@1delta/margin-fetcher 0.0.10 → 0.0.13

package/src/lending/user-data/morpho/userCallBuild.ts

@@ -0,0 +1,63 @@
+import { Chain, Lender, MORPHO_BLUE_POOL_DATA } from '@1delta/asset-registry'
+import { Call } from '../../../utils/multicall'
+import { chunk } from 'lodash'
+
+const MORPHO_LENS: { [c: string]: string } = {
+  [Chain.BASE]: '0x98542B95B44a4732EffB1F4F01A696F1546236d3',
+  [Chain.POLYGON_MAINNET]: '0x105eb87D2b3127f43B1b4C0F125dbEb0EDF3d6C6',
+  [Chain.OP_MAINNET]: '0xd184c5315B728c1C990f59dDD275c8155f8e255c',
+  [Chain.ARBITRUM_ONE]: '0xF64F862Fb7D687411585e06C08711B612e156530',
+}
+
+const getBaseMorphoCalls = (
+  lender: string,
+  chainId: string,
+  account: string,
+  marketsToQuery: string[],
+) => {
+  return marketsToQuery.flatMap(id => [
+    {
+      // @ts-ignore
+      address: MORPHO_BLUE_POOL_DATA[lender][chainId],
+      name: 'position',
+      params: ["0x" + id.split("_")[1], account],
+    },
+    {
+      // @ts-ignore
+      address: MORPHO_BLUE_POOL_DATA[lender][chainId],
+      name: 'market',
+      params: ["0x" + id.split("_")[1]],
+    },
+  ])
+}
+
+export const buildMorphoUserCall = (
+  chainId: string,
+  account: string,
+  lender: Lender,
+  marketsToQuery: string[],
+): Call[] => {
+  const calls = getBaseMorphoCalls(lender, chainId, account, marketsToQuery)
+
+  return calls
+}
+
+export const buildMorphoUserCallWithLens = (
+  chainId: string,
+  account: string,
+  lender: Lender,
+  marketsToQuery: string[],
+): Call[] => {
+  // 100 per call
+  const marketSlices = chunk(marketsToQuery, 100)
+  return marketSlices.flatMap((marketsInChunk) => ({
+    address: MORPHO_LENS[chainId],
+    name: 'getUserDataCompact',
+    params: [
+      marketsInChunk.map(a=> a.replace("MORPHO_BLUE_", "0x")),
+      account,
+      // @ts-ignore
+      MORPHO_BLUE_POOL_DATA[lender][chainId],
+    ],
+  }))
+}

