@1delta/margin-fetcher 0.0.14 → 0.0.15-0.2

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

@@ -1,300 +0,0 @@
-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 {
-  /** 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[]
-}
-
-
-/** 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 {
-  // token amounts
-  deposits: number
-  debt: number
-  debtStable: number
-  // usd amounts
-  depositsUSD: number
-  debtUSD: number
-  debtStableUSD: number
-
-  collateralActive: boolean
-  claimableRewards: number
-}
-
-export type UserRewardEntry = {
-  [asset: string]: { totalRewards: number; claimableRewards: number }
-}
-
-export interface LenderUserResponse {
-  chainId: string
-  account: string
-  lendingPositions: {
-    [lender: string]: {
-      [poolId: string]: UserLendingPosition
-    }
-  }
-  rewards: UserRewardEntry
-}
-
-// Aave V2 specific enums
-export enum AaveV2TypeGetUserReserveData {
-  currentATokenBalance = 0,
-  currentStableDebt,
-  currentVariableDebt,
-  principalStableDebt,
-  scaledVariableDebt,
-  stableBorrowRate,
-  liquidityRate,
-  stableRateLastUpdated,
-  usageAsCollateralEnabled,
-}
-
-// Aave V3 specific enums
-export enum AaveV3TypeGetUserReserveData {
-  currentATokenBalance = 0,
-  currentStableDebt,
-  currentVariableDebt,
-  principalStableDebt,
-  scaledVariableDebt,
-  stableBorrowRate,
-  liquidityRate,
-  stableRateLastUpdated,
-  usageAsCollateralEnabled,
-}
-
-///////
-export interface AaveV2UserReserveResponse {
-  chainId: string
-  account: string
-  lendingPositions: {
-    [id: string]: {
-      [poolId: string]: AavelendingPositions
-    }
-  }
-  rewards: UserRewardEntry
-}
-
-interface AavelendingPositions {
-  // token amounts
-  deposits: string
-  debt: string
-  debtStable: string
-  // usd amounts
-  depositsUSD: number
-  debtUSD: number
-  debtStableUSD: number
-
-  collateralActive: boolean
-  claimableRewards: number
-}
-
-export interface AaveV3UserReserveResponse {
-  chainId: string
-  lendingPositions: {
-    [id: string]: {
-      [poolId: string]: AavelendingPositions
-    }
-  }
-  userEMode: number
-  rewards?: any
-  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]: {
-      [poolId: string]: {
-        // tokens
-        deposits: number
-        debt: number
-        debtStable: number
-        // dollars
-        depositsUSD: number
-        debtUSD: number
-        debtStableUSD: number
-
-        collateralActive: boolean
-        // user collateral raw (to withdraw max)
-        depositsRaw: SerializedBigNumber
-        isAllowed: boolean
-      }
-    }
-  }
-  chainId: string
-  baseAsset: string
-  rewards: UserRewardEntry
-  account: string
-}
-
-export interface AaveV3Public extends LenderPublicBase {
-  lastUpdateTimestamp?: number
-
-  // flags of reserve state
