pricing.ts

path: /src/utils/pricing.ts

WETH_ADDRESS

Eth Mainnet

- type: string
- value: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'

Polygon

- type: string
- value: '0x7ceb23fd6bc0add59e62ac25578270cff1b9f619'

Arbitrum-One

- type: string
- value: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1'

Optimism

- type: string
- value: '0x4200000000000000000000000000000000000006'

Address of wrapped-ETH (WETH) contract on ethereum mainnet.

Referenced at:

1. WHITELIST_TOKENS
2. findEthPerToken()

USDC_WETH_03_POOL

Eth Mainnet

- type: string
- value: '0x8ad599c3a0ff1de082011efddc58f1908eb6e6d8'

Address of Uniswap V3 pool contract between USDC and WETH ERC-20 tokens on the specific chain.

Referenced at:

1. getEthPriceInUSD

Polygon

- type: string
- value: '0x0e44ceb592acfc5d3f09d996302eb4c499ff8c10'

Arbitrum-One

- type: string
- value: '0x17c14d2c404d167802b16c450d3c99f88f2c4f4d'

Optimism

• Not present. Instead refer DAI_WETH_03_POOL

DAI_WETH_03_POOL

Optimism

- type: string
- value: '0x03af20bdaaffb4cc0a521796a223f7d85e2aac31'

Address of Uniswap V3 pool contract between DAI and WETH ERC-20 tokens on optimsim mainnet.

Referenced at:

1. getEthPriceInUSD

Other-Chains

• Not present. Instead refer USDC_WETH_03_POOL

WHITELIST_TOKENS

A list of tokens which have considerable usage and are likely to have pool pairing with other tokens. These can be used for calculating liquidity in USD by using the tokens price in USD.

The following token addresses are present in the list:

Eth Mainnet

Symbol	Address
WETH	WETH_ADDRESS*
DAI	0x6b175474e89094c44da98b954eedeac495271d0f
USDC	0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48
USDT	0xdac17f958d2ee523a2206206994597c13d831ec7
TUSD	0x0000000000085d4780b73119b644ae5ecd22b376
WBTC	0x2260fac5e5542a773aa44fbcfedf7c193bc2c599
cDAI	0x5d3a536e4d6dbd6114cc1ead35777bab948e3643
cUSDC	0x39aa39c021dfbae8fac545936693ac917d5e7563
EBASE	0x86fadb80d8d2cff3c3680819e4da99c10232ba0f
sUSD	0x57ab1ec28d129707052df4df418d58a2d46d5f51
MKR	0x9f8f72aa9304c8b593d555f12ef6589cc3a579a2
COMP	0xc00e94cb662c3520282e6f5717214004a7f26888
LINK	0x514910771af9ca656af840dff83e8264ecf986ca
SNX	0xc011a73ee8576fb46f5e1c5751ca3b9fe0af2a6f
YFI	0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e
1INCH	0x111111111117dc0aa78b770fa6a738034120c302
yCurv	0xdf5e0e81dff6faf3a7e52ba697820c5e32d806a8
FEI	0x956f47f50a910163d8bf957cf5846d573e7f87ca
MATIC	0x7d1afa7b718fb893db30a3abc0cfc608aacfebb0
AAVE	0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9
sETH2	0xfe2e637202056d30016725477c5da089ab0a043a

Dependencies:

1. WETH_ADDRESS

Referenced at:

1. getTrackedAmountUSD
2. handlePoolCreated()

Polygon

Symbol	Address
WETH	WETH_ADDRESS*
WMATIC	0x0d500b1d8e8ef31e21c99d1db9a6444d3adf1270
USDC	0x2791bca1f2de4661ed88a30c99a7a9449aa84174
DAI	0x8f3cf7ad23cd3cadbd9735aff958023239c6a063

Arbitrum-One

Symbol	Address
WETH	WETH_ADDRESS*
USDC	0xff970a61a04b1ca14834a43f5de4533ebddb5cc8
DAI	0xda10009cbd5d07dd0cecc66161fc93d7c9000da1
USDT	0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9

Optimism

Symbol	Address
WETH	WETH_ADDRESS*
DAI	0xda10009cbd5d07dd0cecc66161fc93d7c9000da1
OP	0x4200000000000000000000000000000000000042
USDC	0x7f5c764cbc14f9669b88837ca1490cca17c31607
PERP	0x9e1028f5f1d5ede59748ffcee5532509976840e0
LYRA	0x50c5725949a6f0c72e6c4a641f24049a917db0cb
USDT	0x94b008aa00579c1307b0ef2c499ad98a8ce58e58
WBTC	0x68f180fcce6836688e9084f035309e29bf0a2095

Additional Referenced at:

1. populateEmptyPools()

* -> The value is imported from a variable and listed directly in the list declaration.

STABLE_COINS

A list of ERC20 token contract addresses which have stable coin prices, i.e., 1 token expected to be valued at 1 USD.

