Feat/flows

abis/public_allocator_abi.json

@@ -0,0 +1 @@
+[{"inputs":[{"internalType":"address","name":"morpho","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"inputs":[],"name":"AlreadySet","type":"error"},{"inputs":[],"name":"DepositMarketInWithdrawals","type":"error"},{"inputs":[],"name":"EmptyWithdrawals","type":"error"},{"inputs":[],"name":"InconsistentWithdrawals","type":"error"},{"inputs":[],"name":"IncorrectFee","type":"error"},{"inputs":[{"internalType":"Id","name":"id","type":"bytes32"}],"name":"MarketNotEnabled","type":"error"},{"inputs":[{"internalType":"Id","name":"id","type":"bytes32"}],"name":"MaxInflowExceeded","type":"error"},{"inputs":[{"internalType":"Id","name":"id","type":"bytes32"}],"name":"MaxOutflowExceeded","type":"error"},{"inputs":[],"name":"MaxSettableFlowCapExceeded","type":"error"},{"inputs":[],"name":"NotAdminNorVaultOwner","type":"error"},{"inputs":[{"internalType":"Id","name":"id","type":"bytes32"}],"name":"NotEnoughSupply","type":"error"},{"inputs":[{"internalType":"Id","name":"id","type":"bytes32"}],"name":"WithdrawZero","type":"error"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":true,"internalType":"address","name":"vault","type":"address"},{"indexed":true,"internalType":"Id","name":"supplyMarketId","type":"bytes32"},{"indexed":false,"internalType":"uint256","name":"suppliedAssets","type":"uint256"}],"name":"PublicReallocateTo","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":true,"internalType":"address","name":"vault","type":"address"},{"indexed":true,"internalType":"Id","name":"id","type":"bytes32"},{"indexed":false,"internalType":"uint256","name":"withdrawnAssets","type":"uint256"}],"name":"PublicWithdrawal","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":true,"internalType":"address","name":"vault","type":"address"},{"indexed":false,"internalType":"address","name":"admin","type":"address"}],"name":"SetAdmin","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":true,"internalType":"address","name":"vault","type":"address"},{"indexed":false,"internalType":"uint256","name":"fee","type":"uint256"}],"name":"SetFee","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":true,"internalType":"address","name":"vault","type":"address"},{"components":[{"internalType":"Id","name":"id","type":"bytes32"},{"components":[{"internalType":"uint128","name":"maxIn","type":"uint128"},{"internalType":"uint128","name":"maxOut","type":"uint128"}],"internalType":"struct FlowCaps","name":"caps","type":"tuple"}],"indexed":false,"internalType":"struct FlowCapsConfig[]","name":"config","type":"tuple[]"}],"name":"SetFlowCaps","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":true,"internalType":"address","name":"vault","type":"address"},{"indexed":false,"internalType":"uint256","name":"amount","type":"uint256"},{"indexed":true,"internalType":"address","name":"feeRecipient","type":"address"}],"name":"TransferFee","type":"event"},{"inputs":[],"name":"MORPHO","outputs":[{"internalType":"contract IMorpho","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"accruedFee","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"admin","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"fee","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"Id","name":"","type":"bytes32"}],"name":"flowCaps","outputs":[{"internalType":"uint128","name":"maxIn","type":"uint128"},{"internalType":"uint128","name":"maxOut","type":"uint128"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"vault","type":"address"},{"components":[{"components":[{"internalType":"address","name":"loanToken","type":"address"},{"internalType":"address","name":"collateralToken","type":"address"},{"internalType":"address","name":"oracle","type":"address"},{"internalType":"address","name":"irm","type":"address"},{"internalType":"uint256","name":"lltv","type":"uint256"}],"internalType":"struct MarketParams","name":"marketParams","type":"tuple"},{"internalType":"uint128","name":"amount","type":"uint128"}],"internalType":"struct Withdrawal[]","name":"withdrawals","type":"tuple[]"},{"components":[{"internalType":"address","name":"loanToken","type":"address"},{"internalType":"address","name":"collateralToken","type":"address"},{"internalType":"address","name":"oracle","type":"address"},{"internalType":"address","name":"irm","type":"address"},{"internalType":"uint256","name":"lltv","type":"uint256"}],"internalType":"struct MarketParams","name":"supplyMarketParams","type":"tuple"}],"name":"reallocateTo","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"vault","type":"address"},{"internalType":"address","name":"newAdmin","type":"address"}],"name":"setAdmin","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"vault","type":"address"},{"internalType":"uint256","name":"newFee","type":"uint256"}],"name":"setFee","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"vault","type":"address"},{"components":[{"internalType":"Id","name":"id","type":"bytes32"},{"components":[{"internalType":"uint128","name":"maxIn","type":"uint128"},{"internalType":"uint128","name":"maxOut","type":"uint128"}],"internalType":"struct FlowCaps","name":"caps","type":"tuple"}],"internalType":"struct FlowCapsConfig[]","name":"config","type":"tuple[]"}],"name":"setFlowCaps","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"vault","type":"address"},{"internalType":"address payable","name":"feeRecipient","type":"address"}],"name":"transferFee","outputs":[],"stateMutability":"nonpayable","type":"function"}]

