@defisaver/positions-sdk 1.0.11-fluid-dev10 → 1.0.11-fluid-dev12

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (80) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/fluid/index.js +60 -20
  5. package/cjs/helpers/fluidHelpers/index.js +21 -2
  6. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  7. package/cjs/types/fluid.d.ts +4 -0
  8. package/esm/fluid/index.js +60 -20
  9. package/esm/helpers/fluidHelpers/index.js +21 -2
  10. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  11. package/esm/types/fluid.d.ts +4 -0
  12. package/package.json +54 -54
  13. package/src/aaveV2/index.ts +227 -227
  14. package/src/aaveV3/index.ts +624 -624
  15. package/src/assets/index.ts +60 -60
  16. package/src/chickenBonds/index.ts +123 -123
  17. package/src/compoundV2/index.ts +220 -220
  18. package/src/compoundV3/index.ts +291 -291
  19. package/src/config/contracts.js +1155 -1155
  20. package/src/constants/index.ts +6 -6
  21. package/src/contracts.ts +135 -135
  22. package/src/curveUsd/index.ts +239 -239
  23. package/src/eulerV2/index.ts +303 -303
  24. package/src/exchange/index.ts +17 -17
  25. package/src/fluid/index.ts +1289 -1241
  26. package/src/helpers/aaveHelpers/index.ts +203 -203
  27. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  28. package/src/helpers/compoundHelpers/index.ts +248 -248
  29. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  30. package/src/helpers/eulerHelpers/index.ts +234 -234
  31. package/src/helpers/fluidHelpers/index.ts +325 -294
  32. package/src/helpers/index.ts +11 -11
  33. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  34. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  35. package/src/helpers/makerHelpers/index.ts +94 -94
  36. package/src/helpers/morphoBlueHelpers/index.ts +367 -367
  37. package/src/helpers/sparkHelpers/index.ts +154 -154
  38. package/src/index.ts +52 -52
  39. package/src/liquity/index.ts +116 -116
  40. package/src/liquityV2/index.ts +295 -295
  41. package/src/llamaLend/index.ts +275 -275
  42. package/src/maker/index.ts +117 -117
  43. package/src/markets/aave/index.ts +152 -152
  44. package/src/markets/aave/marketAssets.ts +46 -46
  45. package/src/markets/compound/index.ts +213 -213
  46. package/src/markets/compound/marketsAssets.ts +82 -82
  47. package/src/markets/curveUsd/index.ts +69 -69
  48. package/src/markets/euler/index.ts +26 -26
  49. package/src/markets/fluid/index.ts +2454 -2454
  50. package/src/markets/index.ts +27 -27
  51. package/src/markets/liquityV2/index.ts +54 -54
  52. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  53. package/src/markets/llamaLend/index.ts +235 -235
  54. package/src/markets/morphoBlue/index.ts +895 -895
  55. package/src/markets/spark/index.ts +29 -29
  56. package/src/markets/spark/marketAssets.ts +10 -10
  57. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  58. package/src/morphoAaveV2/index.ts +256 -256
  59. package/src/morphoAaveV3/index.ts +630 -630
  60. package/src/morphoBlue/index.ts +202 -202
  61. package/src/multicall/index.ts +33 -33
  62. package/src/services/priceService.ts +130 -130
  63. package/src/services/utils.ts +59 -59
  64. package/src/setup.ts +8 -8
  65. package/src/spark/index.ts +460 -460
  66. package/src/staking/staking.ts +217 -217
  67. package/src/types/aave.ts +275 -275
  68. package/src/types/chickenBonds.ts +45 -45
  69. package/src/types/common.ts +84 -84
  70. package/src/types/compound.ts +133 -133
  71. package/src/types/curveUsd.ts +119 -119
  72. package/src/types/euler.ts +173 -173
  73. package/src/types/fluid.ts +330 -325
  74. package/src/types/index.ts +11 -11
  75. package/src/types/liquity.ts +30 -30
  76. package/src/types/liquityV2.ts +119 -119
  77. package/src/types/llamaLend.ts +155 -155
  78. package/src/types/maker.ts +50 -50
  79. package/src/types/morphoBlue.ts +194 -194
  80. package/src/types/spark.ts +135 -135
@@ -1,630 +1,630 @@
1
- import {
2
- assetAmountInEth, assetAmountInWei, getAssetInfo, getAssetInfoByAddress,
3
- } from '@defisaver/tokens';
4
- import { MorphoAaveMath } from '@morpho-org/morpho-aave-v3-sdk/lib/maths/AaveV3.maths';
5
- import PoolInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/PoolInterestRates';
6
- import P2PInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/P2PInterestRates';
7
- import { BigNumber } from '@ethersproject/bignumber';
8
- import Web3 from 'web3';
9
- import Dec from 'decimal.js';
10
- import {
11
- Blockish, EthAddress, NetworkNumber, PositionBalances,
12
- } from '../types/common';
13
- import {
14
- ethToWeth, ethToWethByAddress, getAbiItem, isEnabledOnBitmap, isLayer2Network, wethToEthByAddress,
15
- } from '../services/utils';
16
- import {
17
- createContractWrapper,
18
- getConfigContractAbi,
19
- getConfigContractAddress,
20
- } from '../contracts';
21
- import { multicall } from '../multicall';
22
- import { getStakingApy, STAKING_ASSETS } from '../staking';
23
- import {
24
- EModeCategoriesData,
25
- EModeCategoryData,
26
- MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
27
- } from '../types';
28
- import { aprToApy, calculateBorrowingAssetLimit } from '../moneymarket';
29
- import { EMPTY_AAVE_DATA } from '../aaveV3';
30
- import { aaveAnyGetAggregatedPositionData } from '../helpers/aaveHelpers';
31
- import { MORPHO_AAVE_V3_ETH } from '../markets/aave';
32
-
33
- const morphoAaveMath = new MorphoAaveMath();
34
- const poolInterestRates = new PoolInterestRates();
35
- const p2pInterestRates = new P2PInterestRates();
36
-
37
- const computeMorphoMarketData = (
38
- loanInfo: any, morphoMarketData: any, aaveIndexes: any, // TODO: morpho v3 type
39
- ) => {
40
- const { newPoolSupplyIndex, newPoolBorrowIndex } = poolInterestRates.computePoolIndexes({
41
- lastPoolSupplyIndex: BigNumber.from(aaveIndexes.liquidityIndex),
42
- lastPoolBorrowIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
43
- lastUpdateTimestamp: BigNumber.from(aaveIndexes.lastUpdateTimestamp),
44
- poolBorrowRatePerYear: BigNumber.from(loanInfo.borrowRateVariable),
45
- poolSupplyRatePerYear: BigNumber.from(loanInfo.supplyRate),
46
- currentTimestamp: BigNumber.from(new Dec(Date.now()).div(1000).toDP(0).toString()),
47
- });
48
-
49
- const proportionIdle = new Dec(morphoMarketData.idleSupply).eq(0)
50
- ? '0'
51
- : Dec.min(
52
- morphoAaveMath.INDEX_ONE.toString(),
53
- morphoAaveMath.indexDiv(
54
- morphoMarketData.idleSupply,
55
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex).toString(),
56
- ).toString(),
57
- ).toString();
58
-
59
- const supplyProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
60
- ? '0'
61
- : Dec.min(
62
- new Dec(morphoAaveMath.INDEX_ONE.toString()).sub(proportionIdle).toString(),
63
- morphoAaveMath.indexDiv(
64
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledDelta, newPoolSupplyIndex),
65
- morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex),
66
- ).toString(),
67
- ).toString();
68
-
69
- const borrowProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
70
- ? '0'
71
- : Dec.min(
72
- morphoAaveMath.INDEX_ONE.toString(),
73
- morphoAaveMath.indexDiv(
74
- morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledDelta, newPoolBorrowIndex),
75
- morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledP2PTotal, morphoMarketData.indexes.borrow.p2pIndex),
76
- ).toString(),
77
- ).toString();
78
-
79
- const apys = morphoAaveMath.computeApysFromRates(
80
- BigNumber.from(loanInfo.supplyRate),
81
- BigNumber.from(loanInfo.borrowRateVariable),
82
- BigNumber.from(morphoMarketData.p2pIndexCursor),
83
- BigNumber.from(supplyProportionDelta),
84
- BigNumber.from(borrowProportionDelta),
85
- BigNumber.from(proportionIdle),
86
- BigNumber.from(morphoMarketData.reserveFactor),
87
- );
88
-
89
- const { newP2PSupplyIndex, newP2PBorrowIndex } = p2pInterestRates.computeP2PIndexes({
90
- p2pIndexCursor: BigNumber.from(morphoMarketData.p2pIndexCursor),
91
- lastBorrowIndexes: {
92
- p2pIndex: BigNumber.from(morphoMarketData.indexes.borrow.p2pIndex),
93
- poolIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
94
- },
95
- lastSupplyIndexes: {
96
- p2pIndex: BigNumber.from(morphoMarketData.indexes.supply.p2pIndex),
97
- poolIndex: BigNumber.from(aaveIndexes.liquidityIndex),
98
- },
99
- poolSupplyIndex: BigNumber.from(newPoolSupplyIndex),
100
- poolBorrowIndex: BigNumber.from(newPoolBorrowIndex),
101
- deltas: {
102
- borrow: {
103
- scaledDelta: BigNumber.from(morphoMarketData.deltas.borrow.scaledDelta),
104
- scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.borrow.scaledP2PTotal),
105
- },
106
- supply: {
107
- scaledDelta: BigNumber.from(morphoMarketData.deltas.supply.scaledDelta),
108
- scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.supply.scaledP2PTotal),
109
- },
110
- },
111
- reserveFactor: BigNumber.from(morphoMarketData.reserveFactor),
112
- proportionIdle: BigNumber.from(proportionIdle),
113
- });
114
-
115
- return {
116
- ...loanInfo,
117
- ...morphoMarketData,
118
- ...aaveIndexes,
119
- p2pBorrowAPY: new Dec(apys.p2pBorrowAPY.toString()).div(100).toString(),
120
- p2pSupplyAPY: new Dec(apys.p2pSupplyAPY.toString()).div(100).toString(),
121
- morphoBorrowInP2P: assetAmountInEth(morphoAaveMath.indexMul(
122
- morphoMarketData.deltas.borrow.scaledP2PTotal,
123
- newP2PBorrowIndex,
124
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
125
- morphoBorrowOnPool: assetAmountInEth(morphoAaveMath.indexMul(
126
- morphoMarketData.scaledMorphoBorrowOnPool,
127
- newPoolBorrowIndex,
128
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
129
- morphoSupplyInP2P: assetAmountInEth(morphoAaveMath.indexMul(
130
- morphoMarketData.deltas.supply.scaledP2PTotal,
131
- newP2PSupplyIndex,
132
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
133
- morphoSupplyOnPool: assetAmountInEth(morphoAaveMath.indexMul(
134
- morphoMarketData.isCollateral ? '0' : morphoMarketData.scaledMorphoSupplyOnPool,
135
- newPoolSupplyIndex,
136
- ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
137
- };
138
- };
139
-
140
- export const getMorphoAaveV3MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3MarketData> => {
141
- // @ts-ignore
142
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
143
- const aaveLendingPoolContract = createContractWrapper(web3, network, selectedMarket.aaveLendingPool, selectedMarket.aaveLendingPoolAddress);
144
-
145
- const _addresses = selectedMarket.assets.map((a: string) => getAssetInfo(ethToWeth(a)).address);
146
-
147
- const splitStart = Math.floor(_addresses.length / 2);
148
- const loanInfoCallsToSkip = 3; // skipping getFullTokensInfo calls at the start of multicallArray
149
-
150
- const AaveV3ViewAddress = getConfigContractAddress('AaveV3View', network);
151
- const AaveV3ViewAbi = getConfigContractAbi('AaveV3View');
152
-
153
- const multicallArray = [
154
- {
155
- target: AaveV3ViewAddress,
156
- abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
157
- params: [selectedMarket.providerAddress, _addresses.slice(0, splitStart)],
158
- },
159
- {
160
- target: AaveV3ViewAddress,
161
- abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
162
- params: [selectedMarket.providerAddress, _addresses.slice(splitStart, _addresses.length)],
163
- },
164
- {
165
- target: AaveV3ViewAddress,
166
- abiItem: getAbiItem(AaveV3ViewAbi, 'getAllEmodes'),
167
- params: [selectedMarket.providerAddress],
168
- },
169
- ...(_addresses.map((underlyingAddress: string) => (
170
- [{
171
- target: lendingPoolContract.options.address,
172
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
173
- params: [underlyingAddress],
174
- },
175
- {
176
- target: aaveLendingPoolContract.options.address, // TODO: aave refactor add to Aave view
177
- // @ts-ignore
178
- abiItem: getAbiItem(getConfigContractAbi(selectedMarket.aaveLendingPool), 'getReserveData'),
179
- params: [underlyingAddress],
180
- }]
181
- ))).flat(),
182
- ];
183
-
184
- const multicallResponse = await multicall(multicallArray, web3, network);
185
- const loanInfo = [...multicallResponse[0][0], ...multicallResponse[1][0]];
186
- // Morpho Aave V3 ETH optimizer is hardcoded to use e mode category 1
187
- const eModeCategoryData: EModeCategoryData = {
188
- label: multicallResponse[2][0][0].label,
189
- id: 1,
190
- liquidationBonus: new Dec(multicallResponse[2][0][0].liquidationBonus).div(10000).toString(),
191
- liquidationRatio: new Dec(multicallResponse[2][0][0].liquidationThreshold).div(10000).toString(),
192
- collateralFactor: new Dec(multicallResponse[2][0][0].ltv).div(10000).toString(),
193
- borrowableBitmap: multicallResponse[2][0][0].borrowableBitmap,
194
- collateralBitmap: multicallResponse[2][0][0].collateralBitmap,
195
- borrowAssets: [],
196
- collateralAssets: [],
197
- };
198
-
199
- const IVariableDebtTokenAbi = getConfigContractAbi('IVariableDebtToken');
200
- const IATokenAbi = getConfigContractAbi('IAToken');
201
-
202
- const scaledBalanceMulticall = [
203
- ...loanInfo.map((_, i: number) => [
204
- {
205
- target: multicallResponse[(2 * i) + loanInfoCallsToSkip][0].variableDebtToken, // TODO: aave refactor add to Aave view
206
- abiItem: getAbiItem(IVariableDebtTokenAbi, 'scaledBalanceOf'),
207
- params: [lendingPoolContract.options.address],
208
- },
209
- {
210
- target: loanInfo[i].aTokenAddress, // TODO: aave refactor add to Aave view
211
- abiItem: getAbiItem(IATokenAbi, 'scaledBalanceOf'),
212
- params: [lendingPoolContract.options.address],
213
- },
214
- ]).flat(),
215
- ];
216
-
217
- const [scaledBalanceResponse, morphoRewards] = await Promise.allSettled([
218
- multicall(scaledBalanceMulticall, web3, network),
219
- fetch('https://api.morpho.xyz/rewards/emissions'),
220
- ]);
221
-
222
- if (scaledBalanceResponse.status !== 'fulfilled') {
223
- throw new Error('Failed to fetch market data.');
224
- }
225
-
226
- let morphoRewardsData: any = null;
227
- if (morphoRewards.status === 'fulfilled') {
228
- morphoRewardsData = morphoRewards.value.ok ? await morphoRewards.value.json() : null;
229
- }
230
-
231
- const assetsData: MorphoAaveV3AssetData[] = await Promise.all(loanInfo.map(async (info, i: number) => {
232
- const morphoMarketData = {
233
- ...multicallResponse[(2 * i) + loanInfoCallsToSkip][0],
234
