@defisaver/positions-sdk 0.0.98 → 0.0.100

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 (80) hide show
  1. package/README.md +63 -63
  2. package/cjs/config/contracts.d.ts +361 -15
  3. package/cjs/config/contracts.js +37 -15
  4. package/cjs/helpers/morphoBlueHelpers/index.d.ts +9 -2
  5. package/cjs/helpers/morphoBlueHelpers/index.js +66 -1
  6. package/cjs/maker/index.js +1 -1
  7. package/cjs/morphoBlue/index.js +4 -27
  8. package/cjs/types/contracts/generated/AaveV3View.d.ts +29 -2
  9. package/cjs/types/contracts/generated/MorphoBlueView.d.ts +61 -0
  10. package/cjs/types/contracts/generated/SparkView.d.ts +29 -2
  11. package/esm/config/contracts.d.ts +361 -15
  12. package/esm/config/contracts.js +37 -15
  13. package/esm/helpers/morphoBlueHelpers/index.d.ts +9 -2
  14. package/esm/helpers/morphoBlueHelpers/index.js +62 -0
  15. package/esm/maker/index.js +1 -1
  16. package/esm/morphoBlue/index.js +4 -27
  17. package/esm/types/contracts/generated/AaveV3View.d.ts +29 -2
  18. package/esm/types/contracts/generated/MorphoBlueView.d.ts +61 -0
  19. package/esm/types/contracts/generated/SparkView.d.ts +29 -2
  20. package/package.json +41 -40
  21. package/src/aaveV2/index.ts +227 -227
  22. package/src/aaveV3/index.ts +558 -558
  23. package/src/assets/index.ts +60 -60
  24. package/src/chickenBonds/index.ts +123 -123
  25. package/src/compoundV2/index.ts +219 -219
  26. package/src/compoundV3/index.ts +266 -266
  27. package/src/config/contracts.js +871 -848
  28. package/src/constants/index.ts +5 -5
  29. package/src/contracts.ts +128 -128
  30. package/src/curveUsd/index.ts +229 -229
  31. package/src/exchange/index.ts +17 -17
  32. package/src/helpers/aaveHelpers/index.ts +134 -134
  33. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  34. package/src/helpers/compoundHelpers/index.ts +181 -181
  35. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  36. package/src/helpers/index.ts +7 -7
  37. package/src/helpers/llamaLendHelpers/index.ts +45 -45
  38. package/src/helpers/makerHelpers/index.ts +94 -94
  39. package/src/helpers/morphoBlueHelpers/index.ts +117 -56
  40. package/src/helpers/sparkHelpers/index.ts +106 -106
  41. package/src/index.ts +46 -46
  42. package/src/liquity/index.ts +116 -116
  43. package/src/llamaLend/index.ts +268 -268
  44. package/src/maker/index.ts +117 -117
  45. package/src/markets/aave/index.ts +80 -80
  46. package/src/markets/aave/marketAssets.ts +24 -24
  47. package/src/markets/compound/index.ts +142 -142
  48. package/src/markets/compound/marketsAssets.ts +50 -50
  49. package/src/markets/curveUsd/index.ts +69 -69
  50. package/src/markets/index.ts +5 -5
  51. package/src/markets/llamaLend/contractAddresses.ts +95 -95
  52. package/src/markets/llamaLend/index.ts +150 -150
  53. package/src/markets/morphoBlue/index.ts +611 -611
  54. package/src/markets/spark/index.ts +29 -29
  55. package/src/markets/spark/marketAssets.ts +10 -10
  56. package/src/moneymarket/moneymarketCommonService.ts +76 -76
  57. package/src/morphoAaveV2/index.ts +256 -256
  58. package/src/morphoAaveV3/index.ts +612 -612
  59. package/src/morphoBlue/index.ts +171 -199
  60. package/src/multicall/index.ts +22 -22
  61. package/src/services/dsrService.ts +15 -15
  62. package/src/services/priceService.ts +21 -21
  63. package/src/services/utils.ts +51 -51
  64. package/src/setup.ts +8 -8
  65. package/src/spark/index.ts +424 -424
  66. package/src/staking/staking.ts +187 -187
  67. package/src/types/aave.ts +256 -256
  68. package/src/types/chickenBonds.ts +45 -45
  69. package/src/types/common.ts +84 -84
  70. package/src/types/compound.ts +128 -128
  71. package/src/types/contracts/generated/AaveV3View.ts +43 -3
  72. package/src/types/contracts/generated/MorphoBlueView.ts +87 -0
  73. package/src/types/contracts/generated/SparkView.ts +43 -3
  74. package/src/types/curveUsd.ts +118 -118
  75. package/src/types/index.ts +8 -8
  76. package/src/types/liquity.ts +30 -30
  77. package/src/types/llamaLend.ts +143 -143
  78. package/src/types/maker.ts +50 -50
  79. package/src/types/morphoBlue.ts +139 -139
  80. package/src/types/spark.ts +106 -106
@@ -1,612 +1,612 @@
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 { getStakingApy, STAKING_ASSETS} from '../staking';
23
- import {
24
- MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
25
- } from '../types';
26
- import { getDsrApy } from '../services/dsrService';