-  usageAsCollateralEnabled?: boolean
-  hasStable?: boolean
-  isActive?: boolean
-  isFrozen?: boolean
-
-  // emode info
-  // each eMode category has a custom ltv and liquidation threshold
-  eMode?: EModeData
-
-  // limits
-  debtCeiling: number
-  supplyCap: number
-  borrowCap: number
-
-  config: { [modeId: number]: LenderConfigData }
-}
-
-/**
- * Interface shared by all lenders
- */
-export interface LenderPublicBase extends LenderYields, LenderTotalAmounts {
-  // borrow enabled flag
-  borrowingEnabled: boolean
-
-  config: LenderConfigMap
-}
-
-export interface LenderYields extends BaseYields {
-  // staking
-  stakingYield: number
-
-  // rewards
-  rewards?: RewardsMap
-}
-
-export interface LenderTotalAmounts {
-  // debt totals
-  totalDebt: number
-  totalDebtStable: number
-  // deposit total
-  totalDeposits: number
-  // liquidity
-  totalLiquidity: number
-
-  /** USD values */
-
-  // debt totals
-  totalDebtUSD: number
-  totalDebtStableUSD: number
-  // deposit total
-  totalDepositsUSD: number
-  // liquidity
-  totalLiquidityUSD: number
-}
-
-export interface LenderConfigMap {
-  [modeId: number]: LenderConfigData
-}
-
-/**
- * The Mode-specific configuration for a lender asset
- */
-export interface LenderConfigData {
-  category: number
-  borrowCollateralFactor: number
-  collateralFactor: number
-  borrowFactor: number
-}
-
-export interface ModeBase {
-  category: number
-  label: string
-}
-
-export interface EModeData extends ModeBase {
-  borrowCollateralFactor: number
-  collateralFactor: number
-  priceSource: string
-}
-
-export interface AaveV2Public extends LenderPublicBase {
-  // reserve market data
-  lastUpdateTimestamp?: number
-
-  // reserve config
-  decimals?: number
-  reserveFactor?: SerializedBigNumber
-  usageAsCollateralEnabled?: boolean
-  hasStable?: boolean
-
-  // frozen
-  isActive?: boolean
-  isFrozen?: boolean
-}
-
-export interface CompoundV3Public extends LenderPublicBase {
-  supplyCap: number
-  utilization: number
-}
-
-export interface UserApr {
-  apr: number
-  borrowApr: number
-  depositApr: number
-}
-
-export interface InitUserReserveResponse {
-  chainId: string
-  lendingPositions: {
-    // positionId is the NFT id
-    [posId: string]: {
-      mode: any
-      [poolId: string]: {
-        deposits: number
-        debt: number
-        depositsUSD: number
-        debtUSD: number
-        debtStable: '0'
-        debtStableUSD: 0
-        collateralActive: boolean
-        isAllowed: boolean
-      }
-    }
-  }
-  assets: string[]
-  account: string
-}
-
-export interface InitPublic extends LenderPublicBase {
-  // flags of reserve state
-  usageAsCollateralEnabled?: boolean
-
-  // limits
-  debtCeiling: number
-  supplyCap: number
-  borrowCap: number
-}

