@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.
Files changed (93) hide show
  1. package/README.md +63 -63
  2. package/cjs/config/contracts.d.ts +926 -42
  3. package/cjs/config/contracts.js +176 -46
  4. package/cjs/contracts.d.ts +1 -1
  5. package/cjs/contracts.js +21 -4
  6. package/cjs/curveUsd/index.js +1 -1
  7. package/cjs/helpers/curveUsdHelpers/index.d.ts +2 -1
  8. package/cjs/helpers/curveUsdHelpers/index.js +25 -17
  9. package/cjs/markets/aave/marketAssets.d.ts +9 -5
  10. package/cjs/markets/aave/marketAssets.js +16 -23
  11. package/cjs/markets/compound/marketsAssets.d.ts +11 -5
  12. package/cjs/markets/compound/marketsAssets.js +17 -19
  13. package/cjs/markets/spark/marketAssets.d.ts +3 -2
  14. package/cjs/markets/spark/marketAssets.js +5 -5
  15. package/cjs/moneymarket/moneymarketCommonService.js +1 -1
  16. package/cjs/morphoAaveV3/index.js +0 -2
  17. package/cjs/services/utils.d.ts +4 -0
  18. package/cjs/services/utils.js +13 -1
  19. package/cjs/types/contracts/generated/CrvUSDView.d.ts +30 -4
  20. package/cjs/types/contracts/generated/MorphoAaveV3ProxyEthMarket.d.ts +1 -0
  21. package/cjs/types/curveUsd.d.ts +6 -0
  22. package/esm/config/contracts.d.ts +926 -42
  23. package/esm/config/contracts.js +176 -46
  24. package/esm/contracts.d.ts +1 -1
  25. package/esm/contracts.js +21 -4
  26. package/esm/curveUsd/index.js +1 -1
  27. package/esm/helpers/curveUsdHelpers/index.d.ts +2 -1
  28. package/esm/helpers/curveUsdHelpers/index.js +26 -18
  29. package/esm/markets/aave/marketAssets.d.ts +9 -5
  30. package/esm/markets/aave/marketAssets.js +15 -22
  31. package/esm/markets/compound/marketsAssets.d.ts +11 -5
  32. package/esm/markets/compound/marketsAssets.js +16 -18
  33. package/esm/markets/spark/marketAssets.d.ts +3 -2
  34. package/esm/markets/spark/marketAssets.js +4 -4
  35. package/esm/moneymarket/moneymarketCommonService.js +1 -1
  36. package/esm/morphoAaveV3/index.js +0 -2
  37. package/esm/services/utils.d.ts +4 -0
  38. package/esm/services/utils.js +11 -0
  39. package/esm/types/contracts/generated/CrvUSDView.d.ts +30 -4
  40. package/esm/types/contracts/generated/MorphoAaveV3ProxyEthMarket.d.ts +1 -0
  41. package/esm/types/curveUsd.d.ts +6 -0
  42. package/package.json +40 -40
  43. package/src/aaveV2/index.ts +226 -226
  44. package/src/aaveV3/index.ts +561 -561
  45. package/src/assets/index.ts +60 -60
  46. package/src/chickenBonds/index.ts +123 -123
  47. package/src/compoundV2/index.ts +219 -219
  48. package/src/compoundV3/index.ts +275 -275
  49. package/src/config/contracts.js +803 -676
  50. package/src/constants/index.ts +3 -3
  51. package/src/contracts.ts +120 -126
  52. package/src/curveUsd/index.ts +228 -228
  53. package/src/exchange/index.ts +17 -17
  54. package/src/helpers/aaveHelpers/index.ts +134 -134
  55. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  56. package/src/helpers/compoundHelpers/index.ts +181 -181
  57. package/src/helpers/curveUsdHelpers/index.ts +40 -32
  58. package/src/helpers/index.ts +5 -5
  59. package/src/helpers/makerHelpers/index.ts +94 -94
  60. package/src/helpers/sparkHelpers/index.ts +106 -106
  61. package/src/index.ts +40 -40
  62. package/src/liquity/index.ts +116 -116
  63. package/src/maker/index.ts +101 -101
  64. package/src/markets/aave/index.ts +80 -80
  65. package/src/markets/aave/marketAssets.ts +24 -32
  66. package/src/markets/compound/index.ts +141 -141
  67. package/src/markets/compound/marketsAssets.ts +48 -46
  68. package/src/markets/curveUsd/index.ts +69 -69
  69. package/src/markets/index.ts +3 -3
  70. package/src/markets/spark/index.ts +29 -29
  71. package/src/markets/spark/marketAssets.ts +10 -9
  72. package/src/moneymarket/moneymarketCommonService.ts +75 -75
  73. package/src/morpho/markets.ts +39 -39
  74. package/src/morphoAaveV2/index.ts +255 -255
  75. package/src/morphoAaveV3/index.ts +619 -619
  76. package/src/multicall/index.ts +22 -22
  77. package/src/services/dsrService.ts +15 -15
  78. package/src/services/priceService.ts +21 -21
  79. package/src/services/utils.ts +48 -35
  80. package/src/spark/index.ts +422 -422
  81. package/src/staking/staking.ts +167 -167
  82. package/src/types/aave.ts +256 -256
  83. package/src/types/chickenBonds.ts +45 -45
  84. package/src/types/common.ts +83 -83
  85. package/src/types/compound.ts +128 -128
  86. package/src/types/contracts/generated/CrvUSDView.ts +43 -8
  87. package/src/types/contracts/generated/MorphoAaveV3ProxyEthMarket.ts +2 -0
  88. package/src/types/curveUsd.ts +118 -112
  89. package/src/types/index.ts +6 -6
  90. package/src/types/liquity.ts +30 -30
  91. package/src/types/maker.ts +50 -50
  92. package/src/types/spark.ts +106 -106
  93. package/yarn-error.log +64 -0
@@ -1,620 +1,620 @@
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, isLayer2Network, wethToEthByAddress,
15
- } from '../services/utils';
16
- import {
17
- createContractWrapper,
18
- getConfigContractAbi,
19
- getConfigContractAddress,
20
- } from '../contracts';
21
- import { multicall } from '../multicall';
22
- import { getCbETHApr, getREthApr, getStETHApr } from '../staking';
23
- import {
24
- MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
25
- } from '../types';
26
- import { getDsrApy } from '../services/dsrService';
27
- import { calculateBorrowingAssetLimit } from '../moneymarket';
28
- import { EMPTY_AAVE_DATA } from '../aaveV3';
29
- import { aaveAnyGetAggregatedPositionData } from '../helpers/aaveHelpers';
30
- import { MORPHO_AAVE_V3_ETH } from '../markets/aave';
31
-
32
- const morphoAaveMath = new MorphoAaveMath();
33
- const poolInterestRates = new PoolInterestRates();
34
- const p2pInterestRates = new P2PInterestRates();
35
-
36
- const computeMorphoMarketData = (
37
- loanInfo: any, morphoMarketData: any, aaveIndexes: any, // TODO: morpho v3 type
38
- ) => {
39
- const { newPoolSupplyIndex, newPoolBorrowIndex } = poolInterestRates.computePoolIndexes({
40
- lastPoolSupplyIndex: BigNumber.from(aaveIndexes.liquidityIndex),
41
- lastPoolBorrowIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
42
- lastUpdateTimestamp: BigNumber.from(aaveIndexes.lastUpdateTimestamp),
43
- poolBorrowRatePerYear: BigNumber.from(loanInfo.borrowRateVariable),
44
- poolSupplyRatePerYear: BigNumber.from(loanInfo.supplyRate),
45
- currentTimestamp: BigNumber.from(new Dec(Date.now()).div(1000).toDP(0).toString()),
46
- });
47
-
48
- const proportionIdle = new Dec(morphoMarketData.idleSupply).eq(0)
49
- ? '0'
50
- : Dec.min(
51
- morphoAaveMath.INDEX_ONE.toString(),
52
- morphoAaveMath.indexDiv(
53
- morphoMarketData.idleSupply,
54
