@defisaver/positions-sdk 0.0.166-dev4-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 (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 +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/moneymarket/moneymarketCommonService.js +1 -1
  21. package/cjs/services/utils.d.ts +2 -0
  22. package/cjs/services/utils.js +4 -1
  23. package/cjs/types/contracts/generated/EulerV2View.d.ts +345 -0
  24. package/cjs/types/contracts/generated/index.d.ts +1 -1
  25. package/cjs/types/euler.d.ts +149 -0
  26. package/cjs/types/euler.js +14 -0
  27. package/cjs/types/index.d.ts +1 -1
  28. package/cjs/types/index.js +1 -1
  29. package/esm/config/contracts.d.ts +32 -3
  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/eulerV2/index.d.ts +41 -0
  34. package/esm/eulerV2/index.js +210 -0
  35. package/esm/helpers/eulerHelpers/index.d.ts +27 -0
  36. package/esm/helpers/eulerHelpers/index.js +219 -0
  37. package/esm/helpers/index.d.ts +1 -1
  38. package/esm/helpers/index.js +1 -1
  39. package/esm/index.d.ts +2 -2
  40. package/esm/index.js +2 -2
  41. package/esm/markets/euler/index.d.ts +8 -0
  42. package/esm/markets/euler/index.js +24 -0
  43. package/esm/markets/index.d.ts +1 -1
  44. package/esm/markets/index.js +1 -1
  45. package/esm/moneymarket/moneymarketCommonService.js +1 -1
  46. package/esm/services/utils.d.ts +2 -0
  47. package/esm/services/utils.js +2 -0
  48. package/esm/types/contracts/generated/EulerV2View.d.ts +345 -0
  49. package/esm/types/contracts/generated/index.d.ts +1 -1
  50. package/esm/types/euler.d.ts +149 -0
  51. package/esm/types/euler.js +11 -0
  52. package/esm/types/index.d.ts +1 -1
  53. package/esm/types/index.js +1 -1
  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/eulerV2/index.ts +301 -0
  66. package/src/exchange/index.ts +17 -17
  67. package/src/helpers/aaveHelpers/index.ts +194 -194
  68. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  69. package/src/helpers/compoundHelpers/index.ts +246 -246
  70. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  71. package/src/helpers/eulerHelpers/index.ts +231 -0
  72. package/src/helpers/index.ts +9 -9
  73. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  74. package/src/helpers/makerHelpers/index.ts +94 -94
  75. package/src/helpers/morphoBlueHelpers/index.ts +115 -115
  76. package/src/helpers/sparkHelpers/index.ts +150 -150
  77. package/src/index.ts +48 -48
  78. package/src/liquity/index.ts +116 -116
  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/euler/index.ts +27 -0
  87. package/src/markets/index.ts +24 -23
  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 +57 -54
  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/EulerV2View.ts +446 -0
  109. package/src/types/contracts/generated/index.ts +1 -1
  110. package/src/types/curveUsd.ts +118 -118
  111. package/src/types/euler.ts +172 -0
  112. package/src/types/index.ts +10 -10
  113. package/src/types/liquity.ts +30 -30
  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/helpers/liquityV2Helpers/index.d.ts +0 -12
  119. package/cjs/helpers/liquityV2Helpers/index.js +0 -62
  120. package/cjs/liquityV2/index.d.ts +0 -10
  121. package/cjs/liquityV2/index.js +0 -99
  122. package/cjs/markets/liquityV2/index.d.ts +0 -8
  123. package/cjs/markets/liquityV2/index.js +0 -34
  124. package/cjs/types/contracts/generated/LiquityV2View.d.ts +0 -222
  125. package/cjs/types/liquityV2.d.ts +0 -84
  126. package/cjs/types/liquityV2.js +0 -8
  127. package/esm/helpers/liquityV2Helpers/index.d.ts +0 -12
  128. package/esm/helpers/liquityV2Helpers/index.js +0 -54
  129. package/esm/liquityV2/index.d.ts +0 -10
  130. package/esm/liquityV2/index.js +0 -91
  131. package/esm/markets/liquityV2/index.d.ts +0 -8
  132. package/esm/markets/liquityV2/index.js +0 -28
  133. package/esm/types/contracts/generated/LiquityV2View.d.ts +0 -222
  134. package/esm/types/liquityV2.d.ts +0 -84
  135. package/esm/types/liquityV2.js +0 -5
  136. package/src/helpers/liquityV2Helpers/index.ts +0 -79
  137. package/src/liquityV2/index.ts +0 -116
  138. package/src/markets/liquityV2/index.ts +0 -31
  139. package/src/types/contracts/generated/LiquityV2View.ts +0 -280
  140. package/src/types/liquityV2.ts +0 -90
  141. /package/cjs/types/contracts/generated/{LiquityV2View.js → EulerV2View.js} +0 -0
