@defisaver/positions-sdk 0.0.201 → 0.0.202

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/spark/marketAssets.js +1 -1
  6. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  7. package/esm/markets/spark/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
@@ -1,631 +1,631 @@
1
- import {
2
- assetAmountInEth, assetAmountInWei, getAssetInfo, getAssetInfoByAddress,
3
- } from '@defisaver/tokens';
4
- import { MorphoAaveMath } from '@morpho-org/morpho-aave-v3-sdk/lib/maths/AaveV3.maths';
5
- import PoolInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/PoolInterestRates';
6
- import P2PInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/P2PInterestRates';
7
- import { BigNumber } from '@ethersproject/bignumber';
8
- import Web3 from 'web3';
9
- import Dec from 'decimal.js';
10
- import {
11
- Blockish, EthAddress, NetworkNumber, PositionBalances,
12
- } from '../types/common';
13
- import {
14
- ethToWeth, ethToWethByAddress, getAbiItem, isEnabledOnBitmap, isLayer2Network, wethToEthByAddress,
15
- } from '../services/utils';
16
- import {
17
- createContractWrapper,
18
- getConfigContractAbi,
19
- getConfigContractAddress,
20
- } from '../contracts';
21
- import { multicall } from '../multicall';
22
- import { getStakingApy, STAKING_ASSETS } from '../staking';
23
- import {
24
- EModeCategoriesData,
25
- EModeCategoryData,
26
- MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
27
- } from '../types';
28
- import { getDsrApy } from '../services/dsrService';
29
- import { aprToApy, calculateBorrowingAssetLimit } from '../moneymarket';
30
- import { EMPTY_AAVE_DATA } from '../aaveV3';
31
- import { aaveAnyGetAggregatedPositionData } from '../helpers/aaveHelpers';
32
- import { MORPHO_AAVE_V3_ETH } from '../markets/aave';
33
-
34
- const morphoAaveMath = new MorphoAaveMath();
35
- const poolInterestRates = new PoolInterestRates();
36
- const p2pInterestRates = new P2PInterestRates();
37
-
38
- const computeMorphoMarketData = (
39
- loanInfo: any, morphoMarketData: any, aaveIndexes: any, // TODO: morpho v3 type
40
- ) => {
41
- const { newPoolSupplyIndex, newPoolBorrowIndex } = poolInterestRates.computePoolIndexes({
42
- lastPoolSupplyIndex: BigNumber.from(aaveIndexes.liquidityIndex),
43
- lastPoolBorrowIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
44
- lastUpdateTimestamp: BigNumber.from(aaveIndexes.lastUpdateTimestamp),
45
- poolBorrowRatePerYear: BigNumber.from(loanInfo.borrowRateVariable),
46
- poolSupplyRatePerYear: BigNumber.from(loanInfo.supplyRate),
47
- currentTimestamp: BigNumber.from(new Dec(Date.now()).div(1000).toDP(0).toString()),
48
- });
49
-
50
- const proportionIdle = new Dec(morphoMarketData.idleSupply).eq(0)
51
- ? '0'
52
- : Dec.min(
53
- morphoAaveMath.INDEX_ONE.toString(),
54
- morphoAaveMath.indexDiv(
55
- morphoMarketData.idleSupply,
56
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex).toString(),
57
- ).toString(),
58
- ).toString();
59
-
60
- const supplyProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
61
- ? '0'
62
- : Dec.min(
63
- new Dec(morphoAaveMath.INDEX_ONE.toString()).sub(proportionIdle).toString(),
64
- morphoAaveMath.indexDiv(
65
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledDelta, newPoolSupplyIndex),
66
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex),
67
- ).toString(),
68
- ).toString();
69
-
70
- const borrowProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
71
- ? '0'
72
- : Dec.min(
73
- morphoAaveMath.INDEX_ONE.toString(),
74
- morphoAaveMath.indexDiv(
75
- morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledDelta, newPoolBorrowIndex),
76
- morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledP2PTotal, morphoMarketData.indexes.borrow.p2pIndex),
77
- ).toString(),
78
- ).toString();
79
-
80
- const apys = morphoAaveMath.computeApysFromRates(
81
- BigNumber.from(loanInfo.supplyRate),
82
- BigNumber.from(loanInfo.borrowRateVariable),
83
- BigNumber.from(morphoMarketData.p2pIndexCursor),
84
- BigNumber.from(supplyProportionDelta),
85
- BigNumber.from(borrowProportionDelta),
86
- BigNumber.from(proportionIdle),
87
- BigNumber.from(morphoMarketData.reserveFactor),
88
- );
89
-
90
- const { newP2PSupplyIndex, newP2PBorrowIndex } = p2pInterestRates.computeP2PIndexes({
91
- p2pIndexCursor: BigNumber.from(morphoMarketData.p2pIndexCursor),
92
- lastBorrowIndexes: {
93
- p2pIndex: BigNumber.from(morphoMarketData.indexes.borrow.p2pIndex),
94
- poolIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
95
- },
96
- lastSupplyIndexes: {
97
- p2pIndex: BigNumber.from(morphoMarketData.indexes.supply.p2pIndex),
98
- poolIndex: BigNumber.from(aaveIndexes.liquidityIndex),
99
- },
100
- poolSupplyIndex: BigNumber.from(newPoolSupplyIndex),
101
- poolBorrowIndex: BigNumber.from(newPoolBorrowIndex),
102
- deltas: {
103
- borrow: {
104
- scaledDelta: BigNumber.from(morphoMarketData.deltas.borrow.scaledDelta),
105
- scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.borrow.scaledP2PTotal),
106
- },
107
- supply: {
108
- scaledDelta: BigNumber.from(morphoMarketData.deltas.supply.scaledDelta),
109
- scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.supply.scaledP2PTotal),
110
- },
111
- },
112
- reserveFactor: BigNumber.from(morphoMarketData.reserveFactor),
113
- proportionIdle: BigNumber.from(proportionIdle),
114
- });
115
-
116
- return {
117
- ...loanInfo,
118
- ...morphoMarketData,
119
- ...aaveIndexes,
120
- p2pBorrowAPY: new Dec(apys.p2pBorrowAPY.toString()).div(100).toString(),
121
- p2pSupplyAPY: new Dec(apys.p2pSupplyAPY.toString()).div(100).toString(),
122
- morphoBorrowInP2P: assetAmountInEth(morphoAaveMath.indexMul(
123
- morphoMarketData.deltas.borrow.scaledP2PTotal,
124
- newP2PBorrowIndex,
125
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
126
- morphoBorrowOnPool: assetAmountInEth(morphoAaveMath.indexMul(
127
- morphoMarketData.scaledMorphoBorrowOnPool,
128
- newPoolBorrowIndex,
129
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
130
- morphoSupplyInP2P: assetAmountInEth(morphoAaveMath.indexMul(
131
- morphoMarketData.deltas.supply.scaledP2PTotal,
132
- newP2PSupplyIndex,
133
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
134
- morphoSupplyOnPool: assetAmountInEth(morphoAaveMath.indexMul(
135
- morphoMarketData.isCollateral ? '0' : morphoMarketData.scaledMorphoSupplyOnPool,
136
- newPoolSupplyIndex,
137
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
138
- };
139
- };
140
-
141
