@defisaver/positions-sdk 2.1.160-morpho-stakehouse-dev → 2.1.160-shifter-v2-dev

package/src/helpers/aaveV4Helpers/index.ts

@@ -270,6 +270,7 @@ export const aaveV4GetAggregatedPositionData = ({
   payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
   payload.minRatio = '100';
   payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+  payload.safetyRatio = payload.ratio;
   payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
   payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
   const { leveragedType, leveragedAsset } = isLeveragedPosAaveV4(usedAssets);

package/src/helpers/compoundHelpers/index.ts

@@ -139,6 +139,7 @@ export const getCompoundV2AggregatedData = ({
   payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
     ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
     : '0';
+  payload.safetyRatio = payload.ratio;
 
   // Calculate borrow limits per asset
   Object.values(usedAssets).forEach((item) => {
@@ -185,6 +186,7 @@ export const getCompoundV3AggregatedData = ({
   payload.incentiveUsd = incentiveUsd;
   payload.totalInterestUsd = totalInterestUsd;
   payload.minRatio = '100';
+  payload.safetyRatio = payload.ratio;
   payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
   payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
   payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;

package/src/helpers/curveUsdHelpers/index.ts

@@ -5,11 +5,18 @@ import {
   calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
 } from '../../moneymarket';
 import { mapRange } from '../../services/utils';
+import { calculateNetApyFromRates } from '../../staking';
 
 export const getCrvUsdAggregatedData = ({
-  loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
+  loanExists, usedAssets, network, selectedMarket, numOfBands, borrowRate = '0', collStakingApy = '0', ...rest
 }:{
-  loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
+  loanExists: boolean,
+  usedAssets: CrvUSDUsedAssets,
+  network: NetworkNumber,
+  selectedMarket: CrvUSDMarketData,
+  numOfBands: number | string,
+  borrowRate?: string, // market borrow APY in %, see `CrvUSDGlobalMarketData.borrowRate`
+  collStakingApy?: string, // native yield APY in % of the collateral asset, if it is a staked asset
 }): CrvUSDAggregatedPositionData => {
   const payload = {} as CrvUSDAggregatedPositionData;
   payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
@@ -26,6 +33,8 @@ export const getCrvUsdAggregatedData = ({
 
   // this is all approximation
   payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
+  // Collateral ratio rebased so 100 sits on the band-derived minimum (normalised safety ratio, same scale as the other protocols).
+  payload.safetyRatio = loanExists && payload.minAllowedRatio ? new Dec(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
   payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
   // only take in consideration collAsset
   payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
@@ -42,5 +51,17 @@ export const getCrvUsdAggregatedData = ({
 
   payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
 
+  // crvUSD debt accrues the market borrow rate. Collateral (including crvUSD held during soft liquidation) earns
+  // nothing from the protocol itself; only the native yield of staked collateral is counted, as an incentive.
+  const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
+    suppliedUsd: payload.suppliedUsd,
+    borrowedUsd: payload.borrowedUsd,
+    borrowRate,
+    incentives: [{ apy: collStakingApy, amountUsd: usedAssets?.[selectedMarket.collAsset]?.suppliedUsd || '0' }],
+  });
+  payload.netApy = netApy;
+  payload.totalInterestUsd = totalInterestUsd;
+  payload.incentiveUsd = incentiveUsd;
+
   return payload;
 };

package/src/helpers/fluidHelpers/index.ts

@@ -143,6 +143,7 @@ borrowShares?: string,
   payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
   payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
   payload.minRatio = marketData.minRatio;
+  payload.safetyRatio = payload.ratio;
   const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
 
   payload.leveragedType = leveragedType;

package/src/helpers/liquityV2Helpers/index.ts

@@ -69,6 +69,7 @@ export const getLiquityV2AggregatedPositionData = ({
   payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
   payload.ratio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
   payload.collRatio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+  payload.safetyRatio = payload.ratio;
   const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApyLiquityV2(usedAssets, assetsData, interestRate);
   payload.netApy = netApy;
   payload.incentiveUsd = incentiveUsd;