blueflow.ipynb

@@ -0,0 +1,376 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import numpy as np\n",
+    "import matplotlib.pyplot as plt\n",
+    "import os\n",
+    "import json\n",
+    "import requests \n",
+    "import pandas as pd \n",
+    "from web3 import Web3\n",
+    "from pyvis.network import Network\n",
+    "import pyvis.network as net\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 19,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def number_to_readable(num):\n",
+    "    abs_num = abs(num)\n",
+    "    if abs_num < 1000:\n",
+    "        return str(num)\n",
+    "    elif abs_num < 1000000:\n",
+    "        return f\"{num/1000:.1f}k\".replace('.0', '')\n",
+    "    elif abs_num < 1000000000:\n",
+    "        return f\"{num/1000000:.1f}M\".replace('.0', '')\n",
+    "    elif abs_num < 1000000000000:\n",
+    "        return f\"{num/1000000000:.1f}B\".replace('.0', '')\n",
+    "    else:\n",
+    "        return \"∞\""
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Markets"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "\n",
+    "market_query = \"\"\"\n",
+    "query{\n",
+    "  markets(first: 1000) {\n",
+    "    items {\n",
+    "      uniqueKey\n",
+    "      loanAsset {\n",
+    "        symbol\n",
+    "        decimals\n",
+    "        priceUsd\n",
+    "      }\n",
+    "      state{\n",
+    "        borrowAssetsUsd\n",
+    "        supplyAssetsUsd\n",
+    "      }\n",
+    "      collateralAsset{\n",
+    "        symbol\n",
+    "      }\n",
+    "      lltv\n",
+    "      morphoBlue{chain{network}}\n",
+    "    }\n",
+    "  }\n",
+    "}\n",
+    "\"\"\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "blue_api_url = \"https://blue-api.morpho.org/graphql\"\n",
+    "\n",
+    "params = {\n",
+    "    \"query\": market_query\n",
+    "}\n",
+    "\n",
+    "response = requests.post(blue_api_url, json=params)\n",
+    "market_raw_data = response.json()['data']['markets']['items']\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "market_data = []\n",
+    "\n",
+    "for market in market_raw_data:\n",
+    "    loan_asset = market['loanAsset']['symbol']\n",
+    "    if market['collateralAsset'] is not None:\n",
+    "        collateral_asset = market['collateralAsset']['symbol']\n",
+    "    else:\n",
+    "        collateral_asset = \"Idle\"\n",
+    "    lltv = int(market['lltv']) / 1e16\n",
+    "    chain = market['morphoBlue']['chain']['network']\n",
+    "    loan_decimals = market['loanAsset']['decimals']\n",
+    "    loan_price_usd = market['loanAsset']['priceUsd']\n",
+    "    supplyAssetsUsd = market['state']['supplyAssetsUsd']\n",
+    "    market_name = f\"{collateral_asset}/{loan_asset} ({lltv}%)\"\n",
+    "    market_id = market['uniqueKey']\n",
+    "    market_data.append([market_name,  chain, market_id, loan_decimals, loan_price_usd, supplyAssetsUsd])\n",
+    "\n",
+    "market_data = pd.DataFrame(market_data, columns=['market_name', 'market_chain',  'market_id' , 'loan_decimals', 'loan_price_usd', 'supply_assets_usd'])"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# MetaMorpho Vaults"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "vault_query = \"\"\"\n",
+    "query{\n",
+    "  vaults(first: 1000) {\n",
+    "    items {\n",
+    "      address\n",
+    "      name\n",
+    "      id\n",
+    "      chain {\n",
+    "        network\n",
+    "      }\n",
+    "      state {\n",
+    "        totalAssetsUsd\n",
+    "      }\n",
+    "    }\n",
+    "  }\n",
+    "}\n",
+    "\"\"\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "\n",
+    "params = {\n",
+    "    \"query\": vault_query\n",
+    "}\n",
+    "\n",
+    "response = requests.post(blue_api_url, json=params)\n",
+    "response_code = response.status_code\n",
+    "vault_raw_data = response.json()['data']['vaults']['items']\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "\n",
+    "vault_data = []\n",
+    "\n",
+    "for vault in vault_raw_data:\n",
+    "    vault_name = vault['name']\n",
+    "    chain = vault['chain']['network']\n",
+    "    address = vault['address']\n",
+    "    vault_id = vault['id']\n",
+    "    total_assets_usd = vault['state']['totalAssetsUsd']\n",
+    "    vault_data.append([vault_name, chain, address, total_assets_usd])\n",
+    "\n",
+    "vault_data = pd.DataFrame(vault_data, columns=['vault_name', 'vault_chain', 'vault_address', 'total_assets_usd'])\n"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Flows"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "\n",
