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

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 +3 -32
  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/helpers/index.d.ts +1 -1
  9. package/cjs/helpers/index.js +2 -2
  10. package/cjs/helpers/liquityV2Helpers/index.d.ts +12 -0
  11. package/cjs/helpers/liquityV2Helpers/index.js +62 -0
  12. package/cjs/index.d.ts +2 -2
  13. package/cjs/index.js +3 -3
  14. package/cjs/liquityV2/index.d.ts +10 -0
  15. package/cjs/liquityV2/index.js +98 -0
  16. package/cjs/markets/index.d.ts +1 -1
  17. package/cjs/markets/index.js +3 -3
  18. package/cjs/markets/liquityV2/index.d.ts +8 -0
  19. package/cjs/markets/liquityV2/index.js +34 -0
  20. package/cjs/services/utils.d.ts +0 -2
  21. package/cjs/services/utils.js +1 -4
  22. package/cjs/types/contracts/generated/LiquityV2View.d.ts +222 -0
  23. package/cjs/types/contracts/generated/index.d.ts +1 -1
  24. package/cjs/types/index.d.ts +1 -1
  25. package/cjs/types/index.js +1 -1
  26. package/cjs/types/liquityV2.d.ts +83 -0
  27. package/cjs/types/liquityV2.js +8 -0
  28. package/esm/config/contracts.d.ts +3 -32
  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/helpers/index.d.ts +1 -1
  33. package/esm/helpers/index.js +1 -1
  34. package/esm/helpers/liquityV2Helpers/index.d.ts +12 -0
  35. package/esm/helpers/liquityV2Helpers/index.js +54 -0
  36. package/esm/index.d.ts +2 -2
  37. package/esm/index.js +2 -2
  38. package/esm/liquityV2/index.d.ts +10 -0
  39. package/esm/liquityV2/index.js +90 -0
  40. package/esm/markets/index.d.ts +1 -1
  41. package/esm/markets/index.js +1 -1
  42. package/esm/markets/liquityV2/index.d.ts +8 -0
  43. package/esm/markets/liquityV2/index.js +28 -0
  44. package/esm/services/utils.d.ts +0 -2
  45. package/esm/services/utils.js +0 -2
  46. package/esm/types/contracts/generated/LiquityV2View.d.ts +222 -0
  47. package/esm/types/contracts/generated/index.d.ts +1 -1
  48. package/esm/types/index.d.ts +1 -1
  49. package/esm/types/index.js +1 -1
  50. package/esm/types/liquityV2.d.ts +83 -0
  51. package/esm/types/liquityV2.js +5 -0
  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/exchange/index.ts +17 -17
  64. package/src/helpers/aaveHelpers/index.ts +194 -194
  65. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  66. package/src/helpers/compoundHelpers/index.ts +246 -246
  67. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  68. package/src/helpers/index.ts +9 -9
  69. package/src/helpers/liquityV2Helpers/index.ts +79 -0
  70. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  71. package/src/helpers/makerHelpers/index.ts +94 -94
  72. package/src/helpers/morphoBlueHelpers/index.ts +115 -115
  73. package/src/helpers/sparkHelpers/index.ts +150 -150
  74. package/src/index.ts +48 -48
  75. package/src/liquity/index.ts +116 -116
  76. package/src/liquityV2/index.ts +115 -0
  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/index.ts +23 -24
  85. package/src/markets/liquityV2/index.ts +31 -0
  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 +54 -57
  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/LiquityV2View.ts +280 -0
  107. package/src/types/contracts/generated/index.ts +1 -1
  108. package/src/types/curveUsd.ts +118 -118
  109. package/src/types/index.ts +10 -10
  110. package/src/types/liquity.ts +30 -30
  111. package/src/types/liquityV2.ts +89 -0
  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/eulerV2/index.d.ts +0 -41
