@defisaver/positions-sdk 0.0.198 → 0.0.199-dev-2

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (133) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/config/contracts.d.ts +126 -4
  5. package/cjs/config/contracts.js +14 -0
  6. package/cjs/contracts.d.ts +1 -0
  7. package/cjs/contracts.js +2 -1
  8. package/cjs/helpers/index.d.ts +1 -0
  9. package/cjs/helpers/index.js +2 -1
  10. package/cjs/helpers/liquityV2Helpers/index.d.ts +12 -0
  11. package/cjs/helpers/liquityV2Helpers/index.js +63 -0
  12. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  13. package/cjs/index.d.ts +2 -1
  14. package/cjs/index.js +3 -1
  15. package/cjs/liquityV2/index.d.ts +18 -0
  16. package/cjs/liquityV2/index.js +184 -0
  17. package/cjs/markets/aave/marketAssets.js +2 -4
  18. package/cjs/markets/index.d.ts +1 -0
  19. package/cjs/markets/index.js +3 -1
  20. package/cjs/markets/liquityV2/index.d.ts +10 -0
  21. package/cjs/markets/liquityV2/index.js +47 -0
  22. package/cjs/moneymarket/moneymarketCommonService.js +1 -1
  23. package/cjs/types/contracts/generated/LiquityV2CollSurplusPool.d.ts +64 -0
  24. package/cjs/types/contracts/generated/LiquityV2CollSurplusPool.js +5 -0
  25. package/cjs/types/contracts/generated/LiquityV2TroveNFT.d.ts +73 -0
  26. package/cjs/types/contracts/generated/LiquityV2TroveNFT.js +5 -0
  27. package/cjs/types/contracts/generated/LiquityV2View.d.ts +244 -0
  28. package/cjs/types/contracts/generated/LiquityV2View.js +5 -0
  29. package/cjs/types/contracts/generated/index.d.ts +3 -0
  30. package/cjs/types/index.d.ts +1 -0
  31. package/cjs/types/index.js +1 -0
  32. package/cjs/types/liquityV2.d.ts +111 -0
  33. package/cjs/types/liquityV2.js +24 -0
  34. package/esm/config/contracts.d.ts +126 -4
  35. package/esm/config/contracts.js +14 -0
  36. package/esm/contracts.d.ts +1 -0
  37. package/esm/contracts.js +1 -0
  38. package/esm/helpers/index.d.ts +1 -0
  39. package/esm/helpers/index.js +1 -0
  40. package/esm/helpers/liquityV2Helpers/index.d.ts +12 -0
  41. package/esm/helpers/liquityV2Helpers/index.js +55 -0
  42. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  43. package/esm/index.d.ts +2 -1
  44. package/esm/index.js +2 -1
  45. package/esm/liquityV2/index.d.ts +18 -0
  46. package/esm/liquityV2/index.js +173 -0
  47. package/esm/markets/aave/marketAssets.js +2 -4
  48. package/esm/markets/index.d.ts +1 -0
  49. package/esm/markets/index.js +1 -0
  50. package/esm/markets/liquityV2/index.d.ts +10 -0
  51. package/esm/markets/liquityV2/index.js +40 -0
  52. package/esm/moneymarket/moneymarketCommonService.js +1 -1
  53. package/esm/types/contracts/generated/LiquityV2CollSurplusPool.d.ts +64 -0
  54. package/esm/types/contracts/generated/LiquityV2CollSurplusPool.js +4 -0
  55. package/esm/types/contracts/generated/LiquityV2TroveNFT.d.ts +73 -0
  56. package/esm/types/contracts/generated/LiquityV2TroveNFT.js +4 -0
  57. package/esm/types/contracts/generated/LiquityV2View.d.ts +244 -0
  58. package/esm/types/contracts/generated/LiquityV2View.js +4 -0
  59. package/esm/types/contracts/generated/index.d.ts +3 -0
  60. package/esm/types/index.d.ts +1 -0
  61. package/esm/types/index.js +1 -0
  62. package/esm/types/liquityV2.d.ts +111 -0
  63. package/esm/types/liquityV2.js +21 -0
  64. package/package.json +49 -49
  65. package/src/aaveV2/index.ts +227 -227
  66. package/src/aaveV3/index.ts +625 -625
