@carrot-protocol/clend-rpc 0.1.6 → 0.1.7-fe-math-dev-24c809a

package/dist/math.d.ts

@@ -1,322 +0,0 @@
-import { BN } from "@coral-xyz/anchor";
-import { InterestRateConfig, BankAccruedInterest } from "./state";
-/**
- * Convert a UI number to a token amount BN
- * @param uiAmount Amount in UI format (e.g., 1.5 USDC)
- * @param decimals Token decimals
- * @returns BN representing the token amount in smallest units (lamports)
- */
-export declare function uiToAmount(uiAmount: number, decimals: number): BN;
-/**
- * Convert a token amount BN to a UI number
- * @param tokenAmount BN representing the token amount in smallest units (lamports)
- * @param decimals Token decimals
- * @returns Number in UI format (e.g., 1.5 USDC)
- */
-export declare function amountToUi(amount: BN | number, decimals: number): number;
-/**
- * Calculate the utilization rate of a bank
- * @param totalSupply Total supply of tokens
- * @param totalBorrow Total borrowed tokens
- * @returns Utilization rate as a decimal (0-1)
- */
-export declare function calculateUtilizationRate(totalSupply: number, totalBorrow: number): number;
-/**
- * Calculate asset quantity from asset shares
- * @param assetShares Asset shares amount
- * @param assetShareValue Value of each asset share
- * @returns Asset quantity
- */
-export declare function calculateAssetQuantity(assetShares: number | BN, assetShareValue: number): number;
-/**
- * Calculate liability quantity from liability shares
- * @param liabilityShares Liability shares amount
- * @param liabilityShareValue Value of each liability share
- * @returns Liability quantity
- */
-export declare function calculateLiabilityQuantity(liabilityShares: number | BN, liabilityShareValue: number): number;
-/**
- * Calculate total asset quantity
- * @param totalAssetShares Total asset shares in the bank
- * @param assetShareValue Value of each asset share
- * @returns Total asset quantity
- *
- * Note: You can get these values from a Bank object:
- * - totalAssetShares = bank.totalAssetShares
- * - assetShareValue = bank.assetShareValue
- */
-export declare function calculateTotalAssetQuantity(totalAssetShares: number, assetShareValue: number): number;
-/**
- * Calculate total liability quantity
- * @param totalLiabilityShares Total liability shares in the bank
- * @param liabilityShareValue Value of each liability share
- * @returns Total liability quantity
- *
- * Note: You can get these values from a Bank object:
- * - totalLiabilityShares = bank.totalLiabilityShares
- * - liabilityShareValue = bank.liabilityShareValue
- */
-export declare function calculateTotalLiabilityQuantity(totalLiabilityShares: number, liabilityShareValue: number): number;
-/**
- * Calculate the bank's utilization rate
- * @param totalAssetShares Total asset shares in the bank
- * @param assetShareValue Value of each asset share
- * @param totalLiabilityShares Total liability shares in the bank
- * @param liabilityShareValue Value of each liability share
- * @returns Utilization rate as a decimal (0-1)
- *
- * Note: You can get these values from a Bank object:
- * - totalAssetShares = bank.totalAssetShares
- * - assetShareValue = bank.assetShareValue
- * - totalLiabilityShares = bank.totalLiabilityShares
- * - liabilityShareValue = bank.liabilityShareValue
- */
-export declare function calculateBankUtilizationRate(totalAssetShares: number, assetShareValue: number, totalLiabilityShares: number, liabilityShareValue: number): number;
-/**
- * Calculate the base interest rate based on utilization rate
- * @param utilizationRate Current utilization rate (0-1)
- * @param optimalUtilizationRate Optimal utilization rate target
- * @param plateauInterestRate Interest rate at optimal utilization
- * @param maxInterestRate Maximum interest rate at 100% utilization
- * @returns Base interest rate as a decimal
- *
- * Note: You can get these values from a Bank object:
- * - optimalUtilizationRate = bank.config.interestRateConfig.optimalUtilizationRate
- * - plateauInterestRate = bank.config.interestRateConfig.plateauInterestRate
- * - maxInterestRate = bank.config.interestRateConfig.maxInterestRate
- */
-export declare function calculateBaseInterestRate(utilizationRate: number, optimalUtilizationRate: number, plateauInterestRate: number, maxInterestRate: number): number;
-/**
- * Calculate the supply APY
- * @param utilizationRate Current utilization rate (0-1)
- * @param baseInterestRate Base interest rate calculated from utilization
- * @param protocolIrFee Protocol interest rate fee
- * @param insuranceIrFee Insurance interest rate fee
- * @returns Supply APY as a decimal (e.g., 0.05 for 5%)
- *
- * Note: You can get these values from a Bank object:
- * - utilizationRate = calculateBankUtilizationRate(...)