package/src/lending/user-data/morpho/userCallParse.ts

@@ -0,0 +1,150 @@
+import { Lender } from "@1delta/asset-registry"
+import { getAssetMeta, toGenericPriceKey, toOracleKey } from "../../../assets"
+import { MorphoUserReserveResponse } from "../types"
+import { createBaseTypeUserState } from "../utils"
+import { parseRawAmount } from "../../../utils/parsing"
+import { MorphoMarket } from "../../morpho/types"
+import { BalanceInfo, decodePackedDataset } from "./decoder"
+
+export const getMorphoUserDataConverterWithlens = (
+  lender: Lender,
+  chainId: string,
+  account: string,
+  markets: string[],
+  prices: { [asset: string]: number },
+  pricesHist: { [asset: string]: number },
+  lenderData: any
+): [(data: any[]) => { [market: string]: MorphoUserReserveResponse } | undefined, number] => {
+
+  const expectedNumberOfCalls = markets.length * 2
+  return [
+    (data: any[]) => {
+      // chunksizes depend on markets
+      const slices = Math.ceil(markets.length /  100)
+      if (data.length !== slices) {
+        return undefined
+      }
+      // de-chunk the calldata
+      const returnDatas = data.flatMap(d => decodePackedDataset(d))
+
+      let datas: { [market: string]: MorphoUserReserveResponse } = {}
+      for (let i = 0; i < returnDatas.length; i++) {
+
+        let totalDebt24h = 0
+        let totalDeposits24h = 0
+        const balanceData = returnDatas[i]
+        const markeId = markets[balanceData.index]
+        const market = lenderData[markeId]?.params?.market
+        const {
+          dataForMarket,
+          addedDebt,
+          addedDeposits
+        } = createMorphoEntryFromMarketWithLens(
+          i,
+          balanceData,
+          chainId,
+          market,
+          prices,
+          pricesHist,
+        )
+        if (!dataForMarket) continue;
+
+        totalDebt24h += addedDebt
+        totalDeposits24h += addedDeposits
+
+        const payload = {
+          chainId,
+          account,
+          lendingPositions: { "0": dataForMarket },
+          rewards: {},
+          userEMode : 0,
+        }
+
+        const userData = createBaseTypeUserState(payload, lenderData[markeId].data, totalDeposits24h, totalDebt24h)
+
+        datas[market.lender] = {
+          ...payload,
+          ...userData,
+          id: market.id
+        }
+
+      }
+      return datas
+    },
+    expectedNumberOfCalls,
+  ]
+}
+
+function createMorphoEntryFromMarketWithLens(
+  i: number,
+  balanceInfo: BalanceInfo,
+  chainId: string,
+  market: MorphoMarket,
+  prices: any,
+  pricesHist: any,
+) {
+
+  const loanAddress = market.loanAddress.toLowerCase()
+  const loanMeta = getAssetMeta(chainId, loanAddress)
+
+  const loanKey = toOracleKey(loanMeta?.assetGroup) ?? toGenericPriceKey(loanAddress, chainId)
+  // prices
+  const priceLoan = prices[loanKey] ?? 1
+  const priceHistLoan = pricesHist?.[loanKey] ?? priceLoan
+
+  const deposits = balanceInfo.supplyAssets
+  const borrow = balanceInfo.borrowAssets
+  const depositDec = parseRawAmount(deposits.toString(), market.loanDecimals ?? loanMeta?.decimals ?? 18)
+  const borrowDec = parseRawAmount(borrow.toString(), market.loanDecimals ?? loanMeta?.decimals ?? 18)
+
+  const dataForLoanAsset = {
+    poolId: loanAddress,
+    underlying: loanAddress,
+    deposits: parseRawAmount(deposits.toString(), market.loanDecimals ?? loanMeta?.decimals ?? 18),
+    depositsRaw: deposits.toString(),
+    debtStable: "0",
+    debt: borrowDec,
+    depositsUSD: Number(depositDec) * priceLoan,
+    debtStableUSD: 0,
+    debtUSD: Number(borrowDec) * priceLoan,
+    stableBorrowRate: "0",
+    collateralActive: true,
+    claimableRewards: 0,
+  }
+
+
+  const collateralAddress = market.collateralAddress.toLowerCase()
+  const assetMeta = getAssetMeta(chainId, collateralAddress)
+  const decimals = market.collateralDecimals ?? assetMeta?.decimals ?? 18
+
+  const collateralDec = parseRawAmount(balanceInfo.collateral.toString(), decimals)
+
+  const key = toOracleKey(assetMeta?.assetGroup) ?? toGenericPriceKey(collateralAddress, chainId)
+  // prices
+  const price = prices[key] ?? 1
+  const priceHist = pricesHist?.[key] ?? price
+
+  const dataForCollateralAsset = {
+    poolId: collateralAddress,
+    underlying: collateralAddress,
+    deposits: collateralDec,
+    depositsRaw: balanceInfo.collateral.toString(),
+    debtStable: "0",
+    debt: "0",
+    depositsUSD: Number(collateralDec) * price,
+    debtStableUSD: 0,
+    debtUSD: 0,
+    stableBorrowRate: "0",
+    collateralActive: true,
+    claimableRewards: 0,
+  }
+
+  return {
+    dataForMarket: {
+      [loanAddress]: dataForLoanAsset,
+      [collateralAddress]: dataForCollateralAsset
+    },
+    addedDeposits: Number(depositDec) * priceHistLoan + Number(collateralDec) * priceHist,
+    addedDebt: Number(borrowDec) * priceHistLoan
+  }
+}

