@defisaver/positions-sdk 0.0.166-dev3-liquity-v2 → 0.0.166-dev4

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 (140) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/config/contracts.d.ts +32 -3
  5. package/cjs/config/contracts.js +3 -3
  6. package/cjs/contracts.d.ts +1 -1
  7. package/cjs/contracts.js +2 -2
  8. package/cjs/eulerV2/index.d.ts +41 -0
  9. package/cjs/eulerV2/index.js +218 -0
  10. package/cjs/helpers/eulerHelpers/index.d.ts +27 -0
  11. package/cjs/helpers/eulerHelpers/index.js +232 -0
  12. package/cjs/helpers/index.d.ts +1 -1
  13. package/cjs/helpers/index.js +2 -2
  14. package/cjs/index.d.ts +2 -2
  15. package/cjs/index.js +3 -3
  16. package/cjs/markets/euler/index.d.ts +8 -0
  17. package/cjs/markets/euler/index.js +30 -0
  18. package/cjs/markets/index.d.ts +1 -1
  19. package/cjs/markets/index.js +3 -3
  20. package/cjs/services/utils.d.ts +2 -0
  21. package/cjs/services/utils.js +4 -1
  22. package/cjs/types/contracts/generated/EulerV2View.d.ts +345 -0
  23. package/cjs/types/contracts/generated/index.d.ts +1 -1
  24. package/cjs/types/euler.d.ts +149 -0
  25. package/cjs/types/euler.js +14 -0
  26. package/cjs/types/index.d.ts +1 -1
  27. package/cjs/types/index.js +1 -1
  28. package/esm/config/contracts.d.ts +32 -3
  29. package/esm/config/contracts.js +3 -3
  30. package/esm/contracts.d.ts +1 -1
  31. package/esm/contracts.js +1 -1
  32. package/esm/eulerV2/index.d.ts +41 -0
  33. package/esm/eulerV2/index.js +210 -0
  34. package/esm/helpers/eulerHelpers/index.d.ts +27 -0
  35. package/esm/helpers/eulerHelpers/index.js +219 -0
  36. package/esm/helpers/index.d.ts +1 -1
  37. package/esm/helpers/index.js +1 -1
  38. package/esm/index.d.ts +2 -2
  39. package/esm/index.js +2 -2
  40. package/esm/markets/euler/index.d.ts +8 -0
  41. package/esm/markets/euler/index.js +24 -0
  42. package/esm/markets/index.d.ts +1 -1
  43. package/esm/markets/index.js +1 -1
  44. package/esm/services/utils.d.ts +2 -0
  45. package/esm/services/utils.js +2 -0
  46. package/esm/types/contracts/generated/EulerV2View.d.ts +345 -0
  47. package/esm/types/contracts/generated/index.d.ts +1 -1
  48. package/esm/types/euler.d.ts +149 -0
  49. package/esm/types/euler.js +11 -0
  50. package/esm/types/index.d.ts +1 -1
  51. package/esm/types/index.js +1 -1
  52. package/package.json +49 -49
  53. package/src/aaveV2/index.ts +227 -227
  54. package/src/aaveV3/index.ts +590 -590
  55. package/src/assets/index.ts +60 -60
  56. package/src/chickenBonds/index.ts +123 -123
  57. package/src/compoundV2/index.ts +219 -219
  58. package/src/compoundV3/index.ts +281 -281
  59. package/src/config/contracts.js +1040 -1040
  60. package/src/constants/index.ts +6 -6
  61. package/src/contracts.ts +130 -130
  62. package/src/curveUsd/index.ts +229 -229
  63. package/src/eulerV2/index.ts +301 -0
  64. package/src/exchange/index.ts +17 -17
  65. package/src/helpers/aaveHelpers/index.ts +194 -194
  66. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  67. package/src/helpers/compoundHelpers/index.ts +246 -246
  68. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  69. package/src/helpers/eulerHelpers/index.ts +231 -0
  70. package/src/helpers/index.ts +9 -9
  71. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  72. package/src/helpers/makerHelpers/index.ts +94 -94
  73. package/src/helpers/morphoBlueHelpers/index.ts +115 -115
  74. package/src/helpers/sparkHelpers/index.ts +150 -150
  75. package/src/index.ts +48 -48
  76. package/src/liquity/index.ts +116 -116
  77. package/src/llamaLend/index.ts +275 -275
  78. package/src/maker/index.ts +117 -117
  79. package/src/markets/aave/index.ts +152 -152
  80. package/src/markets/aave/marketAssets.ts +46 -46
  81. package/src/markets/compound/index.ts +173 -173
  82. package/src/markets/compound/marketsAssets.ts +64 -64
  83. package/src/markets/curveUsd/index.ts +69 -69
  84. package/src/markets/euler/index.ts +27 -0
  85. package/src/markets/index.ts +24 -23
  86. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  87. package/src/markets/llamaLend/index.ts +235 -235
  88. package/src/markets/morphoBlue/index.ts +728 -728
  89. package/src/markets/spark/index.ts +29 -29
  90. package/src/markets/spark/marketAssets.ts +10 -10
  91. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  92. package/src/morphoAaveV2/index.ts +256 -256
  93. package/src/morphoAaveV3/index.ts +630 -630
  94. package/src/morphoBlue/index.ts +171 -171
  95. package/src/multicall/index.ts +22 -22
  96. package/src/services/dsrService.ts +15 -15