- * - baseInterestRate = calculateBaseInterestRate(...)
- * - protocolIrFee = bank.config.interestRateConfig.protocolIrFee
- * - insuranceIrFee = bank.config.interestRateConfig.insuranceIrFee
- */
-export declare function calculateSupplyApy(utilizationRate: number, baseInterestRate: number, protocolIrFee: number, insuranceIrFee: number): number;
-/**
- * Calculate the borrow APY
- * @param baseInterestRate Base interest rate calculated from utilization
- * @param protocolFixedFeeApr Protocol fixed fee APR
- * @param insuranceFeeFixedApr Insurance fixed fee APR
- * @returns Borrow APY as a decimal (e.g., 0.08 for 8%)
- *
- * Note: You can get these values from a Bank object:
- * - baseInterestRate = calculateBaseInterestRate(...)
- * - protocolFixedFeeApr = bank.config.interestRateConfig.protocolFixedFeeApr
- * - insuranceFeeFixedApr = bank.config.interestRateConfig.insuranceFeeFixedApr
- */
-export declare function calculateBorrowApy(baseInterestRate: number, protocolFixedFeeApr: number, insuranceFeeFixedApr: number): number;
-/**
- * Computes amounts needed to adjust leverage
- * @param currentCollateral - Current collateral amount (e.g., JLP)
- * @param currentDebt - Current debt amount (e.g., USDC)
- * @param collateralPrice - Current collateral price in USD
- * @param debtPrice - Current debt token price in USD
- * @param currentLeverage - Current leverage ratio
- * @param targetLeverage - Desired leverage ratio
- * @param collateralWeight - Weight of collateral for maintenance (0-1)
- * @param debtWeight - Weight of debt for maintenance (1+)
- */
-export declare function computeAdjustLeverageAmounts(currentCollateral: number, currentDebt: number, collateralPrice: number, debtPrice: number, currentLeverage: number, targetLeverage: number, collateralWeight: number, debtWeight: number): {
-    isIncrease: boolean;
-    collateralDelta: number;
-    debtDelta: number;
-};
-/**
- * Computes the maximum leverage possible given deposit and borrow asset weights
- * @param depositAssetWeight - Initial risk weight of deposit asset (0-1). Higher value = more trusted as collateral
- * @param borrowLiabilityWeight - Initial risk weight of borrow asset (0-2). Higher value = more conservative borrowing
- * @returns Object containing:
- *   - maxLeverage: Maximum leverage possible through recursive borrow-deposit
- *   - ltv: Loan-to-Value ratio, representing what portion of collateral can be borrowed
- */
-export declare function computeMaxLeverage(depositAssetWeight: number, borrowLiabilityWeight: number): {
-    maxLeverage: number;
-    ltv: number;
-};
-/**
- * Computes the borrow and deposit amounts needed to achieve target leverage, accounting for weights
- * @param principal - Initial deposit amount
- * @param targetLeverage - Desired leverage multiplier
- * @param depositPrice - Price of deposit/collateral asset
- * @param borrowPrice - Price of borrow/debt asset
- * @param collateralWeight - Weight of collateral asset (0-1)
- * @param debtWeight - Weight of debt asset (1+)
- * @returns Object containing:
- *   - borrowAmount: Amount to borrow in borrow asset units
- *   - totalDepositAmount: Total final position size in deposit asset units
- */
-export declare function computeLoopingAmounts(principal: number, targetLeverage: number, depositPrice: number, borrowPrice: number, collateralWeight: number, debtWeight: number): {
-    borrowAmountUi: number;
-    totalDepositAmountUi: number;
-};
-/**
- * Calculates the weighted value of an amount based on its price and weight
- * @param amount - Raw amount of the token
- * @param price - Price of the token
- * @param weight - Weight to apply (0-1 for assets, 1+ for liabilities)
- * @returns Weighted value in USD terms
- */
-export declare function calculateWeightedValue(amount: number, price: number, weight: number): number;
-/**
- * Calculates the weighted value of an amount based on its price and weight
- * @param amount - Raw amount of the token
- * @param price - Price of the token
- * @param weight - Weight to apply (0-1 for assets, 1+ for liabilities)
- * @returns Weighted value in USD terms
- */
-export declare function calculateWeightedAmount(amount: number, weight: number): number;
-/**
- * Calculates leverage using weighted values
- * @param collateralAmount - Amount of collateral
- * @param collateralPrice - Price of collateral
- * @param collateralWeight - Weight of collateral (0-1)
