@defisaver/positions-sdk 2.1.11 → 2.1.13
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.
- package/.mocharc.json +4 -4
- package/.nvmrc +1 -1
- package/README.md +64 -64
- package/cjs/aaveV3/index.js +1 -1
- package/cjs/contracts.d.ts +100947 -134653
- package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
- package/cjs/markets/aave/marketAssets.js +1 -1
- package/cjs/services/viem.d.ts +2 -3254
- package/cjs/staking/staking.d.ts +1 -1
- package/cjs/staking/staking.js +17 -14
- package/esm/aaveV3/index.js +1 -1
- package/esm/contracts.d.ts +100947 -134653
- package/esm/helpers/morphoBlueHelpers/index.js +66 -66
- package/esm/markets/aave/marketAssets.js +1 -1
- package/esm/services/viem.d.ts +2 -3254
- package/esm/staking/staking.d.ts +1 -1
- package/esm/staking/staking.js +17 -14
- package/package.json +47 -47
- package/src/aaveV2/index.ts +240 -240
- package/src/aaveV3/index.ts +614 -614
- package/src/aaveV3/merit.ts +97 -97
- package/src/aaveV3/merkl.ts +74 -74
- package/src/claiming/aaveV3.ts +154 -154
- package/src/claiming/compV3.ts +22 -22
- package/src/claiming/index.ts +12 -12
- package/src/claiming/king.ts +66 -66
- package/src/claiming/morphoBlue.ts +118 -118
- package/src/claiming/spark.ts +225 -225
- package/src/compoundV2/index.ts +244 -244
- package/src/compoundV3/index.ts +274 -274
- package/src/config/contracts.ts +1251 -1251
- package/src/constants/index.ts +10 -10
- package/src/contracts.ts +120 -120
- package/src/curveUsd/index.ts +254 -254
- package/src/eulerV2/index.ts +324 -324
- package/src/exchange/index.ts +25 -25
- package/src/fluid/index.ts +1668 -1668
- package/src/helpers/aaveHelpers/index.ts +187 -187
- package/src/helpers/compoundHelpers/index.ts +283 -283
- package/src/helpers/curveUsdHelpers/index.ts +40 -40
- package/src/helpers/eulerHelpers/index.ts +222 -222
- package/src/helpers/fluidHelpers/index.ts +326 -326
- package/src/helpers/index.ts +10 -10
- package/src/helpers/liquityV2Helpers/index.ts +82 -82
- package/src/helpers/llamaLendHelpers/index.ts +53 -53
- package/src/helpers/makerHelpers/index.ts +52 -52
- package/src/helpers/morphoBlueHelpers/index.ts +396 -396
- package/src/helpers/sparkHelpers/index.ts +158 -158
- package/src/index.ts +47 -47
- package/src/liquity/index.ts +159 -159
- package/src/liquityV2/index.ts +657 -657
- package/src/llamaLend/index.ts +305 -305
- package/src/maker/index.ts +223 -223
- package/src/markets/aave/index.ts +116 -116
- package/src/markets/aave/marketAssets.ts +54 -54
- package/src/markets/compound/index.ts +238 -238
- package/src/markets/compound/marketsAssets.ts +97 -97
- package/src/markets/curveUsd/index.ts +69 -69
- package/src/markets/euler/index.ts +26 -26
- package/src/markets/fluid/index.ts +2460 -2460
- package/src/markets/index.ts +25 -25
- package/src/markets/liquityV2/index.ts +102 -102
- package/src/markets/llamaLend/contractAddresses.ts +141 -141
- package/src/markets/llamaLend/index.ts +235 -235
- package/src/markets/morphoBlue/index.ts +895 -895
- package/src/markets/spark/index.ts +29 -29
- package/src/markets/spark/marketAssets.ts +12 -12
- package/src/moneymarket/moneymarketCommonService.ts +80 -80
- package/src/morphoBlue/index.ts +274 -274
- package/src/portfolio/index.ts +570 -570
- package/src/services/priceService.ts +159 -159
- package/src/services/utils.ts +115 -115
- package/src/services/viem.ts +34 -34
- package/src/setup.ts +8 -8
- package/src/spark/index.ts +456 -456
- package/src/staking/eligibility.ts +53 -53
- package/src/staking/index.ts +1 -1
- package/src/staking/staking.ts +177 -172
- package/src/types/aave.ts +189 -189
- package/src/types/claiming.ts +109 -109
- package/src/types/common.ts +107 -107
- package/src/types/compound.ts +136 -136
- package/src/types/curveUsd.ts +123 -123
- package/src/types/euler.ts +175 -175
- package/src/types/fluid.ts +452 -452
- package/src/types/index.ts +13 -13
- package/src/types/liquity.ts +30 -30
- package/src/types/liquityV2.ts +126 -126
- package/src/types/llamaLend.ts +159 -159
- package/src/types/maker.ts +63 -63
- package/src/types/merit.ts +1 -1
- package/src/types/merkl.ts +70 -70
- package/src/types/morphoBlue.ts +194 -194
- package/src/types/portfolio.ts +60 -60
- package/src/types/spark.ts +133 -133
- package/src/umbrella/index.ts +69 -69
- package/src/umbrella/umbrellaUtils.ts +29 -29
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@@ -1,41 +1,41 @@
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import Dec from 'decimal.js';
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import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
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import { MMUsedAssets, NetworkNumber } from '../../types/common';
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import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
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import { mapRange } from '../../services/utils';
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export const getCrvUsdAggregatedData = ({
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loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
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}:{
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loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
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}): CrvUSDAggregatedPositionData => {
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const payload = {} as CrvUSDAggregatedPositionData;
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payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
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payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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payload.ratio = loanExists
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? new Dec(payload.suppliedUsd)
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.dividedBy(payload.borrowedUsd)
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.times(100)
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.toString()
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: '0';
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// this is all approximation
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payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
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payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
