@defisaver/positions-sdk 0.0.164 → 0.0.166-dev

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 (73) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/eulerV2/index.js +10 -4
  5. package/cjs/helpers/eulerHelpers/index.d.ts +2 -1
  6. package/cjs/helpers/eulerHelpers/index.js +11 -8
  7. package/cjs/types/euler.d.ts +1 -0
  8. package/esm/eulerV2/index.js +11 -5
  9. package/esm/helpers/eulerHelpers/index.d.ts +2 -1
  10. package/esm/helpers/eulerHelpers/index.js +9 -7
  11. package/esm/types/euler.d.ts +1 -0
  12. package/package.json +44 -44
  13. package/src/aaveV2/index.ts +227 -227
  14. package/src/aaveV3/index.ts +590 -590
  15. package/src/assets/index.ts +60 -60
  16. package/src/chickenBonds/index.ts +123 -123
  17. package/src/compoundV2/index.ts +219 -219
  18. package/src/compoundV3/index.ts +281 -281
  19. package/src/config/contracts.js +1040 -1040
  20. package/src/constants/index.ts +6 -6
  21. package/src/contracts.ts +130 -130
  22. package/src/curveUsd/index.ts +229 -229
  23. package/src/eulerV2/index.ts +285 -273
  24. package/src/exchange/index.ts +17 -17
  25. package/src/helpers/aaveHelpers/index.ts +194 -194
  26. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  27. package/src/helpers/compoundHelpers/index.ts +246 -246
  28. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  29. package/src/helpers/eulerHelpers/index.ts +230 -228
  30. package/src/helpers/index.ts +8 -8
  31. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  32. package/src/helpers/makerHelpers/index.ts +94 -94
  33. package/src/helpers/morphoBlueHelpers/index.ts +115 -115
  34. package/src/helpers/sparkHelpers/index.ts +150 -150
  35. package/src/index.ts +48 -48
  36. package/src/liquity/index.ts +116 -116
  37. package/src/llamaLend/index.ts +275 -275
  38. package/src/maker/index.ts +117 -117
  39. package/src/markets/aave/index.ts +152 -152
  40. package/src/markets/aave/marketAssets.ts +46 -46
  41. package/src/markets/compound/index.ts +173 -173
  42. package/src/markets/compound/marketsAssets.ts +64 -64
  43. package/src/markets/curveUsd/index.ts +69 -69
  44. package/src/markets/euler/index.ts +37 -37
  45. package/src/markets/index.ts +23 -23
  46. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  47. package/src/markets/llamaLend/index.ts +235 -235
  48. package/src/markets/morphoBlue/index.ts +691 -691
  49. package/src/markets/spark/index.ts +29 -29
  50. package/src/markets/spark/marketAssets.ts +10 -10
  51. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  52. package/src/morphoAaveV2/index.ts +256 -256
  53. package/src/morphoAaveV3/index.ts +630 -630
  54. package/src/morphoBlue/index.ts +171 -171
  55. package/src/multicall/index.ts +22 -22
  56. package/src/services/dsrService.ts +15 -15
  57. package/src/services/priceService.ts +21 -21
  58. package/src/services/utils.ts +56 -56
  59. package/src/setup.ts +8 -8
  60. package/src/spark/index.ts +424 -424
  61. package/src/staking/staking.ts +189 -189
  62. package/src/types/aave.ts +262 -262
  63. package/src/types/chickenBonds.ts +45 -45
  64. package/src/types/common.ts +84 -84
  65. package/src/types/compound.ts +129 -129
  66. package/src/types/curveUsd.ts +118 -118
  67. package/src/types/euler.ts +170 -169
  68. package/src/types/index.ts +9 -9
  69. package/src/types/liquity.ts +30 -30
  70. package/src/types/llamaLend.ts +155 -155
  71. package/src/types/maker.ts +50 -50
  72. package/src/types/morphoBlue.ts +144 -144
  73. package/src/types/spark.ts +127 -127
@@ -1,229 +1,231 @@
1
- import Dec from 'decimal.js';
2
- import Web3 from 'web3';
3
- import { assetAmountInWei } from '@defisaver/tokens';
4
- import {
5
- EthAddress, NetworkNumber,
6
- } from '../../types/common';
7
- import {
8
- calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
- } from '../../moneymarket';
10
- import { calculateInterestEarned } from '../../staking';
11
- import {
12
- EulerV2AggregatedPositionData,
13
- EulerV2AssetsData,
14
- EulerV2Market,
15
- EulerV2UsedAssets,
16
- } from '../../types';
17
- import { EulerV2ViewContract } from '../../contracts';
18
- import { borrowOperations } from '../../constants';
19
- import { multicall } from '../../multicall';
20
-
21
- export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
- let borrowUnstable = 0;
23
- let supplyStable = 0;
24
- let borrowStable = 0;
25
- let supplyUnstable = 0;
26
- let longAsset = '';
27
- let shortAsset = '';
28
- let leverageAssetVault = '';
29
- Object.values(usedAssets).forEach(({
30
- symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
- }) => {
32
- const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
- const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
- if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
