@defisaver/positions-sdk 1.0.10 → 1.0.11-fluid-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 (111) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/config/contracts.d.ts +113 -49
  5. package/cjs/config/contracts.js +10 -2
  6. package/cjs/contracts.d.ts +1 -0
  7. package/cjs/contracts.js +2 -1
  8. package/cjs/fluid/index.d.ts +2 -0
  9. package/cjs/fluid/index.js +636 -13
  10. package/cjs/helpers/fluidHelpers/index.d.ts +59 -2
  11. package/cjs/helpers/fluidHelpers/index.js +142 -4
  12. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  13. package/cjs/markets/aave/marketAssets.js +3 -1
  14. package/cjs/markets/fluid/index.js +276 -245
  15. package/cjs/services/priceService.d.ts +23 -0
  16. package/cjs/services/priceService.js +44 -5
  17. package/cjs/types/contracts/generated/FluidView.d.ts +220 -3
  18. package/cjs/types/contracts/generated/WeETHPriceFeed.d.ts +135 -0
  19. package/cjs/types/contracts/generated/WeETHPriceFeed.js +5 -0
  20. package/cjs/types/contracts/generated/index.d.ts +1 -0
  21. package/cjs/types/fluid.d.ts +39 -10
  22. package/esm/config/contracts.d.ts +113 -49
  23. package/esm/config/contracts.js +10 -2
  24. package/esm/contracts.d.ts +1 -0
  25. package/esm/contracts.js +1 -0
  26. package/esm/fluid/index.d.ts +2 -0
  27. package/esm/fluid/index.js +639 -16
  28. package/esm/helpers/fluidHelpers/index.d.ts +59 -2
  29. package/esm/helpers/fluidHelpers/index.js +137 -3
  30. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  31. package/esm/markets/aave/marketAssets.js +3 -1
  32. package/esm/markets/fluid/index.js +276 -245
  33. package/esm/services/priceService.d.ts +23 -0
  34. package/esm/services/priceService.js +40 -5
  35. package/esm/types/contracts/generated/FluidView.d.ts +220 -3
  36. package/esm/types/contracts/generated/WeETHPriceFeed.d.ts +135 -0
  37. package/esm/types/contracts/generated/WeETHPriceFeed.js +4 -0
  38. package/esm/types/contracts/generated/index.d.ts +1 -0
  39. package/esm/types/fluid.d.ts +39 -10
  40. package/package.json +54 -54
  41. package/src/aaveV2/index.ts +227 -227
  42. package/src/aaveV3/index.ts +624 -624
  43. package/src/assets/index.ts +60 -60
  44. package/src/chickenBonds/index.ts +123 -123
  45. package/src/compoundV2/index.ts +220 -220
  46. package/src/compoundV3/index.ts +291 -291
  47. package/src/config/contracts.js +1155 -1147
  48. package/src/constants/index.ts +6 -6
  49. package/src/contracts.ts +135 -134
  50. package/src/curveUsd/index.ts +239 -239
  51. package/src/eulerV2/index.ts +303 -303
  52. package/src/exchange/index.ts +17 -17
  53. package/src/fluid/index.ts +1216 -354
  54. package/src/helpers/aaveHelpers/index.ts +203 -203
  55. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  56. package/src/helpers/compoundHelpers/index.ts +248 -248
  57. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  58. package/src/helpers/eulerHelpers/index.ts +234 -234
  59. package/src/helpers/fluidHelpers/index.ts +295 -57
  60. package/src/helpers/index.ts +11 -11
  61. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  62. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  63. package/src/helpers/makerHelpers/index.ts +94 -94
  64. package/src/helpers/morphoBlueHelpers/index.ts +367 -367
  65. package/src/helpers/sparkHelpers/index.ts +154 -154
  66. package/src/index.ts +52 -52
  67. package/src/liquity/index.ts +116 -116
  68. package/src/liquityV2/index.ts +295 -295
  69. package/src/llamaLend/index.ts +275 -275
  70. package/src/maker/index.ts +117 -117
  71. package/src/markets/aave/index.ts +152 -152
  72. package/src/markets/aave/marketAssets.ts +46 -44
  73. package/src/markets/compound/index.ts +213 -213
  74. package/src/markets/compound/marketsAssets.ts +82 -82
  75. package/src/markets/curveUsd/index.ts +69 -69
  76. package/src/markets/euler/index.ts +26 -26
  77. package/src/markets/fluid/index.ts +2043 -2012
  78. package/src/markets/index.ts +27 -27
  79. package/src/markets/liquityV2/index.ts +54 -54
  80. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  81. package/src/markets/llamaLend/index.ts +235 -235
  82. package/src/markets/morphoBlue/index.ts +895 -895
  83. package/src/markets/spark/index.ts +29 -29
  84. package/src/markets/spark/marketAssets.ts +10 -10
  85. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  86. package/src/morphoAaveV2/index.ts +256 -256
  87. package/src/morphoAaveV3/index.ts +630 -630
  88. package/src/morphoBlue/index.ts +202 -202
  89. package/src/multicall/index.ts +33 -33
  90. package/src/services/priceService.ts +130 -91
  91. package/src/services/utils.ts +59 -59
  92. package/src/setup.ts +8 -8
  93. package/src/spark/index.ts +460 -460
  94. package/src/staking/staking.ts +217 -217
  95. package/src/types/aave.ts +275 -275
  96. package/src/types/chickenBonds.ts +45 -45
  97. package/src/types/common.ts +84 -84
  98. package/src/types/compound.ts +133 -133
  99. package/src/types/contracts/generated/FluidView.ts +263 -2
  100. package/src/types/contracts/generated/WeETHPriceFeed.ts +202 -0
  101. package/src/types/contracts/generated/index.ts +1 -0
  102. package/src/types/curveUsd.ts +119 -119
  103. package/src/types/euler.ts +173 -173
  104. package/src/types/fluid.ts +299 -268
  105. package/src/types/index.ts +11 -11
  106. package/src/types/liquity.ts +30 -30
  107. package/src/types/liquityV2.ts +119 -119
  108. package/src/types/llamaLend.ts +155 -155
  109. package/src/types/maker.ts +50 -50
  110. package/src/types/morphoBlue.ts +194 -194
