@defisaver/positions-sdk 0.0.200 → 0.0.201

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 (73) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  5. package/cjs/markets/aave/marketAssets.js +1 -1
  6. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  7. package/esm/markets/aave/marketAssets.js +1 -1
  8. package/package.json +49 -49
  9. package/src/aaveV2/index.ts +227 -227
  10. package/src/aaveV3/index.ts +625 -625
  11. package/src/assets/index.ts +60 -60
  12. package/src/chickenBonds/index.ts +123 -123
  13. package/src/compoundV2/index.ts +220 -220
  14. package/src/compoundV3/index.ts +291 -291
  15. package/src/config/contracts.js +1109 -1109
  16. package/src/constants/index.ts +6 -6
  17. package/src/contracts.ts +133 -133
  18. package/src/curveUsd/index.ts +229 -229
  19. package/src/eulerV2/index.ts +303 -303
  20. package/src/exchange/index.ts +17 -17
  21. package/src/helpers/aaveHelpers/index.ts +198 -198
  22. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  23. package/src/helpers/compoundHelpers/index.ts +246 -246
  24. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  25. package/src/helpers/eulerHelpers/index.ts +232 -232
  26. package/src/helpers/index.ts +10 -10
  27. package/src/helpers/liquityV2Helpers/index.ts +79 -79
  28. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  29. package/src/helpers/makerHelpers/index.ts +94 -94
  30. package/src/helpers/morphoBlueHelpers/index.ts +365 -365
  31. package/src/helpers/sparkHelpers/index.ts +150 -150
  32. package/src/index.ts +50 -50
  33. package/src/liquity/index.ts +116 -116
  34. package/src/liquityV2/index.ts +227 -227
  35. package/src/llamaLend/index.ts +275 -275
  36. package/src/maker/index.ts +117 -117
  37. package/src/markets/aave/index.ts +152 -152
  38. package/src/markets/aave/marketAssets.ts +44 -44
  39. package/src/markets/compound/index.ts +213 -213
  40. package/src/markets/compound/marketsAssets.ts +82 -82
  41. package/src/markets/curveUsd/index.ts +69 -69
  42. package/src/markets/euler/index.ts +26 -26
  43. package/src/markets/index.ts +24 -24
  44. package/src/markets/liquityV2/index.ts +43 -43
  45. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  46. package/src/markets/llamaLend/index.ts +235 -235
  47. package/src/markets/morphoBlue/index.ts +895 -895
  48. package/src/markets/spark/index.ts +29 -29
  49. package/src/markets/spark/marketAssets.ts +10 -10
  50. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  51. package/src/morphoAaveV2/index.ts +256 -256
  52. package/src/morphoAaveV3/index.ts +631 -631
  53. package/src/morphoBlue/index.ts +204 -204
  54. package/src/multicall/index.ts +22 -22
  55. package/src/services/dsrService.ts +15 -15
  56. package/src/services/priceService.ts +62 -62
  57. package/src/services/utils.ts +56 -56
  58. package/src/setup.ts +8 -8
  59. package/src/spark/index.ts +461 -461
  60. package/src/staking/staking.ts +220 -220
  61. package/src/types/aave.ts +271 -271
  62. package/src/types/chickenBonds.ts +45 -45
  63. package/src/types/common.ts +84 -84
  64. package/src/types/compound.ts +131 -131
  65. package/src/types/curveUsd.ts +118 -118
  66. package/src/types/euler.ts +171 -171
  67. package/src/types/index.ts +10 -10
  68. package/src/types/liquity.ts +30 -30
  69. package/src/types/liquityV2.ts +118 -118
  70. package/src/types/llamaLend.ts +155 -155
  71. package/src/types/maker.ts +50 -50
  72. package/src/types/morphoBlue.ts +192 -192
  73. package/src/types/spark.ts +131 -131
@@ -1,233 +1,233 @@
1
- import Dec from 'decimal.js';
2
- import Web3 from 'web3';
3
- import { assetAmountInWei } from '@defisaver/tokens';
4
- import {
5
- EthAddress, NetworkNumber,
6
- } from '../../types/common';
7
- import {
8
- calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
- } from '../../moneymarket';
10
- import { calculateInterestEarned } from '../../staking';
11
- import {
12
- EulerV2AggregatedPositionData,
13
- EulerV2AssetsData,
14
- EulerV2Market,
15
- EulerV2UsedAssets,
16
- } from '../../types';
17
- import { EulerV2ViewContract } from '../../contracts';
18
- import { borrowOperations } from '../../constants';
19
- import { multicall } from '../../multicall';
20
-
21
- export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
