@defisaver/positions-sdk 2.0.1 → 2.0.4

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Files changed (74) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +64 -64
  4. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  5. package/cjs/markets/aave/marketAssets.js +1 -1
  6. package/cjs/staking/staking.js +1 -1
  7. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  8. package/esm/markets/aave/marketAssets.js +1 -1
  9. package/esm/staking/staking.js +1 -1
  10. package/package.json +47 -47
  11. package/src/aaveV2/index.ts +236 -236
  12. package/src/aaveV3/index.ts +489 -489
  13. package/src/compoundV2/index.ts +240 -240
  14. package/src/compoundV3/index.ts +270 -270
  15. package/src/config/contracts.ts +1082 -1082
  16. package/src/constants/index.ts +6 -6
  17. package/src/contracts.ts +107 -107
  18. package/src/curveUsd/index.ts +250 -250
  19. package/src/eulerV2/index.ts +314 -314
  20. package/src/exchange/index.ts +25 -25
  21. package/src/fluid/index.ts +1568 -1568
  22. package/src/helpers/aaveHelpers/index.ts +170 -170
  23. package/src/helpers/compoundHelpers/index.ts +261 -261
  24. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  25. package/src/helpers/eulerHelpers/index.ts +259 -259
  26. package/src/helpers/fluidHelpers/index.ts +324 -324
  27. package/src/helpers/index.ts +10 -10
  28. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  29. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  30. package/src/helpers/makerHelpers/index.ts +52 -52
  31. package/src/helpers/morphoBlueHelpers/index.ts +390 -390
  32. package/src/helpers/sparkHelpers/index.ts +155 -155
  33. package/src/index.ts +45 -45
  34. package/src/liquity/index.ts +104 -104
  35. package/src/liquityV2/index.ts +408 -408
  36. package/src/llamaLend/index.ts +296 -296
  37. package/src/maker/index.ts +223 -223
  38. package/src/markets/aave/index.ts +116 -116
  39. package/src/markets/aave/marketAssets.ts +44 -44
  40. package/src/markets/compound/index.ts +216 -216
  41. package/src/markets/compound/marketsAssets.ts +83 -83
  42. package/src/markets/curveUsd/index.ts +69 -69
  43. package/src/markets/euler/index.ts +26 -26
  44. package/src/markets/fluid/index.ts +2456 -2456
  45. package/src/markets/index.ts +25 -25
  46. package/src/markets/liquityV2/index.ts +102 -102
  47. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  48. package/src/markets/llamaLend/index.ts +235 -235
  49. package/src/markets/morphoBlue/index.ts +895 -895
  50. package/src/markets/spark/index.ts +29 -29
  51. package/src/markets/spark/marketAssets.ts +10 -10
  52. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  53. package/src/morphoBlue/index.ts +222 -222
  54. package/src/portfolio/index.ts +285 -285
  55. package/src/services/priceService.ts +159 -159
  56. package/src/services/utils.ts +63 -63
  57. package/src/services/viem.ts +30 -30
  58. package/src/setup.ts +8 -8
  59. package/src/spark/index.ts +456 -456
  60. package/src/staking/staking.ts +192 -192
  61. package/src/types/aave.ts +194 -194
  62. package/src/types/common.ts +87 -87
  63. package/src/types/compound.ts +136 -136
  64. package/src/types/curveUsd.ts +121 -121
  65. package/src/types/euler.ts +174 -174
  66. package/src/types/fluid.ts +450 -450
  67. package/src/types/index.ts +11 -11
  68. package/src/types/liquity.ts +30 -30
  69. package/src/types/liquityV2.ts +126 -126
  70. package/src/types/llamaLend.ts +157 -157
  71. package/src/types/maker.ts +63 -63
  72. package/src/types/morphoBlue.ts +194 -194
  73. package/src/types/portfolio.ts +60 -60
  74. package/src/types/spark.ts +137 -137
@@ -1,262 +1,262 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
- import {
4
- BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
5
- } from '../../types';
6
- import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
7
- import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
8
- import {
9
- aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
10
- } from '../../moneymarket';
11
- import { calculateNetApy } from '../../staking';
12
- import { EthAddress, EthereumProvider, NetworkNumber } from '../../types/common';
13
- import { CompoundLoanInfoContractViem, CompV3ViewContractViem } from '../../contracts';
14