  97. package/src/services/priceService.ts +21 -21
  98. package/src/services/utils.ts +57 -54
  99. package/src/setup.ts +8 -8
  100. package/src/spark/index.ts +424 -424
  101. package/src/staking/staking.ts +218 -218
  102. package/src/types/aave.ts +262 -262
  103. package/src/types/chickenBonds.ts +45 -45
  104. package/src/types/common.ts +84 -84
  105. package/src/types/compound.ts +129 -129
  106. package/src/types/contracts/generated/EulerV2View.ts +446 -0
  107. package/src/types/contracts/generated/index.ts +1 -1
  108. package/src/types/curveUsd.ts +118 -118
  109. package/src/types/euler.ts +172 -0
  110. package/src/types/index.ts +10 -10
  111. package/src/types/liquity.ts +30 -30
  112. package/src/types/llamaLend.ts +155 -155
  113. package/src/types/maker.ts +50 -50
  114. package/src/types/morphoBlue.ts +146 -146
  115. package/src/types/spark.ts +127 -127
  116. package/cjs/helpers/liquityV2Helpers/index.d.ts +0 -12
  117. package/cjs/helpers/liquityV2Helpers/index.js +0 -62
  118. package/cjs/liquityV2/index.d.ts +0 -10
  119. package/cjs/liquityV2/index.js +0 -98
  120. package/cjs/markets/liquityV2/index.d.ts +0 -8
  121. package/cjs/markets/liquityV2/index.js +0 -34
  122. package/cjs/types/contracts/generated/LiquityV2View.d.ts +0 -222
  123. package/cjs/types/liquityV2.d.ts +0 -83
  124. package/cjs/types/liquityV2.js +0 -8
  125. package/esm/helpers/liquityV2Helpers/index.d.ts +0 -12
  126. package/esm/helpers/liquityV2Helpers/index.js +0 -54
  127. package/esm/liquityV2/index.d.ts +0 -10
  128. package/esm/liquityV2/index.js +0 -90
  129. package/esm/markets/liquityV2/index.d.ts +0 -8
  130. package/esm/markets/liquityV2/index.js +0 -28
  131. package/esm/types/contracts/generated/LiquityV2View.d.ts +0 -222
  132. package/esm/types/liquityV2.d.ts +0 -83
  133. package/esm/types/liquityV2.js +0 -5
  134. package/src/helpers/liquityV2Helpers/index.ts +0 -79
  135. package/src/liquityV2/index.ts +0 -115
  136. package/src/markets/liquityV2/index.ts +0 -31
  137. package/src/types/contracts/generated/LiquityV2View.ts +0 -280
  138. package/src/types/liquityV2.ts +0 -89
  139. /package/cjs/types/contracts/generated/{LiquityV2View.js → EulerV2View.js} +0 -0
  140. /package/esm/types/contracts/generated/{LiquityV2View.js → EulerV2View.js} +0 -0
@@ -1,247 +1,247 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
- import Web3 from 'web3';
4
- import {
5
- BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
6
- } from '../../types';
7
- import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
8
- import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
9
- import {
10
- aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
11
- } from '../../moneymarket';
12
- import { calculateNetApy } from '../../staking';
13
- import { EthAddress, NetworkNumber } from '../../types/common';
14
- import { CompoundLoanInfoContract, CompV3ViewContract } from '../../contracts';
15
-
16
- export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
- const isWETH = assetInfo.symbol === 'WETH';
19
- const price = getEthAmountForDecimals(data.price, 8);
20
- return ({
21
- ...data,
22
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
23
- price: new Dec(price).mul(baseAssetPrice).toString(),
24
- collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
25
- liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
26
- supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
27
- totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
28
- symbol: isWETH ? 'ETH' : assetInfo.symbol,
29
- supplyRate: '0',
30
- borrowRate: '0',
31
- canBeBorrowed: false,
32
- canBeSupplied: true,
33
- });
34
- };
35
-
36
- // TODO: maybe not hardcode decimals
37
- export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
38
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
39
- const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
40
- const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
41
- return ({
42
- ...data,
43
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
44
- .toString()),
45
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
46
- .toString()),
47
- utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
48
- totalSupply,
49
- totalBorrow,
50
- marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
51
- symbol: wethToEth(assetInfo.symbol),
52
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
53
- price: baseAssetPrice,
54
- collateralFactor: '0',
55
- liquidationRatio: '0',
56
- canBeBorrowed: true,
