@defisaver/positions-sdk 2.0.12 → 2.0.14-dev-portfolio

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 (170) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/CLAUDE.md +32 -0
  4. package/README.md +64 -64
  5. package/cjs/aaveV2/index.js +1 -0
  6. package/cjs/aaveV3/index.d.ts +12 -0
  7. package/cjs/aaveV3/index.js +93 -1
  8. package/cjs/claiming/aaveV3.d.ts +9 -0
  9. package/cjs/claiming/aaveV3.js +148 -0
  10. package/cjs/claiming/compV3.d.ts +15 -0
  11. package/cjs/claiming/compV3.js +34 -0
  12. package/cjs/claiming/index.d.ts +6 -0
  13. package/cjs/claiming/index.js +46 -0
  14. package/cjs/claiming/king.d.ts +4 -0
  15. package/cjs/claiming/king.js +72 -0
  16. package/cjs/claiming/morphoBlue.d.ts +6 -0
  17. package/cjs/claiming/morphoBlue.js +113 -0
  18. package/cjs/claiming/spark.d.ts +6 -0
  19. package/cjs/claiming/spark.js +188 -0
  20. package/cjs/config/contracts.d.ts +2667 -0
  21. package/cjs/config/contracts.js +103 -2
  22. package/cjs/constants/index.d.ts +4 -0
  23. package/cjs/constants/index.js +6 -2
  24. package/cjs/contracts.d.ts +2882 -23
  25. package/cjs/contracts.js +10 -1
  26. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  27. package/cjs/index.d.ts +2 -1
  28. package/cjs/index.js +3 -1
  29. package/cjs/liquity/index.d.ts +11 -0
  30. package/cjs/liquity/index.js +39 -1
  31. package/cjs/liquityV2/index.d.ts +8 -0
  32. package/cjs/liquityV2/index.js +161 -0
  33. package/cjs/markets/aave/marketAssets.js +1 -1
  34. package/cjs/markets/compound/marketsAssets.js +2 -2
  35. package/cjs/markets/spark/marketAssets.js +1 -1
  36. package/cjs/morphoBlue/index.d.ts +5 -0
  37. package/cjs/morphoBlue/index.js +38 -4
  38. package/cjs/portfolio/index.d.ts +6 -1
  39. package/cjs/portfolio/index.js +256 -10
  40. package/cjs/services/utils.d.ts +5 -0
  41. package/cjs/services/utils.js +33 -1
  42. package/cjs/services/viem.d.ts +12 -12
  43. package/cjs/spark/index.js +1 -0
  44. package/cjs/staking/staking.js +3 -1
  45. package/cjs/types/claiming.d.ts +93 -0
  46. package/cjs/types/claiming.js +27 -0
  47. package/cjs/umbrella/index.d.ts +5 -0
  48. package/cjs/umbrella/index.js +50 -0
  49. package/cjs/umbrella/umbrellaUtils.d.ts +22 -0
  50. package/cjs/umbrella/umbrellaUtils.js +34 -0
  51. package/esm/aaveV2/index.js +1 -0
  52. package/esm/aaveV3/index.d.ts +12 -0
  53. package/esm/aaveV3/index.js +91 -1
  54. package/esm/claiming/aaveV3.d.ts +9 -0
  55. package/esm/claiming/aaveV3.js +139 -0
  56. package/esm/claiming/compV3.d.ts +15 -0
  57. package/esm/claiming/compV3.js +30 -0
  58. package/esm/claiming/index.d.ts +6 -0
  59. package/esm/claiming/index.js +6 -0
  60. package/esm/claiming/king.d.ts +4 -0
  61. package/esm/claiming/king.js +64 -0
  62. package/esm/claiming/morphoBlue.d.ts +6 -0
  63. package/esm/claiming/morphoBlue.js +104 -0
  64. package/esm/claiming/spark.d.ts +6 -0
  65. package/esm/claiming/spark.js +179 -0
  66. package/esm/config/contracts.d.ts +2667 -0
  67. package/esm/config/contracts.js +102 -1
  68. package/esm/constants/index.d.ts +4 -0
  69. package/esm/constants/index.js +5 -1
  70. package/esm/contracts.d.ts +2882 -23
  71. package/esm/contracts.js +9 -0
  72. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  73. package/esm/index.d.ts +2 -1
  74. package/esm/index.js +2 -1
  75. package/esm/liquity/index.d.ts +11 -0
  76. package/esm/liquity/index.js +38 -1
  77. package/esm/liquityV2/index.d.ts +8 -0
  78. package/esm/liquityV2/index.js +162 -1
  79. package/esm/markets/aave/marketAssets.js +1 -1
  80. package/esm/markets/compound/marketsAssets.js +2 -2
  81. package/esm/markets/spark/marketAssets.js +1 -1
  82. package/esm/morphoBlue/index.d.ts +5 -0
  83. package/esm/morphoBlue/index.js +38 -5
  84. package/esm/portfolio/index.d.ts +6 -1
  85. package/esm/portfolio/index.js +260 -14
  86. package/esm/services/utils.d.ts +5 -0
  87. package/esm/services/utils.js +31 -0
  88. package/esm/services/viem.d.ts +12 -12
  89. package/esm/spark/index.js +1 -0
  90. package/esm/staking/staking.js +3 -1
