@defisaver/positions-sdk 0.0.166-dev3 → 0.0.166-dev4-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 (142) 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 +99 -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/moneymarket/moneymarketCommonService.js +1 -1
  21. package/cjs/services/utils.d.ts +0 -2
  22. package/cjs/services/utils.js +1 -4
  23. package/cjs/types/contracts/generated/LiquityV2View.d.ts +222 -0
  24. package/cjs/types/contracts/generated/index.d.ts +1 -1
  25. package/cjs/types/index.d.ts +1 -1
  26. package/cjs/types/index.js +1 -1
  27. package/cjs/types/liquityV2.d.ts +84 -0
  28. package/cjs/types/liquityV2.js +8 -0
  29. package/esm/config/contracts.d.ts +3 -32
  30. package/esm/config/contracts.js +3 -3
  31. package/esm/contracts.d.ts +1 -1
  32. package/esm/contracts.js +1 -1
  33. package/esm/helpers/index.d.ts +1 -1
  34. package/esm/helpers/index.js +1 -1
  35. package/esm/helpers/liquityV2Helpers/index.d.ts +12 -0
  36. package/esm/helpers/liquityV2Helpers/index.js +54 -0
  37. package/esm/index.d.ts +2 -2
  38. package/esm/index.js +2 -2
  39. package/esm/liquityV2/index.d.ts +10 -0
  40. package/esm/liquityV2/index.js +91 -0
  41. package/esm/markets/index.d.ts +1 -1
  42. package/esm/markets/index.js +1 -1
  43. package/esm/markets/liquityV2/index.d.ts +8 -0
  44. package/esm/markets/liquityV2/index.js +28 -0
  45. package/esm/moneymarket/moneymarketCommonService.js +1 -1
  46. package/esm/services/utils.d.ts +0 -2
  47. package/esm/services/utils.js +0 -2
  48. package/esm/types/contracts/generated/LiquityV2View.d.ts +222 -0
  49. package/esm/types/contracts/generated/index.d.ts +1 -1
  50. package/esm/types/index.d.ts +1 -1
  51. package/esm/types/index.js +1 -1
  52. package/esm/types/liquityV2.d.ts +84 -0
  53. package/esm/types/liquityV2.js +5 -0
  54. package/package.json +49 -49
  55. package/src/aaveV2/index.ts +227 -227
  56. package/src/aaveV3/index.ts +590 -590
  57. package/src/assets/index.ts +60 -60
  58. package/src/chickenBonds/index.ts +123 -123
  59. package/src/compoundV2/index.ts +219 -219
  60. package/src/compoundV3/index.ts +281 -281
  61. package/src/config/contracts.js +1040 -1040
  62. package/src/constants/index.ts +6 -6
  63. package/src/contracts.ts +130 -130
  64. package/src/curveUsd/index.ts +229 -229
  65. package/src/exchange/index.ts +17 -17
  66. package/src/helpers/aaveHelpers/index.ts +194 -194
  67. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  68. package/src/helpers/compoundHelpers/index.ts +246 -246
  69. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  70. package/src/helpers/index.ts +9 -9
  71. package/src/helpers/liquityV2Helpers/index.ts +79 -0
  72. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  73. package/src/helpers/makerHelpers/index.ts +94 -94
  74. package/src/helpers/morphoBlueHelpers/index.ts +115 -115
  75. package/src/helpers/sparkHelpers/index.ts +150 -150
  76. package/src/index.ts +48 -48
  77. package/src/liquity/index.ts +116 -116
  78. package/src/liquityV2/index.ts +116 -0
  79. package/src/llamaLend/index.ts +275 -275
  80. package/src/maker/index.ts +117 -117
  81. package/src/markets/aave/index.ts +152 -152
  82. package/src/markets/aave/marketAssets.ts +46 -46
  83. package/src/markets/compound/index.ts +173 -173
  84. package/src/markets/compound/marketsAssets.ts +64 -64
  85. package/src/markets/curveUsd/index.ts +69 -69
  86. package/src/markets/index.ts +23 -24
  87. package/src/markets/liquityV2/index.ts +31 -0
  88. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  89. package/src/markets/llamaLend/index.ts +235 -235
  90. package/src/markets/morphoBlue/index.ts +728 -728
  91. package/src/markets/spark/index.ts +29 -29
  92. package/src/markets/spark/marketAssets.ts +10 -10
  93. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  94. package/src/morphoAaveV2/index.ts +256 -256
  95. package/src/morphoAaveV3/index.ts +630 -630
  96. package/src/morphoBlue/index.ts +171 -171
  97. package/src/multicall/index.ts +22 -22
  98. package/src/services/dsrService.ts +15 -15
  99. package/src/services/priceService.ts +21 -21
  100. package/src/services/utils.ts +54 -57
  101. package/src/setup.ts +8 -8
  102. package/src/spark/index.ts +424 -424
  103. package/src/staking/staking.ts +218 -218
  104. package/src/types/aave.ts +262 -262
  105. package/src/types/chickenBonds.ts +45 -45
  106. package/src/types/common.ts +84 -84
  107. package/src/types/compound.ts +129 -129
  108. package/src/types/contracts/generated/LiquityV2View.ts +280 -0
  109. package/src/types/contracts/generated/index.ts +1 -1
  110. package/src/types/curveUsd.ts +118 -118
  111. package/src/types/index.ts +10 -10
  112. package/src/types/liquity.ts +30 -30
  113. package/src/types/liquityV2.ts +90 -0
  114. package/src/types/llamaLend.ts +155 -155
  115. package/src/types/maker.ts +50 -50
  116. package/src/types/morphoBlue.ts +146 -146
  117. package/src/types/spark.ts +127 -127
  118. package/cjs/eulerV2/index.d.ts +0 -41
  119. package/cjs/eulerV2/index.js +0 -214
  120. package/cjs/helpers/eulerHelpers/index.d.ts +0 -27
  121. package/cjs/helpers/eulerHelpers/index.js +0 -232
  122. package/cjs/markets/euler/index.d.ts +0 -8
  123. package/cjs/markets/euler/index.js +0 -30
  124. package/cjs/types/contracts/generated/EulerV2View.d.ts +0 -345
  125. package/cjs/types/euler.d.ts +0 -147
  126. package/cjs/types/euler.js +0 -14
  127. package/esm/eulerV2/index.d.ts +0 -41
  128. package/esm/eulerV2/index.js +0 -206
  129. package/esm/helpers/eulerHelpers/index.d.ts +0 -27
  130. package/esm/helpers/eulerHelpers/index.js +0 -219
  131. package/esm/markets/euler/index.d.ts +0 -8
  132. package/esm/markets/euler/index.js +0 -24
  133. package/esm/types/contracts/generated/EulerV2View.d.ts +0 -345
  134. package/esm/types/euler.d.ts +0 -147
  135. package/esm/types/euler.js +0 -11
  136. package/src/eulerV2/index.ts +0 -297
  137. package/src/helpers/eulerHelpers/index.ts +0 -231
  138. package/src/markets/euler/index.ts +0 -27
  139. package/src/types/contracts/generated/EulerV2View.ts +0 -446
  140. package/src/types/euler.ts +0 -170
  141. /package/cjs/types/contracts/generated/{EulerV2View.js → LiquityV2View.js} +0 -0
  142. /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;