- scaledMorphoBorrowOnPool: scaledBalanceResponse.value[2 * i][0],
235
- scaledMorphoSupplyOnPool: scaledBalanceResponse.value[(2 * i) + 1][0],
236
- };
237
- const marketData = computeMorphoMarketData(
238
- info,
239
- morphoMarketData,
240
- multicallResponse[(2 * i) + (loanInfoCallsToSkip + 1)][0],
241
- );
242
-
243
- const { symbol, address } = getAssetInfoByAddress(wethToEthByAddress(marketData.underlyingTokenAddress));
244
-
245
-
246
- if (isEnabledOnBitmap(Number(eModeCategoryData.collateralBitmap), Number(info.assetId)) && marketData.isCollateral) eModeCategoryData.collateralAssets.push(symbol);
247
- if (isEnabledOnBitmap(Number(eModeCategoryData.borrowableBitmap), Number(info.assetId))) eModeCategoryData.borrowAssets.push(symbol);
248
-
249
- const data = {
250
- symbol,
251
- morphoMarketData,
252
- hasDelta: new Dec(marketData.p2pSupplyAPY).minus(marketData.p2pBorrowAPY).gte(0.3),
253
- aTokenAddress: marketData.aTokenAddress,
254
- underlyingTokenAddress: address,
255
- price: new Dec(marketData.price.toString()).div(1e8).toString(), // is actually price in USD
256
-
257
- supplyRate: aprToApy(new Dec(marketData.supplyRate.toString()).div(1e25).toString()),
258
- supplyRateP2P: marketData.p2pSupplyAPY,
259
- borrowRate: aprToApy(new Dec(marketData.borrowRateVariable.toString()).div(1e25).toString()),
260
- borrowRateP2P: marketData.p2pBorrowAPY,
261
- totalSupply: assetAmountInEth(marketData.totalSupply.toString(), symbol),
262
- totalBorrow: assetAmountInEth(marketData.totalBorrow.toString(), symbol),
263
-
264
- totalSupplyP2P: marketData.morphoSupplyInP2P,
265
- totalSupplyPool: marketData.morphoSupplyOnPool,
266
- totalBorrowP2P: marketData.morphoBorrowInP2P,
267
- totalBorrowPool: marketData.morphoBorrowOnPool,
268
-
269
- supplyCap: marketData.supplyCap,
270
- borrowCap: marketData.borrowCap,
271
- usageAsCollateralEnabled: marketData.isCollateral,
272
- collateralFactor: marketData.isCollateral ? new Dec(marketData.collateralFactor).div(10000).toString() : '0',
273
- liquidationRatio: new Dec(marketData.liquidationRatio).div(10000).toString(),
274
- liquidationBonus: new Dec(marketData.liquidationBonus).div(10000).toString(),
275
- isInactive: !marketData.isActive,
276
- isFrozen: marketData.isFrozen,
277
- isPaused: marketData.isPaused,
278
- canBeBorrowed: !marketData.isFrozen
279
- && marketData.borrowingEnabled
280
- && !marketData.pauseStatuses.isBorrowPaused
281
- && !marketData.pauseStatuses.isDeprecated,
282
- canBeSupplied: !marketData.isFrozen
283
- && marketData.isCollateral ? !marketData.pauseStatuses.isSupplyCollateralPaused : !marketData.pauseStatuses.isSupplyPaused
284
- && !marketData.pauseStatuses.isDeprecated,
285
- canBeWithdrawn: marketData.isActive
286
- && !marketData.isPaused
287
- && marketData.isCollateral ? !marketData.pauseStatuses.isWithdrawCollateralPaused : !marketData.pauseStatuses.isWithdrawPaused,
288
- canBePayBacked: marketData.isActive && !marketData.isPaused && !marketData.pauseStatuses.isRepayPaused,
289
- reserveFactor: new Dec(marketData.reserveFactor).toString(),
290
- pauseStatus: {
291
- isSupplyPaused: marketData.pauseStatuses.isSupplyPaused,
292
- isSupplyCollateralPaused: marketData.pauseStatuses.isSupplyCollateralPaused,
293
- isWithdrawPaused: marketData.pauseStatuses.isWithdrawPaused,
294
- isWithdrawCollateralPaused: marketData.pauseStatuses.isWithdrawCollateralPaused,
295
- isRepayPaused: marketData.pauseStatuses.isRepayPaused,
296
- isBorrowPaused: marketData.pauseStatuses.isBorrowPaused,
297
- isDeprecated: marketData.pauseStatuses.isDeprecated,
298
- isP2PDisabled: marketData.pauseStatuses.isP2PDisabled,
299
- },
300
- marketLiquidity: assetAmountInEth(new Dec(marketData.totalSupply.toString())
301
- .sub(marketData.totalBorrow.toString())
302
- .toString(), symbol),
303
- utilization: new Dec(marketData.totalBorrow.toString())
304
- .div(new Dec(marketData.totalSupply.toString()))
305
- .times(100)
306
- .toString(),
307
- incentiveSupplyToken: 'MORPHO',
308
- incentiveBorrowToken: 'MORPHO',
309
- incentiveSupplyApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondSupplySide || '0',
310
- incentiveBorrowApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondBorrowSide || '0',
311
-
312
- totalBorrowVar: '0', // Morpho doesn't have all these, keeping it for compatability
313
- borrowRateStable: '0',
314
- disabledStableBorrowing: false,
315
- isIsolated: false,
316
- debtCeilingForIsolationMode: '0',
317
- isSiloed: false,
318
- isolationModeTotalDebt: '0',
319
- assetId: null,
320
- isolationModeBorrowingEnabled: false,
321
- isFlashLoanEnabled: false,
322
- };
323
-
324
- if (STAKING_ASSETS.includes(data.symbol)) {
325
- data.incentiveSupplyApy = await getStakingApy(data.symbol, mainnetWeb3);
326
- data.incentiveSupplyToken = data.symbol;
327
- }
328
- if (data.symbol === 'sDAI') {
329
- data.incentiveSupplyApy = await getStakingApy('sDAI', mainnetWeb3);
330
- data.incentiveSupplyToken = 'sDAI';
331
- }
332
-
333
- return data;
334
- }));
335
-
336
- const payload: MorphoAaveV3AssetsData = {};
337
- // Sort by market size
338
- assetsData
339
- .sort((a, b) => {
340
- const aMarket = new Dec(a.price).times(a.totalSupply).toString();
341
- const bMarket = new Dec(b.price).times(b.totalSupply).toString();
342
-
343
- return new Dec(bMarket).minus(aMarket).toNumber();
344
- })
345
- .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
346
- payload[assetData.symbol] = { ...assetData, sortIndex: i };
347
- });
348
-
349
- return { assetsData: payload, eModeCategoriesData: { 1: eModeCategoryData } };
350
- };
351
-
352
- export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
353
- let balances: PositionBalances = {
354
- collateral: {},
355
- debt: {},
356
- };
357
-
358
- if (!address) {
359
- return balances;
360
- }
361
-
362
- const selectedMarket = MORPHO_AAVE_V3_ETH(network);
363
- // @ts-ignore
364
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
365
- // @ts-ignore
366
- const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
367
-
368
- const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
369
- const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
370
- const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
371
-
372
- const multicallArray = [
373
- ...(_addresses.map((underlyingAddress: string) => ([
374
- {
375
- target: lendingPoolContract.options.address,
376
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
377
- params: [underlyingAddress],
378
- },
379
- {
380
- target: lendingPoolContract.options.address,
381
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
382
- params: [underlyingAddress, address],
383
- },
384
- {
385
- target: lendingPoolContract.options.address,
386
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
387
- params: [underlyingAddress, address],
388
- },
389
- {
390
- target: lendingPoolContract.options.address,
391
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
392
- params: [underlyingAddress, address],
393
- },
394
- {
395
- target: lendingPoolContract.options.address,
396
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
397
- params: [underlyingAddress, address],