27
- import { aprToApy, 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: aprToApy(new Dec(marketData.supplyRate.toString()).div(1e25).toString()),
233
- supplyRateP2P: marketData.p2pSupplyAPY,
234
- borrowRate: aprToApy(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 (STAKING_ASSETS.includes(data.symbol)) {
308
- data.incentiveSupplyApy = await getStakingApy(data.symbol, mainnetWeb3);
309
- data.incentiveSupplyToken = data.symbol;
310
- }
311
- if (data.symbol === 'sDAI') {
312
- data.incentiveSupplyApy = await getDsrApy(web3, network);
313
- data.incentiveSupplyToken = 'sDAI';
314
- }
315
-
316
- return data;
317
- }));
318
-
319
- const payload: MorphoAaveV3AssetsData = {};
320
- // Sort by market size
321
- assetsData
322
- .sort((a, b) => {
323
- const aMarket = new Dec(a.price).times(a.totalSupply).toString();
324
- const bMarket = new Dec(b.price).times(b.totalSupply).toString();
325
-
326
- return new Dec(bMarket).minus(aMarket).toNumber();
327
- })
328
- .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
329
- payload[assetData.symbol] = { ...assetData, sortIndex: i };
330
- });
331
-
332
- return { assetsData: payload };
333
- };
334
-
335
- export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
336
- let balances: PositionBalances = {
337
- collateral: {},
338
- debt: {},
339
- };
340
-
341
- if (!address) {
342
- return balances;
343
- }
344
-
345
- const selectedMarket = MORPHO_AAVE_V3_ETH(network);
346
- // @ts-ignore
347
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
348
- // @ts-ignore
349
- const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
350
-
351
- const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
352
- const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
353
- const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
354
-
355
- const multicallArray = [
356
- ...(_addresses.map((underlyingAddress: string) => ([
357
- {
358
- target: lendingPoolContract.options.address,
359
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
360
- params: [underlyingAddress],
361
- },
362
- {
363
- target: lendingPoolContract.options.address,
364
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
365
- params: [underlyingAddress, address],
366
- },
367
- {
368
- target: lendingPoolContract.options.address,
369
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
370
- params: [underlyingAddress, address],
371
- },
372
- {
373
- target: lendingPoolContract.options.address,
374
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
375
- params: [underlyingAddress, address],
376
- },
377
- {
378
- target: lendingPoolContract.options.address,
379
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
380
- params: [underlyingAddress, address],
381
- },
382
- {
383
- target: lendingPoolContract.options.address,
384
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
385
- params: [underlyingAddress, address],
386
- },
387
- ]))).flat(),
388
- ];
389
-
390
- const multicallResponse = await multicall(multicallArray, web3, network, block);
391
-
392
- const numberOfMultiCalls = 6;
393
-
394
- _addresses.forEach((underlyingAddr: string, i: number) => {
395
- const currentMulticallIndex = numberOfMultiCalls * i;
396
- const morphoMarketData = multicallResponse[currentMulticallIndex][0];
397
- const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
398
- const { symbol } = getAssetInfoByAddress(assetAddr, network);
399
-
400
- const suppliedP2P = morphoAaveMath.indexMul(
401
- multicallResponse[currentMulticallIndex + 1][0],
402
- morphoMarketData.indexes.supply.p2pIndex,
403
- ).toString();
404
- const suppliedPool = morphoAaveMath.indexMul(
405
- multicallResponse[currentMulticallIndex + 2][0],
406
- morphoMarketData.indexes.supply.poolIndex,
407
- ).toString();
408
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
409
- const suppliedCollateral = morphoAaveMath.indexMul(
410
- multicallResponse[currentMulticallIndex + 3][0],
411
- morphoMarketData.indexes.supply.poolIndex,
412
- ).toString();
413
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
414
-
415
- const borrowedP2P = morphoAaveMath.indexMul(
416
- multicallResponse[currentMulticallIndex + 4][0],
417
- morphoMarketData.indexes.borrow.p2pIndex,
418
- ).toString();
419
- const borrowedPool = morphoAaveMath.indexMul(
420
- multicallResponse[currentMulticallIndex + 5][0],
421
- morphoMarketData.indexes.borrow.poolIndex,
422
