fix: filter out low liquidity pools

leobragaz · Apr 17, 2023 · 80f1323 · 80f1323
1 parent 0c35f6b
commit 80f1323
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Showing 5 changed files with 72 additions and 153 deletions.
diff --git a/packages/math/__tests__/__snapshots__/apr.test.ts.snap b/packages/math/__tests__/__snapshots__/apr.test.ts.snap
@@ -433,94 +433,44 @@ exports[`Test pool calculations makePoolPairs 1`] = `
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "uion",
-    "baseName": "ion",
-    "baseSymbol": "ION",
-    "poolAddress": "osmo1500hy75krs9e8t50aav6fahk8sxhajn9ctp40qwvvn8tcprkk6wszun4a5",
-    "poolId": "2",
+    "baseAddress": "ibc/46B44899322F3CD854D2D46DEEF881958467CDD4B3B10086DA49296BBED94BED",
+    "baseName": "juno",
+    "baseSymbol": "JUNO",
+    "poolAddress": "osmo1h7yfu7x4qsv2urnkl4kzydgxegdfyjdry5ee4xzj98jwz0uh07rqdkmprr",
+    "poolId": "497",
     "quoteAddress": "uosmo",
     "quoteName": "osmo",
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "ibc/1480B8FD20AD5FCAE81EA87584D269547DD4D436843C1D20F15E00EB64743EF4",
-    "baseName": "akt",
-    "baseSymbol": "AKT",
-    "poolAddress": "osmo1c9gj5nwxhuh2gz7wwg4r8e8tw8v7ggy9lh2hu7kkdgh0t450754qh9cpvd",
-    "poolId": "3",
+    "baseAddress": "ibc/BE1BB42D4BE3C30D50B68D7C41DB4DFCE9678E8EF8C539F6E6A9345048894FCC",
+    "baseName": "ust",
+    "baseSymbol": "USTC",
+    "poolAddress": "osmo10d8ddsydag5xrnl2kacmkjtdxddstvz4jvraqqpf6ss2n7fy6lkqw4sx2f",
+    "poolId": "560",
     "quoteAddress": "uosmo",
     "quoteName": "osmo",
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "ibc/1480B8FD20AD5FCAE81EA87584D269547DD4D436843C1D20F15E00EB64743EF4",
-    "baseName": "akt",
-    "baseSymbol": "AKT",
-    "poolAddress": "osmo1lzwv0glchfcw0fpwzdwfdsepmvluv6z6eh4qunxdml33sj06q3yq7xwtde",
-    "poolId": "4",
-    "quoteAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "quoteName": "atom",
-    "quoteSymbol": "ATOM",
-  },
-  {
-    "baseAddress": "ibc/9712DBB13B9631EDFA9BF61B55F1B2D290B2ADB67E3A4EB3A875F3B6081B3B84",
-    "baseName": "dvpn",
-    "baseSymbol": "DVPN",
-    "poolAddress": "osmo1j5l9ysw5xv0uqz9uh7mcg0l5rlerqm695ec9kkg2t8rp600zv47q82eqwa",
-    "poolId": "5",
+    "baseAddress": "ibc/0EF15DF2F02480ADE0BB6E85D9EBB5DAEA2836D3860E9F97F9AADE4F57A31AA0",
+    "baseName": "luna",
+    "baseSymbol": "LUNC",
+    "poolAddress": "osmo1f7x8t6zv4tdmu2txgztqc9jwfa0kmx2jpgcmah69njaxc6h5gszsp8884g",
+    "poolId": "561",
     "quoteAddress": "uosmo",
     "quoteName": "osmo",
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "baseName": "atom",
-    "baseSymbol": "ATOM",
-    "poolAddress": "osmo1p0rpttlp8v2hy7m82l2t9p6545788f2ac3yksgrlycke2wr4mu0qdr7ytu",
-    "poolId": "6",
-    "quoteAddress": "ibc/9712DBB13B9631EDFA9BF61B55F1B2D290B2ADB67E3A4EB3A875F3B6081B3B84",
-    "quoteName": "dvpn",
-    "quoteSymbol": "DVPN",
-  },
-  {
-    "baseAddress": "ibc/7C4D60AA95E5A7558B0A364860979CA34B7FF8AAF255B87AF9E879374470CEC0",
-    "baseName": "iris",
-    "baseSymbol": "IRIS",
-    "poolAddress": "osmo13jr3p5p070h4pu7sxhtldag9899sev9pwx0r2vlvpkyravpxlqssnzsuq9",
-    "poolId": "7",
-    "quoteAddress": "uosmo",
-    "quoteName": "osmo",
-    "quoteSymbol": "OSMO",
-  },
-  {
-    "baseAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "baseName": "atom",