398
- },
399
- {
400
- target: lendingPoolContract.options.address,
401
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
402
- params: [underlyingAddress, address],
403
- },
404
- ]))).flat(),
405
- ];
406
-
407
- const multicallResponse = await multicall(multicallArray, web3, network, block);
408
-
409
- const numberOfMultiCalls = 6;
410
-
411
- _addresses.forEach((underlyingAddr: string, i: number) => {
412
- const currentMulticallIndex = numberOfMultiCalls * i;
413
- const morphoMarketData = multicallResponse[currentMulticallIndex][0];
414
- const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
415
- const { symbol } = getAssetInfoByAddress(assetAddr, network);
416
-
417
- const suppliedP2P = morphoAaveMath.indexMul(
418
- multicallResponse[currentMulticallIndex + 1][0],
419
- morphoMarketData.indexes.supply.p2pIndex,
420
- ).toString();
421
- const suppliedPool = morphoAaveMath.indexMul(
422
- multicallResponse[currentMulticallIndex + 2][0],
423
- morphoMarketData.indexes.supply.poolIndex,
424
- ).toString();
425
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
426
- const suppliedCollateral = morphoAaveMath.indexMul(
427
- multicallResponse[currentMulticallIndex + 3][0],
428
- morphoMarketData.indexes.supply.poolIndex,
429
- ).toString();
430
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
431
-
432
- const borrowedP2P = morphoAaveMath.indexMul(
433
- multicallResponse[currentMulticallIndex + 4][0],
434
- morphoMarketData.indexes.borrow.p2pIndex,
435
- ).toString();
436
- const borrowedPool = morphoAaveMath.indexMul(
437
- multicallResponse[currentMulticallIndex + 5][0],
438
- morphoMarketData.indexes.borrow.poolIndex,
439
- ).toString();
440
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
441
-
442
- balances = {
443
- collateral: {
444
- ...balances.collateral,
445
- [addressMapping ? assetAddr : symbol]: supplied,
446
- },
447
- debt: {
448
- ...balances.debt,
449
- [addressMapping ? assetAddr : symbol]: borrowed,
450
- },
451
- };
452
- });
453
-
454
- return balances;
455
- };
456
-
457
- export const getMorphoAaveV3AccountData = async (
458
- web3: Web3,
459
- network: NetworkNumber,
460
- address: string,
461
- assetsData: MorphoAaveV3AssetsData,
462
- eModeCategoriesData: EModeCategoriesData,
463
- delegator: string,
464
- selectedMarket: MorphoAaveV3MarketInfo,
465
- ): Promise<MorphoAaveV3PositionData> => {
466
- if (!address) {
467
- throw new Error('No address provided.');
468
- }
469
- const eModeCategory = 1; // TODO: morpho v3 pass as arg
470
-
471
- let payload: MorphoAaveV3PositionData = {
472
- ...EMPTY_AAVE_DATA,
473
- usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
474
- eModeCategory,
475
- minRatio: '100',
476
- lastUpdated: Date.now(),
477
- };
478
-
479
- // @ts-ignore
480
- const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
481
-
482
- const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
483
- ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
484
- : null;
485
- payload.approvedManager = isManagedBy ? delegator : '';
486
-
487
- const markets = Object.values(assetsData);
488
- // @ts-ignore
489
- const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
490
-
491
- const multicallArray = [
492
- ...(marketAddresses.map((marketAddr) => [
493
- {
494
- target: lendingPoolContract.options.address,
495
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
496
- params: [marketAddr, address],
497
- },
498
- {
499
- target: lendingPoolContract.options.address,
500
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
501
- params: [marketAddr, address],
502
- },
503
- {
504
- target: lendingPoolContract.options.address,
505
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
506
- params: [marketAddr, address],
507
- },
508
- {
509
- target: lendingPoolContract.options.address,
510
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
511
- params: [marketAddr, address],
512
- },
513
- {
514
- target: lendingPoolContract.options.address,
515
- abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
516
- params: [marketAddr, address],
517
- },
518
- ]).flat()),
519
- ];
520
-
521
- const multicallResponse = await multicall(multicallArray, web3, network);
522
-
523
- markets.forEach((market: any, i: number) => {
524
- const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
525
- const assetAavePrice = assetsData[symbol].price;
526
-
527
- const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
528
- multicallResponse[i * 5][0],
529
- market.morphoMarketData.indexes.supply.p2pIndex,
530
- ), symbol);
531
- const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
532
- multicallResponse[(i * 5) + 1][0],
533
- market.morphoMarketData.indexes.supply.poolIndex,
534
- ), symbol);
535
- const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
536
- const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
537
- multicallResponse[(i * 5) + 2][0],
538
- market.morphoMarketData.indexes.supply.poolIndex,
539
- ), symbol);
540
- const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
541
- const suppliedMatched = new Dec(suppliedTotal).eq(0)
542
- ? '0'
543
- : morphoAaveMath.percentDiv(
544
- assetAmountInWei(suppliedP2P, symbol),
545
- assetAmountInWei(suppliedTotal, symbol),
546
- ).div(100).toString();
547
-
548
- const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
549
- multicallResponse[(i * 5) + 3][0],
550
- market.morphoMarketData.indexes.borrow.p2pIndex,
551
- ), symbol);
552
- const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
553
- multicallResponse[(i * 5) + 4][0],
554
- market.morphoMarketData.indexes.borrow.poolIndex,
555
- ), symbol);
556
- const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
557
- const borrowedMatched = new Dec(borrowed).eq(0)
558
- ? '0'
559
- : morphoAaveMath.percentDiv(
560
- assetAmountInWei(borrowedP2P, symbol),
561
- assetAmountInWei(borrowed, symbol),
562
- ).div(100).toString();
563
-
564
- const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
565
- .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
566
- const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
567
- .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
568
-
569
- if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
570
- payload.usedAssets[symbol] = {
571
- symbol,
572
- supplied,
573
- suppliedP2P,
574
- suppliedPool,
575
- suppliedMatched,
576
- borrowed,
577
- borrowedP2P,
578
- borrowedPool,
579
- borrowedMatched,
580
- supplyRate,
581
- borrowRate,
582
- suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
583
- suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
584
- suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
585
- borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
586
- borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
587
- borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
588
- borrowedVariable: borrowed,
589
- borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
590
- collateral: new Dec(suppliedCollateral).gt(0),
591
- isSupplied: new Dec(supplied).gt(0),
592
- isBorrowed: new Dec(borrowed).gt(0),
