@defisaver/positions-sdk 0.0.28 → 0.0.30-dev
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.
- package/README.md +63 -63
- package/cjs/config/contracts.d.ts +926 -42
- package/cjs/config/contracts.js +176 -46
- package/cjs/contracts.d.ts +1 -1
- package/cjs/contracts.js +21 -4
- package/cjs/curveUsd/index.js +1 -1
- package/cjs/helpers/curveUsdHelpers/index.d.ts +2 -1
- package/cjs/helpers/curveUsdHelpers/index.js +25 -17
- package/cjs/markets/aave/marketAssets.d.ts +9 -5
- package/cjs/markets/aave/marketAssets.js +16 -23
- package/cjs/markets/compound/marketsAssets.d.ts +11 -5
- package/cjs/markets/compound/marketsAssets.js +17 -19
- package/cjs/markets/spark/marketAssets.d.ts +3 -2
- package/cjs/markets/spark/marketAssets.js +5 -5
- package/cjs/moneymarket/moneymarketCommonService.js +1 -1
- package/cjs/morphoAaveV3/index.js +0 -2
- package/cjs/services/utils.d.ts +4 -0
- package/cjs/services/utils.js +13 -1
- package/cjs/types/contracts/generated/CrvUSDView.d.ts +30 -4
- package/cjs/types/contracts/generated/MorphoAaveV3ProxyEthMarket.d.ts +1 -0
- package/cjs/types/curveUsd.d.ts +6 -0
- package/esm/config/contracts.d.ts +926 -42
- package/esm/config/contracts.js +176 -46
- package/esm/contracts.d.ts +1 -1
- package/esm/contracts.js +21 -4
- package/esm/curveUsd/index.js +1 -1
- package/esm/helpers/curveUsdHelpers/index.d.ts +2 -1
- package/esm/helpers/curveUsdHelpers/index.js +26 -18
- package/esm/markets/aave/marketAssets.d.ts +9 -5
- package/esm/markets/aave/marketAssets.js +15 -22
- package/esm/markets/compound/marketsAssets.d.ts +11 -5
- package/esm/markets/compound/marketsAssets.js +16 -18
- package/esm/markets/spark/marketAssets.d.ts +3 -2
- package/esm/markets/spark/marketAssets.js +4 -4
- package/esm/moneymarket/moneymarketCommonService.js +1 -1
- package/esm/morphoAaveV3/index.js +0 -2
- package/esm/services/utils.d.ts +4 -0
- package/esm/services/utils.js +11 -0
- package/esm/types/contracts/generated/CrvUSDView.d.ts +30 -4
- package/esm/types/contracts/generated/MorphoAaveV3ProxyEthMarket.d.ts +1 -0
- package/esm/types/curveUsd.d.ts +6 -0
- package/package.json +40 -40
- package/src/aaveV2/index.ts +226 -226
- package/src/aaveV3/index.ts +561 -561
- package/src/assets/index.ts +60 -60
- package/src/chickenBonds/index.ts +123 -123
- package/src/compoundV2/index.ts +219 -219
- package/src/compoundV3/index.ts +275 -275
- package/src/config/contracts.js +803 -676
- package/src/constants/index.ts +3 -3
- package/src/contracts.ts +120 -126
- package/src/curveUsd/index.ts +228 -228
- package/src/exchange/index.ts +17 -17
- package/src/helpers/aaveHelpers/index.ts +134 -134
- package/src/helpers/chickenBondsHelpers/index.ts +23 -23
- package/src/helpers/compoundHelpers/index.ts +181 -181
- package/src/helpers/curveUsdHelpers/index.ts +40 -32
- package/src/helpers/index.ts +5 -5
- package/src/helpers/makerHelpers/index.ts +94 -94
- package/src/helpers/sparkHelpers/index.ts +106 -106
- package/src/index.ts +40 -40
- package/src/liquity/index.ts +116 -116
- package/src/maker/index.ts +101 -101
- package/src/markets/aave/index.ts +80 -80
- package/src/markets/aave/marketAssets.ts +24 -32
- package/src/markets/compound/index.ts +141 -141
- package/src/markets/compound/marketsAssets.ts +48 -46
- package/src/markets/curveUsd/index.ts +69 -69
- package/src/markets/index.ts +3 -3
- package/src/markets/spark/index.ts +29 -29
- package/src/markets/spark/marketAssets.ts +10 -9
- package/src/moneymarket/moneymarketCommonService.ts +75 -75
- package/src/morpho/markets.ts +39 -39
- package/src/morphoAaveV2/index.ts +255 -255
- package/src/morphoAaveV3/index.ts +619 -619
- package/src/multicall/index.ts +22 -22
- package/src/services/dsrService.ts +15 -15
- package/src/services/priceService.ts +21 -21
- package/src/services/utils.ts +48 -35
- package/src/spark/index.ts +422 -422
- package/src/staking/staking.ts +167 -167
- package/src/types/aave.ts +256 -256
- package/src/types/chickenBonds.ts +45 -45
- package/src/types/common.ts +83 -83
- package/src/types/compound.ts +128 -128
- package/src/types/contracts/generated/CrvUSDView.ts +43 -8
- package/src/types/contracts/generated/MorphoAaveV3ProxyEthMarket.ts +2 -0
- package/src/types/curveUsd.ts +118 -112
- package/src/types/index.ts +6 -6
- package/src/types/liquity.ts +30 -30
- package/src/types/maker.ts +50 -50
- package/src/types/spark.ts +106 -106
- package/yarn-error.log +64 -0
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@@ -1,182 +1,182 @@
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import Dec from 'decimal.js';
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import { getAssetInfoByAddress } from '@defisaver/tokens';
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import {
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BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
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} from '../../types';
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import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
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import { SECONDS_PER_YEAR } from '../../constants';
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import {
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aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
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} from '../../moneymarket';
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import { calculateNetApy } from '../../staking';
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import { NetworkNumber } from '../../types/common';
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export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
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const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
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const isWETH = assetInfo.symbol === 'WETH';
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const price = getEthAmountForDecimals(data.price, 8);
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return ({
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...data,
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priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
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price: new Dec(price).mul(baseAssetPrice).toString(),
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collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
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liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
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supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
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totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
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symbol: isWETH ? 'ETH' : assetInfo.symbol,
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supplyRate: '0',
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borrowRate: '0',
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canBeBorrowed: false,
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canBeSupplied: true,
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});
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};
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// TODO: maybe not hardcode decimals
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export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
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const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
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const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
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const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
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return ({
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...data,
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supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
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.toString()),
