From 36a34f749afc5c0aaf7c83b0997b3e690e0c5c61 Mon Sep 17 00:00:00 2001 From: rouzwelt Date: Mon, 21 Oct 2024 18:14:42 +0000 Subject: [PATCH] fix pick denomination --- crates/subgraph/src/apy.rs | 53 +++++++++++++++++++++++--------------- 1 file changed, 32 insertions(+), 21 deletions(-) diff --git a/crates/subgraph/src/apy.rs b/crates/subgraph/src/apy.rs index b93495b4a..c1ace0774 100644 --- a/crates/subgraph/src/apy.rs +++ b/crates/subgraph/src/apy.rs @@ -134,15 +134,16 @@ pub fn get_order_apy( // the order's tokens by checking if there is direct ratio between the tokens, // multi path ratios are ignored currently and results in None for the APY. // if there is a success for any of the denomination tokens, gather it in order - // of its net vol in a BTreeMap and lastly pick the one with highest net vol. + // of its net vol and pick the one with highest net vol. // if there was no success with any of the order's tokens, simply return None // for the APY. - let mut full_apy_in_distinct_token_denominations = BTreeMap::new(); + let mut token_net_vol_map = BTreeMap::new(); + let mut full_apy_in_distinct_token_denominations = vec![]; for token in &token_vaults_apy { let mut noway = false; let mut combined_capital = I256::ZERO; - let mut combined_net_vol = I256::ZERO; let mut combined_annual_rate_vol = I256::ZERO; + let mut current_token_net_vol_map = BTreeMap::new(); for token_vault in &token_vaults_apy { // time to year ratio let annual_rate = annual_rate(token_vault.start_time, token_vault.end_time); @@ -151,11 +152,11 @@ pub fn get_order_apy( // token denomination by using the direct ratio between the tokens if token_vault.token == token.token { combined_capital += token_vault.capital; - combined_net_vol += token_vault.net_vol; combined_annual_rate_vol += token_vault .net_vol .saturating_mul(one()) .saturating_div(annual_rate); + current_token_net_vol_map.insert(token_vault.net_vol, &token.token); } else { let pair = TokenPair { input: token.token.clone(), @@ -167,16 +168,19 @@ pub fn get_order_apy( .capital .saturating_mul(*ratio) .saturating_div(one()); - combined_net_vol += token_vault - .net_vol - .saturating_mul(*ratio) - .saturating_div(one()); combined_annual_rate_vol += token_vault .net_vol .saturating_mul(*ratio) .saturating_div(one()) .saturating_mul(one()) .saturating_div(annual_rate); + current_token_net_vol_map.insert( + token_vault + .net_vol + .saturating_mul(*ratio) + .saturating_div(one()), + &token_vault.token, + ); } else { noway = true; break; @@ -192,22 +196,29 @@ pub fn get_order_apy( .saturating_mul(one()) .checked_div(combined_capital) { - full_apy_in_distinct_token_denominations.insert( - combined_net_vol, - DenominatedAPY { - apy, - token: token.token.clone(), - }, - ); + full_apy_in_distinct_token_denominations.push(DenominatedAPY { + apy, + token: token.token.clone(), + }); } + } else { + current_token_net_vol_map.clear(); + } + if token_net_vol_map.is_empty() { + token_net_vol_map.extend(current_token_net_vol_map); } } // pick the denomination with highest net vol - order_apy.denominated_apy = full_apy_in_distinct_token_denominations - .last_key_value() - .map(|(_k, v)| v) - .cloned(); + for (_, token) in token_net_vol_map.iter().rev() { + if let Some(denominated_apy) = full_apy_in_distinct_token_denominations + .iter() + .find(|v| &&v.token == token) + { + order_apy.denominated_apy = Some(denominated_apy.clone()); + break; + } + } Ok(order_apy) } @@ -611,8 +622,8 @@ mod test { inputs_token_vault_apy: vec![token1_apy.clone(), token2_apy.clone()], outputs_token_vault_apy: vec![token1_apy.clone(), token2_apy.clone()], denominated_apy: Some(DenominatedAPY { - apy: I256::from_str("2172480000000000000").unwrap(), - token: token1, + apy: I256::from_str("2172479999999999999").unwrap(), + token: token2, }), };