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fix get_v3_protocol_fees calculation #104

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Merged
jalbrekt85 merged 2 commits into from
May 9, 2025
Merged

fix get_v3_protocol_fees calculation #104

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3d674cd
uddate get_v3_protocol_fees to diff aggregate fees in time window
jalbrekt85 May 9, 2025
acb4393
style: ci lint with `black`
jalbrekt85 May 9, 2025
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33 changes: 24 additions & 9 deletions bal_tools/subgraph.py
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Original file line number Diff line number Diff line change
Expand Up @@ -471,14 +471,18 @@ def get_balancer_pool_snapshots(
def get_v3_protocol_fees(
self, pool_id: str, chain: GqlChain, date_range: DateRange
) -> Decimal:
"""
Fetches the protocol fees for a given v3 pool over `date range`
NOTE: assumes `date range` is within a 2 week period
"""
fee_snapshot = self.fetch_graphql_data(
"vault-v3",
"get_protocol_fees",
{
"id": pool_id,
"ts_gt": date_range[0],
"ts_lt": date_range[1],
"first": 1,
"first": 14,
"orderBy": "timestamp",
"orderDirection": "desc",
},
Expand All @@ -487,9 +491,12 @@ def get_v3_protocol_fees(
if not fee_snapshot:
return Decimal(0)

fee_snapshot = fee_snapshot[0]
# descending so first/last snaps are end/start of time window
end_fee_snapshot, start_fee_snapshot = fee_snapshot[0], fee_snapshot[-1]

token_addresses = [token["address"] for token in fee_snapshot["pool"]["tokens"]]
token_addresses = [
token["address"] for token in end_fee_snapshot["pool"]["tokens"]
]

token_prices = self.get_twap_price_token(
addresses=token_addresses,
Expand All @@ -498,14 +505,22 @@ def get_v3_protocol_fees(
)

total_fees = Decimal(0)
for swap_fee, yield_fee, twap_token in zip(
fee_snapshot["totalProtocolSwapFees"],
fee_snapshot["totalProtocolYieldFees"],
for (
end_swap_fee,
end_yield_fee,
start_swap_fee,
start_yield_fee,
twap_token,
) in zip(
end_fee_snapshot["totalProtocolSwapFees"],
end_fee_snapshot["totalProtocolYieldFees"],
start_fee_snapshot["totalProtocolSwapFees"],
start_fee_snapshot["totalProtocolYieldFees"],
token_prices,
):
total_fees += (
Decimal(swap_fee) + Decimal(yield_fee)
) * twap_token.twap_price
swap_fee_diff = Decimal(end_swap_fee) - Decimal(start_swap_fee)
yield_fee_diff = Decimal(end_yield_fee) - Decimal(start_yield_fee)
total_fees += (swap_fee_diff + yield_fee_diff) * twap_token.twap_price

return total_fees

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