@defisaver/positions-sdk 0.0.183-dev-allocator → 0.0.184

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Files changed (73) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/helpers/morphoBlueHelpers/index.d.ts +0 -5
  5. package/cjs/helpers/morphoBlueHelpers/index.js +1 -127
  6. package/cjs/staking/staking.js +2 -2
  7. package/cjs/types/morphoBlue.d.ts +0 -25
  8. package/esm/helpers/morphoBlueHelpers/index.d.ts +0 -5
  9. package/esm/helpers/morphoBlueHelpers/index.js +0 -124
  10. package/esm/staking/staking.js +2 -2
  11. package/esm/types/morphoBlue.d.ts +0 -25
  12. package/package.json +49 -49
  13. package/src/aaveV2/index.ts +227 -227
  14. package/src/aaveV3/index.ts +624 -624
  15. package/src/assets/index.ts +60 -60
  16. package/src/chickenBonds/index.ts +123 -123
  17. package/src/compoundV2/index.ts +220 -220
  18. package/src/compoundV3/index.ts +282 -282
  19. package/src/config/contracts.js +1043 -1043
  20. package/src/constants/index.ts +6 -6
  21. package/src/contracts.ts +130 -130
  22. package/src/curveUsd/index.ts +229 -229
  23. package/src/eulerV2/index.ts +303 -303
  24. package/src/exchange/index.ts +17 -17
  25. package/src/helpers/aaveHelpers/index.ts +198 -198
  26. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  27. package/src/helpers/compoundHelpers/index.ts +246 -246
  28. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  29. package/src/helpers/eulerHelpers/index.ts +232 -232
  30. package/src/helpers/index.ts +8 -8
  31. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  32. package/src/helpers/makerHelpers/index.ts +94 -94
  33. package/src/helpers/morphoBlueHelpers/index.ts +115 -256
  34. package/src/helpers/sparkHelpers/index.ts +150 -150
  35. package/src/index.ts +48 -48
  36. package/src/liquity/index.ts +116 -116
  37. package/src/llamaLend/index.ts +275 -275
  38. package/src/maker/index.ts +117 -117
  39. package/src/markets/aave/index.ts +152 -152
  40. package/src/markets/aave/marketAssets.ts +46 -46
  41. package/src/markets/compound/index.ts +173 -173
  42. package/src/markets/compound/marketsAssets.ts +64 -64
  43. package/src/markets/curveUsd/index.ts +69 -69
  44. package/src/markets/euler/index.ts +26 -26
  45. package/src/markets/index.ts +23 -23
  46. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  47. package/src/markets/llamaLend/index.ts +235 -235
  48. package/src/markets/morphoBlue/index.ts +809 -809
  49. package/src/markets/spark/index.ts +29 -29
  50. package/src/markets/spark/marketAssets.ts +10 -10
  51. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  52. package/src/morphoAaveV2/index.ts +256 -256
  53. package/src/morphoAaveV3/index.ts +630 -630
  54. package/src/morphoBlue/index.ts +171 -171
  55. package/src/multicall/index.ts +22 -22
  56. package/src/services/dsrService.ts +15 -15
  57. package/src/services/priceService.ts +21 -21
  58. package/src/services/utils.ts +56 -56
  59. package/src/setup.ts +8 -8
  60. package/src/spark/index.ts +461 -461
  61. package/src/staking/staking.ts +220 -220
  62. package/src/types/aave.ts +270 -270
  63. package/src/types/chickenBonds.ts +45 -45
  64. package/src/types/common.ts +84 -84
  65. package/src/types/compound.ts +129 -129
  66. package/src/types/curveUsd.ts +118 -118
  67. package/src/types/euler.ts +171 -171
  68. package/src/types/index.ts +9 -9
  69. package/src/types/liquity.ts +30 -30
  70. package/src/types/llamaLend.ts +155 -155
  71. package/src/types/maker.ts +50 -50
  72. package/src/types/morphoBlue.ts +154 -177
  73. package/src/types/spark.ts +131 -131
@@ -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
  };
@@ -1,257 +1,116 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei, getAssetInfoByAddress } from '@defisaver/tokens';
3
- import Web3 from 'web3';
4
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
- import { calculateNetApy } from '../../staking';
