feat: Factor in speedup in relays, add more general entry point and a…

…dd docker file (#12) * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * feat: Implement HubPoolEventClient.validateFill * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> * nit Signed-off-by: chrismaree <[email protected]> Co-authored-by: ubuntu <>
across-protocol · Mar 29, 2022 · 7d66c00 · 7d66c00
1 parent 4f09ba8
commit 7d66c00
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diff --git a/.dockerignore b/.dockerignore
@@ -0,0 +1,6 @@
+.github
+node_modules
+package-lock.json
+env
+dist
+.DS_Store
diff --git a/Dockerfile b/Dockerfile
@@ -0,0 +1,13 @@
+FROM node:14
+
+WORKDIR /relayer-v2
+
+COPY . ./
+
+RUN apt-get update
+RUN apt-get install -y libudev-dev libusb-1.0-0-dev jq yarn rsync
+RUN yarn
+
+RUN yarn build
+
+ENTRYPOINT ["/bin/bash", "scripts/runCommand.sh"]
diff --git a/index.ts b/index.ts
@@ -0,0 +1,20 @@
+import { Logger } from "@uma/financial-templates-lib";
+
+import { runRelayer } from "./src/relayer";
+
+export async function run(): Promise<void> {
+  if (process.argv.includes("--relayer")) await runRelayer(Logger);
+  else if (process.argv.includes("--dataworker")) console.log("NOT YET IMPLEMENTED");
+  else console.log("Select either relayer OR dataworker");
+}
+
+if (require.main === module) {
+  run()
+    .then(() => {
+      process.exit(0);
+    })
+    .catch((error) => {
+      console.error("Process exited with", error);
+      process.exit(1);
+    });
+}
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "relayer-v2",
-  "version": "1.0.0",
+  "version": "0.0.1",
   "description": "Across Protocol V2 Relayer Bot",
   "repository": "[email protected]:across-protocol/relayer-v2.git",
   "author": "UMA Team",
@@ -15,8 +15,6 @@
     "hardhat": "^2.9.0"
   },
   "files": [
-    "/contracts/**/*.sol",
-    "/artifacts/**/*",
     "/dist/**/*"
   ],
   "types": "dist/index.d.ts",
@@ -25,7 +23,8 @@
     "lint": "yarn prettier --list-different",
     "lint-fix": "yarn prettier --write",
     "prettier": "prettier .",
-    "test": "hardhat test"
+    "test": "hardhat test",
+    "build": "tsc && rsync -a --include '*/' --include '*.d.ts' --exclude '*' ./dist/"
   },
   "devDependencies": {
     "@nomiclabs/hardhat-ethers": "^2.0.0",