  117. package/cjs/eulerV2/index.js +0 -214
  118. package/cjs/helpers/eulerHelpers/index.d.ts +0 -27
  119. package/cjs/helpers/eulerHelpers/index.js +0 -232
  120. package/cjs/markets/euler/index.d.ts +0 -8
  121. package/cjs/markets/euler/index.js +0 -30
  122. package/cjs/types/contracts/generated/EulerV2View.d.ts +0 -345
  123. package/cjs/types/euler.d.ts +0 -147
  124. package/cjs/types/euler.js +0 -14
  125. package/esm/eulerV2/index.d.ts +0 -41
  126. package/esm/eulerV2/index.js +0 -206
  127. package/esm/helpers/eulerHelpers/index.d.ts +0 -27
  128. package/esm/helpers/eulerHelpers/index.js +0 -219
  129. package/esm/markets/euler/index.d.ts +0 -8
  130. package/esm/markets/euler/index.js +0 -24
  131. package/esm/types/contracts/generated/EulerV2View.d.ts +0 -345
  132. package/esm/types/euler.d.ts +0 -147
  133. package/esm/types/euler.js +0 -11
  134. package/src/eulerV2/index.ts +0 -297
  135. package/src/helpers/eulerHelpers/index.ts +0 -231
  136. package/src/markets/euler/index.ts +0 -27
  137. package/src/types/contracts/generated/EulerV2View.ts +0 -446
  138. package/src/types/euler.ts +0 -170
  139. /package/cjs/types/contracts/generated/{EulerV2View.js → LiquityV2View.js} +0 -0
  140. /package/esm/types/contracts/generated/{EulerV2View.js → LiquityV2View.js} +0 -0
@@ -1,297 +0,0 @@
1
- import Web3 from 'web3';
2
- import Dec from 'decimal.js';
3
- import { assetAmountInEth, getAssetInfoByAddress } from '@defisaver/tokens';
4
- import { NetworkNumber } from '../types/common';
5
- import { getStakingApy, STAKING_ASSETS } from '../staking';
6
- import { compareAddresses, getEthAmountForDecimals, isMaxuint } from '../services/utils';
7
- import {
8
- EulerV2AssetData,
9
- EulerV2AssetsData,
10
- EulerV2FullMarketData,
11
- EulerV2Market,
12
- EulerV2MarketInfoData,
13
- EulerV2PositionData,
14
- EulerV2UsedAssets,
15
- EulerV2VaultType,
16
- } from '../types';
17
- import {
18
- getEulerV2AggregatedData,
19
- getEulerV2BorrowRate,
20
- getEulerV2SupplyRate,
21
- getUtilizationRate,
22
- } from '../helpers/eulerHelpers';
23
- import { ZERO_ADDRESS } from '../constants';
24
- import { EulerV2ViewContract } from '../contracts';
25
-
26
- export const EMPTY_USED_ASSET = {
27
- isSupplied: false,
28
- isBorrowed: false,
29
- supplied: '0',
30
- suppliedUsd: '0',
31
- borrowed: '0',
32
- borrowedUsd: '0',
33
- symbol: '',
34
- collateral: false,
35
- vaultAddress: '',
36
- };
37
-
38
- const UnitOfAccountUSD = '0x0000000000000000000000000000000000000348';
39
-
40
- export const getEulerV2MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: EulerV2Market, defaultWeb3: Web3): Promise<EulerV2FullMarketData> => {
41
- const contract = EulerV2ViewContract(web3, network);
42
-
43
- const data = await contract.methods.getVaultInfoFull(selectedMarket.marketAddress).call();
44
- const isInUSD = compareAddresses(UnitOfAccountUSD, data.unitOfAccount);
45
-
46
- const usdPrice = getEthAmountForDecimals(data.unitOfAccountInUsd, 8);
47
-
48
- // parse collateral tokens
49
- // imma use address as key for assetsData because there can be more collateral vaults with the same name
50
- const colls: EulerV2AssetData[] = data.collaterals.map((collateral) => {
51
- const decimals = collateral.decimals;
52
- const assetInfo = getAssetInfoByAddress(collateral.assetAddr);
53
- const borrowRate = getEulerV2BorrowRate(collateral.interestRate);
54