593
- // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
594
- // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
595
- limit: '0',
596
-
597
- interestMode: '', // Morpho doesn't have all these, keeping it for compatability
598
- stableBorrowRate: '0',
599
- borrowedStable: '0',
600
- borrowedUsdStable: '0',
601
- stableLimit: '0',
602
- variableLimit: '0',
603
- };
604
- }
605
- });
606
-
607
- payload.eModeCategory = eModeCategory;
608
- payload = {
609
- ...payload,
610
- ...aaveAnyGetAggregatedPositionData({
611
- usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket, eModeCategoriesData,
612
- }),
613
- };
614
-
615
- // Calculate borrow limits per asset
616
- Object.values(payload.usedAssets).forEach((item) => {
617
- if (item.isBorrowed) {
618
- // eslint-disable-next-line no-param-reassign
619
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
620
- }
621
- });
622
-
623
- return payload;
624
- };
625
-
626
- export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
627
- const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
628
- const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, marketData.eModeCategoriesData, delegator, market);
629
- return positionData;
630
- };
1
+ import {
2
+ assetAmountInEth, assetAmountInWei, getAssetInfo, getAssetInfoByAddress,
3
+ } from '@defisaver/tokens';
4
+ import { MorphoAaveMath } from '@morpho-org/morpho-aave-v3-sdk/lib/maths/AaveV3.maths';
5
+ import PoolInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/PoolInterestRates';
6
+ import P2PInterestRates from '@morpho-org/morpho-aave-v3-sdk/lib/maths/P2PInterestRates';
7
+ import { BigNumber } from '@ethersproject/bignumber';
8
+ import Web3 from 'web3';
9
+ import Dec from 'decimal.js';
10
+ import {
11
+ Blockish, EthAddress, NetworkNumber, PositionBalances,
12
+ } from '../types/common';
13
+ import {
14
+ ethToWeth, ethToWethByAddress, getAbiItem, isEnabledOnBitmap, isLayer2Network, wethToEthByAddress,
15
+ } from '../services/utils';
16
+ import {
17
+ createContractWrapper,
18
+ getConfigContractAbi,
19
+ getConfigContractAddress,
20
+ } from '../contracts';
21
+ import { multicall } from '../multicall';
22
+ import { getStakingApy, STAKING_ASSETS } from '../staking';
23
+ import {
24
+ EModeCategoriesData,
25
+ EModeCategoryData,
26
+ MorphoAaveV3AssetData, MorphoAaveV3AssetsData, MorphoAaveV3MarketData, MorphoAaveV3MarketInfo, MorphoAaveV3PositionData,
27
+ } from '../types';
28
+ import { aprToApy, calculateBorrowingAssetLimit } from '../moneymarket';
29
+ import { EMPTY_AAVE_DATA } from '../aaveV3';
30
+ import { aaveAnyGetAggregatedPositionData } from '../helpers/aaveHelpers';
31
+ import { MORPHO_AAVE_V3_ETH } from '../markets/aave';
32
+
33
+ const morphoAaveMath = new MorphoAaveMath();
34
+ const poolInterestRates = new PoolInterestRates();
35
+ const p2pInterestRates = new P2PInterestRates();
36
+
37
+ const computeMorphoMarketData = (
38
+ loanInfo: any, morphoMarketData: any, aaveIndexes: any, // TODO: morpho v3 type
39
+ ) => {
40
+ const { newPoolSupplyIndex, newPoolBorrowIndex } = poolInterestRates.computePoolIndexes({
41
+ lastPoolSupplyIndex: BigNumber.from(aaveIndexes.liquidityIndex),
42
+ lastPoolBorrowIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
43
+ lastUpdateTimestamp: BigNumber.from(aaveIndexes.lastUpdateTimestamp),
44
+ poolBorrowRatePerYear: BigNumber.from(loanInfo.borrowRateVariable),
45
+ poolSupplyRatePerYear: BigNumber.from(loanInfo.supplyRate),
46
+ currentTimestamp: BigNumber.from(new Dec(Date.now()).div(1000).toDP(0).toString()),
47
+ });
48
+
49
+ const proportionIdle = new Dec(morphoMarketData.idleSupply).eq(0)
50
+ ? '0'
51
+ : Dec.min(
52
+ morphoAaveMath.INDEX_ONE.toString(),
53
+ morphoAaveMath.indexDiv(
54
+ morphoMarketData.idleSupply,
55
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex).toString(),
56
+ ).toString(),
57
+ ).toString();
58
+
59
+ const supplyProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
60
+ ? '0'
61
+ : Dec.min(
62
+ new Dec(morphoAaveMath.INDEX_ONE.toString()).sub(proportionIdle).toString(),
63
+ morphoAaveMath.indexDiv(
64
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledDelta, newPoolSupplyIndex),
65
+ morphoAaveMath.indexMul(morphoMarketData.deltas.supply.scaledP2PTotal, morphoMarketData.indexes.supply.p2pIndex),
66
+ ).toString(),
67
+ ).toString();
68
+
69
+ const borrowProportionDelta = new Dec(morphoMarketData.idleSupply).eq(0)
70
+ ? '0'
71
+ : Dec.min(
72
+ morphoAaveMath.INDEX_ONE.toString(),
73
+ morphoAaveMath.indexDiv(
74
+ morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledDelta, newPoolBorrowIndex),
75
+ morphoAaveMath.indexMul(morphoMarketData.deltas.borrow.scaledP2PTotal, morphoMarketData.indexes.borrow.p2pIndex),
76
+ ).toString(),
77
+ ).toString();
78
+
79
+ const apys = morphoAaveMath.computeApysFromRates(
80
+ BigNumber.from(loanInfo.supplyRate),
81
+ BigNumber.from(loanInfo.borrowRateVariable),
82
+ BigNumber.from(morphoMarketData.p2pIndexCursor),
83
+ BigNumber.from(supplyProportionDelta),
84
+ BigNumber.from(borrowProportionDelta),
85
+ BigNumber.from(proportionIdle),
86
+ BigNumber.from(morphoMarketData.reserveFactor),
87
+ );
88
+
89
+ const { newP2PSupplyIndex, newP2PBorrowIndex } = p2pInterestRates.computeP2PIndexes({
90
+ p2pIndexCursor: BigNumber.from(morphoMarketData.p2pIndexCursor),
91
+ lastBorrowIndexes: {
92
+ p2pIndex: BigNumber.from(morphoMarketData.indexes.borrow.p2pIndex),
93
+ poolIndex: BigNumber.from(aaveIndexes.variableBorrowIndex),
94
+ },
95
+ lastSupplyIndexes: {
96
+ p2pIndex: BigNumber.from(morphoMarketData.indexes.supply.p2pIndex),
97
+ poolIndex: BigNumber.from(aaveIndexes.liquidityIndex),
98
+ },
99
+ poolSupplyIndex: BigNumber.from(newPoolSupplyIndex),
100
+ poolBorrowIndex: BigNumber.from(newPoolBorrowIndex),
101
+ deltas: {
102
+ borrow: {
103
+ scaledDelta: BigNumber.from(morphoMarketData.deltas.borrow.scaledDelta),
104
+ scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.borrow.scaledP2PTotal),
105
+ },
106
+ supply: {
107
+ scaledDelta: BigNumber.from(morphoMarketData.deltas.supply.scaledDelta),
108
+ scaledP2PTotal: BigNumber.from(morphoMarketData.deltas.supply.scaledP2PTotal),
109
+ },
110
+ },
111
+ reserveFactor: BigNumber.from(morphoMarketData.reserveFactor),
112
+ proportionIdle: BigNumber.from(proportionIdle),
113
+ });
114
+
115
+ return {
116
+ ...loanInfo,
117
+ ...morphoMarketData,
118
+ ...aaveIndexes,
119
+ p2pBorrowAPY: new Dec(apys.p2pBorrowAPY.toString()).div(100).toString(),
120
+ p2pSupplyAPY: new Dec(apys.p2pSupplyAPY.toString()).div(100).toString(),
121
+ morphoBorrowInP2P: assetAmountInEth(morphoAaveMath.indexMul(
122
+ morphoMarketData.deltas.borrow.scaledP2PTotal,
123
+ newP2PBorrowIndex,
124
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
125
+ morphoBorrowOnPool: assetAmountInEth(morphoAaveMath.indexMul(
126
+ morphoMarketData.scaledMorphoBorrowOnPool,
127
+ newPoolBorrowIndex,
128
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
129
+ morphoSupplyInP2P: assetAmountInEth(morphoAaveMath.indexMul(
130
+ morphoMarketData.deltas.supply.scaledP2PTotal,
131