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

@@ -1,142 +0,0 @@
-import { divideAccrualsToAprs } from '.'
-import {
-  AaveV2Public,
-  AaveV2UserReserveResponse,
-  AaveV3Public,
-  AaveV3UserReserveResponse,
-  CompoundV3Public,
-  CompoundV3UserReserveResponse,
-} from '../types'
-import { safeDivide } from './formatting'
-
-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,
-) {
-  let assetKeys = Object.keys(payload.lendingPositions['0'] ?? {})
-  const { chainId, account } = payload
-
-  const mode = Number((payload as any).userEMode ?? 0)
-
-  // organic yields
-  let depositInterest = 0
-  let borrowInterest = 0
-  // rewards
-  let rewardDepositAccrual = 0
-  let rewardBorrowAccrual = 0
-  // staking
-  let stakingDepositAccrual = 0
-  let stakingBorrowAccrual = 0
-  // amountrs
-  let deposits = 0
-  let debt = 0
-  let collateral = 0
-  let borrowDiscountedCollateral = 0
-
-  let rewardsPerAsset: any = {}
-  // 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]
-    const {
-      depositRate,
-      stakingYield,
-      variableBorrowRate,
-      stableBorrowRate,
-      rewards,
-    } = lenderData[asset]
-
-    // amounts
-    deposits += depositsUSD
-    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
-
-        // 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
-      },
-    )
-
-    // 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
-    }
-    // IRs
-    depositInterest += depositRate * depositsUSD
-    borrowInterest +=
-      debtStableUSD * stableBorrowRate + debtUSD * variableBorrowRate
-  }
-  const nav = deposits - debt
-  // aggregated balance data
-  const balanceData = {
-    '0': {
-      borrowDiscountedCollateral,
-      collateral,
-      deposits,
-      debt,
-      adjustedDebt: debt,
-      nav,
-      deposits24h: totalDeposits24h,
-      debt24h: totalDebt24h,
-      nav24h: totalDeposits24h - totalDebt24h,
-      ...(payload.rewards ? { rewards: payload.rewards } : {}),
-    },
-  }
-
-  // aggregated apr data
-  const aprData = {
-    '0': {
-      apr: safeDivide(depositInterest - borrowInterest, nav),
-      borrowApr: safeDivide(borrowInterest, debt),
-      depositApr: safeDivide(depositInterest, deposits),
-      rewards: divideAccrualsToAprs(rewardsPerAsset, nav, deposits, debt),
-      rewardApr: safeDivide(rewardDepositAccrual + rewardBorrowAccrual, nav),
-      rewardDepositApr: safeDivide(rewardDepositAccrual, deposits),
-      rewardBorrowApr: safeDivide(rewardBorrowAccrual, debt),
-      stakingApr: safeDivide(stakingDepositAccrual - stakingBorrowAccrual, nav),
-      stakingDepositApr: safeDivide(stakingDepositAccrual, deposits),
-      stakingBorrowApr: safeDivide(stakingBorrowAccrual, debt),
-    },
-  }
-  const userConfigs = { '0': { selectedMode: mode, id: account } }
-
-  return {
-    account,
-    chainId,
-    balanceData,
-    aprData,
-    userConfigs,
-  }
-}

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

@@ -1,113 +0,0 @@
-import { LENDER_MODE_NO_MODE } from "../../../assets"
-import { InitPublic, InitUserReserveResponse } from "../types"
-import { safeDivide } from "./formatting"
-
-export function createMultiAccountTypeUserState(
-  payload: InitUserReserveResponse,
-  lenderData: { [a: string]: InitPublic },
-  histData: {
-    [a: string]: {
-      totalDebt24h: number,
-      totalDeposits24h: number
-    }
-  }
-) {
