@defisaver/positions-sdk 0.0.182 → 0.0.183-dev-allocator-2
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.
- package/.mocharc.json +4 -4
- package/.nvmrc +1 -1
- package/README.md +69 -69
- package/cjs/aaveV3/index.js +3 -3
- package/cjs/config/contracts.d.ts +3 -0
- package/cjs/config/contracts.js +3 -0
- package/cjs/helpers/aaveHelpers/index.js +0 -1
- package/cjs/helpers/morphoBlueHelpers/index.d.ts +5 -0
- package/cjs/helpers/morphoBlueHelpers/index.js +142 -1
- package/cjs/staking/staking.d.ts +2 -3
- package/cjs/staking/staking.js +2 -2
- package/cjs/types/morphoBlue.d.ts +31 -0
- package/esm/aaveV3/index.js +4 -4
- package/esm/config/contracts.d.ts +3 -0
- package/esm/config/contracts.js +3 -0
- package/esm/helpers/aaveHelpers/index.js +0 -1
- package/esm/helpers/morphoBlueHelpers/index.d.ts +5 -0
- package/esm/helpers/morphoBlueHelpers/index.js +139 -0
- package/esm/staking/staking.d.ts +2 -3
- package/esm/staking/staking.js +2 -2
- package/esm/types/morphoBlue.d.ts +31 -0
- package/package.json +49 -49
- package/src/aaveV2/index.ts +227 -227
- package/src/aaveV3/index.ts +624 -628
- package/src/assets/index.ts +60 -60
- package/src/chickenBonds/index.ts +123 -123
- package/src/compoundV2/index.ts +220 -220
- package/src/compoundV3/index.ts +282 -282
- package/src/config/contracts.js +1043 -1040
- package/src/constants/index.ts +6 -6
- package/src/contracts.ts +130 -130
- package/src/curveUsd/index.ts +229 -229
- package/src/eulerV2/index.ts +303 -303
- package/src/exchange/index.ts +17 -17
- package/src/helpers/aaveHelpers/index.ts +198 -199
- package/src/helpers/chickenBondsHelpers/index.ts +23 -23
- package/src/helpers/compoundHelpers/index.ts +246 -246
- package/src/helpers/curveUsdHelpers/index.ts +40 -40
- package/src/helpers/eulerHelpers/index.ts +232 -232
- package/src/helpers/index.ts +8 -8
- package/src/helpers/llamaLendHelpers/index.ts +53 -53
- package/src/helpers/makerHelpers/index.ts +94 -94
- package/src/helpers/morphoBlueHelpers/index.ts +274 -115
- package/src/helpers/sparkHelpers/index.ts +150 -150
- package/src/index.ts +48 -48
- package/src/liquity/index.ts +116 -116
- package/src/llamaLend/index.ts +275 -275
- package/src/maker/index.ts +117 -117
- package/src/markets/aave/index.ts +152 -152
- package/src/markets/aave/marketAssets.ts +46 -46
- package/src/markets/compound/index.ts +173 -173
- package/src/markets/compound/marketsAssets.ts +64 -64
- package/src/markets/curveUsd/index.ts +69 -69
- package/src/markets/euler/index.ts +26 -26
- package/src/markets/index.ts +23 -23
- package/src/markets/llamaLend/contractAddresses.ts +141 -141
- package/src/markets/llamaLend/index.ts +235 -235
- package/src/markets/morphoBlue/index.ts +809 -809
- package/src/markets/spark/index.ts +29 -29
- package/src/markets/spark/marketAssets.ts +10 -10
- package/src/moneymarket/moneymarketCommonService.ts +80 -80
- package/src/morphoAaveV2/index.ts +256 -256
- package/src/morphoAaveV3/index.ts +630 -630
- package/src/morphoBlue/index.ts +171 -171
- package/src/multicall/index.ts +22 -22
- package/src/services/dsrService.ts +15 -15
- package/src/services/priceService.ts +21 -21
- package/src/services/utils.ts +56 -56
- package/src/setup.ts +8 -8
- package/src/spark/index.ts +461 -461
- package/src/staking/staking.ts +220 -222
- package/src/types/aave.ts +270 -270
- package/src/types/chickenBonds.ts +45 -45
- package/src/types/common.ts +84 -84
- package/src/types/compound.ts +129 -129
- package/src/types/curveUsd.ts +118 -118
- package/src/types/euler.ts +171 -171
- package/src/types/index.ts +9 -9
- package/src/types/liquity.ts +30 -30
- package/src/types/llamaLend.ts +155 -155
- package/src/types/maker.ts +50 -50
- package/src/types/morphoBlue.ts +184 -154
- package/src/types/spark.ts +131 -131
- package/.vscode/launch.json +0 -17
- package/.vscode/settings.json +0 -37
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import Dec from 'decimal.js';
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import Web3 from 'web3';
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import { assetAmountInWei } from '@defisaver/tokens';
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import {
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EthAddress, NetworkNumber,
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} from '../../types/common';
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import {
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calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
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} from '../../moneymarket';
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import { calculateInterestEarned } from '../../staking';
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import {
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EulerV2AggregatedPositionData,
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EulerV2AssetsData,
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EulerV2Market,
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EulerV2UsedAssets,
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} from '../../types';
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import { EulerV2ViewContract } from '../../contracts';
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import { borrowOperations } from '../../constants';
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import { multicall } from '../../multicall';
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export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
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let borrowUnstable = 0;
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let supplyStable = 0;
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let borrowStable = 0;
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let supplyUnstable = 0;
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let longAsset = '';
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let shortAsset = '';
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let leverageAssetVault = '';
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Object.values(usedAssets).forEach(({
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symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
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}) => {
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const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
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const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
