@defisaver/positions-sdk 0.0.200 → 0.0.201-fluid-dev-1

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 (135) 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 +43 -0
  5. package/cjs/config/contracts.js +6 -0
  6. package/cjs/contracts.d.ts +1 -0
  7. package/cjs/contracts.js +2 -1
  8. package/cjs/fluid/index.d.ts +39 -0
  9. package/cjs/fluid/index.js +216 -0
  10. package/cjs/helpers/fluidHelpers/index.d.ts +6 -0
  11. package/cjs/helpers/fluidHelpers/index.js +40 -0
  12. package/cjs/helpers/index.d.ts +1 -0
  13. package/cjs/helpers/index.js +2 -1
  14. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  15. package/cjs/index.d.ts +2 -1
  16. package/cjs/index.js +3 -1
  17. package/cjs/markets/aave/marketAssets.js +1 -1
  18. package/cjs/markets/fluid/index.d.ts +176 -0
  19. package/cjs/markets/fluid/index.js +1630 -0
  20. package/cjs/markets/index.d.ts +1 -0
  21. package/cjs/markets/index.js +5 -1
  22. package/cjs/morphoBlue/index.js +1 -2
  23. package/cjs/multicall/index.d.ts +1 -0
  24. package/cjs/multicall/index.js +8 -1
  25. package/cjs/services/utils.d.ts +1 -0
  26. package/cjs/services/utils.js +3 -1
  27. package/cjs/types/contracts/generated/FluidView.d.ts +276 -0
  28. package/cjs/types/contracts/generated/FluidView.js +5 -0
  29. package/cjs/types/contracts/generated/index.d.ts +1 -0
  30. package/cjs/types/fluid.d.ts +236 -0
  31. package/cjs/types/fluid.js +129 -0
  32. package/cjs/types/index.d.ts +1 -0
  33. package/cjs/types/index.js +1 -0
  34. package/esm/config/contracts.d.ts +43 -0
  35. package/esm/config/contracts.js +6 -0
  36. package/esm/contracts.d.ts +1 -0
  37. package/esm/contracts.js +1 -0
  38. package/esm/fluid/index.d.ts +39 -0
  39. package/esm/fluid/index.js +205 -0
  40. package/esm/helpers/fluidHelpers/index.d.ts +6 -0
  41. package/esm/helpers/fluidHelpers/index.js +33 -0
  42. package/esm/helpers/index.d.ts +1 -0
  43. package/esm/helpers/index.js +1 -0
  44. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  45. package/esm/index.d.ts +2 -1
  46. package/esm/index.js +2 -1
  47. package/esm/markets/aave/marketAssets.js +1 -1
  48. package/esm/markets/fluid/index.d.ts +176 -0
  49. package/esm/markets/fluid/index.js +1538 -0
  50. package/esm/markets/index.d.ts +1 -0
  51. package/esm/markets/index.js +1 -0
  52. package/esm/morphoBlue/index.js +1 -2
  53. package/esm/multicall/index.d.ts +1 -0
  54. package/esm/multicall/index.js +6 -0
  55. package/esm/services/utils.d.ts +1 -0
  56. package/esm/services/utils.js +1 -0
  57. package/esm/types/contracts/generated/FluidView.d.ts +276 -0
  58. package/esm/types/contracts/generated/FluidView.js +4 -0
  59. package/esm/types/contracts/generated/index.d.ts +1 -0
  60. package/esm/types/fluid.d.ts +236 -0
  61. package/esm/types/fluid.js +126 -0
  62. package/esm/types/index.d.ts +1 -0
  63. package/esm/types/index.js +1 -0
  64. package/package.json +51 -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 +1115 -1109
  72. package/src/constants/index.ts +6 -6
  73. package/src/contracts.ts +134 -133
  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/fluid/index.ts +277 -0
  78. package/src/helpers/aaveHelpers/index.ts +198 -198
  79. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  80. package/src/helpers/compoundHelpers/index.ts +246 -246
  81. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  82. package/src/helpers/eulerHelpers/index.ts +232 -232
  83. package/src/helpers/fluidHelpers/index.ts +54 -0
  84. package/src/helpers/index.ts +11 -10
  85. package/src/helpers/liquityV2Helpers/index.ts +79 -79
  86. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  87. package/src/helpers/makerHelpers/index.ts +94 -94
  88. package/src/helpers/morphoBlueHelpers/index.ts +365 -365
  89. package/src/helpers/sparkHelpers/index.ts +150 -150
  90. package/src/index.ts +52 -50
  91. package/src/liquity/index.ts +116 -116
  92. package/src/liquityV2/index.ts +227 -227
  93. package/src/llamaLend/index.ts +275 -275
  94. package/src/maker/index.ts +117 -117
  95. package/src/markets/aave/index.ts +152 -152
  96. package/src/markets/aave/marketAssets.ts +44 -44
  97. package/src/markets/compound/index.ts +213 -213
  98. package/src/markets/compound/marketsAssets.ts +82 -82
  99. package/src/markets/curveUsd/index.ts +69 -69
  100. package/src/markets/euler/index.ts +26 -26
  101. package/src/markets/fluid/index.ts +1635 -0
  102. package/src/markets/index.ts +25 -24
  103. package/src/markets/liquityV2/index.ts +43 -43
  104. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  105. package/src/markets/llamaLend/index.ts +235 -235
  106. package/src/markets/morphoBlue/index.ts +895 -895
  107. package/src/markets/spark/index.ts +29 -29
  108. package/src/markets/spark/marketAssets.ts +10 -10
  109. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  110. package/src/morphoAaveV2/index.ts +256 -256
  111. package/src/morphoAaveV3/index.ts +631 -631
  112. package/src/morphoBlue/index.ts +202 -204
  113. package/src/multicall/index.ts +32 -23
  114. package/src/services/dsrService.ts +15 -15
  115. package/src/services/priceService.ts +62 -62
  116. package/src/services/utils.ts +59 -57
  117. package/src/setup.ts +8 -8
  118. package/src/spark/index.ts +461 -461
  119. package/src/staking/staking.ts +220 -220
  120. package/src/types/aave.ts +271 -271
  121. package/src/types/chickenBonds.ts +45 -45
  122. package/src/types/common.ts +84 -84
  123. package/src/types/compound.ts +131 -131
  124. package/src/types/contracts/generated/FluidView.ts +317 -0
  125. package/src/types/contracts/generated/index.ts +1 -0
  126. package/src/types/curveUsd.ts +118 -118
  127. package/src/types/euler.ts +171 -171
  128. package/src/types/fluid.ts +251 -0
  129. package/src/types/index.ts +12 -11
  130. package/src/types/liquity.ts +30 -30
  131. package/src/types/liquityV2.ts +118 -118
  132. package/src/types/llamaLend.ts +155 -155
  133. package/src/types/maker.ts +50 -50
  134. package/src/types/morphoBlue.ts +192 -192
  135. 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
  };