@defisaver/positions-sdk 2.1.153 → 2.1.154-shifter-v2-dev

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 (103) hide show
  1. package/cjs/aaveV2/index.js +2 -0
  2. package/cjs/fluid/index.d.ts +5 -0
  3. package/cjs/fluid/index.js +36 -1
  4. package/cjs/helpers/aaveHelpers/index.js +3 -0
  5. package/cjs/helpers/aaveV4Helpers/index.js +1 -0
  6. package/cjs/helpers/compoundHelpers/index.js +2 -0
  7. package/cjs/helpers/curveUsdHelpers/index.js +2 -0
  8. package/cjs/helpers/fluidHelpers/index.js +1 -0
  9. package/cjs/helpers/liquityV2Helpers/index.js +1 -0
  10. package/cjs/helpers/llamaLendHelpers/index.js +2 -0
  11. package/cjs/helpers/makerHelpers/index.d.ts +1 -1
  12. package/cjs/helpers/makerHelpers/index.js +2 -2
  13. package/cjs/helpers/morphoBlueHelpers/index.js +2 -0
  14. package/cjs/helpers/morphoMidnightHelpers/index.js +2 -0
  15. package/cjs/helpers/sparkHelpers/index.js +1 -0
  16. package/cjs/liquity/index.js +8 -1
  17. package/cjs/maker/index.d.ts +7 -2
  18. package/cjs/maker/index.js +32 -12
  19. package/cjs/markets/index.d.ts +1 -0
  20. package/cjs/markets/index.js +3 -1
  21. package/cjs/markets/maker/index.d.ts +1 -0
  22. package/cjs/markets/maker/index.js +13 -0
  23. package/cjs/markets/spark/marketAssets.js +1 -1
  24. package/cjs/portfolio/index.d.ts +5 -1
  25. package/cjs/portfolio/index.js +287 -0
  26. package/cjs/types/aave.d.ts +2 -0
  27. package/cjs/types/aaveV4.d.ts +1 -0
  28. package/cjs/types/compound.d.ts +2 -0
  29. package/cjs/types/fluid.d.ts +1 -0
  30. package/cjs/types/liquity.d.ts +1 -0
  31. package/cjs/types/liquityV2.d.ts +2 -0
  32. package/cjs/types/maker.d.ts +1 -0
  33. package/cjs/types/morphoBlue.d.ts +2 -0
  34. package/cjs/types/morphoMidnight.d.ts +1 -0
  35. package/cjs/types/portfolio.d.ts +26 -10
  36. package/cjs/types/spark.d.ts +2 -0
  37. package/esm/aaveV2/index.js +2 -0
  38. package/esm/fluid/index.d.ts +5 -0
  39. package/esm/fluid/index.js +33 -0
  40. package/esm/helpers/aaveHelpers/index.js +3 -0
  41. package/esm/helpers/aaveV4Helpers/index.js +1 -0
  42. package/esm/helpers/compoundHelpers/index.js +2 -0
  43. package/esm/helpers/curveUsdHelpers/index.js +2 -0
  44. package/esm/helpers/fluidHelpers/index.js +1 -0
  45. package/esm/helpers/liquityV2Helpers/index.js +1 -0
  46. package/esm/helpers/llamaLendHelpers/index.js +2 -0
  47. package/esm/helpers/makerHelpers/index.d.ts +1 -1
  48. package/esm/helpers/makerHelpers/index.js +2 -2
  49. package/esm/helpers/morphoBlueHelpers/index.js +2 -0
  50. package/esm/helpers/morphoMidnightHelpers/index.js +2 -0
  51. package/esm/helpers/sparkHelpers/index.js +1 -0
  52. package/esm/liquity/index.js +8 -1
  53. package/esm/maker/index.d.ts +7 -2
  54. package/esm/maker/index.js +31 -13
  55. package/esm/markets/index.d.ts +1 -0
  56. package/esm/markets/index.js +1 -0
  57. package/esm/markets/maker/index.d.ts +1 -0
  58. package/esm/markets/maker/index.js +10 -0
  59. package/esm/markets/spark/marketAssets.js +1 -1
  60. package/esm/portfolio/index.d.ts +5 -1
  61. package/esm/portfolio/index.js +289 -3
  62. package/esm/types/aave.d.ts +2 -0
  63. package/esm/types/aaveV4.d.ts +1 -0
  64. package/esm/types/compound.d.ts +2 -0
  65. package/esm/types/fluid.d.ts +1 -0
  66. package/esm/types/liquity.d.ts +1 -0
  67. package/esm/types/liquityV2.d.ts +2 -0
  68. package/esm/types/maker.d.ts +1 -0
  69. package/esm/types/morphoBlue.d.ts +2 -0
