@defisaver/positions-sdk 1.0.3-dev → 1.0.3

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 (82) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +69 -69
  4. package/cjs/curveUsd/index.js +1 -8
  5. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  6. package/cjs/markets/compound/marketsAssets.js +1 -1
  7. package/cjs/markets/spark/marketAssets.js +1 -1
  8. package/cjs/types/curveUsd.d.ts +0 -1
  9. package/esm/curveUsd/index.js +3 -10
  10. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  11. package/esm/markets/compound/marketsAssets.js +1 -1
  12. package/esm/markets/spark/marketAssets.js +1 -1
  13. package/esm/types/curveUsd.d.ts +0 -1
  14. package/package.json +52 -52
  15. package/src/aaveV2/index.ts +227 -227
  16. package/src/aaveV3/index.ts +625 -625
  17. package/src/assets/index.ts +60 -60
  18. package/src/chickenBonds/index.ts +123 -123
  19. package/src/compoundV2/index.ts +220 -220
  20. package/src/compoundV3/index.ts +291 -291
  21. package/src/config/contracts.js +1147 -1147
  22. package/src/constants/index.ts +6 -6
  23. package/src/contracts.ts +134 -134
  24. package/src/curveUsd/index.ts +230 -239
  25. package/src/eulerV2/index.ts +303 -303
  26. package/src/exchange/index.ts +17 -17
  27. package/src/fluid/index.ts +354 -354
  28. package/src/helpers/aaveHelpers/index.ts +198 -198
  29. package/src/helpers/chickenBondsHelpers/index.ts +23 -23
  30. package/src/helpers/compoundHelpers/index.ts +246 -246
  31. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  32. package/src/helpers/eulerHelpers/index.ts +232 -232
  33. package/src/helpers/fluidHelpers/index.ts +53 -53
  34. package/src/helpers/index.ts +11 -11
  35. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  36. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  37. package/src/helpers/makerHelpers/index.ts +94 -94
  38. package/src/helpers/morphoBlueHelpers/index.ts +365 -365
  39. package/src/helpers/sparkHelpers/index.ts +150 -150
  40. package/src/index.ts +52 -52
  41. package/src/liquity/index.ts +116 -116
  42. package/src/liquityV2/index.ts +295 -295
  43. package/src/llamaLend/index.ts +275 -275
  44. package/src/maker/index.ts +117 -117
  45. package/src/markets/aave/index.ts +152 -152
  46. package/src/markets/aave/marketAssets.ts +44 -44
  47. package/src/markets/compound/index.ts +213 -213
  48. package/src/markets/compound/marketsAssets.ts +82 -82
  49. package/src/markets/curveUsd/index.ts +69 -69
  50. package/src/markets/euler/index.ts +26 -26
  51. package/src/markets/fluid/index.ts +2012 -2012
  52. package/src/markets/index.ts +27 -27
  53. package/src/markets/liquityV2/index.ts +54 -54
  54. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  55. package/src/markets/llamaLend/index.ts +235 -235
  56. package/src/markets/morphoBlue/index.ts +895 -895
  57. package/src/markets/spark/index.ts +29 -29
  58. package/src/markets/spark/marketAssets.ts +10 -10
  59. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  60. package/src/morphoAaveV2/index.ts +256 -256
  61. package/src/morphoAaveV3/index.ts +630 -630
  62. package/src/morphoBlue/index.ts +202 -202
  63. package/src/multicall/index.ts +33 -33
  64. package/src/services/priceService.ts +91 -91
  65. package/src/services/utils.ts +59 -59
  66. package/src/setup.ts +8 -8
  67. package/src/spark/index.ts +460 -460
  68. package/src/staking/staking.ts +220 -220
  69. package/src/types/aave.ts +271 -271
  70. package/src/types/chickenBonds.ts +45 -45
  71. package/src/types/common.ts +84 -84
  72. package/src/types/compound.ts +131 -131
  73. package/src/types/curveUsd.ts +118 -119
  74. package/src/types/euler.ts +171 -171
  75. package/src/types/fluid.ts +266 -266
  76. package/src/types/index.ts +11 -11
  77. package/src/types/liquity.ts +30 -30
  78. package/src/types/liquityV2.ts +119 -119
  79. package/src/types/llamaLend.ts +155 -155
  80. package/src/types/maker.ts +50 -50
  81. package/src/types/morphoBlue.ts +192 -192
  82. package/src/types/spark.ts +131 -131
@@ -1,233 +1,233 @@
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
