@defisaver/positions-sdk 0.0.187 → 0.0.188-dev-markets

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 (126) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/compoundV3/index.js +14 -9
  5. package/cjs/config/contracts.d.ts +572 -216
  6. package/cjs/config/contracts.js +34 -2
  7. package/cjs/contracts.d.ts +2 -0
  8. package/cjs/contracts.js +3 -1
  9. package/cjs/helpers/morphoBlueHelpers/index.js +49 -49
  10. package/cjs/markets/compound/index.d.ts +4 -0
  11. package/cjs/markets/compound/index.js +41 -1
  12. package/cjs/markets/compound/marketsAssets.d.ts +14 -0
  13. package/cjs/markets/compound/marketsAssets.js +17 -3
  14. package/cjs/markets/morphoBlue/index.d.ts +8 -0
  15. package/cjs/markets/morphoBlue/index.js +71 -2
  16. package/cjs/morphoBlue/index.js +27 -10
  17. package/cjs/services/priceService.d.ts +3 -0
  18. package/cjs/services/priceService.js +33 -1
  19. package/cjs/types/compound.d.ts +3 -1
  20. package/cjs/types/compound.js +2 -0
  21. package/cjs/types/contracts/generated/CUSDSv3.d.ts +441 -0
  22. package/cjs/types/contracts/generated/CUSDSv3.js +5 -0
  23. package/cjs/types/contracts/generated/CWstETHv3.d.ts +441 -0
  24. package/cjs/types/contracts/generated/CWstETHv3.js +5 -0
  25. package/cjs/types/contracts/generated/DFSFeedRegistry.d.ts +40 -0
  26. package/cjs/types/contracts/generated/DFSFeedRegistry.js +5 -0
  27. package/cjs/types/contracts/generated/WstETHPriceFeed.d.ts +39 -0
  28. package/cjs/types/contracts/generated/WstETHPriceFeed.js +5 -0
  29. package/cjs/types/contracts/generated/index.d.ts +4 -0
  30. package/cjs/types/morphoBlue.d.ts +5 -1
  31. package/cjs/types/morphoBlue.js +4 -0
  32. package/esm/compoundV3/index.js +15 -10
  33. package/esm/config/contracts.d.ts +572 -216
  34. package/esm/config/contracts.js +34 -2
  35. package/esm/contracts.d.ts +2 -0
  36. package/esm/contracts.js +2 -0
  37. package/esm/helpers/morphoBlueHelpers/index.js +49 -49
  38. package/esm/markets/compound/index.d.ts +4 -0
  39. package/esm/markets/compound/index.js +39 -1
  40. package/esm/markets/compound/marketsAssets.d.ts +14 -0
  41. package/esm/markets/compound/marketsAssets.js +16 -2
  42. package/esm/markets/morphoBlue/index.d.ts +8 -0
  43. package/esm/markets/morphoBlue/index.js +65 -1
  44. package/esm/morphoBlue/index.js +30 -13
  45. package/esm/services/priceService.d.ts +3 -0
  46. package/esm/services/priceService.js +31 -1
  47. package/esm/types/compound.d.ts +3 -1
  48. package/esm/types/compound.js +2 -0
  49. package/esm/types/contracts/generated/CUSDSv3.d.ts +441 -0
  50. package/esm/types/contracts/generated/CUSDSv3.js +4 -0
  51. package/esm/types/contracts/generated/CWstETHv3.d.ts +441 -0
  52. package/esm/types/contracts/generated/CWstETHv3.js +4 -0
  53. package/esm/types/contracts/generated/DFSFeedRegistry.d.ts +40 -0
  54. package/esm/types/contracts/generated/DFSFeedRegistry.js +4 -0
  55. package/esm/types/contracts/generated/WstETHPriceFeed.d.ts +39 -0
  56. package/esm/types/contracts/generated/WstETHPriceFeed.js +4 -0
  57. package/esm/types/contracts/generated/index.d.ts +4 -0
  58. package/esm/types/morphoBlue.d.ts +5 -1
  59. package/esm/types/morphoBlue.js +4 -0
  60. package/package.json +49 -49
  61. package/src/aaveV2/index.ts +227 -227
  62. package/src/aaveV3/index.ts +624 -624
  63. package/src/assets/index.ts +60 -60
  64. package/src/chickenBonds/index.ts +123 -123
  65. package/src/compoundV2/index.ts +220 -220
  66. package/src/compoundV3/index.ts +291 -282
  67. package/src/config/contracts.js +1079 -1047
  68. package/src/constants/index.ts +6 -6
  69. package/src/contracts.ts +132 -130
  70. package/src/curveUsd/index.ts +229 -229
  71. package/src/eulerV2/index.ts +303 -303
  72. package/src/exchange/index.ts +17 -17
  73. package/src/helpers/aaveHelpers/index.ts +198 -198
  74. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  75. package/src/helpers/compoundHelpers/index.ts +246 -246
  76. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  77. package/src/helpers/eulerHelpers/index.ts +232 -232
  78. package/src/helpers/index.ts +8 -8
  79. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  80. package/src/helpers/makerHelpers/index.ts +94 -94
  81. package/src/helpers/morphoBlueHelpers/index.ts +325 -325
  82. package/src/helpers/sparkHelpers/index.ts +150 -150
  83. package/src/index.ts +48 -48
  84. package/src/liquity/index.ts +116 -116