- import { getViemProvider } from '../../services/viem';
15
-
16
- export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
- const isWETH = assetInfo.symbol === 'WETH';
19
- const price = getEthAmountForDecimals(data.price, 8);
20
- return ({
21
- ...data,
22
- borrowCollateralFactor: data.borrowCollateralFactor.toString(),
23
- liquidateCollateralFactor: data.liquidateCollateralFactor.toString(),
24
- liquidationFactor: data.liquidationFactor.toString(),
25
- supplyReserved: data.supplyReserved.toString(),
26
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
27
- price: new Dec(price).mul(baseAssetPrice).toString(),
28
- collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
29
- liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
30
- supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
31
- totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
32
- symbol: isWETH ? 'ETH' : assetInfo.symbol,
33
- supplyRate: '0',
34
- borrowRate: '0',
35
- canBeBorrowed: false,
36
- canBeSupplied: true,
37
- });
38
- };
39
-
40
- // TODO: maybe not hardcode decimals
41
- export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
42
- const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
43
- const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
44
- const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
45
- return ({
46
- ...data,
47
- baseBorrowMin: data.baseBorrowMin.toString(),
48
- baseTrackingBorrowRewardsSpeed: data.baseTrackingBorrowRewardsSpeed.toString(),
49
- baseTrackingSupplyRewardsSpeed: data.baseTrackingSupplyRewardsSpeed.toString(),
50
- borrowIndex: data.borrowIndex.toString(),
51
- supplyIndex: data.supplyIndex.toString(),
52
- trackingBorrowIndex: data.trackingBorrowIndex.toString(),
53
- trackingSupplyIndex: data.trackingSupplyIndex.toString(),
54
- supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
55
- .toString()),
56
- borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
57
- .toString()),
58
- utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
59
- totalSupply,
60
- totalBorrow,
61
- marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
62
- symbol: wethToEth(assetInfo.symbol),
63
- priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
64
- price: baseAssetPrice,
65
- collateralFactor: '0',
66
- liquidationRatio: '0',
67
- canBeBorrowed: true,
68
- canBeSupplied: true,
69
- supplyCap: '0',
70
- rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
71
- rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
72
- minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
73
- isBase: true,
74
- });
75
- };
76
-
77
- export const getIncentiveApys = (
78
- baseData: CompoundV3AssetData & BaseAdditionalAssetData,
79
- compPrice: string,
80
- ): {
81
- incentiveSupplyApy: string,
82
- incentiveBorrowApy: string,
83
- incentiveSupplyToken: string,
84
- incentiveBorrowToken: string,
85
- } => {
86
- const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
87
- const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
88
- return {
89
- incentiveSupplyApy,
90
- incentiveBorrowApy,
91
- incentiveSupplyToken: 'COMP',
92
- incentiveBorrowToken: 'COMP',
93
- };
94
- };
95
-
96
- export const getCompoundV2AggregatedData = ({
97
- usedAssets, assetsData, ...rest
98
- }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
99
- const payload = {} as CompoundAggregatedPositionData;
100
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
101
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
102
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
103
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
104
-
105
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
106
-
107
- payload.leftToBorrowUsd = leftToBorrowUsd;
108
- payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
109
-
110
- payload.liquidationLimitUsd = payload.borrowLimitUsd;
111
- payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
112
- ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
113
- : '0';
114
- payload.minRatio = '100';
115
- payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
116
- ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
117
- : '0';
118
-
119
- // Calculate borrow limits per asset
120
- Object.values(usedAssets).forEach((item) => {