- return payload;
151
- };
152
-
153
- export const getEulerV2BorrowRate = (interestRate: string) => {
154
- const _interestRate = new Dec(interestRate).div(1e27).toString();
155
- const secondsPerYear = 31556953;
156
- const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
157
- return new Dec(new Dec(a).minus(1)).mul(100).toString();
158
- };
159
-
160
- export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
161
-
162
- export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
163
- const interestFee = new Dec(_interestFee).div(10000);
164
- const fee = new Dec(1).minus(interestFee);
165
- return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
166
- };
167
-
168
- const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
169
- let liquidityAdded;
170
- let liquidityRemoved;
171
- if (isBorrowOperation) {
172
- liquidityAdded = action === 'payback' ? amount : '0';
173
- liquidityRemoved = action === 'borrow' ? amount : '0';
174
- } else {
175
- liquidityAdded = action === 'collateral' ? amount : '0';
176
- liquidityRemoved = action === 'withdraw' ? amount : '0';
177
- }
178
- return { liquidityAdded, liquidityRemoved };
179
- };
180
-
181
- export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
182
- const eulerV2ViewContract = EulerV2ViewContract(web3, network);
183
- const multicallData: any[] = [];
184
- const apyAfterValuesEstimationParams: any[] = [];
185
- actions.forEach(({
186
- action, amount, asset, vaultAddress,
187
- }) => {
188
- const amountInWei = assetAmountInWei(amount, asset);
189
- const isBorrowOperation = borrowOperations.includes(action);
190
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
191
- apyAfterValuesEstimationParams.push([
192
- vaultAddress,
193
- borrowOperations.includes(action),
194
- liquidityAdded,
195
- liquidityRemoved,
196
- ]);
197
- multicallData.push({
198
- target: eulerV2ViewContract.options.address,
199
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
200
- params: [vaultAddress],
201
- // @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
202
- gasLimit: 10_000_000,
203
- });
204
- });
205
- multicallData.push({
206
- target: eulerV2ViewContract.options.address,
207
- abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
208
- params: [apyAfterValuesEstimationParams],
209
- });
210
- const multicallRes = await multicall(multicallData, web3, network);
211
- const numOfActions = actions.length;
212
- const data: any = {};
213
- for (let i = 0; i < numOfActions; i += 1) {
214
- const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
215
- const vaultInfo = multicallRes[i][0];
216
- const decimals = vaultInfo.decimals;
217
- const borrowRate = getEulerV2BorrowRate(_interestRate);
218
-
219
- const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
220
- const action = actions[i].action;
221
- const isBorrowOperation = borrowOperations.includes(action);
222
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
223
-
224
- const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
225
- const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
226
- const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
227
- data[vaultInfo.vaultAddr.toLowerCase()] = {
228
- borrowRate,
229
- supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
230
- };
231
- }
232
- 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
+ return payload;
151
+ };
152
+
153
+ export const getEulerV2BorrowRate = (interestRate: string) => {
154
+ const _interestRate = new Dec(interestRate).div(1e27).toString();
155
+ const secondsPerYear = 31556953;
156
+ const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
157
+ return new Dec(new Dec(a).minus(1)).mul(100).toString();
158
+ };
159
+
160
+ export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
161
+
162
+ export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
163
+ const interestFee = new Dec(_interestFee).div(10000);
164
+ const fee = new Dec(1).minus(interestFee);
165
+ return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
166
+ };
167
+
168
+ const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
169
