@1delta/margin-fetcher 0.0.11 → 0.0.13

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
+}

package/src/lending/user-data/utils/createGeneralUserState.ts

@@ -1,17 +1,27 @@
-import { divideAccrualsToAprs } from "."
-import { AaveV2Public, AaveV2UserReserveResponse, AaveV3Public, AaveV3UserReserveResponse, CompoundV3Public, CompoundV3UserReserveResponse } from "../types"
-import { safeDivide } from "./formatting"
+import { divideAccrualsToAprs } from '.'
+import {
+  AaveV2Public,
+  AaveV2UserReserveResponse,
+  AaveV3Public,
+  AaveV3UserReserveResponse,
+  CompoundV3Public,
+  CompoundV3UserReserveResponse,
+} from '../types'
+import { safeDivide } from './formatting'
 
-type LenderUserData = AaveV3UserReserveResponse | AaveV2UserReserveResponse | CompoundV3UserReserveResponse
+type LenderUserData =
+  | AaveV3UserReserveResponse
+  | AaveV2UserReserveResponse
+  | CompoundV3UserReserveResponse
 type LenderState = AaveV3Public | AaveV2Public | CompoundV3Public
 
 export function createBaseTypeUserState(
   payload: LenderUserData,
   lenderData: { [a: string]: LenderState },
   totalDeposits24h: number = 0,
-  totalDebt24h: number = 0
+  totalDebt24h: number = 0,
 ) {
-  let assetKeys = Object.keys(payload.lendingPositions["0"] ?? {})
+  let assetKeys = Object.keys(payload.lendingPositions['0'] ?? {})
   const { chainId, account } = payload
 
   const mode = Number((payload as any).userEMode ?? 0)
@@ -35,11 +45,15 @@ export function createBaseTypeUserState(
   // main user data
   for (let i = 0; i < assetKeys.length; i++) {
     const asset = assetKeys[i]
-    if (!lenderData?.[asset]) continue;
-    const { depositsUSD, debtStableUSD, debtUSD, collateralActive } = payload.lendingPositions["0"][asset]
+    if (!lenderData?.[asset]) continue
+    const { depositsUSD, debtStableUSD, debtUSD, collateralActive } =
+      payload.lendingPositions['0'][asset]
     const {
-      depositRate, stakingYield, variableBorrowRate, stableBorrowRate,
-      rewards
+      depositRate,
+      stakingYield,
+      variableBorrowRate,
+      stableBorrowRate,
+      rewards,
     } = lenderData[asset]
 
     // amounts
@@ -47,37 +61,47 @@ export function createBaseTypeUserState(
     debt += debtStableUSD
     debt += debtUSD
 
-    // rewards 
-    Object.entries(rewards ?? {}).forEach(([key, rewardData]: [string, any]) => {
-      rewardDepositAccrual += rewardData.depositRate * depositsUSD
-      rewardBorrowAccrual += rewardData.variableBorrowRate * debtUSD + (rewardData.stableBorrowRate ?? 0) * debtStableUSD
+    // rewards
+    Object.entries(rewards ?? {}).forEach(
+      ([key, rewardData]: [string, any]) => {
+        rewardDepositAccrual += rewardData.depositRate * depositsUSD
+        rewardBorrowAccrual +=
+          rewardData.variableBorrowRate * debtUSD +
+          (rewardData.stableBorrowRate ?? 0) * debtStableUSD
 
-      // totals
-      const rewDepo = rewardData.depositRate * depositsUSD
-      const rewDebt = rewardData.variableBorrowRate * debtUSD + (rewardData.stableBorrowRate ?? 0) * (debtStableUSD ?? 0)
+        // totals
+        const rewDepo = rewardData.depositRate * depositsUSD
+        const rewDebt =
+          rewardData.variableBorrowRate * debtUSD +
+          (rewardData.stableBorrowRate ?? 0) * (debtStableUSD ?? 0)
 
-      if (!rewardsPerAsset[key]) rewardsPerAsset[key] = { depositApr: 0, borrowApr: 0 }
-      if (rewDepo > 0) rewardsPerAsset[key].depositApr += rewDepo
-      if (rewDebt > 0) rewardsPerAsset[key].borrowApr += rewDebt
-    })
+        if (!rewardsPerAsset[key])
+          rewardsPerAsset[key] = { depositApr: 0, borrowApr: 0 }
+        if (rewDepo > 0) rewardsPerAsset[key].depositApr += rewDepo
+        if (rewDebt > 0) rewardsPerAsset[key].borrowApr += rewDebt
+      },
+    )
 