- ).toString();
423
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
424
-
425
- balances = {
426
- collateral: {
427
- ...balances.collateral,
428
- [addressMapping ? assetAddr : symbol]: supplied,
429
- },
430
- debt: {
431
- ...balances.debt,
432
- [addressMapping ? assetAddr : symbol]: borrowed,
433
- },
434
- };
435
- });
436
-
437
- return balances;
438
- };
439
-
440
- export const getMorphoAaveV3AccountData = async (
441
- web3: Web3,
442
- network: NetworkNumber,
443
- address: string,
444
- assetsData: MorphoAaveV3AssetsData,
445
- delegator: string,
446
- selectedMarket: MorphoAaveV3MarketInfo,
447
- ): Promise<MorphoAaveV3PositionData> => {
448
- if (!address) {
449
- throw new Error('No address provided.');
450
- }
451
- const eModeCategory = 1; // TODO: morpho v3 pass as arg
452
-
453
- let payload: MorphoAaveV3PositionData = {
454
- ...EMPTY_AAVE_DATA,
455
- usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
456
- eModeCategory,
457
- minRatio: '100',
458
- lastUpdated: Date.now(),
459
- };
460
-
461
- // @ts-ignore
462
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
463
-
464
- const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
465
- ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
466
- : null;
467
- payload.approvedManager = isManagedBy ? delegator : '';
468
-
469
- const markets = Object.values(assetsData);
470
- // @ts-ignore
471
- const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
472
-
473
- const multicallArray = [
474
- ...(marketAddresses.map((marketAddr) => [
475
- {
476
- target: lendingPoolContract.options.address,
477
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
478
- params: [marketAddr, address],
479
- },
480
- {
481
- target: lendingPoolContract.options.address,
482
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
483
- params: [marketAddr, address],
484
- },
485
- {
486
- target: lendingPoolContract.options.address,
487
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
488
- params: [marketAddr, address],
489
- },
490
- {
491
- target: lendingPoolContract.options.address,
492
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
493
- params: [marketAddr, address],
494
- },
495
- {
496
- target: lendingPoolContract.options.address,
497
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
498
- params: [marketAddr, address],
499
- },
500
- ]).flat()),
501
- ];
502
-
503
- const multicallResponse = await multicall(multicallArray, web3, network);
504
-
505
- markets.forEach((market: any, i: number) => {
506
- const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
507
- const assetAavePrice = assetsData[symbol].price;
508
-
509
- const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
510
- multicallResponse[i * 5][0],
511
- market.morphoMarketData.indexes.supply.p2pIndex,
512
- ), symbol);
513
- const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
514
- multicallResponse[(i * 5) + 1][0],
515
- market.morphoMarketData.indexes.supply.poolIndex,
516
- ), symbol);
517
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
518
- const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
519
- multicallResponse[(i * 5) + 2][0],
520
- market.morphoMarketData.indexes.supply.poolIndex,
521
- ), symbol);
522
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
523
- const suppliedMatched = new Dec(suppliedTotal).eq(0)
524
- ? '0'
525
- : morphoAaveMath.percentDiv(
526
- assetAmountInWei(suppliedP2P, symbol),
527
- assetAmountInWei(suppliedTotal, symbol),
528
- ).div(100).toString();
529
-
530
- const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
531
- multicallResponse[(i * 5) + 3][0],
532
- market.morphoMarketData.indexes.borrow.p2pIndex,
533
- ), symbol);
534
- const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
535
- multicallResponse[(i * 5) + 4][0],
536
- market.morphoMarketData.indexes.borrow.poolIndex,
537
- ), symbol);
538
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
539
- const borrowedMatched = new Dec(borrowed).eq(0)
540
- ? '0'
541
- : morphoAaveMath.percentDiv(
542
- assetAmountInWei(borrowedP2P, symbol),
543
- assetAmountInWei(borrowed, symbol),
544
- ).div(100).toString();
545
-
546
- const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
547
- .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
548
- const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
549
- .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
550
-