- export const getMorphoAaveV3MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3MarketData> => {
142
- // @ts-ignore
143
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
144
- const aaveLendingPoolContract = createContractWrapper(web3, network, selectedMarket.aaveLendingPool, selectedMarket.aaveLendingPoolAddress);
145
-
146
- const _addresses = selectedMarket.assets.map((a: string) => getAssetInfo(ethToWeth(a)).address);
147
-
148
- const splitStart = Math.floor(_addresses.length / 2);
149
- const loanInfoCallsToSkip = 3; // skipping getFullTokensInfo calls at the start of multicallArray
150
-
151
- const AaveV3ViewAddress = getConfigContractAddress('AaveV3View', network);
152
- const AaveV3ViewAbi = getConfigContractAbi('AaveV3View');
153
-
154
- const multicallArray = [
155
- {
156
- target: AaveV3ViewAddress,
157
- abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
158
- params: [selectedMarket.providerAddress, _addresses.slice(0, splitStart)],
159
- },
160
- {
161
- target: AaveV3ViewAddress,
162
- abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
163
- params: [selectedMarket.providerAddress, _addresses.slice(splitStart, _addresses.length)],
164
- },
165
- {
166
- target: AaveV3ViewAddress,
167
- abiItem: getAbiItem(AaveV3ViewAbi, 'getAllEmodes'),
168
- params: [selectedMarket.providerAddress],
169
- },
170
- ...(_addresses.map((underlyingAddress: string) => (
171
- [{
172
- target: lendingPoolContract.options.address,
173
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
174
- params: [underlyingAddress],
175
- },
176
- {
177
- target: aaveLendingPoolContract.options.address, // TODO: aave refactor add to Aave view
178
- // @ts-ignore
179
- abiItem: getAbiItem(getConfigContractAbi(selectedMarket.aaveLendingPool), 'getReserveData'),
180
- params: [underlyingAddress],
181
- }]
182
- ))).flat(),
183
- ];
184
-
185
- const multicallResponse = await multicall(multicallArray, web3, network);
186
- const loanInfo = [...multicallResponse[0][0], ...multicallResponse[1][0]];
187
- // Morpho Aave V3 ETH optimizer is hardcoded to use e mode category 1
188
- const eModeCategoryData: EModeCategoryData = {
189
- label: multicallResponse[2][0][0].label,
190
- id: 1,
191
- liquidationBonus: new Dec(multicallResponse[2][0][0].liquidationBonus).div(10000).toString(),
192
- liquidationRatio: new Dec(multicallResponse[2][0][0].liquidationThreshold).div(10000).toString(),
193
- collateralFactor: new Dec(multicallResponse[2][0][0].ltv).div(10000).toString(),
194
- borrowableBitmap: multicallResponse[2][0][0].borrowableBitmap,
195
- collateralBitmap: multicallResponse[2][0][0].collateralBitmap,
196
- borrowAssets: [],
197
- collateralAssets: [],
198
- };
199
-
200
- const IVariableDebtTokenAbi = getConfigContractAbi('IVariableDebtToken');
201
- const IATokenAbi = getConfigContractAbi('IAToken');
202
-
203
- const scaledBalanceMulticall = [
204
- ...loanInfo.map((_, i: number) => [
205
- {
206
- target: multicallResponse[(2 * i) + loanInfoCallsToSkip][0].variableDebtToken, // TODO: aave refactor add to Aave view
207
- abiItem: getAbiItem(IVariableDebtTokenAbi, 'scaledBalanceOf'),
208
- params: [lendingPoolContract.options.address],
209
- },
210
- {
211
- target: loanInfo[i].aTokenAddress, // TODO: aave refactor add to Aave view
212
- abiItem: getAbiItem(IATokenAbi, 'scaledBalanceOf'),
213
- params: [lendingPoolContract.options.address],
214
- },
215
- ]).flat(),
216
- ];
217
-
218
- const [scaledBalanceResponse, morphoRewards] = await Promise.allSettled([
219
- multicall(scaledBalanceMulticall, web3, network),
220
- fetch('https://api.morpho.xyz/rewards/emissions'),
221
- ]);
222
-
223
- if (scaledBalanceResponse.status !== 'fulfilled') {
224
- throw new Error('Failed to fetch market data.');
225
- }
226
-
227
- let morphoRewardsData: any = null;
228
- if (morphoRewards.status === 'fulfilled') {
229
- morphoRewardsData = morphoRewards.value.ok ? await morphoRewards.value.json() : null;
230
- }
231
-
232
- const assetsData: MorphoAaveV3AssetData[] = await Promise.all(loanInfo.map(async (info, i: number) => {
233
- const morphoMarketData = {
234
- ...multicallResponse[(2 * i) + loanInfoCallsToSkip][0],
235
- scaledMorphoBorrowOnPool: scaledBalanceResponse.value[2 * i][0],
236
- scaledMorphoSupplyOnPool: scaledBalanceResponse.value[(2 * i) + 1][0],
237
- };
238
- const marketData = computeMorphoMarketData(
239
- info,
240
- morphoMarketData,
241
- multicallResponse[(2 * i) + (loanInfoCallsToSkip + 1)][0],
242
- );
243
-
244
- const { symbol, address } = getAssetInfoByAddress(wethToEthByAddress(marketData.underlyingTokenAddress));
245
-
246
-
247
- if (isEnabledOnBitmap(Number(eModeCategoryData.collateralBitmap), Number(info.assetId)) && marketData.isCollateral) eModeCategoryData.collateralAssets.push(symbol);
248
- if (isEnabledOnBitmap(Number(eModeCategoryData.borrowableBitmap), Number(info.assetId))) eModeCategoryData.borrowAssets.push(symbol);
249
-
250
- const data = {
251
- symbol,
252
- morphoMarketData,
253
- hasDelta: new Dec(marketData.p2pSupplyAPY).minus(marketData.p2pBorrowAPY).gte(0.3),
254
- aTokenAddress: marketData.aTokenAddress,
255
- underlyingTokenAddress: address,
256
- price: new Dec(marketData.price.toString()).div(1e8).toString(), // is actually price in USD
257
-
258
- supplyRate: aprToApy(new Dec(marketData.supplyRate.toString()).div(1e25).toString()),
259
- supplyRateP2P: marketData.p2pSupplyAPY,
260
- borrowRate: aprToApy(new Dec(marketData.borrowRateVariable.toString()).div(1e25).toString()),
261
- borrowRateP2P: marketData.p2pBorrowAPY,
262
- totalSupply: assetAmountInEth(marketData.totalSupply.toString(), symbol),
263
- totalBorrow: assetAmountInEth(marketData.totalBorrow.toString(), symbol),
264
-
265
- totalSupplyP2P: marketData.morphoSupplyInP2P,
266
- totalSupplyPool: marketData.morphoSupplyOnPool,
267
- totalBorrowP2P: marketData.morphoBorrowInP2P,
268
- totalBorrowPool: marketData.morphoBorrowOnPool,
269
-
270
- supplyCap: marketData.supplyCap,
271
- borrowCap: marketData.borrowCap,
272
- usageAsCollateralEnabled: marketData.isCollateral,
273
- collateralFactor: marketData.isCollateral ? new Dec(marketData.collateralFactor).div(10000).toString() : '0',
274
- liquidationRatio: new Dec(marketData.liquidationRatio).div(10000).toString(),
275
- liquidationBonus: new Dec(marketData.liquidationBonus).div(10000).toString(),
276
- isInactive: !marketData.isActive,
277
- isFrozen: marketData.isFrozen,
278
- isPaused: marketData.isPaused,
279
- canBeBorrowed: !marketData.isFrozen
280