  111. package/src/types/spark.ts +135 -135
@@ -1,249 +1,249 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
- import Web3 from 'web3';
4
- import {
5
- BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
6
- } from '../../types';
7
- import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
8
- import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
9
- import {
10
- aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
11
- } from '../../moneymarket';
12
- import { calculateNetApy } from '../../staking';
13
- import { EthAddress, NetworkNumber } from '../../types/common';
14
- import { CompoundLoanInfoContract, CompV3ViewContract } from '../../contracts';
15
-
16
- export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
- const isWETH = assetInfo.symbol === 'WETH';
19
- const price = getEthAmountForDecimals(data.price, 8);
20
- return ({
21
- ...data,
22
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
23
- price: new Dec(price).mul(baseAssetPrice).toString(),
24
- collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
25
- liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
26
- supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
27
- totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
28
- symbol: isWETH ? 'ETH' : assetInfo.symbol,
29
- supplyRate: '0',
30
- borrowRate: '0',
31
- canBeBorrowed: false,
32
- canBeSupplied: true,
33
- });
34
- };
35
-
36
- // TODO: maybe not hardcode decimals
37
- export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
38
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
39
- const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
40
- const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
41
- return ({
42
- ...data,
43
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
44
- .toString()),
45
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
46
- .toString()),
47
- utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
48
- totalSupply,
49
- totalBorrow,
50
- marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
51
- symbol: wethToEth(assetInfo.symbol),
52
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
53
- price: baseAssetPrice,
54
- collateralFactor: '0',
55
- liquidationRatio: '0',
56
- canBeBorrowed: true,
57
- canBeSupplied: true,
58
- supplyCap: '0',
59
- rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
60
- rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
61
- minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
62
- isBase: true,
63
- });
64
- };
65
-
66
- export const getIncentiveApys = (
67
- baseData: CompoundV3AssetData & BaseAdditionalAssetData,
68
- compPrice: string,
69
- ): {
70
- incentiveSupplyApy: string,
71
- incentiveBorrowApy: string,
72
- incentiveSupplyToken: string,
73
- incentiveBorrowToken: string,
74
- } => {
75
- const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
76
- const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
77
- return {
78
- incentiveSupplyApy,
79
- incentiveBorrowApy,
80
- incentiveSupplyToken: 'COMP',
81
- incentiveBorrowToken: 'COMP',
82
- };
83
- };
84
-
85
- export const getCompoundV2AggregatedData = ({
86
- usedAssets, assetsData, ...rest
87
- }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
88
- const payload = {} as CompoundAggregatedPositionData;
89
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
90
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
91
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
92
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
93
-
94
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
95
-
96
- payload.leftToBorrowUsd = leftToBorrowUsd;
97
- payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
98
-
99
- payload.liquidationLimitUsd = payload.borrowLimitUsd;
100
- payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
101
- ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
102
- : '0';
103
- payload.minRatio = '100';
104
- payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
105
- ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
106
- : '0';
107
-
108
- // Calculate borrow limits per asset
109
- Object.values(usedAssets).forEach((item) => {
110
- if (item.isBorrowed) {
111
- // eslint-disable-next-line no-param-reassign
112
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
113
- }
114
- });
115
-
116
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
117
- payload.netApy = netApy;
118
- payload.incentiveUsd = incentiveUsd;
119
- payload.totalInterestUsd = totalInterestUsd;
120
-
121
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
122
- payload.leveragedType = leveragedType;
123
- if (leveragedType !== '') {
124
- payload.leveragedAsset = leveragedAsset;
125
- const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
126
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
127
- }
128
-
129
- return payload;
130
- };
131
-
132
- export const getCompoundV3AggregatedData = ({
133
- usedAssets, assetsData, network, selectedMarket, ...rest
134
- }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
135
- const payload = {} as CompoundAggregatedPositionData;
136
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
137
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
138
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
139
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
140
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
141
- payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
142
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