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex).toString(),
55
- ).toString(),
56
- ).toString();
57
-
58
- const supplyProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
59
- ? '0'
60
- : Dec.min(
61
- new Dec(morphoAaveMath.INDEX_ONE.toString()).sub(proportionIdle).toString(),
62
- morphoAaveMath.indexDiv(
63
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledDelta, newPoolSupplyIndex),
64
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex),
65
- ).toString(),
66
- ).toString();
67
-
68
- const borrowProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
69
- ? '0'
70
- : Dec.min(
71
- morphoAaveMath.INDEX_ONE.toString(),
72
- morphoAaveMath.indexDiv(
73
- morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledDelta, newPoolBorrowIndex),
74
- morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledP2PTotal, morphoMarketData.indexes.borrow.p2pIndex),
75
- ).toString(),
76
- ).toString();
77
-
78
- const apys = morphoAaveMath.computeApysFromRates(
79
- BigNumber.from(loanInfo.supplyRate),
80
- BigNumber.from(loanInfo.borrowRateVariable),
81
- BigNumber.from(morphoMarketData.p2pIndexCursor),
82
- BigNumber.from(supplyProportionDelta),
83
- BigNumber.from(borrowProportionDelta),
84
- BigNumber.from(proportionIdle),
85
- BigNumber.from(morphoMarketData.reserveFactor),
86
- );
87
-
88
- const { newP2PSupplyIndex, newP2PBorrowIndex } = p2pInterestRates.computeP2PIndexes({
89
- p2pIndexCursor: BigNumber.from(morphoMarketData.p2pIndexCursor),
90
- lastBorrowIndexes: {
91
- p2pIndex: BigNumber.from(morphoMarketData.indexes.borrow.p2pIndex),
92
- poolIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
93
- },
94
- lastSupplyIndexes: {
95
- p2pIndex: BigNumber.from(morphoMarketData.indexes.supply.p2pIndex),
96
- poolIndex: BigNumber.from(aaveIndexes.liquidityIndex),
97
- },
98
- poolSupplyIndex: BigNumber.from(newPoolSupplyIndex),
99
- poolBorrowIndex: BigNumber.from(newPoolBorrowIndex),
100
- deltas: {
101
- borrow: {
102
- scaledDelta: BigNumber.from(morphoMarketData.deltas.borrow.scaledDelta),
103
- scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.borrow.scaledP2PTotal),
104
- },
105
- supply: {
106
- scaledDelta: BigNumber.from(morphoMarketData.deltas.supply.scaledDelta),
107
- scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.supply.scaledP2PTotal),
108
- },
109
- },
110
- reserveFactor: BigNumber.from(morphoMarketData.reserveFactor),
111
- proportionIdle: BigNumber.from(proportionIdle),
112
- });
113
-
114
- return {
115
- ...loanInfo,
116
- ...morphoMarketData,
117
- ...aaveIndexes,
118
- p2pBorrowAPY: new Dec(apys.p2pBorrowAPY.toString()).div(100).toString(),
119
- p2pSupplyAPY: new Dec(apys.p2pSupplyAPY.toString()).div(100).toString(),
120
- morphoBorrowInP2P: assetAmountInEth(morphoAaveMath.indexMul(
121
- morphoMarketData.deltas.borrow.scaledP2PTotal,
122
- newP2PBorrowIndex,
123
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
124
- morphoBorrowOnPool: assetAmountInEth(morphoAaveMath.indexMul(
125
- morphoMarketData.scaledMorphoBorrowOnPool,
126
- newPoolBorrowIndex,
127
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
128
- morphoSupplyInP2P: assetAmountInEth(morphoAaveMath.indexMul(
129
- morphoMarketData.deltas.supply.scaledP2PTotal,
130
- newP2PSupplyIndex,
131
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
132
- morphoSupplyOnPool: assetAmountInEth(morphoAaveMath.indexMul(
133
- morphoMarketData.isCollateral ? '0' : morphoMarketData.scaledMorphoSupplyOnPool,
134
- newPoolSupplyIndex,
135
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
136
- };
137
- };
138
-
139
- export const getMorphoAaveV3MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3MarketData> => {
140
- // @ts-ignore
141
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
142
-
143
- const _addresses = selectedMarket.assets.map((a: string) => getAssetInfo(ethToWeth(a)).address);
144
-
145
- const splitStart = Math.floor(_addresses.length / 2);
146
- const loanInfoCallsToSkip = 2; // skipping getFullTokensInfo calls at the start of multicallArray
147
-
148
- const AaveV3ViewAddress = getConfigContractAddress('AaveV3View', network);
149
- const AaveV3ViewAbi = getConfigContractAbi('AaveV3View');
150
-
151
- const multicallArray = [
152
- {
153
- target: AaveV3ViewAddress,
154
- abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
155
- params: [selectedMarket.providerAddress, _addresses.slice(0, splitStart)],
156
- },
157
- {
158
- target: AaveV3ViewAddress,
159
- abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
160
- params: [selectedMarket.providerAddress, _addresses.slice(splitStart, _addresses.length)],
161
- },
162
- ...(_addresses.map((underlyingAddress: string) => (
163
- [{
164
- target: lendingPoolContract.options.address,
165
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
166
- params: [underlyingAddress],
167
- },
168
- {
169
- target: selectedMarket.protocolDataAddress, // TODO: aave refactor add to Aave view
170
- // @ts-ignore
171
- abiItem: getAbiItem(getConfigContractAbi(selectedMarket.protocolData), 'getReserveData'),
172
- params: [underlyingAddress],
173
- }]
174
- ))).flat(),
175
- ];
176
-
177
- const multicallResponse = await multicall(multicallArray, web3, network);
178
- const loanInfo = [...multicallResponse[0][0], ...multicallResponse[1][0]];
179
-
180
- const IVariableDebtTokenAbi = getConfigContractAbi('IVariableDebtToken');
181
- const IATokenAbi = getConfigContractAbi('IAToken');
182
-
183
- const scaledBalanceMulticall = [
184
- ...loanInfo.map((_, i: number) => [
185
- {
186
- target: multicallResponse[(2 * i) + loanInfoCallsToSkip][0].variableDebtToken, // TODO: aave refactor add to Aave view
187
- abiItem: getAbiItem(IVariableDebtTokenAbi, 'scaledBalanceOf'),
188
- params: [lendingPoolContract.options.address],
189
- },
190
- {
191
- target: loanInfo[i].aTokenAddress, // TODO: aave refactor add to Aave view
192
- abiItem: getAbiItem(IATokenAbi, 'scaledBalanceOf'),
193
- params: [lendingPoolContract.options.address],
194
- },
195
- ]).flat(),
196
- ];
197
-
198
- const [scaledBalanceResponse, morphoRewards] = await Promise.allSettled([
199
- multicall(scaledBalanceMulticall, web3, network),
200
- fetch('https://api.morpho.xyz/rewards/emissions'),
201
- ]);
202
-
203
- if (scaledBalanceResponse.status !== 'fulfilled') {
204
- throw new Error('Failed to fetch market data.');
205
- }
206
-
207
- const morphoRewardsData = morphoRewards.status === 'fulfilled' ? await morphoRewards.value.json() : null;
208
-
209
- const assetsData: MorphoAaveV3AssetData[] = await Promise.all(loanInfo.map(async (info, i: number) => {
210
- const morphoMarketData = {
