@1delta/margin-fetcher 0.0.18 → 0.0.19

package/src/yields/index.ts

@@ -1,207 +1,233 @@
-import { apyToAprPercent, apyToApr } from "../utils/parsing"
+import { apyToAprPercent, apyToApr } from '../utils/parsing'
+
+const hyUSD = 'High Yield USD Base::HYUSD'
+const bsdETH = 'Based ETH::BSDETH'
 
 const FeedData = {
-    WSTETH: 'https://eth-api.lido.fi/v1/protocol/steth/apr/sma',
-    STMATIC: 'https://polygon.lido.fi/api/stats',
-    CBETH: 'https://api.exchange.coinbase.com/wrapped-assets/cbeth',
-    MATICX: 'https://universe.staderlabs.com/polygon/apy',
-    METH: 'https://meth.mantle.xyz/api/stats/apy',
-    SUSDE: 'https://yields.llama.fi/poolsEnriched?pool=66985a81-9c51-46ca-9977-42b4fe7bc6df',
-    EZETH: 'https://app.renzoprotocol.com/api/stats?chainId=1',
-    RETH: 'https://api.rocketpool.net/api/mainnet/payload',
-    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"
+  WSTETH: 'https://eth-api.lido.fi/v1/protocol/steth/apr/sma',
+  STMATIC: 'https://polygon.lido.fi/api/stats',
+  CBETH: 'https://api.exchange.coinbase.com/wrapped-assets/cbeth',
+  MATICX: 'https://universe.staderlabs.com/polygon/apy',
+  METH: 'https://meth.mantle.xyz/api/stats/apy',
+  SUSDE:
+    'https://yields.llama.fi/poolsEnriched?pool=66985a81-9c51-46ca-9977-42b4fe7bc6df',
+  EZETH: 'https://app.renzoprotocol.com/api/stats?chainId=1',
+  RETH: 'https://api.rocketpool.net/api/mainnet/payload',
+  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',
+  RTOKENS: 'https://yields.reserve.org/pools',
 }
 
 const LenderAPIs = {
-    MERIDIAN: 'https://omnidex.bmaa3ajd1gjri.eu-west-2.cs.amazonlightsail.com/lending_yields'
+  MERIDIAN:
+    'https://omnidex.bmaa3ajd1gjri.eu-west-2.cs.amazonlightsail.com/lending_yields',
 }
 
 enum MeridainNetwork {
-    TAIKO = 'taiko'
+  TAIKO = 'taiko',
 }
 
 function formatMeridianKey(k: string) {
-    const _k = k.toUpperCase()
-    if (_k === "USDT") return 'USDT.E'
-    if (_k === "USDCE") return 'USDC.E'
-    return _k
+  const _k = k.toUpperCase()
+  if (_k === 'USDT') return 'USDT.E'
+  if (_k === 'USDCE') return 'USDC.E'
+  return _k
 }
 
 // Converters from apy to apr and reversed
 
 interface LenderAssetReward {
-    deposit: number
-    borrow: number
-    additionalDepositData: any
-    additionalBorrowData: any
+  deposit: number
+  borrow: number
+  additionalDepositData: any
+  additionalBorrowData: any
 }
 
 export interface YieldDataWithTimestamp {
-    intrinsicYields: { [asset: string]: number | undefined }
-    lenderRewards: { [chainId: number]: { [lender: string]: { [asset: string]: LenderAssetReward } } }
+  intrinsicYields: { [asset: string]: number | undefined }
+  lenderRewards: {
+    [chainId: number]: {
+      [lender: string]: { [asset: string]: LenderAssetReward }
+    }
+  }
+}
+
+const safeFetch = async <T>(
+  label: string,
+  fn: () => Promise<T>,
+): Promise<T | undefined> => {
+  try {
+    return await fn()
+  } catch (e) {
+    console.error(`Error fetching ${label}:`, e)
+    return undefined
+  }
 }
 