- && marketData.borrowingEnabled
281
- && !marketData.pauseStatuses.isBorrowPaused
282
- && !marketData.pauseStatuses.isDeprecated,
283
- canBeSupplied: !marketData.isFrozen
284
- && marketData.isCollateral ? !marketData.pauseStatuses.isSupplyCollateralPaused : !marketData.pauseStatuses.isSupplyPaused
285
- && !marketData.pauseStatuses.isDeprecated,
286
- canBeWithdrawn: marketData.isActive
287
- && !marketData.isPaused
288
- && marketData.isCollateral ? !marketData.pauseStatuses.isWithdrawCollateralPaused : !marketData.pauseStatuses.isWithdrawPaused,
289
- canBePayBacked: marketData.isActive && !marketData.isPaused && !marketData.pauseStatuses.isRepayPaused,
290
- reserveFactor: new Dec(marketData.reserveFactor).toString(),
291
- pauseStatus: {
292
- isSupplyPaused: marketData.pauseStatuses.isSupplyPaused,
293
- isSupplyCollateralPaused: marketData.pauseStatuses.isSupplyCollateralPaused,
294
- isWithdrawPaused: marketData.pauseStatuses.isWithdrawPaused,
295
- isWithdrawCollateralPaused: marketData.pauseStatuses.isWithdrawCollateralPaused,
296
- isRepayPaused: marketData.pauseStatuses.isRepayPaused,
297
- isBorrowPaused: marketData.pauseStatuses.isBorrowPaused,
298
- isDeprecated: marketData.pauseStatuses.isDeprecated,
299
- isP2PDisabled: marketData.pauseStatuses.isP2PDisabled,
300
- },
301
- marketLiquidity: assetAmountInEth(new Dec(marketData.totalSupply.toString())
302
- .sub(marketData.totalBorrow.toString())
303
- .toString(), symbol),
304
- utilization: new Dec(marketData.totalBorrow.toString())
305
- .div(new Dec(marketData.totalSupply.toString()))
306
- .times(100)
307
- .toString(),
308
- incentiveSupplyToken: 'MORPHO',
309
- incentiveBorrowToken: 'MORPHO',
310
- incentiveSupplyApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondSupplySide || '0',
311
- incentiveBorrowApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondBorrowSide || '0',
312
-
313
- totalBorrowVar: '0', // Morpho doesn't have all these, keeping it for compatability
314
- borrowRateStable: '0',
315
- disabledStableBorrowing: false,
316
- isIsolated: false,
317
- debtCeilingForIsolationMode: '0',
318
- isSiloed: false,
319
- isolationModeTotalDebt: '0',
320
- assetId: null,
321
- isolationModeBorrowingEnabled: false,
322
- isFlashLoanEnabled: false,
323
- };
324
-
325
- if (STAKING_ASSETS.includes(data.symbol)) {
326
- data.incentiveSupplyApy = await getStakingApy(data.symbol, mainnetWeb3);
327
- data.incentiveSupplyToken = data.symbol;
328
- }
329
- if (data.symbol === 'sDAI') {
330
- data.incentiveSupplyApy = await getDsrApy(web3, network);
331
- data.incentiveSupplyToken = 'sDAI';
332
- }
333
-
334
- return data;
335
- }));
336
-
337
- const payload: MorphoAaveV3AssetsData = {};
338
- // Sort by market size
339
- assetsData
340
- .sort((a, b) => {
341
- const aMarket = new Dec(a.price).times(a.totalSupply).toString();
342
- const bMarket = new Dec(b.price).times(b.totalSupply).toString();
343
-
344
- return new Dec(bMarket).minus(aMarket).toNumber();
345
- })
346
- .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
347
- payload[assetData.symbol] = { ...assetData, sortIndex: i };
348
- });
349
-
350
- return { assetsData: payload, eModeCategoriesData: { 1: eModeCategoryData } };
351
- };
352
-
353
- export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
354
- let balances: PositionBalances = {
355
- collateral: {},
356
- debt: {},
357
- };
358
-
359
- if (!address) {
360
- return balances;
361
- }
362
-
363
- const selectedMarket = MORPHO_AAVE_V3_ETH(network);
364
- // @ts-ignore
365
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
366
- // @ts-ignore
367
- const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
368
-
369
- const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
370
- const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
371
- const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
372
-
373
- const multicallArray = [
374
- ...(_addresses.map((underlyingAddress: string) => ([
375
- {
376
- target: lendingPoolContract.options.address,
377
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
378
- params: [underlyingAddress],
379
- },
380
- {
381
- target: lendingPoolContract.options.address,
382
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
383
- params: [underlyingAddress, address],
384
- },
385
- {
386
- target: lendingPoolContract.options.address,
387
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
388
- params: [underlyingAddress, address],
389
- },
390
- {
391
- target: lendingPoolContract.options.address,
392
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
393
- params: [underlyingAddress, address],
394
- },
395
- {
396
- target: lendingPoolContract.options.address,
397
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
398
- params: [underlyingAddress, address],
399
- },
400
- {
401
- target: lendingPoolContract.options.address,
402
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
403
- params: [underlyingAddress, address],
404
- },
405
- ]))).flat(),
406
- ];
407
-
408
- const multicallResponse = await multicall(multicallArray, web3, network, block);
409
-
410
- const numberOfMultiCalls = 6;
411
-
412
- _addresses.forEach((underlyingAddr: string, i: number) => {
413
- const currentMulticallIndex = numberOfMultiCalls * i;
414
- const morphoMarketData = multicallResponse[currentMulticallIndex][0];
415
- const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
416
- const { symbol } = getAssetInfoByAddress(assetAddr, network);
417
-
418
- const suppliedP2P = morphoAaveMath.indexMul(
419
- multicallResponse[currentMulticallIndex + 1][0],
420
- morphoMarketData.indexes.supply.p2pIndex,
421
- ).toString();
422
- const suppliedPool = morphoAaveMath.indexMul(
423
- multicallResponse[currentMulticallIndex + 2][0],
424
- morphoMarketData.indexes.supply.poolIndex,
425
- ).toString();
426
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
427
- const suppliedCollateral = morphoAaveMath.indexMul(
428
- multicallResponse[currentMulticallIndex + 3][0],
429
- morphoMarketData.indexes.supply.poolIndex,
430
- ).toString();
431
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
432
-
433
- const borrowedP2P = morphoAaveMath.indexMul(
434
- multicallResponse[currentMulticallIndex + 4][0],
435
- morphoMarketData.indexes.borrow.p2pIndex,
436
- ).toString();
437
- const borrowedPool = morphoAaveMath.indexMul(
438
- multicallResponse[currentMulticallIndex + 5][0],
439
- morphoMarketData.indexes.borrow.poolIndex,
440