  142. /package/esm/types/contracts/generated/{LiquityV2View.js → EulerV2View.js} +0 -0
@@ -0,0 +1,231 @@
1
+ import Dec from 'decimal.js';
2
+ import Web3 from 'web3';
3
+ import { assetAmountInWei } from '@defisaver/tokens';
4
+ import {
5
+ EthAddress, NetworkNumber,
6
+ } from '../../types/common';
7
+ import {
8
+ calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
+ } from '../../moneymarket';
10
+ import { calculateInterestEarned } from '../../staking';
11
+ import {
12
+ EulerV2AggregatedPositionData,
13
+ EulerV2AssetsData,
14
+ EulerV2Market,
15
+ EulerV2UsedAssets,
16
+ } from '../../types';
17
+ import { EulerV2ViewContract } from '../../contracts';
18
+ import { borrowOperations } from '../../constants';
19
+ import { multicall } from '../../multicall';
20
+
21
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
+ let borrowUnstable = 0;
23
+ let supplyStable = 0;
24
+ let borrowStable = 0;
25
+ let supplyUnstable = 0;
26
+ let longAsset = '';
27
+ let shortAsset = '';
28
+ let leverageAssetVault = '';
29
+ Object.values(usedAssets).forEach(({
30
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
+ }) => {
32
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
+ borrowUnstable += 1;
38
+ shortAsset = symbol;
39
+ leverageAssetVault = vaultAddress;
40
+ }
41
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
+ supplyUnstable += 1;
43
+ longAsset = symbol;
44
+ leverageAssetVault = vaultAddress;
45
+ }
46
+ });
47
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
+ // lsd -> liquid staking derivative
50
+ const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
+ if (isLong) {
52
+ return {
53
+ leveragedType: 'long',
54
+ leveragedAsset: longAsset,
55
+ leveragedVault: leverageAssetVault,
56
+ };
57
+ }
58
+ if (isShort) {
59
+ return {
60
+ leveragedType: 'short',
61
+ leveragedAsset: shortAsset,
62
+ leveragedVault: leverageAssetVault,
63
+ };
64
+ }
65
+ if (isLsdLeveraged) {
66
+ return {
67
+ leveragedType: 'lsd-leverage',
68
+ leveragedAsset: longAsset,
69
+ leveragedVault: leverageAssetVault,
70
+ };
71
+ }
72
+ return {
73
+ leveragedType: '',
74
+ leveragedAsset: '',
75
+ leveragedVault: '',
76
+ };
77
+ };
78
+
79
+ export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
+ const acc = { ..._acc };
82
+ const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
+
84
+ if (usedAsset.isSupplied) {
85
+ const amount = usedAsset.suppliedUsd;
86
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
+ const rate = assetData.supplyRate;
88
+ const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
+ acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
+ }
91
+
92
+ if (usedAsset.isBorrowed) {
93
+ const amount = usedAsset.borrowedUsd;
94
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
+ const rate = assetData.borrowRate;
96
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
+ }
99
+
100
+ return acc;
101
+ }, {
102
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
+ });
104
+
105
+ const {
106
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
+ } = sumValues;
108
+
109
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
+
113
+ return { netApy, totalInterestUsd, incentiveUsd };
114
+ };
115
+
116
+ export const getEulerV2AggregatedData = ({
117
+ usedAssets, assetsData, network, ...rest
118
+ }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
+ const payload = {} as EulerV2AggregatedPositionData;
120
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
+ payload.netApy = netApy;
131
+ payload.incentiveUsd = incentiveUsd;
132
+ payload.totalInterestUsd = totalInterestUsd;
133
+ payload.minRatio = '100';
134
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
+ const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
+ payload.leveragedType = leveragedType;
138
+ if (leveragedType !== '') {
139
+ payload.leveragedAsset = leveragedAsset;
140
+ let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
+ if (leveragedType === 'lsd-leverage') {
142
+ const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
+ if (ethAsset) {
144
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
+ assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
+ }
147
+ }
148
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
+ }
150