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borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
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.toString()),
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utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
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totalSupply,
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totalBorrow,
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marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
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symbol: wethToEth(assetInfo.symbol),
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priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
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price: baseAssetPrice,
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collateralFactor: '0',
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liquidationRatio: '0',
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canBeBorrowed: true,
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canBeSupplied: true,
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supplyCap: '0',
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rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
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rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
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minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
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isBase: true,
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});
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};
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export const getIncentiveApys = (
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baseData: CompoundV3AssetData & BaseAdditionalAssetData,
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compPrice: string,
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): {
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incentiveSupplyApy: string,
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incentiveBorrowApy: string,
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incentiveSupplyToken: string,
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incentiveBorrowToken: string,
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} => {
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const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
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const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
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return {
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incentiveSupplyApy,
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incentiveBorrowApy,
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incentiveSupplyToken: 'COMP',
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incentiveBorrowToken: 'COMP',
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};
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};
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export const getCompoundV2AggregatedData = ({
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usedAssets, assetsData, ...rest
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}: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
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const payload = {} as CompoundAggregatedPositionData;
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
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const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
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payload.leftToBorrowUsd = leftToBorrowUsd;
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payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
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payload.liquidationLimitUsd = payload.borrowLimitUsd;
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payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
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? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
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: '0';
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payload.minRatio = '100';
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payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
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? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
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: '0';
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// Calculate borrow limits per asset
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Object.values(usedAssets).forEach((item) => {
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if (item.isBorrowed) {
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// eslint-disable-next-line no-param-reassign
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item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
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}
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});
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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payload.totalInterestUsd = totalInterestUsd;
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
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}
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return payload;
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};
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export const getCompoundV3AggregatedData = ({
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usedAssets, assetsData, network, selectedMarket, ...rest
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}: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
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const payload = {} as CompoundAggregatedPositionData;
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
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payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
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payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
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const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
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payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
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payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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payload.totalInterestUsd = totalInterestUsd;
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payload.minRatio = '100';
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payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
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payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
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payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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let assetPrice = assetsData[leveragedAsset].price;
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if (leveragedType === 'lsd-leverage') {
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payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
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assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
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}
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
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}
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// TO DO: handle strategies
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/* const subscribedStrategies = rest.compoundStrategies
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? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
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: []; */
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// TODO possibly move to global helper, since every protocol has the same graphData?