+ newP2PSupplyIndex,
132
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
133
+ morphoSupplyOnPool: assetAmountInEth(morphoAaveMath.indexMul(
134
+ morphoMarketData.isCollateral ? '0' : morphoMarketData.scaledMorphoSupplyOnPool,
135
+ newPoolSupplyIndex,
136
+ ).toString(), getAssetInfoByAddress(loanInfo.underlyingTokenAddress).symbol),
137
+ };
138
+ };
139
+
140
+ export const getMorphoAaveV3MarketsData = async (web3: Web3, network: NetworkNumber, selectedMarket: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3MarketData> => {
141
+ // @ts-ignore
142
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
143
+ const aaveLendingPoolContract = createContractWrapper(web3, network, selectedMarket.aaveLendingPool, selectedMarket.aaveLendingPoolAddress);
144
+
145
+ const _addresses = selectedMarket.assets.map((a: string) => getAssetInfo(ethToWeth(a)).address);
146
+
147
+ const splitStart = Math.floor(_addresses.length / 2);
148
+ const loanInfoCallsToSkip = 3; // skipping getFullTokensInfo calls at the start of multicallArray
149
+
150
+ const AaveV3ViewAddress = getConfigContractAddress('AaveV3View', network);
151
+ const AaveV3ViewAbi = getConfigContractAbi('AaveV3View');
152
+
153
+ const multicallArray = [
154
+ {
155
+ target: AaveV3ViewAddress,
156
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
157
+ params: [selectedMarket.providerAddress, _addresses.slice(0, splitStart)],
158
+ },
159
+ {
160
+ target: AaveV3ViewAddress,
161
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getFullTokensInfo'),
162
+ params: [selectedMarket.providerAddress, _addresses.slice(splitStart, _addresses.length)],
163
+ },
164
+ {
165
+ target: AaveV3ViewAddress,
166
+ abiItem: getAbiItem(AaveV3ViewAbi, 'getAllEmodes'),
167
+ params: [selectedMarket.providerAddress],
168
+ },
169
+ ...(_addresses.map((underlyingAddress: string) => (
170
+ [{
171
+ target: lendingPoolContract.options.address,
172
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
173
+ params: [underlyingAddress],
174
+ },
175
+ {
176
+ target: aaveLendingPoolContract.options.address, // TODO: aave refactor add to Aave view
177
+ // @ts-ignore
178
+ abiItem: getAbiItem(getConfigContractAbi(selectedMarket.aaveLendingPool), 'getReserveData'),
179
+ params: [underlyingAddress],
180
+ }]
181
+ ))).flat(),
182
+ ];
183
+
184
+ const multicallResponse = await multicall(multicallArray, web3, network);
185
+ const loanInfo = [...multicallResponse[0][0], ...multicallResponse[1][0]];
186
+ // Morpho Aave V3 ETH optimizer is hardcoded to use e mode category 1
187
+ const eModeCategoryData: EModeCategoryData = {
188
+ label: multicallResponse[2][0][0].label,
189
+ id: 1,
190
+ liquidationBonus: new Dec(multicallResponse[2][0][0].liquidationBonus).div(10000).toString(),
191
+ liquidationRatio: new Dec(multicallResponse[2][0][0].liquidationThreshold).div(10000).toString(),
192
+ collateralFactor: new Dec(multicallResponse[2][0][0].ltv).div(10000).toString(),
193
+ borrowableBitmap: multicallResponse[2][0][0].borrowableBitmap,
194
+ collateralBitmap: multicallResponse[2][0][0].collateralBitmap,
195
+ borrowAssets: [],
196
+ collateralAssets: [],
197
+ };
198
+
199
+ const IVariableDebtTokenAbi = getConfigContractAbi('IVariableDebtToken');
200
+ const IATokenAbi = getConfigContractAbi('IAToken');
201
+
202
+ const scaledBalanceMulticall = [
203
+ ...loanInfo.map((_, i: number) => [
204
+ {
205
+ target: multicallResponse[(2 * i) + loanInfoCallsToSkip][0].variableDebtToken, // TODO: aave refactor add to Aave view
206
+ abiItem: getAbiItem(IVariableDebtTokenAbi, 'scaledBalanceOf'),
207
+ params: [lendingPoolContract.options.address],
208
+ },
209
+ {
210
+ target: loanInfo[i].aTokenAddress, // TODO: aave refactor add to Aave view
211
+ abiItem: getAbiItem(IATokenAbi, 'scaledBalanceOf'),
212
+ params: [lendingPoolContract.options.address],
213
+ },
214
+ ]).flat(),
215
+ ];
216
+
217
+ const [scaledBalanceResponse, morphoRewards] = await Promise.allSettled([
218
+ multicall(scaledBalanceMulticall, web3, network),
219
+ fetch('https://api.morpho.xyz/rewards/emissions'),
220
+ ]);
221
+
222
+ if (scaledBalanceResponse.status !== 'fulfilled') {
223
+ throw new Error('Failed to fetch market data.');
224
+ }
225
+
226
+ let morphoRewardsData: any = null;
227
+ if (morphoRewards.status === 'fulfilled') {
228
+ morphoRewardsData = morphoRewards.value.ok ? await morphoRewards.value.json() : null;
229
+ }
230
+
231
+ const assetsData: MorphoAaveV3AssetData[] = await Promise.all(loanInfo.map(async (info, i: number) => {
232
+ const morphoMarketData = {
233
+ ...multicallResponse[(2 * i) + loanInfoCallsToSkip][0],
234
+ scaledMorphoBorrowOnPool: scaledBalanceResponse.value[2 * i][0],
235
+ scaledMorphoSupplyOnPool: scaledBalanceResponse.value[(2 * i) + 1][0],
236
+ };
237
+ const marketData = computeMorphoMarketData(
238
+ info,
239
+ morphoMarketData,
240
+ multicallResponse[(2 * i) + (loanInfoCallsToSkip + 1)][0],
241
+ );
242
+
243
+ const { symbol, address } = getAssetInfoByAddress(wethToEthByAddress(marketData.underlyingTokenAddress));
244
+
245
+
246
+ if (isEnabledOnBitmap(Number(eModeCategoryData.collateralBitmap), Number(info.assetId)) && marketData.isCollateral) eModeCategoryData.collateralAssets.push(symbol);
247
+ if (isEnabledOnBitmap(Number(eModeCategoryData.borrowableBitmap), Number(info.assetId))) eModeCategoryData.borrowAssets.push(symbol);
248
+
249
+ const data = {
250
+ symbol,
251
+ morphoMarketData,
252
+ hasDelta: new Dec(marketData.p2pSupplyAPY).minus(marketData.p2pBorrowAPY).gte(0.3),
253
+ aTokenAddress: marketData.aTokenAddress,
254
+ underlyingTokenAddress: address,
255
+ price: new Dec(marketData.price.toString()).div(1e8).toString(), // is actually price in USD
256
+
257
+ supplyRate: aprToApy(new Dec(marketData.supplyRate.toString()).div(1e25).toString()),
258
+ supplyRateP2P: marketData.p2pSupplyAPY,
259
+ borrowRate: aprToApy(new Dec(marketData.borrowRateVariable.toString()).div(1e25).toString()),
260
+ borrowRateP2P: marketData.p2pBorrowAPY,
261
+ totalSupply: assetAmountInEth(marketData.totalSupply.toString(), symbol),
262
+ totalBorrow: assetAmountInEth(marketData.totalBorrow.toString(), symbol),
263
+
264
+ totalSupplyP2P: marketData.morphoSupplyInP2P,
265
+ totalSupplyPool: marketData.morphoSupplyOnPool,
266
+ totalBorrowP2P: marketData.morphoBorrowInP2P,
267
+ totalBorrowPool: marketData.morphoBorrowOnPool,
268
+
269
+ supplyCap: marketData.supplyCap,
270
+ borrowCap: marketData.borrowCap,
271
+ usageAsCollateralEnabled: marketData.isCollateral,
272
+ collateralFactor: marketData.isCollateral ? new Dec(marketData.collateralFactor).div(10000).toString() : '0',
273
+ liquidationRatio: new Dec(marketData.liquidationRatio).div(10000).toString(),
274
+ liquidationBonus: new Dec(marketData.liquidationBonus).div(10000).toString(),
275
+ isInactive: !marketData.isActive,
276
+ isFrozen: marketData.isFrozen,
277
+ isPaused: marketData.isPaused,
278
+ canBeBorrowed: !marketData.isFrozen
279
+ && marketData.borrowingEnabled
280
+ && !marketData.pauseStatuses.isBorrowPaused
281
+ && !marketData.pauseStatuses.isDeprecated,
282