- ).toString();
441
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
442
-
443
- balances = {
444
- collateral: {
445
- ...balances.collateral,
446
- [addressMapping ? assetAddr : symbol]: supplied,
447
- },
448
- debt: {
449
- ...balances.debt,
450
- [addressMapping ? assetAddr : symbol]: borrowed,
451
- },
452
- };
453
- });
454
-
455
- return balances;
456
- };
457
-
458
- export const getMorphoAaveV3AccountData = async (
459
- web3: Web3,
460
- network: NetworkNumber,
461
- address: string,
462
- assetsData: MorphoAaveV3AssetsData,
463
- eModeCategoriesData: EModeCategoriesData,
464
- delegator: string,
465
- selectedMarket: MorphoAaveV3MarketInfo,
466
- ): Promise<MorphoAaveV3PositionData> => {
467
- if (!address) {
468
- throw new Error('No address provided.');
469
- }
470
- const eModeCategory = 1; // TODO: morpho v3 pass as arg
471
-
472
- let payload: MorphoAaveV3PositionData = {
473
- ...EMPTY_AAVE_DATA,
474
- usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
475
- eModeCategory,
476
- minRatio: '100',
477
- lastUpdated: Date.now(),
478
- };
479
-
480
- // @ts-ignore
481
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
482
-
483
- const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
484
- ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
485
- : null;
486
- payload.approvedManager = isManagedBy ? delegator : '';
487
-
488
- const markets = Object.values(assetsData);
489
- // @ts-ignore
490
- const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
491
-
492
- const multicallArray = [
493
- ...(marketAddresses.map((marketAddr) => [
494
- {
495
- target: lendingPoolContract.options.address,
496
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
497
- params: [marketAddr, address],
498
- },
499
- {
500
- target: lendingPoolContract.options.address,
501
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
502
- params: [marketAddr, address],
503
- },
504
- {
505
- target: lendingPoolContract.options.address,
506
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
507
- params: [marketAddr, address],
508
- },
509
- {
510
- target: lendingPoolContract.options.address,
511
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
512
- params: [marketAddr, address],
513
- },
514
- {
515
- target: lendingPoolContract.options.address,
516
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
517
- params: [marketAddr, address],
518
- },
519
- ]).flat()),
520
- ];
521
-
522
- const multicallResponse = await multicall(multicallArray, web3, network);
523
-
524
- markets.forEach((market: any, i: number) => {
525
- const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
526
- const assetAavePrice = assetsData[symbol].price;
527
-
528
- const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
529
- multicallResponse[i * 5][0],
530
- market.morphoMarketData.indexes.supply.p2pIndex,
531
- ), symbol);
532
- const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
533
- multicallResponse[(i * 5) + 1][0],
534
- market.morphoMarketData.indexes.supply.poolIndex,
535
- ), symbol);
536
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
537
- const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
538
- multicallResponse[(i * 5) + 2][0],
539
- market.morphoMarketData.indexes.supply.poolIndex,
540
- ), symbol);
541
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
542
- const suppliedMatched = new Dec(suppliedTotal).eq(0)
543
- ? '0'
544
- : morphoAaveMath.percentDiv(
545
- assetAmountInWei(suppliedP2P, symbol),
546
- assetAmountInWei(suppliedTotal, symbol),
547
- ).div(100).toString();
548
-
549
- const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
550
- multicallResponse[(i * 5) + 3][0],
551
- market.morphoMarketData.indexes.borrow.p2pIndex,
552
- ), symbol);
553
- const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
554
- multicallResponse[(i * 5) + 4][0],
555
- market.morphoMarketData.indexes.borrow.poolIndex,
556
- ), symbol);
557
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
558
- const borrowedMatched = new Dec(borrowed).eq(0)
559
- ? '0'
560
- : morphoAaveMath.percentDiv(
561
- assetAmountInWei(borrowedP2P, symbol),
562
- assetAmountInWei(borrowed, symbol),
563
- ).div(100).toString();
564
-
565
- const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
566
- .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
567
- const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
568
- .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
569
-
570
- if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
571
- payload.usedAssets[symbol] = {
572
- symbol,
573
- supplied,
574
- suppliedP2P,
575
- suppliedPool,
576
- suppliedMatched,
577
- borrowed,
578
- borrowedP2P,
579
- borrowedPool,
580
- borrowedMatched,
581
- supplyRate,
582
- borrowRate,
583
- suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
584
- suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
585
- suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
586
- borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
587
- borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
588
- borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
589
- borrowedVariable: borrowed,
590
- borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
591
- collateral: new Dec(suppliedCollateral).gt(0),
592
- isSupplied: new Dec(supplied).gt(0),
593
- isBorrowed: new Dec(borrowed).gt(0),
594
- // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
595
- // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
596
- limit: '0',
597
-
598
- interestMode: '', // Morpho doesn't have all these, keeping it for compatability
599
- stableBorrowRate: '0',
600
- borrowedStable: '0',
601
- borrowedUsdStable: '0',
602
- stableLimit: '0',
603
- variableLimit: '0',
604
- };
605
- }
606
- });
607
-
608
- payload.eModeCategory = eModeCategory;
609
- payload = {
610
- ...payload,
611
- ...aaveAnyGetAggregatedPositionData({
612
- usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket, eModeCategoriesData,
613
- }),
614
- };
615
-
616
- // Calculate borrow limits per asset
617
- Object.values(payload.usedAssets).forEach((item) => {
618
- if (item.isBorrowed) {
619
- // eslint-disable-next-line no-param-reassign
620
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
621
- }
622
- });
623
-
624
- return payload;
625
- };
626
-
627
- export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
628
- const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
629
