@1delta/margin-fetcher 0.0.8 → 0.0.10

package/src/prices/main-prices/fetchOracleData.ts

@@ -6,29 +6,28 @@ import { RWADynamicOracleAbi } from '../../abis/oracle/RWADynamicOracle'
 
 import { api3OracleAddresses } from './addresses/api3'
 import { AAVE_V2_LENDERS, ASSET_META, Chain } from '@1delta/asset-registry'
-import { formatEther, formatUnits, zeroAddress } from 'viem'
+import { formatEther } from 'viem'
 import { getAaveAssets } from '../../assets'
-import { chainlinkOracles, getChainLinkKeys, ChainlinkAggregatorIndexes } from './addresses/chainlink'
+import {
+  chainlinkOracles,
+  getChainLinkKeys,
+  ChainlinkAggregatorIndexes,
+} from './addresses/chainlink'
 import { fetchDefillamaData } from '../defillama'
 import { multicallViemAbiArray } from '../../utils/multicall'
 import { AAVE_STYLE_ORACLES } from './addresses/aaveOracles'
 import { AAVES_PER_CHAIN } from '../../utils'
 import { GetEvmClientFunction } from '../../types'
-
-export const formatAavePrice = (price: string, chainId: string, isV2 = false): number => {
-  return Number(formatEther(BigInt(price ?? '0') * (
-    // 10^(18 - decimals)
-    10n ** (isV2 ? 0n : 10n)
-  )))
-}
-
-export const parseRawAmount = (answer?: string, decimals = 18): number => {
-  if (!answer || answer === "0x") return 0
-  try {
-    return Number(formatUnits(BigInt(answer ?? '0'), decimals ?? 18))
-  } catch (e) {
-    return 0
-  }
+import { parseRawAmount } from '../../utils/parsing'
+
+export const formatAavePrice = (price: string, isV2 = false): number => {
+  return Number(
+    formatEther(
+      BigInt(price ?? '0') *
+        // 10^(18 - decimals)
+        10n ** (isV2 ? 0n : 10n),
+    ),
+  )
 }
 
 const LENDLE_PAIR_MANTLE = '0x4c57BE599d0e0414785943569E9B6A66dA79Aa6b'
@@ -40,24 +39,31 @@ interface OracleData {
   [key: string]: number
 }
 
-type QueryAave = { oracle: string, assets: string[], fork: string }
+type QueryAave = { oracle: string; assets: string[]; fork: string }
 
 /**
  * Fetches Aave and uniswap V2 oracle data
  */
-export const fetchMainPrices = async (chainIds: string[], getEvmClient: GetEvmClientFunction): Promise<OracleData> => {
-
-  let promises = chainIds.map(chainId => {
-
+export const fetchMainPrices = async (
+  chainIds: string[],
+  getEvmClient: GetEvmClientFunction,
+): Promise<OracleData> => {
+  let promises = chainIds.map((chainId) => {
     const aaveForks = AAVES_PER_CHAIN[chainId]
-    let reservesToQuery: { fork: string, assets: string[] }[] = aaveForks.map(a => ({ fork: a, assets: getAaveAssets(chainId, a) }))
+    let reservesToQuery: { fork: string; assets: string[] }[] = aaveForks.map(
+      (a) => ({ fork: a, assets: getAaveAssets(chainId, a) }),
+    )
     let handled: string[] = []
     let queries: QueryAave[] = []
-    reservesToQuery.forEach(e => {
-      const newOnes = e.assets.filter(a => !handled.includes(a))
+    reservesToQuery.forEach((e) => {
+      const newOnes = e.assets.filter((a) => !handled.includes(a))
       if (newOnes.length > 0) {
-        // @ts-ignore
-        queries.push({ assets: newOnes, oracle: AAVE_STYLE_ORACLES[e.fork][chainId], fork: e.fork })
+        queries.push({
+          assets: newOnes,
+          // @ts-ignore
+          oracle: AAVE_STYLE_ORACLES[e.fork][chainId],
+          fork: e.fork,
+        })
         handled = [...handled, ...newOnes]
       }
     })
@@ -73,52 +79,80 @@ export const fetchMainPrices = async (chainIds: string[], getEvmClient: GetEvmCl
 
     return multicallViemAbiArray(
       chainId,
-      [...ChainLinkAggregatorAbi, ...UniswapV2PairAbi, ...AaveOracleAbi, ...Api3OracleAbi, ...RWADynamicOracleAbi],
-      [...callsChainLink, ...callAave, ...uniswapV2Calls, ...api3Calls, ...rwaCalls], getEvmClient
-    ).then(multicallResult => {
-
-      const chainLinkResults = multicallResult.slice(
-        0,
-        callsChainLink.length
-      )
+      [
+        ...ChainLinkAggregatorAbi,
+        ...UniswapV2PairAbi,
+        ...AaveOracleAbi,
+        ...Api3OracleAbi,
+        ...RWADynamicOracleAbi,
+      ],
+      [
+        ...callsChainLink,
+        ...callAave,
+        ...uniswapV2Calls,
+        ...api3Calls,
+        ...rwaCalls,
+      ],
+      getEvmClient,
+    ).then((multicallResult) => {
+      const chainLinkResults = multicallResult.slice(0, callsChainLink.length)
 
       const aaveResult = multicallResult.slice(
         callsChainLink.length,
-        callsChainLink.length + callAave.length
+        callsChainLink.length + callAave.length,
       )
 
