@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
@@ -1,235 +1,235 @@
1
- import Dec from 'decimal.js';
2
- import Web3 from 'web3';
3
- import { assetAmountInWei } from '@defisaver/tokens';
4
- import {
5
- EthAddress, NetworkNumber,
6
- } from '../../types/common';
7
- import {
8
- calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
- } from '../../moneymarket';
10
- import { calculateInterestEarned } from '../../staking';
11
- import {
12
- EulerV2AggregatedPositionData,
13
- EulerV2AssetsData,
14
- EulerV2Market,
15
- EulerV2UsedAssets,
16
- } from '../../types';
17
- import { EulerV2ViewContract } from '../../contracts';
18
- import { borrowOperations } from '../../constants';
19
- import { multicall } from '../../multicall';
20
-
21
- export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
- let borrowUnstable = 0;
23
- let supplyStable = 0;
24
- let borrowStable = 0;
25
- let supplyUnstable = 0;
26
- let longAsset = '';
27
- let shortAsset = '';
28
- let leverageAssetVault = '';
29
- Object.values(usedAssets).forEach(({
30
- symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
- }) => {
32
- const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
- const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
- if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
- if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
- if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
- borrowUnstable += 1;
38
- shortAsset = symbol;
39
- leverageAssetVault = vaultAddress;
40
- }
41
- if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
- supplyUnstable += 1;
43
- longAsset = symbol;
44
- leverageAssetVault = vaultAddress;
45
- }
46
- });
47
- const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
- const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
- // lsd -> liquid staking derivative
50
- const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
- if (isLong) {
52
- return {
53
- leveragedType: 'long',
54
- leveragedAsset: longAsset,
55
- leveragedVault: leverageAssetVault,
56
- };
57
- }
58
- if (isShort) {
59
- return {
60
- leveragedType: 'short',
61
- leveragedAsset: shortAsset,
62
- leveragedVault: leverageAssetVault,
63
- };
64
- }
65
- if (isLsdLeveraged) {
66
- return {
67
- leveragedType: 'lsd-leverage',
68
- leveragedAsset: longAsset,
69
- leveragedVault: leverageAssetVault,
70
- };
71
- }
72
- return {
73
- leveragedType: '',
74
- leveragedAsset: '',
75
- leveragedVault: '',
76
- };
77
- };
78
-
79
- export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
- const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
- const acc = { ..._acc };
82
- const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
-
84
- if (usedAsset.isSupplied) {
85
- const amount = usedAsset.suppliedUsd;
86
- acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
- const rate = assetData.supplyRate;
88
- const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
- acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
- }
91
-
92
- if (usedAsset.isBorrowed) {
93
- const amount = usedAsset.borrowedUsd;
94
- acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
- const rate = assetData.borrowRate;
96
- const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
- acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
- }
99
-
100
- return acc;
101
- }, {
102
- borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
- });
104
-
105
- const {
106
- borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
- } = sumValues;
108
-
109
- const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
- const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
-
113
- return { netApy, totalInterestUsd, incentiveUsd };
114
- };
115
-
116
- export const getEulerV2AggregatedData = ({
117
- usedAssets, assetsData, network, ...rest
118
- }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
- const payload = {} as EulerV2AggregatedPositionData;
120
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
- payload.netApy = netApy;
131
- payload.incentiveUsd = incentiveUsd;
132
- payload.totalInterestUsd = totalInterestUsd;
133
- payload.minRatio = '100';
134
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
- const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
- payload.leveragedType = leveragedType;
138
- if (leveragedType !== '') {
139
- payload.leveragedAsset = leveragedAsset;
140
- let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
- if (leveragedType === 'lsd-leverage') {
142
- const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
- if (ethAsset) {
144
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
- assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
- }
147
- }
148
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
- }
150
- payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
151
- payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
152
- return payload;
153
- };
154
-
155
- export const getEulerV2BorrowRate = (interestRate: string) => {
156
- const _interestRate = new Dec(interestRate).div(1e27).toString();
157
- const secondsPerYear = 31556953;
158
- const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
159
- return new Dec(new Dec(a).minus(1)).mul(100).toString();
160
- };
161
-
162
- export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
163
-
164
- export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
165
- const interestFee = new Dec(_interestFee).div(10000);
166
- const fee = new Dec(1).minus(interestFee);
167
- return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
168
- };
169
-
170
- const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
171
