Updated Yield Averaging to correctly match the yield distributed

fees/yieldfi/index.ts

@@ -24,10 +24,43 @@ const CONTRACTS = {
     V2_MANAGER: {
         [CHAIN.ETHEREUM]: "0x03ACc35286bAAE6D73d99a9f14Ef13752208C8dC",
     },
-    FROM_BLOCK: {
-        [CHAIN.ETHEREUM]: 24241384,
-        [CHAIN.BSC]: 76733207,
-    },
+}
+
+const YIELD_SEGMENTS = 10
+
+const PROTOCOL_START_TS: Record<string, number> = {
+    [CHAIN.ETHEREUM]: Math.floor(new Date("2024-11-11T00:00:00Z").getTime() / 1000),
+    [CHAIN.BSC]: Math.floor(new Date("2025-07-27T00:00:00Z").getTime() / 1000),
+}
+
+async function fetchVaultDeployedLogs(options: FetchOptions, vaultDeployer: string) {
+    const startTs = PROTOCOL_START_TS[options.chain]
+    if (startTs === undefined) return []
+    const deployFromBlock = await options.getBlock(startTs, options.chain, {})
+    const toBlock = await options.getToBlock()
+    if (deployFromBlock > toBlock) return []
+    const span = toBlock - deployFromBlock
+    const seen = new Set<string>()
+    const merged: any[] = []
+    for (let i = 0; i < YIELD_SEGMENTS; i++) {
+        const chunkFrom = deployFromBlock + Math.floor((i * span) / YIELD_SEGMENTS)
+        const chunkTo = i === YIELD_SEGMENTS - 1 ? toBlock : deployFromBlock + Math.floor(((i + 1) * span) / YIELD_SEGMENTS) - 1
+        if (chunkFrom > chunkTo) continue
+        const chunkLogs = await options.getLogs({
+            target: vaultDeployer,
+            eventAbi: ABI.DEPLOY_VAULT,
+            cacheInCloud: true,
+            fromBlock: chunkFrom,
+            toBlock: chunkTo,
+        })
+        for (const log of chunkLogs) {
+            const key = String(log.vault).toLowerCase()
+            if (seen.has(key)) continue
+            seen.add(key)
+            merged.push(log)
+        }
+    }
+    return merged
 }
 
 async function fetch(options: FetchOptions): Promise<FetchResultV2> {
@@ -38,7 +71,6 @@ async function fetch(options: FetchOptions): Promise<FetchResultV2> {
     const manager = CONTRACTS.V2_MANAGER[options.chain];
     const navManager = CONTRACTS.NAV_MANAGER[options.chain];
     const vaultDeployer = CONTRACTS.VAULT_DEPLOYER[options.chain];
-    const fromBlock = CONTRACTS.FROM_BLOCK[options.chain];
 
     if (yieldProxy) {
         const yieldDistributedLogs = await options.getLogs({ target: yieldProxy, eventAbi: ABI.YIELD_PROXY });
@@ -57,29 +89,47 @@ async function fetch(options: FetchOptions): Promise<FetchResultV2> {
             target: navManager,
             eventAbi: ABI.NAV,
         });
-        const vaultDeployedLogs = await options.getLogs({
-            target: vaultDeployer,
-            eventAbi: ABI.DEPLOY_VAULT,
-            cacheInCloud: true,
-            fromBlock,
-        });
+        const vaultDeployedLogs = await fetchVaultDeployedLogs(options, vaultDeployer);
 
         navManagerLogs.forEach((log: any) => {
             dailyFees.add(log.vault, log.managementFee + log.performanceFee);
             dailyRevenue.add(log.vault, log.managementFee + log.performanceFee);
         });
 
         const vaults = vaultDeployedLogs.map((log: any) => log.vault);
-        const totalSupplies = await options.api.multiCall({ abi: 'uint256:totalSupply', calls: vaults, permitFailure: true });
         const assets = await options.api.multiCall({ abi: 'address:asset', calls: vaults, permitFailure: true });
         const decimals = await options.api.multiCall({ abi: 'uint8:decimals', calls: vaults, permitFailure: true });
         const assetDecimals = await options.api.multiCall({ abi: 'uint8:decimals', calls: assets, permitFailure: true });
-        const vaultRateBefore = await options.fromApi.multiCall({ abi: 'uint256:getRate', calls: vaults, permitFailure: true });
-        const vaultRateAfter = await options.toApi.multiCall({ abi: 'uint256:getRate', calls: vaults, permitFailure: true });
+
+        const fromFeeBlock = await options.getFromBlock();
+        const toFeeBlock = await options.getToBlock();
+        const feeSpan = toFeeBlock - fromFeeBlock;
+        const boundaryBlocks: number[] = [];
+        for (let j = 0; j <= YIELD_SEGMENTS; j++) {
+            boundaryBlocks.push(j === YIELD_SEGMENTS ? toFeeBlock : fromFeeBlock + Math.floor((j * feeSpan) / YIELD_SEGMENTS));
+        }
+
+        const suppliesAt: any[][] = [];
+        const ratesAt: any[][] = [];
+        for (const block of boundaryBlocks) {
+            suppliesAt.push(await options.api.multiCall({ abi: 'uint256:totalSupply', calls: vaults, permitFailure: true, block }));
+            ratesAt.push(await options.api.multiCall({ abi: 'uint256:getRate', calls: vaults, permitFailure: true, block }));
+        }
 
         for (let i = 0; i < vaults.length; i++) {
-            if (assets[i] && totalSupplies[i] && decimals[i] && assetDecimals[i] && vaultRateAfter[i] && vaultRateBefore[i])
-                dailyFees.add(assets[i], (totalSupplies[i] / 10 ** decimals[i]) * (vaultRateAfter[i] - vaultRateBefore[i]) / 10 ** (decimals[i] - assetDecimals[i]));
+            if (!assets[i] || decimals[i] == null || assetDecimals[i] == null) continue;
+            let acc = 0;
+            for (let k = 0; k < YIELD_SEGMENTS; k++) {
+                const s0 = suppliesAt[k][i];
+                const s1 = suppliesAt[k + 1][i];
+                const r0 = ratesAt[k][i];
+                const r1 = ratesAt[k + 1][i];
+                if (s0 == null || s1 == null || r0 == null || r1 == null) continue;
+                const avgSupply = (Number(s0) + Number(s1)) / 2;
+                const rateDelta = Number(r1) - Number(r0);
+                acc += (avgSupply / 10 ** decimals[i]) * rateDelta / 10 ** (decimals[i] - assetDecimals[i]);
+            }
+            if (acc !== 0) dailyFees.add(assets[i], acc);
         }
     }
     const dailySupplySideRevenue = dailyFees.clone();