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// only take in consideration collAsset
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payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
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? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
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: '0';
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
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}
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return payload;
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import Dec from 'decimal.js';
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import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
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import { MMUsedAssets, NetworkNumber } from '../../types/common';
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import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
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import { mapRange } from '../../services/utils';
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export const getCrvUsdAggregatedData = ({
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loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
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}:{
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loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
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}): CrvUSDAggregatedPositionData => {
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const payload = {} as CrvUSDAggregatedPositionData;
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payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
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payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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payload.ratio = loanExists
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? new Dec(payload.suppliedUsd)
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.dividedBy(payload.borrowedUsd)
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.times(100)
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.toString()
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: '0';
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// this is all approximation
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payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
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payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
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// only take in consideration collAsset
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payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
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? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
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: '0';
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
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}
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return payload;
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};
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import Dec from 'decimal.js';
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import { assetAmountInWei } from '@defisaver/tokens';
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import {
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EthAddress, EthereumProvider, MMAssetsData, NetworkNumber,
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} from '../../types/common';
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import {
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calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
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} from '../../moneymarket';
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import { calculateNetApy } from '../../staking';
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import {
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EulerV2AggregatedPositionData,
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EulerV2AssetsData,
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EulerV2UsedAssets,
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} from '../../types';
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import { EulerV2ViewContractViem } from '../../contracts';
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import { borrowOperations } from '../../constants';
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import { getViemProvider } from '../../services/viem';
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export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
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let borrowUnstable = 0;
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let supplyStable = 0;
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let borrowStable = 0;
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let supplyUnstable = 0;
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let longAsset = '';
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let shortAsset = '';
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let leverageAssetVault = '';
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Object.values(usedAssets).forEach(({
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symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
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}) => {
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const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
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const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
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if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
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if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
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if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
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borrowUnstable += 1;
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shortAsset = symbol;
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leverageAssetVault = vaultAddress;