- let borrowUnstable = 0;
23
- let supplyStable = 0;
24
- let borrowStable = 0;
25
- let supplyUnstable = 0;
26
- let longAsset = '';
27
- let shortAsset = '';
28
- let leverageAssetVault = '';
29
- Object.values(usedAssets).forEach(({
30
- symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
- }) => {
32
- const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
- const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
- if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
- if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
- if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
- borrowUnstable += 1;
38
- shortAsset = symbol;
39
- leverageAssetVault = vaultAddress;
40
- }
41
- if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
- supplyUnstable += 1;
43
- longAsset = symbol;
44
- leverageAssetVault = vaultAddress;
45
- }
46
- });
47
- const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
- const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
- // lsd -> liquid staking derivative
50
- const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
- if (isLong) {
52
- return {
53
- leveragedType: 'long',
54
- leveragedAsset: longAsset,
55
- leveragedVault: leverageAssetVault,
56
- };
57
- }
58
- if (isShort) {
59
- return {
60
- leveragedType: 'short',
61
- leveragedAsset: shortAsset,
62
- leveragedVault: leverageAssetVault,
63
- };
64
- }
65
- if (isLsdLeveraged) {
66
- return {
67
- leveragedType: 'lsd-leverage',
68
- leveragedAsset: longAsset,
69
- leveragedVault: leverageAssetVault,
70
- };
71
- }
72
- return {
73
- leveragedType: '',
74
- leveragedAsset: '',
75
- leveragedVault: '',
76
- };
77
- };
78
-
79
- export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
- const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
- const acc = { ..._acc };
82
- const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
-
84
- if (usedAsset.isSupplied) {
85
- const amount = usedAsset.suppliedUsd;
86
- acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
- const rate = assetData.supplyRate;
88
- const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
- acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
- }
91
-
92
- if (usedAsset.isBorrowed) {
93
- const amount = usedAsset.borrowedUsd;
94
- acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
- const rate = assetData.borrowRate;
96
- const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
- acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
- }
99
-
100
- return acc;
101
- }, {
102
- borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
- });
104
-
105
- const {
106
- borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
- } = sumValues;
108
-
109
- const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
- const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
-
113
- return { netApy, totalInterestUsd, incentiveUsd };
114
- };
115
-
116
- export const getEulerV2AggregatedData = ({
117
- usedAssets, assetsData, network, ...rest
118
- }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
- const payload = {} as EulerV2AggregatedPositionData;
120
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
- payload.netApy = netApy;
131
- payload.incentiveUsd = incentiveUsd;
132
- payload.totalInterestUsd = totalInterestUsd;
133
- payload.minRatio = '100';
134
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
- const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
- payload.leveragedType = leveragedType;
138
- if (leveragedType !== '') {
139
- payload.leveragedAsset = leveragedAsset;
140
- let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
- if (leveragedType === 'lsd-leverage') {
142
- const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
- if (ethAsset) {
144
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
- assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
- }
147
- }
148
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
- }
150
- return payload;
151
- };
152
-
153
- export const getEulerV2BorrowRate = (interestRate: string) => {
154
- const _interestRate = new Dec(interestRate).div(1e27).toString();
155
- const secondsPerYear = 31556953;
156
- const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
157
- return new Dec(new Dec(a).minus(1)).mul(100).toString();
