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

package/src/savings/morphoVaults/options.ts

@@ -1,14 +1,10 @@
-import {
-  MorphoVault, MorphoVaultType, MorphoVaultVersion, NetworkNumber,
-} from '../../types';
+import { MorphoVault, MorphoVaultType } from '../../types';
 
 export const MORPHO_VAULT_FLAGSHIP_ETH: MorphoVault = {
   type: MorphoVaultType.MorphoVaultFlagshipEth,
   name: 'Flagship ETH',
   address: '0x38989BBA00BDF8181F4082995b3DEAe96163aC5D',
   asset: 'WETH',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 18927491,
   isLegacy: true,
 };
@@ -18,8 +14,6 @@ export const MORPHO_VAULT_GAUNTLET_USDC_CORE: MorphoVault = {
   name: 'Gauntlet USDC Core',
   address: '0x8eB67A509616cd6A7c1B3c8C21D48FF57df3d458',
   asset: 'USDC',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19777569,
   isLegacy: true,
 };
@@ -29,8 +23,6 @@ export const MORPHO_VAULT_GAUNTLET_USDC_PRIME: MorphoVault = {
   name: 'Gauntlet USDC Prime',
   address: '0xdd0f28e19C1780eb6396170735D45153D261490d',
   asset: 'USDC',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19777569,
   isLegacy: true,
 };
@@ -40,8 +32,6 @@ export const MORPHO_VAULT_RE7_WETH: MorphoVault = {
   name: 'RE7 WETH',
   address: '0x78Fc2c2eD1A4cDb5402365934aE5648aDAd094d0',
   asset: 'WETH',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19121118,
   isLegacy: true,
 };
@@ -51,8 +41,6 @@ export const MORPHO_VAULT_GAUNTLET_WETH_CORE: MorphoVault = {
   name: 'Gauntlet WETH Core',
   address: '0x4881Ef0BF6d2365D3dd6499ccd7532bcdBCE0658',
   asset: 'WETH',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19541126,
   isLegacy: true,
 };
@@ -62,8 +50,6 @@ export const MORPHO_VAULT_GAUNTLET_WETH_PRIME: MorphoVault = {
   name: 'Gauntlet WETH Prime',
   address: '0x2371e134e3455e0593363cBF89d3b6cf53740618',
   asset: 'WETH',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19372149,
   isLegacy: true,
 };
@@ -73,8 +59,6 @@ export const MORPHO_VAULT_BOOSTED_USDC: MorphoVault = {
   name: 'Boosted USDC',
   address: '0xd63070114470f685b75B74D60EEc7c1113d33a3D',
   asset: 'USDC',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 20377233,
   isLegacy: true,
 };
@@ -84,8 +68,6 @@ export const MORPHO_VAULT_FLAGSHIP_USDT: MorphoVault = {
   name: 'Flagship USDT',
   address: '0x2C25f6C25770fFEC5959D34B94Bf898865e5D6b1',
   asset: 'USDT',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19127039,
   isLegacy: true,
 };
@@ -95,8 +77,6 @@ export const MORPHO_VAULT_GAUNTLET_USDA_CORE: MorphoVault = {
   name: 'Gauntlet USDA Core',
   address: '0x125D41A6e5dbf455cD9Df8F80BCC6fd172D52Cc6',
   asset: 'USDA',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19633608,
   isLegacy: true,
 };
@@ -106,8 +86,6 @@ export const MORPHO_VAULT_GAUNTLET_USDT_PRIME: MorphoVault = {
   name: 'Gauntlet USDT Prime',
   address: '0x8CB3649114051cA5119141a34C200D65dc0Faa73',
   asset: 'USDT',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19486541,
   isLegacy: true,
 };
@@ -117,8 +95,6 @@ export const MORPHO_VAULT_GAUNTLET_RESOLV_USDC: MorphoVault = {
   name: 'Gauntlet Resolv USDC',
   address: '0x132E6C9C33A62D7727cd359b1f51e5B566E485Eb',
   asset: 'USDC',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 21487882,
   isLegacy: true,
 };
@@ -130,8 +106,6 @@ export const MORPHO_VAULT_STEAKHOUSE_USDT: MorphoVault = {
   name: 'Steakhouse USDT',
   address: '0xbEef047a543E45807105E51A8BBEFCc5950fcfBa',
   asset: 'USDT',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19043398,
   isLegacy: false,
 };
@@ -141,8 +115,6 @@ export const MORPHO_VAULT_STEAKHOUSE_USDC: MorphoVault = {
   name: 'Steakhouse USDC',
   address: '0xBEEF01735c132Ada46AA9aA4c54623cAA92A64CB',
   asset: 'USDC',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 18928285,
   isLegacy: false,
 };
@@ -152,8 +124,6 @@ export const MORPHO_VAULT_STEAKHOUSE_ETH: MorphoVault = {
   name: 'Steakhouse WETH',
   address: '0xBEEf050ecd6a16c4e7bfFbB52Ebba7846C4b8cD4',
   asset: 'WETH',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19380443,
   isLegacy: false,
 };
@@ -163,8 +133,6 @@ export const MORPHO_VAULT_STEAKHOUSE_PYUSD: MorphoVault = {
   name: 'Steakhouse PYUSD',
   address: '0xbEEF02e5E13584ab96848af90261f0C8Ee04722a',
   asset: 'PYUSD',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 19043398,
   isLegacy: false,
 };
@@ -176,8 +144,6 @@ export const MORPHO_VAULT_SMOKEHOUSE_USDT: MorphoVault = {
   name: 'Smokehouse USDT',
   address: '0xA0804346780b4c2e3bE118ac957D1DB82F9d7484',
   asset: 'USDT',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 21522238,
   isLegacy: false,
 };
@@ -187,8 +153,6 @@ export const MORPHO_VAULT_SMOKEHOUSE_USDC: MorphoVault = {
   name: 'Smokehouse USDC',
   address: '0xBEeFFF209270748ddd194831b3fa287a5386f5bC',
   asset: 'USDC',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 21337719,
   isLegacy: false,
 };
@@ -198,36 +162,10 @@ export const MORPHO_VAULT_SMOKEHOUSE_DAI: MorphoVault = {
   name: 'Smokehouse DAI',
   address: '0xbeeFfF68CC520D68f82641EFF84330C631E2490E',
   asset: 'DAI',
-  network: NetworkNumber.Eth,
-  version: MorphoVaultVersion.V1,
   deploymentBlock: 21343808,
   isLegacy: false,
 };
 