6
- import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
7
- import {
8
- MorphoBlueAggregatedPositionData, MorphoBlueAssetsData, MorphoBlueMarketData, MorphoBlueMarketInfo,
9
- MorphoBluePublicAllocatorItem,
10
- MorphoBlueRealloactionMarketData,
11
- } from '../../types';
12
- import { borrowOperations, SECONDS_PER_YEAR, WAD } from '../../constants';
13
- import { MorphoBlueViewContract } from '../../contracts';
14
- import { MarketParamsStruct } from '../../types/contracts/generated/MorphoBlueView';
15
- import { compareAddresses } from '../../services/utils';
16
-
17
- export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, marketInfo }: { usedAssets: MMUsedAssets, assetsData: MorphoBlueAssetsData, marketInfo: MorphoBlueMarketInfo }): MorphoBlueAggregatedPositionData => {
18
- const payload = {} as MorphoBlueAggregatedPositionData;
19
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
20
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: string }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
21
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
22
-
23
- const {
24
- lltv, oracle, collateralToken, loanToken,
25
- } = marketInfo;
26
-
27
- payload.borrowLimitUsd = getAssetsTotal(
28
- usedAssets,
29
- ({ isSupplied, collateral }: { isSupplied: boolean, collateral: string }) => isSupplied && collateral,
30
- ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => {
31
- const suppliedUsdAmount = suppliedUsd;
32
-
33
- return new Dec(suppliedUsdAmount).mul(lltv);
34
- },
35
- );
36
- payload.liquidationLimitUsd = payload.borrowLimitUsd;
37
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
38
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
39
-
40
- payload.leftToBorrow = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).mul(lltv).sub(usedAssets[loanToken]?.borrowed || 0)
41
- .toString();
42
-
43
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
44
- payload.netApy = netApy;
45
- payload.incentiveUsd = incentiveUsd;
46
- payload.totalInterestUsd = totalInterestUsd;
47
-
48
- payload.ltv = new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
49
- payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
50
- payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.borrowed || 1).mul(100)
51
- .toString();
52
-
53
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
54
- payload.leveragedType = leveragedType;
55
- if (leveragedType !== '') {
56
- payload.leveragedAsset = leveragedAsset;
57
- let assetPrice = assetsData[leveragedAsset].price;
58
- if (leveragedType === 'lsd-leverage') {
59
- // Treat ETH like a stablecoin in a long stETH position
60
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toDP(18).toString();
61
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
62
- }
63
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
64
- }
65
-
66
- return payload;
67
- };
68
-
69
- const compound = (ratePerSeconds: string) => {
70
- const compounding = new Dec(ratePerSeconds).mul(SECONDS_PER_YEAR).toString();
71
- const apyNumber = Math.expm1(new Dec(compounding).div(WAD).toNumber());
72
- return new Dec(apyNumber).mul(WAD).floor().toString();
73
- };
74
-
75
- export const getSupplyRate = (totalSupplyAssets: string, totalBorrowAssets: string, borrowRate: string, fee: string) => {
76
- if (totalBorrowAssets === '0' || totalSupplyAssets === '0') {
77
- return '0';
78
- }
79
- const utillization = new Dec(totalBorrowAssets).mul(WAD).div(totalSupplyAssets).ceil()
80
- .toString();
81
- const supplyRate = new Dec(utillization).mul(borrowRate).div(WAD).ceil()
82
- .toString();
83
- const ratePerSecond = new Dec(supplyRate).mul(new Dec(WAD).minus(fee)).div(WAD).ceil()
84
- .toString();
85
- return new Dec(compound(ratePerSecond)).div(1e18).mul(100).toString();
86
- };
87
-
88
- export const getBorrowRate = (borrowRate: string, totalBorrowShares: string) => {