     // staking
     stakingDepositAccrual += (stakingYield ?? 0) * depositsUSD
     stakingBorrowAccrual += (stakingYield ?? 0) * (debtStableUSD + debtUSD)
     if (collateralActive) {
       // risk adjusted
-      collateral += (lenderData[asset].config[mode]?.collateralFactor ?? 1) * depositsUSD
-      borrowDiscountedCollateral += (lenderData[asset].config[mode]?.borrowCollateralFactor ?? 1) * depositsUSD
+      collateral +=
+        (lenderData[asset].config[mode]?.collateralFactor ?? 1) * depositsUSD
+      borrowDiscountedCollateral +=
+        (lenderData[asset].config[mode]?.borrowCollateralFactor ?? 1) *
+        depositsUSD
     }
     // IRs
     depositInterest += depositRate * depositsUSD
-    borrowInterest += debtStableUSD * stableBorrowRate + debtUSD * variableBorrowRate
-
+    borrowInterest +=
+      debtStableUSD * stableBorrowRate + debtUSD * variableBorrowRate
   }
   const nav = deposits - debt
   // aggregated balance data
   const balanceData = {
-    "0": {
+    '0': {
       borrowDiscountedCollateral,
       collateral,
       deposits,
@@ -87,13 +111,13 @@ export function createBaseTypeUserState(
       deposits24h: totalDeposits24h,
       debt24h: totalDebt24h,
       nav24h: totalDeposits24h - totalDebt24h,
-      ...(payload.rewards ? { rewards: payload.rewards } : {})
-    }
+      ...(payload.rewards ? { rewards: payload.rewards } : {}),
+    },
   }
 
   // aggregated apr data
   const aprData = {
-    "0": {
+    '0': {
       apr: safeDivide(depositInterest - borrowInterest, nav),
       borrowApr: safeDivide(borrowInterest, debt),
       depositApr: safeDivide(depositInterest, deposits),
@@ -104,9 +128,9 @@ export function createBaseTypeUserState(
       stakingApr: safeDivide(stakingDepositAccrual - stakingBorrowAccrual, nav),
       stakingDepositApr: safeDivide(stakingDepositAccrual, deposits),
       stakingBorrowApr: safeDivide(stakingBorrowAccrual, debt),
-    }
+    },
   }
-  const userConfigs = { "0": { selectedMode: mode, id: account } }
+  const userConfigs = { '0': { selectedMode: mode, id: account } }
 
   return {
     account,
@@ -115,4 +139,4 @@ export function createBaseTypeUserState(
     aprData,
     userConfigs,
   }
-}
+}

package/src/utils/index.ts

@@ -9,12 +9,26 @@ import {
   Lender,
   SWAYLEND_RESERVE_ASSETS,
   INIT_CONFIG_DATA,
+  MORPHO_BLUE_POOL_DATA,
 } from "@1delta/asset-registry"
 import { uniq } from "lodash"
 import { COMPOSERS } from "./constants"
 
 const AAVE_V3_KEY = "AAVE_V3"
 const COMPOUND_V3_KEY = "COMPOUND_V3"
+
+export function isCompoundV3(lender: string) { return lender.startsWith(COMPOUND_V3_KEY) }
+
+export function isCompoundV3Type(lender: string) { return lender.startsWith(COMPOUND_V3_KEY) }
+
+export function isInit(lender: string) { return lender === Lender.INIT }
+
+export function isMorphoType(lender: string) {
+  return [
+    Lender.MORPHO_BLUE
+  ].includes(lender as any)
+}
+
 const SWAYLEND_KEY = "SWAYLEND"
 
 export const AAVE_V3_2_PROTOCOLS = [Lender.AAVE_V3, Lender.AAVE_V3_ETHER_FI, Lender.AAVE_V3_PRIME]
@@ -43,18 +57,6 @@ export function isAaveType(lender: string) {
   return [...AAVE_V3_LENDERS, ...AAVE_V2_LENDERS].includes(lender as any)
 }
 
-export function isCompoundV3(lender: string) {
-  return lender.startsWith(COMPOUND_V3_KEY)
-}
-
-export function isCompoundV3Type(lender: string) {
-  return lender.startsWith(COMPOUND_V3_KEY)
-}
-
-export function isInit(lender: string) {
-  return lender === Lender.INIT
-}
-
 export function isSwaylend(lender: string) {
   return lender.startsWith(SWAYLEND_KEY)
 }
@@ -79,6 +81,13 @@ export const getLendersForChain = (c: string) => {
     if (chains.includes(c)) lenders.push(l)
   })
 
+  // morpho
+  Object.entries(MORPHO_BLUE_POOL_DATA).forEach(([l, data]) => {
+    const chains = Object.keys(data)
+    if (chains.includes(c)) lenders.push(l)
+  })
+
+
   return lenders
 }
 
@@ -89,8 +98,9 @@ export const filterLendersByProtocol = (allLenders: string[], protocolList?: str
     return allLenders
   }
 