-// Vault V2
-
-export const MORPHO_VAULT_GAUNTLET_USDG_PREMIUM: MorphoVault = {
-  type: MorphoVaultType.MorphoVaultGauntletUSDGPremium,
-  name: 'Gauntlet USDG Premium',
-  address: '0x390c1bb01F3F627144a40617e287d4cE3D5aBCfa',
-  asset: 'USDG',
-  network: NetworkNumber.Arb,
-  version: MorphoVaultVersion.V2,
-  deploymentBlock: 510799903,
-  isLegacy: false,
-};
-
-export const MORPHO_VAULT_STEAKHOUSE_USDG_PRO: MorphoVault = {
-  type: MorphoVaultType.MorphoVaultSteakhouseUSDGPro,
-  name: 'Steakhouse USDG Pro',
-  address: '0xbeeFf72B77e7584a450E887125F25E8D8819016a',
-  asset: 'USDG',
-  network: NetworkNumber.Arb,
-  version: MorphoVaultVersion.V2,
-  deploymentBlock: 512247107,
-  isLegacy: false,
-};
-
 export const MORPHO_VAULTS: Record<MorphoVaultType, MorphoVault> = {
   [MorphoVaultType.MorphoVaultFlagshipEth]: MORPHO_VAULT_FLAGSHIP_ETH,
   [MorphoVaultType.MorphoVaultGauntletUSDCCore]: MORPHO_VAULT_GAUNTLET_USDC_CORE,
@@ -251,10 +189,6 @@ export const MORPHO_VAULTS: Record<MorphoVaultType, MorphoVault> = {
   [MorphoVaultType.MorphoVaultSmokehouseUSDT]: MORPHO_VAULT_SMOKEHOUSE_USDT,
   [MorphoVaultType.MorphoVaultSmokehouseUSDC]: MORPHO_VAULT_SMOKEHOUSE_USDC,
   [MorphoVaultType.MorphoVaultSmokehouseDAI]: MORPHO_VAULT_SMOKEHOUSE_DAI,
-
-  // Vault V2
-  [MorphoVaultType.MorphoVaultGauntletUSDGPremium]: MORPHO_VAULT_GAUNTLET_USDG_PREMIUM,
-  [MorphoVaultType.MorphoVaultSteakhouseUSDGPro]: MORPHO_VAULT_STEAKHOUSE_USDG_PRO,
 };
 
 export const getMorphoVault = (type: MorphoVaultType): MorphoVault => MORPHO_VAULTS[type];

package/src/staking/staking.ts

@@ -137,6 +137,34 @@ export const calculateInterestEarned = (principal: string, interest: string, typ
   return (+principal * (((1 + (+interest / 100) / BLOCKS_IN_A_YEAR)) ** (BLOCKS_IN_A_YEAR * interval))) - +principal; // eslint-disable-line
 };
 
