@1delta/margin-fetcher 0.0.1

package/src/lending/aave-v2-type/publicCallParse.ts

@@ -0,0 +1,300 @@
+
+import { Lender } from "@1delta/asset-registry";
+import { getAaveAssets, getAssetMeta, LENDER_MODE_NO_MODE, toGenericPriceKey, toOracleKey } from "../../assets";
+import { BPS, convertRateToApr, formatAaveRawApyToApr, parseRawAmount } from "../../utils/parsing";
+import {
+  AaveV2GeneralPublicResponse,
+  AaveV2TypeGetReserveConfigurationData,
+  AaveV2TypeGetReserveDataIndexes,
+  AaveV2TypeIncentivesControllerPoolInfoIndexes
+} from "./types";
+import { AdditionalYields } from "../../types";
+
+export const getAaveV2ReservesDataConverter = (
+  lender: Lender,
+  chainId: string,
+  prices: { [asset: string]: number },
+  additionalYields: AdditionalYields
+): [(data: any[]) => AaveV2GeneralPublicResponse | undefined, number] => {
+  switch (lender) {
+    case Lender.AURELIUS: {
+      const assetsToQuery = getAaveAssets(chainId, lender)
+
+      const expectedNumberOfCalls = assetsToQuery.length * 6
+      return [
+        (data: any[]) => {
+          if (data.length !== expectedNumberOfCalls) {
+            return undefined
+          }
+
+          const resultReserves: any = {}
+
+          for (let i = 0; i < assetsToQuery.length; i++) {
+            const asset = assetsToQuery[i]
+            const reserveData = data[i * 6]
+            const configData = data[i * 6 + 1]
+
+            const [, emission0PerSecondCollateral, ,] = data[i * 6 + 2]
+            const [, emission1PerSecondCollateral, ,] = data[i * 6 + 3]
+            const [, emission0PerSecondDebt, ,] = data[i * 6 + 4]
+            const [, emission1PerSecondDebt, ,] = data[i * 6 + 5]
+
+            const assetMeta = getAssetMeta(chainId, asset)
+            const decimals = assetMeta?.decimals ?? 18
+            const totalStableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalStableDebt]?.toString(), decimals)
+            const totalVariableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalVariableDebt]?.toString(), decimals)
+            const liquidity = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.availableLiquidity]?.toString(), decimals)
+            const totalAToken = Number(liquidity) + Number(totalStableDebt) + Number(totalVariableDebt)
+
+            const oracleKey = toOracleKey(assetMeta?.symbol) ?? toGenericPriceKey(asset, chainId)
+            const price = prices[oracleKey] ?? 1
+
+            const totalDepositsUSD = totalAToken * price
+            const totalDebtUSD = Number(totalVariableDebt) * price
+
+            resultReserves[asset] = {
+              poolId: asset,
+              underlying: asset,
+              // token amounts
+              totalDeposits: totalAToken,
+              totalDebtStable: totalStableDebt,
+              totalDebt: totalVariableDebt,
+              totalLiquidity: liquidity,
+              // USD amounts
+              totalDepositsUSD,
+              totalDebtStableUSD: Number(totalStableDebt) * price,
+              totalDebtUSD,
+              totalLiquidityUSD: Number(liquidity) * price,
+              // rates
+              depositRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.liquidityRate]?.toString()),
+              variableBorrowRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.variableBorrowRate]?.toString()),
+              stableBorrowRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.stableBorrowRate]?.toString()),
+              stakingYield: additionalYields.intrinsicYields[oracleKey] ?? 0,
+
+              // rewards
+              rewards: {
+                WMNT: {
+                  depositRate: convertRateToApr(parseRawAmount(emission0PerSecondCollateral)) / totalDepositsUSD * prices["WMNT"],
+                  variableBorrowRate: convertRateToApr(parseRawAmount(emission0PerSecondDebt)) / totalDebtUSD * prices["WMNT"],
+                  stableBorrowRate: 0,
+                },
+                // oAU allows for a 50% discount to pruchase AU, hence the price is the price of AU divided by 2
+                OAU: {
+                  depositRate: convertRateToApr(parseRawAmount(emission1PerSecondCollateral)) / totalDepositsUSD * (prices['AU'] ?? 0) / 2,