package/src/lending/user-data/morpho/userCallParseNoDeploy.ts

@@ -0,0 +1,168 @@
+import { Lender } from "@1delta/asset-registry"
+import { getAssetMeta, toGenericPriceKey, toOracleKey } from "../../../assets"
+import { MorphoUserReserveResponse } from "../types"
+import { createBaseTypeUserState } from "../utils"
+import { MorphoPositionParams } from "./types"
+import { parseRawAmount } from "../../../utils/parsing"
+import { MorphoMarket } from "../../morpho/types"
+import { toAssetsDown } from "./morphoLib"
+
+export const getMorphoUserDataConverter = (
+  lender: Lender,
+  chainId: string,
+  account: string,
+  markets: MorphoMarket[],
+  prices: { [asset: string]: number },
+  pricesHist: { [asset: string]: number },
+  lenderData: any
+): [(data: any[]) => { [market: string]: MorphoUserReserveResponse } | undefined, number] => {
+
+  const expectedNumberOfCalls = markets.length * 2
+  return [
+    (data: any[]) => {
+      if (data.length !== expectedNumberOfCalls) {
+        return undefined
+      }
+
+      let datas: { [market: string]: MorphoUserReserveResponse } = {}
+      for (let i = 0; i < markets.length; i++) {
+
+        let totalDebt24h = 0
+        let totalDeposits24h = 0
+        const market = markets[i]
+        const {
+          dataForMarket,
+          addedDebt,
+          addedDeposits
+        } = createMorphoEntryFromMarket(
+          i,
+          data,
+          chainId,
+          market,
+          prices,
+          pricesHist,
+        )
+        if (!dataForMarket) continue;
+
+        totalDebt24h += addedDebt
+        totalDeposits24h += addedDeposits
+
+        const payload = {
+          chainId,
+          account,
+          lendingPositions: { "0": dataForMarket },
+          rewards: {},
+        }
+
+        const userData = createBaseTypeUserState(payload, lenderData, totalDeposits24h, totalDebt24h)
+
+        datas[market.lender] = {
+          ...payload,
+          ...userData,
+          id: market.id
+        }
+
+      }
+      return datas
+    },
+    expectedNumberOfCalls,
+  ]
+}
+
+function createMorphoEntryFromMarket(
+  i: number,
+  data: any[],
+  chainId: string,
+  market: MorphoMarket,
+  prices: any,
+  pricesHist: any,
+) {
+  const userPosition = data[2 * i]
+  const marketData = data[2 * i + 1]
+  const collateralBalance = userPosition[MorphoPositionParams.collateral]?.toString()
+  const currentLendShares = userPosition[MorphoPositionParams.supplyShares]?.toString()
+  const currentBorrowShares = userPosition[MorphoPositionParams.borrowShares]?.toString()
+
+  const totalSupplyShares = BigInt(marketData[MorphoPositionParams.collateral]?.toString() ?? 0n)
+  const totalSupplyAssets = BigInt(marketData[MorphoPositionParams.supplyShares]?.toString() ?? 0n)
+  const totalBorrowShares = BigInt(marketData[MorphoPositionParams.borrowShares]?.toString() ?? 0n)
+  const totalBorrowAssets = BigInt(marketData[MorphoPositionParams.borrowShares]?.toString() ?? 0n)
+
+  if (
+    currentLendShares === "0" &&
+    currentBorrowShares === "0" &&
+    collateralBalance === "0"
+  ) {
+    return {
+      dataForMarket: undefined,
+      addedDeposits: 0,
+      addedDebt: 0
+    }
+  }
+
+  const loanMeta = getAssetMeta(chainId, market.loanAddress)
+
+  const loanKey = toOracleKey(loanMeta?.assetGroup) ?? toGenericPriceKey(market.loanAddress, chainId)
+  // prices
+  const priceLoan = prices[loanKey] ?? 1
+  const priceHistLoan = pricesHist?.[loanKey] ?? priceLoan
+
+  const deposits = toAssetsDown(currentLendShares, totalSupplyAssets, totalSupplyShares)
+  const borrow = toAssetsDown(currentBorrowShares, totalBorrowAssets, totalBorrowShares)
+  const depositDec = parseRawAmount(deposits.toString(), market.loanDecimals ?? loanMeta?.decimals ?? 18)
+  const borrowDec = parseRawAmount(borrow.toString(), market.loanDecimals ?? loanMeta?.decimals ?? 18)
+
+
+  const dataForLoanAsset = {
+    poolId: market.loanAddress,
+    underlying: market.loanAddress,
+    deposits: parseRawAmount(deposits.toString(), market.loanDecimals ?? loanMeta?.decimals ?? 18),
+    depositsRaw: deposits.toString(),
+    debtStable: "0",
+    debt: borrowDec,
+    depositsUSD: Number(depositDec) * priceLoan,
+    debtStableUSD: 0,
+    debtUSD: Number(borrowDec) * priceLoan,
+    stableBorrowRate: "0",
+    collateralActive: true,
+    claimableRewards: 0,
+  }
+
+
+  const assetMeta = getAssetMeta(chainId, market.collateralAddress)
+  const decimals = market.collateralDecimals ?? assetMeta?.decimals ?? 18
+
+  const collateralDec = parseRawAmount(collateralBalance, decimals)
+
+  const key = toOracleKey(assetMeta?.assetGroup) ?? toGenericPriceKey(market.collateralAddress, chainId)
+  // prices
+  const price = prices[key] ?? 1
+  const priceHist = pricesHist?.[key] ?? price
+
+  const dataForCollateralAsset = {
+    poolId: market.collateralAddress,
+    underlying: market.collateralAddress,
+    deposits: collateralDec,
+    depositsRaw: collateralBalance,
+    debtStable: "0",
+    debt: "0",
+    depositsUSD: Number(collateralDec) * price,
+    debtStableUSD: 0,
+    debtUSD: 0,
+    stableBorrowRate: "0",
+    collateralActive: true,
+    claimableRewards: 0,
+  }
+
+  return {
+    dataForMarket: {
+      [market.loanAddress]: dataForLoanAsset,
+      [market.collateralAddress]: dataForCollateralAsset
+    },
+    addedDeposits: Number(depositDec) * priceHistLoan + Number(collateralDec) * priceHist,
+    addedDebt: Number(borrowDec) * priceHistLoan
+  }
+}
+
+
+