- if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
- if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
- borrowUnstable += 1;
38
- shortAsset = symbol;
39
- leverageAssetVault = vaultAddress;
40
- }
41
- if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
- supplyUnstable += 1;
43
- longAsset = symbol;
44
- leverageAssetVault = vaultAddress;
45
- }
46
- });
47
- const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
- const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
- // lsd -> liquid staking derivative
50
- const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
- if (isLong) {
52
- return {
53
- leveragedType: 'long',
54
- leveragedAsset: longAsset,
55
- leveragedVault: leverageAssetVault,
56
- };
57
- }
58
- if (isShort) {
59
- return {
60
- leveragedType: 'short',
61
- leveragedAsset: shortAsset,
62
- leveragedVault: leverageAssetVault,
63
- };
64
- }
65
- if (isLsdLeveraged) {
66
- return {
67
- leveragedType: 'lsd-leverage',
68
- leveragedAsset: longAsset,
69
- leveragedVault: leverageAssetVault,
70
- };
71
- }
72
- return {
73
- leveragedType: '',
74
- leveragedAsset: '',
75
- leveragedVault: '',
76
- };
77
- };
78
-
79
- export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
- const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
- const acc = { ..._acc };
82
- const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
-
84
- if (usedAsset.isSupplied) {
85
- const amount = usedAsset.suppliedUsd;
86
- acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
- const rate = assetData.supplyRate;
88
- const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
- acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
- }
91
-
92
- if (usedAsset.isBorrowed) {
93
- const amount = usedAsset.borrowedUsd;
94
- acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
- const rate = assetData.borrowRate;
96
- const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
- acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
- }
99
-
100
- return acc;
101
- }, {
102
- borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
- });
104
-
105
- const {
106
- borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
- } = sumValues;
108
-
109
- const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
- const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
-
113
- return { netApy, totalInterestUsd, incentiveUsd };
114
- };
115
-
116
- export const getEulerV2AggregatedData = ({
117
- usedAssets, assetsData, network, ...rest
118
- }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
- const payload = {} as EulerV2AggregatedPositionData;
120
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
- payload.netApy = netApy;
131
- payload.incentiveUsd = incentiveUsd;
132
- payload.totalInterestUsd = totalInterestUsd;
133
- payload.minRatio = '100';
134
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
- const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
- payload.leveragedType = leveragedType;
138
- if (leveragedType !== '') {
139
- payload.leveragedAsset = leveragedAsset;
140
- let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
- if (leveragedType === 'lsd-leverage') {
142
- const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
- if (ethAsset) {
144
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
- assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
- }
147
- }
148
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
- }
150
- return payload;
151
- };
152
-
153
- export const getEulerV2BorrowRate = (interestRate: string) => {
154
- const _interestRate = new Dec(interestRate).div(1e27);
155
- const secondsPerYear = 31556953;
156
- return new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
157
- };
158
-
159
- export const getEulerV2SupplyRate = (borrowRate: string, totalBorrows: string, totalAssets: string, _interestFee: string) => {
160
- const utilizationRate = new Dec(totalBorrows).div(totalAssets).toString();
161
-
162
- const interestFee = new Dec(_interestFee).div(1000);
163
- const fee = new Dec(1).minus(interestFee);
164
- return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
165
- };
166
-
167
- const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
168
- let liquidityAdded;
169
- let liquidityRemoved;
170
- if (isBorrowOperation) {
171
- liquidityAdded = action === 'payback' ? amount : '0';
172
- liquidityRemoved = action === 'borrow' ? amount : '0';
173
- } else {
174
- liquidityAdded = action === 'collateral' ? amount : '0';
175
- liquidityRemoved = action === 'withdraw' ? amount : '0';
176
- }
177
- return { liquidityAdded, liquidityRemoved };
178
- };
179
-
180
- export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
181
- const eulerV2ViewContract = EulerV2ViewContract(web3, network);