+                  variableBorrowRate: convertRateToApr(parseRawAmount(emission1PerSecondDebt)) / totalDebtUSD * (prices['AU'] ?? 0) / 2,
+                  stableBorrowRate: 0,
+                },
+              },
+              decimals: Number(configData?.[AaveV2TypeGetReserveConfigurationData.decimals]),
+              config: {
+                [LENDER_MODE_NO_MODE]: {
+                  category: LENDER_MODE_NO_MODE,
+                  // collateral factors
+                  borrowCollateralFactor: Number(configData?.[AaveV2TypeGetReserveConfigurationData.ltv].toString()) / BPS,
+                  collateralFactor: Number(configData?.[AaveV2TypeGetReserveConfigurationData.liquidationThreshold].toString()) / BPS,
+                  borrowFactor: 1
+                }
+              },
+              liquidationBonus: Number(configData?.[AaveV2TypeGetReserveConfigurationData.liquidationBonus].toString()) / BPS,
+              // flags
+              collateralActive: configData?.[AaveV2TypeGetReserveConfigurationData.usageAsCollateralEnabled],
+              borrowingEnabled: configData?.[AaveV2TypeGetReserveConfigurationData.borrowingEnabled],
+              hasStable: configData?.[AaveV2TypeGetReserveConfigurationData.stableBorrowRateEnabled],
+              isActive: configData?.[AaveV2TypeGetReserveConfigurationData.isActive],
+              isFrozen: configData?.[AaveV2TypeGetReserveConfigurationData.isFrozen],
+            }
+          }
+
+          return {
+            data: resultReserves,
+            chainId,
+          }
+        },
+        expectedNumberOfCalls,
+      ]
+    }
+    case Lender.LENDLE: {
+      const assetsToQuery = getAaveAssets(chainId, lender)
+      const expectedNumberOfCalls = assetsToQuery.length * 4 + 2
+
+      return [
+        (data: any[]) => {
+          if (data.length !== expectedNumberOfCalls) {
+            return undefined
+          }
+
+          const rewardsPerSecond = Number(parseRawAmount(data[expectedNumberOfCalls - 2].toString(), 18))
+          const totalAllocPoint = Number(data[expectedNumberOfCalls - 1].toString())
+
+          const resultReserves: any = {}
+
+          const lendPrice = prices["LEND"]
+
+          for (let i = 0; i < assetsToQuery.length; i++) {
+            const asset = assetsToQuery[i]
+            const reserveData = data[i * 4]
+            const configData = data[i * 4 + 1]
+
+            const collateralRewardIndex = i * 4 + 2
+            const borrowRewardIndex = i * 4 + 3
+            const collateralRewards = Number(data?.[collateralRewardIndex]?.[AaveV2TypeIncentivesControllerPoolInfoIndexes.allocPoint].toString()) / totalAllocPoint * rewardsPerSecond
+            const borrowRewards = Number(data?.[borrowRewardIndex]?.[AaveV2TypeIncentivesControllerPoolInfoIndexes.allocPoint].toString()) / totalAllocPoint * rewardsPerSecond
+
+
+            const assetMeta = getAssetMeta(chainId, asset)
+            const decimals = assetMeta?.decimals ?? 18
+
+            const totalStableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalStableDebt]?.toString(), decimals)
+            const totalVariableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalVariableDebt]?.toString(), decimals)
+            const liquidity = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.availableLiquidity]?.toString(), decimals)
+            const totalAToken = Number(liquidity) + Number(totalStableDebt) + Number(totalVariableDebt)
+            const oracleKey = toOracleKey(assetMeta?.symbol) ?? toGenericPriceKey(asset, chainId)
+            const price = prices?.[oracleKey] ?? 1
+
+            const totalDepositsUSD = totalAToken * price
+            const totalDebtUSD = Number(totalVariableDebt) * price
+
+            resultReserves[asset] = {
+              poolId: asset,
+              underlying: asset,
+              // token amounts
+              totalDeposits: totalAToken,
+              totalDebtStable: totalStableDebt,
+              totalDebt: totalVariableDebt,
+              totalLiquidity: liquidity,
+              // USD amounts
+              totalDepositsUSD,