  70. package/esm/types/morphoMidnight.d.ts +1 -0
  71. package/esm/types/portfolio.d.ts +26 -10
  72. package/esm/types/spark.d.ts +2 -0
  73. package/package.json +1 -1
  74. package/src/aaveV2/index.ts +2 -0
  75. package/src/fluid/index.ts +40 -0
  76. package/src/helpers/aaveHelpers/index.ts +3 -0
  77. package/src/helpers/aaveV4Helpers/index.ts +1 -0
  78. package/src/helpers/compoundHelpers/index.ts +2 -0
  79. package/src/helpers/curveUsdHelpers/index.ts +2 -0
  80. package/src/helpers/fluidHelpers/index.ts +1 -0
  81. package/src/helpers/liquityV2Helpers/index.ts +1 -0
  82. package/src/helpers/llamaLendHelpers/index.ts +2 -0
  83. package/src/helpers/makerHelpers/index.ts +2 -1
  84. package/src/helpers/morphoBlueHelpers/index.ts +2 -0
  85. package/src/helpers/morphoMidnightHelpers/index.ts +2 -0
  86. package/src/helpers/sparkHelpers/index.ts +1 -0
  87. package/src/liquity/index.ts +8 -1
  88. package/src/maker/index.ts +62 -29
  89. package/src/markets/index.ts +2 -1
  90. package/src/markets/maker/index.ts +10 -0
  91. package/src/markets/spark/marketAssets.ts +1 -1
  92. package/src/portfolio/index.ts +270 -2
  93. package/src/types/aave.ts +3 -0
  94. package/src/types/aaveV4.ts +1 -0
  95. package/src/types/compound.ts +2 -0
  96. package/src/types/fluid.ts +1 -0
  97. package/src/types/liquity.ts +2 -0
  98. package/src/types/liquityV2.ts +2 -0
  99. package/src/types/maker.ts +2 -0
  100. package/src/types/morphoBlue.ts +2 -0
  101. package/src/types/morphoMidnight.ts +1 -0
  102. package/src/types/portfolio.ts +31 -12
  103. package/src/types/spark.ts +2 -0
@@ -43,6 +43,7 @@ export interface CdpData {
43
43
  debtAssetMarketPrice: string;
44
44
  liquidationPrice: string;
45
45
  ratio: string;
46
+ safetyRatio: string;
46
47
  liqRatio: string;
47
48
  liqPercent: number;
48
49
  assetPrice: string;
@@ -185,6 +185,7 @@ export interface MorphoBlueAggregatedPositionData {
185
185
  totalInterestUsd: string;
186
186
  ltv: string;
187
187
  ratio: string;
188
+ safetyRatio: string;
188
189
  leveragedType: LeverageType;
189
190
  leveragedAsset?: string;
190
191
  currentVolatilePairRatio?: string;
@@ -207,6 +208,7 @@ export interface MorphoBluePositionData {
207
208
  totalInterestUsd: string;
208
209
  ltv: string;
209
210
  ratio: string;
211
+ safetyRatio?: string;
210
212
  leveragedType: LeverageType;
211
213
  leveragedAsset?: string;
212
214
  currentVolatilePairRatio?: string;
@@ -169,6 +169,7 @@ export interface MorphoMidnightAggregatedPositionData {
169
169
  ltv: string;
170
170
  ratio: string;
171
171
  healthRatio: string;
172
+ safetyRatio: string;
172
173
  leveragedType: LeverageType;
173
174
  leveragedAsset?: string;
174
175
  currentVolatilePairRatio?: string;
@@ -1,15 +1,16 @@
1
- import { AaveV2PositionData, AaveV3PositionData, AaveVersions } from './aave';
2
- import { AaveV4AccountData, AaveV4SpokesType } from './aaveV4';
1
+ import { AaveV2MarketData, AaveV2PositionData, AaveV3MarketData, AaveV3PositionData, AaveVersions } from './aave';
2
+ import { AaveV4AccountData, AaveV4SpokeData, AaveV4SpokesType } from './aaveV4';
3
3
  import { EthAddress } from './common';
4
- import { CompoundV2PositionData, CompoundV3PositionData, CompoundVersions } from './compound';
5
- import { CrvUSDUserData, CrvUSDVersions } from './curveUsd';
6
- import { FluidVaultData } from './fluid';
4