diff --git a/scripts/deploy.ts b/scripts/deploy.ts
diff --git a/scripts/runCommand.sh b/scripts/runCommand.sh
@@ -0,0 +1,5 @@
+
+#!/bin/bash
+
+# Simple script that simply runs a command input as an environment variable.
+$COMMAND
diff --git a/src/ProfitabilityCalculator.ts b/src/ProfitabilityCalculator.ts
diff --git a/src/RelayerConfig.ts b/src/RelayerConfig.ts
diff --git a/src/clients/ClientHelper.ts b/src/clients/ClientHelper.ts
@@ -0,0 +1,75 @@
+import winston from "winston";
+import { getProvider, getSigner, contractAt, Contract } from "../utils";
+import { SpokePoolClient, HubPoolClient, RateModelClient, MultiCallBundler } from "./";
+import { RelayerConfig } from "../relayer/RelayerConfig";
+
+export function constructClients(logger: winston.Logger, config: RelayerConfig) {
+  // Create signers for each chain. Each is connected to an associated provider for that chain.
+  const baseSigner = getSigner();
+
+  const hubSigner = baseSigner.connect(getProvider(config.hubPoolChainId));
+  const spokeSigners = config.spokePoolChains
+    .map((networkId) => getProvider(networkId))
+    .map((provider) => baseSigner.connect(provider));
+
+  // Create contract instances for each chain for each required contract.
+  const hubPool = contractAt("HubPool", getAddress("HubPool", config.hubPoolChainId), hubSigner);
+
+  const rateModelStore = contractAt("RateModelStore", getAddress("RateModelStore", config.hubPoolChainId), hubSigner);
+
+  const spokePools = config.spokePoolChains.map((networkId, index) => {
+    return { networkId, contract: contractAt("SpokePool", getAddress("SpokePool", networkId), spokeSigners[index]) };
+  });
+
+  // Create clients for each contract for each chain.
+
+  const hubPoolClient = new HubPoolClient(logger, hubPool);
+
+  const rateModelClient = new RateModelClient(logger, rateModelStore, hubPoolClient);
+
+  let spokePoolClients = {};
+  spokePools.forEach((obj: { networkId: number; contract: Contract }) => {
+    spokePoolClients[obj.networkId] = new SpokePoolClient(logger, obj.contract, rateModelClient, obj.networkId);
+  });
+
+  // const gasEstimator = new GasEstimator() // todo when this is implemented in the SDK.
+  const multiCallBundler = new MultiCallBundler(logger, null);
+
+  return { hubPoolClient, rateModelClient, spokePoolClients, multiCallBundler };
+}
+
+// If this is the first run then the hubPoolClient will have no whitelisted routes. If this is the case then first
+// update the hubPoolClient and the rateModelClients followed by the spokePoolClients. Else, update all at once.
+export async function updateClients(
+  logger: winston.Logger,
+  hubPoolClient: HubPoolClient,
+  rateModelClient: RateModelClient,
+  spokePoolClients: { [chainId: number]: SpokePoolClient }
+) {
+  if (Object.keys(hubPoolClient.getL1TokensToDestinationTokens()).length === 0) {
+    logger.debug({ at: "ClientHelper", message: "Updating clients for first run" });
+    await Promise.all([hubPoolClient.update(), rateModelClient.update()]);
+    await updateSpokePoolClients(spokePoolClients);
+  } else {
+    logger.debug({ at: "ClientHelper", message: "Updating clients for standard run" });
+    await Promise.all([hubPoolClient.update(), rateModelClient.update(), updateSpokePoolClients(spokePoolClients)]);
+  }
+}
+
+async function updateSpokePoolClients(spokePoolClients: { [chainId: number]: SpokePoolClient }) {
+  await Promise.all(Object.values(spokePoolClients).map((client) => client.update()));
+}
+
+// TODO: this method is temp to enable this constructor to work. this should be replaced by a method from the contracts
+// package that exports the relationship between contractName and the associated chain they are deployed on.
+function getAddress(contractName: string, chainId: number) {
+  const mapping = {
+    RateModelStore: { 42: "0x5923929DF7A2D6E038bb005B167c1E8a86cd13C8" },
+    HubPool: { 42: "0xD449Af45a032Df413b497A709EeD3E8C112EbcE3" },
+    SpokePool: {
+      42: "0x73549B5639B04090033c1E77a22eE9Aa44C2eBa0",
+      69: "0x2b7b7bAE341089103dD22fa4e8D7E4FA63E11084",
+    },
+  };
+  return mapping[contractName][chainId];
+}
diff --git a/src/clients/HubPoolClient.ts b/src/clients/HubPoolClient.ts
@@ -1,5 +1,5 @@
-import { spreadEvent, assign, Contract, BaseContract, toBNWei, Block, BigNumber, toBN, utils } from "../utils";
-import { Deposit, Fill, SpeedUp } from "../interfaces/SpokePool";
+import { spreadEvent, assign, Contract, winston, BigNumber } from "../utils";
+import { Deposit } from "../interfaces/SpokePool";
 
 export class HubPoolClient {
   // l1Token -> destinationChainId -> destinationToken
@@ -8,14 +8,18 @@ export class HubPoolClient {
   public firstBlockToSearch: number;
 
   constructor(
+    readonly logger: winston.Logger,
     readonly hubPool: Contract,
     readonly startingBlock: number = 0,
     readonly endingBlock: number | null = null
   ) {}
 