143
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
144
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
146
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
147
- payload.netApy = netApy;
148
- payload.incentiveUsd = incentiveUsd;
149
- payload.totalInterestUsd = totalInterestUsd;
150
- payload.minRatio = '100';
151
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
152
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
153
- payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
154
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
155
- payload.leveragedType = leveragedType;
156
- if (leveragedType !== '') {
157
- payload.leveragedAsset = leveragedAsset;
158
- let assetPrice = assetsData[leveragedAsset].price;
159
- if (leveragedType === 'lsd-leverage') {
160
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
161
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
162
- }
163
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
164
- }
165
- payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
166
- payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
167
-
168
- // TO DO: handle strategies
169
- /* const subscribedStrategies = rest.compoundStrategies
170
- ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
171
- : []; */
172
-
173
- // TODO possibly move to global helper, since every protocol has the same graphData?
174
- // payload.ratioTooLow = false;
175
- // payload.ratioTooHigh = false;
176
-
177
- // TO DO: handle strategies
178
- /* if (subscribedStrategies.length) {
179
- subscribedStrategies.forEach(({ graphData }) => {
180
- payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
181
- payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
182
- });
183
- } */
184
-
185
- return payload;
186
- };
187
-
188
- export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], web3: Web3) => {
189
- const compViewContract = CompoundLoanInfoContract(web3, NetworkNumber.Eth);
190
- const params = actions.map(({ action, asset, amount }) => {
191
- const isBorrowOperation = borrowOperations.includes(action);
192
- const amountInWei = assetAmountInWei(amount, asset);
193
- const assetInfo = getAssetInfo(`c${asset}`);
194
- let liquidityAdded;
195
- let liquidityTaken;
196
- if (isBorrowOperation) {
197
- liquidityAdded = action === 'payback' ? amountInWei : '0';
198
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
199
- } else {
200
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
201
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
202
- }
203
- return {
204
- cTokenAddr: assetInfo.address,
205
- liquidityAdded,
206
- liquidityTaken,
207
- isBorrowOperation,
208
- };
209
- });
210
- const data = await compViewContract.methods.getApyAfterValuesEstimation(
211
- params,
212
- ).call();
213
- const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
214
- data.forEach((d) => {
215
- const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
216
- rates[asset] = {
217
- supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
218
- borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
219
- };
220
- });
221
- return rates;
222
- };
223
-
224
- export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, web3: Web3, network: NetworkNumber) => {
225
- const compV3ViewContract = CompV3ViewContract(web3, network);
226
- const isBorrowOperation = borrowOperations.includes(action);
227
- const amountInWei = assetAmountInWei(amount, asset);
228
- let liquidityAdded;
229
- let liquidityTaken;
230
- if (isBorrowOperation) {
231
- liquidityAdded = action === 'payback' ? amountInWei : '0';
232
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
233
- } else {
234
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
235
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
236
- }
237
- const data = await compV3ViewContract.methods.getApyAfterValuesEstimation(
238
- selectedMarket.baseMarketAddress,
239
- account,
240
- liquidityAdded,
241
- liquidityTaken,
242
- ).call();
243
- return {
244
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
245
- .toString()),
246
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
247
- .toString()),
248
- };
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
+ import Web3 from 'web3';
4
+ import {
5
+ BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
6
+ } from '../../types';
7
+ import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
8
+ import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
9
+ import {
10
+ aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
11
+ } from '../../moneymarket';
12
+ import { calculateNetApy } from '../../staking';
13
+ import { EthAddress, NetworkNumber } from '../../types/common';
14
+ import { CompoundLoanInfoContract, CompV3ViewContract } from '../../contracts';
15
+
16
+ export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
+ const isWETH = assetInfo.symbol === 'WETH';
19
+ const price = getEthAmountForDecimals(data.price, 8);
20
+ return ({
21
+ ...data,
22
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
23
+ price: new Dec(price).mul(baseAssetPrice).toString(),
24
+ collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
25
+ liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
26
+ supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
27
+ totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
28
+ symbol: isWETH ? 'ETH' : assetInfo.symbol,
29
+ supplyRate: '0',
30
+ borrowRate: '0',
31
+ canBeBorrowed: false,
32
+ canBeSupplied: true,