182
- const multicallData: any[] = [];
183
- const apyAfterValuesEstimationParams: any[] = [];
184
- actions.forEach(({
185
- action, amount, asset, vaultAddress,
186
- }) => {
187
- const amountInWei = assetAmountInWei(amount, asset);
188
- const isBorrowOperation = borrowOperations.includes(action);
189
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
190
- apyAfterValuesEstimationParams.push([
191
- vaultAddress,
192
- borrowOperations.includes(action),
193
- liquidityAdded,
194
- liquidityRemoved,
195
- ]);
196
- multicallData.push({
197
- target: eulerV2ViewContract.options.address,
198
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
199
- params: [vaultAddress],
200
- });
201
- });
202
- multicallData.push({
203
- target: eulerV2ViewContract.options.address,
204
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
205
- params: [apyAfterValuesEstimationParams],
206
- });
207
- const multicallRes = await multicall(multicallData, web3, network);
208
- const numOfActions = actions.length;
209
- const data: any = {};
210
- for (let i = 0; i < numOfActions; i += 1) {
211
- const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
212
- const vaultInfo = multicallRes[i][0];
213
- const decimals = vaultInfo.decimals;
214
- const borrowRate = getEulerV2BorrowRate(_interestRate);
215
-
216
- const amount = assetAmountInWei(actions[i].amount, decimals);
217
- const action = actions[i].action;
218
- const isBorrowOperation = borrowOperations.includes(action);
219
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
220
-
221
- const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
222
- const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
223
- data[vaultInfo.vaultAddr.toLowerCase()] = {
224
- borrowRate,
225
- supplyRate: getEulerV2SupplyRate(borrowRate, totalBorrows, totalAssets, vaultInfo.interestFee),
226
- };
227
- }
228
- return data;
1
+ import Dec from 'decimal.js';
2
+ import Web3 from 'web3';
3
+ import { assetAmountInWei } from '@defisaver/tokens';
4
+ import {
5
+ EthAddress, NetworkNumber,
6
+ } from '../../types/common';
7
+ import {
8
+ calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
+ } from '../../moneymarket';
10
+ import { calculateInterestEarned } from '../../staking';
11
+ import {
12
+ EulerV2AggregatedPositionData,
13
+ EulerV2AssetsData,
14
+ EulerV2Market,
15
+ EulerV2UsedAssets,
16
+ } from '../../types';
17
+ import { EulerV2ViewContract } from '../../contracts';
18
+ import { borrowOperations } from '../../constants';
19
+ import { multicall } from '../../multicall';
20
+
21
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
+ let borrowUnstable = 0;
23
+ let supplyStable = 0;
24
+ let borrowStable = 0;
25
+ let supplyUnstable = 0;
26
+ let longAsset = '';
27
+ let shortAsset = '';
28
+ let leverageAssetVault = '';
29
+ Object.values(usedAssets).forEach(({
30
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
+ }) => {
32
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
+ borrowUnstable += 1;
38
+ shortAsset = symbol;
39
+ leverageAssetVault = vaultAddress;
40
+ }
41
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
+ supplyUnstable += 1;
43
+ longAsset = symbol;
44
+ leverageAssetVault = vaultAddress;
45
+ }
46
+ });
47
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
+ // lsd -> liquid staking derivative
50
+ const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
+ if (isLong) {
52
+ return {
53
+ leveragedType: 'long',
54
+ leveragedAsset: longAsset,
55
+ leveragedVault: leverageAssetVault,
56
+ };
57
+ }
58
+ if (isShort) {
59
+ return {
60
+ leveragedType: 'short',
61
+ leveragedAsset: shortAsset,
62
+ leveragedVault: leverageAssetVault,
63
+ };
64
+ }
65
+ if (isLsdLeveraged) {
66
+ return {
67
+ leveragedType: 'lsd-leverage',
68
+ leveragedAsset: longAsset,
69
+ leveragedVault: leverageAssetVault,
70
+ };
71
+ }
72
+ return {
73
+ leveragedType: '',
74
+ leveragedAsset: '',
75
+ leveragedVault: '',
76
+ };
77
+ };
78
+
79
+ export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
+ const acc = { ..._acc };
82
+ const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
+
84
+ if (usedAsset.isSupplied) {
85
+ const amount = usedAsset.suppliedUsd;
86
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
+ const rate = assetData.supplyRate;
88
+ const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
+ acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
+ }
91
+
92
+ if (usedAsset.isBorrowed) {
93
+ const amount = usedAsset.borrowedUsd;
94
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
+ const rate = assetData.borrowRate;
96
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
+ }
99
+
100
+ return acc;
101
+ }, {
102
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
+ });
104
