@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
@@ -1,233 +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
  };
@@ -0,0 +1,54 @@
1
+ import Dec from 'decimal.js';
2
+ import {
3
+ FluidAggregatedVaultData,
4
+ FluidAssetsData,
5
+ FluidUsedAssets,
6
+ InnerFluidMarketData,
7
+ } from '../../types';
8
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
9
+ import { calculateNetApy } from '../../staking';
10
+ import { MMAssetsData } from '../../types/common';
11
+
12
+ export const getFluidAggregatedData = ({
13
+ usedAssets,
14
+ assetsData,
15
+ marketData,
16
+ }: {
17
+ usedAssets: FluidUsedAssets,
18
+ marketData: InnerFluidMarketData,
19
+ assetsData: FluidAssetsData
20
+ }): FluidAggregatedVaultData => {
21
+ const payload = {} as FluidAggregatedVaultData;
22
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
23
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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
+ const collFactor = marketData.collFactor;
30
+ const liqRatio = marketData.liquidationRatio;
31
+
32
+ payload.borrowLimitUsd = new Dec(payload.suppliedUsd).mul(collFactor).toString();
33
+ payload.liquidationLimitUsd = new Dec(payload.suppliedUsd).mul(liqRatio).div(100).toString();
34
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
35
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
36
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
37
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
38
+
39
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
40
+
41
+ payload.leveragedType = leveragedType;
42
+ if (leveragedType !== '') {
43
+ payload.leveragedAsset = leveragedAsset;
44
+ let assetPrice = assetsData[leveragedAsset].price;
45
+ if (leveragedType === 'lsd-leverage') {
46
+ // Treat ETH like a stablecoin in a long stETH position
47
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toDP(18).toString();
48
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
49
+ }
50
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
51
+ }
52
+
53
+ return payload;
54
+ };
@@ -1,10 +1,11 @@
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
- export * as liquityV2Helpers from './liquityV2Helpers';
10
- export * as eulerV2Helpers from './eulerHelpers';
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
+ export * as liquityV2Helpers from './liquityV2Helpers';
10
+ export * as eulerV2Helpers from './eulerHelpers';
11
+ export * as fluidHelpers from './fluidHelpers';