  85. package/src/llamaLend/index.ts +275 -275
  86. package/src/maker/index.ts +117 -117
  87. package/src/markets/aave/index.ts +152 -152
  88. package/src/markets/aave/marketAssets.ts +46 -46
  89. package/src/markets/compound/index.ts +213 -173
  90. package/src/markets/compound/marketsAssets.ts +82 -64
  91. package/src/markets/curveUsd/index.ts +69 -69
  92. package/src/markets/euler/index.ts +26 -26
  93. package/src/markets/index.ts +23 -23
  94. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  95. package/src/markets/llamaLend/index.ts +235 -235
  96. package/src/markets/morphoBlue/index.ts +878 -809
  97. package/src/markets/spark/index.ts +29 -29
  98. package/src/markets/spark/marketAssets.ts +10 -10
  99. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  100. package/src/morphoAaveV2/index.ts +256 -256
  101. package/src/morphoAaveV3/index.ts +630 -630
  102. package/src/morphoBlue/index.ts +188 -171
  103. package/src/multicall/index.ts +22 -22
  104. package/src/services/dsrService.ts +15 -15
  105. package/src/services/priceService.ts +61 -22
  106. package/src/services/utils.ts +56 -56
  107. package/src/setup.ts +8 -8
  108. package/src/spark/index.ts +461 -461
  109. package/src/staking/staking.ts +220 -220
  110. package/src/types/aave.ts +270 -270
  111. package/src/types/chickenBonds.ts +45 -45
  112. package/src/types/common.ts +84 -84
  113. package/src/types/compound.ts +131 -129
  114. package/src/types/contracts/generated/CUSDSv3.ts +685 -0
  115. package/src/types/contracts/generated/CWstETHv3.ts +685 -0
  116. package/src/types/contracts/generated/DFSFeedRegistry.ts +77 -0
  117. package/src/types/contracts/generated/WstETHPriceFeed.ts +59 -0
  118. package/src/types/contracts/generated/index.ts +4 -0
  119. package/src/types/curveUsd.ts +118 -118
  120. package/src/types/euler.ts +171 -171
  121. package/src/types/index.ts +9 -9
  122. package/src/types/liquity.ts +30 -30
  123. package/src/types/llamaLend.ts +155 -155
  124. package/src/types/maker.ts +50 -50
  125. package/src/types/morphoBlue.ts +189 -185
  126. package/src/types/spark.ts +131 -131
@@ -1,247 +1,247 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
- import Web3 from 'web3';
4
- import {
5
- BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
6
- } from '../../types';
7
- import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
8
- import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
9
- import {
10
- aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
11
- } from '../../moneymarket';
12
- import { calculateNetApy } from '../../staking';
13
- import { EthAddress, NetworkNumber } from '../../types/common';
14
- import { CompoundLoanInfoContract, CompV3ViewContract } from '../../contracts';
15
-
16
- export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
- const isWETH = assetInfo.symbol === 'WETH';
19
- const price = getEthAmountForDecimals(data.price, 8);
20
- return ({
21
- ...data,
22
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
23
- price: new Dec(price).mul(baseAssetPrice).toString(),
24
- collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
25
- liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
26
- supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
27
- totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
28
- symbol: isWETH ? 'ETH' : assetInfo.symbol,
29
- supplyRate: '0',
30
- borrowRate: '0',
31
- canBeBorrowed: false,
32
- canBeSupplied: true,
33
- });
34
- };
35
-
36
- // TODO: maybe not hardcode decimals
37
- export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
38
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
39
- const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
40
- const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
41
- return ({
42
- ...data,
43
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
44
- .toString()),
45
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
46
- .toString()),
47
- utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
48
- totalSupply,
49
- totalBorrow,
50
- marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
51
- symbol: wethToEth(assetInfo.symbol),
52
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
53
- price: baseAssetPrice,
54
- collateralFactor: '0',
55
- liquidationRatio: '0',
56
- canBeBorrowed: true,
57
- canBeSupplied: true,
58
- supplyCap: '0',
59
- rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