158
- };
159
-
160
- export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
161
-
162
- export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
163
- const interestFee = new Dec(_interestFee).div(10000);
164
- const fee = new Dec(1).minus(interestFee);
165
- return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
166
- };
167
-
168
- const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
169
- let liquidityAdded;
170
- let liquidityRemoved;
171
- if (isBorrowOperation) {
172
- liquidityAdded = action === 'payback' ? amount : '0';
173
- liquidityRemoved = action === 'borrow' ? amount : '0';
174
- } else {
175
- liquidityAdded = action === 'collateral' ? amount : '0';
176
- liquidityRemoved = action === 'withdraw' ? amount : '0';
177
- }
178
- return { liquidityAdded, liquidityRemoved };
179
- };
180
-
181
- export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
182
- const eulerV2ViewContract = EulerV2ViewContract(web3, network);
183
- const multicallData: any[] = [];
184
- const apyAfterValuesEstimationParams: any[] = [];
185
- actions.forEach(({
186
- action, amount, asset, vaultAddress,
187
- }) => {
188
- const amountInWei = assetAmountInWei(amount, asset);
189
- const isBorrowOperation = borrowOperations.includes(action);
190
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
191
- apyAfterValuesEstimationParams.push([
192
- vaultAddress,
193
- borrowOperations.includes(action),
194
- liquidityAdded,
195
- liquidityRemoved,
196
- ]);
197
- multicallData.push({
198
- target: eulerV2ViewContract.options.address,
199
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
200
- params: [vaultAddress],
201
- // @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
202
- gasLimit: 10_000_000,
203
- });
204
- });
205
- multicallData.push({
206
- target: eulerV2ViewContract.options.address,
207
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
208
- params: [apyAfterValuesEstimationParams],
209
- });
210
- const multicallRes = await multicall(multicallData, web3, network);
211
- const numOfActions = actions.length;
212
- const data: any = {};
213
- for (let i = 0; i < numOfActions; i += 1) {
214
- const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
215
- const vaultInfo = multicallRes[i][0];
216
- const decimals = vaultInfo.decimals;
217
- const borrowRate = getEulerV2BorrowRate(_interestRate);
218
-
219
- const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
220
- const action = actions[i].action;
221
- const isBorrowOperation = borrowOperations.includes(action);
222
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
223
-
224
- const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
225
- const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
226
- const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
227
- data[vaultInfo.vaultAddr.toLowerCase()] = {
228
- borrowRate,
229
- supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
230
- };
231
- }
232
- return data;
1
+ import Dec from 'decimal.js';
2
+ import Web3 from 'web3';
3
+ import { assetAmountInWei } from '@defisaver/tokens';
4
+ import {
5
+ EthAddress, NetworkNumber,
6
+ } from '../../types/common';
7
+ import {
8
+ calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
+ } from '../../moneymarket';
10
+ import { calculateInterestEarned } from '../../staking';
11
+ import {
12
+ EulerV2AggregatedPositionData,
13
+ EulerV2AssetsData,
14
+ EulerV2Market,
15
+ EulerV2UsedAssets,
16
+ } from '../../types';
17
+ import { EulerV2ViewContract } from '../../contracts';
18
+ import { borrowOperations } from '../../constants';
19
+ import { multicall } from '../../multicall';
20
+
21
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
+ let borrowUnstable = 0;
23
+ let supplyStable = 0;
24
+ let borrowStable = 0;
25
+ let supplyUnstable = 0;
26
+ let longAsset = '';
27
+ let shortAsset = '';
28
+ let leverageAssetVault = '';
29
+ Object.values(usedAssets).forEach(({
30
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
+ }) => {
32
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
+ borrowUnstable += 1;
38
+ shortAsset = symbol;
39
+ leverageAssetVault = vaultAddress;
40
+ }
41
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
+ supplyUnstable += 1;
43
+ longAsset = symbol;
44