-const safeFetch = async <T>(label: string, fn: () => Promise<T>): Promise<T | undefined> => {
+export const fetchGeneralYields = async () => {
+  const wstethPromise = safeFetch('WSTETH', async () => {
+    const res = await fetch(FeedData.WSTETH).then((r) => r.json())
+    return Number(res.data.aprs.at(-1).apr) * 0.9
+  })
+
+  const ezethPromise = safeFetch('EZETH', async () => {
+    const res = await fetch(FeedData.EZETH).then((r) => r.json())
+    return Number(res.data.apr.data.rate)
+  })
+
+  const rethPromise = safeFetch('RETH', async () => {
+    const res = await fetch(FeedData.RETH).then((r) => r.json())
+    return Number(res.rethAPR)
+  })
+
+  const weethPromise = safeFetch('WEETH', async () => {
+    const wstethRes = await fetch(FeedData.WSTETH).then((r) => r.json())
+    const wstethApr = Number(wstethRes.data.aprs.at(-1).apr) * 0.9
+    let aYield = 0
     try {
-        return await fn()
+      const weethRes = await fetch(FeedData.WEETH).then((r) => r.json())
+      aYield = Number(weethRes.lrt2Apr)
     } catch (e) {
-        console.error(`Error fetching ${label}:`, e)
-        return undefined
+      aYield = 0.5
     }
-}
-
+    return aYield + wstethApr
+  })
+
+  const stmaticPromise = safeFetch('STMATIC', async () => {
+    const res = await fetch(FeedData.STMATIC).then((r) => r.json())
+    return Number(res.apr) * 0.9
+  })
+
+  const savaxPromise = safeFetch('SAVAX', async () => {
+    const res = await fetch(FeedData.SAVAX).then((r) => r.json())
+    return Number(res.apr) * 100
+  })
+
+  const methPromise = safeFetch('METH', async () => {
+    const res = await fetch(FeedData.METH).then((r) => r.json())
+    return apyToApr(Number(res.data[0]?.OneDayAPY)) * 100
+  })
+
+  const maticxPromise = safeFetch('MATICX', async () => {
+    const res = await fetch(FeedData.MATICX).then((r) => r.json())
+    return Number(res.value) * 0.9
+  })
+
+  const susdePromise = safeFetch('SUSDE', async () => {
+    try {
+      const res = await fetch(FeedData.SUSDE).then((r) => r.json())
+      return apyToAprPercent(res?.data[0]?.apy ?? 0)
+    } catch (e) {
+      return 0
+    }
+  })
+
+  const rsethPromise = safeFetch('RSETH', async () => {
+    const res = await fetch(FeedData.RSETH).then((r) => r.json())
+    return apyToAprPercent(res.totalAPY)
+  })
+
+  const trumaticPromise = safeFetch('TRUMATIC', async () => {
+    const res = await fetch(FeedData.TRUMATIC).then((r) => r.json())
+    return apyToAprPercent(res.apy)
+  })
+
+  const rtokensPromise = safeFetch('RTOKENS', async () => {
+    const res = await fetch(FeedData.RTOKENS).then((r) => r.json())
+    const data = res.rtokens['8453']
+    return {
+      [bsdETH]: apyToAprPercent(data.bsdETH / 100) * 100,
+      [hyUSD]: apyToAprPercent(data.hyUSD / 100) * 100,
+    }
+  })
 