package/src/helpers/llamaLendHelpers/index.ts

@@ -38,6 +38,8 @@ export const getLlamaLendAggregatedData = ({
 
   // this is all approximation
   payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
+  // Collateral ratio rebased so 100 sits on the band-derived minimum (normalised safety ratio, same scale as the other protocols).
+  payload.safetyRatio = loanExists && payload.minAllowedRatio ? new Dec(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
   payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
   // only take in consideration collAsset
   payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied

package/src/helpers/makerHelpers/index.ts

@@ -10,6 +10,7 @@ export const parseCollateralInfo = (
   _rate: string,
   _spot: string,
   _line: string,
+  _dust: string,
   _duty: string,
   _futureRate: string,
   _chop: string,
@@ -20,7 +21,7 @@ export const parseCollateralInfo = (
   const rate = new Dec(_rate).toString();
   const spot = new Dec(_spot).div(1e27).toString();
   const line = new Dec(_line).div(1e45).toString();
-  const dust = new Dec(_rate).div(1e45).toString();
+  const dust = new Dec(_dust).div(1e45).toString(); // Vat.ilks.dust, rad (1e45) -> DAI
   const duty = new Dec(_duty).toString();
   const futureRate = new Dec(_futureRate).toString();
   const chop = new Dec(_chop).div(1e18).toString();

package/src/helpers/morphoBlueHelpers/index.ts

@@ -54,6 +54,8 @@ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, ma
   payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
   payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.borrowed || 1).mul(100)
     .toString();
+  // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
+  payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
 
   const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
   payload.leveragedType = leveragedType;

package/src/helpers/morphoMidnightHelpers/index.ts

@@ -102,6 +102,8 @@ export const getMorphoMidnightAggregatedPositionData = ({
   payload.ltv = new Dec(payload.suppliedCollateralUsd).eq(0) ? '0' : new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
   payload.ratio = new Dec(payload.borrowedUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
   payload.healthRatio = new Dec(payload.borrowedUsd).eq(0) ? 'Infinity' : new Dec(payload.liquidationLimitUsd).div(payload.borrowedUsd).toDP(4).toString();
+  // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
+  payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
 
   const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
   payload.leveragedType = leveragedType;

package/src/helpers/sparkHelpers/index.ts

@@ -96,6 +96,7 @@ export const sparkGetAggregatedPositionData = ({
   payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
   payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
   payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+  payload.safetyRatio = payload.ratio;
   const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
   payload.netApy = netApy;
   payload.incentiveUsd = incentiveUsd;

package/src/liquity/index.ts

@@ -18,6 +18,7 @@ import { ZERO_ADDRESS } from '../constants';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
 import { getEthAmountForDecimals } from '../services/utils';
 import { getExposure } from '../moneymarket';
+import { calculateNetApyFromRates } from '../staking';
 
 export const LIQUITY_NORMAL_MODE_RATIO = 110; // MCR
 export const LIQUITY_RECOVERY_MODE_RATIO = 150; // CCR
@@ -89,6 +90,15 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
   ]);
 
   const recoveryMode = troveInfo[6];
+  const minCollateralRatio = recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO;
+  const collateral = assetAmountInEth(troveInfo[1].toString());
+  const debtInAsset = assetAmountInEth(troveInfo[2].toString());
+  const collateralUsd = new Dec(collateral).mul(assetAmountInEth(assetPrice.toString())).toString();
+  const collRatio = +debtInAsset ? new Dec(collateralUsd).div(debtInAsset).mul(100).toString() : '0';
+
+  // LUSD debt is interest free (only a one-off borrowing fee on issuance) and ETH collateral earns no yield,
+  // so a trove's net APY is always 0. It is exposed for parity with the other protocols.
+  const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({ suppliedUsd: collateralUsd, borrowedUsd: debtInAsset });
 
   const payload = {
     troveStatus: LIQUITY_TROVE_STATUS_ENUM[+(troveInfo[0].toString())],
@@ -102,10 +112,15 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
     totalETH: totalETH.toString(),
     totalLUSD: totalLUSD.toString(),
     debtInFront: debtInFront.toString(),
-    minCollateralRatio: recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO,
+    minCollateralRatio,
+    // Collateral ratio rebased so 100 sits on the trove's minimum collateral ratio (normalised safety ratio).
+    safetyRatio: +minCollateralRatio > 0 ? new Dec(collRatio).div(minCollateralRatio).mul(100).toString() : '0',
     priceForRecovery: new Dec(recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO).mul(totalLUSD).div(totalETH).div(100)
       .toString(),
-    exposure: getExposure(assetAmountInEth(troveInfo[2].toString()), new Dec(assetAmountInEth(troveInfo[1].toString())).mul(assetPrice).toString()),
+    exposure: getExposure(debtInAsset, collateralUsd),
+    netApy,
+    totalInterestUsd,
+    incentiveUsd,
   };
 
