feat: public econ stats from AMM

closes: #4648

packages/run-protocol/src/vpool-xyk-amm/addPool.js

@@ -16,6 +16,7 @@ const { details: X } = assert;
  * @param {IssuerKit} quoteIssuerKit
  * @param {import('./multipoolMarketMaker.js').AMMParamGetters} params retrieve governed params
  * @param {ZCFSeat} protocolSeat seat that holds collected fees
+ * @param {() => void} updateMetrics
  */
 export const makeAddPool = (
   zcf,
@@ -26,6 +27,7 @@ export const makeAddPool = (
   quoteIssuerKit,
   params,
   protocolSeat,
+  updateMetrics,
 ) => {
   const makePool = definePoolKind(
     zcf,
@@ -76,6 +78,7 @@ export const makeAddPool = (
     const pool = makePool(liquidityZCFMint, poolSeat, secondaryBrand);
     // @ts-expect-error xxx fix types
     initPool(secondaryBrand, pool);
+    updateMetrics();
     return liquidityZCFMint.getIssuerRecord().issuer;
   };
 

packages/run-protocol/src/vpool-xyk-amm/multipoolMarketMaker.js

@@ -1,10 +1,11 @@
 // @ts-check
 
-import { makeWeakStore } from '@agoric/store';
+import { makeStore } from '@agoric/store';
 import { Far } from '@endo/marshal';
 
 import { AssetKind, makeIssuerKit } from '@agoric/ertp';
 import { handleParamGovernance, ParamTypes } from '@agoric/governance';
+import { makeSubscriptionKit } from '@agoric/notifier';
 
 import { assertIssuerKeywords } from '@agoric/zoe/src/contractSupport/index.js';
 import { E } from '@endo/far';
@@ -140,15 +141,24 @@ const start = async (zcf, privateArgs) => {
     )}`,
   );
 
-  /** @type {WeakStore<Brand,PoolFacets>} */
-  const secondaryBrandToPool = makeWeakStore('secondaryBrand');
+  /** @type {Store<Brand,PoolFacets>} */
+  const secondaryBrandToPool = makeStore('secondaryBrand');
   const getPool = brand => secondaryBrandToPool.get(brand).pool;
   const getPoolHelper = brand => secondaryBrandToPool.get(brand).helper;
   const initPool = secondaryBrandToPool.init;
   const isSecondary = secondaryBrandToPool.has;
 
   const quoteIssuerKit = makeIssuerKit('Quote', AssetKind.SET);
 
+  const { publication: metricsPublication, subscription: metricsSubscription } =
+    makeSubscriptionKit();
+  const updateMetrics = () => {
+    metricsPublication.updateState(
+      harden({ XYK: Array.from(secondaryBrandToPool.keys()) }),
+    );
+  };
+  updateMetrics();
+
   // For now, this seat collects protocol fees. It needs to be connected to
   // something that will extract the fees.
   const { zcfSeat: protocolSeat } = zcf.makeEmptySeatKit();
@@ -164,6 +174,7 @@ const start = async (zcf, privateArgs) => {
     quoteIssuerKit,
     params,
     protocolSeat,
+    updateMetrics,
   );
   /** @param {Brand} brand */
   const getPoolAllocation = brand =>
@@ -177,6 +188,9 @@ const start = async (zcf, privateArgs) => {
     };
   };
 
+  /** @param {Brand} brand */
+  const getPoolMetrics = brand => getPool(brand).getMetrics();
+
   /**
    * @param {Brand} brandIn
    * @param {Brand} [brandOut]
@@ -258,6 +272,8 @@ const start = async (zcf, privateArgs) => {
       getAllPoolBrands: () =>
         Object.values(zcf.getTerms().brands).filter(isSecondary),
       getProtocolPoolBalance: () => protocolSeat.getCurrentAllocation(),
+      getMetrics: () => metricsSubscription,
+      getPoolMetrics,
     }),
   );
 

packages/run-protocol/src/vpool-xyk-amm/pool.js

@@ -1,7 +1,7 @@
 // @ts-check
 
 import { AmountMath, isNatValue } from '@agoric/ertp';
-import { makeNotifierKit } from '@agoric/notifier';
+import { makeNotifierKit, makeSubscriptionKit } from '@agoric/notifier';
 