-      const chainLinkData = parseChainLinkResults(chainId, chainLinkResults, chainLinkNames)
+      const chainLinkData = parseChainLinkResults(
+        chainId,
+        chainLinkResults,
+        chainLinkNames,
+      )
       // @ts-ignore
       const aaveData = parseAaveResults(chainId, aaveResult, queries)
 
       const uniswapResult = multicallResult.slice(
         callsChainLink.length + callAave.length,
-        callsChainLink.length + callAave.length + uniswapV2Calls.length
+        callsChainLink.length + callAave.length + uniswapV2Calls.length,
       )
 
       const api3Result = multicallResult.slice(
         callsChainLink.length + callAave.length + uniswapV2Calls.length,
-        callsChainLink.length + callAave.length + uniswapV2Calls.length + api3Calls.length
+        callsChainLink.length +
+          callAave.length +
+          uniswapV2Calls.length +
+          api3Calls.length,
       )
 
-
       const uniswapData = parseUniswapV2results(uniswapResult, chainId)
 
       const api3Data = parseApi3Results(chainId, api3Result, api3Names)
 
       const rwaResult = multicallResult.slice(
-        callsChainLink.length + callAave.length + uniswapV2Calls.length + api3Calls.length,
-        callsChainLink.length + callAave.length + uniswapV2Calls.length + api3Calls.length + rwaCalls.length
+        callsChainLink.length +
+          callAave.length +
+          uniswapV2Calls.length +
+          api3Calls.length,
+        callsChainLink.length +
+          callAave.length +
+          uniswapV2Calls.length +
+          api3Calls.length +
+          rwaCalls.length,
       )
 
       const rwaData = parseRWADynamicOracleResults(chainId, rwaResult, rwaNames)
-      return { ...uniswapData, ...aaveData, ...chainLinkData, ...api3Data, ...rwaData, }
+      return {
+        ...uniswapData,
+        ...aaveData,
+        ...chainLinkData,
+        ...api3Data,
+        ...rwaData,
+      }
     })
   })
   promises.push(fetchDefillamaData())
   const result = await Promise.all(promises)
   let data: any = {}
-  result.forEach(r => {
+  result.forEach((r) => {
     data = { ...data, ...r }
   })
 
@@ -137,17 +171,17 @@ const getUniswapV2Calls = (chainId: string) => {
         {
           address: WMNT_USDT_PAIR,
           name: 'getReserves',
-          params: []
+          params: [],
         },
         {
           address: LENDLE_PAIR_MANTLE,
           name: 'getReserves',
-          params: []
+          params: [],
         },
         {
           address: AU_PAIR_MANTLE,
           name: 'getReserves',
-          params: []
+          params: [],
         },
       ]
     default:
@@ -158,38 +192,43 @@ const getUniswapV2Calls = (chainId: string) => {
 /**
  * Create calldata for aave oracles
  * @param chainId network
- * @param addressesAaveUnderlyings address array 
+ * @param addressesAaveUnderlyings address array
  * @returns call data
  */
 const getAaveCalls = (query: QueryAave[]) => {
   if (query.length === 0) return []
-  return query.map(({ oracle, assets }) => ({
-    address: oracle,
-    name: 'getAssetsPrices',
-    params: [assets],
-
-  })).flat()
+  return query
+    .map(({ oracle, assets }) => ({
+      address: oracle,
+      name: 'getAssetsPrices',
+      params: [assets],
+    }))
+    .flat()
 }
 
 /**
  * Create calldata for chainLink oracles
  * @param chainId network
- * @param addressesAaveUnderlyings address array 
+ * @param addressesAaveUnderlyings address array
  * @returns call data
  */
-const getChainLinkCalls = (chainId: string): [
+const getChainLinkCalls = (
+  chainId: string,
+): [
   {
-    address: string,
+    address: string
     name: string
-    params: any[],
+    params: any[]
   }[],
-  string[]
+  string[],
 ] => {
   switch (chainId) {
     case Chain.MANTLE:
       return [[], []]
     default: {
-      const keys = getChainLinkKeys(chainId).filter(k => k.split('-')[1] === 'USD')
+      const keys = getChainLinkKeys(chainId).filter(
+        (k) => k.split('-')[1] === 'USD',
+      )
       // @ts-ignore
       const addresses = keys.map((k) => chainlinkOracles[k][chainId])
       return [
@@ -200,13 +239,12 @@ const getChainLinkCalls = (chainId: string): [
             params: [],
           }
         }),
-        keys.map(k => k.split('-')[0])
+        keys.map((k) => k.split('-')[0]),
       ]
     }
   }
 }
 