+              totalDebtStableUSD: Number(totalStableDebt) * price,
+              totalDebtUSD,
+              totalLiquidityUSD: Number(liquidity) * price,
+              // rates
+              depositRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.liquidityRate]?.toString()),
+              variableBorrowRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.variableBorrowRate]?.toString()),
+              stableBorrowRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.stableBorrowRate]?.toString()),
+              stakingYield: additionalYields.intrinsicYields[oracleKey] ?? 0,
+
+              // rewards
+              rewards: {
+                LEND: {
+                  depositRate: convertRateToApr(collateralRewards / totalDepositsUSD) * lendPrice,
+                  variableBorrowRate: convertRateToApr(totalDebtUSD > 0 ? borrowRewards / totalDebtUSD : 0) * lendPrice,
+                  stableBorrowRate: 0,
+                },
+              },
+              decimals: Number(configData?.[AaveV2TypeGetReserveConfigurationData.decimals]),
+              config: {
+                [LENDER_MODE_NO_MODE]: {
+                  category: LENDER_MODE_NO_MODE,
+                  // collateral factors
+                  borrowCollateralFactor: Number(configData?.[AaveV2TypeGetReserveConfigurationData.ltv].toString()) / BPS,
+                  collateralFactor: Number(configData?.[AaveV2TypeGetReserveConfigurationData.liquidationThreshold].toString()) / BPS,
+                  borrowFactor: 1
+                }
+              },
+              liquidationBonus: Number(configData?.[AaveV2TypeGetReserveConfigurationData.liquidationBonus].toString()) / BPS,
+              // flags
+              collateralActive: configData?.[AaveV2TypeGetReserveConfigurationData.usageAsCollateralEnabled],
+              borrowingEnabled: configData?.[AaveV2TypeGetReserveConfigurationData.borrowingEnabled],
+              hasStable: configData?.[AaveV2TypeGetReserveConfigurationData.stableBorrowRateEnabled],
+              isActive: configData?.[AaveV2TypeGetReserveConfigurationData.isActive],
+              isFrozen: configData?.[AaveV2TypeGetReserveConfigurationData.isFrozen],
+            }
+          }
+          return {
+            data: resultReserves,
+            chainId,
+          }
+        },
+        expectedNumberOfCalls,
+      ]
+    }
+    /** AAVE V2 style with rewards from state */
+    default: {
+      const assetsToQuery = getAaveAssets(chainId, lender)
+
+      const expectedNumberOfCalls = assetsToQuery.length * 2
+
+      return [
+        (data: any[]) => {
+          if (data.length !== expectedNumberOfCalls) {
+            return undefined
+          }
+
+          const resultReserves: any = {}
+
+          for (let i = 0; i < assetsToQuery.length; i++) {
+            const asset = assetsToQuery[i]
+            const reserveData = data[i * 2]
+            const configData = data[i * 2 + 1]
+
+            const assetMeta = getAssetMeta(chainId, asset)
+            const decimals = assetMeta?.decimals ?? 18
+
+            const totalStableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalStableDebt]?.toString(), decimals)
+            const totalVariableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalVariableDebt]?.toString(), decimals)
+            const liquidity = Number(parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.availableLiquidity]?.toString(), decimals))
+            const totalAToken = liquidity + Number(totalStableDebt) + Number(totalVariableDebt)
+
+            const oracleKey = toOracleKey(assetMeta?.symbol) ?? toGenericPriceKey(asset, chainId)
+            const price = prices[oracleKey] ?? 1
+
+            const totalDepositsUSD = Number(totalAToken) * price
+            const totalDebtUSD = Number(totalVariableDebt) * price
+
+            resultReserves[asset] = {
+              poolId: asset,
+              underlying: asset,
+              // token amounts
+              totalDeposits: totalAToken,
+              totalDebtStable: totalStableDebt,
+              totalDebt: totalVariableDebt,
+              totalLiquidity: liquidity,