-    "baseSymbol": "ATOM",
-    "poolAddress": "osmo1605py4r32r73csszlqpz6n5t5sgax9gjjfnm68jnd7pv6qe4l54ql0w8ku",
-    "poolId": "8",
-    "quoteAddress": "ibc/7C4D60AA95E5A7558B0A364860979CA34B7FF8AAF255B87AF9E879374470CEC0",
-    "quoteName": "iris",
-    "quoteSymbol": "IRIS",
-  },
-  {
-    "baseAddress": "ibc/E6931F78057F7CC5DA0FD6CEF82FF39373A6E0452BF1FD76910B93292CF356C1",
-    "baseName": "cro",
-    "baseSymbol": "CRO",
-    "poolAddress": "osmo19fm8jtzyw8ujsnsqm5rznudn8fhhkykjh4ra8rvx9lsfslw2pc2sp36h3r",
-    "poolId": "9",
-    "quoteAddress": "uosmo",
-    "quoteName": "osmo",
-    "quoteSymbol": "OSMO",
-  },
-  {
-    "baseAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "baseName": "atom",
-    "baseSymbol": "ATOM",
-    "poolAddress": "osmo1krp38zzc3zz5as9ndqkyskhkzv6x9e30ckcq5g4lcsu5wpwcqy0sa3dea2",
-    "poolId": "10",
-    "quoteAddress": "ibc/E6931F78057F7CC5DA0FD6CEF82FF39373A6E0452BF1FD76910B93292CF356C1",
-    "quoteName": "cro",
-    "quoteSymbol": "CRO",
+    "baseAddress": "ibc/0EF15DF2F02480ADE0BB6E85D9EBB5DAEA2836D3860E9F97F9AADE4F57A31AA0",
+    "baseName": "luna",
+    "baseSymbol": "LUNC",
+    "poolAddress": "osmo1yggqusvjqscjy03ysdmjh5hxmt6tv20u5ufrsuy67ksnw2xqsvzql2j70s",
+    "poolId": "562",
+    "quoteAddress": "ibc/BE1BB42D4BE3C30D50B68D7C41DB4DFCE9678E8EF8C539F6E6A9345048894FCC",
+    "quoteName": "ust",
+    "quoteSymbol": "USTC",
   },
 ]
 `;
diff --git a/packages/math/__tests__/__snapshots__/pools.test.ts.snap b/packages/math/__tests__/__snapshots__/pools.test.ts.snap
@@ -245,94 +245,44 @@ exports[`Test pool calculations makePoolPairs 1`] = `
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "uion",
-    "baseName": "ion",
-    "baseSymbol": "ION",
-    "poolAddress": "osmo1500hy75krs9e8t50aav6fahk8sxhajn9ctp40qwvvn8tcprkk6wszun4a5",
-    "poolId": "2",
+    "baseAddress": "ibc/46B44899322F3CD854D2D46DEEF881958467CDD4B3B10086DA49296BBED94BED",
+    "baseName": "juno",
+    "baseSymbol": "JUNO",
+    "poolAddress": "osmo1h7yfu7x4qsv2urnkl4kzydgxegdfyjdry5ee4xzj98jwz0uh07rqdkmprr",
+    "poolId": "497",
     "quoteAddress": "uosmo",
     "quoteName": "osmo",
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "ibc/1480B8FD20AD5FCAE81EA87584D269547DD4D436843C1D20F15E00EB64743EF4",
-    "baseName": "akt",
-    "baseSymbol": "AKT",
-    "poolAddress": "osmo1c9gj5nwxhuh2gz7wwg4r8e8tw8v7ggy9lh2hu7kkdgh0t450754qh9cpvd",
-    "poolId": "3",
+    "baseAddress": "ibc/BE1BB42D4BE3C30D50B68D7C41DB4DFCE9678E8EF8C539F6E6A9345048894FCC",
+    "baseName": "ust",
+    "baseSymbol": "USTC",
+    "poolAddress": "osmo10d8ddsydag5xrnl2kacmkjtdxddstvz4jvraqqpf6ss2n7fy6lkqw4sx2f",
+    "poolId": "560",
     "quoteAddress": "uosmo",
     "quoteName": "osmo",
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "ibc/1480B8FD20AD5FCAE81EA87584D269547DD4D436843C1D20F15E00EB64743EF4",
-    "baseName": "akt",
-    "baseSymbol": "AKT",
-    "poolAddress": "osmo1lzwv0glchfcw0fpwzdwfdsepmvluv6z6eh4qunxdml33sj06q3yq7xwtde",
-    "poolId": "4",
-    "quoteAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "quoteName": "atom",
-    "quoteSymbol": "ATOM",
-  },
-  {
-    "baseAddress": "ibc/9712DBB13B9631EDFA9BF61B55F1B2D290B2ADB67E3A4EB3A875F3B6081B3B84",
-    "baseName": "dvpn",
