@defisaver/positions-sdk 2.0.1 → 2.0.5

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (78) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +64 -64
  4. package/cjs/config/contracts.d.ts +1018 -16
  5. package/cjs/config/contracts.js +12 -4
  6. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  7. package/cjs/markets/aave/marketAssets.js +1 -1
  8. package/cjs/staking/staking.js +1 -1
  9. package/esm/config/contracts.d.ts +1018 -16
  10. package/esm/config/contracts.js +12 -4
  11. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  12. package/esm/markets/aave/marketAssets.js +1 -1
  13. package/esm/staking/staking.js +1 -1
  14. package/package.json +47 -47
  15. package/src/aaveV2/index.ts +236 -236
  16. package/src/aaveV3/index.ts +489 -489
  17. package/src/compoundV2/index.ts +240 -240
  18. package/src/compoundV3/index.ts +270 -270
  19. package/src/config/contracts.ts +1090 -1082
  20. package/src/constants/index.ts +6 -6
  21. package/src/contracts.ts +107 -107
  22. package/src/curveUsd/index.ts +250 -250
  23. package/src/eulerV2/index.ts +314 -314
  24. package/src/exchange/index.ts +25 -25
  25. package/src/fluid/index.ts +1568 -1568
  26. package/src/helpers/aaveHelpers/index.ts +170 -170
  27. package/src/helpers/compoundHelpers/index.ts +261 -261
  28. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  29. package/src/helpers/eulerHelpers/index.ts +259 -259
  30. package/src/helpers/fluidHelpers/index.ts +324 -324
  31. package/src/helpers/index.ts +10 -10
  32. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  33. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  34. package/src/helpers/makerHelpers/index.ts +52 -52
  35. package/src/helpers/morphoBlueHelpers/index.ts +390 -390
  36. package/src/helpers/sparkHelpers/index.ts +155 -155
  37. package/src/index.ts +45 -45
  38. package/src/liquity/index.ts +104 -104
  39. package/src/liquityV2/index.ts +408 -408
  40. package/src/llamaLend/index.ts +296 -296
  41. package/src/maker/index.ts +223 -223
  42. package/src/markets/aave/index.ts +116 -116
  43. package/src/markets/aave/marketAssets.ts +44 -44
  44. package/src/markets/compound/index.ts +216 -216
  45. package/src/markets/compound/marketsAssets.ts +83 -83
  46. package/src/markets/curveUsd/index.ts +69 -69
  47. package/src/markets/euler/index.ts +26 -26
  48. package/src/markets/fluid/index.ts +2456 -2456
  49. package/src/markets/index.ts +25 -25
  50. package/src/markets/liquityV2/index.ts +102 -102
  51. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  52. package/src/markets/llamaLend/index.ts +235 -235
  53. package/src/markets/morphoBlue/index.ts +895 -895
  54. package/src/markets/spark/index.ts +29 -29
  55. package/src/markets/spark/marketAssets.ts +10 -10
  56. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  57. package/src/morphoBlue/index.ts +222 -222
  58. package/src/portfolio/index.ts +285 -285
  59. package/src/services/priceService.ts +159 -159
  60. package/src/services/utils.ts +63 -63
  61. package/src/services/viem.ts +30 -30
  62. package/src/setup.ts +8 -8
  63. package/src/spark/index.ts +456 -456
  64. package/src/staking/staking.ts +192 -192
  65. package/src/types/aave.ts +194 -194
  66. package/src/types/common.ts +87 -87
  67. package/src/types/compound.ts +136 -136
  68. package/src/types/curveUsd.ts +121 -121
  69. package/src/types/euler.ts +174 -174
  70. package/src/types/fluid.ts +450 -450
  71. package/src/types/index.ts +11 -11
  72. package/src/types/liquity.ts +30 -30
  73. package/src/types/liquityV2.ts +126 -126
  74. package/src/types/llamaLend.ts +157 -157
  75. package/src/types/maker.ts +63 -63
  76. package/src/types/morphoBlue.ts +194 -194
  77. package/src/types/portfolio.ts +60 -60
  78. 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
  };