@1delta/margin-fetcher 0.0.13 → 0.0.15-0.1

package/dist/assets/liquidityThresholds.js

@@ -1,51 +0,0 @@
-import { Chain } from "@1delta/asset-registry";
-export const DEFAULT_LIQUIDITY_THRESHOLDS = {
-    minDepositsUSD: 50_000,
-    minDebtUSD: 10_000,
-    minLiquidityUSD: 25_000,
-};
-export const ASSET_GROUP_LIQUIDITY_THRESHOLDS = {
-    'USDC': {
-        minDepositsUSD: 25_000,
-        minDebtUSD: 5_000,
-        minLiquidityUSD: 15_000,
-    },
-};
-export const CHAIN_THRESHOLD_MULTIPLIERS = {
-    [Chain.POLYGON_MAINNET]: 1.0,
-    [Chain.ARBITRUM_ONE]: 1.0,
-    [Chain.OP_MAINNET]: 1.0,
-    [Chain.BASE]: 1.0,
-    [Chain.MANTLE]: 0.8,
-    [Chain.LINEA]: 0.8,
-    [Chain.ZKSYNC_MAINNET]: 0.8,
-    [Chain.SCROLL]: 0.8,
-    [Chain.TAIKO_ALETHIA]: 0.6,
-    [Chain.HEMI_NETWORK]: 0.6,
-};
-/**
- * Asset based overrides (per chain)
- * assetKey format: "chainId-assetAddress" (lowercase)
- */
-export const ASSET_SPECIFIC_THRESHOLDS = {};
-export function getLiquidityThresholds(chainId, assetAddress, assetGroup) {
-    // Check for asset overrides
-    const assetKey = `${chainId}-${assetAddress.toLowerCase()}`;
-    if (ASSET_SPECIFIC_THRESHOLDS[assetKey]) {
-        return ASSET_SPECIFIC_THRESHOLDS[assetKey];
-    }
-    let baseThresholds = assetGroup && ASSET_GROUP_LIQUIDITY_THRESHOLDS[assetGroup]
-        ? ASSET_GROUP_LIQUIDITY_THRESHOLDS[assetGroup]
-        : DEFAULT_LIQUIDITY_THRESHOLDS;
-    const chainMultiplier = CHAIN_THRESHOLD_MULTIPLIERS[chainId] ?? 1.0;
-    return {
-        minDepositsUSD: Math.floor(baseThresholds.minDepositsUSD * chainMultiplier),
-        minDebtUSD: Math.floor(baseThresholds.minDebtUSD * chainMultiplier),
-        minLiquidityUSD: Math.floor(baseThresholds.minLiquidityUSD * chainMultiplier),
-    };
-}
-export function meetsLiquidityThresholds(pool, thresholds) {
-    return (pool.totalDepositsUSD >= thresholds.minDepositsUSD &&
-        pool.totalDebtUSD >= thresholds.minDebtUSD &&
-        pool.totalLiquidityUSD >= thresholds.minLiquidityUSD);
-}

package/dist/flash-liquidity/assets.js

@@ -1,45 +0,0 @@
-import { AAVE_STYLE_RESERVE_ASSETS, COMPOUND_STYLE_RESERVE_ASSETS, COMPOUND_V2_STYLE_RESERVE_ASSETS, MORPHO_BLUE_POOL_DATA } from "@1delta/asset-registry";
-import { BALANCER_V2_FORKS, BALANCER_V3_FORKS, UNISWAP_V4_FORKS } from "@1delta/dex-registry";
-import { uniq } from "lodash";
-function createAssetArrayPerChain() {
-    let assetsPerChain = {};
-    Object.entries(COMPOUND_STYLE_RESERVE_ASSETS).forEach(([lender, data]) => {
-        Object.entries(data).forEach(([chainId, assetArray]) => {
-            if (!assetsPerChain[chainId])
-                assetsPerChain[chainId] = [];
-            assetsPerChain[chainId] = uniq([...assetsPerChain[chainId], ...assetArray]);
-        });
-    });
-    Object.entries(AAVE_STYLE_RESERVE_ASSETS).forEach(([lender, data]) => {
-        Object.entries(data).forEach(([chainId, assetArray]) => {
-            if (!assetsPerChain[chainId])
-                assetsPerChain[chainId] = [];
-            assetsPerChain[chainId] = uniq([...assetsPerChain[chainId], ...assetArray]);
-        });
-    });
-    Object.entries(COMPOUND_V2_STYLE_RESERVE_ASSETS).forEach(([lender, data]) => {
-        Object.entries(data).forEach(([chainId, assetArray]) => {
-            if (!assetsPerChain[chainId])
-                assetsPerChain[chainId] = [];
-            assetsPerChain[chainId] = uniq([...assetsPerChain[chainId], ...assetArray]);
-        });
-    });
-    return assetsPerChain;
-}
-export const RELEVANT_LENDING_ASSETS = createAssetArrayPerChain();
-function createSimpleArrayPerChain(fork, field = undefined) {
-    let pools = {};
-    Object.entries(fork).forEach(([b2, data]) => {
-        // @ts-ignore
-        Object.entries(field ? data[field] : data).forEach(([chainId, address]) => {
-            if (!pools[chainId])
-                pools[chainId] = [];
-            pools[chainId] = uniq([...pools[chainId], { address, pool: b2 }]);
-        });
-    });
-    return pools;
-}
-export const RELEVANT_BALANCER_V2_FORKS = createSimpleArrayPerChain(BALANCER_V2_FORKS);
-export const RELEVANT_MORPHOB_FORKS = createSimpleArrayPerChain(MORPHO_BLUE_POOL_DATA);
-export const RELEVANT_BALANCER_V3_FORKS = createSimpleArrayPerChain(BALANCER_V3_FORKS, "vault");
-export const RELEVANT_UNISWAP_V4_FORKS = createSimpleArrayPerChain(UNISWAP_V4_FORKS, "pm");