  91. package/esm/types/claiming.d.ts +93 -0
  92. package/esm/types/claiming.js +24 -0
  93. package/esm/umbrella/index.d.ts +5 -0
  94. package/esm/umbrella/index.js +46 -0
  95. package/esm/umbrella/umbrellaUtils.d.ts +22 -0
  96. package/esm/umbrella/umbrellaUtils.js +28 -0
  97. package/package.json +47 -47
  98. package/src/aaveV2/index.ts +237 -236
  99. package/src/aaveV3/index.ts +586 -488
  100. package/src/claiming/aaveV3.ts +163 -0
  101. package/src/claiming/compV3.ts +23 -0
  102. package/src/claiming/index.ts +13 -0
  103. package/src/claiming/king.ts +66 -0
  104. package/src/claiming/morphoBlue.ts +119 -0
  105. package/src/claiming/spark.ts +226 -0
  106. package/src/compoundV2/index.ts +240 -240
  107. package/src/compoundV3/index.ts +270 -270
  108. package/src/config/contracts.ts +1208 -1108
  109. package/src/constants/index.ts +10 -6
  110. package/src/contracts.ts +121 -108
  111. package/src/curveUsd/index.ts +250 -250
  112. package/src/eulerV2/index.ts +314 -314
  113. package/src/exchange/index.ts +25 -25
  114. package/src/fluid/index.ts +1568 -1568
  115. package/src/helpers/aaveHelpers/index.ts +170 -170
  116. package/src/helpers/compoundHelpers/index.ts +261 -261
  117. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  118. package/src/helpers/eulerHelpers/index.ts +259 -259
  119. package/src/helpers/fluidHelpers/index.ts +324 -324
  120. package/src/helpers/index.ts +10 -10
  121. package/src/helpers/liquityV2Helpers/index.ts +80 -80
  122. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  123. package/src/helpers/makerHelpers/index.ts +52 -52
  124. package/src/helpers/morphoBlueHelpers/index.ts +390 -390
  125. package/src/helpers/sparkHelpers/index.ts +155 -155
  126. package/src/index.ts +47 -45
  127. package/src/liquity/index.ts +160 -105
  128. package/src/liquityV2/index.ts +583 -408
  129. package/src/llamaLend/index.ts +296 -296
  130. package/src/maker/index.ts +223 -223
  131. package/src/markets/aave/index.ts +116 -116
  132. package/src/markets/aave/marketAssets.ts +49 -49
  133. package/src/markets/compound/index.ts +227 -227
  134. package/src/markets/compound/marketsAssets.ts +90 -90
  135. package/src/markets/curveUsd/index.ts +69 -69
  136. package/src/markets/euler/index.ts +26 -26
  137. package/src/markets/fluid/index.ts +2456 -2456
  138. package/src/markets/index.ts +25 -25
  139. package/src/markets/liquityV2/index.ts +102 -102
  140. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  141. package/src/markets/llamaLend/index.ts +235 -235
  142. package/src/markets/morphoBlue/index.ts +895 -895
  143. package/src/markets/spark/index.ts +29 -29
  144. package/src/markets/spark/marketAssets.ts +11 -11
  145. package/src/moneymarket/moneymarketCommonService.ts +80 -80
  146. package/src/morphoBlue/index.ts +259 -222
  147. package/src/portfolio/index.ts +533 -285
  148. package/src/services/priceService.ts +159 -159
  149. package/src/services/utils.ts +100 -64
  150. package/src/services/viem.ts +32 -32
  151. package/src/setup.ts +8 -8
  152. package/src/spark/index.ts +457 -456
  153. package/src/staking/staking.ts +194 -193
  154. package/src/types/aave.ts +194 -194
  155. package/src/types/claiming.ts +109 -0
  156. package/src/types/common.ts +88 -88
  157. package/src/types/compound.ts +136 -136
  158. package/src/types/curveUsd.ts +121 -121
  159. package/src/types/euler.ts +174 -174
  160. package/src/types/fluid.ts +450 -450
  161. package/src/types/index.ts +11 -11
  162. package/src/types/liquity.ts +30 -30
  163. package/src/types/liquityV2.ts +126 -126
  164. package/src/types/llamaLend.ts +157 -157
  165. package/src/types/maker.ts +63 -63
  166. package/src/types/morphoBlue.ts +194 -194
  167. package/src/types/portfolio.ts +60 -60
  168. package/src/types/spark.ts +137 -137
  169. package/src/umbrella/index.ts +70 -0
  170. package/src/umbrella/umbrellaUtils.ts +30 -0
@@ -1,260 +1,260 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei } from '@defisaver/tokens';
3
- import {
4
- EthAddress, EthereumProvider, NetworkNumber,
