ipor-fusion 4.1.0.dev50__tar.gz → 4.1.0.dev52__tar.gz

{ipor_fusion-4.1.0.dev50 → ipor_fusion-4.1.0.dev52}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: ipor-fusion
-Version: 4.1.0.dev50
+Version: 4.1.0.dev52
 Summary: The IPOR Fusion SDK for Python
 Project-URL: homepage, https://ipor.io
 Project-URL: repository, https://github.com/IPOR-Labs/ipor-fusion.py

{ipor_fusion-4.1.0.dev50 → ipor_fusion-4.1.0.dev52}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "ipor-fusion"
-version = "4.1.0.dev50"
+version = "4.1.0.dev52"
 description = "The IPOR Fusion SDK for Python"
 authors = [
     { name = "Adam Mydlarz", email = "amydlarz@gmail.com" },

{ipor_fusion-4.1.0.dev50 → ipor_fusion-4.1.0.dev52}/src/ipor_fusion/cli/vault_health.py

@@ -12,6 +12,7 @@ from ipor_fusion.validation import (
     VaultValidation,
 )
 from ipor_fusion.vault_data import VaultData
+from ipor_fusion.vault_erc20 import ERC20_CACHE_TOLERANCE
 from ipor_fusion.vault_info import health_check_lists
 
 
@@ -146,7 +147,11 @@ def _print_erc20_cache_divergence(
             f"ERC20 direct={direct_fmt} — likely stale cache",
             fg="yellow",
         )
-    elif cached > 0 and direct > 0 and abs(cached - direct) / direct > 0.1:
+    elif (
+        cached > 0
+        and direct > 0
+        and abs(cached - direct) / direct > ERC20_CACHE_TOLERANCE
+    ):
         click.secho(
             f"  ERC20_VAULT_BALANCE cached={cached_fmt}, "
             f"ERC20 direct={direct_fmt} — significant divergence",

{ipor_fusion-4.1.0.dev50 → ipor_fusion-4.1.0.dev52}/src/ipor_fusion/validation.py

@@ -43,6 +43,10 @@ from ipor_fusion.vault_data import (
     GET_TOTAL_SUPPLY_CAP,
     fetch_vault_data,
 )
+from ipor_fusion.vault_erc20 import (
+    ERC20_CACHE_TOLERANCE,
+    cache_lags_value,
+)
 from ipor_fusion.vault_erc20 import Erc20Holding as Erc20Holding
 from ipor_fusion.vault_erc20 import Erc20Holdings as Erc20Holdings
 
@@ -704,7 +708,8 @@ def _erc20_findings(state: VaultState, erc20: Erc20Holdings) -> list[Finding]:
     non_underlying = erc20.value_in_asset - underlying
     cached = erc20.market_cached_value
     if non_underlying > 0 and (
-        cached == 0 or abs(non_underlying - cached) / non_underlying > 0.1
+        cached == 0
+        or abs(non_underlying - cached) / non_underlying > ERC20_CACHE_TOLERANCE
     ):
         findings.append(
             Finding(
@@ -747,7 +752,7 @@ def _uncovered_erc20_lines(state: VaultState, erc20: Erc20Holdings) -> list[str]
         )
         if address not in covered:
             lines.append(f"{row} — not in any balance fuse substrate")
-        elif 0 < cached_usd < (token.usd_value or 0):
+        elif cached_usd > 0 and cache_lags_value(token.usd_value or 0, cached_usd):
             lines.append(
                 f"{row} — {usd.strip()} not reflected in totalAssets (stale cache)"
             )

{ipor_fusion-4.1.0.dev50 → ipor_fusion-4.1.0.dev52}/src/ipor_fusion/vault_erc20.py

@@ -19,6 +19,16 @@ from ipor_fusion.market_ids import IporFusionMarkets
 from ipor_fusion.substrates import decode_substrate
 from ipor_fusion.types import Amount, Decimals, MarketId, PlasmaVaultAddress, Price
 
