Merge pull request #790 from tellor-io/fix-uniswap

Fixed Subgraph Sources that went Decentralized

.gitignore

@@ -171,3 +171,4 @@ package.json
 
 # ignore stray test files
 reported_pools.pickle
+tenv

setup.cfg

@@ -77,6 +77,7 @@ install_requires =
     pyrsistent==0.19.2
     python-dateutil==2.8.1
     python-dotenv==0.21.0
+    pytz==2024.1
     PyYAML==6.0
     requests==2.28.1
     rlp==2.0.1

src/telliot_feeds/feeds/dai_usd_feed.py

@@ -4,6 +4,7 @@
 from telliot_feeds.sources.price.spot.coinbase import CoinbaseSpotPriceSource
 from telliot_feeds.sources.price.spot.coingecko import CoinGeckoSpotPriceSource
 from telliot_feeds.sources.price.spot.gemini import GeminiSpotPriceSource
+from telliot_feeds.sources.price.spot.uniswapV3 import UniswapV3PriceSource
 from telliot_feeds.sources.price_aggregator import PriceAggregator
 
 dai_usd_median_feed = DataFeed(
@@ -17,6 +18,7 @@
             CoinbaseSpotPriceSource(asset="dai", currency="usd"),
             BinanceSpotPriceSource(asset="dai", currency="usdt"),
             GeminiSpotPriceSource(asset="dai", currency="usd"),
+            UniswapV3PriceSource(asset="dai", currency="usd"),
         ],
     ),
 )

src/telliot_feeds/feeds/mnt_usd_feed.py

@@ -1,6 +1,7 @@
 from telliot_feeds.datafeed import DataFeed
 from telliot_feeds.queries.price.spot_price import SpotPrice
 from telliot_feeds.sources.price.spot.coingecko import CoinGeckoSpotPriceSource
+from telliot_feeds.sources.price.spot.coinpaprika import CoinpaprikaSpotPriceSource
 from telliot_feeds.sources.price.spot.uniswapV3 import UniswapV3PriceSource
 from telliot_feeds.sources.price_aggregator import PriceAggregator
 
@@ -14,6 +15,7 @@
         sources=[
             CoinGeckoSpotPriceSource(asset="mnt", currency="usd"),
             UniswapV3PriceSource(asset="mnt", currency="usd"),
+            CoinpaprikaSpotPriceSource(asset="mnt-mantle", currency="usd"),
         ],
     ),
 )

src/telliot_feeds/feeds/oeth_eth_feed.py

@@ -1,7 +1,7 @@
 from telliot_feeds.datafeed import DataFeed
 from telliot_feeds.queries.price.spot_price import SpotPrice
 from telliot_feeds.sources.price.spot.coingecko import CoinGeckoSpotPriceSource
-from telliot_feeds.sources.price.spot.maverickV2 import MaverickV2PriceSource
+from telliot_feeds.sources.price.spot.coinpaprika import CoinpaprikaSpotPriceSource
 from telliot_feeds.sources.price.spot.uniswapV3Pool import UniswapV3PoolPriceSource
 from telliot_feeds.sources.price_aggregator import PriceAggregator
 
@@ -15,7 +15,7 @@
         sources=[
             CoinGeckoSpotPriceSource(asset="oeth", currency="eth"),
             UniswapV3PoolPriceSource(asset="oeth", currency="eth"),
-            MaverickV2PriceSource(asset="oeth", currency="eth"),
+            CoinpaprikaSpotPriceSource(asset="oeth-origin-ether", currency="eth"),
         ],
     ),
 )

src/telliot_feeds/feeds/oeth_usd_feed.py

@@ -1,6 +1,7 @@
 from telliot_feeds.datafeed import DataFeed
 from telliot_feeds.queries.price.spot_price import SpotPrice
 from telliot_feeds.sources.price.spot.coingecko import CoinGeckoSpotPriceSource
+from telliot_feeds.sources.price.spot.coinpaprika import CoinpaprikaSpotPriceSource
 from telliot_feeds.sources.price.spot.uniswapV3 import UniswapV3PriceSource
 from telliot_feeds.sources.price_aggregator import PriceAggregator
 
@@ -14,6 +15,7 @@
         sources=[
             CoinGeckoSpotPriceSource(asset="oeth", currency="usd"),
             UniswapV3PriceSource(asset="eth", currency="oeth"),
+            CoinpaprikaSpotPriceSource(asset="oeth-origin-ether", currency="usd"),
         ],
     ),
 )

src/telliot_feeds/feeds/ousd_usd_feed.py

@@ -1,7 +1,8 @@
 from telliot_feeds.datafeed import DataFeed
 from telliot_feeds.queries.price.spot_price import SpotPrice
 from telliot_feeds.sources.price.spot.coingecko import CoinGeckoSpotPriceSource
-from telliot_feeds.sources.price.spot.uniswapV3 import UniswapV3PriceSource
+from telliot_feeds.sources.price.spot.coinpaprika import CoinpaprikaSpotPriceSource
+from telliot_feeds.sources.price.spot.curvefiprice import CurveFiUSDPriceSource
 from telliot_feeds.sources.price_aggregator import PriceAggregator
 