+/**
+ * Net APY for positions that have a single known borrow rate (and optionally a single supply rate)
+ * instead of per-asset `assetsData` to feed into `calculateNetApy` (Maker, crvUSD, Liquity v1).
+ * All rates are yearly percentages that are already compounded. `incentives` are extra yields
+ * (e.g. the native staking yield of the collateral) applied to their own USD base and summed into `incentiveUsd`.
+ */
+export const calculateNetApyFromRates = ({
+  suppliedUsd, borrowedUsd, supplyRate = '0', borrowRate = '0', incentives = [],
+}: {
+  suppliedUsd: string,
+  borrowedUsd: string,
+  supplyRate?: string,
+  borrowRate?: string,
+  incentives?: { apy: string, amountUsd: string }[],
+}) => {
+  const supplyInterest = new Dec(calculateInterestEarned(suppliedUsd, supplyRate, 'year', true));
+  const borrowInterest = new Dec(calculateInterestEarned(borrowedUsd, borrowRate, 'year', true));
+  const incentiveUsd = incentives
+    .reduce((acc, { apy, amountUsd }) => acc.add(calculateInterestEarned(amountUsd, apy, 'year', true)), new Dec(0))
+    .toString();
+
+  const totalInterestUsd = supplyInterest.sub(borrowInterest).add(incentiveUsd).toString();
+  const balance = new Dec(suppliedUsd).sub(borrowedUsd);
+  const netApy = balance.isZero() ? '0' : new Dec(totalInterestUsd).div(balance).times(100).toString();
+
+  return { netApy, totalInterestUsd, incentiveUsd };
+};
+
 export const calculateNetApy = ({
   usedAssets, assetsData, optionalData,
 }: { usedAssets: MMUsedAssets, assetsData: MMAssetsData, optionalData?: any }) => {

package/src/types/aave.ts

@@ -143,6 +143,8 @@ export interface AavePositionData extends MMPositionData {
   collRatio: string,
   // Safety ratio as evaluated by automation bots (LTV-0 collateral credited at LLTV - 5%). Aave v3 only.
   safetyRatioWithLtvZeroFallback?: string,
+  // Normalised safety ratio (100 = liquidation on every protocol). Aave v3: the LTV-0 fallback ratio, Aave v2: `ratio`.
+  safetyRatio?: string,
   suppliedUsd: string,
   borrowedUsd: string,
   borrowLimitUsd: string,
@@ -177,6 +179,7 @@ export interface AaveV3AggregatedPositionData {
   collRatio: string,
   borrowLimitWithLtvZeroFallbackUsd: string,
   safetyRatioWithLtvZeroFallback: string,
+  safetyRatio: string,
   netApy: string,
   incentiveUsd: string,
   totalInterestUsd: string,

package/src/types/aaveV4.ts

@@ -183,6 +183,7 @@ export interface AaveV4AggregatedPositionData {
   leftToBorrowUsd: string,
   ratio: string,
   collRatio: string,
+  safetyRatio: string,
   liqRatio: string,
   liqPercent: string,
   leveragedType: LeverageType,

package/src/types/compound.ts

@@ -112,6 +112,7 @@ export interface CompoundAggregatedPositionData {
   leftToBorrowUsd: string,
   ratio: string,
   collRatio: string,
+  safetyRatio: string,
   netApy: string,
   incentiveUsd: string,
   totalInterestUsd: string,
@@ -132,6 +133,7 @@ export interface CompoundAggregatedPositionData {
 export interface CompoundPositionData extends MMPositionData {
   ratio: string,
   minRatio: string,
+  safetyRatio?: string,
   suppliedUsd: string,
   borrowedUsd: string,
   borrowLimitUsd: string,

