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

package/src/assets/index.ts

@@ -1,101 +0,0 @@
-import {
-  AAVE_FORK_POOL_DATA,
-  AAVE_STYLE_RESERVE_ASSETS,
-  AAVE_STYLE_TOKENS,
-  ASSET_META,
-  COMPOUND_STYLE_RESERVE_ASSETS,
-  COMPOUND_V2_STYLE_RESERVE_ASSETS,
-  INIT_STYLE_RESERVE_ASSETS,
-  Lender,
-  SWAYLEND_RESERVE_ASSETS,
-} from "@1delta/asset-registry";
-import { isAaveType, isCompoundV3, isInit, isSwaylend } from "../utils";
-
-/** No specific configuration */
-export const LENDER_MODE_NO_MODE = 0;
-
-export function getAaveStyleProtocolTokenMap(chainId: string, lender: string) {
-  return AAVE_STYLE_TOKENS[lender]?.[chainId] as any;
-}
-
-export const getAaveAssets = (
-  chainId: string | undefined,
-  lendingProtocol: string = Lender.AAVE_V3
-): string[] => {
-  if (isAaveType(lendingProtocol))
-    return AAVE_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? [];
-  return [];
-};
-
-export const getInitAssets = (
-  chainId: string | undefined,
-  lendingProtocol = Lender.INIT
-): string[] => {
-  if (isInit(lendingProtocol))
-    return INIT_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? [];
-  return [];
-};
-
-export const getCompoundV3Assets = (
-  chainId: string | undefined,
-  lendingProtocol = Lender.COMPOUND_V3_USDCE
-): string[] => {
-  if (isCompoundV3(lendingProtocol))
-    return (
-      COMPOUND_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    );
-  return [];
-};
-
-export const getCompoundV2Assets = (
-  chainId: string | undefined,
-  lendingProtocol = Lender.VENUS
-): string[] => {
-  if (isCompoundV3(lendingProtocol))
-    return (
-      COMPOUND_V2_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    );
-  return [];
-};
-
-export const getSwaylendAssets = (
-  chainId: string | undefined,
-  lendingProtocol = Lender.SWAYLEND_USDC
-): string[] => {
-  if (isSwaylend(lendingProtocol))
-    return SWAYLEND_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? [];
-  return [];
-};
-
-export function getAaveTypePoolDataProviderAddress(
-  chainId: string,
-  lender: string
-) {
-  // @ts-ignore
-  return AAVE_FORK_POOL_DATA[lender]?.[chainId]?.protocolDataProvider;
-}
-
-export function getAaveTypePoolAddress(
-  chainId: string,
-  lender: string
-): string {
-  // @ts-ignore
-  return AAVE_FORK_POOL_DATA[lender]?.[chainId]?.pool;
-}
-
-export function getAssetMeta(chainId: string, asset: string | undefined) {
-  return ASSET_META[chainId ?? "0"]?.[asset?.toLowerCase() ?? ""] as any;
-}
-
-/**
- * Convert a string (asset symbol) to a Supported asset, considering also naming conflicts
- * @param a string
- * @returns SupportedAsset
- */
-export const toOracleKey = (a: string) => {
-  return a;
-};
-
-export const toGenericPriceKey = (assetAddress: string, chainId: string) => {
-  return chainId + "-" + assetAddress;
-};

package/src/assets/liquidityThresholds.ts

@@ -1,83 +0,0 @@
-import { Chain } from "@1delta/asset-registry";
-
-export interface LiquidityThresholds {
-  /** Minimum total deposits in USD */
-  minDepositsUSD: number;
-  /** Minimum total debt/borrows in USD */
-  minDebtUSD: number;
-  /** Minimum total liquidity in USD */
-  minLiquidityUSD: number;
-}
-
-export const DEFAULT_LIQUIDITY_THRESHOLDS: LiquidityThresholds = {
-  minDepositsUSD: 50_000,  
-  minDebtUSD: 10_000,      
-  minLiquidityUSD: 25_000, 
-};
-
-export const ASSET_GROUP_LIQUIDITY_THRESHOLDS: { [assetGroup: string]: LiquidityThresholds } = {
-  'USDC': {
-    minDepositsUSD: 25_000,
-    minDebtUSD: 5_000,
-    minLiquidityUSD: 15_000,
-  },
-};
-
-export const CHAIN_THRESHOLD_MULTIPLIERS: { [chainId: string]: number } = {
-  [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: { [assetKey: string]: LiquidityThresholds } = {
-
-};
-
-
-
-
-export function getLiquidityThresholds(
-  chainId: string, 
-  assetAddress: string, 
-  assetGroup?:string,
-): LiquidityThresholds {
-  // 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: { totalDepositsUSD: number; totalDebtUSD: number; totalLiquidityUSD: number },
-  thresholds: LiquidityThresholds
-): boolean {
-  return (
-    pool.totalDepositsUSD >= thresholds.minDepositsUSD &&
-    pool.totalDebtUSD >= thresholds.minDebtUSD &&
-    pool.totalLiquidityUSD >= thresholds.minLiquidityUSD
-  );
-}