 # from telliot_feeds.sources.price.spot.curvefi import CurveFinanceSpotPriceSource
@@ -14,8 +15,8 @@
         algorithm="median",
         sources=[
             CoinGeckoSpotPriceSource(asset="ousd", currency="usd"),
-            UniswapV3PriceSource(asset="ousd", currency="usd"),
-            # CurveFinanceSpotPriceSource(asset="ousd", currency="usd"),
+            CoinpaprikaSpotPriceSource(asset="ousd-origin-dollar", currency="usd"),
+            CurveFiUSDPriceSource(asset="ousd", currency="usd"),
         ],
     ),
 )

src/telliot_feeds/sources/price/spot/curvefiprice.py

@@ -23,6 +23,7 @@
     "ezeth": "0xbf5495efe5db9ce00f80364c8b423567e58d2110",
     "weeth": "0xcd5fe23c85820f7b72d0926fc9b05b43e359b7ee",
     "rseth": "0xa1290d69c65a6fe4df752f95823fae25cb99e5a7",
+    "ousd": "0x2a8e1e676ec238d8a992307b495b45b3feaa5e86",
 }
 
 

src/telliot_feeds/sources/price/spot/uniswapV3.py

@@ -3,6 +3,8 @@
 from typing import Any
 
 import requests
+from requests import Session
+from telliot_core.apps.telliot_config import TelliotConfig
 
 from telliot_feeds.dtypes.datapoint import datetime_now_utc
 from telliot_feeds.dtypes.datapoint import OptionalDataPoint
@@ -21,7 +23,6 @@
     "steth": "0xae7ab96520de3a18e5e111b5eaab095312d7fe84",
     "reth": "0xae78736cd615f374d3085123a210448e74fc6393",
     "pls": "0xa882606494d86804b5514e07e6bd2d6a6ee6d68a",
-    "ousd": "0x2a8e1e676ec238d8a992307b495b45b3feaa5e86",
     "sweth": "0xf951e335afb289353dc249e82926178eac7ded78",
     "cbeth": "0xbe9895146f7af43049ca1c1ae358b0541ea49704",
     "oeth": "0x856c4efb76c1d1ae02e20ceb03a2a6a08b0b8dc3",
@@ -34,13 +35,15 @@
     "rseth": "0xa1290d69c65a6fe4df752f95823fae25cb99e5a7",
 }
 
+API_KEY = TelliotConfig().api_keys.find(name="thegraph")[0].key
+
 
 class UniswapV3PriceService(WebPriceService):
     """UniswapV3 Price Service in USD and ETH"""
 
     def __init__(self, **kwargs: Any) -> None:
         kwargs["name"] = "UniswapV3 Price Service"
-        kwargs["url"] = "https://api.thegraph.com"
+        kwargs["url"] = "https://gateway-arbitrum.network.thegraph.com"
         kwargs["timeout"] = 10.0
         super().__init__(**kwargs)
 
@@ -58,15 +61,18 @@ async def get_price(self, asset: str, currency: str) -> OptionalDataPoint[float]
         if not token:
             raise Exception("Asset not supported: {}".format(asset))
 
-        headers = {
-            "Content-Type": "application/json",
-        }
-
         query = "{bundles{id ethPriceUSD}token" + f'(id: "{token}")' + "{ derivedETH } }"
 
         json_data = {"query": query}
 
-        request_url = self.url + "/subgraphs/name/uniswap/uniswap-v3"
+        request_url = f"{self.url}/api/subgraphs/id/5zvR82QoaXYFyDEKLZ9t6v9adgnptxYpKpSbxtgVENFV"
+
+        session = Session()
+        if API_KEY != "":
+            headers = {"Accepts": "application/json", "Authorization": f"Bearer {API_KEY}"}
+            session.headers.update(headers)
+        if API_KEY == "":
+            logger.warning("No Graph API key found for Uniswap prices!")
 
         with requests.Session() as s:
             try:
@@ -75,11 +81,11 @@ async def get_price(self, asset: str, currency: str) -> OptionalDataPoint[float]
                 data = {"response": res}
 
             except requests.exceptions.ConnectTimeout:
-                logger.warning("Timeout Error, No prices retrieved from Uniswap")
+                logger.warning("Timeout Error, No Uniswap prices retrieved (check thegraph api key)")
                 return None, None
 