121
- if (item.isBorrowed) {
122
- // eslint-disable-next-line no-param-reassign
123
- item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
124
- }
125
- });
126
-
127
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
128
- payload.netApy = netApy;
129
- payload.incentiveUsd = incentiveUsd;
130
- payload.totalInterestUsd = totalInterestUsd;
131
-
132
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
133
- payload.leveragedType = leveragedType;
134
- if (leveragedType !== '') {
135
- payload.leveragedAsset = leveragedAsset;
136
- const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
137
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
138
- }
139
-
140
- return payload;
141
- };
142
-
143
- export const getCompoundV3AggregatedData = ({
144
- usedAssets, assetsData, network, selectedMarket, ...rest
145
- }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
146
- const payload = {} as CompoundAggregatedPositionData;
147
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
148
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
149
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
150
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
151
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
152
- payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
153
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
154
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
155
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
156
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
157
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
158
- payload.netApy = netApy;
159
- payload.incentiveUsd = incentiveUsd;
160
- payload.totalInterestUsd = totalInterestUsd;
161
- payload.minRatio = '100';
162
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
163
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
164
- payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
165
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
166
- payload.leveragedType = leveragedType;
167
- if (leveragedType !== '') {
168
- payload.leveragedAsset = leveragedAsset;
169
- let assetPrice = assetsData[leveragedAsset].price;
170
- if (leveragedType === 'lsd-leverage') {
171
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
172
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
173
- }
174
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
175
- }
176
- payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
177
- payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
178
-
179
- // TO DO: handle strategies
180
- /* const subscribedStrategies = rest.compoundStrategies
181
- ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
182
- : []; */
183
-
184
- // TODO possibly move to global helper, since every protocol has the same graphData?
185
- // payload.ratioTooLow = false;
186
- // payload.ratioTooHigh = false;
187
-
188
- // TO DO: handle strategies
189
- /* if (subscribedStrategies.length) {
190
- subscribedStrategies.forEach(({ graphData }) => {
191
- payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
192
- payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
193
- });
194
- } */
195
-
196
- return payload;
197
- };
198
-
199
- export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], provider: EthereumProvider) => {
200
- const client = getViemProvider(provider, NetworkNumber.Eth);
201
- const compViewContract = CompoundLoanInfoContractViem(client, NetworkNumber.Eth);
202
- const params = actions.map(({ action, asset, amount }) => {
203
- const isBorrowOperation = borrowOperations.includes(action);
204
- const amountInWei = assetAmountInWei(amount, asset);
205
- const assetInfo = getAssetInfo(`c${asset}`);
206
- let liquidityAdded;
207
- let liquidityTaken;
208
- if (isBorrowOperation) {
209
- liquidityAdded = action === 'payback' ? amountInWei : '0';
210
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
211
- } else {
212
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
213
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
214
- }
215
- return {
216
- cTokenAddr: assetInfo.address as EthAddress,
217
- liquidityAdded: BigInt(liquidityAdded),
218
- liquidityTaken: BigInt(liquidityTaken),
219
- isBorrowOperation,
220
- };
221
- });
222
