@defisaver/positions-sdk 1.0.19 → 1.0.21-dev-1

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 (88) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/fluid/index.d.ts +13 -1
  5. package/cjs/fluid/index.js +23 -5
  6. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  7. package/cjs/markets/morphoBlue/index.d.ts +4 -0
  8. package/cjs/markets/morphoBlue/index.js +38 -2
  9. package/cjs/morphoBlue/index.js +9 -7
  10. package/cjs/types/morphoBlue.d.ts +2 -0
  11. package/cjs/types/morphoBlue.js +3 -0
  12. package/esm/fluid/index.d.ts +13 -1
  13. package/esm/fluid/index.js +21 -4
  14. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  15. package/esm/markets/morphoBlue/index.d.ts +4 -0
  16. package/esm/markets/morphoBlue/index.js +34 -0
  17. package/esm/morphoBlue/index.js +9 -7
  18. package/esm/types/morphoBlue.d.ts +2 -0
  19. package/esm/types/morphoBlue.js +3 -0
  20. package/package.json +54 -54
  21. package/src/aaveV2/index.ts +227 -227
  22. package/src/aaveV3/index.ts +624 -624
  23. package/src/assets/index.ts +60 -60
  24. package/src/chickenBonds/index.ts +123 -123
  25. package/src/compoundV2/index.ts +220 -220
  26. package/src/compoundV3/index.ts +291 -291
  27. package/src/config/contracts.js +1173 -1173
  28. package/src/constants/index.ts +6 -6
  29. package/src/contracts.ts +138 -138
  30. package/src/curveUsd/index.ts +239 -239
  31. package/src/eulerV2/index.ts +303 -303
  32. package/src/exchange/index.ts +17 -17
  33. package/src/fluid/index.ts +1348 -1325
  34. package/src/helpers/aaveHelpers/index.ts +203 -203
  35. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  36. package/src/helpers/compoundHelpers/index.ts +248 -248
  37. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  38. package/src/helpers/eulerHelpers/index.ts +234 -234
  39. package/src/helpers/fluidHelpers/index.ts +325 -325
  40. package/src/helpers/index.ts +11 -11
  41. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  42. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  43. package/src/helpers/makerHelpers/index.ts +94 -94
  44. package/src/helpers/morphoBlueHelpers/index.ts +367 -367
  45. package/src/helpers/sparkHelpers/index.ts +154 -154
  46. package/src/index.ts +52 -52
  47. package/src/liquity/index.ts +116 -116
  48. package/src/liquityV2/index.ts +317 -317
  49. package/src/llamaLend/index.ts +275 -275
  50. package/src/maker/index.ts +117 -117
  51. package/src/markets/aave/index.ts +152 -152
  52. package/src/markets/aave/marketAssets.ts +47 -47
  53. package/src/markets/compound/index.ts +213 -213
  54. package/src/markets/compound/marketsAssets.ts +82 -82
  55. package/src/markets/curveUsd/index.ts +69 -69
  56. package/src/markets/euler/index.ts +26 -26
  57. package/src/markets/fluid/index.ts +2456 -2456
  58. package/src/markets/index.ts +27 -27
  59. package/src/markets/liquityV2/index.ts +102 -102
  60. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  61. package/src/markets/llamaLend/index.ts +235 -235
  62. package/src/markets/morphoBlue/index.ts +932 -895
  63. package/src/markets/spark/index.ts +29 -29
  64. package/src/markets/spark/marketAssets.ts +10 -10
  65. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  66. package/src/morphoAaveV2/index.ts +256 -256
  67. package/src/morphoAaveV3/index.ts +630 -630
  68. package/src/morphoBlue/index.ts +204 -202
  69. package/src/multicall/index.ts +33 -33
  70. package/src/services/priceService.ts +143 -143
  71. package/src/services/utils.ts +59 -59
  72. package/src/setup.ts +8 -8
  73. package/src/spark/index.ts +460 -460
  74. package/src/staking/staking.ts +221 -221
  75. package/src/types/aave.ts +275 -275
  76. package/src/types/chickenBonds.ts +45 -45
  77. package/src/types/common.ts +84 -84
  78. package/src/types/compound.ts +133 -133
  79. package/src/types/curveUsd.ts +119 -119
  80. package/src/types/euler.ts +173 -173
  81. package/src/types/fluid.ts +330 -330
  82. package/src/types/index.ts +11 -11
  83. package/src/types/liquity.ts +30 -30
  84. package/src/types/liquityV2.ts +126 -126
  85. package/src/types/llamaLend.ts +155 -155
  86. package/src/types/maker.ts +50 -50
  87. package/src/types/morphoBlue.ts +197 -194
  88. 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
  };