+ let liquidityAdded;
170
+ let liquidityRemoved;
171
+ if (isBorrowOperation) {
172
+ liquidityAdded = action === 'payback' ? amount : '0';
173
+ liquidityRemoved = action === 'borrow' ? amount : '0';
174
+ } else {
175
+ liquidityAdded = action === 'collateral' ? amount : '0';
176
+ liquidityRemoved = action === 'withdraw' ? amount : '0';
177
+ }
178
+ return { liquidityAdded, liquidityRemoved };
179
+ };
180
+
181
+ export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], web3: Web3, network: NetworkNumber) => {
182
+ const eulerV2ViewContract = EulerV2ViewContract(web3, network);
183
+ const multicallData: any[] = [];
184
+ const apyAfterValuesEstimationParams: any[] = [];
185
+ actions.forEach(({
186
+ action, amount, asset, vaultAddress,
187
+ }) => {
188
+ const amountInWei = assetAmountInWei(amount, asset);
189
+ const isBorrowOperation = borrowOperations.includes(action);
190
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
191
+ apyAfterValuesEstimationParams.push([
192
+ vaultAddress,
193
+ borrowOperations.includes(action),
194
+ liquidityAdded,
195
+ liquidityRemoved,
196
+ ]);
197
+ multicallData.push({
198
+ target: eulerV2ViewContract.options.address,
199
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getVaultInfoFull'),
200
+ params: [vaultAddress],
201
+ // @DEV gas usage is HUGE if vault has a lot of collaterals, so be careful, this can break if they add more collaterals
202
+ gasLimit: 10_000_000,
203
+ });
204
+ });
205
+ multicallData.push({
206
+ target: eulerV2ViewContract.options.address,
207
+ abiItem: eulerV2ViewContract.options.jsonInterface.find(({ name }) => name === 'getApyAfterValuesEstimation'),
208
+ params: [apyAfterValuesEstimationParams],
209
+ });
210
+ const multicallRes = await multicall(multicallData, web3, network);
211
+ const numOfActions = actions.length;
212
+ const data: any = {};
213
+ for (let i = 0; i < numOfActions; i += 1) {
214
+ const _interestRate = multicallRes[numOfActions].estimatedBorrowRates[i];
215
+ const vaultInfo = multicallRes[i][0];
216
+ const decimals = vaultInfo.decimals;
217
+ const borrowRate = getEulerV2BorrowRate(_interestRate);
218
+
219
+ const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
220
+ const action = actions[i].action;
221
+ const isBorrowOperation = borrowOperations.includes(action);
222
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
223
+
224
+ const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
225
+ const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
226
+ const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
227
+ data[vaultInfo.vaultAddr.toLowerCase()] = {
228
+ borrowRate,
229
+ supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
230
+ };
231
+ }
232
+ return data;
233
233
  };
@@ -1,54 +1,54 @@
1
- import Dec from 'decimal.js';
2
- import {
3
- FluidAggregatedVaultData,
4
- FluidAssetsData,
5
- FluidUsedAssets,
6
- InnerFluidMarketData,
7
- } from '../../types';
8
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
9
- import { calculateNetApy } from '../../staking';
10
- import { MMAssetsData } from '../../types/common';
11
-
12
- export const getFluidAggregatedData = ({
13
- usedAssets,
14
- assetsData,
15
- marketData,
16
- }: {
17
- usedAssets: FluidUsedAssets,
18
- marketData: InnerFluidMarketData,
19
- assetsData: FluidAssetsData
20
- }): FluidAggregatedVaultData => {
21
- const payload = {} as FluidAggregatedVaultData;
22
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
23
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
24
-
25
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
26
- payload.netApy = netApy;
27
- payload.incentiveUsd = incentiveUsd;
28
- payload.totalInterestUsd = totalInterestUsd;
29
- const collFactor = marketData.collFactor;
30
- const liqRatio = marketData.liquidationRatio;
31
-
32
- payload.borrowLimitUsd = new Dec(payload.suppliedUsd).mul(collFactor).toString();
33
- payload.liquidationLimitUsd = new Dec(payload.suppliedUsd).mul(liqRatio).div(100).toString();
34
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
35
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
