Update to hyperdrive v1.0.6 (#1466)

pyproject.toml

@@ -32,7 +32,7 @@ dependencies = [
     "flask",
     "flask-expects-json",
     "hexbytes",
-    "hyperdrivepy==0.15.2",
+    "hyperdrivepy==0.15.3",
     "ipython",
     "matplotlib",
     "mplfinance",

src/agent0/chainsync/dashboard/plot_utils.py

@@ -33,7 +33,9 @@ def reduce_plot_data(data: pd.DataFrame, x_column_name: str, y_column_name: str)
     # We always keep the first and last rows
     # Diff always puts the first row as nan,
     # we explicitly set the last row as nan
-    plot_data_diff.iloc[-1] = float("nan")
+    if len(plot_data_diff) > 0:
+        # pandas doesn't play nice with types
+        plot_data_diff.iloc[-1] = float("nan")  # type: ignore
 
     # Filter out intermediate rows with no difference
     # Note that nans will always not equal 0

src/agent0/chainsync/db/hyperdrive/chain_to_db.py

@@ -280,8 +280,13 @@ def trade_events_to_db(
         transfer_events_df.loc[receive_idx, "token_delta"] = transfer_events_df.loc[receive_idx, "value"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        # Base delta is always 0
+        # Base and vault share delta is always 0
         transfer_events_df["base_delta"] = Decimal(0)
+        transfer_events_df["vault_share_delta"] = Decimal(0)
+        # asBase and vaultSharePrice doesn't make sense here, we keep as nan
+        # We use camel case to match the other event fields before rename
+        transfer_events_df["asBase"] = np.nan
+        transfer_events_df["vaultSharePrice"] = np.nan
 
     # Drop all transfer single events
     events_df = events_df[events_df["event"] != "TransferSingle"].reset_index(drop=True)
@@ -310,7 +315,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = events_df.loc[events_idx, "bondAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = -events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = -events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = -events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
 
@@ -320,7 +330,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = -events_df.loc[events_idx, "bondAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
 
@@ -338,7 +353,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = events_df.loc[events_idx, "bondAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = -events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = -events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = -events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
 
@@ -348,7 +368,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = -events_df.loc[events_idx, "bondAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
 
@@ -369,7 +394,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = events_df.loc[events_idx, "lpAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = -events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = -events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = -events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
 
@@ -379,7 +409,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = -events_df.loc[events_idx, "lpAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
         # We need to also add any withdrawal shares as additional rows
@@ -392,6 +427,7 @@ def trade_events_to_db(
                 lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
             )
             withdrawal_rows["base_delta"] = Decimal(0)
+            withdrawal_rows["vault_share_delta"] = Decimal(0)
             events_df = pd.concat([events_df, withdrawal_rows], axis=0)
 
     events_idx = events_df["event"] == "RedeemWithdrawalShares"
@@ -407,7 +443,12 @@ def trade_events_to_db(
         events_df.loc[events_idx, "token_delta"] = -events_df.loc[events_idx, "withdrawalShareAmount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
-        events_df.loc[events_idx, "base_delta"] = events_df.loc[events_idx, "baseAmount"].apply(
+        as_base_idx = events_df["asBase"] & events_idx
+        as_shares_idx = ~events_df["asBase"] & events_idx
+        events_df.loc[as_base_idx, "base_delta"] = events_df.loc[as_base_idx, "amount"].apply(
+            lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
+        )
+        events_df.loc[as_shares_idx, "vault_share_delta"] = events_df.loc[as_shares_idx, "amount"].apply(
             lambda x: Decimal(x) / Decimal(1e18)  # type: ignore
         )
 
@@ -426,9 +467,19 @@ def trade_events_to_db(
         "token_id": "token_id",
         "token_delta": "token_delta",
         "base_delta": "base_delta",
+        "vault_share_delta": "vault_share_delta",
+        "asBase": "as_base",
+        "vaultSharePrice": "vault_share_price",
     }
 
     events_df = events_df[list(rename_dict.keys())].rename(columns=rename_dict)
 
+    # Token deltas should always be a number
+    assert (~events_df["token_delta"].isnull()).all()
+    # Replace any nans in deltas with 0
+    # pandas doesn't play nice with types and decimals
+    events_df["base_delta"] = events_df["base_delta"].fillna(Decimal(0))  # type: ignore
+    events_df["vault_share_delta"] = events_df["vault_share_delta"].fillna(Decimal(0))  # type: ignore
+
     # Add to db
     df_to_db(events_df, TradeEvent, db_session)