package/dist/flash-liquidity/fetchLiquidity.js

@@ -1,235 +0,0 @@
-import { getAaveStyleProtocolTokenMap, getAaveTypePoolAddress, getAssetMeta } from "../assets";
-import { AAVES_PER_CHAIN } from "../utils";
-import { RELEVANT_BALANCER_V2_FORKS, RELEVANT_BALANCER_V3_FORKS, RELEVANT_LENDING_ASSETS, RELEVANT_MORPHOB_FORKS, RELEVANT_UNISWAP_V4_FORKS } from "./assets";
-import { FlashAbi } from "../abis/flashloan-united/flashAbi";
-import { FlashLoanIds } from "./types";
-import { FLASH_LOAN_IDS } from "@1delta/dex-registry";
-import { formatUnits, zeroAddress } from "viem";
-import { AAVE_V2_LENDERS, AAVE_V3_LENDERS } from "@1delta/asset-registry";
-import { MULTICALL_ADDRESS } from "../utils/constants";
-const DEFAULT_BATCH_SIZE = 4096;
-var BalanceFetchCall;
-(function (BalanceFetchCall) {
-    BalanceFetchCall["balanceOf"] = "balanceOf";
-    BalanceFetchCall["getEthBalance"] = "getEthBalance";
-})(BalanceFetchCall || (BalanceFetchCall = {}));
-// Aave V3 flash loan flag enabled flag
-const FLASHLOAN_ENABLED_MASK = BigInt('0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF7FFFFFFFFFFFFFFF');
-function getFlashLoanEnabled(data) {
-    return (data & ~FLASHLOAN_ENABLED_MASK) !== BigInt(0);
-}
-export async function fetchFlashLiquidityForChain(chain, multicallRetry) {
-    let callLengths = {};
-    let aaveAssets = {};
-    let aaveCalls = [];
-    const aaveProtocols = AAVES_PER_CHAIN[chain] ?? [];
-    // we only ned to check aave flash liquidity for aave assets
-    aaveProtocols.forEach(aaveFork => {
-        const underlyingsAndATokens = Object.entries(getAaveStyleProtocolTokenMap(chain, aaveFork));
-        const pool = getAaveTypePoolAddress(chain, aaveFork);
-        const tokenCalls = underlyingsAndATokens
-            .map(([a, b]) => [
-            { name: BalanceFetchCall.balanceOf, address: a, args: [b.aToken] },
-            { name: "getConfiguration", address: pool, args: [a] }
-        ])
-            .reduce((acc, b) => [...acc, ...b], []);
-        aaveAssets[aaveFork] = underlyingsAndATokens.map(a => a[0]);
-        callLengths[aaveFork] = tokenCalls.length * 2 + 1;
-        aaveCalls = [
-            ...aaveCalls,
-            ...tokenCalls,
-            { name: "FLASHLOAN_PREMIUM_TOTAL", address: pool },
-        ];
-    });
-    // @ts-ignore
-    const morphoBs = RELEVANT_MORPHOB_FORKS[chain] ?? [];
-    const otherAssets = RELEVANT_LENDING_ASSETS[chain] ?? [];
-    let morphoCalls = [];
-    if (morphoBs && morphoBs.length > 0) {
-        morphoBs.forEach(bFork => {
-            callLengths[bFork.pool] = otherAssets.length;
-            morphoCalls = [
-                ...morphoCalls,
-                ...otherAssets.map(address => address === zeroAddress ? ({
-                    name: BalanceFetchCall.getEthBalance,
-                    address: MULTICALL_ADDRESS[chain],
-                    args: [bFork.address],
-                }) : ({ name: BalanceFetchCall.balanceOf, address, args: [bFork.address] }))
-            ];
-        });
-    }
-    const balancerV2s = RELEVANT_BALANCER_V2_FORKS[chain] ?? [];
-    let balancerV2Calls = [];
-    if (balancerV2s && balancerV2s.length > 0) {
-        balancerV2s.forEach(bFork => {
-            callLengths[bFork.pool] = otherAssets.length;
-            balancerV2Calls = [
-                ...balancerV2Calls,
-                ...otherAssets.map(address => address === zeroAddress ? ({
-                    name: BalanceFetchCall.getEthBalance,