   getDestinationTokenForDeposit(deposit: Deposit) {
     const l1Token = this.getL1TokenForDeposit(deposit);
-    return this.getDestinationTokenForL1TokenAndDestinationChainId(l1Token, deposit.destinationChainId);
+    const destinationToken = this.getDestinationTokenForL1TokenDestinationChainId(l1Token, deposit.destinationChainId);
+    if (!destinationToken)
+      this.logger.error({ at: "HubPoolClient", message: "No destination token found for deposit", deposit });
+    return destinationToken;
   }
 
   getL1TokensToDestinationTokens() {
@@ -31,7 +35,7 @@ export class HubPoolClient {
     return l1Token;
   }
 
-  getDestinationTokenForL1TokenAndDestinationChainId(l1Token: string, destinationChainId: number) {
+  getDestinationTokenForL1TokenDestinationChainId(l1Token: string, destinationChainId: number) {
     return this.l1TokensToDestinationTokens[l1Token][destinationChainId];
   }
 
@@ -45,8 +49,10 @@ export class HubPoolClient {
   }
 
   async update() {
-    const searchConfig = [this.firstBlockToSearch, this.endingBlock || (await this.getBlockNumber())];
+    const searchConfig = [this.firstBlockToSearch, this.endingBlock || (await this.hubPool.provider.getBlockNumber())];
+    this.logger.debug({ at: "HubPoolClient", message: "Updating client", searchConfig });
     if (searchConfig[0] > searchConfig[1]) return; // If the starting block is greater than the ending block return.
+
     const [poolRebalanceRouteEvents] = await Promise.all([
       this.hubPool.queryFilter(this.hubPool.filters.SetPoolRebalanceRoute(), ...searchConfig),
     ]);
@@ -55,13 +61,9 @@ export class HubPoolClient {
       const args = spreadEvent(event);
       assign(this.l1TokensToDestinationTokens, [args.l1Token, args.destinationChainId], args.destinationToken);
     }
-  }
 
-  async getBlockNumber(): Promise<number> {
-    return await this.hubPool.provider.getBlockNumber();
-  }
+    this.firstBlockToSearch = searchConfig[1] + 1; // Next iteration should start off from where this one ended.
 
-  getProvider() {
-    return this.hubPool.provider;
+    this.logger.debug({ at: "HubPoolClient", message: "Client updated!" });
   }
 }
diff --git a/src/MulticallBundler.ts → src/clients/MultiCallBundler.ts b/src/MulticallBundler.ts → src/clients/MultiCallBundler.ts
@@ -1,11 +1,12 @@
-import { winston, Transaction } from "./utils";
+import { winston, Transaction } from "../utils";
 
-export class MulticallBundler {
+export class MultiCallBundler {
   private transactions: Transaction[] = [];
   constructor(readonly logger: winston.Logger, readonly gasEstimator: any) {}
 
+  // Adds defined transaction to the transaction queue.
   addTransaction(transaction: Transaction) {
-    this.transactions.push(transaction);
+    if (transaction) this.transactions.push(transaction);
   }
 
   transactionCount() {
@@ -18,13 +19,13 @@ export class MulticallBundler {
 
   async executeTransactionQueue() {
     // TODO: this should include grouping logic for multicall
-    this.logger.debug({ at: "MulticallBundler", message: "Executing tx bundle", number: this.transactions.length });
+    this.logger.debug({ at: "MultiCallBundler", message: "Executing tx bundle", number: this.transactions.length });
     const transactionResults = await Promise.all(this.transactions);
     const transactionReceipts = await Promise.all(transactionResults.map((transaction: any) => transaction.wait()));
 
     // TODO: add additional logging on error processing.
     this.logger.debug({
-      at: "MulticallBundler",
+      at: "MultiCallBundler",
       message: "All transactions executed",
       hashes: transactionReceipts.map((receipt) => receipt.transactionHash),
     });

diff --git a/src/clients/RateModelClient.ts b/src/clients/RateModelClient.ts
@@ -1,4 +1,4 @@
-import { spreadEvent, Contract, toBN } from "../utils";
+import { spreadEvent, winston, Contract, toBN } from "../utils";
 import { Deposit, Fill } from "../interfaces/SpokePool";
 import { lpFeeCalculator } from "@across-protocol/sdk-v2";
 import { BlockFinder, across } from "@uma/sdk";
@@ -12,29 +12,38 @@ export class RateModelClient {
 
   public firstBlockToSearch: number;
 
