@1delta/margin-fetcher 0.0.46 → 0.0.47

package/src/lending/user-data/morpho/userCallParse.ts

@@ -1,251 +0,0 @@
-import { Lender } from '@1delta/lender-registry'
-import { toGenericPriceKey, toOracleKey } from '../../../assets'
-import { MorphoUserReserveResponse } from '../../../types/lenderTypes'
-import { createBaseTypeUserState } from '../utils'
-import { parseRawAmount } from '../../../utils/parsing'
-import { BalanceInfo, decodePackedDataset } from './decoder'
-import { MorphoMarket } from '../../../types/lender/morpho-types'
-
-const CHUNK_SIZE = 100
-
-const balanceData = {
-  '0': {
-    borrowDiscountedCollateral: 0,
-    collateral: 0,
-    deposits: 0,
-    debt: 0,
-    adjustedDebt: 0,
-    nav: 0,
-    deposits24h: 0,
-    debt24h: 0,
-    nav24h: 0,
-  },
-}
-
-// aggregated apr data
-const aprData = {
-  '0': {
-    apr: 0,
-    borrowApr: 0,
-    depositApr: 0,
-    rewards: 0,
-    rewardApr: 0,
-    rewardDepositApr: 0,
-    rewardBorrowApr: 0,
-    stakingApr: 0,
-    stakingDepositApr: 0,
-    stakingBorrowApr: 0,
-  },
-}
-const userDataEmpty = (account: string, chainId: string) => {
-  return {
-    account,
-    chainId,
-    balanceData,
-    aprData,
-    userConfigs: {
-      '0': { selectedMode: 0, id: account },
-    },
-  }
-}
-
-export const getMorphoUserDataConverterWithlens = (
-  lender: Lender,
-  chainId: string,
-  account: string,
-  markets: string[],
-  prices: { [asset: string]: number },
-  pricesHist: { [asset: string]: number },
-  lenderData: any,
-): [
-  (data: any[]) => { [market: string]: MorphoUserReserveResponse } | undefined,
-  number,
-] => {
-  const expectedNumberOfCalls = Math.ceil(markets.length / CHUNK_SIZE)
-  return [
-    (data: any[]) => {
-      // chunksizes depend on markets
-      if (data.length !== expectedNumberOfCalls) {
-        return undefined
-      }
-
-      // we map the index from the return data
-      // to the real chunk
-      // it is
-      //  (chunk number) * (chunksize = 100) + index
-      function mapMarketToChunk(indexInChunk: number, chunkIndex: number) {
-        return chunkIndex * CHUNK_SIZE + indexInChunk
-      }
-
-      let marketsHandled: string[] = []
-
-      let datas: { [market: string]: MorphoUserReserveResponse } = {}
-
-      // we loop over the return dat
-      for (let i = 0; i < data.length; i++) {
-        // get balance data array for chunk
-        const balanceDatas = decodePackedDataset(data[i])
-        // itereate of balanceDatas received in chunk
-        balanceDatas.forEach((balanceData) => {
-          // this will get the market by index
-          const markeId = markets[mapMarketToChunk(balanceData.index, i)]
-
-          marketsHandled.push(markeId)
-
-          const market = lenderData[markeId]?.params?.market
-          const { dataForMarket, addedDebt, addedDeposits } =
-            createMorphoEntryFromMarketWithLens(
-              balanceData,
-              chainId,
-              market,
-              lenderData[markeId].data,
-              prices,
-              pricesHist,
-            )
-
-          const payload = {
-            chainId,
-            account,
-            lendingPositions: { '0': dataForMarket },
-            rewards: {},
-            userEMode: 0,
-          }
-
-          const userData = createBaseTypeUserState(
-            payload,
-            lenderData[markeId].data,
-            addedDeposits,
-            addedDebt,
-          )
-
-          datas[market.lender] = {
-            ...payload,
-            ...userData,
-            id: market.id,
-          }
-        })
-      }
-
-      for (const marketId of markets) {
-        const pubData = lenderData[marketId]
-        if (marketsHandled.includes(marketId)) continue
-        const payload = {
-          chainId,
-          account,