- * @param debtAmount - Amount of debt
- * @param debtPrice - Price of debt
- * @param debtWeight - Weight of debt (1+)
- * @returns Leverage ratio
- */
-export declare function calculateWeightedLeverage(collateralAmount: number, collateralPrice: number, collateralWeight: number, debtAmount: number, debtPrice: number, debtWeight: number): number;
-/**
- * Calculates the debt to repay when withdrawing collateral to maintain the same leverage ratio
- * @param currentCollateral - Current collateral amount
- * @param currentDebt - Current debt amount
- * @param withdrawAmount - Amount of collateral to withdraw
- * @param collateralPrice - Price of collateral token
- * @param debtPrice - Price of debt token
- * @param collateralWeight - Weight of collateral (0-1)
- * @param debtWeight - Weight of debt (1+)
- * @returns Object containing the debt to repay and new leverage values
- */
-export declare function computeWithdrawLeverageAmounts(currentCollateral: number, currentDebt: number, withdrawAmount: number, collateralPrice: number, debtPrice: number, collateralWeight: number, debtWeight: number): {
-    debtToRepayUi: number;
-    newCollateralUi: number;
-    newDebtUi: number;
-    currentLeverage: number;
-    newLeverage: number;
-};
-/**
- * Calculates the health factor and leverage of a Clend account using weighted maintenance values.
- *
- * Standard Health Factor = Total Weighted Assets (Maintenance) / Total Weighted Liabilities (Maintenance)
- * Interpretation:
- * - HF > 1: Position is overcollateralized (safe).
- * - HF = 1: Position is at the liquidation threshold.
- * - HF < 1: Position is undercollateralized and liquidatable.
- * - HF = Infinity: Position has no debt (healthiest).
- *
- * Leverage = Total Weighted Assets (Maintenance) / (Total Weighted Assets (Maintenance) - Total Weighted Liabilities (Maintenance))
- *
- * @param weightedAssetValues - An array of the user's weighted asset values (maintenance).
- * @param weightedLiabilityValues - An array of the user's weighted liability values (maintenance).
- * @returns An object containing the healthFactor and leverage.
- */
-export declare function calculateHealthFactorAndLeverage(weightedAssetValues: number[], weightedLiabilityValues: number[]): {
-    healthFactor: number;
-    leverage: number;
-};
-/**
- * Calculates the interest that has accrued but not yet been applied to a bank
- * @param lastUpdate The timestamp of the last update
- * @param assetAmountUi The total asset amount in UI format
- * @param liabilityAmountUi The total liability amount in UI format
- * @param utilizationRate The current utilization rate
- * @param interestRateConfig The interest rate configuration
- * @param currentTimestamp Optional current timestamp (in seconds). Defaults to Math.floor(Date.now() / 1000)
- * @returns Object containing:
- *   - assetInterestAccrued: Interest accrued for lenders (in token units)
- *   - liabilityInterestAccrued: Interest accrued for borrowers (in token units)
- *   - insuranceFeesAccrued: Insurance fees accrued (in token units)
- *   - groupFeesAccrued: Group fees accrued (in token units)
- *   - protocolFeesAccrued: Protocol fees accrued (in token units)
- */
-export declare function calculateAccruedInterest(lastUpdate: BN, assetAmountUi: number, liabilityAmountUi: number, utilizationRate: number, interestRateConfig: InterestRateConfig, currentTimestamp: number): BankAccruedInterest;
-/**
- * Adjusts an ideal borrow amount downwards solely to compensate for the
- * protocol's origination fee. This calculates the principal amount to borrow
- * such that after the fee is added, the liability matches the ideal amount.
- *
- * @param idealBorrowAmount - The target borrow amount before considering the fee (native units, BN).
- * @param originationFeeRate - The protocol origination fee rate (e.g., 0.001 for 0.1%).
- * @returns Adjusted borrow amount (native units, BN), slightly less than or equal to ideal.
- */
-export declare function adjustBorrowForOriginationFee(idealBorrowAmount: BN, originationFeeRate: number): BN;
-/**
- * Adjusts an amount upwards to compensate for potential swap slippage,
- * assuming worst-case based on slippageBps.
- *
- * @param amountToAdjust - The amount to adjust (native units, BN), typically after cost adjustments.
- * @param slippageBps - The maximum slippage tolerance in basis points (e.g., 100 for 1%).