package/src/flash-liquidity/assets.ts

@@ -1,61 +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: { [chainId: string]: string[] } = {}
-    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()
-
-
-interface PoolData {
-    pool: string
-    address: string
-}
-
-function createSimpleArrayPerChain(fork: any, field: undefined | string = undefined) {
-    let pools: { [chainId: string]: PoolData[] } = {}
-    Object.entries(fork).forEach(([b2, data]: [string, any]) => {
-        // @ts-ignore
-        Object.entries(field ? data[field] : data).forEach(([chainId, address]: [string, any]) => {
-            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/src/flash-liquidity/fetchLiquidity.ts

@@ -1,300 +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 { Call } from "../utils/multicall";
-import { MulticallRetryFunction } from "../types";
-import { FlashAbi } from "../abis/flashloan-united/flashAbi";
-import { FlashLiquiditiesOnChain, 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 _ from "lodash"
-import { MULTICALL_ADDRESS } from "../utils/constants";
-
-const DEFAULT_BATCH_SIZE = 4096;
-
-enum BalanceFetchCall {
-    balanceOf = "balanceOf",
-    getEthBalance = "getEthBalance"
-}
-
-// Aave V3 flash loan flag enabled flag
-const FLASHLOAN_ENABLED_MASK = BigInt('0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF7FFFFFFFFFFFFFFF');
-function getFlashLoanEnabled(data: bigint): boolean {
-    return (data & ~FLASHLOAN_ENABLED_MASK) !== BigInt(0);
-}
-
-export async function fetchFlashLiquidityForChain(
-    chain: string,
-    multicallRetry: MulticallRetryFunction
-) {
-
-    let callLengths: { [l: string]: number } = {}
-    let aaveAssets: { [l: string]: string[] } = {}
-
-    let aaveCalls: Call[] = []
-
-    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]: [string, any]) => [
-                { 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: Call[] = []
-
-    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: Call[] = []
-    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: Call[] = []
-    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: Call[] = []
-    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: FlashLiquiditiesOnChain = {}
-
-    let currentOffset = 0
-    aaveProtocols.forEach(aave => {
-        const callLen = aaveAssets[aave].length * 2 + 1
-
-        const data: any[] = 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 as any) || 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 as any) ? 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: any[] = 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: any[] = 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: any[] = 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: any[] = 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/src/flash-liquidity/index.ts

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

package/src/flash-liquidity/types.ts

@@ -1,20 +0,0 @@
-export enum FlashLoanIds {
-    MORPHO = 0,
-    BALANCER_V2 = 1,
-    AAVE_V3 = 2,
-    AAVE_V2 = 3,
-    SINGLETON = "SINGLETON"
-}
-export interface FlashLoanLiquidityForAsset {
-    id: number
-    type: FlashLoanIds
-    name: string
-    source: string
-    fee: string
-    availableRaw: string
-    available: number
-}
-
-export type FlashLiquiditiesOnChain = { [asset: string]: FlashLoanLiquidityForAsset[] }
-
-export type FlashLiquidity = { [chain: string]: FlashLiquiditiesOnChain }

package/src/flash-liquidity/utils.ts

@@ -1,22 +0,0 @@
-import { getAssetMeta, toGenericPriceKey } from "../assets";
-import { FlashLiquiditiesOnChain } from "./types";
-
-/** 
- * Add prices to get dollar flash liquidties
- * Ideal for de-based flash loans
- */
-export function attachPricesToFlashLiquidity(chainId: string, liq: FlashLiquiditiesOnChain, prices: { [k: string]: number }) {
-
-    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/src/index.ts

@@ -1,7 +0,0 @@
-export * from "./lending"
-export * from "./lending-pairs"
-export * from "./yields"
-export * from "./prices"
-export * from "./utils"
-export * from "./flash-liquidity"
-export type { MulticallRetryFunction, GetEvmClientFunction, ProviderDependencies, OptionalProviderDependencies } from "./types/providers"

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

@@ -1,9 +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',
-}]