- const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, marketData.eModeCategoriesData, delegator, market);
630
- return positionData;
631
- };
1
+ import {
2
+ assetAmountInEth, assetAmountInWei, getAssetInfo, getAssetInfoByAddress,
3
+ } from '@defisaver/tokens';
4
+ import { MorphoAaveMath } from '@morpho-org/morpho-aave-v3-sdk/lib/maths/AaveV3.maths';
5
+ import PoolInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/PoolInterestRates';
6
+ import P2PInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/P2PInterestRates';
7
+ import { BigNumber } from '@ethersproject/bignumber';
8
+ import Web3 from 'web3';
9
+ import Dec from 'decimal.js';
10
+ import {
11
+ Blockish, EthAddress, NetworkNumber, PositionBalances,
12
+ } from '../types/common';
13
+ import {
14
+ ethToWeth, ethToWethByAddress, getAbiItem, isEnabledOnBitmap, isLayer2Network, wethToEthByAddress,
15
+ } from '../services/utils';
16
+ import {
17
+ createContractWrapper,
18
+ getConfigContractAbi,
19
+ getConfigContractAddress,
20
+ } from '../contracts';
21
+ import { multicall } from '../multicall';
22
+ import { getStakingApy, STAKING_ASSETS } from '../staking';
23
+ import {
24
+ EModeCategoriesData,
25
+ EModeCategoryData,
26
+ MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
27
+ } from '../types';
28
+ import { getDsrApy } from '../services/dsrService';
29
+ import { aprToApy, calculateBorrowingAssetLimit } from '../moneymarket';
30
+ import { EMPTY_AAVE_DATA } from '../aaveV3';
31
+ import { aaveAnyGetAggregatedPositionData } from '../helpers/aaveHelpers';
32
+ import { MORPHO_AAVE_V3_ETH } from '../markets/aave';
33
+
34
+ const morphoAaveMath = new MorphoAaveMath();
35
+ const poolInterestRates = new PoolInterestRates();
36
+ const p2pInterestRates = new P2PInterestRates();
37
+
38
+ const computeMorphoMarketData = (
39
+ loanInfo: any, morphoMarketData: any, aaveIndexes: any, // TODO: morpho v3 type
40
+ ) => {
41
+ const { newPoolSupplyIndex, newPoolBorrowIndex } = poolInterestRates.computePoolIndexes({
42
+ lastPoolSupplyIndex: BigNumber.from(aaveIndexes.liquidityIndex),
43
+ lastPoolBorrowIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
44
+ lastUpdateTimestamp: BigNumber.from(aaveIndexes.lastUpdateTimestamp),
45
+ poolBorrowRatePerYear: BigNumber.from(loanInfo.borrowRateVariable),
46
+ poolSupplyRatePerYear: BigNumber.from(loanInfo.supplyRate),
47
+ currentTimestamp: BigNumber.from(new Dec(Date.now()).div(1000).toDP(0).toString()),
48
+ });
49
+
50
+ const proportionIdle = new Dec(morphoMarketData.idleSupply).eq(0)
51
+ ? '0'
52
+ : Dec.min(
53
+ morphoAaveMath.INDEX_ONE.toString(),
54
+ morphoAaveMath.indexDiv(
55
+ morphoMarketData.idleSupply,
56
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex).toString(),
57
+ ).toString(),
58
+ ).toString();
59
+
60
+ const supplyProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
61
+ ? '0'
62
+ : Dec.min(
63
+ new Dec(morphoAaveMath.INDEX_ONE.toString()).sub(proportionIdle).toString(),
64
+ morphoAaveMath.indexDiv(
65
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledDelta, newPoolSupplyIndex),
66
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex),
67
+ ).toString(),
68
+ ).toString();
69
+
70
+ const borrowProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
71
+ ? '0'
72
+ : Dec.min(
73
+ morphoAaveMath.INDEX_ONE.toString(),
74
+ morphoAaveMath.indexDiv(
75
+ morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledDelta, newPoolBorrowIndex),
76
+ morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledP2PTotal, morphoMarketData.indexes.borrow.p2pIndex),
77
+ ).toString(),
78
+ ).toString();
79
+
80
+ const apys = morphoAaveMath.computeApysFromRates(
81
+ BigNumber.from(loanInfo.supplyRate),
82
+ BigNumber.from(loanInfo.borrowRateVariable),
83
+ BigNumber.from(morphoMarketData.p2pIndexCursor),
84
+ BigNumber.from(supplyProportionDelta),
85
+ BigNumber.from(borrowProportionDelta),
86
+ BigNumber.from(proportionIdle),
87
+ BigNumber.from(morphoMarketData.reserveFactor),
88
+ );
89
+
90
+ const { newP2PSupplyIndex, newP2PBorrowIndex } = p2pInterestRates.computeP2PIndexes({
91
+ p2pIndexCursor: BigNumber.from(morphoMarketData.p2pIndexCursor),
92
+ lastBorrowIndexes: {
93
+ p2pIndex: BigNumber.from(morphoMarketData.indexes.borrow.p2pIndex),
94
+ poolIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
95
+ },
96
+ lastSupplyIndexes: {
97
+ p2pIndex: BigNumber.from(morphoMarketData.indexes.supply.p2pIndex),
98
+ poolIndex: BigNumber.from(aaveIndexes.liquidityIndex),
99
+ },
100
+ poolSupplyIndex: BigNumber.from(newPoolSupplyIndex),
101
+ poolBorrowIndex: BigNumber.from(newPoolBorrowIndex),
102
+ deltas: {
103
+ borrow: {
104
+ scaledDelta: BigNumber.from(morphoMarketData.deltas.borrow.scaledDelta),
105
+ scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.borrow.scaledP2PTotal),
106
+ },
107
+ supply: {
108
+ scaledDelta: BigNumber.from(morphoMarketData.deltas.supply.scaledDelta),
109
+ scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.supply.scaledP2PTotal),
110
+ },
111
+ },
112
+ reserveFactor: BigNumber.from(morphoMarketData.reserveFactor),
113
+ proportionIdle: BigNumber.from(proportionIdle),
114
+ });
115
+
116
+ return {
117
+ ...loanInfo,
118
+ ...morphoMarketData,
119
+ ...aaveIndexes,
120
+ p2pBorrowAPY: new Dec(apys.p2pBorrowAPY.toString()).div(100).toString(),
121
+ p2pSupplyAPY: new Dec(apys.p2pSupplyAPY.toString()).div(100).toString(),
122
+ morphoBorrowInP2P: assetAmountInEth(morphoAaveMath.indexMul(
123
+ morphoMarketData.deltas.borrow.scaledP2PTotal,
124
+ newP2PBorrowIndex,
125
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
126
+ morphoBorrowOnPool: assetAmountInEth(morphoAaveMath.indexMul(
127
+ morphoMarketData.scaledMorphoBorrowOnPool,
128
+ newPoolBorrowIndex,
129
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
130
+ morphoSupplyInP2P: assetAmountInEth(morphoAaveMath.indexMul(
131
+ morphoMarketData.deltas.supply.scaledP2PTotal,
132
+ newP2PSupplyIndex,
133
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
134
+ morphoSupplyOnPool: assetAmountInEth(morphoAaveMath.indexMul(
135
+ morphoMarketData.isCollateral ? '0' : morphoMarketData.scaledMorphoSupplyOnPool,
136
+ newPoolSupplyIndex,
137
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
138
+ };
139
+ };
140
+
141
+ export const getMorphoAaveV3MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3MarketData> => {
142
+ // @ts-ignore
143
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
144
