@defisaver/positions-sdk 1.0.11-dev → 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 (109) 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/fluid/index.js +276 -245
  14. package/cjs/services/priceService.d.ts +23 -0
  15. package/cjs/services/priceService.js +44 -5
  16. package/cjs/types/contracts/generated/FluidView.d.ts +220 -3
  17. package/cjs/types/contracts/generated/WeETHPriceFeed.d.ts +135 -0
  18. package/cjs/types/contracts/generated/WeETHPriceFeed.js +5 -0
  19. package/cjs/types/contracts/generated/index.d.ts +1 -0
  20. package/cjs/types/fluid.d.ts +39 -10
  21. package/esm/config/contracts.d.ts +113 -49
  22. package/esm/config/contracts.js +10 -2
  23. package/esm/contracts.d.ts +1 -0
  24. package/esm/contracts.js +1 -0
  25. package/esm/fluid/index.d.ts +2 -0
  26. package/esm/fluid/index.js +639 -16
  27. package/esm/helpers/fluidHelpers/index.d.ts +59 -2
  28. package/esm/helpers/fluidHelpers/index.js +137 -3
  29. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  30. package/esm/markets/fluid/index.js +276 -245
  31. package/esm/services/priceService.d.ts +23 -0
  32. package/esm/services/priceService.js +40 -5
  33. package/esm/types/contracts/generated/FluidView.d.ts +220 -3
  34. package/esm/types/contracts/generated/WeETHPriceFeed.d.ts +135 -0
  35. package/esm/types/contracts/generated/WeETHPriceFeed.js +4 -0
  36. package/esm/types/contracts/generated/index.d.ts +1 -0
  37. package/esm/types/fluid.d.ts +39 -10
  38. package/package.json +54 -54
  39. package/src/aaveV2/index.ts +227 -227
  40. package/src/aaveV3/index.ts +624 -624
  41. package/src/assets/index.ts +60 -60
  42. package/src/chickenBonds/index.ts +123 -123
  43. package/src/compoundV2/index.ts +220 -220
  44. package/src/compoundV3/index.ts +291 -291
  45. package/src/config/contracts.js +1155 -1147
  46. package/src/constants/index.ts +6 -6
  47. package/src/contracts.ts +135 -134
  48. package/src/curveUsd/index.ts +239 -239
  49. package/src/eulerV2/index.ts +303 -303
  50. package/src/exchange/index.ts +17 -17
  51. package/src/fluid/index.ts +1216 -354
  52. package/src/helpers/aaveHelpers/index.ts +203 -203
  53. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  54. package/src/helpers/compoundHelpers/index.ts +248 -248
  55. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  56. package/src/helpers/eulerHelpers/index.ts +234 -234
  57. package/src/helpers/fluidHelpers/index.ts +295 -57
  58. package/src/helpers/index.ts +11 -11
  59. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  60. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  61. package/src/helpers/makerHelpers/index.ts +94 -94
  62. package/src/helpers/morphoBlueHelpers/index.ts +367 -367
  63. package/src/helpers/sparkHelpers/index.ts +154 -154
  64. package/src/index.ts +52 -52
  65. package/src/liquity/index.ts +116 -116
  66. package/src/liquityV2/index.ts +295 -295
  67. package/src/llamaLend/index.ts +275 -275
  68. package/src/maker/index.ts +117 -117
  69. package/src/markets/aave/index.ts +152 -152
  70. package/src/markets/aave/marketAssets.ts +46 -46
  71. package/src/markets/compound/index.ts +213 -213
  72. package/src/markets/compound/marketsAssets.ts +82 -82
  73. package/src/markets/curveUsd/index.ts +69 -69
  74. package/src/markets/euler/index.ts +26 -26
  75. package/src/markets/fluid/index.ts +2043 -2012
  76. package/src/markets/index.ts +27 -27
  77. package/src/markets/liquityV2/index.ts +54 -54
  78. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  79. package/src/markets/llamaLend/index.ts +235 -235
  80. package/src/markets/morphoBlue/index.ts +895 -895
  81. package/src/markets/spark/index.ts +29 -29
  82. package/src/markets/spark/marketAssets.ts +10 -10
  83. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  84. package/src/morphoAaveV2/index.ts +256 -256
  85. package/src/morphoAaveV3/index.ts +630 -630
  86. package/src/morphoBlue/index.ts +202 -202
  87. package/src/multicall/index.ts +33 -33
  88. package/src/services/priceService.ts +130 -91
  89. package/src/services/utils.ts +59 -59
  90. package/src/setup.ts +8 -8
  91. package/src/spark/index.ts +460 -460
  92. package/src/staking/staking.ts +217 -217
  93. package/src/types/aave.ts +275 -275
  94. package/src/types/chickenBonds.ts +45 -45
  95. package/src/types/common.ts +84 -84
  96. package/src/types/compound.ts +133 -133
  97. package/src/types/contracts/generated/FluidView.ts +263 -2
  98. package/src/types/contracts/generated/WeETHPriceFeed.ts +202 -0
  99. package/src/types/contracts/generated/index.ts +1 -0
  100. package/src/types/curveUsd.ts +119 -119
  101. package/src/types/euler.ts +173 -173
  102. package/src/types/fluid.ts +299 -268
  103. package/src/types/index.ts +11 -11
  104. package/src/types/liquity.ts +30 -30
  105. package/src/types/liquityV2.ts +119 -119
  106. package/src/types/llamaLend.ts +155 -155
  107. package/src/types/maker.ts +50 -50
  108. package/src/types/morphoBlue.ts +194 -194
  109. 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
  };