-    "baseSymbol": "DVPN",
-    "poolAddress": "osmo1j5l9ysw5xv0uqz9uh7mcg0l5rlerqm695ec9kkg2t8rp600zv47q82eqwa",
-    "poolId": "5",
+    "baseAddress": "ibc/0EF15DF2F02480ADE0BB6E85D9EBB5DAEA2836D3860E9F97F9AADE4F57A31AA0",
+    "baseName": "luna",
+    "baseSymbol": "LUNC",
+    "poolAddress": "osmo1f7x8t6zv4tdmu2txgztqc9jwfa0kmx2jpgcmah69njaxc6h5gszsp8884g",
+    "poolId": "561",
     "quoteAddress": "uosmo",
     "quoteName": "osmo",
     "quoteSymbol": "OSMO",
   },
   {
-    "baseAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "baseName": "atom",
-    "baseSymbol": "ATOM",
-    "poolAddress": "osmo1p0rpttlp8v2hy7m82l2t9p6545788f2ac3yksgrlycke2wr4mu0qdr7ytu",
-    "poolId": "6",
-    "quoteAddress": "ibc/9712DBB13B9631EDFA9BF61B55F1B2D290B2ADB67E3A4EB3A875F3B6081B3B84",
-    "quoteName": "dvpn",
-    "quoteSymbol": "DVPN",
-  },
-  {
-    "baseAddress": "ibc/7C4D60AA95E5A7558B0A364860979CA34B7FF8AAF255B87AF9E879374470CEC0",
-    "baseName": "iris",
-    "baseSymbol": "IRIS",
-    "poolAddress": "osmo13jr3p5p070h4pu7sxhtldag9899sev9pwx0r2vlvpkyravpxlqssnzsuq9",
-    "poolId": "7",
-    "quoteAddress": "uosmo",
-    "quoteName": "osmo",
-    "quoteSymbol": "OSMO",
-  },
-  {
-    "baseAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "baseName": "atom",
-    "baseSymbol": "ATOM",
-    "poolAddress": "osmo1605py4r32r73csszlqpz6n5t5sgax9gjjfnm68jnd7pv6qe4l54ql0w8ku",
-    "poolId": "8",
-    "quoteAddress": "ibc/7C4D60AA95E5A7558B0A364860979CA34B7FF8AAF255B87AF9E879374470CEC0",
-    "quoteName": "iris",
-    "quoteSymbol": "IRIS",
-  },
-  {
-    "baseAddress": "ibc/E6931F78057F7CC5DA0FD6CEF82FF39373A6E0452BF1FD76910B93292CF356C1",
-    "baseName": "cro",
-    "baseSymbol": "CRO",
-    "poolAddress": "osmo19fm8jtzyw8ujsnsqm5rznudn8fhhkykjh4ra8rvx9lsfslw2pc2sp36h3r",
-    "poolId": "9",
-    "quoteAddress": "uosmo",
-    "quoteName": "osmo",
-    "quoteSymbol": "OSMO",
-  },
-  {
-    "baseAddress": "ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2",
-    "baseName": "atom",
-    "baseSymbol": "ATOM",
-    "poolAddress": "osmo1krp38zzc3zz5as9ndqkyskhkzv6x9e30ckcq5g4lcsu5wpwcqy0sa3dea2",
-    "poolId": "10",
-    "quoteAddress": "ibc/E6931F78057F7CC5DA0FD6CEF82FF39373A6E0452BF1FD76910B93292CF356C1",
-    "quoteName": "cro",
-    "quoteSymbol": "CRO",
+    "baseAddress": "ibc/0EF15DF2F02480ADE0BB6E85D9EBB5DAEA2836D3860E9F97F9AADE4F57A31AA0",
+    "baseName": "luna",
+    "baseSymbol": "LUNC",
+    "poolAddress": "osmo1yggqusvjqscjy03ysdmjh5hxmt6tv20u5ufrsuy67ksnw2xqsvzql2j70s",
+    "poolId": "562",
+    "quoteAddress": "ibc/BE1BB42D4BE3C30D50B68D7C41DB4DFCE9678E8EF8C539F6E6A9345048894FCC",
+    "quoteName": "ust",
+    "quoteSymbol": "USTC",
   },
 ]
 `;
diff --git a/packages/math/__tests__/pools.test.ts b/packages/math/__tests__/pools.test.ts
@@ -1,3 +1,4 @@
+import { getOsmoAssetByDenom } from "../src/utils";
 import priceResponse from "../../../__fixtures__/coingecko/api/v3/simple/price/data.json";
 import poolResponse from "../../../__fixtures__/rpc/osmosis/gamm/v1beta1/pools/data.json";
 import {
@@ -13,7 +14,6 @@ import {
 } from "../src/pool";
 import cases from "jest-in-case";
 import { noDecimals, convertGeckoPricesToDenomPriceHash } from "../src/utils";
-import Long from "long";
 