+ import { CompoundV2MarketsData, CompoundV2PositionData, CompoundV3MarketsData, CompoundV3PositionData, CompoundVersions } from './compound';
5
+ import { CrvUSDGlobalMarketData, CrvUSDUserData, CrvUSDVersions } from './curveUsd';
6
+ import { FluidMarketData, FluidVaultData } from './fluid';
7
7
  import { LiquityTroveInfo } from './liquity';
8
- import { LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
9
- import { CdpData } from './maker';
10
- import { MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
11
- import { MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
12
- import { SparkPositionData, SparkVersions } from './spark';
8
+ import { LiquityV2MarketData } from './liquityV2';
9
+ import { LlamaLendGlobalMarketData, LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
10
+ import { CdpData, IlkInfo } from './maker';
11
+ import { MorphoBlueMarketInfo, MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
12
+ import { MorphoMidnightMarketInfo, MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
13
+ import { SparkMarketsData, SparkPositionData, SparkVersions } from './spark';
13
14
  export interface PortfolioProtocolData<T> {
14
15
  error: string;
15
16
  data: T | null;
@@ -59,3 +60,18 @@ export interface PortfolioPositionsDataForAddress {
59
60
  export interface PortfolioPositionsData {
60
61
  [key: EthAddress]: PortfolioPositionsDataForAddress;
61
62
  }
63
+ export interface PortfolioMarketsData {
64
+ morphoMarketsData: Record<string, MorphoBlueMarketInfo>;
65
+ morphoMidnightMarketsData: Record<string, MorphoMidnightMarketInfo>;
66
+ compoundV3MarketsData: Record<string, CompoundV3MarketsData>;
67
+ sparkMarketsData: Record<string, SparkMarketsData>;
68
+ aaveV3MarketsData: Record<string, AaveV3MarketData>;
69
+ aaveV2MarketsData: Record<string, AaveV2MarketData>;
70
+ compoundV2MarketsData: Record<string, CompoundV2MarketsData>;
71
+ crvUsdMarketsData: Record<string, CrvUSDGlobalMarketData>;
72
+ llamaLendMarketsData: Record<string, LlamaLendGlobalMarketData>;
73
+ liquityV2MarketsData: Record<string, LiquityV2MarketData>;
74
+ aaveV4SpokesData: Record<string, AaveV4SpokeData>;
75
+ fluidMarketsData: Record<string, FluidMarketData>;
76
+ makerMarketsData: Record<string, IlkInfo>;
77
+ }
@@ -85,6 +85,7 @@ export interface SparkAggregatedPositionData {
85
85
  leftToBorrowUsd: string;
86
86
  ratio: string;
87
87
  collRatio: string;
88
+ safetyRatio: string;
88
89
  netApy: string;
89
90
  incentiveUsd: string;
90
91
  totalInterestUsd: string;
@@ -104,6 +105,7 @@ export interface SparkPositionData extends MMPositionData {
104
105
  ratio: string;
105
106
  minRatio: string;
106
107
  collRatio: string;
108
+ safetyRatio?: string;
107
109
  suppliedUsd: string;
108
110
  borrowedUsd: string;
109
111
  borrowLimitUsd: string;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@defisaver/positions-sdk",
3
- "version": "2.1.153",
3
+ "version": "2.1.154-shifter-v2-dev",
4
4
  "description": "",
5
5
  "main": "./cjs/index.js",
6
6
  "module": "./esm/index.js",
@@ -210,6 +210,8 @@ export const _getAaveV2AccountData = async (provider: Client, network: NetworkNu
210
210
  payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
211
211
  ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
212
212
  : '0';
213
+ // Aave v2 has no LTV-0 fallback (AaveV3View only), so its safety ratio is the plain ratio.
214
+ payload.safetyRatio = payload.ratio;
213
215
 
