Overview

Understanding how the indexing layer works.

This page provides an overview of the data model necessary to ingest protocol state into Tycho Indexer.

Deliverable

Our indexing integrations require a Substreams SPKG to transform raw blockchain data into high-level data streams.

Substreams is a new indexing technology that uses Rust modules to process raw blockchain data into more structured, protocol-specific data streams. These modules, along with protobuf definitions and a manifest, are packaged into an SPKG file (more info here) which can then be run on the Substreams server.

For further information, refer to the Substreams quick explanation or explore the full documentation, which outlines the required functions and manifest file structure.

Integration Modes: VM and Native

VM

VM integrations primarily track contract storage associated with the protocol’s behavior. A key limitation in Substreams to keep in mind is that you must witness a contract’s creation to access its full storage. Most integrations will likely use the VM method due to its relative simplicity, so this guide focuses on VM-based integrations.

Native

Native integrations follow a similar approach with one main difference: instead of emitting changes in contract storage slots, they should emit values for all created and updated attributes relevant to the protocol’s behavior.

Understanding the Data Model

The Tycho Indexer ingests all data versioned by block and transaction. This approach helps maintain a low-latency feed and correctly handles chains that may undergo reorgs.

Each state change communicated must include the transaction that caused the change. Additionally, each transaction carrying state changes must be paired with its corresponding block.

In summary, when processing a block, we need to emit the block itself, all transactions that introduce protocol state changes, and, finally, the state changes associated with their corresponding transactions.

Details of the data model that encodes these changes, transactions, and blocks in messages are available here.

Models

The models below facilitate communication between Substreams and the Tycho Indexer, as well as within Substreams modules. Tycho Indexer expects to receive a BlockChanges output from your Substreams package.

https://github.com/propeller-heads/propeller-protocol-lib/blob/main/proto/tycho/evm/v1/common.proto

syntax = "proto3";

package tycho.evm.v1;

// This file contains the proto definitions for Substreams common to all integrations.

// A struct describing a block.
message Block {
  // The blocks hash.
  bytes hash = 1;
  // The parent blocks hash.
  bytes parent_hash = 2;
  // The block number.
  uint64 number = 3;
  // The block timestamp.
  uint64 ts = 4;
}

// A struct describing a transaction.
message Transaction {
  // The transaction hash.
  bytes hash = 1;
  // The sender of the transaction.
  bytes from = 2;
  // The receiver of the transaction.
  bytes to = 3;
  // The transactions index within the block.
  // TODO: should this be uint32? to match the type from the native substream type?
  uint64 index = 4;
}

// Enum to specify the type of a change.
enum ChangeType {
  CHANGE_TYPE_UNSPECIFIED = 0;
  CHANGE_TYPE_UPDATE = 1;
  CHANGE_TYPE_CREATION = 2;
  CHANGE_TYPE_DELETION = 3;
}

// A custom struct representing an arbitrary attribute of a protocol component.
// This is mainly used by the native integration to track the necessary information about the protocol.
message Attribute {
  // The name of the attribute.
  string name = 1;
  // The value of the attribute.
  bytes value = 2;
  // The type of change the attribute underwent.
  ChangeType change = 3;
}

enum FinancialType{
  SWAP = 0;
  LEND = 1;
  LEVERAGE = 2;
  PSM = 3;
}


enum ImplementationType {
  VM = 0;
  CUSTOM = 1;
}

message ProtocolType{
  string name = 1;
  FinancialType financial_type = 2;
  repeated Attribute attribute_schema = 3;
  ImplementationType implementation_type = 4;
}

// A struct describing a part of the protocol.
// Note: For example this can be a UniswapV2 pair, that tracks the two ERC20 tokens used by the pair, 
// the component would represent a single contract. In case of VM integration, such component would 
// not need any attributes, because all the relevant info would be tracked via storage slots and balance changes.
// It can also be a wrapping contract, like WETH, that has a constant price, but it allows swapping tokens. 
// This is why the name ProtocolComponent is used instead of "Pool" or "Pair".
message ProtocolComponent {
  // A unique identifier for the component within the protocol.
  // Can be e.g. a stringified address or a string describing the trading pair.
  string id = 1;
  // Addresses of the ERC20 tokens used by the component.
  repeated bytes tokens = 2;
  // Addresses of the contracts used by the component.
  // Usually it is a single contract, but some protocols use multiple contracts.
  repeated bytes contracts = 3;
  // Static attributes of the component.
  // These attributes MUST be immutable. If it can ever change, it should be given as an EntityChanges for this component id.
  // The inner ChangeType of the attribute has to match the ChangeType of the ProtocolComponent.
  repeated Attribute static_att = 4;
  // Type of change the component underwent.
  ChangeType change = 5;
  /// Represents the functionality of the component.
  ProtocolType protocol_type = 6;
  // Transaction where this component was created
  Transaction tx = 7;
}