-  const positionKeys = Object.keys(payload.lendingPositions ?? {})
-  let assetKeys = payload.assets
-  const { chainId, account } = payload
-
-  let userConfigs: any = {}
-  let balanceData: any = {}
-  let aprData: any = {}
-  // main user data
-  for (let j = 0; j < positionKeys.length; j++) {
-    const posId = positionKeys[j]
-    const position = payload.lendingPositions[posId]
-    const { mode: posMode } = position
-    // position mode can be undefined
-    // in this case we default to no mode
-    const mode = posMode ?? LENDER_MODE_NO_MODE
-    userConfigs[posId] = {
-      id: posId,
-      selectedMode: mode,
-    }
-    // organic yields
-    let depositInterest = 0
-    let borrowInterest = 0
-    // rewards
-    let rewardDepositAccrual = 0
-    let rewardBorrowAccrual = 0
-    // staking
-    let stakingDepositAccrual = 0
-    let stakingBorrowAccrual = 0
-    // amountrs
-    let deposits = 0
-    let debt = 0
-    let collateral = 0
-    let borrowDiscountedCollateral = 0
-    let adjustedDebt = 0
-    for (let i = 0; i < assetKeys.length; i++) {
-      const asset = assetKeys[i]
-      const { depositsUSD, debtUSD } = payload.lendingPositions[posId][asset]
-      if (!lenderData?.[asset]) continue;
-      const { depositRate, stakingYield, variableBorrowRate, rewards } = lenderData[asset]
-      // amounts
-      deposits += depositsUSD
-      debt += debtUSD
-      // rewards
-      Object.entries(rewards ?? {}).map(([key, rewardData]) => {
-        rewardDepositAccrual += rewardData.depositRate * depositsUSD
-        rewardBorrowAccrual += rewardData.variableBorrowRate * debtUSD + rewardData.stableBorrowRate * debtUSD
-      })
-      // staking
-      stakingDepositAccrual += (stakingYield ?? 0) * depositsUSD
-      stakingBorrowAccrual += (stakingYield ?? 0) * debtUSD
-
-      const config = lenderData[asset].config[mode]
-
-      // risk adjusted
-      collateral += (config?.collateralFactor ?? 1) * depositsUSD
-      borrowDiscountedCollateral += (config?.borrowCollateralFactor ?? 1) * depositsUSD
-      adjustedDebt += (config?.borrowFactor ?? 1) * debtUSD
-
-      // IRs
-      depositInterest += depositRate * depositsUSD
-      borrowInterest += debtUSD * variableBorrowRate
-
-    }
-    const nav = deposits - debt
-
-    // aggregated balance data
-    balanceData[posId] = {
-      borrowDiscountedCollateral,
-      collateral,
-      deposits,
-      debt,
-      adjustedDebt,
-      nav,
-      deposits24h: histData[posId]?.totalDeposits24h,
-      debt24h: histData[posId]?.totalDebt24h,
-      nav24h: histData[posId]?.totalDeposits24h - histData[posId]?.totalDebt24h,
-    }
-
-    // aggregated apr data
-    aprData[posId] = {
-      apr: safeDivide(depositInterest - borrowInterest, nav),
-      borrowApr: safeDivide(borrowInterest, debt),
-      depositApr: safeDivide(depositInterest, deposits),
-      rewardApr: safeDivide(rewardDepositAccrual + rewardBorrowAccrual, nav),
-      rewardDepositApr: safeDivide(rewardDepositAccrual, deposits),
-      rewardBorrowApr: safeDivide(rewardBorrowAccrual, debt),
-      stakingApr: safeDivide(stakingDepositAccrual - stakingBorrowAccrual, nav),
-      stakingDepositApr: safeDivide(stakingDepositAccrual, deposits),
-      stakingBorrowApr: safeDivide(stakingBorrowAccrual, debt),
-    }
-  }
-  return {
-    account,
-    chainId,
-    balanceData,
-    aprData,
-    userConfigs
-  }
-}

