
totalAssets
);
}

Expand All @@ -142,7 +162,8 @@ export function withdraw(
withdrawnAmount: BigInt,
sharesBurnt: BigInt,
transaction: Transaction,
balancePosition: BigInt
balancePosition: BigInt,
totalAssets: BigInt
): VaultUpdate {
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
let newVaultUpdate = createVaultUpdate(
Expand All @@ -157,14 +178,9 @@ export function withdraw(
latestVaultUpdate.totalFees,
latestVaultUpdate.managementFees,
latestVaultUpdate.performanceFees,
balancePosition
balancePosition,
totalAssets
);
vault.sharesSupply = vault.sharesSupply.minus(sharesBurnt);
vault.balanceTokens = vault.balanceTokens.minus(withdrawnAmount);
vault.balanceTokensIdle = vault.balanceTokensIdle.minus(withdrawnAmount);

vault.latestUpdate = newVaultUpdate.id;
vault.save();
return newVaultUpdate;
}

Expand All @@ -173,7 +189,8 @@ export function strategyReported(
latestVaultUpdate: VaultUpdate,
transaction: Transaction,
pricePerShare: BigInt,
balancePosition: BigInt
balancePosition: BigInt,
totalAssets: BigInt
): VaultUpdate {
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
let newVaultUpdate = createVaultUpdate(
Expand All @@ -188,10 +205,9 @@ export function strategyReported(
latestVaultUpdate.totalFees,
latestVaultUpdate.managementFees,
latestVaultUpdate.performanceFees,
balancePosition
balancePosition,
totalAssets
);
vault.latestUpdate = newVaultUpdate.id;
vault.save();
return newVaultUpdate;
}

Expand All @@ -200,7 +216,8 @@ export function performanceFeeUpdated(
transaction: Transaction,
latestVaultUpdate: VaultUpdate,
balancePosition: BigInt,
performanceFee: BigInt
performanceFee: BigInt,
totalAssets: BigInt
): VaultUpdate {
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
let newVaultUpdate = createVaultUpdate(
Expand All @@ -215,7 +232,8 @@ export function performanceFeeUpdated(
latestVaultUpdate.totalFees,
BIGINT_ZERO,
performanceFee,
balancePosition
balancePosition,
totalAssets
);
return newVaultUpdate;
}
Expand All @@ -225,7 +243,8 @@ export function managementFeeUpdated(
transaction: Transaction,
latestVaultUpdate: VaultUpdate,
balancePosition: BigInt,
managementFee: BigInt
managementFee: BigInt,
totalAssets: BigInt
): VaultUpdate {
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
let newVaultUpdate = createVaultUpdate(
Expand All @@ -240,7 +259,8 @@ export function managementFeeUpdated(
latestVaultUpdate.totalFees,
managementFee,
BIGINT_ZERO,
balancePosition
balancePosition,
totalAssets
);
return newVaultUpdate;
}
Expand All @@ -250,6 +270,7 @@ export function rewardsUpdated(
transaction: Transaction,
latestVaultUpdate: VaultUpdate,
balancePosition: BigInt,
totalAssets: BigInt,
rewards: Address
): VaultUpdate {
let vaultUpdateId = buildIdFromVaultAndTransaction(vault, transaction);
Expand All @@ -266,6 +287,7 @@ export function rewardsUpdated(
BIGINT_ZERO,
BIGINT_ZERO,
balancePosition,
totalAssets,
rewards
);
return newVaultUpdate;
Expand Down
44 changes: 30 additions & 14 deletions src/utils/vault/vault.ts
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Expand Up @@ -177,7 +177,15 @@ export function deposit(
sharesMinted: BigInt,
timestamp: BigInt
): void {
log.debug('[Vault] Deposit', []);
log.debug(
'[Vault] Deposit vault: {} receiver: {} depositAmount: {} sharesMinted: {}',
[
vaultAddress.toHexString(),
receiver.toHexString(),
depositedAmount.toString(),
sharesMinted.toString(),
]
);
let vaultContract = VaultContract.bind(vaultAddress);
let account = accountLibrary.getOrCreate(receiver);
let pricePerShare = vaultContract.pricePerShare();
Expand All @@ -202,14 +210,16 @@ export function deposit(

let vaultUpdate: VaultUpdate;
let balancePosition = getBalancePosition(vaultContract);
let totalAssets = getTotalAssets(vaultContract);
if (vault.latestUpdate == null) {
vaultUpdate = vaultUpdateLibrary.firstDeposit(
vault,
transaction,
depositedAmount,
sharesMinted,
pricePerShare,
balancePosition
balancePosition,
totalAssets
);
} else {
vaultUpdate = vaultUpdateLibrary.deposit(
Expand All @@ -218,7 +228,8 @@ export function deposit(
depositedAmount,
sharesMinted,
pricePerShare,
balancePosition
balancePosition,
totalAssets
);
}

Expand All @@ -232,13 +243,6 @@ export function deposit(
vaultUpdate.returnsGenerated,
vaultContract.decimals()
);

vault.latestUpdate = vaultUpdate.id;
vault.balanceTokens = vault.balanceTokens.plus(depositedAmount);
vault.balanceTokensIdle = vault.balanceTokensIdle.plus(depositedAmount);
vault.sharesSupply = vault.sharesSupply.plus(sharesMinted);

vault.save();
}

export function isVault(vaultAddress: Address): boolean {
Expand Down Expand Up @@ -353,7 +357,8 @@ export function withdraw(
withdrawnAmount,
sharesBurnt,
transaction,
balancePosition
balancePosition,
getTotalAssets(vaultContract)
);

updateVaultDayData(
Expand All @@ -367,6 +372,9 @@ export function withdraw(
vaultContract.decimals()
);
}
} else {
// log.critical("[Vault] latestVaultUpdate is null and someone is calling withdraw(). Vault: {}", [vault.id.toString()])
// it turns out it is happening
}
}

Expand Down Expand Up @@ -429,7 +437,8 @@ export function strategyReported(
latestVaultUpdate as VaultUpdate,
transaction,
pricePerShare,
balancePosition
balancePosition,
getTotalAssets(vaultContract)
);
}
}
Expand Down Expand Up @@ -457,7 +466,8 @@ export function performanceFeeUpdated(
ethTransaction,
latestVaultUpdate as VaultUpdate,
getBalancePosition(vaultContract),
performanceFee
performanceFee,
getTotalAssets(vaultContract)
) as VaultUpdate;
vault.latestUpdate = vaultUpdate.id;
}
Expand Down Expand Up @@ -495,7 +505,8 @@ export function managementFeeUpdated(
ethTransaction,
latestVaultUpdate as VaultUpdate,
getBalancePosition(vaultContract),
managementFee
managementFee,
getTotalAssets(vaultContract)
) as VaultUpdate;
vault.latestUpdate = vaultUpdate.id;
}
Expand Down Expand Up @@ -567,6 +578,7 @@ export function handleUpdateRewards(
ethTransaction,
latestVaultUpdate as VaultUpdate,
getBalancePosition(vaultContract),
getTotalAssets(vaultContract),
rewards
) as VaultUpdate;
vault.latestUpdate = vaultUpdate.id;
Expand Down Expand Up @@ -606,6 +618,10 @@ function getBalancePosition(vaultContract: VaultContract): BigInt {
return totalAssets.times(pricePerShare).div(BigInt.fromI32(10).pow(decimals));
}

function getTotalAssets(vaultContract: VaultContract): BigInt {
return vaultContract.totalAssets();
}

export function createCustomVaultIfNeeded(
vaultAddress: Address,
registryAddress: Address,
Expand Down
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