-            except Exception:
-                logger.warning("No prices retrieved from Uniswap")
+            except Exception as e:
+                logger.warning(f"No prices retrieved from Uniswap: {e}")
                 return None, None
 
         if "error" in data:
@@ -125,7 +131,7 @@ class UniswapV3PriceSource(PriceSource):
     import asyncio
 
     async def main() -> None:
-        price_source = UniswapV3PriceSource(asset="cbeth", currency="eth")
+        price_source = UniswapV3PriceSource(asset="reth", currency="eth")
         price, timestamp = await price_source.fetch_new_datapoint()
         print(price, timestamp)
 

src/telliot_feeds/sources/price/spot/uniswapV3Pool.py

@@ -3,6 +3,8 @@
 from typing import Any
 
 import requests
+from requests import Session
+from telliot_core.apps.telliot_config import TelliotConfig
 
 from telliot_feeds.dtypes.datapoint import datetime_now_utc
 from telliot_feeds.dtypes.datapoint import OptionalDataPoint
@@ -23,13 +25,15 @@
     "ogv": "0xa0b30e46f6aeb8f5a849241d703254bb4a719d92",
 }
 
+API_KEY = TelliotConfig().api_keys.find(name="thegraph")[0].key
+
 
 class UniswapV3PoolPriceService(WebPriceService):
     """UniswapV3 Price Service for Pool Ratios"""
 
     def __init__(self, **kwargs: Any) -> None:
         kwargs["name"] = "UniswapV3 Price Service"
-        kwargs["url"] = "https://api.thegraph.com"
+        kwargs["url"] = "https://gateway-arbitrum.network.thegraph.com"
         kwargs["timeout"] = 10.0
         super().__init__(**kwargs)
 
@@ -46,9 +50,7 @@ async def get_price(self, asset: str, currency: str) -> OptionalDataPoint[float]
         if not pool0 and not pool1:
             raise Exception("Asset not supported: {}".format(asset))
 
-        headers = {
-            "Content-Type": "application/json",
-        }
+        headers = {"Content-Type": "application/json", "Authorization": f"Bearer {API_KEY}"}
         if pool0:
             query = "{pool" + f'(id: "{pool0}")' + "{ token0Price } }"
             key = "token0Price"
@@ -59,7 +61,12 @@ async def get_price(self, asset: str, currency: str) -> OptionalDataPoint[float]
 
         json_data = {"query": query}
 
-        request_url = self.url + "/subgraphs/name/uniswap/uniswap-v3"
+        request_url = f"{self.url}/api/subgraphs/id/5zvR82QoaXYFyDEKLZ9t6v9adgnptxYpKpSbxtgVENFV"
+
+        session = Session()
+        if API_KEY != "":
+            headers = {"Accepts": "application/json", "Authorization": f"Bearer {API_KEY}"}
+            session.headers.update(headers)
 
         with requests.Session() as s:
             try:

tests/feeds/test_dai_usd_feed.py

@@ -0,0 +1,22 @@
+import statistics
+
+import pytest
+
+from telliot_feeds.feeds.dai_usd_feed import dai_usd_median_feed
+
+
+@pytest.mark.asyncio
+async def test_dai_usd_median_feed(caplog):
+    """Retrieve median DAI/USD price."""
+    v, _ = await dai_usd_median_feed.source.fetch_new_datapoint()
+
+    assert v is not None
+    assert v > 0
+    assert "sources used in aggregate: 4" in caplog.text.lower()
+    print(f"DAI/USD Price: {v}")
+
+    # Get list of data sources from sources dict
+    source_prices = [source.latest[0] for source in dai_usd_median_feed.source.sources if source.latest[0]]
+
+    # Make sure error is less than decimal tolerance
+    assert (v - statistics.median(source_prices)) < 10**-6

tests/feeds/test_mnt_usd_feed.py

@@ -12,7 +12,7 @@ async def test_mnt_usd_median_feed(caplog):
 
     assert v is not None
     assert v > 0
-    assert "sources used in aggregate: 2" in caplog.text.lower()
+    assert "sources used in aggregate: 3" in caplog.text.lower()
     print(f"mnt/usd Price: {v}")
 
     # Get list of data sources from sources dict

tests/feeds/test_oeth_usd_feed.py

@@ -12,7 +12,7 @@ async def test_oeth_usd_median_feed(caplog):
 
     assert v is not None
     assert v > 0
-    assert "sources used in aggregate: 2" in caplog.text.lower()
+    assert "sources used in aggregate: 3" in caplog.text.lower()
     print(f"OETH/USD Price: {v}")
 
     # Get list of data sources from sources dict

tests/feeds/test_ousd_usd_feed.py

@@ -0,0 +1,22 @@
+import statistics
+
+import pytest
+
+from telliot_feeds.feeds.ousd_usd_feed import ousd_usd_median_feed
+
+
+@pytest.mark.asyncio
+async def test_ousd_usd_median_feed(caplog):
+    """Retrieve median ousd/USD price."""
+    v, _ = await ousd_usd_median_feed.source.fetch_new_datapoint()
+
+    assert v is not None
+    assert v > 0
+    assert "sources used in aggregate: 3" in caplog.text.lower()
+    print(f"ousd/USD Price: {v}")
+
+    # Get list of data sources from sources dict
+    source_prices = [source.latest[0] for source in ousd_usd_median_feed.source.sources if source.latest[0]]
+
+    # Make sure error is less than decimal tolerance
+    assert (v - statistics.median(source_prices)) < 10**-6