 import {
   calcLiqValueToMint,
@@ -66,7 +66,7 @@ const updateUpdaterState = (updater, pool) =>
 const helperBehavior = {
   /** @type {import('@agoric/vat-data/src/types').PlusContext<MethodContext, AddLiquidityActual>} */
   addLiquidityActual: (
-    { state },
+    { state, facets },
     pool,
     zcfSeat,
     secondaryAmount,
@@ -114,8 +114,18 @@ const helperBehavior = {
     }
     zcfSeat.exit();
     updateUpdaterState(updater, pool);
+    facets.helper.updateMetrics();
     return 'Added liquidity.';
   },
+  updateMetrics: ({ state, facets }) => {
+    const payload = harden({
+      Central: facets.pool.getCentralAmount(),
+      Secondary: facets.pool.getSecondaryAmount(),
+      Liquidity: state.liqTokenSupply,
+    });
+
+    state.metricsPublication.updateState(payload);
+  },
 };
 
 const poolBehavior = {
@@ -216,6 +226,7 @@ const poolBehavior = {
 
     userSeat.exit();
     updateUpdaterState(state.updater, facets.pool);
+    facets.helper.updateMetrics();
     return 'Liquidity successfully removed.';
   },
   getNotifier: ({ state: { notifier } }) => notifier,
@@ -225,6 +236,7 @@ const poolBehavior = {
   getToCentralPriceAuthority: ({ state }) => state.toCentralPriceAuthority,
   getFromCentralPriceAuthority: ({ state }) => state.fromCentralPriceAuthority,
   getVPool: ({ facets }) => facets.singlePool,
+  getMetrics: ({ state }) => state.metricsSubscription,
 };
 
 /** @param {MethodContext} context */
@@ -273,6 +285,7 @@ const finish = context => {
   context.state.toCentralPriceAuthority = toCentralPriceAuthority;
   // @ts-expect-error declared read-only, set value once
   context.state.fromCentralPriceAuthority = fromCentralPriceAuthority;
+  context.facets.helper.updateMetrics();
 };
 
 /**
@@ -295,6 +308,10 @@ export const definePoolKind = (
     const { brand: liquidityBrand, issuer: liquidityIssuer } =
       liquidityZcfMint.getIssuerRecord();
     const { notifier, updater } = makeNotifierKit();
+    const {
+      publication: metricsPublication,
+      subscription: metricsSubscription,
+    } = makeSubscriptionKit();
 
     // XXX why does the paramAccessor have to be repackaged as a Far object?
     const params = Far('pool param accessor', {
@@ -318,6 +335,8 @@ export const definePoolKind = (
       quoteIssuerKit,
       timer,
       paramAccessor: params,
+      metricsPublication,
+      metricsSubscription,
     };
   };
 

packages/run-protocol/src/vpool-xyk-amm/singlePool.js

@@ -16,7 +16,7 @@ const getPools = pool => ({
 
 export const singlePool = {
   allocateGainsAndLosses: (context, seat, prices) => {
-    const { pool } = context.facets;
+    const { pool, helper } = context.facets;
     const { poolSeat, zcf, protocolSeat } = context.state;
     seat.decrementBy(harden({ In: prices.swapperGives }));
     seat.incrementBy(harden({ Out: prices.swapperGets }));
@@ -34,6 +34,7 @@ export const singlePool = {
     zcf.reallocate(poolSeat, seat, protocolSeat);
     seat.exit();
     pool.updateState();
+    helper.updateMetrics();
     return `Swap successfully completed.`;
   },
 

packages/run-protocol/src/vpool-xyk-amm/types.js

@@ -68,6 +68,7 @@
  * @property {() => PriceAuthority} getToCentralPriceAuthority
  * @property {() => PriceAuthority} getFromCentralPriceAuthority
  * @property {() => VirtualPool} getVPool
+ * @property {() => Subscription<unknown>} getMetrics
  */
 
 /**
@@ -118,6 +119,8 @@
  * Prices and notifications about changing prices.
  * @property {() => Brand[]} getAllPoolBrands
  * @property {() => Allocation} getProtocolPoolBalance
+ * @property {() => Subscription<unknown>} getMetrics
+ * @property {(brand: Brand) => Subscription<unknown>} getPoolMetrics
  */
 
 /**

packages/run-protocol/test/amm/vpool-xyk-amm/test-xyk-amm-swap.js

@@ -19,6 +19,7 @@ import {
   ceilMultiplyBy,
   natSafeMath,
 } from '@agoric/zoe/src/contractSupport/index.js';
+import { makeNotifierFromAsyncIterable } from '@agoric/notifier';
 import {
   assertAmountsEqual,
   assertPayoutAmount,
@@ -445,6 +446,12 @@ test('amm doubleSwap', async t => {
 
   const ammInstance = await amm.instance;
 