   return payload;

package/src/maker/index.ts

@@ -1,19 +1,22 @@
 import Dec from 'decimal.js';
 import {
-  assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset,
+  assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset, stringToBytes,
 } from '@defisaver/tokens';
 import { Client, PublicClient } from 'viem';
 import {
-  Blockish, EthAddress, EthereumProvider, NetworkNumber, PositionBalances,
+  Blockish, EthAddress, EthereumProvider, HexString, NetworkNumber, PositionBalances,
 } from '../types/common';
 import {
   getConfigContractAddress, McdDogContractViem, McdGetCdpsContractViem, McdJugContractViem, McdSpotterContractViem, McdVatContractViem, McdViewContractViem,
 } from '../contracts';
-import { CdpData, CdpInfo, CdpType } from '../types';
+import {
+  CdpData, CdpInfo, CdpType, IlkInfo,
+} from '../types';
 import { wethToEth } from '../services/utils';
 import { parseCollateralInfo } from '../helpers/makerHelpers';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
 import { getExposure } from '../moneymarket';
+import { calculateNetApyFromRates, getStakingApy, STAKING_ASSETS } from '../staking';
 
 export const _getMakerAccountBalances = async (provider: PublicClient, network: NetworkNumber, block: Blockish, addressMapping: boolean, cdpId: string, _managerAddress?: EthAddress): Promise<PositionBalances> => {
   let balances: PositionBalances = {
@@ -48,7 +51,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
   const [
     par,
     [_, mat],
-    [artGlobal, rate, spot, line],
+    [artGlobal, rate, spot, line, dust],
     [duty],
     futureRate,
     chop,
@@ -69,6 +72,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
     rate.toString(),
     spot.toString(),
     line.toString(),
+    dust.toString(),
     duty.toString(),
     futureRate.toString(),
     chop.toString(),
@@ -129,44 +133,73 @@ export const getUserCdps = async (
   userAddress: EthAddress,
 ): Promise<CdpInfo[]> => _getUserCdps(getViemProvider(provider, network), network, userAddress);
 
-export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo): Promise<CdpData> => {
+export const _getMakerIlksData = async (provider: Client, network: NetworkNumber, ilkLabels: string[]): Promise<Record<string, IlkInfo>> => {
   const vatContract = McdVatContractViem(provider, network);
   const spotterContract = McdSpotterContractViem(provider, network);
   const dogContract = McdDogContractViem(provider, network);
   const jugContract = McdJugContractViem(provider, network);
 
