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Create jobs for processing Uniswap V2 swap events (#460)
* Introduce fill type concept * Introduce jobs for processing Uniswap V2 swap events * Add a type to all fills
1 parent 93b29cb commit e70b687

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11 files changed

+572
-7
lines changed

11 files changed

+572
-7
lines changed

‎src/constants.js‎

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@@ -52,13 +52,19 @@ module.exports = {
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PENDING: 0,
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SUCCESSFUL: 1,
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},
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FILL_TYPE: {
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REGULAR: 0,
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TRANSFORMED_ERC20: 1,
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UNISWAP_V2_SWAP: 2,
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},
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JOB: {
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BULK_UPDATE_TOKEN_METADATA: 'bulk-update-token-metadata',
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CONVERT_PROTOCOL_FEE: 'convert-protocol-fee',
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CONVERT_RELAYER_FEES: 'convert-relayer-fees',
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CREATE_TOKEN: 'create-token',
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CREATE_TRANSFORMED_ERC20_EVENT_FILLS:
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'create-transformed-erc20-event-fills',
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CREATE_UNISWAP_V2_SWAP_EVENT_FILL: 'create-uniswap-v2-swap-event-fill',
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FETCH_ADDRESS_TYPE: 'fetch-address-type',
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FETCH_TOKEN_METADATA: 'fetch-token-metadata',
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FETCH_TRANSACTION: 'fetch-transaction',
@@ -71,6 +77,7 @@ module.exports = {
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},
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QUEUE: {
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ADDRESS_PROCESSING: 'address-processing',
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EVENT_PROCESSING: 'event-processing',
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FILL_INDEXING: 'fill-indexing',
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FILL_PROCESSING: 'fill-processing',
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INDEXING: 'indexing',

‎src/consumers/create-transformed-erc20-event-fills/index.js‎

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@@ -4,7 +4,13 @@ const Bluebird = require('bluebird');
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const moment = require('moment');
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const mongoose = require('mongoose');
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const { JOB, QUEUE, FILL_ACTOR, TOKEN_TYPE } = require('../../constants');
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const {
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JOB,
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QUEUE,
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FILL_ACTOR,
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FILL_TYPE,
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TOKEN_TYPE,
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} = require('../../constants');
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const { publishJob } = require('../../queues');
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const createFills = require('../../fills/create-fills');
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const createNewTokens = require('../../tokens/create-new-tokens');
@@ -161,13 +167,13 @@ const createTransformedERC20EventFills = async (job, { logger }) => {
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blockNumber: transaction.blockNumber,
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date: transaction.date,
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eventId: bridgeEvent._id,
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isTransformedERC20: true,
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logIndex: bridgeEvent.logIndex,
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maker: bridgeEvent.data.from.toLowerCase(),
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protocolVersion: bridgeEvent.protocolVersion,
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quoteDate: transaction.quoteDate,
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taker: transformedERC20Event.data.taker.toLowerCase(),
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transactionHash: transaction.hash.toLowerCase(),
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type: FILL_TYPE.TRANSFORMED_ERC20,
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}));
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/*

‎src/consumers/create-transformed-erc20-event-fills/index.test.js‎

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@@ -372,7 +372,6 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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fees: [],
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hasValue: false,
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immeasurable: false,
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isTransformedERC20: true,
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logIndex: 191,
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maker: '0xdcd6011f4c6b80e470d9487f5871a0cba7c93f48',
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protocolVersion: 3,
@@ -382,6 +381,7 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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taker: '0xfe2ecb650fabf37431cba75ec9545284ecfbb03c',
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transactionHash:
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'0x7444e18b2993978e7757ddf930a765b4839ed197751a3b2b4072df39c02183f4',
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type: 1,
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},
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{
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__v: 0,
@@ -419,7 +419,6 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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fees: [],
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hasValue: false,
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immeasurable: false,
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isTransformedERC20: true,
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logIndex: 209,
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maker: '0xfe01821ca163844203220cd08e4f2b2fb43ae4e4',
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protocolVersion: 3,
@@ -429,6 +428,7 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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taker: '0xfe2ecb650fabf37431cba75ec9545284ecfbb03c',
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transactionHash:
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'0x7444e18b2993978e7757ddf930a765b4839ed197751a3b2b4072df39c02183f4',
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type: 1,
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},
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{
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__v: 0,
@@ -466,7 +466,6 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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fees: [],
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hasValue: false,
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immeasurable: false,
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isTransformedERC20: true,
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logIndex: 202,
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maker: '0x1c29670f7a77f1052d30813a0a4f632c78a02610',
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protocolVersion: 3,
@@ -476,6 +475,7 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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taker: '0xfe2ecb650fabf37431cba75ec9545284ecfbb03c',
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transactionHash:
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'0x7444e18b2993978e7757ddf930a765b4839ed197751a3b2b4072df39c02183f4',
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type: 1,
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},
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]),
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);
@@ -641,7 +641,6 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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fees: [],
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hasValue: false,
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immeasurable: false,
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isTransformedERC20: true,
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logIndex: 191,
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maker: '0xdcd6011f4c6b80e470d9487f5871a0cba7c93f48',
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protocolVersion: 3,
@@ -651,6 +650,7 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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taker: '0xfe2ecb650fabf37431cba75ec9545284ecfbb03c',
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transactionHash:
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'0x7444e18b2993978e7757ddf930a765b4839ed197751a3b2b4072df39c02183f4',
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type: 1,
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},
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{
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affiliateAddress: '0x86003b044f70dac0abc80ac8957305b6370893ed',
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fees: [],
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hasValue: false,
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immeasurable: false,
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isTransformedERC20: true,
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logIndex: 209,
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maker: '0xfe01821ca163844203220cd08e4f2b2fb43ae4e4',
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protocolVersion: 3,
@@ -693,6 +692,7 @@ describe('consumers/create-transformed-erc20-event-fills', () => {
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taker: '0xfe2ecb650fabf37431cba75ec9545284ecfbb03c',
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transactionHash:
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'0x7444e18b2993978e7757ddf930a765b4839ed197751a3b2b4072df39c02183f4',
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type: 1,
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},
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]);
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‎src/consumers/create-uniswap-v2-swap-event-fill/index.js‎

