feat: Implement UniswapV4 Native integration #125

tvinagre · 2024-12-17T03:38:40Z

Missing:

Test

zizou0x

Just a few comments but the overall logic looks good

Also why so many fmt changes in others modules?

substreams/ethereum-uniswap-v4/src/modules/1_map_pool_created.rs

zizou0x · 2024-12-17T10:46:46Z

substreams/ethereum-uniswap-v4/src/modules/3_map_events.rs

+                fee: swap.fee.into(),
+            })),
+        })
+    // Skipped because Donate doesn't seem to affect pool liquidity?


Are we sure that it doesn't affect anything we're interest in?

yeah - just changes fee distribution - which we don't care

but pls, if you want to confirm it, it's always good to have a 2nd check

I'll try to have a look, but we're running short in time 😬

substreams/ethereum-uniswap-v4/src/modules/2_store_pools.rs

zizou0x · 2024-12-17T10:51:48Z

substreams/ethereum-uniswap-v4/src/modules/5_map_store_balance_changes.rs

+    }
+}
+
+fn get_amount_delta(


So this handles Mint and Burn? It returns a BigInt with the correct sign?

substreams/ethereum-uniswap-v4/src/modules/5_map_store_liquidity.rs

substreams/ethereum-uniswap-v4/src/modules/5_map_store_ticks.rs

substreams/ethereum-uniswap-v4/src/modules/uni_math.rs

…ulation from liquidity

tvinagre · 2024-12-18T04:35:01Z

substreams/ethereum-uniswap-v4/src/modules/1_map_pool_created.rs

+                        change: ChangeType::Creation.into(),
+                    },
+                    Attribute {
+                        name: "protocol_fees/zero2one".to_string(),


Do I need to initialize this as 0? We didn't do it for UniV3 - but I think it's weird to Update something that wasn't created before - I'm not sure we enforce it - if we do, we might have a bug on Univ3

Nope we don't enforce it, we added the default because when parsing pool state it's better to have a consistent set of attributes than omit some attributes because they were never updated.

Agreed that we should have it on Uniswap v3 though.
Protocol fees isn't really a thing there so it was overlooked because nobody cares about it.

zizou0x

Looks good to me, I just have some small code cleaning/polishing requests

The only big thing is the fee that you said are dynamic but we store as static attributes. I think we need to double check how this behaves and how we can properly index (if it needs to be dynamic attribute?)

zizou0x · 2024-12-19T09:00:08Z

substreams/rust-toolchain.toml

@@ -0,0 +1,4 @@
+[toolchain]
+channel = "1.83.0"


Is there a particular reason to have this fixed and not use stable?

since every substream is frozen in time, I think it makes more sense to use a fixed version instead of stable

substreams/ethereum-uniswap-v4/rust-toolchain.toml

substreams/ethereum-uniswap-v4/ethereum-uniswap-v4.yaml

substreams/ethereum-uniswap-v4/src/modules/1_map_pool_created.rs

substreams/ethereum-uniswap-v4/src/modules/uni_math.rs

substreams/ethereum-uniswap-v4/src/modules/5_map_store_ticks.rs

zizou0x · 2024-12-19T10:02:38Z

substreams/ethereum-uniswap-v4/src/modules/6_map_protocol_changes.rs

+type PoolAddress = Vec<u8>;
+
+#[substreams::handlers::map]
+pub fn map_protocol_changes(


Did you change anything here compared to uniswap_v3?

Fee naming: protocol_fees/token0 -> protocol_fees/zero2one

Match new event names

Skip reparsing Initialize

Separate lower & upper bits from ProtocolFeeUpdated event

Ok perfect, so no change in this map, only adapted event_to_attributes_updates to match USV4 things, right?

zizou0x · 2024-12-19T10:04:52Z

substreams/ethereum-uniswap-v4/src/modules/6_map_protocol_changes.rs

+        pool_event::Type::ProtocolFeeUpdated(sfp) => {
+            // Mask to extract the lower 12 bits (0xFFF corresponds to 12 bits set to 1)
+            let lower_12_bits = sfp.protocol_fee & 0xFFF;
+
+            // Shift right by 12 bits and mask again to get the next 12 bits
+            let upper_12_bits = (sfp.protocol_fee >> 12) & 0xFFF;