package/src/lending/user-data/types.ts

@@ -1,21 +1,32 @@
-import { Lender } from "@1delta/asset-registry"
-import { BaseYields, RewardsMap } from "../aave-v3-type/types"
+import { Lender } from '@1delta/asset-registry'
+import { BaseYields, RewardsMap } from '../aave-v3-type/types'
 
 export type SerializedBigNumber = string
 export type SerializedNumber = string
 
 export interface LenderUserQuery {
-  lender: Lender
+  /** the lender enum (Note that for multi-market ones, it is not the lender but the group)  */
+  lender: any
+  /** user address */
   account: string
+  /** custom parameters for fetching e.g. multi-market lenders */
+  params?: any[]
 }
 
-export interface AllowanceData {
-  allowanceWithdrawal: string
-  allowanceBorrowingVariable: string
-  allowanceBorrowingStable: string
+
+/** Filter all morphos into one for querying */
+export function organizeUserQueries(queries: LenderUserQuery[]) {
+  const morphos = queries.filter((q) => q.lender.startsWith('MORPHO_BLUE'))
+  const nonMorphos = queries.filter((q) => !q.lender.startsWith('MORPHO_BLUE'))
+  const morphosCollapsed = {
+    lender: Lender.MORPHO_BLUE,
+    account: queries[0].account,
+    params: morphos.map((p) => p.lender),
+  }
+  return [...nonMorphos, morphosCollapsed]
 }
 
-export interface UserLendingPosition extends AllowanceData {
+export interface UserLendingPosition {
   // token amounts
   deposits: number
   debt: number
@@ -29,14 +40,16 @@ export interface UserLendingPosition extends AllowanceData {
   claimableRewards: number
 }
 
-export type UserRewardEntry = { [asset: string]: { totalRewards: number, claimableRewards: number } }
+export type UserRewardEntry = {
+  [asset: string]: { totalRewards: number; claimableRewards: number }
+}
 
 export interface LenderUserResponse {
   chainId: string
   account: string
   lendingPositions: {
     [lender: string]: {
-      [tokenSymbol: string]: UserLendingPosition
+      [poolId: string]: UserLendingPosition
     }
   }
   rewards: UserRewardEntry
@@ -74,17 +87,17 @@ export interface AaveV2UserReserveResponse {
   account: string
   lendingPositions: {
     [id: string]: {
-      [tokenSymbol: string]: AavelendingPositions
+      [poolId: string]: AavelendingPositions
     }
-  },
+  }
   rewards: UserRewardEntry
 }
 