-                    address: MULTICALL_ADDRESS[chain],
-                    args: [bFork.address],
-                }) : ({ name: BalanceFetchCall.balanceOf, address, args: [bFork.address] }))
-            ];
-        });
-    }
-    const balancerV3s = RELEVANT_BALANCER_V3_FORKS[chain] ?? [];
-    let balancerV3Calls = [];
-    if (balancerV3s && balancerV3s.length > 0) {
-        balancerV3s.forEach(bFork => {
-            callLengths[bFork.pool] = otherAssets.length;
-            balancerV3Calls = [
-                ...balancerV3Calls,
-                ...otherAssets.map(address => address === zeroAddress ? ({
-                    name: BalanceFetchCall.getEthBalance,
-                    address: MULTICALL_ADDRESS[chain],
-                    args: [bFork.address],
-                }) : ({ name: BalanceFetchCall.balanceOf, address, args: [bFork.address] }))
-            ];
-        });
-    }
-    const uniswapV4s = RELEVANT_UNISWAP_V4_FORKS[chain] ?? [];
-    let uniswapV4Calls = [];
-    if (uniswapV4s && uniswapV4s.length > 0) {
-        uniswapV4s.forEach(u4Fork => {
-            callLengths[u4Fork.pool] = otherAssets.length;
-            uniswapV4Calls = [
-                ...uniswapV4Calls,
-                ...otherAssets.map(address => address === zeroAddress ? ({
-                    name: BalanceFetchCall.getEthBalance,
-                    address: MULTICALL_ADDRESS[chain],
-                    args: [u4Fork.address],
-                }) : ({ name: BalanceFetchCall.balanceOf, address, args: [u4Fork.address] }))
-            ];
-        });
-    }
-    const calls = [
-        ...aaveCalls,
-        ...balancerV2Calls,
-        ...morphoCalls,
-        ...balancerV3Calls,
-        ...uniswapV4Calls,
-    ];
-    const rawResults = await multicallRetry(chain, calls, FlashAbi, DEFAULT_BATCH_SIZE, 3, 0, false);
-    let liquidity = {};
-    let currentOffset = 0;
-    aaveProtocols.forEach(aave => {
-        const callLen = aaveAssets[aave].length * 2 + 1;
-        const data = rawResults.slice(currentOffset, callLen + currentOffset);
-        const fee = data[callLen - 1];
-        // update offset
-        currentOffset += callLen;
-        aaveAssets[aave].forEach((asset, i) => {
-            const decimals = getAssetMeta(chain, asset)?.decimals;
-            const rawAmount = data[2 * i];
-            const config = data[2 * i + 1];
-            const enabled = !AAVE_V3_LENDERS.includes(aave) || getFlashLoanEnabled(config);
-            if (enabled && rawAmount > 0n) {
-                if (!liquidity[asset])
-                    liquidity[asset] = [];
-                liquidity[asset].push({
-                    id: FLASH_LOAN_IDS[aave],
-                    name: aave,
-                    type: AAVE_V2_LENDERS.includes(aave) ? FlashLoanIds.AAVE_V2 : FlashLoanIds.AAVE_V3,
-                    source: getAaveTypePoolAddress(chain, aave),
-                    fee: fee.toString(),
-                    availableRaw: rawAmount.toString(),
-                    available: Number(formatUnits(rawAmount, decimals ?? 18))
-                });
-            }
-        });
-    });
-    balancerV2s.forEach(balancer => {
-        const callLen = otherAssets.length;
-        const data = rawResults.slice(currentOffset, callLen + currentOffset);
-        // update offset
-        currentOffset += callLen;
-        otherAssets.forEach((asset, i) => {
-            const decimals = getAssetMeta(chain, asset)?.decimals;
-            const rawAmount = data[i];