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}
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if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
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supplyUnstable += 1;
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longAsset = symbol;
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leverageAssetVault = vaultAddress;
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}
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});
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const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
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const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
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// lsd -> liquid staking derivative
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const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
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if (isLong) {
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return {
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leveragedType: 'long',
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leveragedAsset: longAsset,
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leveragedVault: leverageAssetVault,
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};
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}
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if (isShort) {
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return {
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leveragedType: 'short',
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leveragedAsset: shortAsset,
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leveragedVault: leverageAssetVault,
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};
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}
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if (isLsdLeveraged) {
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return {
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leveragedType: 'lsd-leverage',
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leveragedAsset: longAsset,
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leveragedVault: leverageAssetVault,
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};
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}
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return {
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leveragedType: '',
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leveragedAsset: '',
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leveragedVault: '',
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};
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};
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export const getEulerV2AggregatedData = ({
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usedAssets, assetsData, network, ...rest
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}: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
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const payload = {} as EulerV2AggregatedPositionData;
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payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
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payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
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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));
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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));
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const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
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payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
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payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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payload.totalInterestUsd = totalInterestUsd;
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payload.minRatio = '100';
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payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
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payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
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const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
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payload.leveragedType = leveragedType;
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if (leveragedType !== '') {
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payload.leveragedAsset = leveragedAsset;
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let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
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if (leveragedType === 'lsd-leverage') {
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const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
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if (ethAsset) {
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payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
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assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
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}
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}
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payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
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}
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111
|
-
payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
|
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112
|
-
payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
|
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113
|
-
return payload;
|
|
114
|
-
};
|
|
115
|
-
|
|
116
|
-
export const getEulerV2BorrowRate = (interestRate: string) => {
|
|
117
|
-
const _interestRate = new Dec(interestRate).div(1e27).toString();
|
|
118
|
-
const secondsPerYear = 31556953;
|
|
119
|
-
const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
|
|
120
|
-
return new Dec(new Dec(a).minus(1)).mul(100).toString();
|
|
121
|
-
};
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122
|