-export const fetchGeneralYields = async () => {
-    const wstethPromise = safeFetch('WSTETH', async () => {
-        const res = await fetch(FeedData.WSTETH).then(r => r.json())
-        return Number(res.data.aprs.at(-1).apr) * 0.9
-    })
-
-    const ezethPromise = safeFetch('EZETH', async () => {
-        const res = await fetch(FeedData.EZETH).then(r => r.json())
-        return Number(res.data.apr.data.rate)
-    })
-
-    const rethPromise = safeFetch('RETH', async () => {
-        const res = await fetch(FeedData.RETH).then(r => r.json())
-        return Number(res.rethAPR)
-    })
-
-    const weethPromise = safeFetch('WEETH', async () => {
-        const wstethRes = await fetch(FeedData.WSTETH).then(r => r.json())
-        const wstethApr = Number(wstethRes.data.aprs.at(-1).apr) * 0.9
-        let aYield = 0
-        try {
-            const weethRes = await fetch(FeedData.WEETH).then(r => r.json())
-            aYield = Number(weethRes.lrt2Apr)
-        } catch (e) {
-            aYield = 0.5
-        }
-        return aYield + wstethApr
-    })
-
-    const stmaticPromise = safeFetch('STMATIC', async () => {
-        const res = await fetch(FeedData.STMATIC).then(r => r.json())
-        return Number(res.apr) * 0.9
-    })
-
-    const savaxPromise = safeFetch('SAVAX', async () => {
-        const res = await fetch(FeedData.SAVAX).then(r => r.json())
-        return Number(res.apr) * 100
-    })
-
-    const methPromise = safeFetch('METH', async () => {
-        const res = await fetch(FeedData.METH).then(r => r.json())
-        return apyToApr(Number(res.data[0]?.OneDayAPY)) * 100
-    })
-
-    const maticxPromise = safeFetch('MATICX', async () => {
-        const res = await fetch(FeedData.MATICX).then(r => r.json())
-        return Number(res.value) * 0.9
-    })
-
-    const susdePromise = safeFetch('SUSDE', async () => {
-        try {
-            const res = await fetch(FeedData.SUSDE).then(r => r.json())
-            return apyToAprPercent(res?.data[0]?.apy ?? 0)
-        } catch (e) {
-            return 0
-        }
-    })
-
-    const rsethPromise = safeFetch('RSETH', async () => {
-        const res = await fetch(FeedData.RSETH).then(r => r.json())
-        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 () => {
-        try {
-            const res = await fetch(FeedData.CBETH, {
-                headers: {
-                    "User-Agent": "1delta/yields",
-                    "Content-Type": "application/json"
-                }
-            }).then(r => r.json())
-            return apyToAprPercent(res.apy) * 100
-        } catch (e) {
-            console.log("CBETH failed", e)
-            return 0
-        }
-    })
-
-    const meridianPromise = safeFetch('MERIDIAN', async () => {
-        const res = await fetch(LenderAPIs.MERIDIAN).then(r => r.json())
-        const taikoData = res[MeridainNetwork.TAIKO]
-        return Object.assign({}, ...Object.keys(taikoData).map(key => ({
-            [formatMeridianKey(key)]: {
-                deposit: taikoData[key].apy_reward,
-                borrow: taikoData[key].apy_reward_borrow
-            }
-        })))
-    })
-
-    const [
-        wstethData,
-        ezethData,
-        rethData,
-        weethData,
-        stmaticData,
-        methData,
-        maticXdata,
-        susdeData,
-        meridianData,
-        savaxData,
-        cbethData,
-        rsethData,
-        trumaticData
-    ] = await Promise.all([
-        wstethPromise,
-        ezethPromise,
-        rethPromise,
-        weethPromise,
-        stmaticPromise,
-        methPromise,
-        maticxPromise,
-        susdePromise,
-        meridianPromise,
-        savaxPromise,
-        cbethPromise,
-        rsethPromise,
-        trumaticPromise,
-    ])
-
-    const data: YieldDataWithTimestamp = {
-        intrinsicYields: {
-            MATICX: maticXdata,
-            METH: methData,
-            CMETH: methData,
-            WSTETH: wstethData,
-            EZETH: ezethData,
-            RETH: rethData,
-            WEETH: weethData,
-            STMATIC: stmaticData,
-            USDY: 4.35,
-            USDE: 0,
-            SUSDE: susdeData,
-            SAVAX: savaxData,
-            CBETH: cbethData,
-            RSETH: rsethData,
-            TRUMATIC: trumaticData,
+  const cbethPromise = safeFetch('CBETH', async () => {
+    try {
+      const res = await fetch(FeedData.CBETH, {
+        headers: {
+          'User-Agent': '1delta/yields',
+          'Content-Type': 'application/json',
         },
-        lenderRewards: {
-            "167000": {
-                MERIDIAN: meridianData
-            }
-        }
+      }).then((r) => r.json())
+      return apyToAprPercent(res.apy) * 100
+    } catch (e) {
+      console.log('CBETH failed', e)
+      return 0
     }
-    return data
+  })
+
+  const meridianPromise = safeFetch('MERIDIAN', async () => {
+    const res = await fetch(LenderAPIs.MERIDIAN).then((r) => r.json())
+    const taikoData = res[MeridainNetwork.TAIKO]
+    return Object.assign(
+      {},
+      ...Object.keys(taikoData).map((key) => ({
+        [formatMeridianKey(key)]: {
+          deposit: taikoData[key].apy_reward,
+          borrow: taikoData[key].apy_reward_borrow,
+        },
+      })),
+    )
+  })
+
+  const [
+    wstethData,
+    ezethData,
+    rethData,
+    weethData,
+    stmaticData,
+    methData,
+    maticXdata,
+    susdeData,
+    meridianData,
+    savaxData,
+    cbethData,
+    rsethData,
+    trumaticData,
+    rtokensData,
+  ] = await Promise.all([
+    wstethPromise,
+    ezethPromise,
+    rethPromise,
+    weethPromise,
+    stmaticPromise,
+    methPromise,
+    maticxPromise,
+    susdePromise,
+    meridianPromise,
+    savaxPromise,
+    cbethPromise,
+    rsethPromise,
+    trumaticPromise,
+    rtokensPromise,
+  ])
+
+  const data: YieldDataWithTimestamp = {
+    intrinsicYields: {
+      MATICX: maticXdata,
+      METH: methData,
+      CMETH: methData,
+      WSTETH: wstethData,
+      EZETH: ezethData,
+      RETH: rethData,
+      WEETH: weethData,
+      STMATIC: stmaticData,
+      USDY: 4.35,
+      USDE: 0,
+      SUSDE: susdeData,
+      SAVAX: savaxData,
+      CBETH: cbethData,
+      RSETH: rsethData,
+      TRUMATIC: trumaticData,
+      ...rtokensData,
+    },
+    lenderRewards: {
+      '167000': {
+        MERIDIAN: meridianData,
+      },
+    },
+  }
+  return data
 }
-