551
- if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
552
- payload.usedAssets[symbol] = {
553
- symbol,
554
- eModeCategory: market.eModeCategory,
555
- supplied,
556
- suppliedP2P,
557
- suppliedPool,
558
- suppliedMatched,
559
- borrowed,
560
- borrowedP2P,
561
- borrowedPool,
562
- borrowedMatched,
563
- supplyRate,
564
- borrowRate,
565
- suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
566
- suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
567
- suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
568
- borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
569
- borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
570
- borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
571
- borrowedVariable: borrowed,
572
- borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
573
- collateral: new Dec(suppliedCollateral).gt(0),
574
- isSupplied: new Dec(supplied).gt(0),
575
- isBorrowed: new Dec(borrowed).gt(0),
576
- // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
577
- // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
578
- limit: '0',
579
-
580
- interestMode: '', // Morpho doesn't have all these, keeping it for compatability
581
- stableBorrowRate: '0',
582
- borrowedStable: '0',
583
- borrowedUsdStable: '0',
584
- stableLimit: '0',
585
- variableLimit: '0',
586
- };
587
- }
588
- });
589
-
590
- payload = {
591
- ...payload,
592
- ...aaveAnyGetAggregatedPositionData({
593
- usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket,
594
- }),
595
- };
596
-
597
- // Calculate borrow limits per asset
598
- Object.values(payload.usedAssets).forEach((item) => {
599
- if (item.isBorrowed) {
600
- // eslint-disable-next-line no-param-reassign
601
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
602
- }
603
- });
604
-
605
- return payload;
606
- };
607
-
608
- export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
609
- const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
610
- const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, delegator, market);
611
- return positionData;
612
- };
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 { getStakingApy, STAKING_ASSETS } from '../staking';
23
+ import {
24
+ MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
25
+ } from '../types';
26
+ import { getDsrApy } from '../services/dsrService';
27
+ import { aprToApy, 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: aprToApy(new Dec(marketData.supplyRate.toString()).div(1e25).toString()),
233
+ supplyRateP2P: marketData.p2pSupplyAPY,
234
+ borrowRate: aprToApy(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 (STAKING_ASSETS.includes(data.symbol)) {
308
+ data.incentiveSupplyApy = await getStakingApy(data.symbol, mainnetWeb3);
309
+ data.incentiveSupplyToken = data.symbol;
310
+ }
311
+ if (data.symbol === 'sDAI') {
312
+ data.incentiveSupplyApy = await getDsrApy(web3, network);
313
+ data.incentiveSupplyToken = 'sDAI';
314
+ }
315
+
316
+ return data;
317
+ }));
318
+
319
+ const payload: MorphoAaveV3AssetsData = {};
320
+ // Sort by market size
321
+ assetsData
322
+ .sort((a, b) => {
323
+ const aMarket = new Dec(a.price).times(a.totalSupply).toString();
324
+ const bMarket = new Dec(b.price).times(b.totalSupply).toString();
325
+
326
+ return new Dec(bMarket).minus(aMarket).toNumber();
327
+ })
328
+ .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
329
+ payload[assetData.symbol] = { ...assetData, sortIndex: i };
330
+ });
331
+
332
+ return { assetsData: payload };
333
+ };
334
+
335
+ export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
336
+ let balances: PositionBalances = {
337
+ collateral: {},
338
+ debt: {},
339
+ };
340
+
341
+ if (!address) {
342
+ return balances;
343
+ }
344
+
345
+ const selectedMarket = MORPHO_AAVE_V3_ETH(network);
346
+ // @ts-ignore
347
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
348
+ // @ts-ignore
349
+ const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
350
+
351
+ const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
352
+ const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
353
+ const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
354
+
355
+ const multicallArray = [
356
+ ...(_addresses.map((underlyingAddress: string) => ([
357
+ {
358
+ target: lendingPoolContract.options.address,
359
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
360
+ params: [underlyingAddress],
361
+ },
362
+ {