5
- } from '../../types/common';
6
- import {
7
- calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
8
- } from '../../moneymarket';
9
- import { calculateInterestEarned } from '../../staking';
10
- import {
11
- EulerV2AggregatedPositionData,
12
- EulerV2AssetsData,
13
- EulerV2UsedAssets,
14
- } from '../../types';
15
- import { EulerV2ViewContractViem } from '../../contracts';
16
- import { borrowOperations } from '../../constants';
17
- import { getViemProvider } from '../../services/viem';
18
-
19
- export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
20
- let borrowUnstable = 0;
21
- let supplyStable = 0;
22
- let borrowStable = 0;
23
- let supplyUnstable = 0;
24
- let longAsset = '';
25
- let shortAsset = '';
26
- let leverageAssetVault = '';
27
- Object.values(usedAssets).forEach(({
28
- symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
29
- }) => {
30
- const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
31
- const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
32
- if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
33
- if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
34
- if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
35
- borrowUnstable += 1;
36
- shortAsset = symbol;
37
- leverageAssetVault = vaultAddress;
38
- }
39
- if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
40
- supplyUnstable += 1;
41
- longAsset = symbol;
42
- leverageAssetVault = vaultAddress;
43
- }
44
- });
45
- const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
46
- const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
47
- // lsd -> liquid staking derivative
48
- const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
49
- if (isLong) {
50
- return {
51
- leveragedType: 'long',
52
- leveragedAsset: longAsset,
53
- leveragedVault: leverageAssetVault,
54
- };
55
- }
56
- if (isShort) {
57
- return {
58
- leveragedType: 'short',
59
- leveragedAsset: shortAsset,
60
- leveragedVault: leverageAssetVault,
61
- };
62
- }
63
- if (isLsdLeveraged) {
64
- return {
65
- leveragedType: 'lsd-leverage',
66
- leveragedAsset: longAsset,
67
- leveragedVault: leverageAssetVault,
68
- };
69
- }
70
- return {
71
- leveragedType: '',
72
- leveragedAsset: '',
73
- leveragedVault: '',
74
- };
75
- };
76
-
77
- export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
78
- const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
79
- const acc = { ..._acc };
80
- const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
81
-
82
- if (usedAsset.isSupplied) {
83
- const amount = usedAsset.suppliedUsd;
84
- acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
85
- const rate = assetData.supplyRate;
86
- const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
87
- acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
88
- }
89
-
90
- if (usedAsset.isBorrowed) {
91
- const amount = usedAsset.borrowedUsd;
92
- acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
93
- const rate = assetData.borrowRate;
94
- const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
95
- acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
96
- }
97
-
98
- return acc;
99
- }, {
100
- borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
101
- });
102
-
103
- const {
104
- borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
105
- } = sumValues;
106
-
107
- const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
108
- const balance = new Dec(suppliedUsd).sub(borrowedUsd);
109
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
110
-
111
- return { netApy, totalInterestUsd, incentiveUsd };
112
- };
113
-
114
- export const getEulerV2AggregatedData = ({
115
- usedAssets, assetsData, network, ...rest
116
- }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
117
- const payload = {} as EulerV2AggregatedPositionData;
118
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
119
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
120
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
121
- 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));