- const utilizationRate = getUtilizationRate(collateral.totalBorrows, new Dec(collateral.totalBorrows).plus(collateral.cash).toString());
55
-
56
- const supplyRate = getEulerV2SupplyRate(borrowRate, utilizationRate, collateral.interestFee);
57
-
58
- const isEscrow = collateral.isEscrowed;
59
- const isGoverned = !compareAddresses(collateral.governorAdmin, ZERO_ADDRESS);
60
-
61
- const vaultType = isEscrow
62
- ? EulerV2VaultType.Escrow
63
- : (
64
- isGoverned ? EulerV2VaultType.Governed : EulerV2VaultType.Ungoverned
65
- );
66
- return ({
67
- vaultAddress: collateral.vaultAddr,
68
- assetAddress: collateral.assetAddr,
69
- symbol: assetInfo.symbol,
70
- vaultSymbol: collateral.vaultSymbol,
71
- name: collateral.name,
72
- vaultType,
73
- decimals,
74
- liquidationRatio: new Dec(collateral.liquidationLTV).div(10_000).toString(),
75
- collateralFactor: new Dec(collateral.borrowLTV).div(10_000).toString(),
76
- totalBorrow: getEthAmountForDecimals(collateral.totalBorrows, decimals), // parse
77
- cash: getEthAmountForDecimals(collateral.cash, decimals),
78
- supplyCap: isMaxuint(collateral.supplyCap) ? collateral.supplyCap : getEthAmountForDecimals(collateral.supplyCap, decimals),
79
- borrowCap: '0',
80
- price: isInUSD ? assetAmountInEth(collateral.assetPriceInUnit) : new Dec(assetAmountInEth(collateral.assetPriceInUnit)).mul(usdPrice).toString(), // 1e18 -> price in unitOfAccount (so it could be USD or any other token)
81
- canBeBorrowed: false,
82
- canBeSupplied: true,
83
- borrowRate,
84
- supplyRate,
85
- utilization: new Dec(utilizationRate).mul(100).toString(),
86
- });
87
- });
88
- for (const coll of colls) {
89
- if (STAKING_ASSETS.includes(coll.symbol)) {
90
- coll.incentiveSupplyApy = await getStakingApy(coll.symbol, defaultWeb3);
91
- coll.incentiveSupplyToken = coll.symbol;
92
- }
93
- }
94
- const isEscrow = data.collaterals.length === 0;
95
- const isGoverned = !compareAddresses(data.governorAdmin, ZERO_ADDRESS);
96
-
97
- const vaultType = isEscrow ? EulerV2VaultType.Escrow : (
98
- isGoverned ? EulerV2VaultType.Governed : EulerV2VaultType.Ungoverned
99
- );
100
- const decimals = data.decimals;
101
-
102
- // (1 + SPY/10**27) ** secondsPerYear - 1
103
-
104
- const interestRate = data.interestRate;
105
-
106
- const borrowRate = getEulerV2BorrowRate(interestRate);
107
-
108
- const utilizationRate = getUtilizationRate(data.totalBorrows, data.totalAssets);
109
- const supplyRate = getEulerV2SupplyRate(borrowRate, utilizationRate, data.interestFee);
110
-
111
- const marketAsset = {
112
- assetAddress: data.assetAddr,
113
- vaultAddress: data.vaultAddr,
114
- symbol: selectedMarket.asset,
115
- vaultSymbol: selectedMarket.shortLabel,
116
- decimals,
117
- totalBorrow: getEthAmountForDecimals(data.totalBorrows, decimals), // parse
118
- cash: getEthAmountForDecimals(data.cash, decimals),
119
- supplyCap: isMaxuint(data.supplyCap) ? data.supplyCap : getEthAmountForDecimals(data.supplyCap, decimals),
120
- borrowCap: isMaxuint(data.supplyCap) ? data.borrowCap : getEthAmountForDecimals(data.borrowCap, decimals),
121
- price: isInUSD ? assetAmountInEth(data.assetPriceInUnit) : new Dec(assetAmountInEth(data.assetPriceInUnit)).mul(usdPrice).toString(), // 1e18 -> price in unitOfAccount (so it could be USD or any other token)
122
- sortIndex: 0,
123
- canBeBorrowed: true,
124
- canBeSupplied: false,
125
- borrowRate,
126
- supplyRate,
127
- collateralFactor: '0',
128
- liquidationRatio: '0',
129
- utilization: new Dec(utilizationRate).mul(100).toString(),