+ canBeSupplied: !marketData.isFrozen
283
+ && marketData.isCollateral ? !marketData.pauseStatuses.isSupplyCollateralPaused : !marketData.pauseStatuses.isSupplyPaused
284
+ && !marketData.pauseStatuses.isDeprecated,
285
+ canBeWithdrawn: marketData.isActive
286
+ && !marketData.isPaused
287
+ && marketData.isCollateral ? !marketData.pauseStatuses.isWithdrawCollateralPaused : !marketData.pauseStatuses.isWithdrawPaused,
288
+ canBePayBacked: marketData.isActive && !marketData.isPaused && !marketData.pauseStatuses.isRepayPaused,
289
+ reserveFactor: new Dec(marketData.reserveFactor).toString(),
290
+ pauseStatus: {
291
+ isSupplyPaused: marketData.pauseStatuses.isSupplyPaused,
292
+ isSupplyCollateralPaused: marketData.pauseStatuses.isSupplyCollateralPaused,
293
+ isWithdrawPaused: marketData.pauseStatuses.isWithdrawPaused,
294
+ isWithdrawCollateralPaused: marketData.pauseStatuses.isWithdrawCollateralPaused,
295
+ isRepayPaused: marketData.pauseStatuses.isRepayPaused,
296
+ isBorrowPaused: marketData.pauseStatuses.isBorrowPaused,
297
+ isDeprecated: marketData.pauseStatuses.isDeprecated,
298
+ isP2PDisabled: marketData.pauseStatuses.isP2PDisabled,
299
+ },
300
+ marketLiquidity: assetAmountInEth(new Dec(marketData.totalSupply.toString())
301
+ .sub(marketData.totalBorrow.toString())
302
+ .toString(), symbol),
303
+ utilization: new Dec(marketData.totalBorrow.toString())
304
+ .div(new Dec(marketData.totalSupply.toString()))
305
+ .times(100)
306
+ .toString(),
307
+ incentiveSupplyToken: 'MORPHO',
308
+ incentiveBorrowToken: 'MORPHO',
309
+ incentiveSupplyApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondSupplySide || '0',
310
+ incentiveBorrowApy: morphoRewardsData?.markets?.[marketData.underlyingTokenAddress?.toLowerCase()]?.morphoRatePerSecondBorrowSide || '0',
311
+
312
+ totalBorrowVar: '0', // Morpho doesn't have all these, keeping it for compatability
313
+ borrowRateStable: '0',
314
+ disabledStableBorrowing: false,
315
+ isIsolated: false,
316
+ debtCeilingForIsolationMode: '0',
317
+ isSiloed: false,
318
+ isolationModeTotalDebt: '0',
319
+ assetId: null,
320
+ isolationModeBorrowingEnabled: false,
321
+ isFlashLoanEnabled: false,
322
+ };
323
+
324
+ if (STAKING_ASSETS.includes(data.symbol)) {
325
+ data.incentiveSupplyApy = await getStakingApy(data.symbol, mainnetWeb3);
326
+ data.incentiveSupplyToken = data.symbol;
327
+ }
328
+ if (data.symbol === 'sDAI') {
329
+ data.incentiveSupplyApy = await getStakingApy('sDAI', mainnetWeb3);
330
+ data.incentiveSupplyToken = 'sDAI';
331
+ }
332
+
333
+ return data;
334
+ }));
335
+
336
+ const payload: MorphoAaveV3AssetsData = {};
337
+ // Sort by market size
338
+ assetsData
339
+ .sort((a, b) => {
340
+ const aMarket = new Dec(a.price).times(a.totalSupply).toString();
341
+ const bMarket = new Dec(b.price).times(b.totalSupply).toString();
342
+
343
+ return new Dec(bMarket).minus(aMarket).toNumber();
344
+ })
345
+ .forEach((assetData: MorphoAaveV3AssetData, i: number) => {
346
+ payload[assetData.symbol] = { ...assetData, sortIndex: i };
347
+ });
348
+
349
+ return { assetsData: payload, eModeCategoriesData: { 1: eModeCategoryData } };
350
+ };
351
+
352
+ export const getMorphoAaveV3AccountBalances = async (web3: Web3, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress): Promise<PositionBalances> => {
353
+ let balances: PositionBalances = {
354
+ collateral: {},
355
+ debt: {},
356
+ };
357
+
358
+ if (!address) {
359
+ return balances;
360
+ }
361
+
362
+ const selectedMarket = MORPHO_AAVE_V3_ETH(network);
363
+ // @ts-ignore
364
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
365
+ // @ts-ignore
366
+ const protocolDataProviderContract = createContractWrapper(web3, network, selectedMarket.protocolData, selectedMarket.protocolDataAddress);
367
+
368
+ const reserveTokens = await protocolDataProviderContract.methods.getAllReservesTokens().call({}, block);
369
+ const symbols = reserveTokens.map(({ symbol }: { symbol: string }) => symbol);
370
+ const _addresses = reserveTokens.map(({ tokenAddress }: { tokenAddress: EthAddress }) => tokenAddress);
371
+
372
+ const multicallArray = [
373
+ ...(_addresses.map((underlyingAddress: string) => ([
374
+ {
375
+ target: lendingPoolContract.options.address,
376
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'market'),
377
+ params: [underlyingAddress],
378
+ },
379
+ {
380
+ target: lendingPoolContract.options.address,
381
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
382
+ params: [underlyingAddress, address],
383
+ },
384
+ {
385
+ target: lendingPoolContract.options.address,
386
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
387
+ params: [underlyingAddress, address],
388
+ },
389
+ {
390
+ target: lendingPoolContract.options.address,
391
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
392
+ params: [underlyingAddress, address],
393
+ },
394
+ {
395
+ target: lendingPoolContract.options.address,
396
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
397
+ params: [underlyingAddress, address],
398
+ },
399
+ {
400
+ target: lendingPoolContract.options.address,
401
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
402
+ params: [underlyingAddress, address],
403
+ },
404
+ ]))).flat(),
405
+ ];
406
+
407
+ const multicallResponse = await multicall(multicallArray, web3, network, block);
408
+
409
+ const numberOfMultiCalls = 6;
410
+
411
+ _addresses.forEach((underlyingAddr: string, i: number) => {
412
+ const currentMulticallIndex = numberOfMultiCalls * i;
413
+ const morphoMarketData = multicallResponse[currentMulticallIndex][0];
414
+ const assetAddr = wethToEthByAddress(underlyingAddr, network).toLowerCase();
415
+ const { symbol } = getAssetInfoByAddress(assetAddr, network);
416
+
417
+ const suppliedP2P = morphoAaveMath.indexMul(
418
+ multicallResponse[currentMulticallIndex + 1][0],
419
+ morphoMarketData.indexes.supply.p2pIndex,
420
+ ).toString();
421
+ const suppliedPool = morphoAaveMath.indexMul(
422
+ multicallResponse[currentMulticallIndex + 2][0],
423
+ morphoMarketData.indexes.supply.poolIndex,
424
+ ).toString();
425
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
426
+ const suppliedCollateral = morphoAaveMath.indexMul(
427
+ multicallResponse[currentMulticallIndex + 3][0],
428
+ morphoMarketData.indexes.supply.poolIndex,
429
+ ).toString();
430
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
431
+
432
+ const borrowedP2P = morphoAaveMath.indexMul(
433
+ multicallResponse[currentMulticallIndex + 4][0],
434
+ morphoMarketData.indexes.borrow.p2pIndex,
435
+ ).toString();
436
+ const borrowedPool = morphoAaveMath.indexMul(
437
+ multicallResponse[currentMulticallIndex + 5][0],
438
+ morphoMarketData.indexes.borrow.poolIndex,
439
+ ).toString();
440
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
441
+
442
+ balances = {
443
+ collateral: {
444
+ ...balances.collateral,
445
+ [addressMapping ? assetAddr : symbol]: supplied,
446
+ },
447
+ debt: {
448
+ ...balances.debt,
449
+ [addressMapping ? assetAddr : symbol]: borrowed,
450
+ },
451
+ };
452
+ });
453
+
454
+ return balances;
455
+ };
456
+
457