+
105
+ const {
106
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
+ } = sumValues;
108
+
109
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
+
113
+ return { netApy, totalInterestUsd, incentiveUsd };
114
+ };
115
+
116
+ export const getEulerV2AggregatedData = ({
117
+ usedAssets, assetsData, network, ...rest
118
+ }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
+ const payload = {} as EulerV2AggregatedPositionData;
120
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
+ payload.netApy = netApy;
131
+ payload.incentiveUsd = incentiveUsd;
132
+ payload.totalInterestUsd = totalInterestUsd;
133
+ payload.minRatio = '100';
134
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
+ const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
+ payload.leveragedType = leveragedType;
138
+ if (leveragedType !== '') {
139
+ payload.leveragedAsset = leveragedAsset;
140
+ let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
+ if (leveragedType === 'lsd-leverage') {
142
+ const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
+ if (ethAsset) {
144
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
+ assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
+ }
147
+ }
148
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
+ }
150
+ return payload;
151
+ };
152
+
153
+ export const getEulerV2BorrowRate = (interestRate: string) => {
154
+ const _interestRate = new Dec(interestRate).div(1e27).toString();
155
+ const secondsPerYear = 31556953;
156
+ const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
157
+ return new Dec(new Dec(a).minus(1)).mul(100).toString();
158
+ };
159
+
160
+ export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
161
+
162
+ export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
163
+ const interestFee = new Dec(_interestFee).div(10000);
164
+ const fee = new Dec(1).minus(interestFee);
165
+ return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
166
+ };
167
+
168
+ const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
169
+ let liquidityAdded;
170
+ let liquidityRemoved;
171
+ if (isBorrowOperation) {
172
+ liquidityAdded = action === 'payback' ? amount : '0';
173
+ liquidityRemoved = action === 'borrow' ? amount : '0';
174
+ } else {
175
+ liquidityAdded = action === 'collateral' ? amount : '0';
176
+ liquidityRemoved = action === 'withdraw' ? amount : '0';
177
+ }
178
+ return { liquidityAdded, liquidityRemoved };
179
+ };
180
+
181
+ export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
182
+ const eulerV2ViewContract = EulerV2ViewContract(web3, network);
183
+ const multicallData: any[] = [];
184
+ const apyAfterValuesEstimationParams: any[] = [];
185
+ actions.forEach(({
186
+ action, amount, asset, vaultAddress,
187
+ }) => {
188
+ const amountInWei = assetAmountInWei(amount, asset);
189
+ const isBorrowOperation = borrowOperations.includes(action);
190
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
191
+ apyAfterValuesEstimationParams.push([
192
+ vaultAddress,
193
+ borrowOperations.includes(action),
194
+ liquidityAdded,
195
+ liquidityRemoved,
196
+ ]);
197
+ multicallData.push({
198
+ target: eulerV2ViewContract.options.address,
199
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
200
+ params: [vaultAddress],
201
+ });
202
+ });
203
+ multicallData.push({
204
+ target: eulerV2ViewContract.options.address,
205
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
206
+ params: [apyAfterValuesEstimationParams],
207
+ });
208
+ const multicallRes = await multicall(multicallData, web3, network);
209
+ const numOfActions = actions.length;
210
+ const data: any = {};
211
+ for (let i = 0; i < numOfActions; i += 1) {
212
+ const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
213
+ const vaultInfo = multicallRes[i][0];
214
+ const decimals = vaultInfo.decimals;
215
+ const borrowRate = getEulerV2BorrowRate(_interestRate);
216
+
217
+ const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
218
+ const action = actions[i].action;
219
+ const isBorrowOperation = borrowOperations.includes(action);
220
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
221
+
222
+ const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
223
+ const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
224
+ const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
225
+ data[vaultInfo.vaultAddr.toLowerCase()] = {
226
+ borrowRate,
227
+ supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
228
+ };
229
+ }
230
+ return data;
229
231
  };
@@ -1,9 +1,9 @@
1
- export * as aaveHelpers from './aaveHelpers';
2
- export * as compoundHelpers from './compoundHelpers';
3
- export * as sparkHelpers from './sparkHelpers';
4
- export * as curveUsdHelpers from './curveUsdHelpers';
5
- export * as makerHelpers from './makerHelpers';