package/src/types/curveUsd.ts

@@ -80,6 +80,10 @@ export interface CrvUSDAggregatedPositionData {
   collFactor: string,
   leveragedType: LeverageType,
   exposure: string,
+  // Yearly net return (%) on the position's equity: market borrow rate on crvUSD debt vs native yield of staked collateral.
+  netApy: string,
+  totalInterestUsd: string,
+  incentiveUsd: string,
   leveragedAsset?: string,
   liquidationPrice?: string,
 }
@@ -123,4 +127,7 @@ export interface CrvUSDUserData {
   collateralPrice: string,
   collRatio: string,
   exposure: string,
+  netApy: string,
+  totalInterestUsd: string,
+  incentiveUsd: string,
 }

package/src/types/fluid.ts

@@ -344,6 +344,7 @@ export interface FluidAggregatedVaultData {
   merklBorrowIncentives: IncentiveData[],
   ratio: string,
   collRatio: string,
+  safetyRatio: string,
   minRatio: string,
   totalInterestUsd: string,
   leveragedType?: LeverageType,

package/src/types/liquity.ts

@@ -26,7 +26,13 @@ export interface LiquityTroveInfo {
   totalETH: string,
   totalLUSD: string,
   minCollateralRatio: number,
+  // Collateral ratio rebased so 100 sits on `minCollateralRatio` (normalised safety ratio).
+  safetyRatio: string,
   priceForRecovery: string,
   debtInFront: string,
   exposure: string,
+  // Always '0' for Liquity v1: LUSD debt is interest free (one-off borrowing fee only) and ETH collateral earns no yield.
+  netApy: string,
+  totalInterestUsd: string,
+  incentiveUsd: string,
 }

package/src/types/liquityV2.ts

@@ -104,6 +104,7 @@ export interface LiquityV2AggregatedTroveData {
   liquidationPrice: string,
   ratio: string,
   collRatio: string,
+  safetyRatio: string,
   exposure: string,
 }
 
@@ -112,6 +113,7 @@ export interface LiquityV2TroveData {
   troveId: string,
   ratio: string,
   collRatio: string,
+  safetyRatio?: string,
   liqRatio: string,
   borrowLimitRatio: string,
   interestRate: string,

package/src/types/maker.ts

@@ -47,6 +47,8 @@ export interface CdpData {
   debtAssetMarketPrice: string,
   liquidationPrice: string,
   ratio: string,
+  // Collateral ratio rebased so 100 sits on `liqPercent` (normalised safety ratio).
+  safetyRatio: string,
   liqRatio: string,
   liqPercent: number,
   assetPrice: string,
@@ -62,4 +64,8 @@ export interface CdpData {
   liquidationFee: string,
   lastUpdated: number,
   exposure: string,
+  // Yearly net return (%) on the vault's equity: stability fee on DAI debt vs native yield of staked collateral.
+  netApy: string,
+  totalInterestUsd: string,
+  incentiveUsd: string,
 }

package/src/types/morphoBlue.ts

@@ -206,6 +206,7 @@ export interface MorphoBlueAggregatedPositionData {
   totalInterestUsd: string,
   ltv: string,
   ratio: string,
+  safetyRatio: string, // borrowLimitUsd / borrowedUsd as a percentage (100 = liquidation)
   leveragedType: LeverageType,
   leveragedAsset?: string,
   currentVolatilePairRatio?: string,
@@ -229,6 +230,7 @@ export interface MorphoBluePositionData {
   totalInterestUsd: string,
   ltv: string,
   ratio: string,
+  safetyRatio?: string,
   leveragedType: LeverageType,
   leveragedAsset?: string,
   currentVolatilePairRatio?: string,

package/src/types/morphoMidnight.ts

@@ -191,6 +191,7 @@ export interface MorphoMidnightAggregatedPositionData {
   ltv: string,
   ratio: string, // health ratio as a percentage (from MidnightView.ratio, 1e18-scaled)
   healthRatio: string, // liquidationLimitUsd / borrowedUsd
+  safetyRatio: string, // borrowLimitUsd / borrowedUsd as a percentage (100 = liquidation)
   leveragedType: LeverageType,
   leveragedAsset?: string,
   currentVolatilePairRatio?: string,