+  const par = await spotterContract.read.par();
+
+  const ilksInfo = await Promise.all(ilkLabels.map(async (ilkLabel) => {
+    const ilk = stringToBytes(ilkLabel) as HexString;
+    const [
+      [_, mat],
+      [artGlobal, rate, spot, line, dust],
+      [duty],
+      futureRate,
+      chop,
+    ] = await Promise.all([
+      spotterContract.read.ilks([ilk]),
+      vatContract.read.ilks([ilk]),
+      jugContract.read.ilks([ilk]),
+      jugContract.read.drip([ilk]),
+      dogContract.read.chop([ilk]),
+    ]);
+
+    return parseCollateralInfo(
+      ilk,
+      par.toString(),
+      mat.toString(),
+      artGlobal.toString(),
+      rate.toString(),
+      spot.toString(),
+      line.toString(),
+      dust.toString(),
+      duty.toString(),
+      futureRate.toString(),
+      chop.toString(),
+    );
+  }));
+
+  return Object.fromEntries(ilksInfo.map((ilkInfo) => [ilkInfo.ilkLabel, ilkInfo]));
+};
+
+export const getMakerIlksData = async (
+  provider: EthereumProvider,
+  network: NetworkNumber,
+  ilkLabels: string[],
+): Promise<Record<string, IlkInfo>> => _getMakerIlksData(getViemProvider(provider, network, { batch: { multicall: true } }), network, ilkLabels);
+
+/**
+ * @param ilkInfo optional precomputed ilk data (from `_getMakerIlksData`); when provided the per-ilk reads are skipped
+ */
+export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo, ilkInfo?: IlkInfo): Promise<CdpData> => {
+  const vatContract = McdVatContractViem(provider, network);
+
   const [
     [ink, art],
     coll,
-    par,
-    [_, mat],
-    [artGlobal, rate, spot, line],
-    [duty],
-    futureRate,
-    chop,
+    fetchedIlkInfo,
+    collStakingApy,
   ] = await Promise.all([
     vatContract.read.urns([cdp.ilk, cdp.urn]),
     vatContract.read.gem([cdp.ilk, cdp.urn]),
-    spotterContract.read.par(),
-    spotterContract.read.ilks([cdp.ilk]),
-    vatContract.read.ilks([cdp.ilk]),
-    jugContract.read.ilks([cdp.ilk]),
-    jugContract.read.drip([cdp.ilk]),
-    dogContract.read.chop([cdp.ilk]),
+    ilkInfo || _getMakerIlksData(provider, network, [cdp.ilkLabel]).then((ilks) => ilks[cdp.ilkLabel]),
+    STAKING_ASSETS.includes(cdp.asset) ? getStakingApy(cdp.asset) : Promise.resolve('0'),
   ]);
 
-  const collInfo = parseCollateralInfo(
-    cdp.ilk,
-    par.toString(),
-    mat.toString(),
-    artGlobal.toString(),
-    rate.toString(),
-    spot.toString(),
-    line.toString(),
-    duty.toString(),
-    futureRate.toString(),
-    chop.toString(),
-  );
+  const collInfo = fetchedIlkInfo;
 
   const collateral = assetAmountInEth(ink.toString(), `MCD-${cdp.asset}`);
 
@@ -180,9 +213,20 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
   let ratio = new Dec(ink).times(collInfo.assetPrice).div(debt).times(100)
     .toString();
   if (new Dec(debt).eq(0)) ratio = '0';
+  // Collateral ratio rebased so 100 sits on the ilk's liquidation ratio (normalised safety ratio).
+  const safetyRatio = +collInfo.liqPercent > 0 ? new Dec(ratio).div(collInfo.liqPercent).mul(100).toString() : '0';
 
   const debtTooLow = new Dec(debt).gt(0) && new Dec(assetAmountInEth(debt, 'DAI')).lt(collInfo.minDebt);
 
+  // DAI debt accrues the ilk's stability fee. Collateral earns nothing inside the vault, except for the
+  // native yield of staked collateral (e.g. wstETH), which is tracked as an incentive.
+  const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
+    suppliedUsd: collateralUsd,
+    borrowedUsd: assetAmountInEth(debt, 'DAI'),
+    borrowRate: collInfo.stabilityFee.toString(),
+    incentives: [{ apy: collStakingApy, amountUsd: collateralUsd }],
+  });
+
   return {
     owner: cdp.owner,
     id: cdp.id.toString(),
@@ -201,6 +245,7 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
     debtAssetMarketPrice: '1',
     liquidationPrice,
     ratio,
+    safetyRatio,
     liqRatio: collInfo.liqRatio.toString(),
     liqPercent: parseFloat(collInfo.liqPercent.toString()),
     assetPrice: collInfo.assetPrice,
@@ -216,6 +261,9 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
     liquidationFee: collInfo.liquidationFee,
     lastUpdated: Date.now(),
     exposure: getExposure(assetAmountInEth(debt, 'DAI'), collateralUsd),
+    netApy,
+    totalInterestUsd,
+    incentiveUsd,
   };
 };
 

package/src/markets/index.ts

@@ -30,4 +30,5 @@ export {
   getFTokenAddress,
   getFluidMarketInfoByAddress,
 } from './fluid';
-export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
+export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
+export { MakerActiveIlks } from './maker';

package/src/markets/maker/index.ts

@@ -0,0 +1,10 @@
+export const MakerActiveIlks: string[] = [
+  'ETH-A',
+  'ETH-B',
+  'ETH-C',
+  'WSTETH-A',
+  'WSTETH-B',
+  'WBTC-A',
+  'WBTC-B',
+  'WBTC-C',
+];