57
- canBeSupplied: true,
58
- supplyCap: '0',
59
- rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
60
- rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
61
- minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
62
- isBase: true,
63
- });
64
- };
65
-
66
- export const getIncentiveApys = (
67
- baseData: CompoundV3AssetData & BaseAdditionalAssetData,
68
- compPrice: string,
69
- ): {
70
- incentiveSupplyApy: string,
71
- incentiveBorrowApy: string,
72
- incentiveSupplyToken: string,
73
- incentiveBorrowToken: string,
74
- } => {
75
- const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
76
- const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
77
- return {
78
- incentiveSupplyApy,
79
- incentiveBorrowApy,
80
- incentiveSupplyToken: 'COMP',
81
- incentiveBorrowToken: 'COMP',
82
- };
83
- };
84
-
85
- export const getCompoundV2AggregatedData = ({
86
- usedAssets, assetsData, ...rest
87
- }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
88
- const payload = {} as CompoundAggregatedPositionData;
89
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
90
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
91
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
92
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
93
-
94
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
95
-
96
- payload.leftToBorrowUsd = leftToBorrowUsd;
97
- payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
98
-
99
- payload.liquidationLimitUsd = payload.borrowLimitUsd;
100
- payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
101
- ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
102
- : '0';
103
- payload.minRatio = '100';
104
- payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
105
- ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
106
- : '0';
107
-
108
- // Calculate borrow limits per asset
109
- Object.values(usedAssets).forEach((item) => {
110
- if (item.isBorrowed) {
111
- // eslint-disable-next-line no-param-reassign
112
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
113
- }
114
- });
115
-
116
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
117
- payload.netApy = netApy;
118
- payload.incentiveUsd = incentiveUsd;
119
- payload.totalInterestUsd = totalInterestUsd;
120
-
121
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
122
- payload.leveragedType = leveragedType;
123
- if (leveragedType !== '') {
124
- payload.leveragedAsset = leveragedAsset;
125
- const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
126
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
127
- }
128
-
129
- return payload;
130
- };
131
-
132
- export const getCompoundV3AggregatedData = ({
133
- usedAssets, assetsData, network, selectedMarket, ...rest
134
- }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
135
- const payload = {} as CompoundAggregatedPositionData;
136
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
137
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
138
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
139
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
140
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
141
- payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
142
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
143
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
144
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
146
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
147
- payload.netApy = netApy;
148
- payload.incentiveUsd = incentiveUsd;
149
- payload.totalInterestUsd = totalInterestUsd;
150
- payload.minRatio = '100';
151
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
152
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
153
- payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
154
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
155
- payload.leveragedType = leveragedType;
156
- if (leveragedType !== '') {
157
- payload.leveragedAsset = leveragedAsset;
158
- let assetPrice = assetsData[leveragedAsset].price;
159
- if (leveragedType === 'lsd-leverage') {
160
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
161
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
162
- }
163
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
164
- }
165
-
166
- // TO DO: handle strategies
167
- /* const subscribedStrategies = rest.compoundStrategies
168
- ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
169
- : []; */
170
-
171
- // TODO possibly move to global helper, since every protocol has the same graphData?
