@1delta/margin-fetcher 0.0.18 → 0.0.19

package/src/flash-liquidity/fetchLiquidity.ts

@@ -1,300 +1,337 @@
-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;
+  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"
+  balanceOf = 'balanceOf',
+  getEthBalance = 'getEthBalance',
 }
 
 // Aave V3 flash loan flag enabled flag
-const FLASHLOAN_ENABLED_MASK = BigInt('0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF7FFFFFFFFFFFFFFF');
+const FLASHLOAN_ENABLED_MASK = BigInt(
+  '0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF7FFFFFFFFFFFFFFF',
+)
 function getFlashLoanEnabled(data: bigint): boolean {
-    return (data & ~FLASHLOAN_ENABLED_MASK) !== BigInt(0);
+  return (data & ~FLASHLOAN_ENABLED_MASK) !== BigInt(0)
 }
 
 export async function fetchFlashLiquidityForChain(
-    chain: string,
-    multicallRetry: MulticallRetryFunction
+  chain: string,
+  multicallRetry: MulticallRetryFunction,
 ) {
+  let callLengths: { [l: string]: number } = {}
+  let aaveAssets: { [l: string]: string[] } = {}
 
-    let callLengths: { [l: string]: number } = {}
-    let aaveAssets: { [l: string]: string[] } = {}
-
-    let aaveCalls: Call[] = []
+  let aaveCalls: Call[] = []
 
-    const aaveProtocols = AAVES_PER_CHAIN[chain] ?? []
+  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))
+  // 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 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], [])
+    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])
+    aaveAssets[aaveFork] = underlyingsAndATokens.map((a) => a[0])
 
-        callLengths[aaveFork] = tokenCalls.length * 2 + 1
+    callLengths[aaveFork] = tokenCalls.length * 2 + 1
 
+    aaveCalls = [
+      ...aaveCalls,
+      ...tokenCalls,
+      { name: 'FLASHLOAN_PREMIUM_TOTAL', address: pool },
+    ]
+  })
 
-        aaveCalls = [
-            ...aaveCalls,
-            ...tokenCalls,
-            { name: "FLASHLOAN_PREMIUM_TOTAL", address: pool },
-        ]
-    })
+  // @ts-ignore
+  const morphoBs = RELEVANT_MORPHOB_FORKS[chain] ?? []
 
-    // @ts-ignore
-    const morphoBs = RELEVANT_MORPHOB_FORKS[chain] ?? []
+  const otherAssets = RELEVANT_LENDING_ASSETS[chain] ?? []
 
-    const otherAssets = RELEVANT_LENDING_ASSETS[chain] ?? []
+  let morphoCalls: Call[] = []
 
-    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],
+              },
+        ),
+      ]
+    })
+  }
 
-    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 balancerV2s = RELEVANT_BALANCER_V2_FORKS[chain] ?? []
 
-    const calls = [
-        ...aaveCalls,
+  let balancerV2Calls: Call[] = []
+  if (balancerV2s && balancerV2s.length > 0) {
+    balancerV2s.forEach((bFork) => {
+      callLengths[bFork.pool] = otherAssets.length
+      balancerV2Calls = [
         ...balancerV2Calls,
-        ...morphoCalls,
+        ...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,
-    ]
-
-    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))
-                })
-            }
+        ...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 && FLASH_LOAN_IDS[aave] !== undefined) {
+        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)),
+          decimals,
         })
+      }
     })
-
-
-    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))
-                })
-            }
+  })
+
+  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)),
+          decimals,
         })
+      }
     })
-
-
-
-    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))
-                })
-            }
+  })
+
+  morphoBs.forEach((morpho) => {
+    const callLen = otherAssets.length
+
+    const data: any[] = rawResults.slice(currentOffset, callLen + currentOffset)
+    // update offset
+    currentOffset += callLen
+
+    otherAssets.forEach((asset, i) => {
+      const rawAmount = data[i]
+      if (rawAmount > 0n) {
+        if (!liquidity[asset]) liquidity[asset] = []
+        const decimals = getAssetMeta(chain, asset)?.decimals
+        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)),
+          decimals,
         })
+      }
     })
-
-    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))
-                })
-            }
+  })
+
+  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)),
+          decimals,
         })
+      }
     })
-
-    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))
-                })
-            }
+  })
+
+  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)),
+          decimals,
         })
+      }
     })
+  })
 
-    return liquidity;
-
-}
+  return liquidity
+}

package/src/flash-liquidity/types.ts

@@ -13,6 +13,7 @@ export interface FlashLoanLiquidityForAsset {
     fee: string
     availableRaw: string
     available: number
+    decimals: number
 }
 
 export type FlashLiquiditiesOnChain = { [asset: string]: FlashLoanLiquidityForAsset[] }