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if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
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if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
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if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
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borrowUnstable += 1;
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shortAsset = symbol;
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leverageAssetVault = vaultAddress;
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}
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if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
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supplyUnstable += 1;
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longAsset = symbol;
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leverageAssetVault = vaultAddress;
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}
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});
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const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
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const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
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// lsd -> liquid staking derivative
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const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
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if (isLong) {
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return {
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leveragedType: 'long',
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leveragedAsset: longAsset,
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leveragedVault: leverageAssetVault,
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};
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}
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if (isShort) {
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return {
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leveragedType: 'short',
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leveragedAsset: shortAsset,
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leveragedVault: leverageAssetVault,
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};
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}
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if (isLsdLeveraged) {
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return {
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leveragedType: 'lsd-leverage',
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leveragedAsset: longAsset,
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leveragedVault: leverageAssetVault,
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};
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}
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return {
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leveragedType: '',
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leveragedAsset: '',
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leveragedVault: '',
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};
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};
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export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
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const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
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const acc = { ..._acc };
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const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
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if (usedAsset.isSupplied) {
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const amount = usedAsset.suppliedUsd;
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acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
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const rate = assetData.supplyRate;
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const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
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acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
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}
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if (usedAsset.isBorrowed) {
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const amount = usedAsset.borrowedUsd;
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acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
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const rate = assetData.borrowRate;
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const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
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acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
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}
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return acc;
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}, {
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borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
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});
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const {
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borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
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} = sumValues;
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const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
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const balance = new Dec(suppliedUsd).sub(borrowedUsd);
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const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
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return { netApy, totalInterestUsd, incentiveUsd };
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};
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export const getEulerV2AggregatedData = ({
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usedAssets, assetsData, network, ...rest
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}: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
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const payload = {} as EulerV2AggregatedPositionData;
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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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));