60
- rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
61
- minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
62
- isBase: true,
63
- });
64
- };
65
-
66
- export const getIncentiveApys = (
67
- baseData: CompoundV3AssetData & BaseAdditionalAssetData,
68
- compPrice: string,
69
- ): {
70
- incentiveSupplyApy: string,
71
- incentiveBorrowApy: string,
72
- incentiveSupplyToken: string,
73
- incentiveBorrowToken: string,
74
- } => {
75
- const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
76
- const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
77
- return {
78
- incentiveSupplyApy,
79
- incentiveBorrowApy,
80
- incentiveSupplyToken: 'COMP',
81
- incentiveBorrowToken: 'COMP',
82
- };
83
- };
84
-
85
- export const getCompoundV2AggregatedData = ({
86
- usedAssets, assetsData, ...rest
87
- }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
88
- const payload = {} as CompoundAggregatedPositionData;
89
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
90
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
91
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
92
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
93
-
94
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
95
-
96
- payload.leftToBorrowUsd = leftToBorrowUsd;
97
- payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
98
-
99
- payload.liquidationLimitUsd = payload.borrowLimitUsd;
100
- payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
101
- ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
102
- : '0';
103
- payload.minRatio = '100';
104
- payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
105
- ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
106
- : '0';
107
-
108
- // Calculate borrow limits per asset
109
- Object.values(usedAssets).forEach((item) => {
110
- if (item.isBorrowed) {
111
- // eslint-disable-next-line no-param-reassign
112
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
113
- }
114
- });
115
-
116
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
117
- payload.netApy = netApy;
118
- payload.incentiveUsd = incentiveUsd;
119
- payload.totalInterestUsd = totalInterestUsd;
120
-
121
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
122
- payload.leveragedType = leveragedType;
123
- if (leveragedType !== '') {
124
- payload.leveragedAsset = leveragedAsset;
125
- const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
126
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
127
- }
128
-
129
- return payload;
130
- };
131
-
132
- export const getCompoundV3AggregatedData = ({
133
- usedAssets, assetsData, network, selectedMarket, ...rest
134
- }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
135
- const payload = {} as CompoundAggregatedPositionData;
136
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
137
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
138
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
139
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
140
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
141
- payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
142
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
143
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
144
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
146
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
147
- payload.netApy = netApy;
148
- payload.incentiveUsd = incentiveUsd;
149
- payload.totalInterestUsd = totalInterestUsd;
150
- payload.minRatio = '100';
151
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
152
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
153
- payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
154
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
155
- payload.leveragedType = leveragedType;
156
- if (leveragedType !== '') {
157
- payload.leveragedAsset = leveragedAsset;
158
- let assetPrice = assetsData[leveragedAsset].price;
159
- if (leveragedType === 'lsd-leverage') {
160
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
161
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
162
- }
163
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
164
- }
165
-
166
- // TO DO: handle strategies
167
- /* const subscribedStrategies = rest.compoundStrategies
168
- ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
169
- : []; */
170
-
171
- // TODO possibly move to global helper, since every protocol has the same graphData?