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// payload.ratioTooLow = false;
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// payload.ratioTooHigh = false;
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// TO DO: handle strategies
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/* if (subscribedStrategies.length) {
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subscribedStrategies.forEach(({ graphData }) => {
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payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
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payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
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});
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} */
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return payload;
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import Dec from 'decimal.js';
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import { getAssetInfoByAddress } from '@defisaver/tokens';
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import {
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BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
|
|
5
|
+
} from '../../types';
|
|
6
|
+
import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
|
|
7
|
+
import { SECONDS_PER_YEAR } from '../../constants';
|
|
8
|
+
import {
|
|
9
|
+
aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
|
|
10
|
+
} from '../../moneymarket';
|
|
11
|
+
import { calculateNetApy } from '../../staking';
|
|
12
|
+
import { NetworkNumber } from '../../types/common';
|
|
13
|
+
|
|
14
|
+
export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
|
|
15
|
+
const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
|
|
16
|
+
const isWETH = assetInfo.symbol === 'WETH';
|
|
17
|
+
const price = getEthAmountForDecimals(data.price, 8);
|
|
18
|
+
return ({
|
|
19
|
+
...data,
|
|
20
|
+
priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
|
|
21
|
+
price: new Dec(price).mul(baseAssetPrice).toString(),
|
|
22
|
+
collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
|
|
23
|
+
liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
|
|
24
|
+
supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
|
|
25
|
+
totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
|
|
26
|
+
symbol: isWETH ? 'ETH' : assetInfo.symbol,
|
|
27
|
+
supplyRate: '0',
|
|
28
|
+
borrowRate: '0',
|
|
29
|
+
canBeBorrowed: false,
|
|
30
|
+
canBeSupplied: true,
|
|
31
|
+
});
|
|
32
|
+
};
|
|
33
|
+
|
|
34
|
+
// TODO: maybe not hardcode decimals
|
|
35
|
+
export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
|
|
36
|
+
const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
|
|
37
|
+
const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
|
|
38
|
+
const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
|
|
39
|
+
return ({
|
|
40
|
+
...data,
|
|
41
|
+
supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
|
|
42
|
+
.toString()),
|
|
43
|
+
borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
|
|
44
|
+
.toString()),
|
|
45
|
+
utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
|
|
46
|
+
totalSupply,
|
|
47
|
+
totalBorrow,
|
|
48
|
+
marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
|
|
49
|
+
symbol: wethToEth(assetInfo.symbol),
|
|
50
|
+
priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
|
|
51
|
+
price: baseAssetPrice,
|
|
52
|
+
collateralFactor: '0',
|
|
53
|
+
liquidationRatio: '0',
|
|
54
|
+
canBeBorrowed: true,
|
|
55
|
+
canBeSupplied: true,
|
|
56
|
+
supplyCap: '0',
|
|
57
|
+
rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
|
|
58
|
+
rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
|
|
59
|
+
minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
|
|
60
|
+
isBase: true,
|
|
61
|
+
});
|
|
62
|
+
};
|
|
63
|
+
|
|
64
|
+
export const getIncentiveApys = (
|
|
65
|
+
baseData: CompoundV3AssetData & BaseAdditionalAssetData,
|
|
66
|
+
compPrice: string,
|
|
67
|
+
): {
|
|
68
|
+
incentiveSupplyApy: string,
|
|
69
|
+
incentiveBorrowApy: string,
|
|
70
|
+
incentiveSupplyToken: string,
|
|
71
|
+
incentiveBorrowToken: string,
|
|
72
|
+
} => {
|
|
73
|
+
const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
|
|
74
|
+
const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
|
|
75
|
+
return {
|
|
76
|
+
incentiveSupplyApy,
|
|
77
|
+
incentiveBorrowApy,
|
|
78
|
+
incentiveSupplyToken: 'COMP',
|
|
79