+  const hasMorpho = protocolList.includes(Lender.MORPHO_BLUE)
   // Filter lenders based on protocol list
-  return allLenders.filter((lender) => protocolList.includes(lender))
+  return allLenders.filter((lender) => protocolList.includes(lender) || (hasMorpho && lender.startsWith("MORPHO_BLUE")))
 }
 
 const getAavesForChain = () => {
@@ -111,7 +121,10 @@ export const getComposerAddress = (chainId: string): string => {
   return COMPOSERS[chainId as keyof typeof COMPOSERS]
 }
 
-export const getLenderAssets = (chainId: string | number | undefined, lendingProtocol = Lender.AAVE_V3): string[] => {
+export const getLenderAssets = (
+  chainId: string | number | undefined,
+  lendingProtocol = Lender.AAVE_V3
+): string[] => {
   if (!chainId) return []
   if (isAaveType(lendingProtocol)) return AAVE_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId] ?? []
   if (isCompoundV3(lendingProtocol)) return COMPOUND_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId] ?? []
@@ -119,3 +132,8 @@ export const getLenderAssets = (chainId: string | number | undefined, lendingPro
   if (isSwaylend(lendingProtocol)) return SWAYLEND_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? 0] ?? []
   return []
 }
+
+
+export function isMultiMarket(lender: string) {
+  return lender.startsWith("MORPHO_BLUE")
+}

package/src/utils/parsing.ts

@@ -36,6 +36,11 @@ export const apyToApr = (apy: number) => {
   return ((apy + 1) ** (1 / SECONDS_PER_YEAR) - 1) * SECONDS_PER_YEAR;
 };
 
+export const apyToAprPercent = (apy: number) => {
+  return 100 * ((apy / 100 + 1) ** (1 / SECONDS_PER_YEAR) - 1) * SECONDS_PER_YEAR;
+};
+
+
 export const formatAaveYieldToNumber = (n?: string | bigint): number => {
   if (!n) return 0;
   return Number(formatEther(BigInt(n) / BigInt(1e7)));

package/src/yields/index.ts

@@ -1,4 +1,4 @@
-import { apyToApr } from "../utils/parsing"
+import { apyToAprPercent, apyToApr } from "../utils/parsing"
 
 const FeedData = {
     WSTETH: 'https://eth-api.lido.fi/v1/protocol/steth/apr/sma',
@@ -12,6 +12,7 @@ const FeedData = {
     WEETH: 'https://www.ether.fi/api/apr',
     SAVAX: "https://api.benqi.fi/liquidstaking/apr",
     RSETH: "https://universe.kelpdao.xyz/rseth/totalApy",
+    TRUMATIC: "https://api.trufin.io/staker/apy?staker=MATIC"
 }
 
 const LenderAPIs = {
@@ -105,7 +106,7 @@ export const fetchGeneralYields = async () => {
     const susdePromise = safeFetch('SUSDE', async () => {
         try {
             const res = await fetch(FeedData.SUSDE).then(r => r.json())
-            return Number(res?.data[0]?.apy ?? 0)
+            return apyToAprPercent(res?.data[0]?.apy ?? 0)
         } catch (e) {
             return 0
         }
@@ -113,7 +114,12 @@ export const fetchGeneralYields = async () => {
 
     const rsethPromise = safeFetch('RSETH', async () => {
         const res = await fetch(FeedData.RSETH).then(r => r.json())
-        return Number(res.totalAPY)
+        return apyToAprPercent(res.totalAPY)
+    })
+
+    const trumaticPromise = safeFetch('TRUMATIC', async () => {
+        const res = await fetch(FeedData.TRUMATIC).then(r => r.json())
+        return apyToAprPercent(res.apy)
     })
 
     const cbethPromise = safeFetch('CBETH', async () => {
@@ -124,7 +130,7 @@ export const fetchGeneralYields = async () => {
                     "Content-Type": "application/json"
                 }
             }).then(r => r.json())
-            return Number(res.apy) * 100
+            return apyToAprPercent(res.apy) * 100
         } catch (e) {
             console.log("CBETH failed", e)
             return 0
@@ -155,6 +161,7 @@ export const fetchGeneralYields = async () => {
         savaxData,
         cbethData,
         rsethData,
+        trumaticData
     ] = await Promise.all([
         wstethPromise,
         ezethPromise,
@@ -168,6 +175,7 @@ export const fetchGeneralYields = async () => {
         savaxPromise,
         cbethPromise,
         rsethPromise,
+        trumaticPromise,
     ])
 
     const data: YieldDataWithTimestamp = {
@@ -186,6 +194,7 @@ export const fetchGeneralYields = async () => {
             SAVAX: savaxData,
             CBETH: cbethData,
             RSETH: rsethData,
+            TRUMATIC: trumaticData,
         },
         lenderRewards: {
             "167000": {