- const data = await compViewContract.read.getApyAfterValuesEstimation(
223
- [params],
224
- );
225
- const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
226
- data.forEach((d) => {
227
- const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
228
- rates[asset] = {
229
- supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
230
- borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
231
- };
232
- });
233
- return rates;
234
- };
235
-
236
- export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, provider: EthereumProvider, network: NetworkNumber) => {
237
- const client = getViemProvider(provider, NetworkNumber.Eth);
238
- const compV3ViewContract = CompV3ViewContractViem(client, network);
239
- const isBorrowOperation = borrowOperations.includes(action);
240
- const amountInWei = assetAmountInWei(amount, asset);
241
- let liquidityAdded;
242
- let liquidityTaken;
243
- if (isBorrowOperation) {
244
- liquidityAdded = action === 'payback' ? amountInWei : '0';
245
- liquidityTaken = action === 'borrow' ? amountInWei : '0';
246
- } else {
247
- liquidityAdded = action === 'collateral' ? amountInWei : '0';
248
- liquidityTaken = action === 'withdraw' ? amountInWei : '0';
249
- }
250
- const [_, supplyRate, borrowRate] = await compV3ViewContract.read.getApyAfterValuesEstimation([
251
- selectedMarket.baseMarketAddress,
252
- account,
253
- BigInt(liquidityAdded),
254
- BigInt(liquidityTaken),
255
- ]);
256
- return {
257
- supplyRate: aprToApy(new Dec(supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
258
- .toString()),
259
- borrowRate: aprToApy(new Dec(borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
260
- .toString()),
261
- };
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei, getAssetInfo, getAssetInfoByAddress } from '@defisaver/tokens';
3
+ import {
4
+ BaseAdditionalAssetData, CompoundAggregatedPositionData, CompoundMarketData, CompoundV2AssetsData, CompoundV2UsedAssets, CompoundV3AssetData, CompoundV3AssetsData, CompoundV3UsedAssets, CompoundVersions,
5
+ } from '../../types';
6
+ import { getEthAmountForDecimals, handleWbtcLegacy, wethToEth } from '../../services/utils';
7
+ import { BLOCKS_IN_A_YEAR, borrowOperations, SECONDS_PER_YEAR } from '../../constants';
8
+ import {
9
+ aprToApy, calcLeverageLiqPrice, calculateBorrowingAssetLimit, getAssetsTotal, isLeveragedPos,
10
+ } from '../../moneymarket';
11
+ import { calculateNetApy } from '../../staking';
12
+ import { EthAddress, EthereumProvider, NetworkNumber } from '../../types/common';
13
+ import { CompoundLoanInfoContractViem, CompV3ViewContractViem } from '../../contracts';
14
+ import { getViemProvider } from '../../services/viem';
15
+
16
+ export const formatMarketData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData => {
17
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
18
+ const isWETH = assetInfo.symbol === 'WETH';
19
+ const price = getEthAmountForDecimals(data.price, 8);
20
+ return ({
21
+ ...data,
22
+ borrowCollateralFactor: data.borrowCollateralFactor.toString(),
23
+ liquidateCollateralFactor: data.liquidateCollateralFactor.toString(),
24
+ liquidationFactor: data.liquidationFactor.toString(),
25
+ supplyReserved: data.supplyReserved.toString(),
26
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
27
+ price: new Dec(price).mul(baseAssetPrice).toString(),
28
+ collateralFactor: getEthAmountForDecimals(data.borrowCollateralFactor, 18),
29
+ liquidationRatio: getEthAmountForDecimals(data.liquidateCollateralFactor, 18),
30
+ supplyCap: getEthAmountForDecimals(data.supplyCap, assetInfo.decimals),
31
+ totalSupply: getEthAmountForDecimals(data.totalSupply, assetInfo.decimals),
32
+ symbol: isWETH ? 'ETH' : assetInfo.symbol,
33
+ supplyRate: '0',
34
+ borrowRate: '0',
35
+ canBeBorrowed: false,
36
+ canBeSupplied: true,
37
+ });
38
+ };
39
+
40
+ // TODO: maybe not hardcode decimals
41
+ export const formatBaseData = (data: any, network: NetworkNumber, baseAssetPrice: string): CompoundV3AssetData & BaseAdditionalAssetData => {
42
+ const assetInfo = getAssetInfoByAddress(data.tokenAddr, network);
43
+ const totalSupply = getEthAmountForDecimals(new Dec(data.totalSupply).mul(data.supplyIndex).toString(), 15 + assetInfo.decimals);
44