+ return payload;
151
+ };
152
+
153
+ export const getEulerV2BorrowRate = (interestRate: string) => {
154
+ const _interestRate = new Dec(interestRate).div(1e27).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
+ };
@@ -1,9 +1,9 @@
1
- export * as aaveHelpers from './aaveHelpers';
2
- export * as compoundHelpers from './compoundHelpers';
3
- export * as sparkHelpers from './sparkHelpers';
4
- export * as curveUsdHelpers from './curveUsdHelpers';
5
- export * as makerHelpers from './makerHelpers';
6
- export * as chickenBondsHelpers from './chickenBondsHelpers';
7
- export * as morphoBlueHelpers from './morphoBlueHelpers';
8
- export * as llamaLendHelpers from './llamaLendHelpers';
9
- export * as liquityV2Helpers from './liquityV2Helpers';
1
+ export * as aaveHelpers from './aaveHelpers';
2
+ export * as compoundHelpers from './compoundHelpers';
3
+ export * as sparkHelpers from './sparkHelpers';
4
+ export * as curveUsdHelpers from './curveUsdHelpers';
5
+ export * as makerHelpers from './makerHelpers';
6
+ export * as chickenBondsHelpers from './chickenBondsHelpers';
7
+ export * as morphoBlueHelpers from './morphoBlueHelpers';
8
+ export * as llamaLendHelpers from './llamaLendHelpers';
9
+ export * as eulerV2Helpers from './eulerHelpers';
@@ -1,53 +1,53 @@
1
- import Dec from 'decimal.js';
2
- import {
3
- LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
4
- } from '../../types';
5
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
6
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
7
- import { mapRange } from '../../services/utils';
8
- import { calculateNetApy } from '../../staking';
9
-
10
- export const getLlamaLendAggregatedData = ({
11
- loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
12
- }:{
13
- loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
14
- }): LlamaLendAggregatedPositionData => {
15
- const collAsset = selectedMarket.collAsset;
16
- const debtAsset = selectedMarket.baseAsset;
17
- const payload = {} as LlamaLendAggregatedPositionData;
18
-
19
- // payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
20
- // payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
21
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
22
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
23
- payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
24
-
25
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData as any);
26
- payload.netApy = netApy;
27
- payload.incentiveUsd = incentiveUsd;
28
- payload.totalInterestUsd = totalInterestUsd;
29
-
30
- payload.ratio = loanExists
31
- ? new Dec(payload.suppliedUsd)
32
- .dividedBy(payload.borrowedUsd)
33
- .times(100)
34
- .toString()
35
- : '0';
36
-
37
- // this is all approximation
38
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
39
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
40
- // only take in consideration collAsset
41
- payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
42
- ? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
43
- : '0';
44
-
45
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
46
- payload.leveragedType = leveragedType;
47
- if (leveragedType !== '') {
48
- payload.leveragedAsset = leveragedAsset;
49
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
50
- }
51
-
52
- return payload;
53
- };
1
+ import Dec from 'decimal.js';
2
+ import {
3
+ LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
4
+ } from '../../types';
5
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
6
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
7
+ import { mapRange } from '../../services/utils';
8
+ import { calculateNetApy } from '../../staking';
9
+
10
+ export const getLlamaLendAggregatedData = ({
11
+ loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
12
+ }:{
13
+ loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
14
+ }): LlamaLendAggregatedPositionData => {
15
+ const collAsset = selectedMarket.collAsset;
16
+ const debtAsset = selectedMarket.baseAsset;
17
+ const payload = {} as LlamaLendAggregatedPositionData;
18
+
19
+ // payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
20
+ // payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
21
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
22
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
23
+ payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
24
+
25
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData as any);
26
+ payload.netApy = netApy;
27
+ payload.incentiveUsd = incentiveUsd;
28
+ payload.totalInterestUsd = totalInterestUsd;
29
+
30
+ payload.ratio = loanExists
31
+ ? new Dec(payload.suppliedUsd)
32
+ .dividedBy(payload.borrowedUsd)
33
+ .times(100)
34
+ .toString()
35
+ : '0';
36
+
37
+ // this is all approximation
38
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
39
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
40
+ // only take in consideration collAsset
41
+ payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
42
+ ? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
43
+ : '0';
44
+
45
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
46
+ payload.leveragedType = leveragedType;
47
+ if (leveragedType !== '') {
48
+ payload.leveragedAsset = leveragedAsset;
49
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
50
+ }
51
+
52
+ return payload;
53
+ };
@@ -1,95 +1,95 @@
1
- import Web3 from 'web3';
2
- import Dec from 'decimal.js';
3
- import { Blockish, NetworkNumber } from '../../types/common';
4
- import {
5
- McdDogContract, McdJugContract, McdSpotterContract, McdVatContract,
6
- } from '../../contracts';
7
- import { multicall } from '../../multicall';
8
- import { SECONDS_PER_YEAR } from '../../constants';
9
- import { bytesToString } from '../../services/utils';
10
- import { IlkInfo } from '../../types';
11
-
12
- export const getUnclaimedCollateral = async (web3: Web3, network: NetworkNumber, urn: string, ilk: string) => {
13
- const vatContract = McdVatContract(web3, network);
14
- const coll = await vatContract.methods.gem(ilk, urn).call();
15
- return coll;
16
- };
17
-
18
- export const getCollateralInfo = async (ilk: string, web3: Web3, network: NetworkNumber, block: Blockish = 'latest'): Promise<IlkInfo> => {
19
- const spotterContract = McdSpotterContract(web3, network);
20
- const vatContract = McdVatContract(web3, network);
21
- const dogContract = McdDogContract(web3, network);
22
- const jugContract = McdJugContract(web3, network);
23
-
24
- const multicallData = [
25
- {
26
- target: spotterContract.options.address,
27
- abiItem: spotterContract.options.jsonInterface.find(({ name }) => name === 'par'),
28
- params: [],
29
- },
30
- {
31
- target: spotterContract.options.address,
32
- abiItem: spotterContract.options.jsonInterface.find(({ name }) => name === 'ilks'),
33
- params: [ilk],
34
- },
35
- {
36
- target: vatContract.options.address,
37
- abiItem: vatContract.options.jsonInterface.find(({ name }) => name === 'ilks'),
38
- params: [ilk],
39
- },
40
- {
41
- target: jugContract.options.address,
42
- abiItem: jugContract.options.jsonInterface.find(({ name }) => name === 'ilks'),
43
- params: [ilk],
44
- },
45
- {
46
- target: jugContract.options.address,
47
- abiItem: jugContract.options.jsonInterface.find(({ name }) => name === 'drip'),
48
- params: [ilk],
49
- },
50
- {
51
- target: dogContract.options.address,
52
- abiItem: dogContract.options.jsonInterface.find(({ name }) => name === 'chop'),
53
- params: [ilk],
54
- },
55
- ];
56
-
57
- const multiRes = await multicall(multicallData, web3, network, block);
58
-
59
- const par = new Dec(multiRes[0][0].toString()).div(1e27).toString();
60
- const mat = new Dec(multiRes[1][1].toString()).div(1e27).toString();
61
- const art = new Dec(multiRes[2][0].toString()).toString();
62
- const rate = new Dec(multiRes[2][1].toString()).toString();
63
- const spot = new Dec(multiRes[2][2].toString()).div(1e27).toString();
64
- const line = new Dec(multiRes[2][3].toString()).div(1e45).toString();
65
- const dust = new Dec(multiRes[2][1].toString()).div(1e45).toString();
66
- const duty = new Dec(multiRes[3][0].toString()).toString();
67
- const futureRate = new Dec(multiRes[4][0].toString()).toString();
68
- const chop = new Dec(multiRes[5][0].toString()).div(1e18).toString();
69
-
70
- const stabilityFee = new Dec(duty.toString())
71
- .div(1e27)
72
- .pow(SECONDS_PER_YEAR)
73
- .minus(1)
74
- .mul(100)
75
- .toNumber();
76
- const liquidationFee = new Dec(chop).mul(100).sub(100).toString();
77
- const globalDebtCurrent = new Dec(art).div(1e18).mul(new Dec(futureRate).div(1e27)).toString();
78