211
- ...multicallResponse[(2 * i) + loanInfoCallsToSkip][0],
212
- scaledMorphoBorrowOnPool: scaledBalanceResponse.value[2 * i][0],
213
- scaledMorphoSupplyOnPool: scaledBalanceResponse.value[(2 * i) + 1][0],
214
- };
215
- const marketData = computeMorphoMarketData(
216
- info,
217
- morphoMarketData,
218
- multicallResponse[(2 * i) + (loanInfoCallsToSkip + 1)],
219
- );
220
-
221
- const { symbol, address } = getAssetInfoByAddress(wethToEthByAddress(marketData.underlyingTokenAddress));
222
-
223
- const data = {
224
- symbol,
225
- morphoMarketData,
226
- hasDelta: new Dec(marketData.p2pSupplyAPY).minus(marketData.p2pBorrowAPY).gte(0.3),
227
- eModeCategory: +marketData.emodeCategory,
228
- aTokenAddress: marketData.aTokenAddress,
229
- underlyingTokenAddress: address,
230
- price: new Dec(marketData.price.toString()).div(1e8).toString(), // is actually price in USD
231
-
232
- supplyRate: new Dec(marketData.supplyRate.toString()).div(1e25).toString(),
233
- supplyRateP2P: marketData.p2pSupplyAPY,
234
- borrowRate: new Dec(marketData.borrowRateVariable.toString()).div(1e25).toString(),
235
- borrowRateP2P: marketData.p2pBorrowAPY,
236
- totalSupply: assetAmountInEth(marketData.totalSupply.toString(), symbol),
237
- totalBorrow: assetAmountInEth(marketData.totalBorrow.toString(), symbol),
238
-
239
- totalSupplyP2P: marketData.morphoSupplyInP2P,
240
- totalSupplyPool: marketData.morphoSupplyOnPool,
241
- totalBorrowP2P: marketData.morphoBorrowInP2P,
242
- totalBorrowPool: marketData.morphoBorrowOnPool,
243
-
244
- supplyCap: marketData.supplyCap,
245
- borrowCap: marketData.borrowCap,
246
- usageAsCollateralEnabled: marketData.isCollateral,
247
- collateralFactor: marketData.isCollateral ? new Dec(marketData.collateralFactor).div(10000).toString() : '0',
248
- liquidationRatio: new Dec(marketData.liquidationRatio).div(10000).toString(),
249
- isInactive: !marketData.isActive,
250
- isFrozen: marketData.isFrozen,
251
- isPaused: marketData.isPaused,
252
- canBeBorrowed: !marketData.isFrozen
253
- && marketData.borrowingEnabled
254
- && !marketData.pauseStatuses.isBorrowPaused
255
- && !marketData.pauseStatuses.isDeprecated,
256
- canBeSupplied: !marketData.isFrozen
257
- && marketData.isCollateral ? !marketData.pauseStatuses.isSupplyCollateralPaused : !marketData.pauseStatuses.isSupplyPaused
258
- && !marketData.pauseStatuses.isDeprecated,
259
- canBeWithdrawn: marketData.isActive
260
- && !marketData.isPaused
261
- && marketData.isCollateral ? !marketData.pauseStatuses.isWithdrawCollateralPaused : !marketData.pauseStatuses.isWithdrawPaused,
262
- canBePayBacked: marketData.isActive && !marketData.isPaused && !marketData.pauseStatuses.isRepayPaused,
263
- reserveFactor: new Dec(marketData.reserveFactor).toString(),
264
- pauseStatus: {
265
- isSupplyPaused: marketData.pauseStatuses.isSupplyPaused,
266
- isSupplyCollateralPaused: marketData.pauseStatuses.isSupplyCollateralPaused,
267
- isWithdrawPaused: marketData.pauseStatuses.isWithdrawPaused,
268
- isWithdrawCollateralPaused: marketData.pauseStatuses.isWithdrawCollateralPaused,
269
- isRepayPaused: marketData.pauseStatuses.isRepayPaused,
270
- isBorrowPaused: marketData.pauseStatuses.isBorrowPaused,
271
- isDeprecated: marketData.pauseStatuses.isDeprecated,
272
- isP2PDisabled: marketData.pauseStatuses.isP2PDisabled,
273
- },
274
- marketLiquidity: assetAmountInEth(new Dec(marketData.totalSupply.toString())
275
- .sub(marketData.totalBorrow.toString())
276
- .toString(), symbol),
277
- utilization: new Dec(marketData.totalBorrow.toString())
278
- .div(new Dec(marketData.totalSupply.toString()))
279
- .times(100)
280
- .toString(),
281
-
282
- eModeCategoryData: {
283
- label: marketData.label,
284
- liquidationBonus: new Dec(marketData.liquidationBonus).div(10000).toString(),
285
- liquidationRatio: new Dec(marketData.liquidationThreshold).div(10000).toString(),
286
- collateralFactor: new Dec(marketData.ltv).div(10000).toString(),
287
- priceSource: marketData.priceSource,
288
- },
289
-
290
- incentiveSupplyToken: 'MORPHO',
291
- incentiveBorrowToken: 'MORPHO',
292
- incentiveSupplyApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondSupplySide || '0',
293
- incentiveBorrowApy: morphoRewardsData.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondBorrowSide || '0',
294
-
295
- totalBorrowVar: '0', // Morpho doesn't have all these, keeping it for compatability
296
- borrowRateStable: '0',
297
- disabledStableBorrowing: false,
298
- isIsolated: false,
299
- debtCeilingForIsolationMode: '0',
300
- isSiloed: false,
301
- isolationModeTotalDebt: '0',
302
- assetId: null,
303
- isolationModeBorrowingEnabled: false,
304
- isFlashLoanEnabled: false,
305
- };
306
-
307
- if (symbol === 'wstETH') {
308
- data.incentiveSupplyApy = await getStETHApr(mainnetWeb3);
309
- data.incentiveSupplyToken = symbol;
310
- }
311
- if (symbol === 'cbETH' && !isLayer2Network(network)) {
312
- data.incentiveSupplyApy = await getCbETHApr(mainnetWeb3);
313
- data.incentiveSupplyToken = symbol;
314
- }
315
- if (symbol === 'rETH') {
316
- data.incentiveSupplyApy = await getREthApr(mainnetWeb3);
317
- data.incentiveSupplyToken = symbol;
318
- }
319
- if (data.symbol === 'sDAI') {
320
- data.incentiveSupplyApy = await getDsrApy(web3, network);
321
- data.incentiveSupplyToken = 'sDAI';
322
- }
323
-
324
- return data;
325
- }));
326
-
327
- const payload: MorphoAaveV3AssetsData = {};
328
- // Sort by market size
329
- assetsData
330
- .sort((a, b) => {
331
- const aMarket = new Dec(a.price).times(a.totalSupply).toString();
332
- const bMarket = new Dec(b.price).times(b.totalSupply).toString();
333
-
334
- return new Dec(bMarket).minus(aMarket).toNumber();
335
- })
336
- .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
337
- payload[assetData.symbol] = { ...assetData, sortIndex: i };
338
- });
339
-
340
- return { assetsData: payload };
341
- };
342
-
343
- export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
344
- let balances: PositionBalances = {
345
- collateral: {},
346
- debt: {},
347
- };
348
-
349
- if (!address) {
350
- return balances;
351
- }
352
-
353
- const selectedMarket = MORPHO_AAVE_V3_ETH(network);
354
- // @ts-ignore
355
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
356
- // @ts-ignore
357
- const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
358
-
359
- const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
360
- const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
361
- const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
362
-
363
- const multicallArray = [
364
- ...(_addresses.map((underlyingAddress: string) => ([