package/test/flashLiquidity.test.ts

@@ -0,0 +1,40 @@
+import { describe, it } from 'vitest'
+import { attachPricesToFlashLiquidity, fetchFlashLiquidityForChain, fetchMainPrices } from "../src"
+import { getEvmClient, multicallRetry } from "@1delta/providers"
+import { Chain } from "@1delta/asset-registry"
+
+
+
+describe('find flash liquidity', () => {
+  it('flash liquidity for chain', async () => {
+
+    const chain = Chain.HYPEREVM
+
+    const liquidity = await fetchFlashLiquidityForChain(chain, multicallRetry)
+
+    console.log("liquidity", liquidity)
+
+    const prices = await fetchMainPrices([chain], getEvmClient)
+
+    console.log("prices", prices)
+
+    const dataWithPrices = attachPricesToFlashLiquidity(chain, liquidity, prices)
+
+    console.log(dataWithPrices)
+
+  })
+}, { timeout: 10000 })
+
+
+function prettyPrint(obj: any) {
+  for (const key in obj) {
+    const value = obj[key]
+    const keyStr = `\x1b[1m\x1b[36m${key}:\x1b[0m` // bold cyan
+    if (typeof value === 'object' && value !== null) {
+      console.log(`${keyStr}`)
+      console.dir(value, { depth: null, colors: true })
+    } else {
+      console.log(`${keyStr} ${value}`)
+    }
+  }
+}