@defisaver/positions-sdk 0.0.11 → 0.0.13

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (79) hide show
  1. package/cjs/config/contracts.d.ts +183 -71
  2. package/cjs/config/contracts.js +16 -0
  3. package/cjs/markets/curveUsd/index.d.ts +2 -0
  4. package/cjs/markets/curveUsd/index.js +14 -1
  5. package/cjs/types/aave.d.ts +1 -1
  6. package/cjs/types/contracts/generated/CrvUSDtBTCAmm.d.ts +139 -0
  7. package/cjs/types/contracts/generated/CrvUSDtBTCAmm.js +5 -0
  8. package/cjs/types/contracts/generated/CrvUSDtBTCController.d.ts +204 -0
  9. package/cjs/types/contracts/generated/CrvUSDtBTCController.js +5 -0
  10. package/cjs/types/contracts/generated/index.d.ts +2 -0
  11. package/cjs/types/curveUsd.d.ts +2 -1
  12. package/cjs/types/curveUsd.js +1 -0
  13. package/cjs/types/spark.d.ts +1 -3
  14. package/esm/config/contracts.d.ts +183 -71
  15. package/esm/config/contracts.js +16 -0
  16. package/esm/markets/curveUsd/index.d.ts +2 -0
  17. package/esm/markets/curveUsd/index.js +12 -0
  18. package/esm/types/aave.d.ts +1 -1
  19. package/esm/types/contracts/generated/CrvUSDtBTCAmm.d.ts +139 -0
  20. package/esm/types/contracts/generated/CrvUSDtBTCAmm.js +4 -0
  21. package/esm/types/contracts/generated/CrvUSDtBTCController.d.ts +204 -0
  22. package/esm/types/contracts/generated/CrvUSDtBTCController.js +4 -0
  23. package/esm/types/contracts/generated/index.d.ts +2 -0
  24. package/esm/types/curveUsd.d.ts +2 -1
  25. package/esm/types/curveUsd.js +1 -0
  26. package/esm/types/spark.d.ts +1 -3
  27. package/package.json +40 -40
  28. package/src/aaveV2/index.ts +220 -220
  29. package/src/aaveV3/index.ts +550 -550
  30. package/src/assets/index.ts +60 -60
  31. package/src/chickenBonds/index.ts +123 -123
  32. package/src/compoundV2/index.ts +206 -206
  33. package/src/compoundV3/index.ts +269 -269
  34. package/src/config/contracts.js +635 -619
  35. package/src/constants/index.ts +3 -3
  36. package/src/contracts.ts +100 -100
  37. package/src/curveUsd/index.ts +228 -228
  38. package/src/exchange/index.ts +17 -17
  39. package/src/helpers/aaveHelpers/index.ts +134 -134
  40. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  41. package/src/helpers/compoundHelpers/index.ts +181 -181
  42. package/src/helpers/curveUsdHelpers/index.ts +32 -32
  43. package/src/helpers/index.ts +5 -5
  44. package/src/helpers/makerHelpers/index.ts +94 -94
  45. package/src/helpers/sparkHelpers/index.ts +106 -106
  46. package/src/index.ts +40 -40
  47. package/src/liquity/index.ts +103 -103
  48. package/src/maker/index.ts +101 -101
  49. package/src/markets/aave/index.ts +80 -80
  50. package/src/markets/aave/marketAssets.ts +32 -32
  51. package/src/markets/compound/index.ts +85 -85
  52. package/src/markets/compound/marketsAssets.ts +35 -35
  53. package/src/markets/curveUsd/index.ts +56 -42
  54. package/src/markets/index.ts +3 -3
  55. package/src/markets/spark/index.ts +29 -29
  56. package/src/markets/spark/marketAssets.ts +9 -9
  57. package/src/moneymarket/moneymarketCommonService.ts +75 -75
  58. package/src/morpho/markets.ts +39 -39
  59. package/src/morphoAaveV2/index.ts +254 -254
  60. package/src/morphoAaveV3/index.ts +614 -614
  61. package/src/multicall/index.ts +22 -22
  62. package/src/services/dsrService.ts +15 -15
  63. package/src/services/priceService.ts +21 -21
  64. package/src/services/utils.ts +34 -34
  65. package/src/spark/index.ts +413 -413
  66. package/src/staking/staking.ts +167 -167
  67. package/src/types/aave.ts +256 -256
  68. package/src/types/chickenBonds.ts +45 -45
  69. package/src/types/common.ts +83 -83
  70. package/src/types/compound.ts +121 -121
  71. package/src/types/contracts/generated/CrvUSDtBTCAmm.ts +286 -0
  72. package/src/types/contracts/generated/CrvUSDtBTCController.ts +397 -0
  73. package/src/types/contracts/generated/index.ts +2 -0
  74. package/src/types/curveUsd.ts +111 -110
  75. package/src/types/index.ts +6 -6
  76. package/src/types/liquity.ts +29 -29