172
- // payload.ratioTooLow = false;
173
- // payload.ratioTooHigh = false;
174
-
175
- // TO DO: handle strategies
176
- /* if (subscribedStrategies.length) {
177
- subscribedStrategies.forEach(({ graphData }) => {
178
- payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
179
- payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
180
- });
181
- } */
182
-
183
- return payload;
184
- };
185
-
186
- export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], web3: Web3) => {
187
- const compViewContract = CompoundLoanInfoContract(web3, NetworkNumber.Eth);
188
- const params = actions.map(({ action, asset, amount }) => {
189
- const isBorrowOperation = borrowOperations.includes(action);
190
- const amountInWei = assetAmountInWei(amount, asset);
191
- const assetInfo = getAssetInfo(`c${asset}`);
192
- let liquidityAdded;
193
- let liquidityTaken;
194
- if (isBorrowOperation) {
195
- liquidityAdded = action === 'payback' ? amountInWei : '0';
196
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
197
- } else {
198
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
199
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
200
- }
201
- return {
202
- cTokenAddr: assetInfo.address,
203
- liquidityAdded,
204
- liquidityTaken,
205
- isBorrowOperation,
206
- };
207
- });
208
- const data = await compViewContract.methods.getApyAfterValuesEstimation(
209
- params,
210
- ).call();
211
- const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
212
- data.forEach((d) => {
213
- const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
214
- rates[asset] = {
215
- supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
216
- borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
217
- };
218
- });
219
- return rates;
220
- };
221
-
222
- export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, web3: Web3, network: NetworkNumber) => {
223
- const compV3ViewContract = CompV3ViewContract(web3, network);
224
- const isBorrowOperation = borrowOperations.includes(action);
225
- const amountInWei = assetAmountInWei(amount, asset);
226
- let liquidityAdded;
227
- let liquidityTaken;
228
- if (isBorrowOperation) {
229
- liquidityAdded = action === 'payback' ? amountInWei : '0';
230
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
231
- } else {
232
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
233
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
234
- }
235
- const data = await compV3ViewContract.methods.getApyAfterValuesEstimation(
236
- selectedMarket.baseMarketAddress,
237
- account,
238
- liquidityAdded,
239
- liquidityTaken,
240
- ).call();
241
- return {
242
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
243
- .toString()),
244
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
245
- .toString()),
246
- };
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
+ import Web3 from 'web3';
4
+ import {
5
+ BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
6
+ } from '../../types';
7
+ import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
8
+ import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
9
+ import {
10
+ aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
11
+ } from '../../moneymarket';
12
+ import { calculateNetApy } from '../../staking';
13
+ import { EthAddress, NetworkNumber } from '../../types/common';
14
+ import { CompoundLoanInfoContract, CompV3ViewContract } from '../../contracts';
15
+
16
+ export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
+ const isWETH = assetInfo.symbol === 'WETH';
19
+ const price = getEthAmountForDecimals(data.price, 8);
20
+ return ({
21
+ ...data,
22
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
23
+ price: new Dec(price).mul(baseAssetPrice).toString(),
24
+ collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
25
+ liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
26
+ supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
27
+ totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
28
+ symbol: isWETH ? 'ETH' : assetInfo.symbol,
29
+ supplyRate: '0',
30
+ borrowRate: '0',
31
+ canBeBorrowed: false,
32
+ canBeSupplied: true,
33
+ });
34
+ };
35
+
36
+ // TODO: maybe not hardcode decimals
37
+ export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
38
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
39
+ const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
40
+ const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
41
+ return ({
42
+ ...data,
43
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
44
+ .toString()),
45
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
46
+ .toString()),
47
+ utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
48
+ totalSupply,
49
+ totalBorrow,
50
+ marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