130
- };
131
-
132
- const assetsData: EulerV2AssetsData = {
133
- [data.vaultAddr.toLowerCase()]: marketAsset,
134
- };
135
-
136
- colls
137
- .sort((coll1, coll2) => {
138
- const aMarket = new Dec(coll1.price).times(coll1.totalBorrow).toString();
139
- const bMarket = new Dec(coll2.price).times(coll2.totalBorrow).toString();
140
-
141
- return new Dec(bMarket).minus(aMarket).toNumber();
142
- })
143
- .forEach((market, i) => {
144
- assetsData[market.vaultAddress.toLowerCase()] = { ...market, sortIndex: i + 1 };
145
- });
146
-
147
- const marketData: EulerV2MarketInfoData = {
148
- name: data.name,
149
- symbol: data.symbol,
150
- decimals: data.decimals,
151
- irm: data.irm,
152
- creator: data.creator,
153
- governorAdmin: data.governorAdmin,
154
- unitOfAccount: data.unitOfAccount,
155
- unitOfAccountUsdPrice: usdPrice,
156
- isInUSD,
157
- oracle: data.oracle,
158
- collaterals: data.collaterals.map((collateral) => collateral.vaultAddr),
159
- isEscrow,
160
- isGoverned,
161
- vaultType,
162
- vaultAddress: data.vaultAddr,
163
- };
164
-
165
- return {
166
- marketData,
167
- assetsData,
168
- };
169
- };
170
-
171
- // export const getEulerV2AccountBalances = async (
172
- // web3: Web3,
173
- // network: NetworkNumber,
174
- // selectedMarket: EulerV2MarketData
175
- // ): Promise<> => {
176
- //
177
- // }
178
-
179
- export const EMPTY_EULER_V2_DATA = {
180
- usedAssets: {},
181
- suppliedUsd: '0',
182
- borrowedUsd: '0',
183
- borrowLimitUsd: '0',
184
- leftToBorrowUsd: '0',
185
- ratio: '0',
186
- minRatio: '0',
187
- netApy: '0',
188
- incentiveUsd: '0',
189
- totalInterestUsd: '0',
190
- isSubscribedToAutomation: false,
191
- automationResubscribeRequired: false,
192
- borrowVault: '',
193
- borrowAmountInUnit: '0',
194
- inLockDownMode: false,
195
- inPermitDisabledMode: false,
196
- lastUpdated: Date.now(),
197
- hasBorrowInDifferentVault: false,
198
- addressSpaceTakenByAnotherAccount: false,
199
- };
200
-
201
- export const getEulerV2AccountData = async (
202
- web3: Web3,
203
- network: NetworkNumber,
204
- address: string,
205
- extractedState: ({
206
- selectedMarket: EulerV2Market,
207
- assetsData: EulerV2AssetsData,
208
- marketData: EulerV2MarketInfoData,
209
- }),
210
- ): Promise<EulerV2PositionData> => {
211
- if (!address) throw new Error('No address provided');
212
-
213
- const {
214
- selectedMarket, assetsData, marketData,
215
- } = extractedState;
216
-
217
- let payload = {
218
- ...EMPTY_EULER_V2_DATA,
219
- lastUpdated: Date.now(),
220
- };
221
-
222
- const isInUSD = marketData.isInUSD;
223
-
224
- const parsingDecimals = isInUSD ? 18 : getAssetInfoByAddress(marketData.unitOfAccount).decimals;
225
- const contract = EulerV2ViewContract(web3, network);
226
-
227
- const loanData = await contract.methods.getUserData(address).call();
228
- const usedAssets: EulerV2UsedAssets = {};
229
- // there is no user position check for a specific market, only global check
230
- // but we need to make sure it works for the UI and show position only for the selected market
231
- if (!compareAddresses(loanData.borrowVault, selectedMarket.marketAddress)) {
232
- payload = {
233
- ...payload,
234
- borrowVault: ZERO_ADDRESS,
235
- borrowAmountInUnit: '0',
236
- inLockDownMode: false,
237
- inPermitDisabledMode: false,
238
- hasBorrowInDifferentVault: !compareAddresses(loanData.borrowVault, ZERO_ADDRESS),
239
