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compound.js
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257 lines (192 loc) · 8.88 KB
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const assert = require('assert');
const ScoreMachine = require('./score');
const Web3Wrap = require('./web3Wrapper')
const {batch} = require("./batch")
const web3 = Web3Wrap.getWeb3()
const { cTokenAbi, registryAbi, comptrollerAbi, oracleAbi } = require("./compoundAbi");
const registryAddress = "0xbF698dF5591CaF546a7E087f5806E216aFED666A"
const comptrollerAddress = "0x3d9819210A31b4961b30EF54bE2aeD79B9c9Cd3B"
function minus(bn) {
return new web3.utils.toBN("-1").mul(new web3.utils.toBN(bn))
}
function collateralName(ctokenContract) {
return "collat_" + ctokenContract.options.address.toString()
}
function debtName(ctokenContract) {
return "debt_" + ctokenContract.options.address.toString()
}
async function filterCtokenCollat(ctokenContract, startBlock, endBlock, collateralMachine, ctokenRate) {
const pastEvents = await ctokenContract.getPastEvents('Transfer',
{
fromBlock : startBlock,
toBlock : endBlock
})
const name = collateralName(ctokenContract)
for(e of pastEvents) {
const to = e.returnValues.to
const from = e.returnValues.from
const amount = e.returnValues.amount
//if(e.blockNumber === 12304587) console.log({e})
collateralMachine.addDelta(to, e.blockNumber, amount, ctokenRate, name)
collateralMachine.addDelta(from, e.blockNumber, minus(amount), ctokenRate, name)
}
}
async function filterCtokenDebt(ctokenContract, startBlock, endBlock, debtMachine, underlyingRate) {
const name = debtName(ctokenContract)
// first repay borrow
const pastEventsRepay = await ctokenContract.getPastEvents('RepayBorrow',
{
fromBlock : startBlock,
toBlock : endBlock
})
for(e of pastEventsRepay) {
const borrower = e.returnValues.borrower
const amount = e.returnValues.repayAmount
debtMachine.addDelta(borrower, e.blockNumber, minus(amount), underlyingRate, name)
}
// now for borrow
const pastEventsBorrow = await ctokenContract.getPastEvents('Borrow',
{
fromBlock : startBlock,
toBlock : endBlock
})
for(e of pastEventsBorrow) {
const borrower = e.returnValues.borrower
const amount = e.returnValues.borrowAmount
debtMachine.addDelta(borrower, e.blockNumber, amount, underlyingRate, name)
}
}
async function initUsersBatch(avatars, collateralMachine, debtMachine, ctokenContract, ctokenRate, underlyingRate, block) {
console.log({block})
//const block = 12313038
const borrowBalanceCalls = []
const collateralBalanceCalls = []
const ctokenAddress = ctokenContract.options.address
for(avatar of avatars) {
borrowBalanceCalls.push({address: ctokenAddress, abi: cTokenAbi, method: "borrowBalanceCurrent", params: [avatar]})
collateralBalanceCalls.push({address: ctokenAddress, abi: cTokenAbi, method: "balanceOf", params: [avatar]})
}
console.log("xxx")
const borrowBalances = await batch(borrowBalanceCalls, block)
console.log("yyy")
const collatBalances = await batch(collateralBalanceCalls, block)
console.log("zzz")
let sumDebt = new web3.utils.toBN("0")
let sumCollateral = new web3.utils.toBN("0")
for(let i = 0 ; i < avatars.length ; i++) {
const debt = borrowBalances[i]
const collateral = collatBalances[i]
const user = avatars[i]
if(user === "0xf258391e3dAA6c80ec11e9808c9775574137dBd9") {
console.log({debt}, ctokenContract.options.address,"raw")
}
if(debtMachine !== null && collateralMachine !== null) {
debtMachine.setRelevantUser(user)
collateralMachine.setRelevantUser(user)
debtMachine.setInitialBalance(user, block, debt, underlyingRate, debtName(ctokenContract))
collateralMachine.setInitialBalance(user, block, collateral, ctokenRate, collateralName(ctokenContract))
}
sumDebt = sumDebt.add(new web3.utils.toBN(debt))
sumCollateral = sumCollateral.add(new web3.utils.toBN(collateral))
}
console.log({sumCollateral}, {sumDebt})
return { "block" : block, "borrowBalances" : borrowBalances, "collateralBalances" : collatBalances }
}
async function runCompound(ctokenAddresses, ctokenRates, underlyingRates, collateralMachine, debtMachine, startBlock) {
assert(ctokenAddresses.length === ctokenRates.length, "length missmatch")
assert(ctokenAddresses.length === underlyingRates.length, "length missmatch")
const registry = new web3.eth.Contract(registryAbi, registryAddress)
const avatars = await registry.methods.avatarList().call()