+ const totalBorrow = getEthAmountForDecimals(new Dec(data.totalBorrow).mul(data.borrowIndex).toString(), 15 + assetInfo.decimals);
45
+ return ({
46
+ ...data,
47
+ baseBorrowMin: data.baseBorrowMin.toString(),
48
+ baseTrackingBorrowRewardsSpeed: data.baseTrackingBorrowRewardsSpeed.toString(),
49
+ baseTrackingSupplyRewardsSpeed: data.baseTrackingSupplyRewardsSpeed.toString(),
50
+ borrowIndex: data.borrowIndex.toString(),
51
+ supplyIndex: data.supplyIndex.toString(),
52
+ trackingBorrowIndex: data.trackingBorrowIndex.toString(),
53
+ trackingSupplyIndex: data.trackingSupplyIndex.toString(),
54
+ supplyRate: aprToApy(new Dec(data.supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
55
+ .toString()),
56
+ borrowRate: aprToApy(new Dec(data.borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
57
+ .toString()),
58
+ utilization: getEthAmountForDecimals(data.utilization, 16), // utilization is totalSupply/totalBorrow in 1e18, but we need % so when we mul with 100 it's 16 decimals
59
+ totalSupply,
60
+ totalBorrow,
61
+ marketLiquidity: new Dec(totalSupply).minus(totalBorrow).toString(),
62
+ symbol: wethToEth(assetInfo.symbol),
63
+ priceInBaseAsset: getEthAmountForDecimals(data.price, 8),
64
+ price: baseAssetPrice,
65
+ collateralFactor: '0',
66
+ liquidationRatio: '0',
67
+ canBeBorrowed: true,
68
+ canBeSupplied: true,
69
+ supplyCap: '0',
70
+ rewardSupplySpeed: getEthAmountForDecimals(data.baseTrackingSupplyRewardsSpeed, 15),
71
+ rewardBorrowSpeed: getEthAmountForDecimals(data.baseTrackingBorrowRewardsSpeed, 15),
72
+ minDebt: getEthAmountForDecimals(data.baseBorrowMin, assetInfo.decimals),
73
+ isBase: true,
74
+ });
75
+ };
76
+
77
+ export const getIncentiveApys = (
78
+ baseData: CompoundV3AssetData & BaseAdditionalAssetData,
79
+ compPrice: string,
80
+ ): {
81
+ incentiveSupplyApy: string,
82
+ incentiveBorrowApy: string,
83
+ incentiveSupplyToken: string,
84
+ incentiveBorrowToken: string,
85
+ } => {
86
+ const incentiveSupplyApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardSupplySpeed * +compPrice) / +baseData.price / +baseData.totalSupply).toString();
87
+ const incentiveBorrowApy = aprToApy((100 * SECONDS_PER_YEAR * +baseData.rewardBorrowSpeed * +compPrice) / +baseData.price / +baseData.totalBorrow).toString();
88
+ return {
89
+ incentiveSupplyApy,
90
+ incentiveBorrowApy,
91
+ incentiveSupplyToken: 'COMP',
92
+ incentiveBorrowToken: 'COMP',
93
+ };
94
+ };
95
+
96
+ export const getCompoundV2AggregatedData = ({
97
+ usedAssets, assetsData, ...rest
98
+ }: { usedAssets: CompoundV2UsedAssets, assetsData: CompoundV2AssetsData }) => {
99
+ const payload = {} as CompoundAggregatedPositionData;
100
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
101
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
102
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
103
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
104
+
105
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd).toString();
106
+
107
+ payload.leftToBorrowUsd = leftToBorrowUsd;
108
+ payload.borrowLimitUsd = new Dec(leftToBorrowUsd).add(payload.borrowedUsd).toString();
109
+
110
+ payload.liquidationLimitUsd = payload.borrowLimitUsd;
111
+ payload.ratio = payload.borrowedUsd && payload.borrowedUsd !== '0'
112
+ ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString()
113
+ : '0';
114
+ payload.minRatio = '100';
115
+ payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
116
+ ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
117
+ : '0';
118
+
119
+ // Calculate borrow limits per asset
120
+ Object.values(usedAssets).forEach((item) => {
121
+ if (item.isBorrowed) {
122
+ // eslint-disable-next-line no-param-reassign
123
+ item.limit = calculateBorrowingAssetLimit(item.borrowedUsd, payload.borrowLimitUsd);
124
+ }
125
+ });
126
+
127
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
128
+ payload.netApy = netApy;
129
+ payload.incentiveUsd = incentiveUsd;
130
+ payload.totalInterestUsd = totalInterestUsd;
131
+
132
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
133
+ payload.leveragedType = leveragedType;
134
+ if (leveragedType !== '') {
135
+ payload.leveragedAsset = leveragedAsset;
136
+ const assetPrice = assetsData[handleWbtcLegacy(leveragedAsset)].price;
137
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
