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https://github.com/curvefi/volume-subgraphs

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Host: GitHub
URL: https://github.com/curvefi/volume-subgraphs
Owner: curvefi
Created: 2022-01-17T14:24:17.000Z (almost 3 years ago)
Default Branch: main
Last Pushed: 2023-12-11T02:46:21.000Z (about 1 year ago)
Last Synced: 2024-04-16T07:19:46.661Z (9 months ago)
Language: TypeScript
Size: 843 KB
Stars: 18
Watchers: 7
Forks: 10
Open Issues: 4
Metadata Files:
- Readme: README.md

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README

# Curve volume subgraphs

### Overview

This repository contains the code and templates needed to deploy a subgraph
tracking the USD volume of Curve pools on all supported chains. It also tracks revenue and approximate USD prices of token exchanges.

It does not track liquidity events and some prices are approximated due to issues with the contracts' event params. For liquidity events and more accurate prices for underlying trades, check out the `lightweight` branch of the repository.

The subgraph is based on the address provider contract which is located at `0x0000000022d53366457f9d5e68ec105046fc4383` on all chains.
The subgraph listens to the events on the address provider to track all added Stable Registry, Stable Factory, Crypto Registry and Crypto Factory contracts.
The registries and factories are then in turn tracked to track all new deployed or added pools.

The subgraphs are only as comprehensive as the address indexer and associated registries. If the
address indexer is not up to date, neither will the subgraph. If a non-factory pool is not added to a
registry, or if the registry itself is not added to the address provider, the pool will not be tracked by the
subgraph. Note that if the address of a registry or a factory is updated on the address provider contract the
subgraph will continue to track the old one (the new one will of course be tracked as well).

Currently supported chains:

- `mainnet (ethereum)`
- `avalanche`
- `fantom`
- `matic`
- `arbitrum`
- `xdai`
- `optimism`
- `aurora`
- `moonbeam`
- `celo`

### Deployment addresses

- Mainnet: https://thegraph.com/hosted-service/subgraph/convex-community/volume-mainnet
- xDAI: https://thegraph.com/hosted-service/subgraph/convex-community/volume-xdai
- Arbitrum: https://thegraph.com/hosted-service/subgraph/convex-community/volume-arbitrum
- Fantom: https://thegraph.com/hosted-service/subgraph/convex-community/volume-fantom
- Avalanche: https://thegraph.com/hosted-service/subgraph/convex-community/volume-avalanche
- Matic: https://thegraph.com/hosted-service/subgraph/convex-community/volume-matic
- Optimism: https://thegraph.com/hosted-service/subgraph/convex-community/volume-optimism
- Optimism: https://thegraph.com/hosted-service/subgraph/convex-community/volume-optimism
- Aurora: https://thegraph.com/hosted-service/subgraph/convex-community/volume-aurora
- Celo: https://thegraph.com/hosted-service/subgraph/convex-community/volume-celo

### Llamma & crvUSD

The `crvusd` repository tracks all of the crvUSD lending markets, including controllers, llammas, monetary policies and peg keepers.
The subgraph is deployed at the following address:
https://thegraph.com/hosted-service/subgraph/convex-community/crvusd

### Installation and deployment

Initial setup:

```
yarn install
yarn prepare
```

To deploy the subgraph for a specific chain:

```
yarn prepare:[chain]
yarn deploy:[chain]
```

After making changes, deploy to a staging address rather than the production subgraph using `stage`:

```
yarn prepare:[chain]
yarn stage:[chain]
```

Where `[chain]` is any of the chains listed above.
For instance, for mainnet:

```
yarn prepare:mainnet
yarn deploy:mainnet
```

**Note**: You may need to update the `package.json` file in `subgraphs/volume` to change the graph's deployment address.

### Known limitations

The subgraphs are dependent on the address provider and registries for information about the pools, so the data will require both to be up to date.

The subgraph currently does not have always a way to detect whether a pool is a lending pool or a metapool. This is due to several factors (lack of information in the events, no specific ABI, inability to intercept calls on several chains) and leads to some potential issues:

- If a non-factory metapool is added to a registry, the data for that pool will often be faulty (unless the pool implements the `base_pool` view method and can be identified as a metapool).
The solution is to manually add the pool to the `UNKNOWN_METAPOOLS` mapping in the `constants` package (make sure to update the template and not the mustache-generated `index.ts` file). The key added should be the address of the metapool (in lowercase), the value the address of
its base pool (as an `Address`)
- If a lending pool is added to a registry, the subgraph will not be able to identify it as such (unless it implements the `try_offpeg_fee_multiplier` method) and there will be no data for it. The solution is to manually add the pool's address to the `LENDING_POOLS` array
in the `constants` package.
- Forex pools will only be automatically priced properly if they are v2 pools AND the token is trading on one of the dexes used for pricing. Otherwise, the subgraph relies on Chainlink oracles to get the value of the foreign currency.
Mappings from token to oracle contract address are available in the `constants` package with the `FOREX_ORACLES` map. For sidechains, you may also need to update the `FOREX_TOKENS` array so that the token can be identified as a foreign currency one.

### Available data

The following data can be queried from the subgraph

#### Volume

Trading volume in USD and token (in which case aggregated data will only make sense for stableswaps)
for all pools, either hourly, daily or weekly.

Sample query:

```
{
hourlySwapVolumeSnapshots(
first: 1000,
orderBy: timestamp,
orderDirection: desc,
where: {
pool: "0xaa5a67c256e27a5d80712c51971408db3370927d"
timestamp_gt: 1646045516
}
)
{
volume
volumeUSD
timestamp
count
}
}
```

#### Pool Base APR

The pools' LP token virtual price as well as base APR (from fees) can be queried.
The base apr is calculated as `((virtual_price_t - virtual_price_t-1) / virtual_price_t-1)`.
The APR is not annualized, to do so, calculate `((1 + APR) ** 365 - 1) * 100`

Sample query:

```
{
dailyPoolSnapshots(first: 1000,
orderBy: timestamp,
orderDirection: desc,
where:
{pool: "0xaa5a67c256e27a5d80712c51971408db3370927d"})
{
baseApr
virtualPrice
timestamp
}
}
```

#### Candles

OHLC data is available (USD denominated) for all tracked pools.
Hourly, daily and weekly data are available.
The price is always the price of `token1` in `token0`.

Sample query:

```
{
candles (first: 1000 where: {pool: "0xb576491f1e6e5e62f1d8f26062ee822b40b0e0d4", period: 3600}, orderBy:timestamp orderDirection:desc) {
period
open
close
high
low
txs
timestamp
}
}
```

Note that for pools with 3 or more token, you will likely also want to specify the token pair.

For instance with tricrypto, for the ETH/BTC pair:

```
{
candles (where: {pool: "0xd51a44d3fae010294c616388b506acda1bfaae46", token0: "0x2260fac5e5542a773aa44fbcfedf7c193bc2c599", token1: "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2", period: 86400}, orderBy:timestamp orderDirection:desc) {
period
open
close
high
low
txs
timestamp
}
}
```

### Tests

Only basic sanity checks are currently available. Unit tests are still a WIP.

To run sanity checks:

`node subgraphs/volume/tests/sanity/checks.js`