- const globalDebtCeiling = line;
79
- const creatableDebt = new Dec(globalDebtCeiling).sub(globalDebtCurrent).toString();
80
-
81
- return {
82
- ilkLabel: bytesToString(ilk),
83
- currentRate: rate,
84
- futureRate,
85
- minDebt: dust,
86
- globalDebtCurrent,
87
- globalDebtCeiling,
88
- assetPrice: new Dec(spot).times(par).times(mat).toString(),
89
- liqRatio: mat,
90
- liqPercent: +mat * 100,
91
- stabilityFee,
92
- liquidationFee: new Dec(liquidationFee).lt(0) ? '0' : liquidationFee,
93
- creatableDebt,
94
- };
1
+ import Web3 from 'web3';
2
+ import Dec from 'decimal.js';
3
+ import { Blockish, NetworkNumber } from '../../types/common';
4
+ import {
5
+ McdDogContract, McdJugContract, McdSpotterContract, McdVatContract,
6
+ } from '../../contracts';
7
+ import { multicall } from '../../multicall';
8
+ import { SECONDS_PER_YEAR } from '../../constants';
9
+ import { bytesToString } from '../../services/utils';
10
+ import { IlkInfo } from '../../types';
11
+
12
+ export const getUnclaimedCollateral = async (web3: Web3, network: NetworkNumber, urn: string, ilk: string) => {
13
+ const vatContract = McdVatContract(web3, network);
14
+ const coll = await vatContract.methods.gem(ilk, urn).call();
15
+ return coll;
16
+ };
17
+
18
+ export const getCollateralInfo = async (ilk: string, web3: Web3, network: NetworkNumber, block: Blockish = 'latest'): Promise<IlkInfo> => {
19
+ const spotterContract = McdSpotterContract(web3, network);
20
+ const vatContract = McdVatContract(web3, network);
21
+ const dogContract = McdDogContract(web3, network);
22
+ const jugContract = McdJugContract(web3, network);
23
+
24
+ const multicallData = [
25
+ {
26
+ target: spotterContract.options.address,
27
+ abiItem: spotterContract.options.jsonInterface.find(({ name }) => name === 'par'),
28
+ params: [],
29
+ },
30
+ {
31
+ target: spotterContract.options.address,
32
+ abiItem: spotterContract.options.jsonInterface.find(({ name }) => name === 'ilks'),
33
+ params: [ilk],
34
+ },
35
+ {
36
+ target: vatContract.options.address,
37
+ abiItem: vatContract.options.jsonInterface.find(({ name }) => name === 'ilks'),
38
+ params: [ilk],
39
+ },
40
+ {
41
+ target: jugContract.options.address,
42
+ abiItem: jugContract.options.jsonInterface.find(({ name }) => name === 'ilks'),
43
+ params: [ilk],
44
+ },
45
+ {
46
+ target: jugContract.options.address,
47
+ abiItem: jugContract.options.jsonInterface.find(({ name }) => name === 'drip'),
48
+ params: [ilk],
49
+ },
50
+ {
51
+ target: dogContract.options.address,
52
+ abiItem: dogContract.options.jsonInterface.find(({ name }) => name === 'chop'),
53
+ params: [ilk],
54
+ },
55
+ ];
56
+
57
+ const multiRes = await multicall(multicallData, web3, network, block);
58
+
59
+ const par = new Dec(multiRes[0][0].toString()).div(1e27).toString();
60
+ const mat = new Dec(multiRes[1][1].toString()).div(1e27).toString();
61
+ const art = new Dec(multiRes[2][0].toString()).toString();
62
+ const rate = new Dec(multiRes[2][1].toString()).toString();
63
+ const spot = new Dec(multiRes[2][2].toString()).div(1e27).toString();
64
+ const line = new Dec(multiRes[2][3].toString()).div(1e45).toString();
65
+ const dust = new Dec(multiRes[2][1].toString()).div(1e45).toString();
66
+ const duty = new Dec(multiRes[3][0].toString()).toString();
67
+ const futureRate = new Dec(multiRes[4][0].toString()).toString();
68
+ const chop = new Dec(multiRes[5][0].toString()).div(1e18).toString();
69
+
70
+ const stabilityFee = new Dec(duty.toString())
71
+ .div(1e27)
72
+ .pow(SECONDS_PER_YEAR)
73
+ .minus(1)
74
+ .mul(100)
75
+ .toNumber();
76
+ const liquidationFee = new Dec(chop).mul(100).sub(100).toString();
77
+ const globalDebtCurrent = new Dec(art).div(1e18).mul(new Dec(futureRate).div(1e27)).toString();
78
+ const globalDebtCeiling = line;
79
+ const creatableDebt = new Dec(globalDebtCeiling).sub(globalDebtCurrent).toString();
80
+
81
+ return {
82
+ ilkLabel: bytesToString(ilk),
83
+ currentRate: rate,
84
+ futureRate,
85
+ minDebt: dust,
86
+ globalDebtCurrent,
87
+ globalDebtCeiling,
88
+ assetPrice: new Dec(spot).times(par).times(mat).toString(),
89
+ liqRatio: mat,
90
+ liqPercent: +mat * 100,
91
+ stabilityFee,
92
+ liquidationFee: new Dec(liquidationFee).lt(0) ? '0' : liquidationFee,
93
+ creatableDebt,
94
+ };
95
95
  };