214
216
  // Calculate borrow limits per asset
215
217
  Object.values(payload.usedAssets).forEach((item) => {
@@ -1830,3 +1830,43 @@ export const _getUserPositionsPortfolio = async (provider: PublicClient, network
1830
1830
  userData: userData[i],
1831
1831
  })).filter(md => md.marketData !== undefined);
1832
1832
  };
1833
+
1834
+
1835
+ export const _getAllFluidMarketDataPortfolio = async (provider: PublicClient, network: NetworkNumber): Promise<Record<string, FluidMarketData>> => {
1836
+ const versions = getFluidVersionsDataForNetwork(network);
1837
+ if (versions.length === 0) return {};
1838
+
1839
+ const view = FluidViewContractViem(provider, network);
1840
+ const vaultsData = await Promise.all(versions.map((version) => view.read.getVaultData([version.marketAddress])));
1841
+
1842
+ const tokens = Array.from(new Set(vaultsData.map((vaultData) => {
1843
+ const vaultTokens = [getAssetInfoByAddress(vaultData.supplyToken0, network).symbol, getAssetInfoByAddress(vaultData.borrowToken0, network).symbol];
1844
+ if (vaultData.supplyToken1 && !compareAddresses(ZERO_ADDRESS, vaultData.supplyToken1)) vaultTokens.push(getAssetInfoByAddress(vaultData.supplyToken1, network).symbol);
1845
+ if (vaultData.borrowToken1 && !compareAddresses(ZERO_ADDRESS, vaultData.borrowToken1)) vaultTokens.push(getAssetInfoByAddress(vaultData.borrowToken1, network).symbol);
1846
+ return vaultTokens;
1847
+ }).flat()));
1848
+
1849
+ // ETH and WBTC needed for other tokens prices
1850
+ if (!tokens.includes('ETH')) tokens.push('ETH');
1851
+ if (!tokens.includes('WBTC')) tokens.push('WBTC');
1852
+
1853
+ const [tokenPrices, merklCampaigns] = await Promise.all([
1854
+ getTokensPricesForPortfolio(tokens, provider, network),
1855
+ getFluidMerklCampaigns(network),
1856
+ ]);
1857
+
1858
+ const parsedMarketsData = await Promise.all(vaultsData.map(async (vaultData) => parseMarketData(provider, vaultData, network, tokenPrices)));
1859
+
1860
+ const marketsData: Record<string, FluidMarketData> = {};
1861
+ parsedMarketsData.forEach((marketData, i) => {
1862
+ if (!marketData) return;
1863
+ marketsData[versions[i].value] = attachFluidMerklIncentives(marketData, merklCampaigns);
1864
+ });
1865
+
1866
+ return marketsData;
1867
+ };
1868
+
1869
+ export const getAllFluidMarketDataPortfolio = async (
1870
+ provider: EthereumProvider,
1871
+ network: NetworkNumber,
1872
+ ): Promise<Record<string, FluidMarketData>> => _getAllFluidMarketDataPortfolio(getViemProvider(provider, network, { batch: { multicall: true } }), network);
@@ -169,6 +169,9 @@ export const aaveAnyGetAggregatedPositionData = ({
169
169
  },
170
170
  );
171
171
  payload.safetyRatioWithLtvZeroFallback = +payload.suppliedUsd ? new Dec(payload.borrowLimitWithLtvZeroFallbackUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
172
+ // Normalised safety ratio (100 = liquidation on every protocol): the automation ratio above, falling back
173
+ // to the regular ratio when the fallback carries its '0' placeholder.
174
+ payload.safetyRatio = +payload.safetyRatioWithLtvZeroFallback ? payload.safetyRatioWithLtvZeroFallback : payload.ratio;
172
175
  payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
173
176
  payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
174
177
  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
@@ -258,6 +258,7 @@ export const aaveV4GetAggregatedPositionData = ({
258
258
  payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
259
259
  payload.minRatio = '100';
260
260
  payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
261
+ payload.safetyRatio = payload.ratio;
261
262
  payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
262
263
  payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
263
264
  const { leveragedType, leveragedAsset } = isLeveragedPosAaveV4(usedAssets);
@@ -139,6 +139,7 @@ export const getCompoundV2AggregatedData = ({
139
139
  payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
140
140
  ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
141
141
  : '0';
142
+ payload.safetyRatio = payload.ratio;
142
143
 