-            if (rawAmount > 0n) {
-                if (!liquidity[asset])
-                    liquidity[asset] = [];
-                liquidity[asset].push({
-                    id: FLASH_LOAN_IDS[balancer.pool],
-                    name: balancer.pool,
-                    type: FlashLoanIds.BALANCER_V2,
-                    source: balancer.address,
-                    fee: "0",
-                    availableRaw: rawAmount.toString(),
-                    available: Number(formatUnits(rawAmount, decimals ?? 18))
-                });
-            }
-        });
-    });
-    morphoBs.forEach(morpho => {
-        const callLen = otherAssets.length;
-        const data = rawResults.slice(currentOffset, callLen + currentOffset);
-        // update offset
-        currentOffset += callLen;
-        otherAssets.forEach((asset, i) => {
-            const decimals = getAssetMeta(chain, asset)?.decimals;
-            const rawAmount = data[i];
-            if (rawAmount > 0n) {
-                if (!liquidity[asset])
-                    liquidity[asset] = [];
-                liquidity[asset].push({
-                    id: FLASH_LOAN_IDS[morpho.pool],
-                    name: morpho.pool,
-                    type: FlashLoanIds.MORPHO,
-                    source: morpho.address,
-                    fee: "0",
-                    availableRaw: rawAmount.toString(),
-                    available: Number(formatUnits(rawAmount, decimals ?? 18))
-                });
-            }
-        });
-    });
-    balancerV3s.forEach(balancerV3 => {
-        const callLen = otherAssets.length;
-        const data = rawResults.slice(currentOffset, callLen + currentOffset);
-        // update offset
-        currentOffset += callLen;
-        otherAssets.forEach((asset, i) => {
-            const decimals = getAssetMeta(chain, asset)?.decimals;
-            const rawAmount = data[i];
-            if (rawAmount > 0n) {
-                if (!liquidity[asset])
-                    liquidity[asset] = [];
-                liquidity[asset].push({
-                    id: FLASH_LOAN_IDS[balancerV3.pool],
-                    name: balancerV3.pool,
-                    type: FlashLoanIds.SINGLETON,
-                    source: balancerV3.address,
-                    fee: "0",
-                    availableRaw: rawAmount.toString(),
-                    available: Number(formatUnits(rawAmount, decimals ?? 18))
-                });
-            }
-        });
-    });
-    uniswapV4s.forEach(uniV4 => {
-        const callLen = otherAssets.length;
-        const data = rawResults.slice(currentOffset, callLen + currentOffset);
-        // update offset
-        currentOffset += callLen;
-        otherAssets.forEach((asset, i) => {
-            const decimals = getAssetMeta(chain, asset)?.decimals;
-            const rawAmount = data[i];
-            if (rawAmount > 0n) {
-                if (!liquidity[asset])
-                    liquidity[asset] = [];
-                liquidity[asset].push({
-                    id: FLASH_LOAN_IDS[uniV4.pool],
-                    name: uniV4.pool,
-                    type: FlashLoanIds.SINGLETON,
-                    source: uniV4.address,
-                    fee: "0",
-                    availableRaw: rawAmount.toString(),
-                    available: Number(formatUnits(rawAmount, decimals ?? 18))
-                });
-            }
-        });
-    });
-    return liquidity;
-}