89
- if (totalBorrowShares === '0') {
90
- return '0';
91
- }
92
- return new Dec(compound(borrowRate)).div(1e18).mul(100).toString();
93
- };
94
-
95
- export const getApyAfterValuesEstimation = async (selectedMarket: MorphoBlueMarketData, action: string, amount: string, asset: string, web3: Web3, network: NetworkNumber) => {
96
- const morphoBlueViewContract = MorphoBlueViewContract(web3, network);
97
- const lltvInWei = assetAmountInWei(selectedMarket.lltv, 'ETH');
98
- const marketData: MarketParamsStruct = [selectedMarket.loanToken, selectedMarket.collateralToken, selectedMarket.oracle, selectedMarket.irm, lltvInWei];
99
- const isBorrowOperation = borrowOperations.includes(action);
100
- const amountInWei = assetAmountInWei(amount, asset);
101
- let liquidityAdded;
102
- let liquidityRemoved;
103
- if (isBorrowOperation) {
104
- liquidityAdded = action === 'payback' ? amountInWei : '0';
105
- liquidityRemoved = action === 'borrow' ? amountInWei : '0';
106
- } else {
107
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
108
- liquidityRemoved = action === 'withdraw' ? amountInWei : '0';
109
- }
110
- const data = await morphoBlueViewContract.methods.getApyAfterValuesEstimation([
111
- marketData,
112
- isBorrowOperation,
113
- liquidityAdded,
114
- liquidityRemoved,
115
- ]).call();
116
- const borrowRate = getBorrowRate(data.borrowRate, data.market.totalBorrowShares);
117
- const supplyRate = getSupplyRate(data.market.totalSupplyAssets, data.market.totalBorrowAssets, data.borrowRate, data.market.fee);
118
- return { borrowRate, supplyRate };
119
- };
120
-
121
- const API_URL = 'https://blue-api.morpho.org/graphql';
122
- const MARKET_QUERY = `
123
- query MarketByUniqueKey($uniqueKey: String!, $chainId: Int!) {
124
- marketByUniqueKey(uniqueKey: $uniqueKey, chainId: $chainId) {
125
- reallocatableLiquidityAssets
126
- loanAsset {
127
- address
128
- decimals
129
- priceUsd
130
- }
131
- state {
132
- liquidityAssets
133
- }
134
- publicAllocatorSharedLiquidity {
135
- assets
136
- vault {
137
- address
138
- name
139
- }
140
- allocationMarket {
141
- uniqueKey
142
- loanAsset {
143
- address
144
- }
145
- collateralAsset {
146
- address
147
- }
148
- irmAddress
149
- oracle {
150
- address
151
- }
152
- lltv
153
- }
154
- }
155
- loanAsset {
156
- address
157
- }
158
- collateralAsset {
159
- address
160
- }
161
- oracle {
162
- address
163
- }
164
- irmAddress
165
- lltv
166
- }
167
- }
168
- `;
169
-
170
- export const getReallocatableLiquidity = async (marketId: string, network: NetworkNumber = NetworkNumber.Eth): Promise<string> => {
171
- const response = await fetch(API_URL, {
172
- method: 'POST',
173
- headers: { 'Content-Type': 'application/json' },
174
- body: JSON.stringify({
175
- query: MARKET_QUERY,
176
- variables: { uniqueKey: marketId, chainId: network },
177
- }),
178
- });
179
-
180
- const data: { data: { marketByUniqueKey: MorphoBlueRealloactionMarketData } } = await response.json();
181
- const marketData: MorphoBlueRealloactionMarketData = data?.data?.marketByUniqueKey;
182
-
183
- if (!marketData) throw new Error('Market data not found');
184
-
185
- return marketData.reallocatableLiquidityAssets;
186
- };
187
-
188
- export const getReallocation = async (marketId: string, liquidityToAllocate: string, network: NetworkNumber = NetworkNumber.Eth) => {
189
- const response = await fetch(API_URL, {
190
- method: 'POST',
191
- headers: { 'Content-Type': 'application/json' },
192
- body: JSON.stringify({
193
- query: MARKET_QUERY,
194
- variables: { uniqueKey: marketId, chainId: network },
195
- }),
196
- });
197
-
198
- const data: { data: { marketByUniqueKey: MorphoBlueRealloactionMarketData } } = await response.json();
199
- const marketData: MorphoBlueRealloactionMarketData = data?.data?.marketByUniqueKey;
200
-
201
- if (!marketData) throw new Error('Market data not found');
202
-
203