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@@ -0,0 +1,125 @@
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const { BigNumber } = require('@0x/utils');
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const moment = require('moment');
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const mongoose = require('mongoose');
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5+
const {
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JOB,
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QUEUE,
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FILL_ACTOR,
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FILL_TYPE,
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TOKEN_TYPE,
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} = require('../../constants');
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const { publishJob } = require('../../queues');
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const createFills = require('../../fills/create-fills');
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const createNewTokens = require('../../tokens/create-new-tokens');
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const Event = require('../../model/event');
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const Fill = require('../../model/fill');
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const getTransactionByHash = require('../../transactions/get-transaction-by-hash');
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const withTransaction = require('../../util/with-transaction');
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const createUniswapV2SwapEventFill = async (job, { logger }) => {
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const { eventId } = job.data;
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/*
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* Ensure the specified eventId is valid and that the associated event exists.
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*/
26+
if (!mongoose.Types.ObjectId.isValid(eventId)) {
27+
throw new Error(`Invalid eventId: ${eventId}`);
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}
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const event = await Event.findById(eventId);
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32+
if (event === null) {
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throw new Error(`Cannot find event: ${eventId}`);
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}
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const existingFill = await Fill.findById(eventId);
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if (existingFill !== null) {
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logger.warn(`fill already created for event: ${eventId}`);
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return;
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}
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/**
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* Verify that the associated transaction has been fetched.
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*/
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const transaction = await getTransactionByHash(event.transactionHash);
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if (transaction === null) {
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/*
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* If more than 5 minutes have passed since the UniswapV2Swap event was fetched then
51+
* this might indicate a bottleneck or failure in the transaction fetching job.
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*/
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if (moment().diff(event.dateIngested, 'minutes') >= 5) {
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logger.warn(`transaction not found for event: ${event._id}`);
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}
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await publishJob(
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QUEUE.EVENT_PROCESSING,
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JOB.CREATE_UNISWAP_V2_SWAP_EVENT_FILL,
60+
job.data,
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{ delay: 30000 },
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);
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return;
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}
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/*
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* Finally, once all checks have passed, create the fill and associate token documents.
69+
*/
70+
const fill = {
71+
_id: event._id,
72+
affiliateAddress:
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transaction.affiliateAddress !== undefined
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? transaction.affiliateAddress.toLowerCase()
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: undefined,
76+
assets: [
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{
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actor: FILL_ACTOR.MAKER,
79+
amount: new BigNumber(event.data.makerAmount).toNumber(),
80+
tokenAddress: event.data.makerToken,
81+
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/*
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Uniswap V2 Bridge – this is a bit of a hack for tracking purposes and should
84+
be replaced longer-term with something better (e.g. liquidity source)
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*/
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bridgeAddress: '0xdcd6011f4c6b80e470d9487f5871a0cba7c93f48',
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},
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{
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actor: FILL_ACTOR.TAKER,
90+
amount: new BigNumber(event.data.takerAmount).toNumber(),
91+
tokenAddress: event.data.takerToken.toLowerCase(),
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},
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],
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blockHash: transaction.blockHash.toLowerCase(),
95+
blockNumber: transaction.blockNumber,
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date: transaction.date,
97+
eventId: event._id,
98+
logIndex: event.logIndex,
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maker: event.data.maker.toLowerCase(),
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protocolVersion: event.protocolVersion,
101+
quoteDate: transaction.quoteDate,
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taker: event.data.taker.toLowerCase(),
103+
transactionHash: transaction.hash.toLowerCase(),
104+
type: FILL_TYPE.UNISWAP_V2_SWAP,
105+
};
106+
107+
await createNewTokens(
108+
fill.assets.map(asset => ({
109+
address: asset.tokenAddress,
110+
type: TOKEN_TYPE.ERC20,
111+
})),
112+
);
113+
114+
await withTransaction(async session => {
115+
await createFills([fill], { session });
116+
});
117+
118+
logger.info(`created fill for UniswapV2Swap event: ${eventId}`);
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};
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module.exports = {
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fn: createUniswapV2SwapEventFill,
123+
jobName: JOB.CREATE_UNISWAP_V2_SWAP_EVENT_FILL,
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queueName: QUEUE.EVENT_PROCESSING,
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};

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