-
 /**
  * Processes data creeated from fetch through 'getUniswapV2Calls
  * @param data the result data array slice from the multicall
@@ -220,18 +258,26 @@ const parseUniswapV2results = (data: any[], chainId: string) => {
       if (data.length > 0) {
         const reserves = data[1]
         // lendle and wmnt are respective token0s
-        const lendleReserve = parseRawAmount(reserves[0].toString(), 18)
-        const wmntReserve = parseRawAmount(reserves[1].toString(), 18)
+        const lendleReserve = Number(parseRawAmount(reserves[0].toString(), 18))
+        const wmntReserve = Number(parseRawAmount(reserves[1].toString(), 18))
 
         const auReserves = data[2]
-        const auReserve = parseRawAmount(auReserves[1].toString(), 18)
-        const wmntReserve_au = parseRawAmount(auReserves[0].toString(), 18)
+        const auReserve = Number(parseRawAmount(auReserves[1].toString(), 18))
+        const wmntReserve_au = Number(
+          parseRawAmount(auReserves[0].toString(), 18),
+        )
 
         const reservesWmntUsdt = data[0]
-        const usdtReserve = parseRawAmount(reservesWmntUsdt[0].toString(), 6)
-        const wmnt2Reserve = parseRawAmount(reservesWmntUsdt[1].toString(), 18)
-        const lendPrice = wmntReserve / lendleReserve / wmnt2Reserve * usdtReserve
-        const auPrice = wmntReserve_au / auReserve / wmnt2Reserve * usdtReserve
+        const usdtReserve = Number(
+          parseRawAmount(reservesWmntUsdt[0].toString(), 6),
+        )
+        const wmnt2Reserve = Number(
+          parseRawAmount(reservesWmntUsdt[1].toString(), 18),
+        )
+        const lendPrice =
+          (wmntReserve / lendleReserve / wmnt2Reserve) * usdtReserve
+        const auPrice =
+          (wmntReserve_au / auReserve / wmnt2Reserve) * usdtReserve
         uniswapData['LEND'] = lendPrice
         uniswapData['AU'] = auPrice
       }
@@ -242,6 +288,15 @@ const parseUniswapV2results = (data: any[], chainId: string) => {
   }
 }
 
+function lowDecimalOracle(chainId: string, fork: string) {
+  // some chains only have high decimal oracles
+  if (chainId === Chain.AVALANCHE_C_CHAIN || chainId === Chain.MODE) {
+    return false
+  }
+  // otherwise, it depends on whether it is aave V3
+  return AAVE_V2_LENDERS.includes(fork as any)
+}
+
 /**
  * Parser for aave results in ulticall slice
  * @param chainId network
@@ -249,24 +304,30 @@ const parseUniswapV2results = (data: any[], chainId: string) => {
  * @param assetName asset names (aligned with the originall addresses called)
  * @returns price mapping asset->number
  */
-const parseAaveResults = (chainId: string, data: any[], queries: QueryAave[]) => {
-
+const parseAaveResults = (
+  chainId: string,
+  data: any[],
+  queries: QueryAave[],
+) => {
   let prices: any = {}
 
   data.forEach((d, i) => {
     const details = queries[i]
     details.assets.forEach((a, j) => {
-      const oracleId = ASSET_META[chainId][a]?.assetGroup ?? ASSET_META[chainId]?.[a]?.symbol ?? chainId + "-" + a
-      prices[oracleId] = formatAavePrice(d[j].toString(), chainId, AAVE_V2_LENDERS.includes(details.fork as any))
+      const oracleId =
+        ASSET_META[chainId][a]?.assetGroup ??
+        ASSET_META[chainId]?.[a]?.symbol ??
+        chainId + '-' + a
+      prices[oracleId] = formatAavePrice(
+        d[j].toString(),
+        lowDecimalOracle(chainId, details.fork as any),
+      )
     })
   })
 
   return prices
-
-
 }
 
-
 /**
  * Parser for aave results in ulticall slice
  * @param chainId network
@@ -274,38 +335,48 @@ const parseAaveResults = (chainId: string, data: any[], queries: QueryAave[]) =>
  * @param assetName asset names (aligned with the originall addresses called)
  * @returns price mapping asset->number
  */
-const parseChainLinkResults = (chainId: string, data: any[], assetName: string[]) => {
+const parseChainLinkResults = (
+  chainId: string,
+  data: any[],
+  assetName: string[],
+) => {
   switch (chainId) {
     default: {
       return Object.assign(
         {},
         ...data.map((entry, index) => {
           return {
-            [assetName[index]]: parseRawAmount(entry?.[ChainlinkAggregatorIndexes.answer]?.toString() ?? '0', 8)
+            [assetName[index]]: Number(
+              parseRawAmount(
+                entry?.[ChainlinkAggregatorIndexes.answer]?.toString() ?? '0',
+                8,
+              ),
+            ),
           }
-        })
+        }),
       )
     }
   }
 }
 