+              // USD amounts
+              totalDepositsUSD,
+              totalDebtStableUSD: Number(totalStableDebt) * price,
+              totalDebtUSD,
+              totalLiquidityUSD: liquidity * price,
+              // rates
+              depositRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.liquidityRate]?.toString()),
+              variableBorrowRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.variableBorrowRate]?.toString()),
+              stableBorrowRate: formatAaveRawApyToApr(reserveData?.[AaveV2TypeGetReserveDataIndexes.stableBorrowRate]?.toString()),
+              stakingYield: additionalYields.intrinsicYields[oracleKey] ?? 0,
+
+              // rewards
+              rewards: lender === Lender.MERIDIAN ? {
+                TAIKO: {
+                  depositRate: additionalYields.lenderRewards[Lender.MERIDIAN]?.[asset]?.deposit ?? 0,
+                  variableBorrowRate: additionalYields.lenderRewards[Lender.MERIDIAN]?.[asset]?.borrow ?? 0,
+                  stableBorrowRate: 0
+                }
+              } : {},
+              decimals: Number(configData?.[AaveV2TypeGetReserveConfigurationData.decimals]),
+              config: {
+                [LENDER_MODE_NO_MODE]: {
+                  category: LENDER_MODE_NO_MODE,
+                  // collateral factors
+                  borrowCollateralFactor: Number(configData?.[AaveV2TypeGetReserveConfigurationData.ltv].toString()) / BPS,
+                  collateralFactor: Number(configData?.[AaveV2TypeGetReserveConfigurationData.liquidationThreshold].toString()) / BPS,
+                  borrowFactor: 1
+                }
+              },
+              liquidationBonus: Number(configData?.[AaveV2TypeGetReserveConfigurationData.liquidationBonus].toString()) / BPS,
+              // flags
+              collateralActive: configData?.[AaveV2TypeGetReserveConfigurationData.usageAsCollateralEnabled],
+              borrowingEnabled: configData?.[AaveV2TypeGetReserveConfigurationData.borrowingEnabled],
+              hasStable: configData?.[AaveV2TypeGetReserveConfigurationData.stableBorrowRateEnabled],
+              isActive: configData?.[AaveV2TypeGetReserveConfigurationData.isActive],
+              isFrozen: configData?.[AaveV2TypeGetReserveConfigurationData.isFrozen],
+            }
+          }
+
+          return {
+            data: resultReserves,
+            chainId,
+          }
+        },
+        expectedNumberOfCalls,
+      ]
+    }
+  }
+}

package/src/lending/aave-v2-type/types.ts

@@ -0,0 +1,98 @@
+import { RewardsMap } from "../aave-v3-type/types";
+
+
+export enum AaveV2TypeGetReserveDataIndexes {
+  availableLiquidity = 0,
+  totalStableDebt,
+  totalVariableDebt,
+  liquidityRate,
+  variableBorrowRate,
+  stableBorrowRate,
+  averageStableBorrowRate,
+  liquidityIndex,
+  variableBorrowIndex,
+  lastUpdateTimestamp,
+}
+
+export enum AaveV2TypeGetReserveConfigurationData {
+  decimals = 0,
+  ltv,
+  liquidationThreshold,
+  liquidationBonus,
+  reserveFactor,
+  usageAsCollateralEnabled,
+  borrowingEnabled,
+  stableBorrowRateEnabled,
+  isActive,
+  isFrozen,
+}
+
+export enum AaveV2TypeGetUserReserveData {
+  currentATokenBalance = 0,
+  currentStableDebt,
+  currentVariableDebt,
+  principalStableDebt,
+  scaledVariableDebt,
+  stableBorrowRate,
+  liquidityRate,
+  stableRateLastUpdated,
+  usageAsCollateralEnabled,
+}
+
+
+export enum AaveV2TypeIncentivesControllerPoolInfoIndexes {
+  totalSupply = 0,
+  allocPoint,
+  lastRewardTime,
+  accRewardPerShare,
+  onwardIncentives,
+}
+
+
+
+export interface AaveV2GeneralPublicResponse {
+  data: {
+    [tokenSymbol: string]: {
+      // token amounts
+      totalDeposits: number;
+      totalDebtStable: number;
+      totalDebt: number;
+      // USD amounts
+      totalDepositsUSD: number;
+      totalDebtStableUSD: number;
+      totalDebtUSD: number;
+
+      // reserve market data
+      depositRate: number
+      variableBorrowRate: number
+      stableBorrowRate: number
+      lastUpdateTimestamp?: number
+      stakingYield: number
+
+      // rewards
+      rewards?: RewardsMap
+
+      // reserve config
+      decimals?: number