+ leverageAssetVault = vaultAddress;
45
+ }
46
+ });
47
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
+ // lsd -> liquid staking derivative
50
+ const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
+ if (isLong) {
52
+ return {
53
+ leveragedType: 'long',
54
+ leveragedAsset: longAsset,
55
+ leveragedVault: leverageAssetVault,
56
+ };
57
+ }
58
+ if (isShort) {
59
+ return {
60
+ leveragedType: 'short',
61
+ leveragedAsset: shortAsset,
62
+ leveragedVault: leverageAssetVault,
63
+ };
64
+ }
65
+ if (isLsdLeveraged) {
66
+ return {
67
+ leveragedType: 'lsd-leverage',
68
+ leveragedAsset: longAsset,
69
+ leveragedVault: leverageAssetVault,
70
+ };
71
+ }
72
+ return {
73
+ leveragedType: '',
74
+ leveragedAsset: '',
75
+ leveragedVault: '',
76
+ };
77
+ };
78
+
79
+ export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
+ const acc = { ..._acc };
82
+ const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
+
84
+ if (usedAsset.isSupplied) {
85
+ const amount = usedAsset.suppliedUsd;
86
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
+ const rate = assetData.supplyRate;
88
+ const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
+ acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
+ }
91
+
92
+ if (usedAsset.isBorrowed) {
93
+ const amount = usedAsset.borrowedUsd;
94
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
+ const rate = assetData.borrowRate;
96
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
+ }
99
+
100
+ return acc;
101
+ }, {
102
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
+ });
104
+
105
+ const {
106
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
+ } = sumValues;
108
+
109
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
+
113
+ return { netApy, totalInterestUsd, incentiveUsd };
114
+ };
115
+
116
+ export const getEulerV2AggregatedData = ({
117
+ usedAssets, assetsData, network, ...rest
118
+ }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
+ const payload = {} as EulerV2AggregatedPositionData;
120
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
+ payload.netApy = netApy;
131
+ payload.incentiveUsd = incentiveUsd;
132
+ payload.totalInterestUsd = totalInterestUsd;
133
+ payload.minRatio = '100';
134
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
+ const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
+ payload.leveragedType = leveragedType;
138
+ if (leveragedType !== '') {
139
+ payload.leveragedAsset = leveragedAsset;
140
+ let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
+ if (leveragedType === 'lsd-leverage') {
142
+ const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
+ if (ethAsset) {
144
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
+ assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
+ }
147
+ }
148
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
+ }
150
+ return payload;
151
+ };
152
+
153
+ export const getEulerV2BorrowRate = (interestRate: string) => {
154
+ const _interestRate = new Dec(interestRate).div(1e27).toString();
155
+ const secondsPerYear = 31556953;
156
+ const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
157
+ return new Dec(new Dec(a).minus(1)).mul(100).toString();
158
+ };
159
+
160
+ export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
161
+
162
+ export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
163
+ const interestFee = new Dec(_interestFee).div(10000);
164
+ const fee = new Dec(1).minus(interestFee);
165
+ return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
166
+ };
167
+
168
+ const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
169
+ let liquidityAdded;
170
+ let liquidityRemoved;
171
+ if (isBorrowOperation) {
172
+ liquidityAdded = action === 'payback' ? amount : '0';
173
+ liquidityRemoved = action === 'borrow' ? amount : '0';
174
+ } else {
175
+ liquidityAdded = action === 'collateral' ? amount : '0';
176
+ liquidityRemoved = action === 'withdraw' ? amount : '0';
177
+ }
178
+ return { liquidityAdded, liquidityRemoved };
179
+ };
180
+
181
+ export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
182
+ const eulerV2ViewContract = EulerV2ViewContract(web3, network);
183
+ const multicallData: any[] = [];
184
+ const apyAfterValuesEstimationParams: any[] = [];
185
+ actions.forEach(({
186