172
- // payload.ratioTooLow = false;
173
- // payload.ratioTooHigh = false;
174
-
175
- // TO DO: handle strategies
176
- /* if (subscribedStrategies.length) {
177
- subscribedStrategies.forEach(({ graphData }) => {
178
- payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
179
- payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
180
- });
181
- } */
182
-
183
- return payload;
184
- };
185
-
186
- export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], web3: Web3) => {
187
- const compViewContract = CompoundLoanInfoContract(web3, NetworkNumber.Eth);
188
- const params = actions.map(({ action, asset, amount }) => {
189
- const isBorrowOperation = borrowOperations.includes(action);
190
- const amountInWei = assetAmountInWei(amount, asset);
191
- const assetInfo = getAssetInfo(`c${asset}`);
192
- let liquidityAdded;
193
- let liquidityTaken;
194
- if (isBorrowOperation) {
195
- liquidityAdded = action === 'payback' ? amountInWei : '0';
196
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
197
- } else {
198
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
199
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
200
- }
201
- return {
202
- cTokenAddr: assetInfo.address,
203
- liquidityAdded,
204
- liquidityTaken,
205
- isBorrowOperation,
206
- };
207
- });
208
- const data = await compViewContract.methods.getApyAfterValuesEstimation(
209
- params,
210
- ).call();
211
- const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
212
- data.forEach((d) => {
213
- const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
214
- rates[asset] = {
215
- supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
216
- borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
217
- };
218
- });
219
- return rates;
220
- };
221
-
222
- export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, web3: Web3, network: NetworkNumber) => {
223
- const compV3ViewContract = CompV3ViewContract(web3, network);
224
- const isBorrowOperation = borrowOperations.includes(action);
225
- const amountInWei = assetAmountInWei(amount, asset);
226
- let liquidityAdded;
227
- let liquidityTaken;
228
- if (isBorrowOperation) {
229
- liquidityAdded = action === 'payback' ? amountInWei : '0';
230
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
231
- } else {
232
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
233
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
234
- }
235
- const data = await compV3ViewContract.methods.getApyAfterValuesEstimation(
236
- selectedMarket.baseMarketAddress,
237
- account,
238
- liquidityAdded,
239
- liquidityTaken,
240
- ).call();
241
- return {
242
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
243
- .toString()),
244
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
245
- .toString()),
246
- };
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
+ import Web3 from 'web3';
4
+ import {
5
+ BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
6
+ } from '../../types';
7
+ import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
8
+ import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
9
+ import {
10
+ aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
11
+ } from '../../moneymarket';
12
+ import { calculateNetApy } from '../../staking';
13
+ import { EthAddress, NetworkNumber } from '../../types/common';
14
+ import { CompoundLoanInfoContract, CompV3ViewContract } from '../../contracts';
15
+
16
+ export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
+ const isWETH = assetInfo.symbol === 'WETH';
19
+ const price = getEthAmountForDecimals(data.price, 8);
20
+ return ({
21
+ ...data,
22
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
23
+ price: new Dec(price).mul(baseAssetPrice).toString(),
24
+ collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
25
+ liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
26
+ supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
27
+ totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
28
+ symbol: isWETH ? 'ETH' : assetInfo.symbol,
29
+ supplyRate: '0',
30
+ borrowRate: '0',
31
+ canBeBorrowed: false,
32
+ canBeSupplied: true,
33
+ });
34
+ };
35
+
36
+ // TODO: maybe not hardcode decimals
37
+ export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
38
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
39
+ const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
40
+ const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
41
+ return ({
42
+ ...data,
43
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
44
+ .toString()),
45
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
46
+ .toString()),
47
+ utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
48
+ totalSupply,
49
+ totalBorrow,
50
+ marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