51
+ symbol: wethToEth(assetInfo.symbol),
52
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
53
+ price: baseAssetPrice,
54
+ collateralFactor: '0',
55
+ liquidationRatio: '0',
56
+ canBeBorrowed: true,
57
+ canBeSupplied: true,
58
+ supplyCap: '0',
59
+ rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
60
+ rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
61
+ minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
62
+ isBase: true,
63
+ });
64
+ };
65
+
66
+ export const getIncentiveApys = (
67
+ baseData: CompoundV3AssetData & BaseAdditionalAssetData,
68
+ compPrice: string,
69
+ ): {
70
+ incentiveSupplyApy: string,
71
+ incentiveBorrowApy: string,
72
+ incentiveSupplyToken: string,
73
+ incentiveBorrowToken: string,
74
+ } => {
75
+ const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
76
+ const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
77
+ return {
78
+ incentiveSupplyApy,
79
+ incentiveBorrowApy,
80
+ incentiveSupplyToken: 'COMP',
81
+ incentiveBorrowToken: 'COMP',
82
+ };
83
+ };
84
+
85
+ export const getCompoundV2AggregatedData = ({
86
+ usedAssets, assetsData, ...rest
87
+ }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
88
+ const payload = {} as CompoundAggregatedPositionData;
89
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
90
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
91
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
92
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
93
+
94
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
95
+
96
+ payload.leftToBorrowUsd = leftToBorrowUsd;
97
+ payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
98
+
99
+ payload.liquidationLimitUsd = payload.borrowLimitUsd;
100
+ payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
101
+ ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
102
+ : '0';
103
+ payload.minRatio = '100';
104
+ payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
105
+ ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
106
+ : '0';
107
+
108
+ // Calculate borrow limits per asset
109
+ Object.values(usedAssets).forEach((item) => {
110
+ if (item.isBorrowed) {
111
+ // eslint-disable-next-line no-param-reassign
112
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
113
+ }
114
+ });
115
+
116
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
117
+ payload.netApy = netApy;
118
+ payload.incentiveUsd = incentiveUsd;
119
+ payload.totalInterestUsd = totalInterestUsd;
120
+
121
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
122
+ payload.leveragedType = leveragedType;
123
+ if (leveragedType !== '') {
124
+ payload.leveragedAsset = leveragedAsset;
125
+ const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
126
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
127
+ }
128
+
129
+ return payload;
130
+ };
131
+
132
+ export const getCompoundV3AggregatedData = ({
133
+ usedAssets, assetsData, network, selectedMarket, ...rest
134
+ }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
135
+ const payload = {} as CompoundAggregatedPositionData;
136
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
137
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
138
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
139
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
140
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
141
+ payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
142
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
143
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
144
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
146
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
147
+ payload.netApy = netApy;
148
+ payload.incentiveUsd = incentiveUsd;
149
+ payload.totalInterestUsd = totalInterestUsd;
150
+ payload.minRatio = '100';
151
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
152
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
153
+ payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
154
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
155
+ payload.leveragedType = leveragedType;
156
+ if (leveragedType !== '') {
157
+ payload.leveragedAsset = leveragedAsset;
158
+ let assetPrice = assetsData[leveragedAsset].price;
159
+ if (leveragedType === 'lsd-leverage') {
160
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
161
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
162
+ }
163
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
164
+ }
165
+
166
+ // TO DO: handle strategies
167
+ /* const subscribedStrategies = rest.compoundStrategies
168
+ ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
169
+ : []; */
170
+
171
+ // TODO possibly move to global helper, since every protocol has the same graphData?