  77. package/src/types/maker.ts +50 -50
  78. package/src/types/spark.ts +106 -106
  79. package/yarn-error.log +64 -0
@@ -1,168 +1,168 @@
1
- import Dec from 'decimal.js';
2
- import Web3 from 'web3';
3
- import {
4
- CbEthContract, LidoContract, PotContract, REthContract, wstETHContract,
5
- } from '../contracts';
6
- import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../types/common';
7
- import { ContractEventLog } from '../types/contracts/generated/types';
8
- import { BLOCKS_IN_A_YEAR, SECONDS_PER_YEAR, AVG_BLOCK_TIME } from '../constants';
9
- import { multicall } from '../multicall';
10
-
11
- export const getStETHApr = async (web3: Web3, fromBlock = 17900000, blockNumber: 'latest' | number = 'latest') => {
12
- try {
13
- const tokenRebasedEvents: ContractEventLog<{ [key: string]: any }>[] = await LidoContract(web3, NetworkNumber.Eth).getPastEvents('TokenRebased', { fromBlock, toBlock: blockNumber });
14
- tokenRebasedEvents.sort((a, b) => b.blockNumber - a.blockNumber); // sort from highest to lowest block number
15
- const movingAverage = 7;
16
- const aprs = tokenRebasedEvents.slice(0, movingAverage).map(({ returnValues: event }) => {
17
- const preShareRate = new Dec(event.preTotalEther.toString()).div(event.preTotalShares.toString());
18
- const postShareRate = new Dec(event.postTotalEther.toString()).div(event.postTotalShares.toString());
19
- return new Dec(SECONDS_PER_YEAR).mul(new Dec(postShareRate).sub(preShareRate).div(preShareRate))
20
- .div(event.timeElapsed.toString()).mul(100)
21
- .toNumber();
22
- });
23
- return aprs.reduce((a, b) => a + b, 0) / aprs.length;
24
- } catch (e) {
25
- console.warn('Failed to fetch stETH APY from events, falling back to Lido API');
26
- const res = await fetch('https://eth-api.lido.fi/v1/protocol/steth/apr/sma');
27
- const data = await res.json();
28
- return data.data.smaApr;
29
- }
30
- };
31
-
32
-
33
- export const getCbETHApr = async (web3: Web3, blockNumber: 'latest' | number = 'latest') => {
34
- let currentBlock = blockNumber;
35
- if (blockNumber === 'latest') currentBlock = await web3.eth.getBlockNumber();
36
- const blockDiff = 6 * 24 * 60 * 60 / AVG_BLOCK_TIME;
37
- const pastBlock = (currentBlock as number) - blockDiff;
38
- const contract = CbEthContract(web3, NetworkNumber.Eth);
39
- const [pastRate, currentRate] = await Promise.all([
40
- contract.methods.exchangeRate().call({}, pastBlock),
41
- contract.methods.exchangeRate().call({}, currentBlock),
42
- ]);
43
- const apr = new Dec(currentRate.toString()).sub(pastRate.toString()).div(currentRate.toString())
44
- .mul(BLOCKS_IN_A_YEAR / blockDiff)
45
- .mul(100)
46
- .toString();
47
- return apr;
48
- };
49
-
50
-
51
- export const getREthApr = async (web3: Web3, blockNumber: 'latest' | number = 'latest') => {
52
- let currentBlock = blockNumber;
53
- if (blockNumber === 'latest') currentBlock = await web3.eth.getBlockNumber();
54
- const blockDiff = 8 * 24 * 60 * 60 / AVG_BLOCK_TIME;
55
- const pastBlock = (currentBlock as number) - blockDiff;
56
- const contract = REthContract(web3, NetworkNumber.Eth);
57
- const [pastRate, currentRate] = await Promise.all([
58
- contract.methods.getExchangeRate().call({}, pastBlock),
59
- contract.methods.getExchangeRate().call({}, currentBlock),
60
- ]);
61
- const apr = new Dec(currentRate.toString()).sub(pastRate.toString()).div(currentRate.toString())
62
- .mul(BLOCKS_IN_A_YEAR / blockDiff)
63
- .mul(100)
64
- .toString();
65
-
66
- return apr;
67
- };
68
-
69
- export const getDsrApy = async (web3: Web3, blockNumber: 'latest' | number = 'latest') => {
70
- const potContract = PotContract(web3, NetworkNumber.Eth);
71
- return new Dec(await potContract.methods.dsr().call())
72
- .div(new Dec(1e27))
73
- .pow(SECONDS_PER_YEAR)
74
- .sub(1)
75
- .mul(100)
76
- .toString();
77
- };
78
-
79
- export const getStakingApy = (asset: string, web3: Web3, blockNumber: 'latest' | number = 'latest', fromBlock: number | undefined = undefined) => {