143
144
  // Calculate borrow limits per asset
144
145
  Object.values(usedAssets).forEach((item) => {
@@ -185,6 +186,7 @@ export const getCompoundV3AggregatedData = ({
185
186
  payload.incentiveUsd = incentiveUsd;
186
187
  payload.totalInterestUsd = totalInterestUsd;
187
188
  payload.minRatio = '100';
189
+ payload.safetyRatio = payload.ratio;
188
190
  payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
189
191
  payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
190
192
  payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
@@ -26,6 +26,8 @@ export const getCrvUsdAggregatedData = ({
26
26
 
27
27
  // this is all approximation
28
28
  payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
29
+ // Collateral ratio rebased so 100 sits on the band-derived minimum (normalised safety ratio, same scale as the other protocols).
30
+ payload.safetyRatio = loanExists && payload.minAllowedRatio ? new Dec(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
29
31
  payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
30
32
  // only take in consideration collAsset
31
33
  payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
@@ -143,6 +143,7 @@ borrowShares?: string,
143
143
  payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
144
144
  payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
145
145
  payload.minRatio = marketData.minRatio;
146
+ payload.safetyRatio = payload.ratio;
146
147
  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
147
148
 
148
149
  payload.leveragedType = leveragedType;
@@ -69,6 +69,7 @@ export const getLiquityV2AggregatedPositionData = ({
69
69
  payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
70
70
  payload.ratio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
71
71
  payload.collRatio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
72
+ payload.safetyRatio = payload.ratio;
72
73
  const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApyLiquityV2(usedAssets, assetsData, interestRate);
73
74
  payload.netApy = netApy;
74
75
  payload.incentiveUsd = incentiveUsd;
@@ -38,6 +38,8 @@ export const getLlamaLendAggregatedData = ({
38
38
 
39
39
  // this is all approximation
40
40
  payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
41
+ // Collateral ratio rebased so 100 sits on the band-derived minimum (normalised safety ratio, same scale as the other protocols).
42
+ payload.safetyRatio = loanExists && payload.minAllowedRatio ? new Dec(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
41
43
  payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
42
44
  // only take in consideration collAsset
43
45
  payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
@@ -10,6 +10,7 @@ export const parseCollateralInfo = (
10
10
  _rate: string,
11
11
  _spot: string,
12
12
  _line: string,
13
+ _dust: string,
13
14
  _duty: string,
14
15
  _futureRate: string,
15
16
  _chop: string,
@@ -20,7 +21,7 @@ export const parseCollateralInfo = (
20
21
  const rate = new Dec(_rate).toString();
21
22
  const spot = new Dec(_spot).div(1e27).toString();
22
23
  const line = new Dec(_line).div(1e45).toString();
23
- const dust = new Dec(_rate).div(1e45).toString();
24
+ const dust = new Dec(_dust).div(1e45).toString(); // Vat.ilks.dust, rad (1e45) -> DAI
24
25
  const duty = new Dec(_duty).toString();
25
26
  const futureRate = new Dec(_futureRate).toString();
26
27
  const chop = new Dec(_chop).div(1e18).toString();
@@ -52,6 +52,8 @@ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, ma
52
52
  payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
53
53
  payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.borrowed || 1).mul(100)
54
54
  .toString();
55
+ // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
56
+ payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
55
57
 