122
- 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));
123
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
124
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
125
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
126
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
127
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
128
- payload.netApy = netApy;
129
- payload.incentiveUsd = incentiveUsd;
130
- payload.totalInterestUsd = totalInterestUsd;
131
- payload.minRatio = '100';
132
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
133
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
134
- const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
135
- payload.leveragedType = leveragedType;
136
- if (leveragedType !== '') {
137
- payload.leveragedAsset = leveragedAsset;
138
- let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
139
- if (leveragedType === 'lsd-leverage') {
140
- const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
141
- if (ethAsset) {
142
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
143
- assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
144
- }
145
- }
146
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
147
- }
148
- payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
149
- payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
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 }[], provider: EthereumProvider, network: NetworkNumber) => {
182
- const client = getViemProvider(provider, network, { batch: { multicall: true } });
183
- const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
184
- const apyAfterValuesEstimationParams: {
185
- vault: EthAddress;
186
- isBorrowOperation: boolean;
187
- liquidityAdded: BigInt;
188
- liquidityRemoved: BigInt;
189
- }[] = [];
190
- actions.forEach(({
191
- action, amount, asset, vaultAddress,
192
- }) => {
193
- const amountInWei = assetAmountInWei(amount, asset);
194
- const isBorrowOperation = borrowOperations.includes(action);
195
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
196
- apyAfterValuesEstimationParams.push({
197
- vault: vaultAddress,
198
- isBorrowOperation: borrowOperations.includes(action),
199
- liquidityAdded: BigInt(liquidityAdded),
200
- liquidityRemoved: BigInt(liquidityRemoved),
201
- });
202
- });
203
-
204
- const res = await Promise.all([
205
- ...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
206
- // @ts-ignore
207
- eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
208
- ]);
209
- const numOfActions = actions.length;
210
- const data: any = {};
211
- for (let i = 0; i < numOfActions; i += 1) {
212
- // @ts-ignore
213
- const _interestRate = res[numOfActions].estimatedBorrowRates[i];
214
- // @ts-ignore
215
- const vaultInfo = res[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
- };
234
-
235
- const xorLastByte = (address: string, xorValue: string): EthAddress => {
236
- // Extract the last byte (2 hex characters)
237
- const lastByte = address.slice(-2);
238
-
239
- // XOR the last byte with the given xorValue
240
-
241
- // eslint-disable-next-line no-bitwise
242
- const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
243
- ).join('');
244
-
245
- // Return the full address with the last byte XORed
246
- return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
247
- };
248
-
249
- export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
250
- // Clean the address by removing "0x"
251
- const cleanAddress = address.toLowerCase().replace(/^0x/, '');
252
-
253
- // XOR the last byte with 0x01, 0x02, and 0x03
254
- const xorWith01 = xorLastByte(cleanAddress, '01');
255
- const xorWith02 = xorLastByte(cleanAddress, '02');
256
- const xorWith03 = xorLastByte(cleanAddress, '03');
257
-
258
- // Return an array with all three modified addresses
259
- return [xorWith01, xorWith02, xorWith03];
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei } from '@defisaver/tokens';
3
+ import {
4
+ EthAddress, EthereumProvider, NetworkNumber,
5
+ } from '../../types/common';
6
+ import {
7
+ calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
8
+ } from '../../moneymarket';
9
+ import { calculateInterestEarned } from '../../staking';
10
+ import {
11
+ EulerV2AggregatedPositionData,
12
+ EulerV2AssetsData,
13
+ EulerV2UsedAssets,
14
+ } from '../../types';
15
+ import { EulerV2ViewContractViem } from '../../contracts';
16
+ import { borrowOperations } from '../../constants';
17
+ import { getViemProvider } from '../../services/viem';
18
+
19
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
20
+ let borrowUnstable = 0;
21
+ let supplyStable = 0;
22
+ let borrowStable = 0;
23
+ let supplyUnstable = 0;
24
+ let longAsset = '';
25
+ let shortAsset = '';
26
+ let leverageAssetVault = '';
27
+ Object.values(usedAssets).forEach(({
28
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
29
+ }) => {
30
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
31
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
32
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
33
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
34
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
35
+ borrowUnstable += 1;
36
+ shortAsset = symbol;
37
+ leverageAssetVault = vaultAddress;
38
+ }
39
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
40
+ supplyUnstable += 1;
41
+ longAsset = symbol;
42
+ leverageAssetVault = vaultAddress;
43
+ }
44
+ });
45
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
46
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
47
+ // lsd -> liquid staking derivative
48
+ const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
49
+ if (isLong) {
50
+ return {
51
+ leveragedType: 'long',
52
+ leveragedAsset: longAsset,
53
+ leveragedVault: leverageAssetVault,
54
+ };
55
+ }
56
+ if (isShort) {
57
+ return {
58
+ leveragedType: 'short',
59
+ leveragedAsset: shortAsset,
60
+ leveragedVault: leverageAssetVault,
61
+ };
62
+ }
63
+ if (isLsdLeveraged) {
64
+ return {
65
+ leveragedType: 'lsd-leverage',
66
+ leveragedAsset: longAsset,
67
+ leveragedVault: leverageAssetVault,
68
+ };
69
+ }
70
+ return {
71
+ leveragedType: '',
72
+ leveragedAsset: '',
73
+ leveragedVault: '',
74
+ };
75
+ };
76
+
77
+ export const calculateNetApy = (usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData) => {
78
+ const sumValues = Object.values(usedAssets).reduce((_acc, usedAsset) => {
79
+ const acc = { ..._acc };
80
+ const assetData = assetsData[usedAsset.vaultAddress.toLowerCase()];
81
+
82
+ if (usedAsset.isSupplied) {
83
+ const amount = usedAsset.suppliedUsd;
84
+ acc.suppliedUsd = new Dec(acc.suppliedUsd).add(amount).toString();
85
+ const rate = assetData.supplyRate;
86
+ const supplyInterest = calculateInterestEarned(amount, rate as string, 'year', true);
87
+ acc.supplyInterest = new Dec(acc.supplyInterest).add(supplyInterest.toString()).toString();
88
+ }
89
+
90
+ if (usedAsset.isBorrowed) {
91
+ const amount = usedAsset.borrowedUsd;
92
+ acc.borrowedUsd = new Dec(acc.borrowedUsd).add(amount).toString();
93
+ const rate = assetData.borrowRate;
94
+ const borrowInterest = calculateInterestEarned(amount, rate as string, 'year', true);
95
+ acc.borrowInterest = new Dec(acc.borrowInterest).sub(borrowInterest.toString()).toString();
96
+ }
97
+
98
+ return acc;
99
+ }, {
100
+ borrowInterest: '0', supplyInterest: '0', incentiveUsd: '0', borrowedUsd: '0', suppliedUsd: '0',
101
+ });
102
+
103
+ const {
104
+ borrowedUsd, suppliedUsd, borrowInterest, supplyInterest, incentiveUsd,
105
+ } = sumValues;
106
+
107
+ const totalInterestUsd = new Dec(borrowInterest).add(supplyInterest).add(incentiveUsd).toString();
108
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd);
109
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
110
+
111
+ return { netApy, totalInterestUsd, incentiveUsd };
112
+ };
113
+
114
+ export const getEulerV2AggregatedData = ({
115
+ usedAssets, assetsData, network, ...rest
116
+ }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
117
+ const payload = {} as EulerV2AggregatedPositionData;
118
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
119