365
- {
366
- target: lendingPoolContract.options.address,
367
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
368
- params: [underlyingAddress],
369
- },
370
- {
371
- target: lendingPoolContract.options.address,
372
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
373
- params: [underlyingAddress, address],
374
- },
375
- {
376
- target: lendingPoolContract.options.address,
377
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
378
- params: [underlyingAddress, address],
379
- },
380
- {
381
- target: lendingPoolContract.options.address,
382
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
383
- params: [underlyingAddress, address],
384
- },
385
- {
386
- target: lendingPoolContract.options.address,
387
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
388
- params: [underlyingAddress, address],
389
- },
390
- {
391
- target: lendingPoolContract.options.address,
392
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
393
- params: [underlyingAddress, address],
394
- },
395
- ]))).flat(),
396
- ];
397
-
398
- const multicallResponse = await multicall(multicallArray, web3, network, block);
399
-
400
- const numberOfMultiCalls = 6;
401
-
402
- _addresses.forEach((underlyingAddr: string, i: number) => {
403
- const currentMulticallIndex = numberOfMultiCalls * i;
404
- const morphoMarketData = multicallResponse[currentMulticallIndex][0];
405
- const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
406
- const { symbol } = getAssetInfoByAddress(assetAddr, network);
407
-
408
- const suppliedP2P = morphoAaveMath.indexMul(
409
- multicallResponse[currentMulticallIndex + 1][0],
410
- morphoMarketData.indexes.supply.p2pIndex,
411
- ).toString();
412
- const suppliedPool = morphoAaveMath.indexMul(
413
- multicallResponse[currentMulticallIndex + 2][0],
414
- morphoMarketData.indexes.supply.poolIndex,
415
- ).toString();
416
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
417
- const suppliedCollateral = morphoAaveMath.indexMul(
418
- multicallResponse[currentMulticallIndex + 3][0],
419
- morphoMarketData.indexes.supply.poolIndex,
420
- ).toString();
421
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
422
-
423
- const borrowedP2P = morphoAaveMath.indexMul(
424
- multicallResponse[currentMulticallIndex + 4][0],
425
- morphoMarketData.indexes.borrow.p2pIndex,
426
- ).toString();
427
- const borrowedPool = morphoAaveMath.indexMul(
428
- multicallResponse[currentMulticallIndex + 5][0],
429
- morphoMarketData.indexes.borrow.poolIndex,
430
- ).toString();
431
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
432
-
433
- balances = {
434
- collateral: {
435
- ...balances.collateral,
436
- [addressMapping ? assetAddr : symbol]: supplied,
437
- },
438
- debt: {
439
- ...balances.debt,
440
- [addressMapping ? assetAddr : symbol]: borrowed,
441
- },
442
- };
443
- });
444
-
445
- return balances;
446
- };
447
-
448
- export const getMorphoAaveV3AccountData = async (
449
- web3: Web3,
450
- network: NetworkNumber,
451
- address: string,
452
- assetsData: MorphoAaveV3AssetsData,
453
- delegator: string,
454
- selectedMarket: MorphoAaveV3MarketInfo,
455
- ): Promise<MorphoAaveV3PositionData> => {
456
- if (!address) {
457
- throw new Error('No address provided.');
458
- }
459
- const eModeCategory = 1; // TODO: morpho v3 pass as arg
460
-
461
- let payload: MorphoAaveV3PositionData = {
462
- ...EMPTY_AAVE_DATA,
463
- usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
464
- eModeCategory,
465
- minRatio: '100',
466
- lastUpdated: Date.now(),
467
- };
468
-
469
- // @ts-ignore
470
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
471
-
472
- const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
473
- ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
474
- : null;
475
- payload.approvedManager = isManagedBy ? delegator : '';
476
-
477
- const markets = Object.values(assetsData);
478
- // @ts-ignore
479
- const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
480
-
481
- const multicallArray = [
482
- ...(marketAddresses.map((marketAddr) => [
483
- {
484
- target: lendingPoolContract.options.address,
485
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
486
- params: [marketAddr, address],
487
- },
488
- {
489
- target: lendingPoolContract.options.address,
490
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
491
- params: [marketAddr, address],
492
- },
493
- {
494
- target: lendingPoolContract.options.address,
495
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
496
- params: [marketAddr, address],
497
- },
498
- {
499
- target: lendingPoolContract.options.address,
500
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
501
- params: [marketAddr, address],
502
- },
503
- {
504
- target: lendingPoolContract.options.address,
505
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
506
- params: [marketAddr, address],
507
- },
508
- ]).flat()),
509
- ];
510
-
511
- const multicallResponse = await multicall(multicallArray, web3, network);
512
-
513
- markets.forEach((market: any, i: number) => {
514
- const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
515
- const assetAavePrice = assetsData[symbol].price;
516
-
517
- const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
518
- multicallResponse[i * 5][0],
519
- market.morphoMarketData.indexes.supply.p2pIndex,
520
- ), symbol);
521
- const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
522
- multicallResponse[(i * 5) + 1][0],
523
- market.morphoMarketData.indexes.supply.poolIndex,
524
- ), symbol);
525
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
526
- const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
527
- multicallResponse[(i * 5) + 2][0],
528
- market.morphoMarketData.indexes.supply.poolIndex,
529
- ), symbol);
530
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
531
- const suppliedMatched = new Dec(suppliedTotal).eq(0)
532
- ? '0'
533
- : morphoAaveMath.percentDiv(
534
- assetAmountInWei(suppliedP2P, symbol),
535
- assetAmountInWei(suppliedTotal, symbol),
536
- ).div(100).toString();
537
-
538
- const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
539
- multicallResponse[(i * 5) + 3][0],
540
- market.morphoMarketData.indexes.borrow.p2pIndex,
541
- ), symbol);
542
- const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
543
- multicallResponse[(i * 5) + 4][0],
544
- market.morphoMarketData.indexes.borrow.poolIndex,
545
- ), symbol);
546
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
547
- const borrowedMatched = new Dec(borrowed).eq(0)
548
- ? '0'
549
- : morphoAaveMath.percentDiv(
550
- assetAmountInWei(borrowedP2P, symbol),
551
- assetAmountInWei(borrowed, symbol),