36
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
37
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
38
- payload.minRatio = marketData.minRatio;
39
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
40
-
41
- payload.leveragedType = leveragedType;
42
- if (leveragedType !== '') {
43
- payload.leveragedAsset = leveragedAsset;
44
- let assetPrice = assetsData[leveragedAsset].price;
45
- if (leveragedType === 'lsd-leverage') {
46
- // Treat ETH like a stablecoin in a long stETH position
47
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toDP(18).toString();
48
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
49
- }
50
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
51
- }
52
-
53
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import {
3
+ FluidAggregatedVaultData,
4
+ FluidAssetsData,
5
+ FluidUsedAssets,
6
+ InnerFluidMarketData,
7
+ } from '../../types';
8
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
9
+ import { calculateNetApy } from '../../staking';
10
+ import { MMAssetsData } from '../../types/common';
11
+
12
+ export const getFluidAggregatedData = ({
13
+ usedAssets,
14
+ assetsData,
15
+ marketData,
16
+ }: {
17
+ usedAssets: FluidUsedAssets,
18
+ marketData: InnerFluidMarketData,
19
+ assetsData: FluidAssetsData
20
+ }): FluidAggregatedVaultData => {
21
+ const payload = {} as FluidAggregatedVaultData;
22
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
23
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
24
+
25
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
26
+ payload.netApy = netApy;
27
+ payload.incentiveUsd = incentiveUsd;
28
+ payload.totalInterestUsd = totalInterestUsd;
29
+ const collFactor = marketData.collFactor;
30
+ const liqRatio = marketData.liquidationRatio;
31
+
32
+ payload.borrowLimitUsd = new Dec(payload.suppliedUsd).mul(collFactor).toString();
33
+ payload.liquidationLimitUsd = new Dec(payload.suppliedUsd).mul(liqRatio).div(100).toString();
34
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
35
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
36
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
37
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
38
+ payload.minRatio = marketData.minRatio;
39
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
40
+
41
+ payload.leveragedType = leveragedType;
42
+ if (leveragedType !== '') {
43
+ payload.leveragedAsset = leveragedAsset;
44
+ let assetPrice = assetsData[leveragedAsset].price;
45
+ if (leveragedType === 'lsd-leverage') {
46
+ // Treat ETH like a stablecoin in a long stETH position
47
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toDP(18).toString();
48
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
49
+ }
50
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
51
+ }
52
+
53
+ return payload;
54
54
  };
@@ -1,11 +1,11 @@
1
- export * as aaveHelpers from './aaveHelpers';
2
- export * as compoundHelpers from './compoundHelpers';
3
- export * as sparkHelpers from './sparkHelpers';
4
- export * as curveUsdHelpers from './curveUsdHelpers';
5
- export * as makerHelpers from './makerHelpers';
6
- export * as chickenBondsHelpers from './chickenBondsHelpers';
7
- export * as morphoBlueHelpers from './morphoBlueHelpers';
8
- export * as llamaLendHelpers from './llamaLendHelpers';
9
- export * as liquityV2Helpers from './liquityV2Helpers';
10
- export * as eulerV2Helpers from './eulerHelpers';
11
- export * as fluidHelpers from './fluidHelpers';
1
+ export * as aaveHelpers from './aaveHelpers';
2
+ export * as compoundHelpers from './compoundHelpers';
3
+ export * as sparkHelpers from './sparkHelpers';
4
+ export * as curveUsdHelpers from './curveUsdHelpers';
5
+ export * as makerHelpers from './makerHelpers';
6
+ export * as chickenBondsHelpers from './chickenBondsHelpers';
7
+ export * as morphoBlueHelpers from './morphoBlueHelpers';
8
+ export * as llamaLendHelpers from './llamaLendHelpers';
9
+ export * as liquityV2Helpers from './liquityV2Helpers';
10
+ export * as eulerV2Helpers from './eulerHelpers';
11
+ export * as fluidHelpers from './fluidHelpers';