Eth Mainnet

	Address
DAI	0x6b175474e89094c44da98b954eedeac495271d0f
USDC	0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48
USDT	0xdac17f958d2ee523a2206206994597c13d831ec7
TUSD	0x0000000000085d4780b73119b644ae5ecd22b376
FEI	0x956f47f50a910163d8bf957cf5846d573e7f87ca
PRINTS	0x4dd28568d05f09b02220b09c2cb307bfd837cb95

Referenced at:

1. findEthPertoken()

Polygon

	Address
USDC	0x2791bca1f2de4661ed88a30c99a7a9449aa84174

Arbitrum-One

• STABLE_COINS is not defined for arbitrum-one subgraph.

Optimism

• STABLE_COINS is not defined for optimism subgraph.

MINIMUM_ETH_LOCKED

Eth Mainnet

 - type: BigDecimal
 - value: 60

While calculating token price in USD, the value of other token locked in the pool in terms of eth has to be greated than MINIMUM_ETH_LOCKED.

Referenced at:

1. findEthPertoken()

Polygon

 - type: BigDecimal
 - value: 5

Arbitrum-One

 - type: BigDecimal
 - value: 4

Additionally Referenced at:

1. getEthPriceInUSD()

Optimism

 - type: BigDecimal
 - value: 10

sqrtPriceX96ToTokenPrices()

Params:
 - sqrtPriceX96 (BigInt): The square root of the price of token1 in terms of token0 in Q64.96 format. Formula: sqrt(token0.price/token1.price)*(2^96)
 - token0 (Token): The first token in the pool pair to calculate the relative price for
 - token1 (Token): The second token in the pool pair to calculate the relative price for

ReturnType: BigDecimal[]

Find the price of token0 and token1 in the pool relative to each other and returns the two prices.

Formula:

    num = (sqrtPriceX96^2) # Squaring the root to get the price
    denom = 2^192 # To divide price by 96^2 to convert the Q64.96 number to BigDecimal
    price1 = ((num/denom) * (10^token0.decimals))/ (10^token1.decimals) # Calculating price1
    price0 = 1/price1

Dependencies:

1. exponentToBigDecimal()
2. safeDiv()

Invoked at:

1. handleSwap()

getEthPriceInUSD()

Params: none

ReturnType: BigDecimal

Other Chains

Returns the Price of ETH in terms of USD, based on the stable coin pools. Currently, the token0Price for the pool represented by USDC_WETH_03_POOL. When pool entity is not found, returns ZERO_BD.

Entites:

1. Pool - Read Entity

Dependencies:

1. USDC_WETH_03_POOL
2. ZERO_BD

Invoked at:

1. handleInitialize()
2. handleSwap()

Arbitrum-One

• Logic same as mainnet, except returns ZERO_BD if eth locked is not greated than MINIMUM_ETH_LOCKED.

Additional Dependencies:

1. MINIMUM_ETH_LOCKED

Optimism

• Uses DAI_WETH_03_POOL instead of USDC

Differing Dependencies:

1. DAI_WETH_03_POOL

findEthPerToken()

Params:
 - token (Token): Token entity to find the price in terms of ETH

ReturnType: BigDecimal

Eth Mainnet, Polygon

If token is weth, returns 1. If token in STABLE_COINS, returns 1/bundle.ethPriceUSD.

Else, iterates over all the whitelisted pools for the token using token.whitelistPools. Finds the pool with largest liquidity value in terms of ETH, as long as the value is atleast MINIMUM_ETH_LOCKED. Uses the eth value of the paired token and relative token price between the token pair to find the token's' value in terms of eth. If there's no whitelisted pool with MINIMUM_ETH_LOCKED, returns ZERO_BD.

Entites:

1. Bundle - Read Entity
2. Pool - Read Entity
3. Token - Read Entity

Dependencies:

1. WETH_ADDRESS
2. ONE_BD
3. ZERO_BD
4. STABLE_COINS
5. MINIMUM_ETH_LOCKED

Invoked at:

1. handleInitialize()
2. handleSwap()

Arbitrum-One

- Doesn't check if token is present in `STABLE_COINS`. Rest of the logic is same as mainnet.

getTrackedAmountUSD()

Params:
 - tokenAmount0 (BigDecimal):
 - token0 (Token0):
 - tokenAmount1 (BigDecimal):
 - token1 (Token):

ReturnType: BigDecimal

Returns the USD value equivalent to tokenAmoun0 and tokenAmount1 together. Calculates the USD price using token.derviedEth*bundle.ethPriceUSD as the multiplier if the token is present in WHITELIST_TOKENS. If both the tokens are present, it adds their individual USD prices. If only one is present, it uses 2X the value of that token. If neither are in the WHITELIST_TOKENS list, returns ZERO_BD.

Entites:

1. Bundle - Read Entity

Dependencies:

1. WHITELIST_TOKENS
2. ZERO_BD

Invoked at:

1. handleSwap()