  67. package/src/assets/index.ts +60 -60
  68. package/src/chickenBonds/index.ts +123 -123
  69. package/src/compoundV2/index.ts +220 -220
  70. package/src/compoundV3/index.ts +291 -291
  71. package/src/config/contracts.js +1109 -1095
  72. package/src/constants/index.ts +6 -6
  73. package/src/contracts.ts +133 -132
  74. package/src/curveUsd/index.ts +229 -229
  75. package/src/eulerV2/index.ts +303 -303
  76. package/src/exchange/index.ts +17 -17
  77. package/src/helpers/aaveHelpers/index.ts +198 -198
  78. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  79. package/src/helpers/compoundHelpers/index.ts +246 -246
  80. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  81. package/src/helpers/eulerHelpers/index.ts +232 -232
  82. package/src/helpers/index.ts +10 -9
  83. package/src/helpers/liquityV2Helpers/index.ts +80 -0
  84. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  85. package/src/helpers/makerHelpers/index.ts +94 -94
  86. package/src/helpers/morphoBlueHelpers/index.ts +365 -365
  87. package/src/helpers/sparkHelpers/index.ts +150 -150
  88. package/src/index.ts +50 -48
  89. package/src/liquity/index.ts +116 -116
  90. package/src/liquityV2/index.ts +220 -0
  91. package/src/llamaLend/index.ts +275 -275
  92. package/src/maker/index.ts +117 -117
  93. package/src/markets/aave/index.ts +152 -152
  94. package/src/markets/aave/marketAssets.ts +44 -46
  95. package/src/markets/compound/index.ts +213 -213
  96. package/src/markets/compound/marketsAssets.ts +82 -82
  97. package/src/markets/curveUsd/index.ts +69 -69
  98. package/src/markets/euler/index.ts +26 -26
  99. package/src/markets/index.ts +24 -24
  100. package/src/markets/liquityV2/index.ts +44 -0
  101. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  102. package/src/markets/llamaLend/index.ts +235 -235
  103. package/src/markets/morphoBlue/index.ts +895 -895
  104. package/src/markets/spark/index.ts +29 -29
  105. package/src/markets/spark/marketAssets.ts +10 -10
  106. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  107. package/src/morphoAaveV2/index.ts +256 -256
  108. package/src/morphoAaveV3/index.ts +631 -631
  109. package/src/morphoBlue/index.ts +204 -204
  110. package/src/multicall/index.ts +22 -22
  111. package/src/services/dsrService.ts +15 -15
  112. package/src/services/priceService.ts +62 -62
  113. package/src/services/utils.ts +56 -56
  114. package/src/setup.ts +8 -8
  115. package/src/spark/index.ts +461 -461
  116. package/src/staking/staking.ts +220 -220
  117. package/src/types/aave.ts +271 -271
  118. package/src/types/chickenBonds.ts +45 -45
  119. package/src/types/common.ts +84 -84
  120. package/src/types/compound.ts +131 -131
  121. package/src/types/contracts/generated/LiquityV2CollSurplusPool.ts +130 -0
  122. package/src/types/contracts/generated/LiquityV2TroveNFT.ts +150 -0
  123. package/src/types/contracts/generated/LiquityV2View.ts +315 -0
  124. package/src/types/contracts/generated/index.ts +3 -0
  125. package/src/types/curveUsd.ts +118 -118
  126. package/src/types/euler.ts +171 -171
  127. package/src/types/index.ts +10 -9
  128. package/src/types/liquity.ts +30 -30
  129. package/src/types/liquityV2.ts +119 -0
  130. package/src/types/llamaLend.ts +155 -155
  131. package/src/types/maker.ts +50 -50
  132. package/src/types/morphoBlue.ts +192 -192
  133. 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
  };