+ export const getMorphoAaveV3AccountData = async (
458
+ web3: Web3,
459
+ network: NetworkNumber,
460
+ address: string,
461
+ assetsData: MorphoAaveV3AssetsData,
462
+ eModeCategoriesData: EModeCategoriesData,
463
+ delegator: string,
464
+ selectedMarket: MorphoAaveV3MarketInfo,
465
+ ): Promise<MorphoAaveV3PositionData> => {
466
+ if (!address) {
467
+ throw new Error('No address provided.');
468
+ }
469
+ const eModeCategory = 1; // TODO: morpho v3 pass as arg
470
+
471
+ let payload: MorphoAaveV3PositionData = {
472
+ ...EMPTY_AAVE_DATA,
473
+ usedAssets: {}, // Typescript is bugging out due to JSDocs version of AavePositionData.UsedAssets
474
+ eModeCategory,
475
+ minRatio: '100',
476
+ lastUpdated: Date.now(),
477
+ };
478
+
479
+ // @ts-ignore
480
+ const lendingPoolContract = createContractWrapper(web3, network, selectedMarket.lendingPool, selectedMarket.lendingPoolAddress);
481
+
482
+ const isManagedBy = delegator && lendingPoolContract?.methods?.isManagedBy
483
+ ? await lendingPoolContract.methods.isManagedBy(address, delegator).call()
484
+ : null;
485
+ payload.approvedManager = isManagedBy ? delegator : '';
486
+
487
+ const markets = Object.values(assetsData);
488
+ // @ts-ignore
489
+ const marketAddresses = markets.map(m => ethToWethByAddress(m.underlyingTokenAddress));
490
+
491
+ const multicallArray = [
492
+ ...(marketAddresses.map((marketAddr) => [
493
+ {
494
+ target: lendingPoolContract.options.address,
495
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PSupplyBalance'),
496
+ params: [marketAddr, address],
497
+ },
498
+ {
499
+ target: lendingPoolContract.options.address,
500
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolSupplyBalance'),
501
+ params: [marketAddr, address],
502
+ },
503
+ {
504
+ target: lendingPoolContract.options.address,
505
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledCollateralBalance'),
506
+ params: [marketAddr, address],
507
+ },
508
+ {
509
+ target: lendingPoolContract.options.address,
510
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledP2PBorrowBalance'),
511
+ params: [marketAddr, address],
512
+ },
513
+ {
514
+ target: lendingPoolContract.options.address,
515
+ abiItem: getAbiItem(lendingPoolContract.options.jsonInterface, 'scaledPoolBorrowBalance'),
516
+ params: [marketAddr, address],
517
+ },
518
+ ]).flat()),
519
+ ];
520
+
521
+ const multicallResponse = await multicall(multicallArray, web3, network);
522
+
523
+ markets.forEach((market: any, i: number) => {
524
+ const { symbol } = getAssetInfoByAddress(wethToEthByAddress(market.underlyingTokenAddress));
525
+ const assetAavePrice = assetsData[symbol].price;
526
+
527
+ const suppliedP2P = assetAmountInEth(morphoAaveMath.indexMul(
528
+ multicallResponse[i * 5][0],
529
+ market.morphoMarketData.indexes.supply.p2pIndex,
530
+ ), symbol);
531
+ const suppliedPool = assetAmountInEth(morphoAaveMath.indexMul(
532
+ multicallResponse[(i * 5) + 1][0],
533
+ market.morphoMarketData.indexes.supply.poolIndex,
534
+ ), symbol);
535
+ const suppliedTotal = new Dec(suppliedP2P).add(suppliedPool).toString();
536
+ const suppliedCollateral = assetAmountInEth(morphoAaveMath.indexMul(
537
+ multicallResponse[(i * 5) + 2][0],
538
+ market.morphoMarketData.indexes.supply.poolIndex,
539
+ ), symbol);
540
+ const supplied = new Dec(suppliedTotal).add(suppliedCollateral).toString();
541
+ const suppliedMatched = new Dec(suppliedTotal).eq(0)
542
+ ? '0'
543
+ : morphoAaveMath.percentDiv(
544
+ assetAmountInWei(suppliedP2P, symbol),
545
+ assetAmountInWei(suppliedTotal, symbol),
546
+ ).div(100).toString();
547
+
548
+ const borrowedP2P = assetAmountInEth(morphoAaveMath.indexMul(
549
+ multicallResponse[(i * 5) + 3][0],
550
+ market.morphoMarketData.indexes.borrow.p2pIndex,
551
+ ), symbol);
552
+ const borrowedPool = assetAmountInEth(morphoAaveMath.indexMul(
553
+ multicallResponse[(i * 5) + 4][0],
554
+ market.morphoMarketData.indexes.borrow.poolIndex,
555
+ ), symbol);
556
+ const borrowed = new Dec(borrowedP2P).add(borrowedPool).toString();
557
+ const borrowedMatched = new Dec(borrowed).eq(0)
558
+ ? '0'
559
+ : morphoAaveMath.percentDiv(
560
+ assetAmountInWei(borrowedP2P, symbol),
561
+ assetAmountInWei(borrowed, symbol),
562
+ ).div(100).toString();
563
+
564
+ const supplyRate = new Dec(new Dec(market.supplyRateP2P).mul(suppliedMatched))
565
+ .add(new Dec(market.supplyRate).mul(100 - +suppliedMatched)).div(100).toString();
566
+ const borrowRate = new Dec(new Dec(market.borrowRateP2P).mul(borrowedMatched))
567
+ .add(new Dec(market.borrowRate).mul(100 - +borrowedMatched)).div(100).toString();
568
+
569
+ if (new Dec(supplied).gt(0) || new Dec(borrowed).gt(0)) {
570
+ payload.usedAssets[symbol] = {
571
+ symbol,
572
+ supplied,
573
+ suppliedP2P,
574
+ suppliedPool,
575
+ suppliedMatched,
576
+ borrowed,
577
+ borrowedP2P,
578
+ borrowedPool,
579
+ borrowedMatched,
580
+ supplyRate,
581
+ borrowRate,
582
+ suppliedUsd: new Dec(supplied).mul(assetAavePrice).toString(),
583
+ suppliedP2PUsd: new Dec(suppliedP2P).mul(assetAavePrice).toString(),
584
+ suppliedPoolUsd: new Dec(suppliedPool).mul(assetAavePrice).toString(),
585
+ borrowedUsd: new Dec(borrowed).mul(assetAavePrice).toString(),
586
+ borrowedP2PUsd: new Dec(borrowedP2P).mul(assetAavePrice).toString(),
587
+ borrowedPoolUsd: new Dec(borrowedPool).mul(assetAavePrice).toString(),
588
+ borrowedVariable: borrowed,
589
+ borrowedUsdVariable: new Dec(borrowed).mul(assetAavePrice).toString(),
590
+ collateral: new Dec(suppliedCollateral).gt(0),
591
+ isSupplied: new Dec(supplied).gt(0),
592
+ isBorrowed: new Dec(borrowed).gt(0),
593
+ // supplyRate: new Dec(market.experiencedSupplyAPY._hex).div(100).toString(),
594
+ // borrowRate: new Dec(market.experiencedBorrowAPY._hex).div(100).toString(),
595
+ limit: '0',
596
+
597
+ interestMode: '', // Morpho doesn't have all these, keeping it for compatability
598
+ stableBorrowRate: '0',
599
+ borrowedStable: '0',
600
+ borrowedUsdStable: '0',
601
+ stableLimit: '0',
602
+ variableLimit: '0',
603
+ };
604
+ }
605
+ });
606
+
607
+ payload.eModeCategory = eModeCategory;
608
+ payload = {
609
+ ...payload,
610
+ ...aaveAnyGetAggregatedPositionData({
611
+ usedAssets: payload.usedAssets, assetsData, eModeCategory, selectedMarket, eModeCategoriesData,
612
+ }),
613
+ };
614
+
615
+ // Calculate borrow limits per asset
616
+ Object.values(payload.usedAssets).forEach((item) => {
617
+ if (item.isBorrowed) {
618
+ // eslint-disable-next-line no-param-reassign
619
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
620
+ }
621
+ });
622
+
623
+ return payload;
624
+ };
625
+
626
+ export const getMorphoAaveV3FullPositionData = async (web3: Web3, network: NetworkNumber, address: string, delegator: string, market: MorphoAaveV3MarketInfo, mainnetWeb3: Web3): Promise<MorphoAaveV3PositionData> => {
627
+ const marketData = await getMorphoAaveV3MarketsData(web3, network, market, mainnetWeb3);
628
+ const positionData = await getMorphoAaveV3AccountData(web3, network, address, marketData.assetsData, marketData.eModeCategoriesData, delegator, market);
629
+ return positionData;
630
+ };