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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));
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const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
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payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
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payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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payload.totalInterestUsd = totalInterestUsd;
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payload.minRatio = '100';
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payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
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payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
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const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
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if (leveragedType === 'lsd-leverage') {
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const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
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if (ethAsset) {
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payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
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assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
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}
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}
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
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}
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return payload;
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};
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export const getEulerV2BorrowRate = (interestRate: string) => {
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const _interestRate = new Dec(interestRate).div(1e27).toString();
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const secondsPerYear = 31556953;
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const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
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return new Dec(new Dec(a).minus(1)).mul(100).toString();
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};
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export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
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export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
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const interestFee = new Dec(_interestFee).div(10000);
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const fee = new Dec(1).minus(interestFee);
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return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
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};
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const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
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let liquidityAdded;
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let liquidityRemoved;
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if (isBorrowOperation) {
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liquidityAdded = action === 'payback' ? amount : '0';
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liquidityRemoved = action === 'borrow' ? amount : '0';
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} else {
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liquidityAdded = action === 'collateral' ? amount : '0';
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liquidityRemoved = action === 'withdraw' ? amount : '0';
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}
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return { liquidityAdded, liquidityRemoved };
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};
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export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
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const eulerV2ViewContract = EulerV2ViewContract(web3, network);
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const multicallData: any[] = [];
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const apyAfterValuesEstimationParams: any[] = [];
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actions.forEach(({
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action, amount, asset, vaultAddress,
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}) => {
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const amountInWei = assetAmountInWei(amount, asset);
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const isBorrowOperation = borrowOperations.includes(action);
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const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
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apyAfterValuesEstimationParams.push([
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vaultAddress,
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borrowOperations.includes(action),
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liquidityAdded,
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liquidityRemoved,
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]);
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multicallData.push({
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target: eulerV2ViewContract.options.address,
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abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
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params: [vaultAddress],
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// @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
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gasLimit: 10_000_000,
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});
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});
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multicallData.push({
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target: eulerV2ViewContract.options.address,
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abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
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params: [apyAfterValuesEstimationParams],
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});