Are we lucky and there is an example of this in Sepolia? Else I'm afraid it will be hard to test this logic

I'll try to make one during cd

But yeah - no events so far

And - super hard bc only the protocol owner can change this one

zizou0x · 2024-12-19T10:17:52Z

substreams/ethereum-uniswap-v4/src/modules/uni_math.rs

+    let sign = !liquidity.is_negative();
+
+    // Create mask for negative numbers
+    let mask = if sign { 0u128 } else { u128::MAX };
+
+    // Get absolute value of liquidity using XOR and addition
+    let liquidity = mask ^ mask.wrapping_add_signed(liquidity);
+
+    // Convert mask to BigInt (all 1s or all 0s)
+    let mask = if sign { BigInt::from(0) } else { -BigInt::from(1) };
+
+    let amount_1 = get_amount_1_delta(sqrt_ratio_a_x96, sqrt_ratio_b_x96, liquidity, sign)?;
+
+    // Apply the mask using XOR and subtraction to restore the sign
+    Ok((amount_1 ^ &mask) - mask)


I think we can easily remove all bitwise operation there, using just normal functions like abs() and neg() or

Ok(if sign { amount_1 } else { -amount_1 })

Ah I wouldn't like to touch it, as it's an accurate representation of the protocol's math

…tting

tvinagre changed the title ~~feat(WIP):~~ feat(WIP): Implement UniswapV4 Native integration Dec 17, 2024

tvinagre marked this pull request as draft December 17, 2024 03:39

tvinagre requested a review from zizou0x December 17, 2024 03:39

zizou0x reviewed Dec 17, 2024

View reviewed changes

tvinagre added 4 commits December 17, 2024 12:55

feat: initial data structure + ABI & buf models

18902dd

feat: initial modules: identify new pools and events

f2e9190

feat: map liquidity and balance changes, introduce balance delta calc…

30f5a09

…ulation from liquidity

feat: map tick deltas

97c9d94

tvinagre force-pushed the tl/uniswap-v4-integration branch 3 times, most recently from 04748bc to 41164d2 Compare December 17, 2024 16:03

chore: undo weird formatting

bd07b09

tvinagre force-pushed the tl/uniswap-v4-integration branch from 41164d2 to bd07b09 Compare December 17, 2024 16:10

chore: undo weird formatting

6217e02

tvinagre commented Dec 18, 2024

View reviewed changes

feat: map fee changes and aggregate data to final block structure

7c8c9b7

tvinagre force-pushed the tl/uniswap-v4-integration branch from 166a43b to 7c8c9b7 Compare December 18, 2024 04:35

tvinagre added 6 commits December 18, 2024 18:28

feat: reimplement math natively, remove alloy and univ3sdk dependencies

25a186e

chore: make clippy happy + misc improvements

abb5e58

chore: add rust generated files from buf & ABI

e91703d

chore: make clippy happy

6829379

feat: add all modules to ethereum-uniswap-v4.yaml

8a8c13c

chore: update yaml file to skip unnecessary buf paths

510789f

tvinagre self-assigned this Dec 18, 2024

tvinagre marked this pull request as ready for review December 18, 2024 22:38

fix: update pb mod.rs

8519227

zizou0x reviewed Dec 19, 2024

View reviewed changes

fix: fix hex / utf-8 encoding. working version

f58b7e3

tvinagre changed the title ~~feat(WIP): Implement UniswapV4 Native integration~~ feat: Implement UniswapV4 Native integration Dec 19, 2024

fix: simplify error handling, rename yaml file to match chain & forma…

91fc14c

…tting

tvinagre added 3 commits December 19, 2024 18:16

fix: fix ChangeType for sqrt_price_x96 on Initialization

b14290a

fix: make fee a non-static attribute

6c77751

fix: add balance_owner to univ4 pool

926c06a

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feat: Implement UniswapV4 Native integration #125

feat: Implement UniswapV4 Native integration #125

tvinagre commented Dec 17, 2024 •

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tvinagre commented Dec 17, 2024 • edited Loading

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tvinagre commented Dec 17, 2024 •

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