+ const aaveLendingPoolContract = createContractWrapper(web3, network, selectedMarket.aaveLendingPool, selectedMarket.aaveLendingPoolAddress);
145
+
146
+ const _addresses = selectedMarket.assets.map((a: string) => getAssetInfo(ethToWeth(a)).address);
147
+
148
+ const splitStart = Math.floor(_addresses.length / 2);
149
+ const loanInfoCallsToSkip = 3; // skipping getFullTokensInfo calls at the start of multicallArray
150
+
151
+ const AaveV3ViewAddress = getConfigContractAddress('AaveV3View', network);
152
+ const AaveV3ViewAbi = getConfigContractAbi('AaveV3View');
153
+
154
+ const multicallArray = [
155
+ {
156
+ target: AaveV3ViewAddress,
157
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
158
+ params: [selectedMarket.providerAddress, _addresses.slice(0, splitStart)],
159
+ },
160
+ {
161
+ target: AaveV3ViewAddress,
162
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
163
+ params: [selectedMarket.providerAddress, _addresses.slice(splitStart, _addresses.length)],
164
+ },
165
+ {
166
+ target: AaveV3ViewAddress,
167
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getAllEmodes'),
168
+ params: [selectedMarket.providerAddress],
169
+ },
170
+ ...(_addresses.map((underlyingAddress: string) => (
171
+ [{
172
+ target: lendingPoolContract.options.address,
173
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
174
+ params: [underlyingAddress],
175
+ },
176
+ {
177
+ target: aaveLendingPoolContract.options.address, // TODO: aave refactor add to Aave view
178
+ // @ts-ignore
179
+ abiItem: getAbiItem(getConfigContractAbi(selectedMarket.aaveLendingPool), 'getReserveData'),
180
+ params: [underlyingAddress],
181
+ }]
182
+ ))).flat(),
183
+ ];
184
+
185
+ const multicallResponse = await multicall(multicallArray, web3, network);
186
+ const loanInfo = [...multicallResponse[0][0], ...multicallResponse[1][0]];
187
+ // Morpho Aave V3 ETH optimizer is hardcoded to use e mode category 1
188
+ const eModeCategoryData: EModeCategoryData = {
189
+ label: multicallResponse[2][0][0].label,
190
+ id: 1,
191
+ liquidationBonus: new Dec(multicallResponse[2][0][0].liquidationBonus).div(10000).toString(),
192
+ liquidationRatio: new Dec(multicallResponse[2][0][0].liquidationThreshold).div(10000).toString(),
193
+ collateralFactor: new Dec(multicallResponse[2][0][0].ltv).div(10000).toString(),
194
+ borrowableBitmap: multicallResponse[2][0][0].borrowableBitmap,
195
+ collateralBitmap: multicallResponse[2][0][0].collateralBitmap,
196
+ borrowAssets: [],
197
+ collateralAssets: [],
198
+ };
199
+
200
+ const IVariableDebtTokenAbi = getConfigContractAbi('IVariableDebtToken');
201
+ const IATokenAbi = getConfigContractAbi('IAToken');
202
+
203
+ const scaledBalanceMulticall = [
204
+ ...loanInfo.map((_, i: number) => [
205
+ {
206
+ target: multicallResponse[(2 * i) + loanInfoCallsToSkip][0].variableDebtToken, // TODO: aave refactor add to Aave view
207
+ abiItem: getAbiItem(IVariableDebtTokenAbi, 'scaledBalanceOf'),
208
+ params: [lendingPoolContract.options.address],
209
+ },
210
+ {
211
+ target: loanInfo[i].aTokenAddress, // TODO: aave refactor add to Aave view
212
+ abiItem: getAbiItem(IATokenAbi, 'scaledBalanceOf'),
213
+ params: [lendingPoolContract.options.address],
214
+ },
215
+ ]).flat(),
216
+ ];
217
+
218
+ const [scaledBalanceResponse, morphoRewards] = await Promise.allSettled([
219
+ multicall(scaledBalanceMulticall, web3, network),
220
+ fetch('https://api.morpho.xyz/rewards/emissions'),
221
+ ]);
222
+
223
+ if (scaledBalanceResponse.status !== 'fulfilled') {
224
+ throw new Error('Failed to fetch market data.');
225
+ }
226
+
227
+ let morphoRewardsData: any = null;
228
+ if (morphoRewards.status === 'fulfilled') {
229
+ morphoRewardsData = morphoRewards.value.ok ? await morphoRewards.value.json() : null;
230
+ }
231
+
232
+ const assetsData: MorphoAaveV3AssetData[] = await Promise.all(loanInfo.map(async (info, i: number) => {
233
+ const morphoMarketData = {
234
+ ...multicallResponse[(2 * i) + loanInfoCallsToSkip][0],
235
+ scaledMorphoBorrowOnPool: scaledBalanceResponse.value[2 * i][0],
236
+ scaledMorphoSupplyOnPool: scaledBalanceResponse.value[(2 * i) + 1][0],
237
+ };
238
+ const marketData = computeMorphoMarketData(
239
+ info,
240
+ morphoMarketData,
241
+ multicallResponse[(2 * i) + (loanInfoCallsToSkip + 1)][0],
242
+ );
243
+
244
+ const { symbol, address } = getAssetInfoByAddress(wethToEthByAddress(marketData.underlyingTokenAddress));
245
+
246
+
247
+ if (isEnabledOnBitmap(Number(eModeCategoryData.collateralBitmap), Number(info.assetId)) && marketData.isCollateral) eModeCategoryData.collateralAssets.push(symbol);
248
+ if (isEnabledOnBitmap(Number(eModeCategoryData.borrowableBitmap), Number(info.assetId))) eModeCategoryData.borrowAssets.push(symbol);
249
+
250
+ const data = {
251
+ symbol,
252
+ morphoMarketData,
253
+ hasDelta: new Dec(marketData.p2pSupplyAPY).minus(marketData.p2pBorrowAPY).gte(0.3),
254
+ aTokenAddress: marketData.aTokenAddress,
255
+ underlyingTokenAddress: address,
256
+ price: new Dec(marketData.price.toString()).div(1e8).toString(), // is actually price in USD
257
+
258
+ supplyRate: aprToApy(new Dec(marketData.supplyRate.toString()).div(1e25).toString()),
259
+ supplyRateP2P: marketData.p2pSupplyAPY,
260
+ borrowRate: aprToApy(new Dec(marketData.borrowRateVariable.toString()).div(1e25).toString()),
261
+ borrowRateP2P: marketData.p2pBorrowAPY,
262
+ totalSupply: assetAmountInEth(marketData.totalSupply.toString(), symbol),
263
+ totalBorrow: assetAmountInEth(marketData.totalBorrow.toString(), symbol),
264
+
265
+ totalSupplyP2P: marketData.morphoSupplyInP2P,
266
+ totalSupplyPool: marketData.morphoSupplyOnPool,
267
+ totalBorrowP2P: marketData.morphoBorrowInP2P,
268
+ totalBorrowPool: marketData.morphoBorrowOnPool,
269
+
270
+ supplyCap: marketData.supplyCap,
271
+ borrowCap: marketData.borrowCap,
272
+ usageAsCollateralEnabled: marketData.isCollateral,
273
+ collateralFactor: marketData.isCollateral ? new Dec(marketData.collateralFactor).div(10000).toString() : '0',
274
+ liquidationRatio: new Dec(marketData.liquidationRatio).div(10000).toString(),
275
+ liquidationBonus: new Dec(marketData.liquidationBonus).div(10000).toString(),
276
+ isInactive: !marketData.isActive,
277
+ isFrozen: marketData.isFrozen,
278
+ isPaused: marketData.isPaused,
279
+ canBeBorrowed: !marketData.isFrozen
280
+ && marketData.borrowingEnabled
281
+ && !marketData.pauseStatuses.isBorrowPaused
282
+ && !marketData.pauseStatuses.isDeprecated,
283