|
+
incentiveBorrowToken: 'COMP',
|
|
80
|
+
};
|
|
81
|
+
};
|
|
82
|
+
|
|
83
|
+
export const getCompoundV2AggregatedData = ({
|
|
84
|
+
usedAssets, assetsData, ...rest
|
|
85
|
+
}: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
|
|
86
|
+
const payload = {} as CompoundAggregatedPositionData;
|
|
87
|
+
payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
88
|
+
payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
89
|
+
payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
|
|
90
|
+
payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
|
|
91
|
+
|
|
92
|
+
const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
|
|
93
|
+
|
|
94
|
+
payload.leftToBorrowUsd = leftToBorrowUsd;
|
|
95
|
+
payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
|
|
96
|
+
|
|
97
|
+
payload.liquidationLimitUsd = payload.borrowLimitUsd;
|
|
98
|
+
payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
|
|
99
|
+
? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
|
|
100
|
+
: '0';
|
|
101
|
+
payload.minRatio = '100';
|
|
102
|
+
payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
|
|
103
|
+
? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
|
|
104
|
+
: '0';
|
|
105
|
+
|
|
106
|
+
// Calculate borrow limits per asset
|
|
107
|
+
Object.values(usedAssets).forEach((item) => {
|
|
108
|
+
if (item.isBorrowed) {
|
|
109
|
+
// eslint-disable-next-line no-param-reassign
|
|
110
|
+
item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
|
|
111
|
+
}
|
|
112
|
+
});
|
|
113
|
+
|
|
114
|
+
const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
|
|
115
|
+
payload.netApy = netApy;
|
|
116
|
+
payload.incentiveUsd = incentiveUsd;
|
|
117
|
+
payload.totalInterestUsd = totalInterestUsd;
|
|
118
|
+
|
|
119
|
+
const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
|
|
120
|
+
payload.leveragedType = leveragedType;
|
|
121
|
+
if (leveragedType !== '') {
|
|
122
|
+
payload.leveragedAsset = leveragedAsset;
|
|
123
|
+
const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
|
|
124
|
+
payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
|
|
125
|
+
}
|
|
126
|
+
|
|
127
|
+
return payload;
|
|
128
|
+
};
|
|
129
|
+
|
|
130
|
+
export const getCompoundV3AggregatedData = ({
|
|
131
|
+
usedAssets, assetsData, network, selectedMarket, ...rest
|
|
132
|
+
}: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
|
|
133
|
+
const payload = {} as CompoundAggregatedPositionData;
|
|
134
|
+
payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
135
|
+
payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
136
|
+
payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
|
|
137
|
+
payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
|
|
138
|
+
payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
|
|
139
|
+
payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
|
|
140
|
+
const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
|
|
141
|
+
payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
|
|
142
|
+
payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
|
|
143
|
+
payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
|
|
144
|
+
const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
|
|
145
|
+
payload.netApy = netApy;
|
|
146
|
+
payload.incentiveUsd = incentiveUsd;
|
|
147
|
+
payload.totalInterestUsd = totalInterestUsd;
|
|
148
|
+
payload.minRatio = '100';
|
|
149
|
+
payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
|
|
150
|
+
payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
|
|
151
|
+
payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
|
|
152
|
+
const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
|
|
153
|
+
payload.leveragedType = leveragedType;
|
|
154
|
+
if (leveragedType !== '') {
|
|
155
|
+
payload.leveragedAsset = leveragedAsset;
|
|
156
|
+
let assetPrice = assetsData[leveragedAsset].price;
|
|
157
|
+
if (leveragedType === 'lsd-leverage') {
|
|
158
|
+
payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
|
|
159
|
+
assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
|
|
160
|
+
}
|
|
161
|
+
payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
|
|
162
|
+
}
|
|
163
|
+
|
|
164
|
+
// TO DO: handle strategies
|
|
165
|
+
/* const subscribedStrategies = rest.compoundStrategies
|
|
166
|
+
? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
|
|
167
|
+
: []; */
|
|
168
|
+
|
|
169
|
+
// TODO possibly move to global helper, since every protocol has the same graphData?
