@1delta/margin-fetcher 0.0.11 → 0.0.13

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

@@ -0,0 +1,71 @@
+export interface BalanceInfo {
+  index: number;           // uint16 (2 bytes)
+  supplyShares: bigint;    // uint256 (32 bytes)
+  borrowShares: bigint;    // uint128 (16 bytes)
+  supplyAssets: bigint;    // uint256 (32 bytes)
+  borrowAssets: bigint;    // uint256 (32 bytes)
+  collateral: bigint;      // uint128 (16 bytes)
+}
+
+const WORD = 32;
+const HALF = 16;
+
+/** Read `len` bytes at `off` as a big‐endian BigInt. */
+function readBigIntBE(buf: Uint8Array, off: number, len: number): bigint {
+  let v = 0n;
+  for (let i = 0; i < len; i++) {
+    v = (v << 8n) | BigInt(buf[off + i]);
+  }
+  return v;
+}
+
+/**
+ * Decode:
+ *  [ uint256 count (32 bytes) ]
+ *  then for each of `count` records:
+ *    uint16  index (2 bytes),
+ *    uint256 supplyShares (32 bytes),
+ *    uint128 borrowShares (16 bytes),
+ *    uint256 supplyAssets (32 bytes),
+ *    uint256 borrowAssets (32 bytes),
+ *    uint128 collateral   (16 bytes)
+ */
+export function decodePackedDataset(hex: string): BalanceInfo[] {
+  if (hex.startsWith("0x")) hex = hex.slice(2);
+  const buf = Uint8Array.from(hex.match(/.{1,2}/g)!.map((b) => parseInt(b, 16)));
+
+  // 1) count (uint256)
+  const count = Number(readBigIntBE(buf, 0, 2));
+  const out: BalanceInfo[] = [];
+
+  let off = 2;
+  for (let i = 0; i < count; i++) {
+    // 2) index (uint16)
+    const index = Number(readBigIntBE(buf, off, 2)); 
+    off += 2;
+
+    // 3) supplyShares (uint256)
+    const supplyShares = readBigIntBE(buf, off, WORD);
+    off += WORD;
+
+    // 4) borrowShares (uint128)
+    const borrowShares = readBigIntBE(buf, off, HALF);
+    off += HALF;
+
+    // 5) supplyAssets (uint256)
+    const supplyAssets = readBigIntBE(buf, off, WORD);
+    off += WORD;
+
+    // 6) borrowAssets (uint256)
+    const borrowAssets = readBigIntBE(buf, off, WORD);
+    off += WORD;
+
+    // 7) collateral (uint128)
+    const collateral = readBigIntBE(buf, off, HALF);
+    off += HALF;
+
+    out.push({ index, supplyShares, borrowShares, supplyAssets, borrowAssets, collateral });
+  }
+
+  return out;
+}

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

@@ -0,0 +1,61 @@
+// Constants
+const VIRTUAL_SHARES = 10n ** 6n;
+const VIRTUAL_ASSETS = 1n;
+
+
+function mulDivDown(x: bigint, y: bigint, d: bigint): bigint {
+    return (x * y) / d;
+}
+
+function mulDivUp(x: bigint, y: bigint, d: bigint): bigint {
+    return (x * y + (d - 1n)) / d;
+}
+
+
+export function toSharesDown(
+    assets: bigint,
+    totalAssets: bigint,
+    totalShares: bigint
+): bigint {
+    return mulDivDown(
+        assets,
+        totalShares + VIRTUAL_SHARES,
+        totalAssets + VIRTUAL_ASSETS
+    );
+}
+
+export function toAssetsDown(
+    shares: bigint,
+    totalAssets: bigint,
+    totalShares: bigint
+): bigint {
+    return mulDivDown(
+        shares,
+        totalAssets + VIRTUAL_ASSETS,
+        totalShares + VIRTUAL_SHARES
+    );
+}
+
+export function toSharesUp(
+    assets: bigint,
+    totalAssets: bigint,
+    totalShares: bigint
+): bigint {
+    return mulDivUp(
+        assets,
+        totalShares + VIRTUAL_SHARES,
+        totalAssets + VIRTUAL_ASSETS
+    );
+}
+
+export function toAssetsUp(
+    shares: bigint,
+    totalAssets: bigint,
+    totalShares: bigint
+): bigint {
+    return mulDivUp(
+        shares,
+        totalAssets + VIRTUAL_ASSETS,
+        totalShares + VIRTUAL_SHARES
+    );
+}

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

@@ -0,0 +1,12 @@
+export enum MorphoPositionParams {
+    supplyShares = 0,
+    borrowShares,
+    collateral,
+}
+
+export enum MorphoMarketParams {
+    totalSupplyAssets = 0,
+    totalSupplyShares,
+    totalBorrowAssets,
+    totalBorrowShares,
+}

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
+  }
+}
+
+
+