51
+ symbol: wethToEth(assetInfo.symbol),
52
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
53
+ price: baseAssetPrice,
54
+ collateralFactor: '0',
55
+ liquidationRatio: '0',
56
+ canBeBorrowed: true,
57
+ canBeSupplied: true,
58
+ supplyCap: '0',
59
+ rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
60
+ rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
61
+ minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
62
+ isBase: true,
63
+ });
64
+ };
65
+
66
+ export const getIncentiveApys = (
67
+ baseData: CompoundV3AssetData & BaseAdditionalAssetData,
68
+ compPrice: string,
69
+ ): {
70
+ incentiveSupplyApy: string,
71
+ incentiveBorrowApy: string,
72
+ incentiveSupplyToken: string,
73
+ incentiveBorrowToken: string,
74
+ } => {
75
+ const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
76
+ const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
77
+ return {
78
+ incentiveSupplyApy,
79
+ incentiveBorrowApy,
80
+ incentiveSupplyToken: 'COMP',
81
+ incentiveBorrowToken: 'COMP',
82
+ };
83
+ };
84
+
85
+ export const getCompoundV2AggregatedData = ({
86
+ usedAssets, assetsData, ...rest
87
+ }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
88
+ const payload = {} as CompoundAggregatedPositionData;
89
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
90
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
91
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
92
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
93
+
94
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
95
+
96
+ payload.leftToBorrowUsd = leftToBorrowUsd;
97
+ payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
98
+
99
+ payload.liquidationLimitUsd = payload.borrowLimitUsd;
100
+ payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
101
+ ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
102
+ : '0';
103
+ payload.minRatio = '100';
104
+ payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
105
+ ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
106
+ : '0';
107
+
108
+ // Calculate borrow limits per asset
109
+ Object.values(usedAssets).forEach((item) => {
110
+ if (item.isBorrowed) {
111
+ // eslint-disable-next-line no-param-reassign
112
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
113
+ }
114
+ });
115
+
116
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
117
+ payload.netApy = netApy;
118
+ payload.incentiveUsd = incentiveUsd;
119
+ payload.totalInterestUsd = totalInterestUsd;
120
+
121
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
122
+ payload.leveragedType = leveragedType;
123
+ if (leveragedType !== '') {
124
+ payload.leveragedAsset = leveragedAsset;
125
+ const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
126
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
127
+ }
128
+
129
+ return payload;
130
+ };
131
+
132
+ export const getCompoundV3AggregatedData = ({
133
+ usedAssets, assetsData, network, selectedMarket, ...rest
134
+ }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
135
+ const payload = {} as CompoundAggregatedPositionData;
136
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
137
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
138
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
139
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
140
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
141
+ payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
142
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
143
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
144
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
146
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
147
+ payload.netApy = netApy;
148
+ payload.incentiveUsd = incentiveUsd;
149
+ payload.totalInterestUsd = totalInterestUsd;
150
+ payload.minRatio = '100';
151
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
152
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
153
+ payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
154
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
155
+ payload.leveragedType = leveragedType;
156
+ if (leveragedType !== '') {
157
+ payload.leveragedAsset = leveragedAsset;
158
+ let assetPrice = assetsData[leveragedAsset].price;
159
+ if (leveragedType === 'lsd-leverage') {
160
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
161
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
162
+ }
163
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
164
+ }
165
+
166
+ // TO DO: handle strategies
167
+ /* const subscribedStrategies = rest.compoundStrategies
168
+ ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
169
+ : []; */
170
+
171
+ // TODO possibly move to global helper, since every protocol has the same graphData?
