@defisaver/positions-sdk 1.0.11-fluid-dev9 → 1.0.11-fluid-dev11

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 (78) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/config/contracts.js +2 -2
  5. package/cjs/fluid/index.js +33 -8
  6. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  7. package/esm/config/contracts.js +2 -2
  8. package/esm/fluid/index.js +33 -8
  9. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  10. package/package.json +54 -54
  11. package/src/aaveV2/index.ts +227 -227
  12. package/src/aaveV3/index.ts +624 -624
  13. package/src/assets/index.ts +60 -60
  14. package/src/chickenBonds/index.ts +123 -123
  15. package/src/compoundV2/index.ts +220 -220
  16. package/src/compoundV3/index.ts +291 -291
  17. package/src/config/contracts.js +1155 -1155
  18. package/src/constants/index.ts +6 -6
  19. package/src/contracts.ts +135 -135
  20. package/src/curveUsd/index.ts +239 -239
  21. package/src/eulerV2/index.ts +303 -303
  22. package/src/exchange/index.ts +17 -17
  23. package/src/fluid/index.ts +1261 -1224
  24. package/src/helpers/aaveHelpers/index.ts +203 -203
  25. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  26. package/src/helpers/compoundHelpers/index.ts +248 -248
  27. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  28. package/src/helpers/eulerHelpers/index.ts +234 -234
  29. package/src/helpers/fluidHelpers/index.ts +294 -294
  30. package/src/helpers/index.ts +11 -11
  31. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  32. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  33. package/src/helpers/makerHelpers/index.ts +94 -94
  34. package/src/helpers/morphoBlueHelpers/index.ts +367 -367
  35. package/src/helpers/sparkHelpers/index.ts +154 -154
  36. package/src/index.ts +52 -52
  37. package/src/liquity/index.ts +116 -116
  38. package/src/liquityV2/index.ts +295 -295
  39. package/src/llamaLend/index.ts +275 -275
  40. package/src/maker/index.ts +117 -117
  41. package/src/markets/aave/index.ts +152 -152
  42. package/src/markets/aave/marketAssets.ts +46 -46
  43. package/src/markets/compound/index.ts +213 -213
  44. package/src/markets/compound/marketsAssets.ts +82 -82
  45. package/src/markets/curveUsd/index.ts +69 -69
  46. package/src/markets/euler/index.ts +26 -26
  47. package/src/markets/fluid/index.ts +2454 -2454
  48. package/src/markets/index.ts +27 -27
  49. package/src/markets/liquityV2/index.ts +54 -54
  50. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  51. package/src/markets/llamaLend/index.ts +235 -235
  52. package/src/markets/morphoBlue/index.ts +895 -895
  53. package/src/markets/spark/index.ts +29 -29
  54. package/src/markets/spark/marketAssets.ts +10 -10
  55. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  56. package/src/morphoAaveV2/index.ts +256 -256
  57. package/src/morphoAaveV3/index.ts +630 -630
  58. package/src/morphoBlue/index.ts +202 -202
  59. package/src/multicall/index.ts +33 -33
  60. package/src/services/priceService.ts +130 -130
  61. package/src/services/utils.ts +59 -59
  62. package/src/setup.ts +8 -8
  63. package/src/spark/index.ts +460 -460
  64. package/src/staking/staking.ts +217 -217
  65. package/src/types/aave.ts +275 -275
  66. package/src/types/chickenBonds.ts +45 -45
  67. package/src/types/common.ts +84 -84
  68. package/src/types/compound.ts +133 -133
  69. package/src/types/curveUsd.ts +119 -119
  70. package/src/types/euler.ts +173 -173
  71. package/src/types/fluid.ts +325 -325
  72. package/src/types/index.ts +11 -11
  73. package/src/types/liquity.ts +30 -30
  74. package/src/types/liquityV2.ts +119 -119
  75. package/src/types/llamaLend.ts +155 -155
  76. package/src/types/maker.ts +50 -50
  77. package/src/types/morphoBlue.ts +194 -194
  78. 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
+ };