+ canBeSupplied: !marketData.isFrozen
284
+ && marketData.isCollateral ? !marketData.pauseStatuses.isSupplyCollateralPaused : !marketData.pauseStatuses.isSupplyPaused
285
+ && !marketData.pauseStatuses.isDeprecated,
286
+ canBeWithdrawn: marketData.isActive
287
+ && !marketData.isPaused
288
+ && marketData.isCollateral ? !marketData.pauseStatuses.isWithdrawCollateralPaused : !marketData.pauseStatuses.isWithdrawPaused,
289
+ canBePayBacked: marketData.isActive && !marketData.isPaused && !marketData.pauseStatuses.isRepayPaused,
290
+ reserveFactor: new Dec(marketData.reserveFactor).toString(),
291
+ pauseStatus: {
292
+ isSupplyPaused: marketData.pauseStatuses.isSupplyPaused,
293
+ isSupplyCollateralPaused: marketData.pauseStatuses.isSupplyCollateralPaused,
294
+ isWithdrawPaused: marketData.pauseStatuses.isWithdrawPaused,
295
+ isWithdrawCollateralPaused: marketData.pauseStatuses.isWithdrawCollateralPaused,
296
+ isRepayPaused: marketData.pauseStatuses.isRepayPaused,
297
+ isBorrowPaused: marketData.pauseStatuses.isBorrowPaused,
298
+ isDeprecated: marketData.pauseStatuses.isDeprecated,
299
+ isP2PDisabled: marketData.pauseStatuses.isP2PDisabled,
300
+ },
301
+ marketLiquidity: assetAmountInEth(new Dec(marketData.totalSupply.toString())
302
+ .sub(marketData.totalBorrow.toString())
303
+ .toString(), symbol),
304
+ utilization: new Dec(marketData.totalBorrow.toString())
305
+ .div(new Dec(marketData.totalSupply.toString()))
306
+ .times(100)
307
+ .toString(),
308
+ incentiveSupplyToken: 'MORPHO',
309
+ incentiveBorrowToken: 'MORPHO',
310
+ incentiveSupplyApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondSupplySide || '0',
311
+ incentiveBorrowApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondBorrowSide || '0',
312
+
313
+ totalBorrowVar: '0', // Morpho doesn't have all these, keeping it for compatability
314
+ borrowRateStable: '0',
315
+ disabledStableBorrowing: false,
316
+ isIsolated: false,
317
+ debtCeilingForIsolationMode: '0',
318
+ isSiloed: false,
319
+ isolationModeTotalDebt: '0',
320
+ assetId: null,
321
+ isolationModeBorrowingEnabled: false,
322
+ isFlashLoanEnabled: false,
323
+ };
324
+
325
+ if (STAKING_ASSETS.includes(data.symbol)) {
326
+ data.incentiveSupplyApy = await getStakingApy(data.symbol, mainnetWeb3);
327
+ data.incentiveSupplyToken = data.symbol;
328
+ }
329
+ if (data.symbol === 'sDAI') {
330
+ data.incentiveSupplyApy = await getDsrApy(web3, network);
331
+ data.incentiveSupplyToken = 'sDAI';
332
+ }
333
+
334
+ return data;
335
+ }));
336
+
337
+ const payload: MorphoAaveV3AssetsData = {};
338
+ // Sort by market size
339
+ assetsData
340
+ .sort((a, b) => {
341
+ const aMarket = new Dec(a.price).times(a.totalSupply).toString();
342
+ const bMarket = new Dec(b.price).times(b.totalSupply).toString();
343
+
344
+ return new Dec(bMarket).minus(aMarket).toNumber();
345
+ })
346
+ .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
347
+ payload[assetData.symbol] = { ...assetData, sortIndex: i };
348
+ });
349
+
350
+ return { assetsData: payload, eModeCategoriesData: { 1: eModeCategoryData } };
351
+ };
352
+
353
+ export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
354
+ let balances: PositionBalances = {
355
+ collateral: {},
356
+ debt: {},
357
+ };
358
+
359
+ if (!address) {
360
+ return balances;
361
+ }
362
+
363
+ const selectedMarket = MORPHO_AAVE_V3_ETH(network);
364
+ // @ts-ignore
365
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
366
+ // @ts-ignore
367
+ const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
368
+
369
+ const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
370
+ const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
371
+ const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
372
+
373
+ const multicallArray = [
374
+ ...(_addresses.map((underlyingAddress: string) => ([
375
+ {
376
+ target: lendingPoolContract.options.address,
377
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
378
+ params: [underlyingAddress],
379
+ },
380
+ {
381
+ target: lendingPoolContract.options.address,
382
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
383
+ params: [underlyingAddress, address],
384
+ },
385
+ {
386
+ target: lendingPoolContract.options.address,
387
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
388
+ params: [underlyingAddress, address],
389
+ },
390
+ {
391
+ target: lendingPoolContract.options.address,
392
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
393
+ params: [underlyingAddress, address],
394
+ },
395
+ {
396
+ target: lendingPoolContract.options.address,
397
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
398
+ params: [underlyingAddress, address],
399
+ },
400
+ {
401
+ target: lendingPoolContract.options.address,
402
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
403
+ params: [underlyingAddress, address],
404
+ },
405
+ ]))).flat(),
406
+ ];
407
+
408
+ const multicallResponse = await multicall(multicallArray, web3, network, block);
409
+
410
+ const numberOfMultiCalls = 6;
411
+
412
+ _addresses.forEach((underlyingAddr: string, i: number) => {
413
+ const currentMulticallIndex = numberOfMultiCalls * i;
414
+ const morphoMarketData = multicallResponse[currentMulticallIndex][0];
415
+ const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
416
+ const { symbol } = getAssetInfoByAddress(assetAddr, network);
417
+
418
+ const suppliedP2P = morphoAaveMath.indexMul(
419
+ multicallResponse[currentMulticallIndex + 1][0],
420
+ morphoMarketData.indexes.supply.p2pIndex,
421
+ ).toString();
422
+ const suppliedPool = morphoAaveMath.indexMul(
423
+ multicallResponse[currentMulticallIndex + 2][0],
424
+ morphoMarketData.indexes.supply.poolIndex,
425
+ ).toString();
426
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
427
+ const suppliedCollateral = morphoAaveMath.indexMul(
428
+ multicallResponse[currentMulticallIndex + 3][0],
429
+ morphoMarketData.indexes.supply.poolIndex,
430
+ ).toString();
431
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
432
+
433
+ const borrowedP2P = morphoAaveMath.indexMul(
434
+ multicallResponse[currentMulticallIndex + 4][0],
435
+ morphoMarketData.indexes.borrow.p2pIndex,
436
+ ).toString();
437
+ const borrowedPool = morphoAaveMath.indexMul(
438
+ multicallResponse[currentMulticallIndex + 5][0],
439
+ morphoMarketData.indexes.borrow.poolIndex,
440
+ ).toString();
441
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
442
+
443
+ balances = {
444
+ collateral: {
445
+ ...balances.collateral,