- let liquidityAdded;
172
- let liquidityRemoved;
173
- if (isBorrowOperation) {
174
- liquidityAdded = action === 'payback' ? amount : '0';
175
- liquidityRemoved = action === 'borrow' ? amount : '0';
176
- } else {
177
- liquidityAdded = action === 'collateral' ? amount : '0';
178
- liquidityRemoved = action === 'withdraw' ? amount : '0';
179
- }
180
- return { liquidityAdded, liquidityRemoved };
181
- };
182
-
183
- export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
184
- const eulerV2ViewContract = EulerV2ViewContract(web3, network);
185
- const multicallData: any[] = [];
186
- const apyAfterValuesEstimationParams: any[] = [];
187
- actions.forEach(({
188
- action, amount, asset, vaultAddress,
189
- }) => {
190
- const amountInWei = assetAmountInWei(amount, asset);
191
- const isBorrowOperation = borrowOperations.includes(action);
192
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
193
- apyAfterValuesEstimationParams.push([
194
- vaultAddress,
195
- borrowOperations.includes(action),
196
- liquidityAdded,
197
- liquidityRemoved,
198
- ]);
199
- multicallData.push({
200
- target: eulerV2ViewContract.options.address,
201
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
202
- params: [vaultAddress],
203
- // @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
204
- gasLimit: 10_000_000,
205
- });
206
- });
207
- multicallData.push({
208
- target: eulerV2ViewContract.options.address,
209
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
210
- params: [apyAfterValuesEstimationParams],
211
- });
212
- const multicallRes = await multicall(multicallData, web3, network);
213
- const numOfActions = actions.length;
214
- const data: any = {};
215
- for (let i = 0; i < numOfActions; i += 1) {
216
- const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
217
- const vaultInfo = multicallRes[i][0];
218
- const decimals = vaultInfo.decimals;
219
- const borrowRate = getEulerV2BorrowRate(_interestRate);
220
-
221
- const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
222
- const action = actions[i].action;
223
- const isBorrowOperation = borrowOperations.includes(action);
224
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
225
-
226
- const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
227
- const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
228
- const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
229
- data[vaultInfo.vaultAddr.toLowerCase()] = {
230
- borrowRate,
231
- supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
232
- };
233
- }
234
- return data;
1
+ import Dec from 'decimal.js';
2
+ import Web3 from 'web3';
3
+ import { assetAmountInWei } from '@defisaver/tokens';
4
+ import {
5
+ EthAddress, NetworkNumber,
6
+ } from '../../types/common';
7
+ import {
8
+ calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
9
+ } from '../../moneymarket';
10
+ import { calculateInterestEarned } from '../../staking';
11
+ import {
12
+ EulerV2AggregatedPositionData,
13
+ EulerV2AssetsData,
14
+ EulerV2Market,
15
+ EulerV2UsedAssets,
16
+ } from '../../types';
17
+ import { EulerV2ViewContract } from '../../contracts';
18
+ import { borrowOperations } from '../../constants';
19
+ import { multicall } from '../../multicall';
20
+
21
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
22
+ let borrowUnstable = 0;
23
+ let supplyStable = 0;
24
+ let borrowStable = 0;
25
+ let supplyUnstable = 0;
26
+ let longAsset = '';
27
+ let shortAsset = '';
28
+ let leverageAssetVault = '';
29
+ Object.values(usedAssets).forEach(({
30
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
31
+ }) => {
32
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
34
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
35
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
36
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
37
+ borrowUnstable += 1;
38
+ shortAsset = symbol;
39
+ leverageAssetVault = vaultAddress;
40
+ }
41
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
42
+ supplyUnstable += 1;
43
+ longAsset = symbol;
44
+ leverageAssetVault = vaultAddress;
45
+ }
46
+ });
47
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
48
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
49
+ // lsd -> liquid staking derivative
50
+ const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
51
+ if (isLong) {
52
+ return {
53
+ leveragedType: 'long',
54
+ leveragedAsset: longAsset,
55
+ leveragedVault: leverageAssetVault,
56
+ };
57
+ }
58
+ if (isShort) {
59
+ return {
60
+ leveragedType: 'short',
61
+ leveragedAsset: shortAsset,
62
+ leveragedVault: leverageAssetVault,
63
+ };
64
+ }
65
+ if (isLsdLeveraged) {
66
+ return {
67
+ leveragedType: 'lsd-leverage',
68
+ leveragedAsset: longAsset,
69
+ leveragedVault: leverageAssetVault,
70
+ };
71
+ }
72
+ return {
73
+ leveragedType: '',
74
+ leveragedAsset: '',
75
+ leveragedVault: '',
76
+ };
77
+ };
78
+
79
+ export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
80
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
81
+ const acc = { ..._acc };
82
+ const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
83
+
84
+ if (usedAsset.isSupplied) {
85
+ const amount = usedAsset.suppliedUsd;
86
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
87
+ const rate = assetData.supplyRate;
88
+ const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
89
+ acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
90
+ }
91
+
92
+ if (usedAsset.isBorrowed) {
93
+ const amount = usedAsset.borrowedUsd;
94
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
95
+ const rate = assetData.borrowRate;
96
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