// A struct for following the changes of Total Value Locked (TVL) of a protocol component.
// Note that if a ProtocolComponent contains multiple contracts, the TVL is tracked for the component as a whole.
// E.g. for UniswapV2 pair WETH/USDC, this tracks the USDC and WETH balance of the pair contract.
message BalanceChange {
  // The address of the ERC20 token whose balance changed.
  bytes token = 1;
  // The new balance of the token. Note: it must be a big endian encoded int.
  bytes balance = 2;
  // The id of the component whose TVL is tracked.  Note: This MUST be utf8 encoded.
  // If the protocol component includes multiple contracts, the balance change must be aggregated to reflect how much tokens can be traded.
  bytes component_id = 3;
}

// Native entities

// A component is a set of attributes that are associated with a custom entity.
message EntityChanges {
  // A unique identifier of the entity within the protocol.
  string component_id = 1;
  // The set of attributes that are associated with the entity.
  repeated Attribute attributes = 2;
}

// VM entities

// A key value entry into contract storage.
message ContractSlot {
  // A contract's storage slot.
  bytes slot = 2;
  // The new value for this storage slot.
  bytes value = 3;
}

// Changes made to a single contract's state.
message ContractChange {
  // The contract's address
  bytes address = 1;
  // The new balance of the contract, empty bytes indicates no change.
  bytes balance = 2;
  // The new code of the contract, empty bytes indicates no change.
  bytes code = 3;
  // The changes to this contract's slots, empty sequence indicates no change.
  repeated ContractSlot slots = 4;
  // Whether this is an update, a creation or a deletion.
  ChangeType change = 5;
}

// Aggregate entities

// A set of changes aggregated by transaction.
message TransactionChanges {
  // The transaction instance that results in the changes.
  Transaction tx = 1;
  // Contains the changes induced by the above transaction, aggregated on a per-contract basis.
  // Contains the contract changes induced by the above transaction, usually for tracking VM components.
  repeated ContractChange contract_changes = 2;
  // Contains the entity changes induced by the above transaction.
  // Usually for tracking native components or used for VM extensions (plugins).
  repeated EntityChanges entity_changes = 3;
  // An array of newly added components.
  repeated ProtocolComponent component_changes = 4;
  // An array of balance changes to components.
  repeated BalanceChange balance_changes = 5;
}

// A set of transaction changes within a single block.
// This message must be the output of your substreams module.
message BlockChanges {
  // The block for which these changes are collectively computed.
  Block block = 1;
  // The set of transaction changes observed in the specified block.
  repeated TransactionChanges changes = 2;
}

Changes must be aggregated at the transaction level; it is considered an error to emit BlockChanges with duplicate transactions in the changes attributes.

Integer Byte encoding

To ensure compatibility across blockchains, many of the data types listed above are encoded as variable-length bytes. This flexible approach requires an informal interface so that consuming applications can interpret these bytes consistently.

Integers: When encoding integers, particularly those representing balances, always use unsigned big-endian format. Balances are referenced at multiple points within the system and need to be consistently decoded along their entire journey.

Strings: Use UTF-8 encoding for any string data stored as bytes.

Attributes: Attribute encoding is variable and depends on the specific use case. However, whenever possible, follow the encoding standards mentioned above for integers and string

Special attribute names

Certain attribute names are reserved for specific functions in our simulation process. Use these names only for their intended purposes. Refer to the list of reserved attributes.

Changes of interest

Tycho Protocol Integrations should communicate the following changes:

1. New Protocol Components: Notify any newly added protocol components, such as pools, pairs, or markets—essentially, anything that indicates a new operation can now be executed using the protocol.

2. ERC20 Balances: Whenever the balances of any contracts involved with the protocol change, report these changes in terms of absolute balances.

3. Protocol State Changes: For VM integrations, this typically involves reporting contract storage changes for all contracts whose state may be accessed during a swap operation (except token contracts).

For a hands-on integration guide, refer to the Getting Started page.