33
+ });
34
+ };
35
+
36
+ // TODO: maybe not hardcode decimals
37
+ export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
38
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
39
+ const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
40
+ const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
41
+ return ({
42
+ ...data,
43
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
44
+ .toString()),
45
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
46
+ .toString()),
47
+ utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
48
+ totalSupply,
49
+ totalBorrow,
50
+ marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
51
+ symbol: wethToEth(assetInfo.symbol),
52
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
53
+ price: baseAssetPrice,
54
+ collateralFactor: '0',
55
+ liquidationRatio: '0',
56
+ canBeBorrowed: true,
57
+ canBeSupplied: true,
58
+ supplyCap: '0',
59
+ rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
60
+ rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
61
+ minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
62
+ isBase: true,
63
+ });
64
+ };
65
+
66
+ export const getIncentiveApys = (
67
+ baseData: CompoundV3AssetData & BaseAdditionalAssetData,
68
+ compPrice: string,
69
+ ): {
70
+ incentiveSupplyApy: string,
71
+ incentiveBorrowApy: string,
72
+ incentiveSupplyToken: string,
73
+ incentiveBorrowToken: string,
74
+ } => {
75
+ const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
76
+ const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
77
+ return {
78
+ incentiveSupplyApy,
79
+ incentiveBorrowApy,
80
+ incentiveSupplyToken: 'COMP',
81
+ incentiveBorrowToken: 'COMP',
82
+ };
83
+ };
84
+
85
+ export const getCompoundV2AggregatedData = ({
86
+ usedAssets, assetsData, ...rest
87
+ }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
88
+ const payload = {} as CompoundAggregatedPositionData;
89
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
90
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
91
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
92
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
93
+
94
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
95
+
96
+ payload.leftToBorrowUsd = leftToBorrowUsd;
97
+ payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
98
+
99
+ payload.liquidationLimitUsd = payload.borrowLimitUsd;
100
+ payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
101
+ ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
102
+ : '0';
103
+ payload.minRatio = '100';
104
+ payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
105
+ ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
106
+ : '0';
107
+
108
+ // Calculate borrow limits per asset
109
+ Object.values(usedAssets).forEach((item) => {
110
+ if (item.isBorrowed) {
111
+ // eslint-disable-next-line no-param-reassign
112
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
113
+ }
114
+ });
115
+
116
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
117
+ payload.netApy = netApy;
118
+ payload.incentiveUsd = incentiveUsd;
119
+ payload.totalInterestUsd = totalInterestUsd;
120
+
121
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
122
+ payload.leveragedType = leveragedType;
123
+ if (leveragedType !== '') {
124
+ payload.leveragedAsset = leveragedAsset;
125
+ const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
126
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
127
+ }
128
+
129
+ return payload;
130
+ };
131
+
132
+ export const getCompoundV3AggregatedData = ({
133
+ usedAssets, assetsData, network, selectedMarket, ...rest
134
+ }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
135
+ const payload = {} as CompoundAggregatedPositionData;
136
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
137
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
138
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
139
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
140
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
141
+ payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
142
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
143
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
144
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
146
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
147
+ payload.netApy = netApy;
148
+ payload.incentiveUsd = incentiveUsd;
149
+ payload.totalInterestUsd = totalInterestUsd;
150
+ payload.minRatio = '100';
151
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
152
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
153
+ payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
154
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
155
+ payload.leveragedType = leveragedType;
156
+ if (leveragedType !== '') {
157
+ payload.leveragedAsset = leveragedAsset;
158
+ let assetPrice = assetsData[leveragedAsset].price;
159
+ if (leveragedType === 'lsd-leverage') {
160
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
161
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
162
+ }
163
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
164
+ }
165
+ payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
166
+ payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
167
+
168
+ // TO DO: handle strategies
169
+ /* const subscribedStrategies = rest.compoundStrategies
170
+ ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
171
+ : []; */
172
+
173
+ // TODO possibly move to global helper, since every protocol has the same graphData?