80
- if (asset === 'stETH' || asset === 'wstETH') return getStETHApr(web3, fromBlock, blockNumber);
81
- if (asset === 'cbETH') return getCbETHApr(web3, blockNumber);
82
- if (asset === 'rETH') return getREthApr(web3, blockNumber);
83
- if (asset === 'sDAI') return getDsrApy(web3);
84
- };
85
-
86
- export const calculateInterestEarned = (principal: string, interest: string, type: string, apy = false) => {
87
- let interval = 1;
88
-
89
- if (+interest === 0) return 0;
90
-
91
- if (type === 'month') interval = 1 / 12;
92
- if (type === 'week') interval = 1 / 52.1429;
93
-
94
- if (apy) {
95
- // interest rate already compounded
96
- return (+principal * (1 + (+interest / 100 * interval))) - +principal;
97
- }
98
-
99
- return (+principal * (((1 + (+interest / 100) / BLOCKS_IN_A_YEAR)) ** (BLOCKS_IN_A_YEAR * interval))) - +principal; // eslint-disable-line
100
- };
101
-
102
- export const calculateNetApy = (usedAssets: MMUsedAssets, assetsData: MMAssetsData, isMorpho = false) => {
103
- const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
104
- const acc = { ..._acc };
105
- const assetData = assetsData[usedAsset.symbol];
106
-
107
- if (usedAsset.isSupplied) {
108
- const amount = usedAsset.suppliedUsd;
109
- acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
110
- const rate = isMorpho
111
- ? usedAsset.supplyRate === '0' ? assetData.supplyRateP2P : usedAsset.supplyRate
112
- : assetData.supplyRate;
113
- const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
114
- acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
115
- if (assetData.incentiveSupplyApy) {
116
- // take COMP/AAVE yield into account
117
- const incentiveInterest = calculateInterestEarned(amount, assetData.incentiveSupplyApy, 'year', true);
118
- acc.incentiveUsd = new Dec(acc.incentiveUsd).add(incentiveInterest).toString();
119
- }
120
- }
121
-
122
- if (usedAsset.isBorrowed) {
123
- const amount = usedAsset.borrowedUsd;
124
- acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
125
- const rate = isMorpho
126
- ? usedAsset.borrowRate === '0' ? assetData.borrowRateP2P : usedAsset.borrowRate
127
- : usedAsset.symbol === 'GHO'
128
- ? usedAsset.discountedBorrowRate
129
- : (usedAsset?.interestMode === '1' ? usedAsset.stableBorrowRate : assetData.borrowRate);
130
- const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
131
- acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
132
- if (assetData.incentiveBorrowApy) {
133
- // take COMP/AAVE yield into account
134
- const incentiveInterest = calculateInterestEarned(amount, assetData.incentiveBorrowApy, 'year', true);
135
- acc.incentiveUsd = new Dec(acc.incentiveUsd).add(incentiveInterest).toString();
136
- }
137
- }
138
-
139
- return acc;
140
- }, {
141
- borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
142
- });
143
-
144
- const {
145
- borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
146
- } = sumValues;
147
-
148
- const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
149
- const balance = new Dec(suppliedUsd).sub(borrowedUsd);
150
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
151
-
152
- return { netApy, totalInterestUsd, incentiveUsd };
153
- };
154
-
155
- export const getWstETHByStETH = async (stETHAmount: string | number, web3: Web3) => wstETHContract(web3, NetworkNumber.Eth).methods.getWstETHByStETH(stETHAmount).call();
156
-
157
- export const getStETHByWstETH = async (wstETHAmount: string | number, web3: Web3) => wstETHContract(web3, NetworkNumber.Eth).methods.getStETHByWstETH(wstETHAmount).call();
158
-
159
- export const getStETHByWstETHMultiple = async (wstEthAmounts: string[] | number[], web3: Web3) => {
160
- const contract = wstETHContract(web3, NetworkNumber.Eth);
161
- const calls = wstEthAmounts.map((amount) => ({
162
- target: contract.options.address,
163
- abiItem: contract.options.jsonInterface.find((i) => i.name === 'getStETHByWstETH'),
164
- params: [amount],
165
- }));
166