+      usageAsCollateralEnabled?: boolean
+
+      config: {
+        [0]: {
+          category: 0,
+          // collateral factors
+          borrowCollateralFactor: number,
+          collateralFactor: number,
+          borrowFactor: number
+        }
+      }
+
+      // flags
+      collateralActive: boolean;
+      borrowingEnabled: boolean;
+      hasStable: boolean;
+      isActive: boolean;
+      isFrozen: boolean;
+    }
+  }
+  chainId: string
+}

package/src/lending/aave-v3-type/publicCallBuild.ts

@@ -0,0 +1,148 @@
+import { Lender } from "@1delta/asset-registry"
+import { Call } from "../../utils/multicall"
+import { getAaveAssets, getAaveTypePoolAddress, getAaveTypePoolDataProviderAddress } from "../../assets"
+
+
+export const AAVE_V3_EMODES = [0, 1, 2, 3, 4, 5, 6]
+
+function yldrBaseline(assetsToQuery: string[], providerAddress: string) {
+
+  return assetsToQuery.flatMap(tk => [
+    {
+      address: providerAddress,
+      name: 'getReserveData',
+      params: [tk],
+    },
+    {
+      address: providerAddress,
+      name: 'getReserveConfigurationData',
+      params: [tk],
+    }
+  ])
+}
+
+
+
+function aaveV3baseline(assetsToQuery: string[], providerAddress: string, poolAddress: string, legacy = false) {
+  const callDecimals: Call = {
+    address: providerAddress,
+    name: 'getDebtCeilingDecimals',
+    params: [],
+  }
+
+  const callReservesList: Call = {
+    address: poolAddress,
+    name: 'getReservesList',
+    params: [],
+  }
+
+  const callsBase = assetsToQuery.flatMap(tk => [
+    {
+      address: providerAddress,
+      name: 'getReserveData',
+      params: [tk],
+    },
+    {
+      address: providerAddress,
+      name: 'getReserveConfigurationData',
+      params: [tk],
+    },
+    {
+      address: providerAddress,
+      name: 'getSiloedBorrowing',
+      params: [tk],
+    },
+    {
+      address: providerAddress,
+      name: 'getReserveCaps',
+      params: [tk],
+    },
+    {
+      address: providerAddress,
+      name: 'getDebtCeiling',
+      params: [tk],
+    },
+    ...legacy ? [{
+      address: providerAddress,
+      name: 'getReserveEModeCategory',
+      params: [tk],
+    }
+    ] : []
+  ])
+
+  return {
+    callsBase,
+    callReservesList,
+    callDecimals
+  }
+}
+
+export const buildAaveV3StyleLenderReserveCall = (chainId: string, lender: Lender) => {
+  const providerAddress = getAaveTypePoolDataProviderAddress(chainId, lender)
+  const assetsToQuery = getAaveAssets(chainId, lender)
+  const poolAddress = getAaveTypePoolAddress(chainId, lender)
+  switch (lender) {
+    case Lender.AAVE_V3:
+    case Lender.AAVE_V3_ETHER_FI:
+    case Lender.AAVE_V3_PRIME: {
+      const getEModeCategoryData: Call[] = AAVE_V3_EMODES.flatMap((eMode) => {
+        return [
+          {
+            address: poolAddress,
+            name: 'getEModeCategoryData',
+            params: [eMode],
+          },
+          {
+            address: poolAddress,
+            name: 'getEModeCategoryBorrowableBitmap',
+            params: [eMode],
+          },
+          {
+            address: poolAddress,
+            name: 'getEModeCategoryCollateralBitmap',
+            params: [eMode],
+          }
+        ]
+      })
+
+      const {
+        callDecimals,
+        callReservesList,
+        callsBase
+      } = aaveV3baseline(assetsToQuery, providerAddress, poolAddress)
+
+
+      const calls = [
+        ...callsBase,
+        ...getEModeCategoryData,
+        callReservesList,
+        callDecimals
+      ]
+      return calls
+    }
+    case Lender.YLDR: {
+      const calls = yldrBaseline(assetsToQuery, providerAddress)
+      return calls
+    }
+    default: {
+      const getEModeCategoryData: Call[] = AAVE_V3_EMODES.flatMap((eMode) => ({
+        address: poolAddress,
+        name: 'getEModeCategoryData',
+        params: [eMode],
+      }))
+
+      const {
+        callDecimals,
+        callsBase
+      } = aaveV3baseline(assetsToQuery, providerAddress, poolAddress, true)
+
+
+      const calls = [
+        ...callsBase,
+        ...getEModeCategoryData,
+        callDecimals
+      ]
+      return calls
+    }
+  }
+}