-          lendingPositions: { '0': {} },
-          rewards: {},
-          userEMode: 0,
-        }
-
-        const userData = userDataEmpty(account, chainId)
-        // @ts-ignore
-        datas[marketId] = {
-          ...payload,
-          ...userData,
-          // @ts-ignore
-          id: pubData?.params?.market.id,
-        }
-      }
-      return datas
-    },
-    expectedNumberOfCalls,
-  ]
-}
-
-function createMorphoEntryFromMarketWithLens(
-  balanceInfo: BalanceInfo,
-  chainId: string,
-  market: MorphoMarket,
-  lenderData: any,
-  prices: any,
-  pricesHist: any,
-) {
-  const loanAddress = market.loanAddress.toLowerCase()
-  const loanMeta = lenderData[loanAddress].asset
-
-  const loanKey =
-    toOracleKey(loanMeta?.assetGroup) ?? toGenericPriceKey(loanAddress, chainId)
-  // prices
-  const priceLoan = prices[loanKey] ?? 1
-  const priceHistLoan = pricesHist?.[loanKey] ?? priceLoan
-  // balances
-  const deposits = balanceInfo.supplyAssets
-  const borrow = balanceInfo.borrowAssets
-  const collateral = balanceInfo.collateral
-  // return early if there are zeros
-  if (deposits === 0n && borrow === 0n && collateral === 0n)
-    return {
-      dataForMarket: {},
-      addedDeposits: 0,
-      addedDebt: 0,
-    }
-
-  const collateralAddress = market.collateralAddress.toLowerCase()
-
-  const collateralAssetMeta = lenderData[collateralAddress].asset
-
-  // loan asset deposits
-  const loanDepositNumber = parseRawAmount(
-    deposits.toString(),
-    market.loanDecimals ?? loanMeta?.decimals ?? 18,
-  )
-
-  // collateral amount
-  const decimals =
-    market.collateralDecimals ?? collateralAssetMeta?.decimals ?? 18
-  const collateralDec = parseRawAmount(collateral.toString(), decimals)
-
-  // borrow asset balance
-  const borrowDec = parseRawAmount(
-    borrow.toString(),
-    market.loanDecimals ?? loanMeta?.decimals ?? 18,
-  )
-
-  const dataForLoanAsset = {
-    poolId: loanAddress,
-    underlying: loanAddress,
-    deposits: loanDepositNumber,
-    depositsRaw: deposits.toString(),
-    debtStable: '0',
-    debt: borrowDec,
-    depositsUSD: Number(loanDepositNumber) * priceLoan,
-    debtStableUSD: 0,
-    debtUSD: Number(borrowDec) * priceLoan,
-    stableBorrowRate: '0',
-    collateralActive: false,
-    claimableRewards: 0,
-  }
-
-  const key =
-    toOracleKey(collateralAssetMeta?.assetGroup) ??
-    toGenericPriceKey(collateralAddress, chainId)
-  // prices
-  const price = prices[key] ?? 1
-  const priceHist = pricesHist?.[key] ?? price
-
-  const dataForCollateralAsset = {
-    poolId: collateralAddress,
-    underlying: collateralAddress,
-    deposits: collateralDec,
-    depositsRaw: balanceInfo.collateral.toString(),
-    debtStable: '0',
-    debt: '0',
-    depositsUSD: Number(collateralDec) * price,
-    debtStableUSD: 0,
-    debtUSD: 0,
-    stableBorrowRate: '0',
-    collateralActive: true,
-    claimableRewards: 0,
-  }
-
-  return {
-    dataForMarket: {
-      [loanAddress]: dataForLoanAsset,
-      [collateralAddress]: dataForCollateralAsset,
-    },
-    addedDeposits:
-      Number(loanDepositNumber) * priceHistLoan +
-      Number(collateralDec) * priceHist,
-    addedDebt: Number(borrowDec) * priceHistLoan,
-  }
-}

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

@@ -1,142 +0,0 @@
-import { divideAccrualsToAprs } from '.'
-import {
-  AaveV2Public,
-  AaveV2UserReserveResponse,
-  AaveV3Public,
-  AaveV3UserReserveResponse,
-  CompoundV3Public,
-  CompoundV3UserReserveResponse,
-} from '../../../types/lenderTypes'
-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/lenderTypes"
-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/lenderTypes'
-
-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/lenderTypes"
-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
-  }