363
+ target: lendingPoolContract.options.address,
364
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
365
+ params: [underlyingAddress, address],
366
+ },
367
+ {
368
+ target: lendingPoolContract.options.address,
369
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
370
+ params: [underlyingAddress, address],
371
+ },
372
+ {
373
+ target: lendingPoolContract.options.address,
374
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
375
+ params: [underlyingAddress, address],
376
+ },
377
+ {
378
+ target: lendingPoolContract.options.address,
379
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
380
+ params: [underlyingAddress, address],
381
+ },
382
+ {
383
+ target: lendingPoolContract.options.address,
384
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
385
+ params: [underlyingAddress, address],
386
+ },
387
+ ]))).flat(),
388
+ ];
389
+
390
+ const multicallResponse = await multicall(multicallArray, web3, network, block);
391
+
392
+ const numberOfMultiCalls = 6;
393
+
394
+ _addresses.forEach((underlyingAddr: string, i: number) => {
395
+ const currentMulticallIndex = numberOfMultiCalls * i;
396
+ const morphoMarketData = multicallResponse[currentMulticallIndex][0];
397
+ const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
398
+ const { symbol } = getAssetInfoByAddress(assetAddr, network);
399
+
400
+ const suppliedP2P = morphoAaveMath.indexMul(
401
+ multicallResponse[currentMulticallIndex + 1][0],
402
+ morphoMarketData.indexes.supply.p2pIndex,
403
+ ).toString();
404
+ const suppliedPool = morphoAaveMath.indexMul(
405
+ multicallResponse[currentMulticallIndex + 2][0],
406
+ morphoMarketData.indexes.supply.poolIndex,
407
+ ).toString();
408
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
409
+ const suppliedCollateral = morphoAaveMath.indexMul(
410
+ multicallResponse[currentMulticallIndex + 3][0],
411
+ morphoMarketData.indexes.supply.poolIndex,
412
+ ).toString();
413
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
414
+
415
+ const borrowedP2P = morphoAaveMath.indexMul(
416
+ multicallResponse[currentMulticallIndex + 4][0],
417
+ morphoMarketData.indexes.borrow.p2pIndex,
418
+ ).toString();
419
+ const borrowedPool = morphoAaveMath.indexMul(
420
+ multicallResponse[currentMulticallIndex + 5][0],
421
+ morphoMarketData.indexes.borrow.poolIndex,
422
+ ).toString();
423
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
424
+
425
+ balances = {
426
+ collateral: {
427
+ ...balances.collateral,
428
+ [addressMapping ? assetAddr : symbol]: supplied,
429
+ },
430
+ debt: {
431
+ ...balances.debt,
432
+ [addressMapping ? assetAddr : symbol]: borrowed,
433
+ },
434
+ };
435
+ });
436
+
437
+ return balances;
438
+ };
439
+
440
+ export const getMorphoAaveV3AccountData = async (
441
+ web3: Web3,
442
+ network: NetworkNumber,
443
+ address: string,
444
+ assetsData: MorphoAaveV3AssetsData,
445
+ delegator: string,
446
+ selectedMarket: MorphoAaveV3MarketInfo,
447
+ ): Promise<MorphoAaveV3PositionData> => {
448
+ if (!address) {
449
+ throw new Error('No address provided.');
450
+ }
451
+ const eModeCategory = 1; // TODO: morpho v3 pass as arg
452
+
453
+ let payload: MorphoAaveV3PositionData = {
454
+ ...EMPTY_AAVE_DATA,
455
+ usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
456
+ eModeCategory,
457
+ minRatio: '100',
458
+ lastUpdated: Date.now(),
459
+ };
460
+
461
+ // @ts-ignore
462
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
463
+
464
+ const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
465
+ ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
466
+ : null;
467
+ payload.approvedManager = isManagedBy ? delegator : '';
468
+
469
+ const markets = Object.values(assetsData);
470
+ // @ts-ignore
471
+ const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
472
+
473
+ const multicallArray = [
474
+ ...(marketAddresses.map((marketAddr) => [
475
+ {
476
+ target: lendingPoolContract.options.address,
477
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
478
+ params: [marketAddr, address],
479
+ },
480
+ {
481
+ target: lendingPoolContract.options.address,
482
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
483
+ params: [marketAddr, address],
484
+ },
485
+ {
486
+ target: lendingPoolContract.options.address,
487
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
488
+ params: [marketAddr, address],
489
+ },
490
+ {
491
+ target: lendingPoolContract.options.address,