 const fakeBalances = [
   {
@@ -231,7 +231,17 @@ describe("Test pool calculations", () => {
   );
 
   test("makePoolPairs", () => {
-    const poolPairs = makePoolPairs(pools);
-    expect(poolPairs.slice(0, 10)).toMatchSnapshot();
+    const poolsFiltered = pools.filter((pool) =>
+      pool.poolAssets.every(({ token }) => {
+        try {
+          return !!getOsmoAssetByDenom(token.denom);
+        } catch (error) {
+          return false;
+        }
+      })
+    );
+    const LIQUIDITY_LIMIT = 50000000;
+    const poolPairs = makePoolPairs(poolsFiltered, prices, LIQUIDITY_LIMIT);
+    expect(poolPairs).toMatchSnapshot();
   });
 });
diff --git a/packages/math/src/pool.ts b/packages/math/src/pool.ts
@@ -240,12 +240,17 @@ export const calcShareOutAmount = (
     .sort()[0];
 };
 
-export const makePoolPairs = (pools: Pool[]): PrettyPair[] => {
+export const makePoolPairs = (
+  pools: Pool[],
+  prices: PriceHash,
+  liquidityLimit = 100_000
+): PrettyPair[] => {
   return pools
     .filter(
       (pool) =>
         pool.poolAssets.length === 2 &&
-        pool.poolAssets.every(({ token }) => !token.denom.startsWith("gamm"))
+        pool.poolAssets.every(({ token }) => !token.denom.startsWith("gamm")) &&
+        new BigNumber(calcPoolLiquidity(pool, prices)).gte(liquidityLimit)
     )
     .map((pool) => {
       const assetA = pool.poolAssets[0].token;

diff --git a/packages/math/src/utils.ts b/packages/math/src/utils.ts
@@ -11,7 +11,11 @@ import { Asset as OsmosisAsset } from "@chain-registry/types";
 import BigNumber from "bignumber.js";
 
 export const getOsmoAssetByDenom = (denom: CoinDenom): OsmosisAsset => {
-  return osmosisAssets.find((asset) => asset.base === denom) as OsmosisAsset;
+  const asset = osmosisAssets.find((asset) => asset.base === denom);
+  if (!asset) {
+    throw new Error(`Asset not found: ${denom}`);
+  }
+  return asset;
 };
 
 export const getDenomForCoinGeckoId = (
@@ -42,7 +46,7 @@ export const symbolToOsmoDenom = (token: CoinSymbol): CoinDenom => {
 export const getExponentByDenom = (denom: CoinDenom): Exponent => {
   const asset = getOsmoAssetByDenom(denom);
   const unit = asset.denom_units.find(({ denom }) => denom === asset.display);
-  return unit.exponent;
+  return unit?.exponent || 0;
 };
 
 export const convertGeckoPricesToDenomPriceHash = (