-
 /**
  * Create calldata for api3 oracles
  * @param chainId network
  * @returns call data
  */
-const getApi3Calls = (chainId: string): [
+const getApi3Calls = (
+  chainId: string,
+): [
   {
-    address: string,
+    address: string
     name: string
-    params: any[],
+    params: any[]
   }[],
-  string[]
+  string[],
 ] => {
   switch (chainId) {
     case Chain.MANTLE: {
-      const keys = ["WETH", "METH", "FBTC", "CMETH"]
+      const keys = ['WETH', 'METH', 'FBTC', 'CMETH']
       const addresses = keys.map((k) => api3OracleAddresses[chainId][k])
       return [
         addresses.map((tk) => {
@@ -315,7 +386,7 @@ const getApi3Calls = (chainId: string): [
             params: [],
           }
         }),
-        keys
+        keys,
       ]
     }
     default:
@@ -330,20 +401,26 @@ const getApi3Calls = (chainId: string): [
  * @param assetName asset names (aligned with the originall addresses called)
  * @returns price mapping asset->number
  */
-const parseApi3Results = (chainId: string, data: any[], assetName: string[]) => {
+const parseApi3Results = (
+  chainId: string,
+  data: any[],
+  assetName: string[],
+) => {
   switch (chainId) {
     case Chain.MANTLE: {
       let prices = Object.assign(
         {},
         ...data.map((entry, index) => {
           return {
-            [assetName[index]]: parseRawAmount(entry?.[0]?.toString() ?? '0', 18)
+            [assetName[index]]: Number(
+              parseRawAmount(entry?.[0]?.toString() ?? '0', 18),
+            ),
           }
-        })
+        }),
       )
-      // METH is given in mETH/WETH 
-      prices["METH"] = prices["METH"] * prices["WETH"]
-      prices["CMETH"] = prices["CMETH"] * prices["METH"]
+      // METH is given in mETH/WETH
+      prices['METH'] = prices['METH'] * prices['WETH']
+      prices['CMETH'] = prices['CMETH'] * prices['METH']
       return prices
     }
     default: {
@@ -357,22 +434,29 @@ const parseApi3Results = (chainId: string, data: any[], assetName: string[]) =>
  * @param chainId network
  * @returns call data
  */
-const getRWADynamicOracleCalls = (chainId: string): [
+const getRWADynamicOracleCalls = (
+  chainId: string,
+): [
   {
-    address: string,
+    address: string
     name: string
-    params: any[],
+    params: any[]
   }[],
-  string[]
+  string[],
 ] => {
   switch (chainId) {
     case Chain.MANTLE: {
-      const keys = ["USDY_MUSD"]
-      return [[{
-        address: RWA_DYNAMIC_ORACLE,
-        name: 'getPrice',
-        params: [],
-      }], keys]
+      const keys = ['USDY_MUSD']
+      return [
+        [
+          {
+            address: RWA_DYNAMIC_ORACLE,
+            name: 'getPrice',
+            params: [],
+          },
+        ],
+        keys,
+      ]
     }
     default:
       return [[], []]
@@ -386,16 +470,22 @@ const getRWADynamicOracleCalls = (chainId: string): [
  * @param assetName asset names (aligned with the originall addresses called)
  * @returns price mapping asset->number
  */
-const parseRWADynamicOracleResults = (chainId: string, data: any[], assetName: string[]) => {
+const parseRWADynamicOracleResults = (
+  chainId: string,
+  data: any[],
+  assetName: string[],
+) => {
   switch (chainId) {
     case Chain.MANTLE: {
       let prices = Object.assign(
         {},
         ...data.map((entry, index) => {
           return {
-            [assetName[index]]: parseRawAmount(entry?.toString() ?? '0', 18)
+            [assetName[index]]: Number(
+              parseRawAmount(entry?.toString() ?? '0', 18),
+            ),
           }
-        })
+        }),
       )
       return prices
     }
@@ -403,4 +493,4 @@ const parseRWADynamicOracleResults = (chainId: string, data: any[], assetName: s
       return {}
     }
   }
-}
+}