56
58
  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
57
59
  payload.leveragedType = leveragedType;
@@ -102,6 +102,8 @@ export const getMorphoMidnightAggregatedPositionData = ({
102
102
  payload.ltv = new Dec(payload.suppliedCollateralUsd).eq(0) ? '0' : new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
103
103
  payload.ratio = new Dec(payload.borrowedUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
104
104
  payload.healthRatio = new Dec(payload.borrowedUsd).eq(0) ? 'Infinity' : new Dec(payload.liquidationLimitUsd).div(payload.borrowedUsd).toDP(4).toString();
105
+ // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
106
+ payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
105
107
 
106
108
  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
107
109
  payload.leveragedType = leveragedType;
@@ -96,6 +96,7 @@ export const sparkGetAggregatedPositionData = ({
96
96
  payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
97
97
  payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
98
98
  payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
99
+ payload.safetyRatio = payload.ratio;
99
100
  const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
100
101
  payload.netApy = netApy;
101
102
  payload.incentiveUsd = incentiveUsd;
@@ -89,6 +89,11 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
89
89
  ]);
90
90
 
91
91
  const recoveryMode = troveInfo[6];
92
+ const minCollateralRatio = recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO;
93
+ const collateral = assetAmountInEth(troveInfo[1].toString());
94
+ const debtInAsset = assetAmountInEth(troveInfo[2].toString());
95
+ const collRatio = +debtInAsset ? new Dec(collateral).mul(assetAmountInEth(assetPrice.toString())).div(debtInAsset).mul(100)
96
+ .toString() : '0';
92
97
 
93
98
  const payload = {
94
99
  troveStatus: LIQUITY_TROVE_STATUS_ENUM[+(troveInfo[0].toString())],
@@ -102,7 +107,9 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
102
107
  totalETH: totalETH.toString(),
103
108
  totalLUSD: totalLUSD.toString(),
104
109
  debtInFront: debtInFront.toString(),
105
- minCollateralRatio: recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO,
110
+ minCollateralRatio,
111
+ // Collateral ratio rebased so 100 sits on the trove's minimum collateral ratio (normalised safety ratio).
112
+ safetyRatio: +minCollateralRatio > 0 ? new Dec(collRatio).div(minCollateralRatio).mul(100).toString() : '0',
106
113
  priceForRecovery: new Dec(recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO).mul(totalLUSD).div(totalETH).div(100)
107
114
  .toString(),
108
115
  exposure: getExposure(assetAmountInEth(troveInfo[2].toString()), new Dec(assetAmountInEth(troveInfo[1].toString())).mul(assetPrice).toString()),
@@ -1,15 +1,17 @@
1
1
  import Dec from 'decimal.js';
2
2
  import {
3
- assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset,
3
+ assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset, stringToBytes,
4
4
  } from '@defisaver/tokens';
5
5
  import { Client, PublicClient } from 'viem';
6
6
  import {
7
- Blockish, EthAddress, EthereumProvider, NetworkNumber, PositionBalances,
7
+ Blockish, EthAddress, EthereumProvider, HexString, NetworkNumber, PositionBalances,
8
8
  } from '../types/common';
9
9
  import {
10
10
  getConfigContractAddress, McdDogContractViem, McdGetCdpsContractViem, McdJugContractViem, McdSpotterContractViem, McdVatContractViem, McdViewContractViem,
11
11
  } from '../contracts';
12
- import { CdpData, CdpInfo, CdpType } from '../types';
12
+ import {
13
+ CdpData, CdpInfo, CdpType, IlkInfo,
14
+ } from '../types';
13
15
  import { wethToEth } from '../services/utils';
14
16
  import { parseCollateralInfo } from '../helpers/makerHelpers';
15
17
  import { getViemProvider, setViemBlockNumber } from '../services/viem';
@@ -48,7 +50,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
48
50
  const [
49
51
  par,
50
52
  [_, mat],
51
- [artGlobal, rate, spot, line],
53
+ [artGlobal, rate, spot, line, dust],
52
54
  [duty],
53
55
  futureRate,
54
56
  chop,
@@ -69,6 +71,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
69
71
  rate.toString(),
70
72
  spot.toString(),
71
73
  line.toString(),
74
+ dust.toString(),
72
75
  duty.toString(),
73
76
  futureRate.toString(),
74
77
  chop.toString(),
@@ -129,44 +132,71 @@ export const getUserCdps = async (
129
132
  userAddress: EthAddress,
130
133
  ): Promise<CdpInfo[]> => _getUserCdps(getViemProvider(provider, network), network, userAddress);
131
134
 