+    "# os.environ['RPC_URL'] = '<YOUR_RPC_URL>'\n",
+    "w3 = Web3(Web3.HTTPProvider(os.environ['RPC_URL']))\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 9,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "public_allocator_address = \"0xfd32fA2ca22c76dD6E550706Ad913FC6CE91c75D\"\n",
+    "\n",
+    "with open('abis/public_allocator_abi.json') as f:\n",
+    "    public_allocator_abi = json.load(f)\n",
+    "\n",
+    "public_allocator = w3.eth.contract(address=public_allocator_address, abi=public_allocator_abi)\n",
+    "\n",
+    "\n",
+    "\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 10,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "\n",
+    "set_flow_caps_events = public_allocator.events.SetFlowCaps.create_filter(fromBlock=0).get_all_entries()\n",
+    "\n",
+    "flows = []\n",
+    "for event in set_flow_caps_events:\n",
+    "    vault = event['args']['vault']\n",
+    "    block_number = event['blockNumber']\n",
+    "    for flow_cap in event['args']['config']:\n",
+    "        market_id, max_in, max_out = '0x' + flow_cap['id'].hex(), flow_cap['caps']['maxIn'], flow_cap['caps']['maxOut']\n",
+    "        flows.append((vault, block_number, market_id, max_in, max_out))\n",
+    "\n",
+    "flow_df = pd.DataFrame(flows, columns=['vault_address', 'block_number', 'market_id', 'max_in', 'max_out'])\n",
+    "flow_df['market_id'] = flow_df['market_id'].apply(lambda x: x.lower()).astype(str)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 11,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "flow_df = pd.merge(flow_df, market_data, on='market_id', how='left')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 12,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "flow_df = pd.merge(flow_df, vault_data, on='vault_address', how='left')\n",
+    "flow_df['max_in'] = flow_df['max_in'].astype(float) / 10**flow_df['loan_decimals']\n",
+    "flow_df['max_out'] = flow_df['max_out'].astype(float) / 10**flow_df['loan_decimals']\n",
+    "flow_df['max_in_usd'] = flow_df['max_in'] * flow_df['loan_price_usd']\n",
+    "flow_df['max_out_usd'] = flow_df['max_out'] * flow_df['loan_price_usd']\n"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Create a directed graph"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 24,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "Warning: When  cdn_resources is 'local' jupyter notebook has issues displaying graphics on chrome/safari. Use cdn_resources='in_line' or cdn_resources='remote' if you have issues viewing graphics in a notebook.\n",
+      "blueflow.html\n"
+     ]
+    },
+    {
+     "data": {
+      "text/html": [
+       "\n",
+       "        <iframe\n",
+       "            width=\"100%\"\n",
+       "            height=\"600px\"\n",
+       "            src=\"blueflow.html\"\n",
+       "            frameborder=\"0\"\n",
+       "            allowfullscreen\n",
+       "            \n",
+       "        ></iframe>\n",
+       "        "
+      ],
+      "text/plain": [
+       "<IPython.lib.display.IFrame at 0x168d42f50>"
+      ]
+     },
+     "execution_count": 24,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "\n",
+    "# Create a pyvis Network object\n",
+    "net = Network(notebook=True, directed=True)\n",
+    "\n",
+    "scale = 1e6\n",
+    "# Add nodes for unique market_ids and vault_ids\n",
+    "market_ids = flow_df['market_name'].unique()\n",
+    "vault_ids = flow_df['vault_name'].unique()\n",
+    "\n",
+    "for market_id in market_ids:\n",
+    "    value = market_data[market_data['market_name'] == market_id]['supply_assets_usd'].values[0]\n",
+    "    net.add_node(str(market_id), label=f\"Market {market_id}\", color='#ff8000', size=value/scale, level=0)\n",
+    "\n",
+    "for vault_id in vault_ids:\n",
+    "    value = vault_data[vault_data['vault_name'] == vault_id]['total_assets_usd'].values[0]\n",
+    "    net.add_node(str(vault_id), label=f\"Vault {vault_id}\", color='#0000FF', size=value/scale, level=1)\n",
+    "\n",
+    "# Add edges\n",
+    "MAX_VALUE = 1e8\n",
+    "\n",
+    "for _, row in flow_df.iterrows():\n",
+    "    if row['max_in_usd'] > 0:\n",
+    "        \n",
+    "        net.add_edge(str(row['market_name']), str(row['vault_name']), \n",
+    "                    title=f\"Max In: ${number_to_readable(row['max_in_usd'])}\",\n",
+    "                    value=min(row['max_in_usd'], MAX_VALUE), color=\"#ff0000\")\n",
+    "    if row['max_out_usd'] > 0:\n",
+    "        net.add_edge(str(row['vault_name']), str(row['market_name']), \n",
+    "                    title=f\"Max Out: ${number_to_readable(row['max_out_usd'])}\",\n",
+    "                    value=min(row['max_out_usd'], MAX_VALUE), color=\"#00ff00\")\n",
+    "        \n",
+    "\n",
+    "# Save and display the graph\n",
+    "net.show('blueflow.html')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.7"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}