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const multicallRes = await multicall(multicallData, web3, network);
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const numOfActions = actions.length;
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const data: any = {};
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for (let i = 0; i < numOfActions; i += 1) {
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const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
|
|
215
|
-
const vaultInfo = multicallRes[i][0];
|
|
216
|
-
const decimals = vaultInfo.decimals;
|
|
217
|
-
const borrowRate = getEulerV2BorrowRate(_interestRate);
|
|
218
|
-
|
|
219
|
-
const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
|
|
220
|
-
const action = actions[i].action;
|
|
221
|
-
const isBorrowOperation = borrowOperations.includes(action);
|
|
222
|
-
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
|
|
223
|
-
|
|
224
|
-
const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
|
|
225
|
-
const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
|
|
226
|
-
const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
|
|
227
|
-
data[vaultInfo.vaultAddr.toLowerCase()] = {
|
|
228
|
-
borrowRate,
|
|
229
|
-
supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
|
|
230
|
-
};
|
|
231
|
-
}
|
|
232
|
-
return data;
|
|
1
|
+
import Dec from 'decimal.js';
|
|
2
|
+
import Web3 from 'web3';
|
|
3
|
+
import { assetAmountInWei } from '@defisaver/tokens';
|
|
4
|
+
import {
|
|
5
|
+
EthAddress, NetworkNumber,
|
|
6
|
+
} from '../../types/common';
|
|
7
|
+
import {
|
|
8
|
+
calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
|
|
9
|
+
} from '../../moneymarket';
|
|
10
|
+
import { calculateInterestEarned } from '../../staking';
|
|
11
|
+
import {
|
|
12
|
+
EulerV2AggregatedPositionData,
|
|
13
|
+
EulerV2AssetsData,
|
|
14
|
+
EulerV2Market,
|
|
15
|
+
EulerV2UsedAssets,
|
|
16
|
+
} from '../../types';
|
|
17
|
+
import { EulerV2ViewContract } from '../../contracts';
|
|
18
|
+
import { borrowOperations } from '../../constants';
|
|
19
|
+
import { multicall } from '../../multicall';
|
|
20
|
+
|
|
21
|
+
export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
|
|
22
|
+
let borrowUnstable = 0;
|
|
23
|
+
let supplyStable = 0;
|
|
24
|
+
let borrowStable = 0;
|
|
25
|
+
let supplyUnstable = 0;
|
|
26
|
+
let longAsset = '';
|
|
27
|
+
let shortAsset = '';
|
|
28
|
+
let leverageAssetVault = '';
|
|
29
|
+
Object.values(usedAssets).forEach(({
|
|
30
|
+
symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
|
|
31
|
+
}) => {
|
|
32
|
+
const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
|
|
33
|
+
const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
|
|
34
|
+
if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
|
|
35
|
+
if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
|
|
36
|
+
if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
|
|
37
|
+
borrowUnstable += 1;
|
|
38
|
+
shortAsset = symbol;
|
|
39
|
+
leverageAssetVault = vaultAddress;
|
|
40
|
+
}
|
|
41
|
+
if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
|
|
42
|
+
supplyUnstable += 1;
|
|
43
|
+
longAsset = symbol;
|
|
44
|
+
leverageAssetVault = vaultAddress;
|
|
45
|
+
}
|
|
46
|
+
});
|
|
47
|
+
const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
|
|
48
|
+
const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
|
|
49
|
+
// lsd -> liquid staking derivative
|
|
50
|
+
const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
|
|
51
|
+
if (isLong) {
|
|
52
|
+
return {
|
|
53
|
+
leveragedType: 'long',
|
|
54
|
+
leveragedAsset: longAsset,
|
|
55
|
+
leveragedVault: leverageAssetVault,
|
|
56
|
+
};
|
|
57
|
+
}
|
|
58
|
+
if (isShort) {
|
|
59
|
+
return {
|
|
60
|
+
leveragedType: 'short',
|
|
61
|
+
leveragedAsset: shortAsset,
|
|
62
|
+
leveragedVault: leverageAssetVault,
|
|
63
|
+
};
|
|
64
|
+
}
|
|
65
|
+
if (isLsdLeveraged) {
|
|
66
|
+
return {
|
|
67
|
+
leveragedType: 'lsd-leverage',
|
|
68
|
+
leveragedAsset: longAsset,
|
|
69
|
+
leveragedVault: leverageAssetVault,
|
|
70
|
+
};
|
|
71
|
+
}
|
|
72
|
+
return {
|
|
73
|
+
leveragedType: '',
|
|
74
|
+
leveragedAsset: '',
|
|
75
|
+
leveragedVault: '',
|
|
76
|
+
};
|
|
77
|
+
};
|
|
78
|
+
|
|
79
|
+
export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
|
|
80
|
+
const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
|
|
81
|
+
const acc = { ..._acc };
|
|
82
|
+
const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
|
|
83
|
+
|
|
84
|
+
if (usedAsset.isSupplied) {
|
|
85
|
+
const amount = usedAsset.suppliedUsd;
|
|
86
|
+
acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
|
|
87
|
+
const rate = assetData.supplyRate;
|
|
88
|
+
const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
|
|
89
|
+
acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
|
|
90
|
+
}
|
|
91
|
+
|
|
92
|
+
if (usedAsset.isBorrowed) {
|
|
93
|
+
const amount = usedAsset.borrowedUsd;
|
|
94
|
+
acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
|
|
95
|
+
const rate = assetData.borrowRate;
|
|
96
|
+
const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
|
|
97
|
+
acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
|
|
98
|
+
}
|
|
99
|
+
|
|
100
|
+
return acc;
|
|
101
|
+
}, {
|
|
102
|
+
borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
|
|
103
|
+
});
|
|
104
|
+
|
|
105
|
+
const {
|
|
106
|
+
borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
|
|
107
|
+
} = sumValues;
|
|
108
|
+
|
|
109
|
+
const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
|
|
110
|
+
const balance = new Dec(suppliedUsd).sub(borrowedUsd);
|
|
111
|
+
const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
|
|
112
|
+
|
|
113
|
+
return { netApy, totalInterestUsd, incentiveUsd };
|
|
114
|
+
};
|
|
115
|
+
|
|
116
|
+
export const getEulerV2AggregatedData = ({
|
|
117
|
+
usedAssets, assetsData, network, ...rest
|
|
118
|
+
}: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
|
|
119
|
+
const payload = {} as EulerV2AggregatedPositionData;
|
|
120
|
+
payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
121
|
+
payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
122
|
+
payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
|
|
123
|
+
payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
|
|
124
|
+
payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
|
|
125
|
+
const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
|
|
126
|
+
payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
|
|
127
|
+
payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
|
|
128
|
+
payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
|
|
129
|
+
const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
|
|
130
|
+
payload.netApy = netApy;
|
|
131
|
+
payload.incentiveUsd = incentiveUsd;
|
|
132
|
+
payload.totalInterestUsd = totalInterestUsd;
|
|
133
|
+
payload.minRatio = '100';
|
|
134
|
+
payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
|
|
135
|
+
payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
|
|
136
|
+
const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
|
|
137
|
+
payload.leveragedType = leveragedType;
|
|
138
|
+
if (leveragedType !== '') {
|
|
139
|
+
payload.leveragedAsset = leveragedAsset;
|
|
140
|
+
let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
|
|
141
|
+
if (leveragedType === 'lsd-leverage') {
|
|
142
|
+
const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
|
|
143
|
+
if (ethAsset) {
|
|
144
|
+
payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
|
|
145
|
+
assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
|
|
146
|
+
}
|
|
147
|
+
}
|
|
148
|
+
payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
|
|
149
|
+
}
|
|
150
|
+
return payload;
|
|
151
|
+
};
|
|
152
|
+
|
|
153
|
+
export const getEulerV2BorrowRate = (interestRate: string) => {
|
|
154
|
+
const _interestRate = new Dec(interestRate).div(1e27).toString();
|
|
155
|
+
const secondsPerYear = 31556953;
|
|
156
|
+
const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
|
|
157
|
+
return new Dec(new Dec(a).minus(1)).mul(100).toString();
|
|
158
|
+
};
|
|
159
|
+
|
|
160
|
+
export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
|
|
161
|
+
|
|
162
|
+
export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
|
|
163
|
+
const interestFee = new Dec(_interestFee).div(10000);
|
|
164
|
+
const fee = new Dec(1).minus(interestFee);
|
|
165
|
+
return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
|
|
166
|
+
};
|
|
167
|
+
|
|
168
|
+
const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
|
|
169
|
+
let liquidityAdded;
|
|
170
|
+
let liquidityRemoved;
|
|
171
|
+
if (isBorrowOperation) {
|
|
172
|
+
liquidityAdded = action === 'payback' ? amount : '0';
|
|
173
|
+
liquidityRemoved = action === 'borrow' ? amount : '0';
|
|
174
|
+
} else {
|
|
175
|
+
liquidityAdded = action === 'collateral' ? amount : '0';
|
|
176
|
+
liquidityRemoved = action === 'withdraw' ? amount : '0';
|
|
177
|
+
}
|
|
178
|
+
return { liquidityAdded, liquidityRemoved };
|
|
179
|
+
};
|
|
180
|
+
|
|
181
|
+
export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
|
|
182
|
+
const eulerV2ViewContract = EulerV2ViewContract(web3, network);
|
|
183
|
+
const multicallData: any[] = [];
|
|
184
|
+
const apyAfterValuesEstimationParams: any[] = [];
|
|
185
|
+
actions.forEach(({
|
|
186
|
+
action, amount, asset, vaultAddress,
|
|
187
|
+
}) => {
|
|
188
|
+
const amountInWei = assetAmountInWei(amount, asset);
|
|
189
|
+
const isBorrowOperation = borrowOperations.includes(action);
|
|
190
|
+
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
|
|
191
|
+
apyAfterValuesEstimationParams.push([
|
|
192
|
+
vaultAddress,
|
|
193
|
+
borrowOperations.includes(action),
|
|
194
|
+
liquidityAdded,
|
|
195
|
+
liquidityRemoved,
|
|
196
|
+
]);
|
|
197
|
+
multicallData.push({
|
|
198
|
+
target: eulerV2ViewContract.options.address,
|
|
199
|
+
abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
|
|
200
|
+
params: [vaultAddress],
|
|
201
|
+
// @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
|
|
202
|
+
gasLimit: 10_000_000,
|
|
203
|
+
});
|
|
204
|
+
});
|
|
205
|
+
multicallData.push({
|
|
206
|
+
target: eulerV2ViewContract.options.address,
|
|
207
|
+
abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
|
|
208
|
+
params: [apyAfterValuesEstimationParams],
|
|
209
|
+
});
|
|
210
|
+
const multicallRes = await multicall(multicallData, web3, network);
|
|
211
|
+
const numOfActions = actions.length;
|
|
212
|
+
const data: any = {};
|
|
213
|
+
for (let i = 0; i < numOfActions; i += 1) {
|
|
214
|
+
const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
|
|
215
|
+
const vaultInfo = multicallRes[i][0];
|
|
216
|
+
const decimals = vaultInfo.decimals;
|
|
217
|
+
const borrowRate = getEulerV2BorrowRate(_interestRate);
|
|
218
|
+
|
|
219
|
+
const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
|
|
220
|
+
const action = actions[i].action;
|
|
221
|
+
const isBorrowOperation = borrowOperations.includes(action);
|
|
222
|
+
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
|
|
223
|
+
|
|
224
|
+
const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
|
|
225
|
+
const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
|
|
226
|
+
const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
|
|
227
|
+
data[vaultInfo.vaultAddr.toLowerCase()] = {
|
|
228
|
+
borrowRate,
|
|
229
|
+
supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
|
|
230
|
+
};
|
|
231
|
+
}
|
|
232
|
+
return data;
|
|
233
233
|
};
|
package/src/helpers/index.ts
CHANGED
|
@@ -1,9 +1,9 @@
|
|
|
1
|
-
export * as aaveHelpers from './aaveHelpers';
|
|
2
|
-
export * as compoundHelpers from './compoundHelpers';
|
|
3
|
-
export * as sparkHelpers from './sparkHelpers';
|
|
4
|
-
export * as curveUsdHelpers from './curveUsdHelpers';
|
|
5
|
-
export * as makerHelpers from './makerHelpers';
|
|
6
|
-
export * as chickenBondsHelpers from './chickenBondsHelpers';
|
|
7
|
-
export * as morphoBlueHelpers from './morphoBlueHelpers';
|
|
8
|
-
export * as llamaLendHelpers from './llamaLendHelpers';
|
|
1
|
+
export * as aaveHelpers from './aaveHelpers';
|
|
2
|
+
export * as compoundHelpers from './compoundHelpers';
|
|
3
|
+
export * as sparkHelpers from './sparkHelpers';
|
|
4
|
+
export * as curveUsdHelpers from './curveUsdHelpers';
|
|
5
|
+
export * as makerHelpers from './makerHelpers';
|
|
6
|
+
export * as chickenBondsHelpers from './chickenBondsHelpers';
|
|
7
|
+
export * as morphoBlueHelpers from './morphoBlueHelpers';
|
|
8
|
+
export * as llamaLendHelpers from './llamaLendHelpers';
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export * as eulerV2Helpers from './eulerHelpers';
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@@ -1,53 +1,53 @@
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import Dec from 'decimal.js';
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import {
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LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
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} from '../../types';