- if (new Dec(marketData.reallocatableLiquidityAssets).lt(liquidityToAllocate)) throw new Error('Not enough liquidity available to allocate');
204
-
205
- const vaultTotalAssets = marketData.publicAllocatorSharedLiquidity.reduce(
206
- (acc: Record<string, string>, item: MorphoBluePublicAllocatorItem) => {
207
- const vaultAddress = item.vault.address;
208
- acc[vaultAddress] = new Dec(acc[vaultAddress] || '0').add(item.assets).toString();
209
- return acc;
210
- },
211
- {},
212
- );
213
-
214
- const sortedVaults = Object.entries(vaultTotalAssets).sort(
215
- ([, a]: [string, string], [, b]: [string, string]) => new Dec(b || '0').sub(a || '0').toNumber(),
216
- );
217
-
218
- const withdrawalsPerVault: Record<string, [string[], string][]> = {};
219
- let totalReallocated = '0';
220
- for (const [vaultAddress] of sortedVaults) {
221
- if (new Dec(totalReallocated).gte(liquidityToAllocate)) break;
222
-
223
- const vaultAllocations = marketData.publicAllocatorSharedLiquidity.filter(
224
- (item: MorphoBluePublicAllocatorItem) => compareAddresses(item.vault.address, vaultAddress),
225
- );
226
- for (const item of vaultAllocations) {
227
- if (new Dec(totalReallocated).gte(liquidityToAllocate)) break;
228
- const itemAmount = item.assets;
229
- const leftToAllocate = new Dec(liquidityToAllocate).sub(totalReallocated).toString();
230
- const amountToTake = new Dec(itemAmount).lt(leftToAllocate) ? itemAmount : leftToAllocate;
231
- totalReallocated = new Dec(totalReallocated).add(amountToTake).toString();
232
- const withdrawal: [string[], string] = [
233
- [
234
- item.allocationMarket.loanAsset.address,
235
- item.allocationMarket.collateralAsset?.address,
236
- item.allocationMarket.oracle?.address,
237
- item.allocationMarket.irmAddress,
238
- item.allocationMarket.lltv,
239
- ],
240
- amountToTake.toString(),
241
- ];
242
- if (!withdrawalsPerVault[vaultAddress]) {
243
- withdrawalsPerVault[vaultAddress] = [];
244
- }
245
- withdrawalsPerVault[vaultAddress].push(withdrawal);
246
- }
247
- }
248
-
249
- const vaults = Object.keys(withdrawalsPerVault);
250
- const withdrawals = vaults.map(
251
- (vaultAddress) => withdrawalsPerVault[vaultAddress],
252
- );
253
- return {
254
- vaults,
255
- withdrawals,
256
- };
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei } from '@defisaver/tokens';
3
+ import Web3 from 'web3';
4
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
+ import { calculateNetApy } from '../../staking';
6
+ import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
7
+ import {
8
+ MorphoBlueAggregatedPositionData, MorphoBlueAssetsData, MorphoBlueMarketData, MorphoBlueMarketInfo,
9
+ } from '../../types';
10
+ import { borrowOperations, SECONDS_PER_YEAR, WAD } from '../../constants';
11
+ import { MorphoBlueViewContract } from '../../contracts';
12
+ import { MarketParamsStruct } from '../../types/contracts/generated/MorphoBlueView';
13
+
14
+ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, marketInfo }: { usedAssets: MMUsedAssets, assetsData: MorphoBlueAssetsData, marketInfo: MorphoBlueMarketInfo }): MorphoBlueAggregatedPositionData => {
15
+ const payload = {} as MorphoBlueAggregatedPositionData;
16
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
17
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: string }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
18
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
19
+
20
+ const {
21
+ lltv, oracle, collateralToken, loanToken,
22
+ } = marketInfo;
23
+
24
+ payload.borrowLimitUsd = getAssetsTotal(
25
+ usedAssets,
26
+ ({ isSupplied, collateral }: { isSupplied: boolean, collateral: string }) => isSupplied && collateral,
27
+ ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => {
28
+ const suppliedUsdAmount = suppliedUsd;
29
+
30
+ return new Dec(suppliedUsdAmount).mul(lltv);
31
+ },
32
+ );
33
+ payload.liquidationLimitUsd = payload.borrowLimitUsd;