492
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
493
+ params: [marketAddr, address],
494
+ },
495
+ {
496
+ target: lendingPoolContract.options.address,
497
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
498
+ params: [marketAddr, address],
499
+ },
500
+ ]).flat()),
501
+ ];
502
+
503
+ const multicallResponse = await multicall(multicallArray, web3, network);
504
+
505
+ markets.forEach((market: any, i: number) => {
506
+ const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
507
+ const assetAavePrice = assetsData[symbol].price;
508
+
509
+ const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
510
+ multicallResponse[i * 5][0],
511
+ market.morphoMarketData.indexes.supply.p2pIndex,
512
+ ), symbol);
513
+ const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
514
+ multicallResponse[(i * 5) + 1][0],
515
+ market.morphoMarketData.indexes.supply.poolIndex,
516
+ ), symbol);
517
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
518
+ const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
519
+ multicallResponse[(i * 5) + 2][0],
520
+ market.morphoMarketData.indexes.supply.poolIndex,
521
+ ), symbol);
522
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
523
+ const suppliedMatched = new Dec(suppliedTotal).eq(0)
524
+ ? '0'
525
+ : morphoAaveMath.percentDiv(
526
+ assetAmountInWei(suppliedP2P, symbol),
527
+ assetAmountInWei(suppliedTotal, symbol),
528
+ ).div(100).toString();
529
+
530
+ const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
531
+ multicallResponse[(i * 5) + 3][0],
532
+ market.morphoMarketData.indexes.borrow.p2pIndex,
533
+ ), symbol);
534
+ const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
535
+ multicallResponse[(i * 5) + 4][0],
536
+ market.morphoMarketData.indexes.borrow.poolIndex,
537
+ ), symbol);
538
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
539
+ const borrowedMatched = new Dec(borrowed).eq(0)
540
+ ? '0'
541
+ : morphoAaveMath.percentDiv(
542
+ assetAmountInWei(borrowedP2P, symbol),
543
+ assetAmountInWei(borrowed, symbol),
544
+ ).div(100).toString();
545
+
546
+ const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
547
+ .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
548
+ const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
549
+ .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
550
+
551
+ if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
552
+ payload.usedAssets[symbol] = {
553
+ symbol,
554
+ eModeCategory: market.eModeCategory,
555
+ supplied,
556
+ suppliedP2P,
557
+ suppliedPool,
558
+ suppliedMatched,
559
+ borrowed,
560
+ borrowedP2P,
561
+ borrowedPool,
562
+ borrowedMatched,
563
+ supplyRate,
564
+ borrowRate,
565
+ suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
566
+ suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
567
+ suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
568
+ borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
569
+ borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
570
+ borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
571
+ borrowedVariable: borrowed,
572
+ borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
573
+ collateral: new Dec(suppliedCollateral).gt(0),
574
+ isSupplied: new Dec(supplied).gt(0),
575
+ isBorrowed: new Dec(borrowed).gt(0),
576
+ // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
577
+ // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
578
+ limit: '0',
579
+
580
+ interestMode: '', // Morpho doesn't have all these, keeping it for compatability
581
+ stableBorrowRate: '0',
582
+ borrowedStable: '0',
583
+ borrowedUsdStable: '0',
584
+ stableLimit: '0',
585
+ variableLimit: '0',
586
+ };
587
+ }
588
+ });
589
+
590
+ payload = {
591
+ ...payload,
592
+ ...aaveAnyGetAggregatedPositionData({
593
+ usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket,
594
+ }),
595
+ };
596
+
597
+ // Calculate borrow limits per asset
598
+ Object.values(payload.usedAssets).forEach((item) => {
599
+ if (item.isBorrowed) {
600
+ // eslint-disable-next-line no-param-reassign
601
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
602
+ }
603
+ });
604
+
605
+ return payload;
606
+ };
607
+
608
+ export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
609
+ const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
610
+ const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, delegator, market);
611
+ return positionData;
612
+ };