src/agent0/chainsync/db/hyperdrive/convert_data.py

@@ -219,7 +219,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
         if log["event"] == "AddLiquidity":
             wallet_addr = log["args"]["provider"]
             token_delta = _convert_scaled_value_to_decimal(log["args"]["lpAmount"])
-            base_delta = _convert_scaled_value_to_decimal(-log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(-log["args"]["amount"])
             wallet_deltas.extend(
                 [
                     WalletDelta(
@@ -244,7 +244,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
         elif log["event"] == "OpenLong":
             wallet_addr = log["args"]["trader"]
             token_delta = _convert_scaled_value_to_decimal(log["args"]["bondAmount"])
-            base_delta = _convert_scaled_value_to_decimal(-log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(-log["args"]["amount"])
             maturity_time = log["args"]["maturityTime"]
             wallet_deltas.extend(
                 [
@@ -271,7 +271,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
         elif log["event"] == "OpenShort":
             wallet_addr = log["args"]["trader"]
             token_delta = _convert_scaled_value_to_decimal(log["args"]["bondAmount"])
-            base_delta = _convert_scaled_value_to_decimal(-log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(-log["args"]["amount"])
             maturity_time = log["args"]["maturityTime"]
             wallet_deltas.extend(
                 [
@@ -300,7 +300,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
             # Two deltas, one for withdrawal shares, one for lp tokens
             lp_delta = _convert_scaled_value_to_decimal(-log["args"]["lpAmount"])
             withdrawal_delta = _convert_scaled_value_to_decimal(log["args"]["withdrawalShareAmount"])
-            base_delta = _convert_scaled_value_to_decimal(log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(log["args"]["amount"])
             wallet_deltas.extend(
                 [
                     WalletDelta(
@@ -333,7 +333,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
         elif log["event"] == "CloseLong":
             wallet_addr = log["args"]["trader"]
             token_delta = _convert_scaled_value_to_decimal(-log["args"]["bondAmount"])
-            base_delta = _convert_scaled_value_to_decimal(log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(log["args"]["amount"])
             maturity_time = log["args"]["maturityTime"]
             wallet_deltas.extend(
                 [
@@ -360,7 +360,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
         elif log["event"] == "CloseShort":
             wallet_addr = log["args"]["trader"]
             token_delta = _convert_scaled_value_to_decimal(-log["args"]["bondAmount"])
-            base_delta = _convert_scaled_value_to_decimal(log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(log["args"]["amount"])
             maturity_time = log["args"]["maturityTime"]
             wallet_deltas.extend(
                 [
@@ -388,7 +388,7 @@ def _build_wallet_deltas(logs: list[dict], tx_hash: str, block_number) -> list[W
             wallet_addr = log["args"]["provider"]
             maturity_time = None
             token_delta = _convert_scaled_value_to_decimal(-log["args"]["withdrawalShareAmount"])
-            base_delta = _convert_scaled_value_to_decimal(log["args"]["baseAmount"])
+            base_delta = _convert_scaled_value_to_decimal(log["args"]["amount"])
             wallet_deltas.extend(
                 [
                     WalletDelta(

src/agent0/chainsync/db/hyperdrive/schema.py

@@ -154,6 +154,18 @@ class TradeEvent(Base):
     """
     The change in base tokens for the event with respect to the wallet address.
     """
+    vault_share_delta: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
+    """
+    The change in vault share tokens for the event with respect to the wallet address.
+    """
+    as_base: Mapped[Union[bool, None]] = mapped_column(Boolean, default=None)
+    """
+    A flag defining if the trade was made in units of base or vault shares.
+    """
+    vault_share_price: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
+    """
+    The vault share price at the time of the emitted event.
+    """
 
 
 # TODO: either make a more general TokenDelta, or rename this to HyperdriveDelta

src/agent0/core/hyperdrive/interactive/event_types.py

@@ -19,10 +19,10 @@ class OpenLong:
     """The encoded asset id for this long."""
     maturity_time: int
     """The maturity time for the opened long."""
-    base_amount: FixedPoint
-    """The amount of longs opened in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount of longs opened in units of shares."""
+    amount: FixedPoint
+    """The amount of longs opened, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""
     bond_amount: FixedPoint
@@ -44,10 +44,10 @@ class CloseLong:
     """The encoded asset id for this long."""
     maturity_time: int
     """The maturity time for the closed long."""
-    base_amount: FixedPoint
-    """The amount of longs closed in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount of longs closed in units of shares."""
+    amount: FixedPoint
+    """The amount of longs closed, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""
     bond_amount: FixedPoint
@@ -67,10 +67,10 @@ class OpenShort:
     """The encoded asset id for this short."""
     maturity_time: int
     """The maturity time for the opened short."""
-    base_amount: FixedPoint
-    """The amount spent from opening the short, in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount spent from opening the short, in units of shares."""
+    amount: FixedPoint
+    """The amount spent from opening the short, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""
     base_proceeds: FixedPoint
@@ -94,10 +94,10 @@ class CloseShort:
     """The encoded asset id for this short."""
     maturity_time: int
     """The maturity time for the closed short."""
-    base_amount: FixedPoint
-    """The amount retrieved from closing the short, in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount retrieved from closing the short, in units of shares."""
+    amount: FixedPoint
+    """The amount spent from closing the short, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""
     base_payment: FixedPoint
@@ -117,10 +117,10 @@ class AddLiquidity:
     """The address of the lp provider."""
     lp_amount: FixedPoint
     """The amount of liquidity added in units of lp."""
-    base_amount: FixedPoint
-    """The amount of liquidity added, in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount of liquidity added, in units of shares."""
+    amount: FixedPoint
+    """The amount of liquidity added, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""
     lp_share_price: FixedPoint
@@ -140,10 +140,10 @@ class RemoveLiquidity:
     """The address that receives the proceeds of the trade."""
     lp_amount: FixedPoint
     """The amount of liquidity removed in units of lp."""
-    base_amount: FixedPoint
-    """The amount of liquidity removed, in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount of liquidity removed, in units of shares."""
+    amount: FixedPoint
+    """The amount of liquidity removed, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""
     withdrawal_share_amount: FixedPoint
@@ -165,10 +165,10 @@ class RedeemWithdrawalShares:
     """The address that receives the proceeds of the trade."""
     withdrawal_share_amount: FixedPoint
     """The amount of withdrawal shares redeemed, in units of withdrawal shares."""
-    base_amount: FixedPoint
-    """The amount of withdrawal shares redeemed, in units of base."""
-    vault_share_amount: FixedPoint
-    """The amount of withdrawal shares redeemed, in units of shares."""
+    amount: FixedPoint
+    """The amount of withdrawal shares redeemed, units dependent on `as_base` flag."""
+    vault_share_price: FixedPoint
+    """The share price at the time of this trade."""
     as_base: bool
     """If the input amount for the trade was in base or shares."""