const endBlock = await web3.eth.getBlockNumber() - 10 // minus 10 to avoid reorg
for(let i = 0 ; i < ctokenAddresses.length ; i++) {
const ctokenContract = new web3.eth.Contract(cTokenAbi, ctokenAddresses[i])
await initUsersBatch(avatars, collateralMachine, debtMachine, ctokenContract, ctokenRates[i], underlyingRates[i], endBlock)
console.log("AAA")
const step = 2e4
for(let b = startBlock ; b <= endBlock ; b += step) {
const lastBlock = (b + step - 1) > endBlock ? endBlock : (b + step - 1)
await filterCtokenCollat(ctokenContract, b, lastBlock, collateralMachine, ctokenRates[i])
console.log("BBB")
await filterCtokenDebt(ctokenContract, b, lastBlock, debtMachine, underlyingRates[i])
console.log("CCC")
}
}
return endBlock
}
async function test3() {
const collateralMachine = new ScoreMachine(web3)
const debtMachine = new ScoreMachine(web3)
const startBlock = 12316453 - 5 * 60 * 24 * 7
const ethRate = web3.utils.toWei("2200")
const cEthRate = web3.utils.toWei("49.9077")
const cEthAddrss = "0x4Ddc2D193948926D02f9B1fE9e1daa0718270ED5"
const endBlock = await runCompound([cEthAddrss], [cEthRate], [ethRate], collateralMachine, debtMachine, startBlock)
//const ilk = "0x4554482d41000000000000000000000000000000000000000000000000000000"
//balances.getCollateralBalances(balances.getAllUsers(), ilk, startBlock, endBlock, eposhEndBlock)
//collateralMachine.getUserScoreArray(startBlock, endBlock)
collateralMachine.getUserScoreArray(startBlock, endBlock)
}
// return ctoken rate and underlying rate
async function getRates(ctokens, block) {
console.log({block})
const _1e18 = new web3.utils.toBN(web3.utils.toWei("1"))
const comptroller = new web3.eth.Contract(comptrollerAbi, comptrollerAddress)
const oracleAddress = await comptroller.methods.oracle().call(block)
console.log({oracleAddress})
const oracle = new web3.eth.Contract(oracleAbi, oracleAddress)
const ctokenRates = []
const underlyingRates = []
for(ctoken of ctokens) {
console.log(ctoken)
const ctokenContract = new web3.eth.Contract(cTokenAbi, ctoken)
const exchangeRate = new web3.utils.toBN(await ctokenContract.methods.exchangeRateCurrent().call(block))
const underlyingRate = new web3.utils.toBN(await oracle.methods.getUnderlyingPrice(ctoken).call(block))
const ctokenRate = exchangeRate.mul(underlyingRate).div(_1e18)
ctokenRates.push(ctokenRate)
underlyingRates.push(underlyingRate)
}
return {"ctokenRate" : ctokenRates, "underlyingRate" : underlyingRates}
}
async function getBalances(ctokenAddresses, block) {
const registry = new web3.eth.Contract(registryAbi, registryAddress)
const avatars = await registry.methods.avatarList().call(block)
const result = {"users" : avatars, "balances" : {}}
for(const av of avatars) result["balances"][av] = {}
for(let i = 0 ; i < ctokenAddresses.length ; i++) {
const ctokenContract = new web3.eth.Contract(cTokenAbi, ctokenAddresses[i])
const balances = await initUsersBatch(avatars, null, null, ctokenContract, null, null, block)
for(let a = 0 ; a < avatars.length ; a++) {
const av = avatars[a]
result["balances"][av][ctokenAddresses[i]] = {"collateral" : balances.collateralBalances[a], "debt" : balances.borrowBalances[a]}
}
}
console.log(result["balances"]["0xf258391e3dAA6c80ec11e9808c9775574137dBd9"])
return result
}
async function getDebt(ctokenAddresses, user, block) {
for(let i = 0 ; i < ctokenAddresses.length ; i++) {
const ctokenContract = new web3.eth.Contract(cTokenAbi, ctokenAddresses[i])
const borrowBalance = await ctokenContract.methods.borrowBalanceCurrent(user).call(block)
const name = await ctokenContract.methods.name().call(block)
console.log(name, borrowBalance.toString())
}
}
async function getAvatarToUserMapping() {
const mapping = {}
const registry = new web3.eth.Contract(registryAbi, registryAddress)
const avatars = await registry.methods.avatarList().call()
const calls = []
for(const av of avatars) {
calls.push({address: registryAddress, abi: registryAbi, method: "ownerOf", params: [av]})
}
const owners = await batch(calls, "latest")
for(let i = 0 ; i < avatars.length ; i++) {
mapping[avatars[i].toLowerCase()] = owners[i]
}
return mapping
}
module.exports.runCompound = runCompound
module.exports.getRates = getRates
module.exports.getBalances = getBalances
module.exports.getDebt = getDebt
module.exports.getAvatarToUserMapping = getAvatarToUserMapping