+ action, amount, asset, vaultAddress,
187
+ }) => {
188
+ const amountInWei = assetAmountInWei(amount, asset);
189
+ const isBorrowOperation = borrowOperations.includes(action);
190
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
191
+ apyAfterValuesEstimationParams.push([
192
+ vaultAddress,
193
+ borrowOperations.includes(action),
194
+ liquidityAdded,
195
+ liquidityRemoved,
196
+ ]);
197
+ multicallData.push({
198
+ target: eulerV2ViewContract.options.address,
199
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
200
+ params: [vaultAddress],
201
+ // @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
202
+ gasLimit: 10_000_000,
203
+ });
204
+ });
205
+ multicallData.push({
206
+ target: eulerV2ViewContract.options.address,
207
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
208
+ params: [apyAfterValuesEstimationParams],
209
+ });
210
+ const multicallRes = await multicall(multicallData, web3, network);
211
+ const numOfActions = actions.length;
212
+ const data: any = {};
213
+ for (let i = 0; i < numOfActions; i += 1) {
214
+ const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
215
+ const vaultInfo = multicallRes[i][0];
216
+ const decimals = vaultInfo.decimals;
217
+ const borrowRate = getEulerV2BorrowRate(_interestRate);
218
+
219
+ const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
220
+ const action = actions[i].action;
221
+ const isBorrowOperation = borrowOperations.includes(action);
222
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
223
+
224
+ const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
225
+ const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
226
+ const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
227
+ data[vaultInfo.vaultAddr.toLowerCase()] = {
228
+ borrowRate,
229
+ supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
230
+ };
231
+ }
232
+ return data;
233
233
  };
@@ -1,10 +1,10 @@
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';
@@ -1,80 +1,80 @@
1
- import Dec from 'decimal.js';
2
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
3
- import {
4
- LiquityV2AggregatedTroveData, LiquityV2AssetsData, LiquityV2UsedAsset, LiquityV2UsedAssets,
5
- } from '../../types';
6
- import { calculateInterestEarned } from '../../staking';
7
-
8
- export const calculateNetApyLiquityV2 = (usedAssets: LiquityV2UsedAssets, assetsData: LiquityV2AssetsData, interestRate: string) => {
9
- const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
10
- const acc = { ..._acc };
11
- const assetData = assetsData[usedAsset.symbol];
12
-
13
- if (usedAsset.suppliedUsd) {
14
- const amount = usedAsset.suppliedUsd;
15
- acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
16
- if (assetData.incentiveSupplyApy) {
17
- const incentiveInterest = calculateInterestEarned(amount, assetData.incentiveSupplyApy, 'year', true);
18
- acc.incentiveUsd = new Dec(acc.incentiveUsd).add(incentiveInterest).toString();
19
- }
20
- }
21
-
22
- if (usedAsset.borrowedUsd) {
23
- const amount = usedAsset.borrowedUsd;
24
- acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
25
- const rate = interestRate;
26
- const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
27
- acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
28
- }
29
-
30
- return acc;
31
- }, {
32
- borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
33
- });
34
-
35
- const {
36
- borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
37
- } = sumValues;
38
-
39
- const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
40
- const balance = new Dec(suppliedUsd).sub(borrowedUsd);
41
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
42
-
43
- return { netApy, totalInterestUsd, incentiveUsd };
44
- };
45
-
46
- export const getLiquityV2AggregatedPositionData = ({
47
- usedAssets,
48
- assetsData,
49
- minCollRatio,
50
- interestRate,
51
- }: {
52
- usedAssets: LiquityV2UsedAssets
53
- assetsData: LiquityV2AssetsData
54
- minCollRatio: string
55
- interestRate: string
56
- }): LiquityV2AggregatedTroveData => {
57
- const payload = {} as LiquityV2AggregatedTroveData;
58
- payload.suppliedUsd = getAssetsTotal(usedAssets, (usedAsset: LiquityV2UsedAsset) => usedAsset, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
59