446
+ [addressMapping ? assetAddr : symbol]: supplied,
447
+ },
448
+ debt: {
449
+ ...balances.debt,
450
+ [addressMapping ? assetAddr : symbol]: borrowed,
451
+ },
452
+ };
453
+ });
454
+
455
+ return balances;
456
+ };
457
+
458
+ export const getMorphoAaveV3AccountData = async (
459
+ web3: Web3,
460
+ network: NetworkNumber,
461
+ address: string,
462
+ assetsData: MorphoAaveV3AssetsData,
463
+ eModeCategoriesData: EModeCategoriesData,
464
+ delegator: string,
465
+ selectedMarket: MorphoAaveV3MarketInfo,
466
+ ): Promise<MorphoAaveV3PositionData> => {
467
+ if (!address) {
468
+ throw new Error('No address provided.');
469
+ }
470
+ const eModeCategory = 1; // TODO: morpho v3 pass as arg
471
+
472
+ let payload: MorphoAaveV3PositionData = {
473
+ ...EMPTY_AAVE_DATA,
474
+ usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
475
+ eModeCategory,
476
+ minRatio: '100',
477
+ lastUpdated: Date.now(),
478
+ };
479
+
480
+ // @ts-ignore
481
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
482
+
483
+ const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
484
+ ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
485
+ : null;
486
+ payload.approvedManager = isManagedBy ? delegator : '';
487
+
488
+ const markets = Object.values(assetsData);
489
+ // @ts-ignore
490
+ const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
491
+
492
+ const multicallArray = [
493
+ ...(marketAddresses.map((marketAddr) => [
494
+ {
495
+ target: lendingPoolContract.options.address,
496
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
497
+ params: [marketAddr, address],
498
+ },
499
+ {
500
+ target: lendingPoolContract.options.address,
501
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
502
+ params: [marketAddr, address],
503
+ },
504
+ {
505
+ target: lendingPoolContract.options.address,
506
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
507
+ params: [marketAddr, address],
508
+ },
509
+ {
510
+ target: lendingPoolContract.options.address,
511
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
512
+ params: [marketAddr, address],
513
+ },
514
+ {
515
+ target: lendingPoolContract.options.address,
516
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
517
+ params: [marketAddr, address],
518
+ },
519
+ ]).flat()),
520
+ ];
521
+
522
+ const multicallResponse = await multicall(multicallArray, web3, network);
523
+
524
+ markets.forEach((market: any, i: number) => {
525
+ const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
526
+ const assetAavePrice = assetsData[symbol].price;
527
+
528
+ const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
529
+ multicallResponse[i * 5][0],
530
+ market.morphoMarketData.indexes.supply.p2pIndex,
531
+ ), symbol);
532
+ const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
533
+ multicallResponse[(i * 5) + 1][0],
534
+ market.morphoMarketData.indexes.supply.poolIndex,
535
+ ), symbol);
536
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
537
+ const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
538
+ multicallResponse[(i * 5) + 2][0],
539
+ market.morphoMarketData.indexes.supply.poolIndex,
540
+ ), symbol);
541
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
542
+ const suppliedMatched = new Dec(suppliedTotal).eq(0)
543
+ ? '0'
544
+ : morphoAaveMath.percentDiv(
545
+ assetAmountInWei(suppliedP2P, symbol),
546
+ assetAmountInWei(suppliedTotal, symbol),
547
+ ).div(100).toString();
548
+
549
+ const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
550
+ multicallResponse[(i * 5) + 3][0],
551
+ market.morphoMarketData.indexes.borrow.p2pIndex,
552
+ ), symbol);
553
+ const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
554
+ multicallResponse[(i * 5) + 4][0],
555
+ market.morphoMarketData.indexes.borrow.poolIndex,
556
+ ), symbol);
557
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
558
+ const borrowedMatched = new Dec(borrowed).eq(0)
559
+ ? '0'
560
+ : morphoAaveMath.percentDiv(
561
+ assetAmountInWei(borrowedP2P, symbol),
562
+ assetAmountInWei(borrowed, symbol),
563
+ ).div(100).toString();
564
+
565
+ const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
566
+ .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
567
+ const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
568
+ .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
569
+
570
+ if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
571
+ payload.usedAssets[symbol] = {
572
+ symbol,
573
+ supplied,
574
+ suppliedP2P,
575
+ suppliedPool,
576
+ suppliedMatched,
577
+ borrowed,
578
+ borrowedP2P,
579
+ borrowedPool,
580
+ borrowedMatched,
581
+ supplyRate,
582
+ borrowRate,
583
+ suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
584
+ suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
585
+ suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
586
+ borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
587
+ borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
588
+ borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
589
+ borrowedVariable: borrowed,
590
+ borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
591
+ collateral: new Dec(suppliedCollateral).gt(0),
592
+ isSupplied: new Dec(supplied).gt(0),
593
+ isBorrowed: new Dec(borrowed).gt(0),
594
+ // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
595
+ // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
596
+ limit: '0',
597
+
598
+ interestMode: '', // Morpho doesn't have all these, keeping it for compatability
599
+ stableBorrowRate: '0',
600
+ borrowedStable: '0',
601
+ borrowedUsdStable: '0',
602
+ stableLimit: '0',
603
+ variableLimit: '0',
604
+ };
605
+ }
606
+ });
607
+
608
+ payload.eModeCategory = eModeCategory;
609
+ payload = {
610
+ ...payload,
611
+ ...aaveAnyGetAggregatedPositionData({
612
+ usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket, eModeCategoriesData,
613
+ }),
614
+ };
615
+
616
+ // Calculate borrow limits per asset
617
+ Object.values(payload.usedAssets).forEach((item) => {
618
+ if (item.isBorrowed) {
619
+ // eslint-disable-next-line no-param-reassign
620
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
621
+ }
622
+ });
623
+
624
+ return payload;
625
+ };
626
+
627
+ export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
628
+ const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
629
+ const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, marketData.eModeCategoriesData, delegator, market);
630
+ return positionData;
631
+ };