552
- ).div(100).toString();
553
-
554
- const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
555
- .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
556
- const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
557
- .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
558
-
559
- if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
560
- payload.usedAssets[symbol] = {
561
- symbol,
562
- eModeCategory: market.eModeCategory,
563
- supplied,
564
- suppliedP2P,
565
- suppliedPool,
566
- suppliedMatched,
567
- borrowed,
568
- borrowedP2P,
569
- borrowedPool,
570
- borrowedMatched,
571
- supplyRate,
572
- borrowRate,
573
- suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
574
- suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
575
- suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
576
- borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
577
- borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
578
- borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
579
- borrowedVariable: borrowed,
580
- borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
581
- collateral: new Dec(suppliedCollateral).gt(0),
582
- isSupplied: new Dec(supplied).gt(0),
583
- isBorrowed: new Dec(borrowed).gt(0),
584
- // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
585
- // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
586
- limit: '0',
587
-
588
- interestMode: '', // Morpho doesn't have all these, keeping it for compatability
589
- stableBorrowRate: '0',
590
- borrowedStable: '0',
591
- borrowedUsdStable: '0',
592
- stableLimit: '0',
593
- variableLimit: '0',
594
- };
595
- }
596
- });
597
-
598
- payload = {
599
- ...payload,
600
- ...aaveAnyGetAggregatedPositionData({
601
- usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket,
602
- }),
603
- };
604
-
605
- // Calculate borrow limits per asset
606
- Object.values(payload.usedAssets).forEach((item) => {
607
- if (item.isBorrowed) {
608
- // eslint-disable-next-line no-param-reassign
609
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
610
- }
611
- });
612
-
613
- return payload;
614
- };
615
-
616
- export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
617
- const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
618
- const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, delegator, market);
619
- return positionData;
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, isLayer2Network, wethToEthByAddress,
15
+ } from '../services/utils';
16
+ import {
17
+ createContractWrapper,
18
+ getConfigContractAbi,
19
+ getConfigContractAddress,
20
+ } from '../contracts';
21
+ import { multicall } from '../multicall';
22
+ import { getCbETHApr, getREthApr, getStETHApr } from '../staking';
23
+ import {
24
+ MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
25
+ } from '../types';
26
+ import { getDsrApy } from '../services/dsrService';
27
+ import { calculateBorrowingAssetLimit } from '../moneymarket';
28
+ import { EMPTY_AAVE_DATA } from '../aaveV3';
29
+ import { aaveAnyGetAggregatedPositionData } from '../helpers/aaveHelpers';
30
+ import { MORPHO_AAVE_V3_ETH } from '../markets/aave';
31
+
32
+ const morphoAaveMath = new MorphoAaveMath();
33
+ const poolInterestRates = new PoolInterestRates();
34
+ const p2pInterestRates = new P2PInterestRates();
35
+
36
+ const computeMorphoMarketData = (
37
+ loanInfo: any, morphoMarketData: any, aaveIndexes: any, // TODO: morpho v3 type
38
+ ) => {
39
+ const { newPoolSupplyIndex, newPoolBorrowIndex } = poolInterestRates.computePoolIndexes({
40
+ lastPoolSupplyIndex: BigNumber.from(aaveIndexes.liquidityIndex),
41
+ lastPoolBorrowIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
42
+ lastUpdateTimestamp: BigNumber.from(aaveIndexes.lastUpdateTimestamp),
43
+ poolBorrowRatePerYear: BigNumber.from(loanInfo.borrowRateVariable),
44
+ poolSupplyRatePerYear: BigNumber.from(loanInfo.supplyRate),
45
+ currentTimestamp: BigNumber.from(new Dec(Date.now()).div(1000).toDP(0).toString()),
46
+ });
47
+
48
+ const proportionIdle = new Dec(morphoMarketData.idleSupply).eq(0)
49
+ ? '0'
50
+ : Dec.min(
51
+ morphoAaveMath.INDEX_ONE.toString(),
52
+ morphoAaveMath.indexDiv(
53
+ morphoMarketData.idleSupply,
54
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex).toString(),
55
+ ).toString(),
56
+ ).toString();
57
+
58
+ const supplyProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
59
+ ? '0'
60
+ : Dec.min(
61
+ new Dec(morphoAaveMath.INDEX_ONE.toString()).sub(proportionIdle).toString(),
62
+ morphoAaveMath.indexDiv(
63
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledDelta, newPoolSupplyIndex),
64
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex),
65
+ ).toString(),
66
+ ).toString();
67
+
68
+ const borrowProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
69
+ ? '0'
70
+ : Dec.min(
71
+ morphoAaveMath.INDEX_ONE.toString(),
72
+ morphoAaveMath.indexDiv(
73
+ morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledDelta, newPoolBorrowIndex),
74
+ morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledP2PTotal, morphoMarketData.indexes.borrow.p2pIndex),
75
+ ).toString(),
76
+ ).toString();
77
+
78
+ const apys = morphoAaveMath.computeApysFromRates(
79
+ BigNumber.from(loanInfo.supplyRate),
80
+ BigNumber.from(loanInfo.borrowRateVariable),
81
+ BigNumber.from(morphoMarketData.p2pIndexCursor),
82
+ BigNumber.from(supplyProportionDelta),
83
+ BigNumber.from(borrowProportionDelta),
84
+ BigNumber.from(proportionIdle),
85
+ BigNumber.from(morphoMarketData.reserveFactor),
86
+ );
87
+
88
+ const { newP2PSupplyIndex, newP2PBorrowIndex } = p2pInterestRates.computeP2PIndexes({
89
+ p2pIndexCursor: BigNumber.from(morphoMarketData.p2pIndexCursor),
90
+ lastBorrowIndexes: {
91
+ p2pIndex: BigNumber.from(morphoMarketData.indexes.borrow.p2pIndex),
92
+ poolIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
93
+ },
94
+ lastSupplyIndexes: {
95
+ p2pIndex: BigNumber.from(morphoMarketData.indexes.supply.p2pIndex),
96
+ poolIndex: BigNumber.from(aaveIndexes.liquidityIndex),
97
+ },
98
+ poolSupplyIndex: BigNumber.from(newPoolSupplyIndex),
99
+ poolBorrowIndex: BigNumber.from(newPoolBorrowIndex),
100
+ deltas: {
101
+ borrow: {
102
+ scaledDelta: BigNumber.from(morphoMarketData.deltas.borrow.scaledDelta),
103
+ scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.borrow.scaledP2PTotal),
104
+ },
105
+ supply: {
106
+ scaledDelta: BigNumber.from(morphoMarketData.deltas.supply.scaledDelta),
107
+ scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.supply.scaledP2PTotal),
108
+ },
109
+ },
110
+ reserveFactor: BigNumber.from(morphoMarketData.reserveFactor),
