@defisaver/positions-sdk 1.0.11-fluid-dev11 → 1.0.11-fluid-dev13

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Files changed (104) 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 -53
  5. package/cjs/config/contracts.js +10 -0
  6. package/cjs/contracts.d.ts +1 -0
  7. package/cjs/contracts.js +2 -1
  8. package/cjs/fluid/index.js +80 -28
  9. package/cjs/helpers/fluidHelpers/index.js +21 -2
  10. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  11. package/cjs/markets/fluid/index.d.ts +0 -2
  12. package/cjs/markets/fluid/index.js +26 -24
  13. package/cjs/services/priceService.d.ts +2 -0
  14. package/cjs/services/priceService.js +13 -1
  15. package/cjs/types/contracts/generated/BTCPriceFeed.d.ts +135 -0
  16. package/cjs/types/contracts/generated/BTCPriceFeed.js +5 -0
  17. package/cjs/types/contracts/generated/index.d.ts +1 -0
  18. package/cjs/types/fluid.d.ts +4 -0
  19. package/esm/config/contracts.d.ts +113 -53
  20. package/esm/config/contracts.js +10 -0
  21. package/esm/contracts.d.ts +1 -0
  22. package/esm/contracts.js +1 -0
  23. package/esm/fluid/index.js +81 -29
  24. package/esm/helpers/fluidHelpers/index.js +21 -2
  25. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  26. package/esm/markets/fluid/index.d.ts +0 -2
  27. package/esm/markets/fluid/index.js +24 -21
  28. package/esm/services/priceService.d.ts +2 -0
  29. package/esm/services/priceService.js +11 -1
  30. package/esm/types/contracts/generated/BTCPriceFeed.d.ts +135 -0
  31. package/esm/types/contracts/generated/BTCPriceFeed.js +4 -0
  32. package/esm/types/contracts/generated/index.d.ts +1 -0
  33. package/esm/types/fluid.d.ts +4 -0
  34. package/package.json +54 -54
  35. package/src/aaveV2/index.ts +227 -227
  36. package/src/aaveV3/index.ts +624 -624
  37. package/src/assets/index.ts +60 -60
  38. package/src/chickenBonds/index.ts +123 -123
  39. package/src/compoundV2/index.ts +220 -220
  40. package/src/compoundV3/index.ts +291 -291
  41. package/src/config/contracts.js +1165 -1155
  42. package/src/constants/index.ts +6 -6
  43. package/src/contracts.ts +136 -135
  44. package/src/curveUsd/index.ts +239 -239
  45. package/src/eulerV2/index.ts +303 -303
  46. package/src/exchange/index.ts +17 -17
  47. package/src/fluid/index.ts +1320 -1261
  48. package/src/helpers/aaveHelpers/index.ts +203 -203
  49. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  50. package/src/helpers/compoundHelpers/index.ts +248 -248
  51. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  52. package/src/helpers/eulerHelpers/index.ts +234 -234
  53. package/src/helpers/fluidHelpers/index.ts +325 -294
  54. package/src/helpers/index.ts +11 -11
  55. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  56. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  57. package/src/helpers/makerHelpers/index.ts +94 -94
  58. package/src/helpers/morphoBlueHelpers/index.ts +367 -367
  59. package/src/helpers/sparkHelpers/index.ts +154 -154
  60. package/src/index.ts +52 -52
  61. package/src/liquity/index.ts +116 -116
  62. package/src/liquityV2/index.ts +295 -295
  63. package/src/llamaLend/index.ts +275 -275
  64. package/src/maker/index.ts +117 -117
  65. package/src/markets/aave/index.ts +152 -152
  66. package/src/markets/aave/marketAssets.ts +46 -46
  67. package/src/markets/compound/index.ts +213 -213
  68. package/src/markets/compound/marketsAssets.ts +82 -82
  69. package/src/markets/curveUsd/index.ts +69 -69
  70. package/src/markets/euler/index.ts +26 -26
  71. package/src/markets/fluid/index.ts +2456 -2454
  72. package/src/markets/index.ts +27 -27
  73. package/src/markets/liquityV2/index.ts +54 -54
  74. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  75. package/src/markets/llamaLend/index.ts +235 -235
  76. package/src/markets/morphoBlue/index.ts +895 -895
  77. package/src/markets/spark/index.ts +29 -29
  78. package/src/markets/spark/marketAssets.ts +10 -10
  79. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  80. package/src/morphoAaveV2/index.ts +256 -256
  81. package/src/morphoAaveV3/index.ts +630 -630
  82. package/src/morphoBlue/index.ts +202 -202
  83. package/src/multicall/index.ts +33 -33
  84. package/src/services/priceService.ts +143 -130
  85. package/src/services/utils.ts +59 -59
  86. package/src/setup.ts +8 -8
  87. package/src/spark/index.ts +460 -460
  88. package/src/staking/staking.ts +217 -217
  89. package/src/types/aave.ts +275 -275
  90. package/src/types/chickenBonds.ts +45 -45
  91. package/src/types/common.ts +84 -84
  92. package/src/types/compound.ts +133 -133
  93. package/src/types/contracts/generated/BTCPriceFeed.ts +202 -0
  94. package/src/types/contracts/generated/index.ts +1 -0
  95. package/src/types/curveUsd.ts +119 -119
  96. package/src/types/euler.ts +173 -173
  97. package/src/types/fluid.ts +330 -325
  98. package/src/types/index.ts +11 -11
  99. package/src/types/liquity.ts +30 -30
  100. package/src/types/liquityV2.ts +119 -119
  101. package/src/types/llamaLend.ts +155 -155
  102. package/src/types/maker.ts +50 -50
  103. package/src/types/morphoBlue.ts +194 -194
  104. 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
  };