package/src/lending/user-data/utils/formatting/generalFormatters.ts

@@ -1,121 +0,0 @@
-import _ from 'lodash'
-import { LenderConfigMap } from '../../types'
-
-export const safeDivide = (a: number, b: number) => {
-  return a === 0 || isNaN(a) ? 0 : b !== 0 ? a / b : Infinity
-}
-
-export function capitalizeFirstLetter(data: string) {
-  if (!data) return ''
-  return data.charAt(0).toUpperCase() + data.slice(1)
-}
-
-/**
- * Formats e.g. 0.04 to 4%
- * @param n ratio
- * @param decs decimals to show
- * @returns percent as string
- */
-export const formatRatioToPercent = (n: number, decs: number) => {
-  return `${n >= 0 ? '+' : ''}${roundNumber(n * 100, decs)}%`
-}
-
-/**
- * Formats e.g. 0.04 to 4%, adds a + if positive
- * @param n ratio
- * @param decs decimals to show
- * @returns percent as string
- */
-export const formatSignedRatioToPercent = (n: number, decs: number) => {
-  if (n > 1e7) return '>100K%' // we ceil percentages at 100k and abbreviate
-  return `${n > 0 ? '+' : ''}${roundNumber(n * 100, decs)}%` // we assume no lower values that -100%
-}
-
-export const formatSignedRatioToPercentSign = (n: number, decs: number, skipSign = false) => {
-  if (n > 1e7) return '>100K%' // we ceil percentages at 100k and abbreviate
-  // Skip the sign when icons are used
-  return `${skipSign ? '' : n > 0 ? '+' : ''}${roundNumber(Math.abs(n * 100), decs)}%`
-}
-
-/**
- * Formats e.g. 4 to 4%
- * @param n percent number
- * @param decs decimals to show
- * @returns percent as string
- */
-export const formatNumberToPercent = (n: number | undefined, decs = 2) => {
-  if (!n) return '0%'
-  if (isNaN(n)) return ''
-  return `${roundNumber(Number(n ?? 0), decs)}%`
-}
-
-export const formatPercentagePoints = (n: number, decs: number) => {
-  return `${roundNumber(n * 100, decs)}pp`
-}
-
-export const formatNumber = (n: number, decs: number) => {
-  if (!n) return '0'
-  if (isNaN(n)) return ''
-  return roundNumber(n, decs).toLocaleString()
-}
-
-/**
- * Round using lodash
- * @param n number to round
- * @param decs decimals
- * @returns number
- */
-export const roundNumber = (n: number, decs: number) => {
-  return _.round(n, decs)
-}
-
-/**
- * Converts a colateral factor e.g. 0.8 to 1/(1-0.8) = 5
- * @param n amount
- * @param decs decimals to show
- * @returns leverage as string
- */
-export const convertCollateralFactorToLeverage = (n: number, decs: number): number => {
-  return roundNumber(1 / (1 - n), decs)
-}
-
-export const parseToTimes = (n: number) => `${n}×`
-
-export const parseToTimesPrefix = (n: number) => `×${n}`
-
-export const parseLeverage = (cf: number, decs = 2) => parseToTimes(convertCollateralFactorToLeverage(cf, decs))
-
-export const parseLeverageRange = (config: LenderConfigMap) => {
-  const levs = _.uniq(
-    Object.values(config ?? {}).map((cfg) => convertCollateralFactorToLeverage(cfg.borrowCollateralFactor, 2)),
-  )
-  if (!levs) return ''
-  if (levs.length === 1) return parseToTimes(levs[0])
-  return `${_.min(levs)}-${parseToTimes(Number(_.max(levs)))}`
-}
-
-/**
- * Get apr from intinsic interest and reward
- * @param apr apr number
- * @param reward reward [per year] number
- * @returns number, validated for NaN
- */
-export const getApr = (apr: number, reward: number, staking: number) => {
-  const aprClean = !isNaN(apr) ? apr : 0
-  const rewardClean = !isNaN(reward) ? reward : 0
-  const stakingClean = !isNaN(staking) ? staking : 0
-  if (aprClean + rewardClean + stakingClean < 0.01 && aprClean + rewardClean + stakingClean > -0.01) return '-'
-  return `${(aprClean + rewardClean + stakingClean).toFixed(2)}%`
-}
-
-// Converters from apy to apr and reversed
-
-const SECONDS_PER_YEAR = 31536000
-
-export const aprToApy = (apr: number) => {
-  return (1 + apr / SECONDS_PER_YEAR) ** SECONDS_PER_YEAR - 1
-}
-
-export const apyToApr = (apy: number) => {
-  return ((apy + 1) ** (1 / SECONDS_PER_YEAR) - 1) * SECONDS_PER_YEAR
-}

package/src/lending/user-data/utils/formatting/index.ts

@@ -1 +0,0 @@
-export * from "./generalFormatters"

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

@@ -1,19 +0,0 @@
-import { UserApr } from "../types"
-import { safeDivide } from "./formatting"
-
-export * from "./createGeneralUserState"
-export * from "./formatting"
-export * from "./createMultiAccountStyleUserState"
-
-export function divideAccrualsToAprs(aprs: { [assets: string]: UserApr }, nav: number, deposits: number, debt: number) {
-    if (nav === 0) return {}
-    let d: any = {}
-    Object.entries(aprs).map(([k, data]) => {
-      d[k] = {
-        apr: safeDivide(data.borrowApr + data.depositApr, nav),
-        borrowApr: safeDivide(data.borrowApr, debt),
-        depositApr: safeDivide(data.depositApr, deposits),
-      }
-    })
-    return d
-  }