-interface AavelendingPositions extends AllowanceData {
+interface AavelendingPositions {
   // token amounts
-  deposits: number
-  debt: number
-  debtStable: number
+  deposits: string
+  debt: string
+  debtStable: string
   // usd amounts
   depositsUSD: number
   debtUSD: number
@@ -98,7 +111,7 @@ export interface AaveV3UserReserveResponse {
   chainId: string
   lendingPositions: {
     [id: string]: {
-      [tokenSymbol: string]: AavelendingPositions
+      [poolId: string]: AavelendingPositions
     }
   }
   userEMode: number
@@ -106,10 +119,22 @@ export interface AaveV3UserReserveResponse {
   account: string
 }
 
+export interface MorphoUserReserveResponse {
+  chainId: string
+  lendingPositions: {
+    [id: string]: {
+      [poolId: string]: AavelendingPositions
+    }
+  }
+  id: string
+  rewards?: any
+  account: string
+}
+
 export interface CompoundV3UserReserveResponse {
   lendingPositions: {
     [id: string]: {
-      [tokenSymbol: string]: {
+      [poolId: string]: {
         // tokens
         deposits: number
         debt: number
@@ -121,11 +146,11 @@ export interface CompoundV3UserReserveResponse {
 
         collateralActive: boolean
         // user collateral raw (to withdraw max)
-        depositsRaw: SerializedBigNumber;
+        depositsRaw: SerializedBigNumber
         isAllowed: boolean
       }
     }
-  },
+  }
   chainId: string
   baseAsset: string
   rewards: UserRewardEntry
@@ -133,7 +158,6 @@ export interface CompoundV3UserReserveResponse {
 }
 
 export interface AaveV3Public extends LenderPublicBase {
-
   lastUpdateTimestamp?: number
 
   // flags of reserve state
@@ -158,7 +182,6 @@ export interface AaveV3Public extends LenderPublicBase {
  * Interface shared by all lenders
  */
 export interface LenderPublicBase extends LenderYields, LenderTotalAmounts {
-
   // borrow enabled flag
   borrowingEnabled: boolean
 
@@ -201,9 +224,9 @@ export interface LenderConfigMap {
  * The Mode-specific configuration for a lender asset
  */
 export interface LenderConfigData {
-  category: number;
-  borrowCollateralFactor: number;
-  collateralFactor: number;
+  category: number
+  borrowCollateralFactor: number
+  collateralFactor: number
   borrowFactor: number
 }
 
@@ -213,9 +236,9 @@ export interface ModeBase {
 }
 
 export interface EModeData extends ModeBase {
-  borrowCollateralFactor: number;
-  collateralFactor: number;
-  priceSource: string;
+  borrowCollateralFactor: number
+  collateralFactor: number
+  priceSource: string
 }
 
 export interface AaveV2Public extends LenderPublicBase {
@@ -234,8 +257,8 @@ export interface AaveV2Public extends LenderPublicBase {
 }
 
 export interface CompoundV3Public extends LenderPublicBase {
-  supplyCap: number;
-  utilization: number;
+  supplyCap: number
+  utilization: number
 }
 
 export interface UserApr {
@@ -249,14 +272,14 @@ export interface InitUserReserveResponse {
   lendingPositions: {
     // positionId is the NFT id
     [posId: string]: {
-      mode: any;
-      [tokenSymbol: string]: {
+      mode: any
+      [poolId: string]: {
         deposits: number
-        debt: number,
+        debt: number
         depositsUSD: number
-        debtUSD: number,
-        debtStable: 0,
-        debtStableUSD: 0,
+        debtUSD: number
+        debtStable: '0'
+        debtStableUSD: 0
         collateralActive: boolean
         isAllowed: boolean
       }
@@ -268,11 +291,10 @@ export interface InitUserReserveResponse {
 
 export interface InitPublic extends LenderPublicBase {
   // flags of reserve state
-  usageAsCollateralEnabled?: boolean;
+  usageAsCollateralEnabled?: boolean
 
   // limits
-  debtCeiling: number;
-  supplyCap: number;
-  borrowCap: number;
-
-}
+  debtCeiling: number
+  supplyCap: number
+  borrowCap: number
+}