111
+ proportionIdle: BigNumber.from(proportionIdle),
112
+ });
113
+
114
+ return {
115
+ ...loanInfo,
116
+ ...morphoMarketData,
117
+ ...aaveIndexes,
118
+ p2pBorrowAPY: new Dec(apys.p2pBorrowAPY.toString()).div(100).toString(),
119
+ p2pSupplyAPY: new Dec(apys.p2pSupplyAPY.toString()).div(100).toString(),
120
+ morphoBorrowInP2P: assetAmountInEth(morphoAaveMath.indexMul(
121
+ morphoMarketData.deltas.borrow.scaledP2PTotal,
122
+ newP2PBorrowIndex,
123
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
124
+ morphoBorrowOnPool: assetAmountInEth(morphoAaveMath.indexMul(
125
+ morphoMarketData.scaledMorphoBorrowOnPool,
126
+ newPoolBorrowIndex,
127
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
128
+ morphoSupplyInP2P: assetAmountInEth(morphoAaveMath.indexMul(
129
+ morphoMarketData.deltas.supply.scaledP2PTotal,
130
+ newP2PSupplyIndex,
131
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
132
+ morphoSupplyOnPool: assetAmountInEth(morphoAaveMath.indexMul(
133
+ morphoMarketData.isCollateral ? '0' : morphoMarketData.scaledMorphoSupplyOnPool,
134
+ newPoolSupplyIndex,
135
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
136
+ };
137
+ };
138
+
139
+ export const getMorphoAaveV3MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3MarketData> => {
140
+ // @ts-ignore
141
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
142
+
143
+ const _addresses = selectedMarket.assets.map((a: string) => getAssetInfo(ethToWeth(a)).address);
144
+
145
+ const splitStart = Math.floor(_addresses.length / 2);
146
+ const loanInfoCallsToSkip = 2; // skipping getFullTokensInfo calls at the start of multicallArray
147
+
148
+ const AaveV3ViewAddress = getConfigContractAddress('AaveV3View', network);
149
+ const AaveV3ViewAbi = getConfigContractAbi('AaveV3View');
150
+
151
+ const multicallArray = [
152
+ {
153
+ target: AaveV3ViewAddress,
154
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
155
+ params: [selectedMarket.providerAddress, _addresses.slice(0, splitStart)],
156
+ },
157
+ {
158
+ target: AaveV3ViewAddress,
159
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
160
+ params: [selectedMarket.providerAddress, _addresses.slice(splitStart, _addresses.length)],
161
+ },
162
+ ...(_addresses.map((underlyingAddress: string) => (
163
+ [{
164
+ target: lendingPoolContract.options.address,
165
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
166
+ params: [underlyingAddress],
167
+ },
168
+ {
169
+ target: selectedMarket.protocolDataAddress, // TODO: aave refactor add to Aave view
170
+ // @ts-ignore
171
+ abiItem: getAbiItem(getConfigContractAbi(selectedMarket.protocolData), 'getReserveData'),
172
+ params: [underlyingAddress],
173
+ }]
174
+ ))).flat(),
175
+ ];
176
+
177
+ const multicallResponse = await multicall(multicallArray, web3, network);
178
+ const loanInfo = [...multicallResponse[0][0], ...multicallResponse[1][0]];
179
+
180
+ const IVariableDebtTokenAbi = getConfigContractAbi('IVariableDebtToken');
181
+ const IATokenAbi = getConfigContractAbi('IAToken');
182
+
183
+ const scaledBalanceMulticall = [
184
+ ...loanInfo.map((_, i: number) => [
185
+ {
186
+ target: multicallResponse[(2 * i) + loanInfoCallsToSkip][0].variableDebtToken, // TODO: aave refactor add to Aave view
187
+ abiItem: getAbiItem(IVariableDebtTokenAbi, 'scaledBalanceOf'),
188
+ params: [lendingPoolContract.options.address],
189
+ },
190
+ {
191
+ target: loanInfo[i].aTokenAddress, // TODO: aave refactor add to Aave view
192
+ abiItem: getAbiItem(IATokenAbi, 'scaledBalanceOf'),
193
+ params: [lendingPoolContract.options.address],
194
+ },
195
+ ]).flat(),
196
+ ];
197
+
198
+ const [scaledBalanceResponse, morphoRewards] = await Promise.allSettled([
199
+ multicall(scaledBalanceMulticall, web3, network),
200
+ fetch('https://api.morpho.xyz/rewards/emissions'),
201
+ ]);
202
+
203
+ if (scaledBalanceResponse.status !== 'fulfilled') {
204
+ throw new Error('Failed to fetch market data.');
205
+ }
206
+
207
+ const morphoRewardsData = morphoRewards.status === 'fulfilled' ? await morphoRewards.value.json() : null;
208
+
209
+ const assetsData: MorphoAaveV3AssetData[] = await Promise.all(loanInfo.map(async (info, i: number) => {
210
+ const morphoMarketData = {
211
+ ...multicallResponse[(2 * i) + loanInfoCallsToSkip][0],
212
+ scaledMorphoBorrowOnPool: scaledBalanceResponse.value[2 * i][0],
213
+ scaledMorphoSupplyOnPool: scaledBalanceResponse.value[(2 * i) + 1][0],
214
+ };
215
+ const marketData = computeMorphoMarketData(
216
+ info,
217
+ morphoMarketData,
218
+ multicallResponse[(2 * i) + (loanInfoCallsToSkip + 1)],
219
+ );
220
+
221
+ const { symbol, address } = getAssetInfoByAddress(wethToEthByAddress(marketData.underlyingTokenAddress));
222
+
223
+ const data = {
224
+ symbol,
225
+ morphoMarketData,
226
+ hasDelta: new Dec(marketData.p2pSupplyAPY).minus(marketData.p2pBorrowAPY).gte(0.3),
227
+ eModeCategory: +marketData.emodeCategory,
228
+ aTokenAddress: marketData.aTokenAddress,
229
+ underlyingTokenAddress: address,
230
+ price: new Dec(marketData.price.toString()).div(1e8).toString(), // is actually price in USD
231
+
232
+ supplyRate: new Dec(marketData.supplyRate.toString()).div(1e25).toString(),
233
+ supplyRateP2P: marketData.p2pSupplyAPY,
234
+ borrowRate: new Dec(marketData.borrowRateVariable.toString()).div(1e25).toString(),
235
+ borrowRateP2P: marketData.p2pBorrowAPY,
236
+ totalSupply: assetAmountInEth(marketData.totalSupply.toString(), symbol),
237
+ totalBorrow: assetAmountInEth(marketData.totalBorrow.toString(), symbol),
238
+
239
+ totalSupplyP2P: marketData.morphoSupplyInP2P,
240
+ totalSupplyPool: marketData.morphoSupplyOnPool,
241
+ totalBorrowP2P: marketData.morphoBorrowInP2P,
242
+ totalBorrowPool: marketData.morphoBorrowOnPool,
243
+
244
+ supplyCap: marketData.supplyCap,
245
+ borrowCap: marketData.borrowCap,
246
+ usageAsCollateralEnabled: marketData.isCollateral,
247
+ collateralFactor: marketData.isCollateral ? new Dec(marketData.collateralFactor).div(10000).toString() : '0',
248
+ liquidationRatio: new Dec(marketData.liquidationRatio).div(10000).toString(),
249
+ isInactive: !marketData.isActive,
250
+ isFrozen: marketData.isFrozen,
251
+ isPaused: marketData.isPaused,
252
+ canBeBorrowed: !marketData.isFrozen
253
+ && marketData.borrowingEnabled
254
+ && !marketData.pauseStatuses.isBorrowPaused
255
+ && !marketData.pauseStatuses.isDeprecated,
256
+ canBeSupplied: !marketData.isFrozen
257
+ && marketData.isCollateral ? !marketData.pauseStatuses.isSupplyCollateralPaused : !marketData.pauseStatuses.isSupplyPaused
258
+ && !marketData.pauseStatuses.isDeprecated,
259