-  constructor(readonly rateModelStore: Contract, readonly hubPoolClient: HubPoolClient) {
-    this.blockFinder = new BlockFinder(
-      this.hubPoolClient.getProvider().getBlock.bind(this.hubPoolClient.getProvider())
-    );
+  constructor(
+    readonly logger: winston.Logger,
+    readonly rateModelStore: Contract,
+    readonly hubPoolClient: HubPoolClient
+  ) {
+    this.blockFinder = new BlockFinder(this.rateModelStore.provider.getBlock.bind(this.rateModelStore.provider));
     this.rateModelDictionary = new across.rateModel.RateModelDictionary();
   }
 
   async computeRealizedLpFeePct(deposit: Deposit, l1Token: string) {
+    this.logger.debug({ at: "RateModelClient", message: "Computing realizedLPFeePct", deposit, l1Token });
     const quoteBlockNumber = (await this.blockFinder.getBlockForTimestamp(deposit.quoteTimestamp)).number;
+    // Set to this temporarily until we re-deploy. The RateModelStore was deployed after the spokePool's deposits.
+    // const quoteBlockNumber = 30626071;
 
-    const rateModelForBlockNumber = this.getRateModelForBlockNumber(l1Token, quoteBlockNumber);
+    const rateModel = this.getRateModelForBlockNumber(l1Token, quoteBlockNumber);
 
     const blockOffset = { blockTag: quoteBlockNumber };
-    const [liquidityUtilizationCurrent, liquidityUtilizationPostRelay] = await Promise.all([
+    const [utilizationCurrent, utilizationPost] = await Promise.all([
       this.hubPoolClient.hubPool.callStatic.liquidityUtilizationCurrent(l1Token, blockOffset),
       this.hubPoolClient.hubPool.callStatic.liquidityUtilizationPostRelay(l1Token, deposit.amount, blockOffset),
     ]);
 
-    const realizedLpFeePct = lpFeeCalculator.calculateRealizedLpFeePct(
-      rateModelForBlockNumber,
-      liquidityUtilizationCurrent,
-      liquidityUtilizationPostRelay
-    );
+    const realizedLpFeePct = lpFeeCalculator.calculateRealizedLpFeePct(rateModel, utilizationCurrent, utilizationPost);
+
+    this.logger.debug({
+      at: "RateModelClient",
+      message: "Computed realizedLPFeePct",
+      quoteBlockNumber,
+      rateModel,
+      realizedLpFeePct: realizedLpFeePct.toString(),
+    });
 
     return toBN(realizedLpFeePct);
   }
@@ -49,7 +58,8 @@ export class RateModelClient {
   }
 
   async update() {
-    const searchConfig = [this.firstBlockToSearch, await this.hubPoolClient.getBlockNumber()];
+    const searchConfig = [this.firstBlockToSearch, await this.rateModelStore.provider.getBlockNumber()];
+    this.logger.debug({ at: "RateModelClient", message: "Updating client", searchConfig });
     if (searchConfig[0] > searchConfig[1]) return; // If the starting block is greater than the ending block return.
     const rateModelStoreEvents = await this.rateModelStore.queryFilter(
       this.rateModelStore.filters.UpdatedRateModel(),
@@ -66,5 +76,9 @@ export class RateModelClient {
       this.cumulativeRateModelEvents = [...this.cumulativeRateModelEvents, args];
     }
     this.rateModelDictionary.updateWithEvents(this.cumulativeRateModelEvents);
+
+    this.firstBlockToSearch = searchConfig[1] + 1; // Next iteration should start off from where this one ended.
+
+    this.logger.debug({ at: "RateModelClient", message: "Client updated!" });
   }
 }