174
+ // payload.ratioTooLow = false;
175
+ // payload.ratioTooHigh = false;
176
+
177
+ // TO DO: handle strategies
178
+ /* if (subscribedStrategies.length) {
179
+ subscribedStrategies.forEach(({ graphData }) => {
180
+ payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
181
+ payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
182
+ });
183
+ } */
184
+
185
+ return payload;
186
+ };
187
+
188
+ export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], web3: Web3) => {
189
+ const compViewContract = CompoundLoanInfoContract(web3, NetworkNumber.Eth);
190
+ const params = actions.map(({ action, asset, amount }) => {
191
+ const isBorrowOperation = borrowOperations.includes(action);
192
+ const amountInWei = assetAmountInWei(amount, asset);
193
+ const assetInfo = getAssetInfo(`c${asset}`);
194
+ let liquidityAdded;
195
+ let liquidityTaken;
196
+ if (isBorrowOperation) {
197
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
198
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
199
+ } else {
200
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
201
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
202
+ }
203
+ return {
204
+ cTokenAddr: assetInfo.address,
205
+ liquidityAdded,
206
+ liquidityTaken,
207
+ isBorrowOperation,
208
+ };
209
+ });
210
+ const data = await compViewContract.methods.getApyAfterValuesEstimation(
211
+ params,
212
+ ).call();
213
+ const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
214
+ data.forEach((d) => {
215
+ const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
216
+ rates[asset] = {
217
+ supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
218
+ borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
219
+ };
220
+ });
221
+ return rates;
222
+ };
223
+
224
+ export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, web3: Web3, network: NetworkNumber) => {
225
+ const compV3ViewContract = CompV3ViewContract(web3, network);
226
+ const isBorrowOperation = borrowOperations.includes(action);
227
+ const amountInWei = assetAmountInWei(amount, asset);
228
+ let liquidityAdded;
229
+ let liquidityTaken;
230
+ if (isBorrowOperation) {
231
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
232
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
233
+ } else {
234
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
235
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
236
+ }
237
+ const data = await compV3ViewContract.methods.getApyAfterValuesEstimation(
238
+ selectedMarket.baseMarketAddress,
239
+ account,
240
+ liquidityAdded,
241
+ liquidityTaken,
242
+ ).call();
243
+ return {
244
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
245
+ .toString()),
246
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
247
+ .toString()),
248
+ };
249
249
  };
@@ -1,41 +1,41 @@
1
- import Dec from 'decimal.js';
2
- import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
- import { mapRange } from '../../services/utils';
6
-
7
- export const getCrvUsdAggregatedData = ({
8
- loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
- }:{
10
- loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
- }): CrvUSDAggregatedPositionData => {
12
- const payload = {} as CrvUSDAggregatedPositionData;
13
- payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
- payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
-
18
- payload.ratio = loanExists
19
- ? new Dec(payload.suppliedUsd)
20
- .dividedBy(payload.borrowedUsd)
21
- .times(100)
22
- .toString()
23
- : '0';
24
-
25
- // this is all approximation
26
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
- // only take in consideration collAsset
29
- payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
- ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
- : '0';
32
-
33
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
- payload.leveragedType = leveragedType;
35
- if (leveragedType !== '') {
36
- payload.leveragedAsset = leveragedAsset;
37
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
- }
39
-
40
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
+ import { mapRange } from '../../services/utils';
6
+
7
+ export const getCrvUsdAggregatedData = ({
8
+ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
+ }:{
10
+ loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
+ }): CrvUSDAggregatedPositionData => {
12
+ const payload = {} as CrvUSDAggregatedPositionData;
13
+ payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
+ payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
+
18
+ payload.ratio = loanExists
19
+ ? new Dec(payload.suppliedUsd)
20
+ .dividedBy(payload.borrowedUsd)
21
+ .times(100)
22
+ .toString()
23
+ : '0';
24
+
25
+ // this is all approximation
26
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
+ // only take in consideration collAsset
29
+ payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
+ ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
+ : '0';
32
+
33
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
+ payload.leveragedType = leveragedType;
35
+ if (leveragedType !== '') {
36
+ payload.leveragedAsset = leveragedAsset;
37
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
+ }
39
+
40
+ return payload;
41
41
  };