@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
@@ -1,233 +1,233 @@
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;
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
  };
@@ -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';
9
9
  export * as eulerV2Helpers from './eulerHelpers';
@@ -1,53 +1,53 @@
1
- import Dec from 'decimal.js';
2
- import {
3
- LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
4
- } from '../../types';
5
- import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
6
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
7
- import { mapRange } from '../../services/utils';
8
- import { calculateNetApy } from '../../staking';
9
-
10
- export const getLlamaLendAggregatedData = ({
11
- loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
12
- }:{
13
- loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
14
- }): LlamaLendAggregatedPositionData => {
15
- const collAsset = selectedMarket.collAsset;
16
- const debtAsset = selectedMarket.baseAsset;
17
- const payload = {} as LlamaLendAggregatedPositionData;
18
-
19
- // payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
20
- // payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
21
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
22
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
23
- payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
24
-
25
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
26
- payload.netApy = netApy;
27
- payload.incentiveUsd = incentiveUsd;
28
- payload.totalInterestUsd = totalInterestUsd;
29
-
30
- payload.ratio = loanExists
31
- ? new Dec(payload.suppliedUsd)
32
- .dividedBy(payload.borrowedUsd)
33
- .times(100)
34
- .toString()
35
- : '0';
36
-
37
- // this is all approximation
38
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
39
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
40
- // only take in consideration collAsset
41
- payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
42
- ? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
43
- : '0';
44
-
45
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
46
- payload.leveragedType = leveragedType;
47
- if (leveragedType !== '') {
48
- payload.leveragedAsset = leveragedAsset;
49
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
50
- }
51
-
52
- return payload;
53
- };
1
+ import Dec from 'decimal.js';
2
+ import {
3
+ LlamaLendAggregatedPositionData, LlamaLendAssetsData, LlamaLendMarketData, LlamaLendUsedAssets,
4
+ } from '../../types';
5
+ import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
6
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
7
+ import { mapRange } from '../../services/utils';
8
+ import { calculateNetApy } from '../../staking';
9
+
10
+ export const getLlamaLendAggregatedData = ({
11
+ loanExists, usedAssets, network, selectedMarket, numOfBands, assetsData, ...rest
12
+ }:{
13
+ loanExists: boolean, usedAssets: LlamaLendUsedAssets, network: NetworkNumber, selectedMarket: LlamaLendMarketData, numOfBands: number | string, assetsData: LlamaLendAssetsData,
14
+ }): LlamaLendAggregatedPositionData => {
15
+ const collAsset = selectedMarket.collAsset;
16
+ const debtAsset = selectedMarket.baseAsset;
17
+ const payload = {} as LlamaLendAggregatedPositionData;
18
+
19
+ // payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied);
20
+ // payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
21
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ collateral }: { collateral: boolean }) => collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
22
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
23
+ payload.suppliedForYieldUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedForYield }: { suppliedForYield?: string }) => suppliedForYield || '0');
24
+
25
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
26
+ payload.netApy = netApy;
27
+ payload.incentiveUsd = incentiveUsd;
28
+ payload.totalInterestUsd = totalInterestUsd;
29
+
30
+ payload.ratio = loanExists
31
+ ? new Dec(payload.suppliedUsd)
32
+ .dividedBy(payload.borrowedUsd)
33
+ .times(100)
34
+ .toString()
35
+ : '0';
36
+
37
+ // this is all approximation
38
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
39
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
40
+ // only take in consideration collAsset
41
+ payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
42
+ ? new Dec(usedAssets[collAsset].suppliedUsd).mul(payload.collFactor).toString()
43
+ : '0';
44
+
45
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
46
+ payload.leveragedType = leveragedType;
47
+ if (leveragedType !== '') {
48
+ payload.leveragedAsset = leveragedAsset;
49
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
50
+ }
51
+
52
+ return payload;
53
+ };