172
+ // payload.ratioTooLow = false;
173
+ // payload.ratioTooHigh = false;
174
+
175
+ // TO DO: handle strategies
176
+ /* if (subscribedStrategies.length) {
177
+ subscribedStrategies.forEach(({ graphData }) => {
178
+ payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
179
+ payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
180
+ });
181
+ } */
182
+
183
+ return payload;
184
+ };
185
+
186
+ export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], web3: Web3) => {
187
+ const compViewContract = CompoundLoanInfoContract(web3, NetworkNumber.Eth);
188
+ const params = actions.map(({ action, asset, amount }) => {
189
+ const isBorrowOperation = borrowOperations.includes(action);
190
+ const amountInWei = assetAmountInWei(amount, asset);
191
+ const assetInfo = getAssetInfo(`c${asset}`);
192
+ let liquidityAdded;
193
+ let liquidityTaken;
194
+ if (isBorrowOperation) {
195
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
196
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
197
+ } else {
198
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
199
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
200
+ }
201
+ return {
202
+ cTokenAddr: assetInfo.address,
203
+ liquidityAdded,
204
+ liquidityTaken,
205
+ isBorrowOperation,
206
+ };
207
+ });
208
+ const data = await compViewContract.methods.getApyAfterValuesEstimation(
209
+ params,
210
+ ).call();
211
+ const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
212
+ data.forEach((d) => {
213
+ const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
214
+ rates[asset] = {
215
+ supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
216
+ borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
217
+ };
218
+ });
219
+ return rates;
220
+ };
221
+
222
+ export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, web3: Web3, network: NetworkNumber) => {
223
+ const compV3ViewContract = CompV3ViewContract(web3, network);
224
+ const isBorrowOperation = borrowOperations.includes(action);
225
+ const amountInWei = assetAmountInWei(amount, asset);
226
+ let liquidityAdded;
227
+ let liquidityTaken;
228
+ if (isBorrowOperation) {
229
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
230
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
231
+ } else {
232
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
233
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
234
+ }
235
+ const data = await compV3ViewContract.methods.getApyAfterValuesEstimation(
236
+ selectedMarket.baseMarketAddress,
237
+ account,
238
+ liquidityAdded,
239
+ liquidityTaken,
240
+ ).call();
241
+ return {
242
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
243
+ .toString()),
244
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
245
+ .toString()),
246
+ };
247
247
  };
@@ -1,41 +1,41 @@
1
- import Dec from 'decimal.js';
2
- import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
- import { mapRange } from '../../services/utils';
6
-
7
- export const getCrvUsdAggregatedData = ({
8
- loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
- }:{
10
- loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
- }): CrvUSDAggregatedPositionData => {
12
- const payload = {} as CrvUSDAggregatedPositionData;
13
- payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
- payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
-
18
- payload.ratio = loanExists
19
- ? new Dec(payload.suppliedUsd)
20
- .dividedBy(payload.borrowedUsd)
21
- .times(100)
22
- .toString()
23
- : '0';
24
-
25
- // this is all approximation
26
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
- // only take in consideration collAsset
29
- payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
- ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
- : '0';
32
-
33
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
- payload.leveragedType = leveragedType;
35
- if (leveragedType !== '') {
36
- payload.leveragedAsset = leveragedAsset;
37
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
- }
39
-
40
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
+ import { mapRange } from '../../services/utils';
6
+
7
+ export const getCrvUsdAggregatedData = ({
8
+ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
+ }:{
10
+ loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
+ }): CrvUSDAggregatedPositionData => {
12
+ const payload = {} as CrvUSDAggregatedPositionData;
13
+ payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
+ payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
+
18
+ payload.ratio = loanExists
19
+ ? new Dec(payload.suppliedUsd)
20
+ .dividedBy(payload.borrowedUsd)
21
+ .times(100)
22
+ .toString()
23
+ : '0';
24
+
25
+ // this is all approximation
26
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
+ // only take in consideration collAsset
29
+ payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
+ ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
+ : '0';
32
+
33
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
+ payload.leveragedType = leveragedType;
35
+ if (leveragedType !== '') {
36
+ payload.leveragedAsset = leveragedAsset;
37
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
+ }
39
+
40
+ return payload;
41
41
  };