- * @returns Adjusted amount (native units, BN), slightly more than the input amount. Returns input amount if slippageBps is zero or invalid.
- */
-export declare function adjustAmountForSlippage(amountToAdjust: BN, slippageBps: number): BN;
-/**
- * Calculates the estimated liquidation price for a collateral asset.
- *
- * Liquidation is possible when the risk-adjusted value of debt meets or exceeds
- * the risk-adjusted value of the collateral, based on maintenance requirements.
- *
- * Formula:
- * CollateralLiquidationPrice = (DebtAmount * DebtPrice * DebtMaintenanceLiabilityWeight) / (CollateralAmount * CollateralMaintenanceAssetWeight)
- *
- * @param collateralAmount The amount of the collateral asset deposited (e.g., number of JLP tokens).
- * @param collateralMaintenanceAssetWeight The maintenance asset weight for the collateral asset (e.g., 0.85 for 85%). Found in Marginfi protocol config/UI.
- * @param debtAmount The amount of the debt asset borrowed (e.g., number of USDC tokens).
- * @param debtMaintenanceLiabilityWeight The maintenance liability weight for the debt asset (e.g., 1.1 for 110%). Found in Marginfi protocol config/UI.
- * @param debtPrice The current price of the debt asset.
- * @returns The estimated price of the collateral asset at which liquidation may occur, or Infinity if collateral amount/weight is zero.
- */
-export declare function calculateLiquidationPrice(collateralAmountUi: number, collateralMaintenanceAssetWeight: number, debtAmountUi: number, debtMaintenanceLiabilityWeight: number, debtPrice: number): number;
-/**
- * Calculates the Loan-to-Value (LTV) ratio.
- * LTV = Total Value of Liabilities / Total Value of Assets
- *
- * Note: The input values can be either weighted (initial or maintenance) or unweighted USD values,
- * as long as the same type of value is used consistently for both assets and liabilities.
- * The interpretation of the LTV depends on the type of values used.
- *
- * @param {number[]} assetValues - An array of the user's asset values (e.g., USD value, weighted or unweighted).
- * @param {number[]} liabilityValues - An array of the user's liability values (e.g., USD value, weighted or unweighted).
- * @returns {number} The LTV ratio. Returns 0 if there are no liabilities. Returns `NaN` if total asset value is zero or negative.
- */
-export declare function calculateLtv(assetValues: number[], liabilityValues: number[]): number;
-/**
- * Calculates the percentage change required for the current price to reach the liquidation price.
- *
- * @param currentPrice The current price of the asset.
- * @param liquidationPrice The price at which the asset would be liquidated.
- * @returns The percentage change needed to reach the liquidation price (e.g., -10.5 for a 10.5% drop). Returns Infinity if currentPrice is 0.
- */
-export declare function calculateLiquidationPriceChangePercentage(currentPrice: number, liquidationPrice: number): number;
-/**
- * Calculates the current liability interest for a specific liability position,
- * accounting for interest accrued since the bank's last update.
- *
- * @param userLiabilitySharesBN - The user's liability shares for the debt asset (native units, BN).
- * @param bankLiabilityShareValue - The bank's liability share value as of last update (number).
- * @param bankBorrowApy - The current estimated borrow APY of the debt asset (e.g., 0.025 for 2.5%).
- * @param bankLastUpdateSeconds - The Unix timestamp (seconds) when the bank's interest was last updated on-chain.
- * @param currentTimeSeconds - The current Unix timestamp (seconds).
- * @returns The estimated current debt amount for the user (native units, BN).
- */
-export declare function calculateLiabilityInterest(userLiabilityShares: number, bankLiabilityShareValue: number, bankBorrowApy: number, bankLastUpdateSeconds: number, currentTimeSeconds: number): BN;
-/**
- * Calculates the final debt repayment target amount by adding buffers
- * for future interest accrual and minor discrepancies to an estimated current debt.
- * this is used to calculate the final debt to repay amount taking into account tx execution time from when its calculated
- *
- * @param currentDebt - The current debt amount including interest accrued up to the present moment
- * @param borrowApy - The current estimated borrow APY of the debt asset (e.g., 0.025 for 2.5%).
- * @param futureInterestBufferSec - The estimated number of seconds of future interest to buffer for transaction execution time. As in, if it takes
- * 10 seconds to execute the tx from when this is called, we will add 10 seconds of interest to the debt
- * @returns The final debt repayment target amount (native units, BN).
- */
-export declare function addInterestAccrualBuffer(currentDebt: BN, borrowApy: number, futureInterestBufferSec: number): BN;