34
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
35
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
36
+
37
+ payload.leftToBorrow = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).mul(lltv).sub(usedAssets[loanToken]?.borrowed || 0)
38
+ .toString();
39
+
40
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
41
+ payload.netApy = netApy;
42
+ payload.incentiveUsd = incentiveUsd;
43
+ payload.totalInterestUsd = totalInterestUsd;
44
+
45
+ payload.ltv = new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
46
+ payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
47
+ payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.borrowed || 1).mul(100)
48
+ .toString();
49
+
50
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
51
+ payload.leveragedType = leveragedType;
52
+ if (leveragedType !== '') {
53
+ payload.leveragedAsset = leveragedAsset;
54
+ let assetPrice = assetsData[leveragedAsset].price;
55
+ if (leveragedType === 'lsd-leverage') {
56
+ // Treat ETH like a stablecoin in a long stETH position
57
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toDP(18).toString();
58
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
59
+ }
60
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
61
+ }
62
+
63
+ return payload;
64
+ };
65
+
66
+ const compound = (ratePerSeconds: string) => {
67
+ const compounding = new Dec(ratePerSeconds).mul(SECONDS_PER_YEAR).toString();
68
+ const apyNumber = Math.expm1(new Dec(compounding).div(WAD).toNumber());
69
+ return new Dec(apyNumber).mul(WAD).floor().toString();
70
+ };
71
+
72
+ export const getSupplyRate = (totalSupplyAssets: string, totalBorrowAssets: string, borrowRate: string, fee: string) => {
73
+ if (totalBorrowAssets === '0' || totalSupplyAssets === '0') {
74
+ return '0';
75
+ }
76
+ const utillization = new Dec(totalBorrowAssets).mul(WAD).div(totalSupplyAssets).ceil()
77
+ .toString();
78
+ const supplyRate = new Dec(utillization).mul(borrowRate).div(WAD).ceil()
79
+ .toString();
80
+ const ratePerSecond = new Dec(supplyRate).mul(new Dec(WAD).minus(fee)).div(WAD).ceil()
81
+ .toString();
82
+ return new Dec(compound(ratePerSecond)).div(1e18).mul(100).toString();
83
+ };
84
+
85
+ export const getBorrowRate = (borrowRate: string, totalBorrowShares: string) => {
86
+ if (totalBorrowShares === '0') {
87
+ return '0';
88
+ }
89
+ return new Dec(compound(borrowRate)).div(1e18).mul(100).toString();
90
+ };
91
+
92
+ export const getApyAfterValuesEstimation = async (selectedMarket: MorphoBlueMarketData, action: string, amount: string, asset: string, web3: Web3, network: NetworkNumber) => {
93
+ const morphoBlueViewContract = MorphoBlueViewContract(web3, network);
94
+ const lltvInWei = assetAmountInWei(selectedMarket.lltv, 'ETH');
95
+ const marketData: MarketParamsStruct = [selectedMarket.loanToken, selectedMarket.collateralToken, selectedMarket.oracle, selectedMarket.irm, lltvInWei];
96
+ const isBorrowOperation = borrowOperations.includes(action);
97
+ const amountInWei = assetAmountInWei(amount, asset);
98
+ let liquidityAdded;
99
+ let liquidityRemoved;
100
+ if (isBorrowOperation) {
101
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
102
+ liquidityRemoved = action === 'borrow' ? amountInWei : '0';
103
+ } else {
104
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
105
+ liquidityRemoved = action === 'withdraw' ? amountInWei : '0';
106
+ }
107
+ const data = await morphoBlueViewContract.methods.getApyAfterValuesEstimation([
108
+ marketData,
109
+ isBorrowOperation,
110
+ liquidityAdded,
111
+ liquidityRemoved,
112
+ ]).call();
113
+ const borrowRate = getBorrowRate(data.borrowRate, data.market.totalBorrowShares);
114
+ const supplyRate = getSupplyRate(data.market.totalSupplyAssets, data.market.totalBorrowAssets, data.borrowRate, data.market.fee);
115
+ return { borrowRate, supplyRate };
257
116
  };