package/dist/flash-liquidity/index.js

@@ -1,2 +0,0 @@
-export * from "./fetchLiquidity";
-export * from "./utils";

package/dist/flash-liquidity/types.js

@@ -1,8 +0,0 @@
-export var FlashLoanIds;
-(function (FlashLoanIds) {
-    FlashLoanIds[FlashLoanIds["MORPHO"] = 0] = "MORPHO";
-    FlashLoanIds[FlashLoanIds["BALANCER_V2"] = 1] = "BALANCER_V2";
-    FlashLoanIds[FlashLoanIds["AAVE_V3"] = 2] = "AAVE_V3";
-    FlashLoanIds[FlashLoanIds["AAVE_V2"] = 3] = "AAVE_V2";
-    FlashLoanIds["SINGLETON"] = "SINGLETON";
-})(FlashLoanIds || (FlashLoanIds = {}));

package/dist/flash-liquidity/utils.js

@@ -1,17 +0,0 @@
-import { getAssetMeta, toGenericPriceKey } from "../assets";
-/**
- * Add prices to get dollar flash liquidties
- * Ideal for de-based flash loans
- */
-export function attachPricesToFlashLiquidity(chainId, liq, prices) {
-    let liqCopy = { ...liq };
-    Object.entries(liq).forEach(([asset, entry]) => {
-        const priceKey = getAssetMeta(chainId, asset)?.assetGroup ?? toGenericPriceKey(asset, chainId);
-        const price = prices[priceKey] ?? 0;
-        liqCopy[asset] = entry.map(e => ({
-            ...e,
-            availableUSD: e.available * price
-        }));
-    });
-    return liqCopy;
-}

package/dist/lending/aave-v2-type/misc.js

@@ -1,8 +0,0 @@
-import { Chain, WRAPPED_NATIVE_INFO } from "@1delta/asset-registry";
-export const AURELIUS_REWARD_ASSETS = [WRAPPED_NATIVE_INFO[Chain.MANTLE], {
-        chainId: Chain.MANTLE,
-        address: '0x6e20E155819f0ee08d1291b0b9889b0e011b8224',
-        decimals: 18,
-        symbol: 'oAU',
-        name: 'Aurelius Call Option Token',
-    }];

package/dist/lending/aave-v2-type/publicCallBuild.js

@@ -1,102 +0,0 @@
-import { AURELIUS_REWARD_ASSETS } from "./misc";
-import { getAaveAssets, getAaveStyleProtocolTokenMap, getAaveTypePoolDataProviderAddress } from "../../assets";
-import { Lender } from "@1delta/asset-registry";
-import { getAaveTypeIncentivesControllerAddress } from "../addresses";
-export const buildAaveV2StyleLenderReserveCall = (chainId, lender) => {
-    const providerAddress = getAaveTypePoolDataProviderAddress(chainId, lender);
-    const underlyingTokensArray = getAaveAssets(chainId, lender);
-    switch (lender) {
-        case Lender.AURELIUS: {
-            const aaveprotocolTokens = getAaveStyleProtocolTokenMap(chainId, lender);
-            const incentivesController = getAaveTypeIncentivesControllerAddress(chainId, lender);
-            const [reward0, reward1] = AURELIUS_REWARD_ASSETS.map(t => t.address);
-            return [
-                ...underlyingTokensArray.flatMap(asset => [
-                    {
-                        address: providerAddress,
-                        name: 'getReserveData',
-                        params: [asset],
-                    },
-                    {
-                        address: providerAddress,
-                        name: 'getReserveConfigurationData',
-                        params: [asset],
-                    },
-                    {
-                        address: incentivesController,
-                        name: 'getRewardsData',
-                        params: [aaveprotocolTokens[asset].aToken, reward0],
-                    },
-                    {
-                        address: incentivesController,
-                        name: 'getRewardsData',
-                        params: [aaveprotocolTokens[asset].aToken, reward1],
-                    },
-                    {
-                        address: incentivesController,
-                        name: 'getRewardsData',
-                        params: [aaveprotocolTokens[asset].vToken, reward0],
-                    },
-                    {
-                        address: incentivesController,
-                        name: 'getRewardsData',
-                        params: [aaveprotocolTokens[asset].vToken, reward1],
-                    },
-                ]),
-            ];
-        }
-        case Lender.LENDLE: {
-            const incentivesController = getAaveTypeIncentivesControllerAddress(chainId, lender);
-            const aaveprotocolTokens = getAaveStyleProtocolTokenMap(chainId, lender);
-            return [
-                ...underlyingTokensArray.flatMap(asset => [
-                    {
-                        address: providerAddress,
-                        name: 'getReserveData',
-                        params: [asset],
-                    },
-                    {
-                        address: providerAddress,
-                        name: 'getReserveConfigurationData',
-                        params: [asset],
-                    },
-                    {
-                        address: incentivesController,
-                        name: 'poolInfo',
-                        params: [aaveprotocolTokens[asset].aToken],
-                    },
-                    {
-                        address: incentivesController,
-                        name: 'poolInfo',
-                        params: [aaveprotocolTokens[asset].vToken],
-                    }
-                ]),
-                {
-                    address: incentivesController,
-                    name: 'rewardsPerSecond',
-                    params: []
-                },
-                {
-                    address: incentivesController,
-                    name: 'totalAllocPoint',
-                    params: []
-                },
-            ];
-        }
-        default:
-            return [
-                ...underlyingTokensArray.flatMap(tk => [
-                    {
-                        address: providerAddress,
-                        name: 'getReserveData',
-                        params: [tk],
-                    },
-                    {
-                        address: providerAddress,
-                        name: 'getReserveConfigurationData',
-                        params: [tk],
-                    },
-                ]),
-            ];
-    }
-};