138
+ }
139
+
140
+ return payload;
141
+ };
142
+
143
+ export const getCompoundV3AggregatedData = ({
144
+ usedAssets, assetsData, network, selectedMarket, ...rest
145
+ }: { usedAssets: CompoundV3UsedAssets, assetsData: CompoundV3AssetsData, network: NetworkNumber, selectedMarket: CompoundMarketData }) => {
146
+ const payload = {} as CompoundAggregatedPositionData;
147
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
148
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
149
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
150
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].collateralFactor));
151
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol].liquidationRatio));
152
+ payload.debtTooLow = new Dec(usedAssets[selectedMarket.baseAsset]?.borrowed || 0).gt(0) && new Dec(usedAssets[selectedMarket.baseAsset].borrowed).lt(assetsData[selectedMarket.baseAsset].minDebt);
153
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
154
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
155
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
156
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
157
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
158
+ payload.netApy = netApy;
159
+ payload.incentiveUsd = incentiveUsd;
160
+ payload.totalInterestUsd = totalInterestUsd;
161
+ payload.minRatio = '100';
162
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
163
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
164
+ payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
165
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets, selectedMarket.value === CompoundVersions.CompoundV3ETH ? 0.001 : 5);
166
+ payload.leveragedType = leveragedType;
167
+ if (leveragedType !== '') {
168
+ payload.leveragedAsset = leveragedAsset;
169
+ let assetPrice = assetsData[leveragedAsset].price;
170
+ if (leveragedType === 'lsd-leverage') {
171
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toString();
172
+ assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
173
+ }
174
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
175
+ }
176
+ payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
177
+ payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
178
+
179
+ // TO DO: handle strategies
180
+ /* const subscribedStrategies = rest.compoundStrategies
181
+ ? compoundV3GetSubscribedStrategies({ selectedMarket, compoundStrategies: rest.compoundStrategies })
182
+ : []; */
183
+
184
+ // TODO possibly move to global helper, since every protocol has the same graphData?
185
+ // payload.ratioTooLow = false;
186
+ // payload.ratioTooHigh = false;
187
+
188
+ // TO DO: handle strategies
189
+ /* if (subscribedStrategies.length) {
190
+ subscribedStrategies.forEach(({ graphData }) => {
191
+ payload.ratioTooLow = parseFloat(payload.ratio) < parseFloat(graphData.minRatio);
192
+ payload.ratioTooHigh = graphData.boostEnabled && parseFloat(payload.ratio) > parseFloat(graphData.maxRatio);
193
+ });
194
+ } */
195
+
196
+ return payload;
197
+ };
198
+
199
+ export const getApyAfterValuesEstimationCompoundV2 = async (actions: [{ action: string, amount: string, asset: string }], provider: EthereumProvider) => {
200
+ const client = getViemProvider(provider, NetworkNumber.Eth);
201
+ const compViewContract = CompoundLoanInfoContractViem(client, NetworkNumber.Eth);
202
+ const params = actions.map(({ action, asset, amount }) => {
203
+ const isBorrowOperation = borrowOperations.includes(action);
204
+ const amountInWei = assetAmountInWei(amount, asset);
205
+ const assetInfo = getAssetInfo(`c${asset}`);
206
+ let liquidityAdded;
207
+ let liquidityTaken;
208
+ if (isBorrowOperation) {
209
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
210
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
211
+ } else {
212
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
213
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
214
+ }
215
+ return {
216
+ cTokenAddr: assetInfo.address as EthAddress,
217
+ liquidityAdded: BigInt(liquidityAdded),
218
+ liquidityTaken: BigInt(liquidityTaken),
219
+ isBorrowOperation,
220
+ };
221
+ });
222
+ const data = await compViewContract.read.getApyAfterValuesEstimation(
223
+ [params],
224
+ );
225