172
+ // payload.ratioTooLow = false;
173
+ // payload.ratioTooHigh = false;
174
+
175
+ // TO DO: handle strategies
176
+ /* if (subscribedStrategies.length) {
177
+ subscribedStrategies.forEach(({ graphData }) => {
178
+ payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
179
+ payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
180
+ });
181
+ } */
182
+
183
+ return payload;
184
+ };
185
+
186
+ export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], web3: Web3) => {
187
+ const compViewContract = CompoundLoanInfoContract(web3, NetworkNumber.Eth);
188
+ const params = actions.map(({ action, asset, amount }) => {
189
+ const isBorrowOperation = borrowOperations.includes(action);
190
+ const amountInWei = assetAmountInWei(amount, asset);
191
+ const assetInfo = getAssetInfo(`c${asset}`);
192
+ let liquidityAdded;
193
+ let liquidityTaken;
194
+ if (isBorrowOperation) {
195
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
196
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
197
+ } else {
198
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
199
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
200
+ }
201
+ return {
202
+ cTokenAddr: assetInfo.address,
203
+ liquidityAdded,
204
+ liquidityTaken,
205
+ isBorrowOperation,
206
+ };
207
+ });
208
+ const data = await compViewContract.methods.getApyAfterValuesEstimation(
209
+ params,
210
+ ).call();
211
+ const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
212
+ data.forEach((d) => {
213
+ const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
214
+ rates[asset] = {
215
+ supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
216
+ borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
217
+ };
218
+ });
219
+ return rates;
220
+ };
221
+
222
+ export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, web3: Web3, network: NetworkNumber) => {
223
+ const compV3ViewContract = CompV3ViewContract(web3, network);
224
+ const isBorrowOperation = borrowOperations.includes(action);
225
+ const amountInWei = assetAmountInWei(amount, asset);
226
+ let liquidityAdded;
227
+ let liquidityTaken;
228
+ if (isBorrowOperation) {
229
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
230
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
231
+ } else {
232
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
233
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
234
+ }
235
+ const data = await compV3ViewContract.methods.getApyAfterValuesEstimation(
236
+ selectedMarket.baseMarketAddress,
237
+ account,
238
+ liquidityAdded,
239
+ liquidityTaken,
240
+ ).call();
241
+ return {
242
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
243
+ .toString()),
244
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
245
+ .toString()),
246
+ };
247
247
  };
@@ -1,41 +1,41 @@
1
- import Dec from 'decimal.js';
2
- import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
- import { mapRange } from '../../services/utils';
6
-
7
- export const getCrvUsdAggregatedData = ({
8
- loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
- }:{
10
- loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
- }): CrvUSDAggregatedPositionData => {
12
- const payload = {} as CrvUSDAggregatedPositionData;
13
- payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
- payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
-
18
- payload.ratio = loanExists
19
- ? new Dec(payload.suppliedUsd)
20
- .dividedBy(payload.borrowedUsd)
21
- .times(100)
22
- .toString()
23
- : '0';
24
-
25
- // this is all approximation
26
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
- // only take in consideration collAsset
29
- payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
- ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
- : '0';
32
-
33
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
- payload.leveragedType = leveragedType;
35
- if (leveragedType !== '') {
36
- payload.leveragedAsset = leveragedAsset;
37
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
- }
39
-
40
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
+ import { mapRange } from '../../services/utils';
6
+
7
+ export const getCrvUsdAggregatedData = ({
8
+ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
+ }:{
10
+ loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
+ }): CrvUSDAggregatedPositionData => {
12
+ const payload = {} as CrvUSDAggregatedPositionData;
13
+ payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
+ payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
+
18
+ payload.ratio = loanExists
19
+ ? new Dec(payload.suppliedUsd)
20
+ .dividedBy(payload.borrowedUsd)
21
+ .times(100)
22
+ .toString()
23
+ : '0';
24
+
25
+ // this is all approximation
26
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
+ // only take in consideration collAsset
29
+ payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
+ ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
+ : '0';
32
+
33
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
+ payload.leveragedType = leveragedType;
35
+ if (leveragedType !== '') {
36
+ payload.leveragedAsset = leveragedAsset;
37
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
+ }
39
+
40
+ return payload;
41
41
  };