- addressSpaceTakenByAnotherAccount: !compareAddresses(loanData.owner, address) && !compareAddresses(loanData.owner, ZERO_ADDRESS),
240
- };
241
- } else {
242
- payload = {
243
- ...payload,
244
- borrowVault: loanData.borrowVault,
245
- borrowAmountInUnit: loanData.borrowAmountInUnit,
246
- inLockDownMode: loanData.inLockDownMode,
247
- inPermitDisabledMode: loanData.inPermitDisabledMode,
248
- addressSpaceTakenByAnotherAccount: !compareAddresses(loanData.owner, address) && !compareAddresses(loanData.owner, ZERO_ADDRESS),
249
- };
250
-
251
- const borrowedInUnit = getEthAmountForDecimals(loanData.borrowAmountInUnit, parsingDecimals);
252
- const borrowedInAsset = getEthAmountForDecimals(loanData.borrowAmountInAsset, marketData.decimals);
253
- const borrowVault = loanData.borrowVault;
254
-
255
- if (borrowVault && !compareAddresses(ZERO_ADDRESS, borrowVault) && borrowedInUnit) {
256
- const borrowInfo = assetsData[borrowVault.toLowerCase()];
257
- usedAssets[borrowVault.toLowerCase()] = {
258
- ...EMPTY_USED_ASSET,
259
- isBorrowed: true,
260
- borrowed: borrowedInAsset,
261
- borrowedUsd: isInUSD ? borrowedInUnit : new Dec(borrowedInUnit).mul(marketData.unitOfAccountUsdPrice).toString(),
262
- vaultAddress: loanData.borrowVault,
263
- symbol: borrowInfo.symbol,
264
- };
265
- }
266
- }
267
-
268
- loanData.collaterals.forEach((collateral, i) => {
269
- const key = collateral.collateralVault.toLowerCase();
270
- const collInfo = assetsData[key];
271
-
272
- if (!collInfo || !marketData.collaterals.map(a => a.toLowerCase()).includes(key)) return; // this is a token supplied but not being used as a collateral for the market
273
-
274
- const suppliedInUnit = getEthAmountForDecimals(collateral.collateralAmountInUnit, parsingDecimals);
275
- const suppliedInAsset = getEthAmountForDecimals(collateral.collateralAmountInAsset, collInfo.decimals);
276
- const collateralAmountInUSD = getEthAmountForDecimals(collateral.collateralAmountInUSD, 18);
277
- usedAssets[key] = {
278
- ...EMPTY_USED_ASSET,
279
- collateral: true,
280
- isSupplied: true,
281
- supplied: suppliedInAsset,
282
- suppliedUsd: collateralAmountInUSD,
283
- vaultAddress: collateral.collateralVault,
284
- symbol: collInfo.symbol,
285
- };
286
- });
287
-
288
- payload = {
289
- ...payload,
290
- usedAssets,
291
- ...getEulerV2AggregatedData({
292
- usedAssets, assetsData, network,
293
- }),
294
- };
295
-
296
- return payload;
297
- };
@@ -1,231 +0,0 @@
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;
231
- };
@@ -1,27 +0,0 @@
1
- import { NetworkNumber } from '../../types/common';
2
- import { EulerV2Market, EulerV2Versions } from '../../types';
3
-
4
- export const eUSDC2 = (networkId: NetworkNumber): EulerV2Market => ({
5
- chainIds: [NetworkNumber.Eth],
6
- label: 'Euler Prime USDC',
7
- shortLabel: 'eUSDC-2',
8
- value: EulerV2Versions.eUSDC2,
9
- asset: 'USDC',
10
- secondLabel: 'Market',
11
- marketAddress: '0x797DD80692c3b2dAdabCe8e30C07fDE5307D48a9',
12
- });
13
-
14
- export const eWETH2 = (networkId: NetworkNumber): EulerV2Market => ({
15
- chainIds: [NetworkNumber.Eth],
16
- label: 'Euler Prime WETH',
17
- shortLabel: 'eWETH-2',
18
- value: EulerV2Versions.eWETH2,
19
- asset: 'WETH',
20
- secondLabel: 'Market',
21
- marketAddress: '0xD8b27CF359b7D15710a5BE299AF6e7Bf904984C2',
22
- });
23
-
24
- export const EulerV2Markets = (networkId: NetworkNumber) => ({
25
- [EulerV2Versions.eUSDC2]: eUSDC2(networkId),
26
- [EulerV2Versions.eWETH2]: eWETH2(networkId),
27
- }) as const;