-
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123
|
-
export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
|
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124
|
-
|
|
125
|
-
export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
|
|
126
|
-
const interestFee = new Dec(_interestFee).div(10000);
|
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127
|
-
const fee = new Dec(1).minus(interestFee);
|
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128
|
-
return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
|
|
129
|
-
};
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130
|
-
|
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131
|
-
const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
|
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132
|
-
let liquidityAdded;
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133
|
-
let liquidityRemoved;
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134
|
-
if (isBorrowOperation) {
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135
|
-
liquidityAdded = action === 'payback' ? amount : '0';
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136
|
-
liquidityRemoved = action === 'borrow' ? amount : '0';
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137
|
-
} else {
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138
|
-
liquidityAdded = action === 'collateral' ? amount : '0';
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139
|
-
liquidityRemoved = action === 'withdraw' ? amount : '0';
|
|
140
|
-
}
|
|
141
|
-
return { liquidityAdded, liquidityRemoved };
|
|
142
|
-
};
|
|
143
|
-
|
|
144
|
-
export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], provider: EthereumProvider, network: NetworkNumber) => {
|
|
145
|
-
const client = getViemProvider(provider, network, { batch: { multicall: true } });
|
|
146
|
-
const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
|
|
147
|
-
const apyAfterValuesEstimationParams: {
|
|
148
|
-
vault: EthAddress;
|
|
149
|
-
isBorrowOperation: boolean;
|
|
150
|
-
liquidityAdded: BigInt;
|
|
151
|
-
liquidityRemoved: BigInt;
|
|
152
|
-
}[] = [];
|
|
153
|
-
actions.forEach(({
|
|
154
|
-
action, amount, asset, vaultAddress,
|
|
155
|
-
}) => {
|
|
156
|
-
const amountInWei = assetAmountInWei(amount, asset);
|
|
157
|
-
const isBorrowOperation = borrowOperations.includes(action);
|
|
158
|
-
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
|
|
159
|
-
apyAfterValuesEstimationParams.push({
|
|
160
|
-
vault: vaultAddress,
|
|
161
|
-
isBorrowOperation: borrowOperations.includes(action),
|
|
162
|
-
liquidityAdded: BigInt(liquidityAdded),
|
|
163
|
-
liquidityRemoved: BigInt(liquidityRemoved),
|
|
164
|
-
});
|
|
165
|
-
});
|
|
166
|
-
|
|
167
|
-
const res = await Promise.all([
|
|
168
|
-
...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
|
|
169
|
-
// @ts-ignore
|
|
170
|
-
eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
|
|
171
|
-
]);
|
|
172
|
-
const numOfActions = actions.length;
|
|
173
|
-
const data: any = {};
|
|
174
|
-
for (let i = 0; i < numOfActions; i += 1) {
|
|
175
|
-
// @ts-ignore
|
|
176
|
-
const _interestRate = res[numOfActions].estimatedBorrowRates[i];
|
|
177
|
-
// @ts-ignore
|
|
178
|
-
const vaultInfo = res[i][0];
|
|
179
|
-
const decimals = vaultInfo.decimals;
|
|
180
|
-
const borrowRate = getEulerV2BorrowRate(_interestRate);
|
|
181
|
-
|
|
182
|
-
const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
|
|
183
|
-
const action = actions[i].action;
|
|
184
|
-
const isBorrowOperation = borrowOperations.includes(action);
|
|
185
|
-
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
|
|
186
|
-
|
|
187
|
-
const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
|
|
188
|
-
const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
|
|
189
|
-
const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
|
|
190
|
-
data[vaultInfo.vaultAddr.toLowerCase()] = {
|
|
191
|
-
borrowRate,
|
|
192
|
-
supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
|
|
193
|
-
};
|
|
194
|
-
}
|
|
195
|
-
return data;
|
|
196
|
-
};
|
|
197
|
-
|
|
198
|
-
const xorLastByte = (address: string, xorValue: string): EthAddress => {
|
|
199
|
-
// Extract the last byte (2 hex characters)
|
|
200
|
-
const lastByte = address.slice(-2);
|
|
201
|
-
|
|
202
|
-
// XOR the last byte with the given xorValue
|
|
203
|
-
|
|
204
|
-
// eslint-disable-next-line no-bitwise
|
|
205
|
-
const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
|
|
206
|
-
).join('');
|
|
207
|
-
|
|
208
|
-
// Return the full address with the last byte XORed
|
|
209
|
-
return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
|
|
210
|
-
};
|
|
211
|
-
|
|
212
|
-
export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
|
|
213
|
-
// Clean the address by removing "0x"
|
|
214
|
-
const cleanAddress = address.toLowerCase().replace(/^0x/, '');
|
|
215
|
-
|
|
216
|
-
// XOR the last byte with 0x01, 0x02, and 0x03
|
|
217
|
-
const xorWith01 = xorLastByte(cleanAddress, '01');
|
|
218
|
-
const xorWith02 = xorLastByte(cleanAddress, '02');
|
|
219
|
-
const xorWith03 = xorLastByte(cleanAddress, '03');
|
|
220
|
-
|
|
221
|
-
// Return an array with all three modified addresses
|
|
222
|
-
return [xorWith01, xorWith02, xorWith03];
|
|
1
|
+
import Dec from 'decimal.js';
|
|
2
|
+
import { assetAmountInWei } from '@defisaver/tokens';
|
|
3
|
+
import {
|
|
4
|
+
EthAddress, EthereumProvider, MMAssetsData, NetworkNumber,
|
|
5
|
+
} from '../../types/common';
|
|
6
|
+
import {
|
|
7
|
+
calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
|
|
8
|
+
} from '../../moneymarket';
|
|
9
|
+
import { calculateNetApy } 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 getEulerV2AggregatedData = ({
|
|
78
|
+
usedAssets, assetsData, network, ...rest
|
|
79
|
+
}: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
|
|
80
|
+
const payload = {} as EulerV2AggregatedPositionData;
|
|
81
|
+
payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
82
|
+
payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
|
|
83
|
+
payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
|
|
84
|
+
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));
|
|
85
|
+
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));
|
|
86
|
+
const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
|
|
87
|
+
payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