+ canBeWithdrawn: marketData.isActive
260
+ && !marketData.isPaused
261
+ && marketData.isCollateral ? !marketData.pauseStatuses.isWithdrawCollateralPaused : !marketData.pauseStatuses.isWithdrawPaused,
262
+ canBePayBacked: marketData.isActive && !marketData.isPaused && !marketData.pauseStatuses.isRepayPaused,
263
+ reserveFactor: new Dec(marketData.reserveFactor).toString(),
264
+ pauseStatus: {
265
+ isSupplyPaused: marketData.pauseStatuses.isSupplyPaused,
266
+ isSupplyCollateralPaused: marketData.pauseStatuses.isSupplyCollateralPaused,
267
+ isWithdrawPaused: marketData.pauseStatuses.isWithdrawPaused,
268
+ isWithdrawCollateralPaused: marketData.pauseStatuses.isWithdrawCollateralPaused,
269
+ isRepayPaused: marketData.pauseStatuses.isRepayPaused,
270
+ isBorrowPaused: marketData.pauseStatuses.isBorrowPaused,
271
+ isDeprecated: marketData.pauseStatuses.isDeprecated,
272
+ isP2PDisabled: marketData.pauseStatuses.isP2PDisabled,
273
+ },
274
+ marketLiquidity: assetAmountInEth(new Dec(marketData.totalSupply.toString())
275
+ .sub(marketData.totalBorrow.toString())
276
+ .toString(), symbol),
277
+ utilization: new Dec(marketData.totalBorrow.toString())
278
+ .div(new Dec(marketData.totalSupply.toString()))
279
+ .times(100)
280
+ .toString(),
281
+
282
+ eModeCategoryData: {
283
+ label: marketData.label,
284
+ liquidationBonus: new Dec(marketData.liquidationBonus).div(10000).toString(),
285
+ liquidationRatio: new Dec(marketData.liquidationThreshold).div(10000).toString(),
286
+ collateralFactor: new Dec(marketData.ltv).div(10000).toString(),
287
+ priceSource: marketData.priceSource,
288
+ },
289
+
290
+ incentiveSupplyToken: 'MORPHO',
291
+ incentiveBorrowToken: 'MORPHO',
292
+ incentiveSupplyApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondSupplySide || '0',
293
+ incentiveBorrowApy: morphoRewardsData.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondBorrowSide || '0',
294
+
295
+ totalBorrowVar: '0', // Morpho doesn't have all these, keeping it for compatability
296
+ borrowRateStable: '0',
297
+ disabledStableBorrowing: false,
298
+ isIsolated: false,
299
+ debtCeilingForIsolationMode: '0',
300
+ isSiloed: false,
301
+ isolationModeTotalDebt: '0',
302
+ assetId: null,
303
+ isolationModeBorrowingEnabled: false,
304
+ isFlashLoanEnabled: false,
305
+ };
306
+
307
+ if (symbol === 'wstETH') {
308
+ data.incentiveSupplyApy = await getStETHApr(mainnetWeb3);
309
+ data.incentiveSupplyToken = symbol;
310
+ }
311
+ if (symbol === 'cbETH' && !isLayer2Network(network)) {
312
+ data.incentiveSupplyApy = await getCbETHApr(mainnetWeb3);
313
+ data.incentiveSupplyToken = symbol;
314
+ }
315
+ if (symbol === 'rETH') {
316
+ data.incentiveSupplyApy = await getREthApr(mainnetWeb3);
317
+ data.incentiveSupplyToken = symbol;
318
+ }
319
+ if (data.symbol === 'sDAI') {
320
+ data.incentiveSupplyApy = await getDsrApy(web3, network);
321
+ data.incentiveSupplyToken = 'sDAI';
322
+ }
323
+
324
+ return data;
325
+ }));
326
+
327
+ const payload: MorphoAaveV3AssetsData = {};
328
+ // Sort by market size
329
+ assetsData
330
+ .sort((a, b) => {
331
+ const aMarket = new Dec(a.price).times(a.totalSupply).toString();
332
+ const bMarket = new Dec(b.price).times(b.totalSupply).toString();
333
+
334
+ return new Dec(bMarket).minus(aMarket).toNumber();
335
+ })
336
+ .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
337
+ payload[assetData.symbol] = { ...assetData, sortIndex: i };
338
+ });
339
+
340
+ return { assetsData: payload };
341
+ };
342
+
343
+ export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
344
+ let balances: PositionBalances = {
345
+ collateral: {},
346
+ debt: {},
347
+ };
348
+
349
+ if (!address) {
350
+ return balances;
351
+ }
352
+
353
+ const selectedMarket = MORPHO_AAVE_V3_ETH(network);
354
+ // @ts-ignore
355
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
356
+ // @ts-ignore
357
+ const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
358
+
359
+ const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
360
+ const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
361
+ const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
362
+
363
+ const multicallArray = [
364
+ ...(_addresses.map((underlyingAddress: string) => ([
365
+ {
366
+ target: lendingPoolContract.options.address,
367
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
368
+ params: [underlyingAddress],
369
+ },
370
+ {
371
+ target: lendingPoolContract.options.address,
372
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
373
+ params: [underlyingAddress, address],
374
+ },
375
+ {
376
+ target: lendingPoolContract.options.address,
377
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
378
+ params: [underlyingAddress, address],
379
+ },
380
+ {
381
+ target: lendingPoolContract.options.address,
382
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
383
+ params: [underlyingAddress, address],
384
+ },
385
+ {
386
+ target: lendingPoolContract.options.address,
387
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
388
+ params: [underlyingAddress, address],
389
+ },
390
+ {
391
+ target: lendingPoolContract.options.address,
392
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
393
+ params: [underlyingAddress, address],
394
+ },
395
+ ]))).flat(),
396
+ ];
397
+
398
+ const multicallResponse = await multicall(multicallArray, web3, network, block);
399
+
400
+ const numberOfMultiCalls = 6;
401
+
402
+ _addresses.forEach((underlyingAddr: string, i: number) => {
403
+ const currentMulticallIndex = numberOfMultiCalls * i;
404
+ const morphoMarketData = multicallResponse[currentMulticallIndex][0];
405
+ const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
406
+ const { symbol } = getAssetInfoByAddress(assetAddr, network);
407
+
408
+ const suppliedP2P = morphoAaveMath.indexMul(
409
+ multicallResponse[currentMulticallIndex + 1][0],
410
+ morphoMarketData.indexes.supply.p2pIndex,
411
+ ).toString();
412
+ const suppliedPool = morphoAaveMath.indexMul(
413
+ multicallResponse[currentMulticallIndex + 2][0],
414
+ morphoMarketData.indexes.supply.poolIndex,
415
+ ).toString();
416
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
417
+ const suppliedCollateral = morphoAaveMath.indexMul(
418
+ multicallResponse[currentMulticallIndex + 3][0],
419
+ morphoMarketData.indexes.supply.poolIndex,
420
+ ).toString();
421
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
422
+
423
+ const borrowedP2P = morphoAaveMath.indexMul(
424
+ multicallResponse[currentMulticallIndex + 4][0],
425
+ morphoMarketData.indexes.borrow.p2pIndex,
426
+ ).toString();
427
+ const borrowedPool = morphoAaveMath.indexMul(