- const stEthAmounts = await multicall(calls, web3);
167
- return stEthAmounts.map((arr) => arr[0]);
1
+ import Dec from 'decimal.js';
2
+ import Web3 from 'web3';
3
+ import {
4
+ CbEthContract, LidoContract, PotContract, REthContract, wstETHContract,
5
+ } from '../contracts';
6
+ import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../types/common';
7
+ import { ContractEventLog } from '../types/contracts/generated/types';
8
+ import { BLOCKS_IN_A_YEAR, SECONDS_PER_YEAR, AVG_BLOCK_TIME } from '../constants';
9
+ import { multicall } from '../multicall';
10
+
11
+ export const getStETHApr = async (web3: Web3, fromBlock = 17900000, blockNumber: 'latest' | number = 'latest') => {
12
+ try {
13
+ const tokenRebasedEvents: ContractEventLog<{ [key: string]: any }>[] = await LidoContract(web3, NetworkNumber.Eth).getPastEvents('TokenRebased', { fromBlock, toBlock: blockNumber });
14
+ tokenRebasedEvents.sort((a, b) => b.blockNumber - a.blockNumber); // sort from highest to lowest block number
15
+ const movingAverage = 7;
16
+ const aprs = tokenRebasedEvents.slice(0, movingAverage).map(({ returnValues: event }) => {
17
+ const preShareRate = new Dec(event.preTotalEther.toString()).div(event.preTotalShares.toString());
18
+ const postShareRate = new Dec(event.postTotalEther.toString()).div(event.postTotalShares.toString());
19
+ return new Dec(SECONDS_PER_YEAR).mul(new Dec(postShareRate).sub(preShareRate).div(preShareRate))
20
+ .div(event.timeElapsed.toString()).mul(100)
21
+ .toNumber();
22
+ });
23
+ return aprs.reduce((a, b) => a + b, 0) / aprs.length;
24
+ } catch (e) {
25
+ console.warn('Failed to fetch stETH APY from events, falling back to Lido API');
26
+ const res = await fetch('https://eth-api.lido.fi/v1/protocol/steth/apr/sma');
27
+ const data = await res.json();
28
+ return data.data.smaApr;
29
+ }
30
+ };
31
+
32
+
33
+ export const getCbETHApr = async (web3: Web3, blockNumber: 'latest' | number = 'latest') => {
34
+ let currentBlock = blockNumber;
35
+ if (blockNumber === 'latest') currentBlock = await web3.eth.getBlockNumber();
36
+ const blockDiff = 6 * 24 * 60 * 60 / AVG_BLOCK_TIME;
37
+ const pastBlock = (currentBlock as number) - blockDiff;
38
+ const contract = CbEthContract(web3, NetworkNumber.Eth);
39
+ const [pastRate, currentRate] = await Promise.all([
40
+ contract.methods.exchangeRate().call({}, pastBlock),
41
+ contract.methods.exchangeRate().call({}, currentBlock),
42
+ ]);
43
+ const apr = new Dec(currentRate.toString()).sub(pastRate.toString()).div(currentRate.toString())
44
+ .mul(BLOCKS_IN_A_YEAR / blockDiff)
45
+ .mul(100)
46
+ .toString();
47
+ return apr;
48
+ };
49
+
50
+
51
+ export const getREthApr = async (web3: Web3, blockNumber: 'latest' | number = 'latest') => {
52
+ let currentBlock = blockNumber;
53
+ if (blockNumber === 'latest') currentBlock = await web3.eth.getBlockNumber();
54
+ const blockDiff = 8 * 24 * 60 * 60 / AVG_BLOCK_TIME;
55
+ const pastBlock = (currentBlock as number) - blockDiff;
56
+ const contract = REthContract(web3, NetworkNumber.Eth);
57
+ const [pastRate, currentRate] = await Promise.all([
58
+ contract.methods.getExchangeRate().call({}, pastBlock),
59
+ contract.methods.getExchangeRate().call({}, currentBlock),
60
+ ]);
61
+ const apr = new Dec(currentRate.toString()).sub(pastRate.toString()).div(currentRate.toString())
62
+ .mul(BLOCKS_IN_A_YEAR / blockDiff)
63
+ .mul(100)
64
+ .toString();
65
+
66
+ return apr;
67
+ };
68
+
69
+ export const getDsrApy = async (web3: Web3, blockNumber: 'latest' | number = 'latest') => {
70
+ const potContract = PotContract(web3, NetworkNumber.Eth);
71
+ return new Dec(await potContract.methods.dsr().call())
72
+ .div(new Dec(1e27))
73
+ .pow(SECONDS_PER_YEAR)
74
+ .sub(1)
75
+ .mul(100)
76
+ .toString();
77
+ };
78
+
79
+ export const getStakingApy = (asset: string, web3: Web3, blockNumber: 'latest' | number = 'latest', fromBlock: number | undefined = undefined) => {
80