6
- export * as chickenBondsHelpers from './chickenBondsHelpers';
7
- export * as morphoBlueHelpers from './morphoBlueHelpers';
8
- export * as llamaLendHelpers from './llamaLendHelpers';
1
+ export * as aaveHelpers from './aaveHelpers';
2
+ export * as compoundHelpers from './compoundHelpers';
3
+ export * as sparkHelpers from './sparkHelpers';
4
+ export * as curveUsdHelpers from './curveUsdHelpers';
5
+ export * as makerHelpers from './makerHelpers';
6
+ export * as chickenBondsHelpers from './chickenBondsHelpers';
7
+ export * as morphoBlueHelpers from './morphoBlueHelpers';
8
+ export * as llamaLendHelpers from './llamaLendHelpers';
9
9
  export * as eulerV2Helpers from './eulerHelpers';
@@ -1,53 +1,53 @@
1
- import Dec from 'decimal.js';
2
- import {
3
- LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
4
- } from '../../types';
5
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
6
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
7
- import { mapRange } from '../../services/utils';
8
- import { calculateNetApy } from '../../staking';
9
-
10
- export const getLlamaLendAggregatedData = ({
11
- loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
12
- }:{
13
- loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
14
- }): LlamaLendAggregatedPositionData => {
15
- const collAsset = selectedMarket.collAsset;
16
- const debtAsset = selectedMarket.baseAsset;
17
- const payload = {} as LlamaLendAggregatedPositionData;
18
-
19
- // payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
20
- // payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
21
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
22
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
23
- payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
24
-
25
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData as any);
26
- payload.netApy = netApy;
27
- payload.incentiveUsd = incentiveUsd;
28
- payload.totalInterestUsd = totalInterestUsd;
29
-
30
- payload.ratio = loanExists
31
- ? new Dec(payload.suppliedUsd)
32
- .dividedBy(payload.borrowedUsd)
33
- .times(100)
34
- .toString()
35
- : '0';
36
-
37
- // this is all approximation
38
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
39
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
40
- // only take in consideration collAsset
41
- payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
42
- ? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
43
- : '0';
44
-
45
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
46
- payload.leveragedType = leveragedType;
47
- if (leveragedType !== '') {
48
- payload.leveragedAsset = leveragedAsset;
49
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
50
- }
51
-
52
- return payload;
53
- };
1
+ import Dec from 'decimal.js';
2
+ import {
3
+ LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
4
+ } from '../../types';
5
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
6
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
7
+ import { mapRange } from '../../services/utils';
8
+ import { calculateNetApy } from '../../staking';
9
+
10
+ export const getLlamaLendAggregatedData = ({
11
+ loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
12
+ }:{
13
+ loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
14
+ }): LlamaLendAggregatedPositionData => {
15
+ const collAsset = selectedMarket.collAsset;
16
+ const debtAsset = selectedMarket.baseAsset;
17
+ const payload = {} as LlamaLendAggregatedPositionData;
18
+
19
+ // payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
20
+ // payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
21
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
22
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
23
+ payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
24
+
25
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData as any);
26
+ payload.netApy = netApy;
27
+ payload.incentiveUsd = incentiveUsd;
28
+ payload.totalInterestUsd = totalInterestUsd;
29
+
30
+ payload.ratio = loanExists
31
+ ? new Dec(payload.suppliedUsd)
32
+ .dividedBy(payload.borrowedUsd)
33
+ .times(100)
34
+ .toString()
35
+ : '0';
36
+
37
+ // this is all approximation
38
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
39
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
40
+ // only take in consideration collAsset
41
+ payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
42
+ ? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
43
+ : '0';
44
+
45
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
46
+ payload.leveragedType = leveragedType;
47
+ if (leveragedType !== '') {
48
+ payload.leveragedAsset = leveragedAsset;
49
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
50
+ }
51
+
52
+ return payload;
53
+ };