428
+ multicallResponse[currentMulticallIndex + 5][0],
429
+ morphoMarketData.indexes.borrow.poolIndex,
430
+ ).toString();
431
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
432
+
433
+ balances = {
434
+ collateral: {
435
+ ...balances.collateral,
436
+ [addressMapping ? assetAddr : symbol]: supplied,
437
+ },
438
+ debt: {
439
+ ...balances.debt,
440
+ [addressMapping ? assetAddr : symbol]: borrowed,
441
+ },
442
+ };
443
+ });
444
+
445
+ return balances;
446
+ };
447
+
448
+ export const getMorphoAaveV3AccountData = async (
449
+ web3: Web3,
450
+ network: NetworkNumber,
451
+ address: string,
452
+ assetsData: MorphoAaveV3AssetsData,
453
+ delegator: string,
454
+ selectedMarket: MorphoAaveV3MarketInfo,
455
+ ): Promise<MorphoAaveV3PositionData> => {
456
+ if (!address) {
457
+ throw new Error('No address provided.');
458
+ }
459
+ const eModeCategory = 1; // TODO: morpho v3 pass as arg
460
+
461
+ let payload: MorphoAaveV3PositionData = {
462
+ ...EMPTY_AAVE_DATA,
463
+ usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
464
+ eModeCategory,
465
+ minRatio: '100',
466
+ lastUpdated: Date.now(),
467
+ };
468
+
469
+ // @ts-ignore
470
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
471
+
472
+ const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
473
+ ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
474
+ : null;
475
+ payload.approvedManager = isManagedBy ? delegator : '';
476
+
477
+ const markets = Object.values(assetsData);
478
+ // @ts-ignore
479
+ const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
480
+
481
+ const multicallArray = [
482
+ ...(marketAddresses.map((marketAddr) => [
483
+ {
484
+ target: lendingPoolContract.options.address,
485
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
486
+ params: [marketAddr, address],
487
+ },
488
+ {
489
+ target: lendingPoolContract.options.address,
490
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
491
+ params: [marketAddr, address],
492
+ },
493
+ {
494
+ target: lendingPoolContract.options.address,
495
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
496
+ params: [marketAddr, address],
497
+ },
498
+ {
499
+ target: lendingPoolContract.options.address,
500
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
501
+ params: [marketAddr, address],
502
+ },
503
+ {
504
+ target: lendingPoolContract.options.address,
505
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
506
+ params: [marketAddr, address],
507
+ },
508
+ ]).flat()),
509
+ ];
510
+
511
+ const multicallResponse = await multicall(multicallArray, web3, network);
512
+
513
+ markets.forEach((market: any, i: number) => {
514
+ const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
515
+ const assetAavePrice = assetsData[symbol].price;
516
+
517
+ const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
518
+ multicallResponse[i * 5][0],
519
+ market.morphoMarketData.indexes.supply.p2pIndex,
520
+ ), symbol);
521
+ const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
522
+ multicallResponse[(i * 5) + 1][0],
523
+ market.morphoMarketData.indexes.supply.poolIndex,
524
+ ), symbol);
525
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
526
+ const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
527
+ multicallResponse[(i * 5) + 2][0],
528
+ market.morphoMarketData.indexes.supply.poolIndex,
529
+ ), symbol);
530
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
531
+ const suppliedMatched = new Dec(suppliedTotal).eq(0)
532
+ ? '0'
533
+ : morphoAaveMath.percentDiv(
534
+ assetAmountInWei(suppliedP2P, symbol),
535
+ assetAmountInWei(suppliedTotal, symbol),
536
+ ).div(100).toString();
537
+
538
+ const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
539
+ multicallResponse[(i * 5) + 3][0],
540
+ market.morphoMarketData.indexes.borrow.p2pIndex,
541
+ ), symbol);
542
+ const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
543
+ multicallResponse[(i * 5) + 4][0],
544
+ market.morphoMarketData.indexes.borrow.poolIndex,
545
+ ), symbol);
546
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
547
+ const borrowedMatched = new Dec(borrowed).eq(0)
548
+ ? '0'
549
+ : morphoAaveMath.percentDiv(
550
+ assetAmountInWei(borrowedP2P, symbol),
551
+ assetAmountInWei(borrowed, symbol),
552
+ ).div(100).toString();
553
+
554
+ const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
555
+ .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
556
+ const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
557
+ .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
558
+
559
+ if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
560
+ payload.usedAssets[symbol] = {
561
+ symbol,
562
+ eModeCategory: market.eModeCategory,
563
+ supplied,
564
+ suppliedP2P,
565
+ suppliedPool,
566
+ suppliedMatched,
567
+ borrowed,
568
+ borrowedP2P,
569
+ borrowedPool,
570
+ borrowedMatched,
571
+ supplyRate,
572
+ borrowRate,
573
+ suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
574
+ suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
575
+ suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
576
+ borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
577
+ borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
578
+ borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
579
+ borrowedVariable: borrowed,
580
+ borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
581
+ collateral: new Dec(suppliedCollateral).gt(0),
582
+ isSupplied: new Dec(supplied).gt(0),
583
+ isBorrowed: new Dec(borrowed).gt(0),
584
+ // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
585
+ // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
586
+ limit: '0',
587
+
588
+ interestMode: '', // Morpho doesn't have all these, keeping it for compatability
589
+ stableBorrowRate: '0',
590
+ borrowedStable: '0',
591
+ borrowedUsdStable: '0',
592
+ stableLimit: '0',
593
+ variableLimit: '0',
594
+ };
595
+ }
596
+ });
597
+
598
+ payload = {
599
+ ...payload,
600
+ ...aaveAnyGetAggregatedPositionData({
601
+ usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket,
602
+ }),
603
+ };
604
+
605
+ // Calculate borrow limits per asset
606
+ Object.values(payload.usedAssets).forEach((item) => {
607
+ if (item.isBorrowed) {
608
+ // eslint-disable-next-line no-param-reassign
609
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
610
+ }
611
+ });
612
+
613
+ return payload;
614
+ };
615
+
616
+ export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
617
+ const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
618
+ const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, delegator, market);
619
+ return positionData;
620
620
  };