+ if (asset === 'stETH' || asset === 'wstETH') return getStETHApr(web3, fromBlock, blockNumber);
81
+ if (asset === 'cbETH') return getCbETHApr(web3, blockNumber);
82
+ if (asset === 'rETH') return getREthApr(web3, blockNumber);
83
+ if (asset === 'sDAI') return getDsrApy(web3);
84
+ };
85
+
86
+ export const calculateInterestEarned = (principal: string, interest: string, type: string, apy = false) => {
87
+ let interval = 1;
88
+
89
+ if (+interest === 0) return 0;
90
+
91
+ if (type === 'month') interval = 1 / 12;
92
+ if (type === 'week') interval = 1 / 52.1429;
93
+
94
+ if (apy) {
95
+ // interest rate already compounded
96
+ return (+principal * (1 + (+interest / 100 * interval))) - +principal;
97
+ }
98
+
99
+ return (+principal * (((1 + (+interest / 100) / BLOCKS_IN_A_YEAR)) ** (BLOCKS_IN_A_YEAR * interval))) - +principal; // eslint-disable-line
100
+ };
101
+
102
+ export const calculateNetApy = (usedAssets: MMUsedAssets, assetsData: MMAssetsData, isMorpho = false) => {
103
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
104
+ const acc = { ..._acc };
105
+ const assetData = assetsData[usedAsset.symbol];
106
+
107
+ if (usedAsset.isSupplied) {
108
+ const amount = usedAsset.suppliedUsd;
109
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
110
+ const rate = isMorpho
111
+ ? usedAsset.supplyRate === '0' ? assetData.supplyRateP2P : usedAsset.supplyRate
112
+ : assetData.supplyRate;
113
+ const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
114
+ acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
115
+ if (assetData.incentiveSupplyApy) {
116
+ // take COMP/AAVE yield into account
117
+ const incentiveInterest = calculateInterestEarned(amount, assetData.incentiveSupplyApy, 'year', true);
118
+ acc.incentiveUsd = new Dec(acc.incentiveUsd).add(incentiveInterest).toString();
119
+ }
120
+ }
121
+
122
+ if (usedAsset.isBorrowed) {
123
+ const amount = usedAsset.borrowedUsd;
124
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
125
+ const rate = isMorpho
126
+ ? usedAsset.borrowRate === '0' ? assetData.borrowRateP2P : usedAsset.borrowRate
127
+ : usedAsset.symbol === 'GHO'
128
+ ? usedAsset.discountedBorrowRate
129
+ : (usedAsset?.interestMode === '1' ? usedAsset.stableBorrowRate : assetData.borrowRate);
130
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
131
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
132
+ if (assetData.incentiveBorrowApy) {
133
+ // take COMP/AAVE yield into account
134
+ const incentiveInterest = calculateInterestEarned(amount, assetData.incentiveBorrowApy, 'year', true);
135
+ acc.incentiveUsd = new Dec(acc.incentiveUsd).add(incentiveInterest).toString();
136
+ }
137
+ }
138
+
139
+ return acc;
140
+ }, {
141
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
142
+ });
143
+
144
+ const {
145
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
146
+ } = sumValues;
147
+
148
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
149
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
150
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
151
+
152
+ return { netApy, totalInterestUsd, incentiveUsd };
153
+ };
154
+
155
+ export const getWstETHByStETH = async (stETHAmount: string | number, web3: Web3) => wstETHContract(web3, NetworkNumber.Eth).methods.getWstETHByStETH(stETHAmount).call();
156
+
157
+ export const getStETHByWstETH = async (wstETHAmount: string | number, web3: Web3) => wstETHContract(web3, NetworkNumber.Eth).methods.getStETHByWstETH(wstETHAmount).call();
158
+
159
+ export const getStETHByWstETHMultiple = async (wstEthAmounts: string[] | number[], web3: Web3) => {
160
+ const contract = wstETHContract(web3, NetworkNumber.Eth);
161
+ const calls = wstEthAmounts.map((amount) => ({
162
+ target: contract.options.address,
163
+ abiItem: contract.options.jsonInterface.find((i) => i.name === 'getStETHByWstETH'),
164
+ params: [amount],
165
+ }));
166
+ const stEthAmounts = await multicall(calls, web3);
167
+ return stEthAmounts.map((arr) => arr[0]);
168
168
  };