|
|
88
|
+
payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
|
|
89
|
+
payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
|
|
90
|
+
const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
|
|
91
|
+
payload.netApy = netApy;
|
|
92
|
+
payload.incentiveUsd = incentiveUsd;
|
|
93
|
+
payload.totalInterestUsd = totalInterestUsd;
|
|
94
|
+
payload.minRatio = '100';
|
|
95
|
+
payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
|
|
96
|
+
payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
|
|
97
|
+
const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
|
|
98
|
+
payload.leveragedType = leveragedType;
|
|
99
|
+
if (leveragedType !== '') {
|
|
100
|
+
payload.leveragedAsset = leveragedAsset;
|
|
101
|
+
let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
|
|
102
|
+
if (leveragedType === 'lsd-leverage') {
|
|
103
|
+
const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
|
|
104
|
+
if (ethAsset) {
|
|
105
|
+
payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
|
|
106
|
+
assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
|
|
107
|
+
}
|
|
108
|
+
}
|
|
109
|
+
payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
|
|
110
|
+
}
|
|
111
|
+
payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
|
|
112
|
+
payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
|
|
113
|
+
return payload;
|
|
114
|
+
};
|
|
115
|
+
|
|
116
|
+
export const getEulerV2BorrowRate = (interestRate: string) => {
|
|
117
|
+
const _interestRate = new Dec(interestRate).div(1e27).toString();
|
|
118
|
+
const secondsPerYear = 31556953;
|
|
119
|
+
const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
|
|
120
|
+
return new Dec(new Dec(a).minus(1)).mul(100).toString();
|
|
121
|
+
};
|
|
122
|
+
|
|
123
|
+
export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
|
|
124
|
+
|
|
125
|
+
export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
|
|
126
|
+
const interestFee = new Dec(_interestFee).div(10000);
|
|
127
|
+
const fee = new Dec(1).minus(interestFee);
|
|
128
|
+
return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
|
|
129
|
+
};
|
|
130
|
+
|
|
131
|
+
const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
|
|
132
|
+
let liquidityAdded;
|
|
133
|
+
let liquidityRemoved;
|
|
134
|
+
if (isBorrowOperation) {
|
|
135
|
+
liquidityAdded = action === 'payback' ? amount : '0';
|
|
136
|
+
liquidityRemoved = action === 'borrow' ? amount : '0';
|
|
137
|
+
} else {
|
|
138
|
+
liquidityAdded = action === 'collateral' ? amount : '0';
|
|
139
|
+
liquidityRemoved = action === 'withdraw' ? amount : '0';
|
|
140
|
+
}
|
|
141
|
+
return { liquidityAdded, liquidityRemoved };
|
|
142
|
+
};
|
|
143
|
+
|
|
144
|
+
export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], provider: EthereumProvider, network: NetworkNumber) => {
|
|
145
|
+
const client = getViemProvider(provider, network, { batch: { multicall: true } });
|
|
146
|
+
const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
|
|
147
|
+
const apyAfterValuesEstimationParams: {
|
|
148
|
+
vault: EthAddress;
|
|
149
|
+
isBorrowOperation: boolean;
|
|
150
|
+
liquidityAdded: BigInt;
|
|
151
|
+
liquidityRemoved: BigInt;
|
|
152
|
+
}[] = [];
|
|
153
|
+
actions.forEach(({
|
|
154
|
+
action, amount, asset, vaultAddress,
|
|
155
|
+
}) => {
|
|
156
|
+
const amountInWei = assetAmountInWei(amount, asset);
|
|
157
|
+
const isBorrowOperation = borrowOperations.includes(action);
|
|
158
|
+
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
|
|
159
|
+
apyAfterValuesEstimationParams.push({
|
|
160
|
+
vault: vaultAddress,
|
|
161
|
+
isBorrowOperation: borrowOperations.includes(action),
|
|
162
|
+
liquidityAdded: BigInt(liquidityAdded),
|
|
163
|
+
liquidityRemoved: BigInt(liquidityRemoved),
|
|
164
|
+
});
|
|
165
|
+
});
|
|
166
|
+
|
|
167
|
+
const res = await Promise.all([
|
|
168
|
+
...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
|
|
169
|
+
// @ts-ignore
|
|
170
|
+
eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
|
|
171
|
+
]);
|
|
172
|
+
const numOfActions = actions.length;
|
|
173
|
+
const data: any = {};
|
|
174
|
+
for (let i = 0; i < numOfActions; i += 1) {
|
|
175
|
+
// @ts-ignore
|
|
176
|
+
const _interestRate = res[numOfActions].estimatedBorrowRates[i];
|
|
177
|
+
// @ts-ignore
|
|
178
|
+
const vaultInfo = res[i][0];
|
|
179
|
+
const decimals = vaultInfo.decimals;
|
|
180
|
+
const borrowRate = getEulerV2BorrowRate(_interestRate);
|
|
181
|
+
|
|
182
|
+
const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
|
|
183
|
+
const action = actions[i].action;
|
|
184
|
+
const isBorrowOperation = borrowOperations.includes(action);
|
|
185
|
+
const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
|
|
186
|
+
|
|
187
|
+
const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
|
|
188
|
+
const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
|
|
189
|
+
const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
|
|
190
|
+
data[vaultInfo.vaultAddr.toLowerCase()] = {
|
|
191
|
+
borrowRate,
|
|
192
|
+
supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
|
|
193
|
+
};
|
|
194
|
+
}
|
|
195
|
+
return data;
|
|
196
|
+
};
|
|
197
|
+
|
|
198
|
+
const xorLastByte = (address: string, xorValue: string): EthAddress => {
|
|
199
|
+
// Extract the last byte (2 hex characters)
|
|
200
|
+
const lastByte = address.slice(-2);
|
|
201
|
+
|
|
202
|
+
// XOR the last byte with the given xorValue
|
|
203
|
+
|
|
204
|
+
// eslint-disable-next-line no-bitwise
|
|
205
|
+
const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
|
|
206
|
+
).join('');
|
|
207
|
+
|
|
208
|
+
// Return the full address with the last byte XORed
|
|
209
|
+
return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
|
|
210
|
+
};
|
|
211
|
+
|
|
212
|
+
export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
|
|
213
|
+
// Clean the address by removing "0x"
|
|
214
|
+
const cleanAddress = address.toLowerCase().replace(/^0x/, '');
|
|
215
|
+
|
|
216
|
+
// XOR the last byte with 0x01, 0x02, and 0x03
|
|
217
|
+
const xorWith01 = xorLastByte(cleanAddress, '01');
|
|
218
|
+
const xorWith02 = xorLastByte(cleanAddress, '02');
|
|
219
|
+
const xorWith03 = xorLastByte(cleanAddress, '03');
|
|
220
|
+
|
|
221
|
+
// Return an array with all three modified addresses
|
|
222
|
+
return [xorWith01, xorWith02, xorWith03];
|
|
223
223
|
};
|