|
|
170
|
+
// payload.ratioTooLow = false;
|
|
171
|
+
// payload.ratioTooHigh = false;
|
|
172
|
+
|
|
173
|
+
// TO DO: handle strategies
|
|
174
|
+
/* if (subscribedStrategies.length) {
|
|
175
|
+
subscribedStrategies.forEach(({ graphData }) => {
|
|
176
|
+
payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
|
|
177
|
+
payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
|
|
178
|
+
});
|
|
179
|
+
} */
|
|
180
|
+
|
|
181
|
+
return payload;
|
|
182
182
|
};
|
|
@@ -1,33 +1,41 @@
|
|
|
1
|
-
import Dec from 'decimal.js';
|
|
2
|
-
import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
|
|
3
|
-
import { NetworkNumber } from '../../types/common';
|
|
4
|
-
import { getAssetsTotal } from '../../moneymarket';
|
|
5
|
-
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
const
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
.
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
1
|
+
import Dec from 'decimal.js';
|
|
2
|
+
import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
|
|
3
|
+
import { MMUsedAssets, NetworkNumber } from '../../types/common';
|
|
4
|
+
import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
|
|
5
|
+
import { mapRange } from '../../services/utils';
|
|
6
|
+
|
|
7
|
+
export const getCrvUsdAggregatedData = ({
|
|
8
|
+
loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
|
|
9
|
+
}:{
|
|
10
|
+
loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
|
|
11
|
+
}): CrvUSDAggregatedPositionData => {
|
|
12
|
+
const payload = {} as CrvUSDAggregatedPositionData;
|
|
13
|
+
payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
|
|
14
|
+
payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
|
|
15
|
+
payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
16
|
+
payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
|
|
17
|
+
|
|
18
|
+
payload.ratio = loanExists
|
|
19
|
+
? new Dec(payload.suppliedUsd)
|
|
20
|
+
.dividedBy(payload.borrowedUsd)
|
|
21
|
+
.times(100)
|
|
22
|
+
.toString()
|
|
23
|
+
: '0';
|
|
24
|
+
|
|
25
|
+
// this is all approximation
|
|
26
|
+
payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
|
|
27
|
+
payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
|
|
28
|
+
// only take in consideration collAsset
|
|
29
|
+
payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
|
|
30
|
+
? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
|
|
31
|
+
: '0';
|
|
32
|
+
|
|
33
|
+
const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
|
|
34
|
+
payload.leveragedType = leveragedType;
|
|
35
|
+
if (leveragedType !== '') {
|
|
36
|
+
payload.leveragedAsset = leveragedAsset;
|
|
37
|
+
payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
|
|
38
|
+
}
|
|
39
|
+
|
|
40
|
+
return payload;
|
|
33
41
|
};
|
package/src/helpers/index.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
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';
|
|
1
|
+
export * as aaveHelpers from './aaveHelpers';
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|
2
|
+
export * as compoundHelpers from './compoundHelpers';
|
|
3
|
+
export * as sparkHelpers from './sparkHelpers';
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|
4
|
+
export * as curveUsdHelpers from './curveUsdHelpers';
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|
5
|
+
export * as makerHelpers from './makerHelpers';
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|
6
6
|
export * as chickenBondsHelpers from './chickenBondsHelpers';
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