+  const metricsSub = await E(amm.ammPublicFacet).getMetrics();
+  const metricsNotifier = makeNotifierFromAsyncIterable(metricsSub);
+
+  const state0 = await E(metricsNotifier).getUpdateSince();
+  t.deepEqual(state0.value, { XYK: [] });
+
   const aliceAddLiquidityInvitation = E(
     amm.ammPublicFacet,
   ).makeAddLiquidityInvitation();
@@ -453,6 +460,10 @@ test('amm doubleSwap', async t => {
     moolaR.issuer,
     'Moola',
   );
+
+  const state1 = await E(metricsNotifier).getUpdateSince(state0.updateCount);
+  t.deepEqual(state1.value, { XYK: [moolaR.brand] });
+
   const moolaLiquidityBrand = await E(moolaLiquidityIssuer).getBrand();
   const moolaLiquidity = value => AmountMath.make(moolaLiquidityBrand, value);
 
@@ -465,6 +476,9 @@ test('amm doubleSwap', async t => {
   const simoleanLiquidity = value =>
     AmountMath.make(simoleanLiquidityBrand, value);
 
+  const state2 = await E(metricsNotifier).getUpdateSince(state1.updateCount);
+  t.deepEqual(state2.value, { XYK: [moolaR.brand, simoleanR.brand] });
+
   const issuerKeywordRecord = await E(zoe).getIssuers(ammInstance);
   t.deepEqual(
     issuerKeywordRecord,
@@ -1204,6 +1218,13 @@ test('amm adding liquidity', async t => {
     centralR,
     timer,
   );
+
+  const metricsSub = await E(amm.ammPublicFacet).getMetrics();
+  const metricsNotifier = makeNotifierFromAsyncIterable(metricsSub);
+
+  const state0 = await E(metricsNotifier).getUpdateSince();
+  t.deepEqual(state0.value, { XYK: [] });
+
   const moolaLiquidityIssuer = await E(amm.ammPublicFacet).addPool(
     // verify that addPool works with ERef<Issuer>.
     Promise.resolve(moolaR.issuer),
@@ -1238,6 +1259,21 @@ test('amm adding liquidity', async t => {
     `The poolAllocation object values for moola should be empty`,
   );
 
+  const state1 = await E(metricsNotifier).getUpdateSince(state0.updateCount);
+  t.deepEqual(state1.value, { XYK: [moolaR.brand] });
+
+  const poolMetricsSub = await E(amm.ammPublicFacet).getPoolMetrics(
+    moolaR.brand,
+  );
+  const poolMetricsNotifier = makeNotifierFromAsyncIterable(poolMetricsSub);
+
+  const poolState0 = await E(poolMetricsNotifier).getUpdateSince();
+  t.deepEqual(poolState0.value, {
+    Central: AmountMath.makeEmpty(centralR.brand),
+    Secondary: moola(0n),
+    Liquidity: 0n,
+  });
+
   // add initial liquidity at 10000:50000
   const {
     Central: c1,
@@ -1252,6 +1288,15 @@ test('amm adding liquidity', async t => {
     `poolAllocation after initialization`,
   );
 
+  const poolState1 = await E(poolMetricsNotifier).getUpdateSince(
+    poolState0.updateCount,
+  );
+  t.deepEqual(poolState1.value, {
+    Central: AmountMath.make(centralR.brand, 50_000n),
+    Secondary: moola(10_000n),
+    Liquidity: 5_0000n,
+  });
+
   // Add liquidity. Offer 20_000:70_000.
   const {
     Central: c2,
@@ -1267,6 +1312,15 @@ test('amm adding liquidity', async t => {
     `poolAllocation after initialization`,
   );
 
+  const poolState2 = await E(poolMetricsNotifier).getUpdateSince(
+    poolState1.updateCount,
+  );
+  t.deepEqual(poolState2.value, {
+    Central: AmountMath.make(centralR.brand, 119_996n),
+    Secondary: moola(29_989n),
+    Liquidity: 134_115n,
+  });
+
   // Add liquidity. Offer 12_000:100_000.
   const {
     Central: c3,
@@ -1281,4 +1335,13 @@ test('amm adding liquidity', async t => {
     allocation(219985n, 0n, 41973n),
     `poolAllocation after initialization`,
   );
+
+  const poolState3 = await E(poolMetricsNotifier).getUpdateSince(
+    poolState2.updateCount,
+  );
+  t.deepEqual(poolState3.value, {
+    Central: AmountMath.make(centralR.brand, 219_985n),
+    Secondary: moola(41_973n),
+    Liquidity: 214_795n,
+  });
 });