97
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
98
+ }
99
+
100
+ return acc;
101
+ }, {
102
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
103
+ });
104
+
105
+ const {
106
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
107
+ } = sumValues;
108
+
109
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
110
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
111
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
112
+
113
+ return { netApy, totalInterestUsd, incentiveUsd };
114
+ };
115
+
116
+ export const getEulerV2AggregatedData = ({
117
+ usedAssets, assetsData, network, ...rest
118
+ }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
119
+ const payload = {} as EulerV2AggregatedPositionData;
120
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
121
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
122
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
123
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
124
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
125
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
126
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
127
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
128
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
129
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
130
+ payload.netApy = netApy;
131
+ payload.incentiveUsd = incentiveUsd;
132
+ payload.totalInterestUsd = totalInterestUsd;
133
+ payload.minRatio = '100';
134
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
135
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
136
+ const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
137
+ payload.leveragedType = leveragedType;
138
+ if (leveragedType !== '') {
139
+ payload.leveragedAsset = leveragedAsset;
140
+ let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
141
+ if (leveragedType === 'lsd-leverage') {
142
+ const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
143
+ if (ethAsset) {
144
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
145
+ assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
146
+ }
147
+ }
148
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
149
+ }
150
+ payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
151
+ payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
152
+ return payload;
153
+ };
154
+
155
+ export const getEulerV2BorrowRate = (interestRate: string) => {
156
+ const _interestRate = new Dec(interestRate).div(1e27).toString();
157
+ const secondsPerYear = 31556953;
158
+ const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
159
+ return new Dec(new Dec(a).minus(1)).mul(100).toString();
160
+ };
161
+
162
+ export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
163
+
164
+ export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
165
+ const interestFee = new Dec(_interestFee).div(10000);
166
+ const fee = new Dec(1).minus(interestFee);
167
+ return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
168
+ };
169
+
170
+ const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
171
+ let liquidityAdded;
172
+ let liquidityRemoved;
173
+ if (isBorrowOperation) {
174
+ liquidityAdded = action === 'payback' ? amount : '0';
175
+ liquidityRemoved = action === 'borrow' ? amount : '0';
176
+ } else {
177
+ liquidityAdded = action === 'collateral' ? amount : '0';
178
+ liquidityRemoved = action === 'withdraw' ? amount : '0';
179
+ }
180
+ return { liquidityAdded, liquidityRemoved };
181
+ };
182
+
183
+ export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
184
+ const eulerV2ViewContract = EulerV2ViewContract(web3, network);
185
+ const multicallData: any[] = [];
186
+ const apyAfterValuesEstimationParams: any[] = [];
187
+ actions.forEach(({
188
+ action, amount, asset, vaultAddress,
189
+ }) => {
190
+ const amountInWei = assetAmountInWei(amount, asset);
191
+ const isBorrowOperation = borrowOperations.includes(action);
192
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
193
+ apyAfterValuesEstimationParams.push([
194
+ vaultAddress,
195
+ borrowOperations.includes(action),
196
+ liquidityAdded,
197
+ liquidityRemoved,
198
+ ]);
199
+ multicallData.push({
200
+ target: eulerV2ViewContract.options.address,
201
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
202
+ params: [vaultAddress],
203
+ // @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
204
+ gasLimit: 10_000_000,
205
+ });
206
+ });
207
+ multicallData.push({
208
+ target: eulerV2ViewContract.options.address,
209
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
210
+ params: [apyAfterValuesEstimationParams],
211
+ });
212
+ const multicallRes = await multicall(multicallData, web3, network);
213
+ const numOfActions = actions.length;
214
+ const data: any = {};
215
+ for (let i = 0; i < numOfActions; i += 1) {
216
+ const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
217
+ const vaultInfo = multicallRes[i][0];
218
+ const decimals = vaultInfo.decimals;
219
+ const borrowRate = getEulerV2BorrowRate(_interestRate);
220
+
221
+ const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
222
+ const action = actions[i].action;
223
+ const isBorrowOperation = borrowOperations.includes(action);
224
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
225
+
226
+ const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
227
+ const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
228
+ const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
229
+ data[vaultInfo.vaultAddr.toLowerCase()] = {
230
+ borrowRate,
231
+ supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
232
+ };
233
+ }
234
+ return data;
235
235
  };