package/src/types/portfolio.ts

@@ -1,16 +1,20 @@
-import { AaveV2PositionData, AaveV3PositionData, AaveVersions } from './aave';
-import { AaveV4AccountData, AaveV4SpokesType } from './aaveV4';
+import {
+  AaveV2MarketData, AaveV2PositionData, AaveV3MarketData, AaveV3PositionData, AaveVersions,
+} from './aave';
+import { AaveV4AccountData, AaveV4SpokeData, AaveV4SpokesType } from './aaveV4';
 import { EthAddress } from './common';
-import { CompoundV2PositionData, CompoundV3PositionData, CompoundVersions } from './compound';
-import { CrvUSDUserData, CrvUSDVersions } from './curveUsd';
-import { FluidVaultData } from './fluid';
+import {
+  CompoundV2MarketsData, CompoundV2PositionData, CompoundV3MarketsData, CompoundV3PositionData, CompoundVersions,
+} from './compound';
+import { CrvUSDGlobalMarketData, CrvUSDUserData, CrvUSDVersions } from './curveUsd';
+import { FluidMarketData, FluidVaultData } from './fluid';
 import { LiquityTroveInfo } from './liquity';
-import { LiquityV2TroveData, LiquityV2Versions } from './liquityV2';
-import { LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
-import { CdpData } from './maker';
-import { MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
-import { MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
-import { SparkPositionData, SparkVersions } from './spark';
+import { LiquityV2MarketData, LiquityV2TroveData, LiquityV2Versions } from './liquityV2';
+import { LlamaLendGlobalMarketData, LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
+import { CdpData, IlkInfo } from './maker';
+import { MorphoBlueMarketInfo, MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
+import { MorphoMidnightMarketInfo, MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
+import { SparkMarketsData, SparkPositionData, SparkVersions } from './spark';
 
 export interface PortfolioProtocolData<T> {
   error: string,
@@ -62,4 +66,19 @@ export interface PortfolioPositionsDataForAddress {
 
 export interface PortfolioPositionsData {
   [key: EthAddress]: PortfolioPositionsDataForAddress;
-}
+}
+export interface PortfolioMarketsData {
+  morphoMarketsData: Record<string, MorphoBlueMarketInfo>;
+  morphoMidnightMarketsData: Record<string, MorphoMidnightMarketInfo>;
+  compoundV3MarketsData: Record<string, CompoundV3MarketsData>;
+  sparkMarketsData: Record<string, SparkMarketsData>;
+  aaveV3MarketsData: Record<string, AaveV3MarketData>;
+  aaveV2MarketsData: Record<string, AaveV2MarketData>;
+  compoundV2MarketsData: Record<string, CompoundV2MarketsData>;
+  crvUsdMarketsData: Record<string, CrvUSDGlobalMarketData>;
+  llamaLendMarketsData: Record<string, LlamaLendGlobalMarketData>;
+  liquityV2MarketsData: Record<string, LiquityV2MarketData>;
+  aaveV4SpokesData: Record<string, AaveV4SpokeData>;
+  fluidMarketsData: Record<string, FluidMarketData>;
+  makerMarketsData: Record<string, IlkInfo>;
+}

package/src/types/savings/morphoVaults.ts

@@ -1,4 +1,4 @@
-import { EthAddress, NetworkNumber } from '../common';
+import { EthAddress } from '../common';
 
 export enum MorphoVaultType {
   MorphoVaultFlagshipEth = 'morpho_vault_flagship_eth',
@@ -21,14 +21,6 @@ export enum MorphoVaultType {
   MorphoVaultSmokehouseUSDT = 'morpho_vault_smokehouse_usdt',
   MorphoVaultSmokehouseUSDC = 'morpho_vault_smokehouse_usdc',
   MorphoVaultSmokehouseDAI = 'morpho_vault_smokehouse_dai',
-  // Vault V2
-  MorphoVaultGauntletUSDGPremium = 'morpho_vault_gauntlet_usdg_premium',
-  MorphoVaultSteakhouseUSDGPro = 'morpho_vault_steakhouse_usdg_pro',
-}
-
-export enum MorphoVaultVersion {
-  V1 = 1,
-  V2 = 2,
 }
 
 export interface MorphoVault {
@@ -36,8 +28,6 @@ export interface MorphoVault {
   name: string;
   address: EthAddress;
   asset: string;
-  network: NetworkNumber;
-  version: MorphoVaultVersion;
   deploymentBlock: number;
   isLegacy: boolean;
 }

package/src/types/spark.ts

@@ -99,6 +99,7 @@ export interface SparkAggregatedPositionData {
   leftToBorrowUsd: string,
   ratio: string,
   collRatio: string,
+  safetyRatio: string,
   netApy: string,
   incentiveUsd: string,
   totalInterestUsd: string,
@@ -119,6 +120,7 @@ export interface SparkPositionData extends MMPositionData {
   ratio: string,
   minRatio: string,
   collRatio: string,
+  safetyRatio?: string,
   suppliedUsd: string,
   borrowedUsd: string,
   borrowLimitUsd: string,