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import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
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import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
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import { mapRange } from '../../services/utils';
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import { calculateNetApy } from '../../staking';
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export const getLlamaLendAggregatedData = ({
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loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
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}:{
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loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
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}): LlamaLendAggregatedPositionData => {
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const collAsset = selectedMarket.collAsset;
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const debtAsset = selectedMarket.baseAsset;
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const payload = {} as LlamaLendAggregatedPositionData;
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// payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
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// payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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payload.totalInterestUsd = totalInterestUsd;
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payload.ratio = loanExists
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? new Dec(payload.suppliedUsd)
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.dividedBy(payload.borrowedUsd)
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.times(100)
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.toString()
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: '0';
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// this is all approximation
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payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
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payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
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// only take in consideration collAsset
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payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
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? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
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: '0';
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
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}
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return payload;
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};
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1
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import Dec from 'decimal.js';
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2
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import {
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3
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LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
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} from '../../types';
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import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
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import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
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import { mapRange } from '../../services/utils';
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8
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import { calculateNetApy } from '../../staking';
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9
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+
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10
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export const getLlamaLendAggregatedData = ({
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11
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loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
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}:{
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loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
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}): LlamaLendAggregatedPositionData => {
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const collAsset = selectedMarket.collAsset;
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const debtAsset = selectedMarket.baseAsset;
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const payload = {} as LlamaLendAggregatedPositionData;
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// payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
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// payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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payload.totalInterestUsd = totalInterestUsd;
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payload.ratio = loanExists
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? new Dec(payload.suppliedUsd)
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.dividedBy(payload.borrowedUsd)
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.times(100)
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.toString()
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: '0';
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// this is all approximation
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payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
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payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
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// only take in consideration collAsset
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payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
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? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
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: '0';
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
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}
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return payload;
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};
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