132
- export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo): Promise<CdpData> => {
135
+ export const _getMakerIlksData = async (provider: Client, network: NetworkNumber, ilkLabels: string[]): Promise<Record<string, IlkInfo>> => {
133
136
  const vatContract = McdVatContractViem(provider, network);
134
137
  const spotterContract = McdSpotterContractViem(provider, network);
135
138
  const dogContract = McdDogContractViem(provider, network);
136
139
  const jugContract = McdJugContractViem(provider, network);
137
140
 
141
+ const par = await spotterContract.read.par();
142
+
143
+ const ilksInfo = await Promise.all(ilkLabels.map(async (ilkLabel) => {
144
+ const ilk = stringToBytes(ilkLabel) as HexString;
145
+ const [
146
+ [_, mat],
147
+ [artGlobal, rate, spot, line, dust],
148
+ [duty],
149
+ futureRate,
150
+ chop,
151
+ ] = await Promise.all([
152
+ spotterContract.read.ilks([ilk]),
153
+ vatContract.read.ilks([ilk]),
154
+ jugContract.read.ilks([ilk]),
155
+ jugContract.read.drip([ilk]),
156
+ dogContract.read.chop([ilk]),
157
+ ]);
158
+
159
+ return parseCollateralInfo(
160
+ ilk,
161
+ par.toString(),
162
+ mat.toString(),
163
+ artGlobal.toString(),
164
+ rate.toString(),
165
+ spot.toString(),
166
+ line.toString(),
167
+ dust.toString(),
168
+ duty.toString(),
169
+ futureRate.toString(),
170
+ chop.toString(),
171
+ );
172
+ }));
173
+
174
+ return Object.fromEntries(ilksInfo.map((ilkInfo) => [ilkInfo.ilkLabel, ilkInfo]));
175
+ };
176
+
177
+ export const getMakerIlksData = async (
178
+ provider: EthereumProvider,
179
+ network: NetworkNumber,
180
+ ilkLabels: string[],
181
+ ): Promise<Record<string, IlkInfo>> => _getMakerIlksData(getViemProvider(provider, network, { batch: { multicall: true } }), network, ilkLabels);
182
+
183
+ /**
184
+ * @param ilkInfo optional precomputed ilk data (from `_getMakerIlksData`); when provided the per-ilk reads are skipped
185
+ */
186
+ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo, ilkInfo?: IlkInfo): Promise<CdpData> => {
187
+ const vatContract = McdVatContractViem(provider, network);
188
+
138
189
  const [
139
190
  [ink, art],
140
191
  coll,
141
- par,
142
- [_, mat],
143
- [artGlobal, rate, spot, line],
144
- [duty],
145
- futureRate,
146
- chop,
192
+ fetchedIlkInfo,
147
193
  ] = await Promise.all([
148
194
  vatContract.read.urns([cdp.ilk, cdp.urn]),
149
195
  vatContract.read.gem([cdp.ilk, cdp.urn]),
150
- spotterContract.read.par(),
151
- spotterContract.read.ilks([cdp.ilk]),
152
- vatContract.read.ilks([cdp.ilk]),
153
- jugContract.read.ilks([cdp.ilk]),
154
- jugContract.read.drip([cdp.ilk]),
155
- dogContract.read.chop([cdp.ilk]),
196
+ ilkInfo || _getMakerIlksData(provider, network, [cdp.ilkLabel]).then((ilks) => ilks[cdp.ilkLabel]),
156
197
  ]);
157
198
 