+ const rates: { [key: string]: { supplyRate: string, borrowRate: string } } = {};
226
+ data.forEach((d) => {
227
+ const asset = wethToEth(getAssetInfoByAddress(d.cTokenAddr).underlyingAsset);
228
+ rates[asset] = {
229
+ supplyRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.supplyRate.toString()).div(1e16).toString()).toString(),
230
+ borrowRate: aprToApy(new Dec(BLOCKS_IN_A_YEAR).times(d.borrowRate.toString()).div(1e16).toString()).toString(),
231
+ };
232
+ });
233
+ return rates;
234
+ };
235
+
236
+ export const getApyAfterValuesEstimationCompoundV3 = async (selectedMarket: CompoundMarketData, action: string, asset: string, amount: string, account: EthAddress, provider: EthereumProvider, network: NetworkNumber) => {
237
+ const client = getViemProvider(provider, NetworkNumber.Eth);
238
+ const compV3ViewContract = CompV3ViewContractViem(client, network);
239
+ const isBorrowOperation = borrowOperations.includes(action);
240
+ const amountInWei = assetAmountInWei(amount, asset);
241
+ let liquidityAdded;
242
+ let liquidityTaken;
243
+ if (isBorrowOperation) {
244
+ liquidityAdded = action === 'payback' ? amountInWei : '0';
245
+ liquidityTaken = action === 'borrow' ? amountInWei : '0';
246
+ } else {
247
+ liquidityAdded = action === 'collateral' ? amountInWei : '0';
248
+ liquidityTaken = action === 'withdraw' ? amountInWei : '0';
249
+ }
250
+ const [_, supplyRate, borrowRate] = await compV3ViewContract.read.getApyAfterValuesEstimation([
251
+ selectedMarket.baseMarketAddress,
252
+ account,
253
+ BigInt(liquidityAdded),
254
+ BigInt(liquidityTaken),
255
+ ]);
256
+ return {
257
+ supplyRate: aprToApy(new Dec(supplyRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
258
+ .toString()),
259
+ borrowRate: aprToApy(new Dec(borrowRate).div(1e18).mul(SECONDS_PER_YEAR).mul(100)
260
+ .toString()),
261
+ };
262
262
  };
@@ -1,41 +1,41 @@
1
- import Dec from 'decimal.js';
2
- import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
- import { mapRange } from '../../services/utils';
6
-
7
- export const getCrvUsdAggregatedData = ({
8
- loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
- }:{
10
- loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
- }): CrvUSDAggregatedPositionData => {
12
- const payload = {} as CrvUSDAggregatedPositionData;
13
- payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
- payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
-
18
- payload.ratio = loanExists
19
- ? new Dec(payload.suppliedUsd)
20
- .dividedBy(payload.borrowedUsd)
21
- .times(100)
22
- .toString()
23
- : '0';
24
-
25
- // this is all approximation
26
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
- // only take in consideration collAsset
29
- payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
- ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
- : '0';
32
-
33
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
- payload.leveragedType = leveragedType;
35
- if (leveragedType !== '') {
36
- payload.leveragedAsset = leveragedAsset;
37
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
- }
39
-
40
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
+ import { mapRange } from '../../services/utils';
6
+
7
+ export const getCrvUsdAggregatedData = ({
8
+ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
+ }:{
10
+ loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
+ }): CrvUSDAggregatedPositionData => {
12
+ const payload = {} as CrvUSDAggregatedPositionData;
13
+ payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
+ payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
+
18
+ payload.ratio = loanExists
19
+ ? new Dec(payload.suppliedUsd)
20
+ .dividedBy(payload.borrowedUsd)
21
+ .times(100)
22
+ .toString()
23
+ : '0';
24
+
25
+ // this is all approximation
26
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
+ // only take in consideration collAsset
29
+ payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
+ ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
+ : '0';
32
+
33
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
+ payload.leveragedType = leveragedType;
35
+ if (leveragedType !== '') {
36
+ payload.leveragedAsset = leveragedAsset;
37
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
+ }
39
+
40
+ return payload;
41
41
  };