+# The cached value is written at an earlier price and the live one is rounded,
+# so the two never match exactly; a gap within this share of the live value is
+# not staleness.
+ERC20_CACHE_TOLERANCE = 0.1
+
+
+def cache_lags_value(usd_value: float, cached_usd: float) -> bool:
+    """Whether a live USD value exceeds the market's cached value beyond tolerance."""
+    return usd_value - cached_usd > ERC20_CACHE_TOLERANCE * usd_value
+
 
 @dataclass(frozen=True)
 class Erc20Holding:
@@ -216,7 +226,7 @@ def _holding(
     elif (
         read.price_usd
         and cached_usd is not None
-        and amount * read.price_usd > cached_usd
+        and cache_lags_value(amount * read.price_usd, cached_usd)
     ):
         note = (
             f"${amount * read.price_usd:,.2f} not reflected in totalAssets "

{ipor_fusion-4.1.0.dev50 → ipor_fusion-4.1.0.dev52}/tests/test_validation.py

@@ -40,7 +40,13 @@ from ipor_fusion.market_ids import IporFusionMarkets
 from ipor_fusion.types import ChainId, MarketId
 from ipor_fusion.validation import GET_MARKET_SUBSTRATES, Reconciliation
 from ipor_fusion.vault_data import VaultData, _MarketReads, _VaultReads
-from ipor_fusion.vault_erc20 import _Asset, _erc20_holdings, _read_erc20_market
+from ipor_fusion.vault_erc20 import (
+    _Asset,
+    _erc20_holdings,
+    _Erc20Market,
+    _read_erc20_market,
+    _TokenRead,
+)
 
 
 def _addr(suffix: str) -> str:
@@ -57,6 +63,11 @@ ORPHAN_FUSE = _addr("f5")
 AAVE = IporFusionMarkets.AAVE_V3
 MORPHO = IporFusionMarkets.MORPHO
 ERC20_MARKET = IporFusionMarkets.ERC20_VAULT_BALANCE
+# A token whose value matches the market's cached value but for float rounding.
+ASSET_PRICE = 2594.826591677957
+ROUNDED_BALANCE = 3663278943628990
+ROUNDED_PRICE = 2269.8825
+ROUNDED_CACHE = 3204535051949216
 WAD = 10**18
 
 
@@ -276,6 +287,16 @@ class TestRouting:
         assert heading == "ERC20 holdings not covered by balance fuses:"
         assert [row.split()[0] for row in rows] == ["AAA", "BBB"]
 
+    def test_rounding_gap_to_the_cache_is_not_uncovered(self):
+        state = _erc20_state(asset_price_usd=ASSET_PRICE)
+        erc20 = Erc20Holdings(
+            tokens=(holding(TOKEN, balance=ROUNDED_BALANCE, price_usd=ROUNDED_PRICE),),
+            value_in_asset=ROUNDED_CACHE,
+            market_cached_value=ROUNDED_CACHE,
+        )
+        validation = validate(state, 100 * WAD, erc20)
+        assert "uncovered_erc20" not in [check for check, _ in _checks(validation)]
+
     def test_stale_erc20_cache_and_missing_price_feed(self):
         erc20 = Erc20Holdings(
             value_in_asset=50 * WAD,
@@ -598,6 +619,17 @@ class TestReadErc20Holdings:
         assert erc20.market_cached_value == 2 * WAD
         assert erc20.unpriced_tokens == (f"{OTHER.lower()} (?)",)
 
+    def test_rounding_gap_to_the_cache_keeps_the_token_in_the_market(self):
+        erc20 = _erc20_holdings(
+            _Asset(ASSET, 18, ASSET_PRICE),  # type: ignore[arg-type]
+            _Erc20Market(  # type: ignore[arg-type]
+                ROUNDED_CACHE,
+                (_TokenRead(TOKEN, 18, ROUNDED_BALANCE, ROUNDED_PRICE),),  # type: ignore[arg-type]
+            ),
+            {},
+        )
+        assert erc20.tokens[0].note == "in ERC20_VAULT_BALANCE"
+
     def test_symbols_name_the_holdings(self):
         symbols = {a.lower(): a.lower()[-2:] for a in (ASSET, TOKEN, OTHER)}
         erc20 = self._read(_erc20_state(), symbols)