158
- const collInfo = parseCollateralInfo(
159
- cdp.ilk,
160
- par.toString(),
161
- mat.toString(),
162
- artGlobal.toString(),
163
- rate.toString(),
164
- spot.toString(),
165
- line.toString(),
166
- duty.toString(),
167
- futureRate.toString(),
168
- chop.toString(),
169
- );
199
+ const collInfo = fetchedIlkInfo;
170
200
 
171
201
  const collateral = assetAmountInEth(ink.toString(), `MCD-${cdp.asset}`);
172
202
 
@@ -180,6 +210,8 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
180
210
  let ratio = new Dec(ink).times(collInfo.assetPrice).div(debt).times(100)
181
211
  .toString();
182
212
  if (new Dec(debt).eq(0)) ratio = '0';
213
+ // Collateral ratio rebased so 100 sits on the ilk's liquidation ratio (normalised safety ratio).
214
+ const safetyRatio = +collInfo.liqPercent > 0 ? new Dec(ratio).div(collInfo.liqPercent).mul(100).toString() : '0';
183
215
 
184
216
  const debtTooLow = new Dec(debt).gt(0) && new Dec(assetAmountInEth(debt, 'DAI')).lt(collInfo.minDebt);
185
217
 
@@ -201,6 +233,7 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
201
233
  debtAssetMarketPrice: '1',
202
234
  liquidationPrice,
203
235
  ratio,
236
+ safetyRatio,
204
237
  liqRatio: collInfo.liqRatio.toString(),
205
238
  liqPercent: parseFloat(collInfo.liqPercent.toString()),
206
239
  assetPrice: collInfo.assetPrice,
@@ -30,4 +30,5 @@ export {
30
30
  getFTokenAddress,
31
31
  getFluidMarketInfoByAddress,
32
32
  } from './fluid';
33
- export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
33
+ export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
34
+ export { MakerActiveIlks } from './maker';
@@ -0,0 +1,10 @@
1
+ export const MakerActiveIlks: string[] = [
2
+ 'ETH-A',
3
+ 'ETH-B',
4
+ 'ETH-C',
5
+ 'WSTETH-A',
6
+ 'WSTETH-B',
7
+ 'WBTC-A',
8
+ 'WBTC-B',
9
+ 'WBTC-C',
10
+ ];
@@ -1,6 +1,6 @@
1
1
  import { NetworkNumber } from '../../types/common';
2
2
 
3
- export const sparkAssetsDefaultMarketEth = ['DAI', 'sDAI', 'USDC', 'ETH', 'wstETH', 'WBTC', 'GNO', 'rETH', 'USDT', 'weETH', 'cbBTC', 'sUSDS', 'USDS', 'LBTC', 'tBTC', 'ezETH', 'rsETH', 'PYUSD'];
3
+ export const sparkAssetsDefaultMarketEth = ['DAI', 'sDAI', 'USDC', 'ETH', 'wstETH', 'WBTC', 'GNO', 'rETH', 'USDT', 'weETH', 'cbBTC', 'sUSDS', 'USDS', 'LBTC', 'tBTC', 'ezETH', 'rsETH', 'PYUSD', 'USDG', 'RLUSD'];
4
4
 
5
5
  // @dev Keep assets in array, do not assign directly, so we can parse it and edit it programmatically with `scripts/updateMarkets`
6
6
  export const sparkAssetsDefaultMarket = {