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
120
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
121
+ 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));
122
+ 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));
123
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
124
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
125
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
126
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
127
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy(usedAssets, assetsData);
128
+ payload.netApy = netApy;
129
+ payload.incentiveUsd = incentiveUsd;
130
+ payload.totalInterestUsd = totalInterestUsd;
131
+ payload.minRatio = '100';
132
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
133
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
134
+ const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
135
+ payload.leveragedType = leveragedType;
136
+ if (leveragedType !== '') {
137
+ payload.leveragedAsset = leveragedAsset;
138
+ let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
139
+ if (leveragedType === 'lsd-leverage') {
140
+ const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
141
+ if (ethAsset) {
142
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
143
+ assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
144
+ }
145
+ }
146
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
147
+ }
148
+ payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
149
+ payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
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 }[], provider: EthereumProvider, network: NetworkNumber) => {
182
+ const client = getViemProvider(provider, network, { batch: { multicall: true } });
183
+ const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
184
+ const apyAfterValuesEstimationParams: {
185
+ vault: EthAddress;
186
+ isBorrowOperation: boolean;
187
+ liquidityAdded: BigInt;
188
+ liquidityRemoved: BigInt;
189
+ }[] = [];
190
+ actions.forEach(({
191
+ action, amount, asset, vaultAddress,
192
+ }) => {
193
+ const amountInWei = assetAmountInWei(amount, asset);
194
+ const isBorrowOperation = borrowOperations.includes(action);
195
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
196
+ apyAfterValuesEstimationParams.push({
197
+ vault: vaultAddress,
198
+ isBorrowOperation: borrowOperations.includes(action),
199
+ liquidityAdded: BigInt(liquidityAdded),
200
+ liquidityRemoved: BigInt(liquidityRemoved),
201
+ });
202
+ });
203
+
204
+ const res = await Promise.all([
205
+ ...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
206
+ // @ts-ignore
207
+ eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
208
+ ]);
209
+ const numOfActions = actions.length;
210
+ const data: any = {};
211
+ for (let i = 0; i < numOfActions; i += 1) {
212
+ // @ts-ignore
213
+ const _interestRate = res[numOfActions].estimatedBorrowRates[i];
214
+ // @ts-ignore
215
+ const vaultInfo = res[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
+ };
234
+
235
+ const xorLastByte = (address: string, xorValue: string): EthAddress => {
236
+ // Extract the last byte (2 hex characters)
237
+ const lastByte = address.slice(-2);
238
+
239
+ // XOR the last byte with the given xorValue
240
+
241
+ // eslint-disable-next-line no-bitwise
242
+ const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
243
+ ).join('');
244
+
245
+ // Return the full address with the last byte XORed
246
+ return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
247
+ };
248
+
249
+ export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
250
+ // Clean the address by removing "0x"
251
+ const cleanAddress = address.toLowerCase().replace(/^0x/, '');
252
+
253
+ // XOR the last byte with 0x01, 0x02, and 0x03
254
+ const xorWith01 = xorLastByte(cleanAddress, '01');
255
+ const xorWith02 = xorLastByte(cleanAddress, '02');
256
+ const xorWith03 = xorLastByte(cleanAddress, '03');
257
+
258
+ // Return an array with all three modified addresses
259
+ return [xorWith01, xorWith02, xorWith03];
260
260
  };