- payload.borrowedUsd = getAssetsTotal(usedAssets, (usedAsset: LiquityV2UsedAsset) => usedAsset, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
60
- payload.borrowLimitUsd = new Dec(payload.suppliedUsd).div(minCollRatio).mul(100).toString();
61
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
62
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
63
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
64
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
65
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApyLiquityV2(usedAssets, assetsData, interestRate);
66
- payload.netApy = netApy;
67
- payload.incentiveUsd = incentiveUsd;
68
- payload.totalInterestUsd = totalInterestUsd;
69
-
70
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
71
- payload.leveragedType = leveragedType;
72
- payload.leveragedAsset = leveragedAsset;
73
- payload.liquidationPrice = '';
74
- if (leveragedType !== '') {
75
- const assetPrice = assetsData[leveragedAsset].price;
76
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.borrowLimitUsd);
77
- }
78
-
79
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
3
+ import {
4
+ LiquityV2AggregatedTroveData, LiquityV2AssetsData, LiquityV2UsedAsset, LiquityV2UsedAssets,
5
+ } from '../../types';
6
+ import { calculateInterestEarned } from '../../staking';
7
+
8
+ export const calculateNetApyLiquityV2 = (usedAssets: LiquityV2UsedAssets, assetsData: LiquityV2AssetsData, interestRate: string) => {
9
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
10
+ const acc = { ..._acc };
11
+ const assetData = assetsData[usedAsset.symbol];
12
+
13
+ if (usedAsset.suppliedUsd) {
14
+ const amount = usedAsset.suppliedUsd;
15
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
16
+ if (assetData.incentiveSupplyApy) {
17
+ const incentiveInterest = calculateInterestEarned(amount, assetData.incentiveSupplyApy, 'year', true);
18
+ acc.incentiveUsd = new Dec(acc.incentiveUsd).add(incentiveInterest).toString();
19
+ }
20
+ }
21
+
22
+ if (usedAsset.borrowedUsd) {
23
+ const amount = usedAsset.borrowedUsd;
24
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
25
+ const rate = interestRate;
26
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
27
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
28
+ }
29
+
30
+ return acc;
31
+ }, {
32
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
33
+ });
34
+
35
+ const {
36
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
37
+ } = sumValues;
38
+
39
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
40
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
41
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
42
+
43
+ return { netApy, totalInterestUsd, incentiveUsd };
44
+ };
45
+
46
+ export const getLiquityV2AggregatedPositionData = ({
47
+ usedAssets,
48
+ assetsData,
49
+ minCollRatio,
50
+ interestRate,
51
+ }: {
52
+ usedAssets: LiquityV2UsedAssets
53
+ assetsData: LiquityV2AssetsData
54
+ minCollRatio: string
55
+ interestRate: string
56
+ }): LiquityV2AggregatedTroveData => {
57
+ const payload = {} as LiquityV2AggregatedTroveData;
58
+ payload.suppliedUsd = getAssetsTotal(usedAssets, (usedAsset: LiquityV2UsedAsset) => usedAsset, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
59
+ payload.borrowedUsd = getAssetsTotal(usedAssets, (usedAsset: LiquityV2UsedAsset) => usedAsset, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
60
+ payload.borrowLimitUsd = new Dec(payload.suppliedUsd).div(minCollRatio).mul(100).toString();
61
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
62
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
63
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
64
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
65
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApyLiquityV2(usedAssets, assetsData, interestRate);
66
+ payload.netApy = netApy;
67
+ payload.incentiveUsd = incentiveUsd;
68
+ payload.totalInterestUsd = totalInterestUsd;
69
+
70
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
71
+ payload.leveragedType = leveragedType;
72
+ payload.leveragedAsset = leveragedAsset;
73
+ payload.liquidationPrice = '';
74
+ if (leveragedType !== '') {
75
+ const assetPrice = assetsData[leveragedAsset].price;
76
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.borrowLimitUsd);
77
+ }
78
+
79
+ return payload;
80
80
  };