@defisaver/positions-sdk 2.1.160-shifter-v2-dev → 2.1.161-portfolio-api-dev

package/src/types/compound.ts

@@ -70,6 +70,8 @@ export interface CompoundAssetData extends MMAssetData {
 }
 
 export interface CompoundV2AssetData extends CompoundAssetData {
+  // Set by _getCompoundV2MarketsData. Optional, so objects built by hand still type-check.
+  exchangeRate?: string,
 }
 export interface CompoundV3AssetData extends CompoundAssetData {
   borrowCollateralFactor: string,
@@ -81,6 +83,20 @@ export interface CompoundV3AssetData extends CompoundAssetData {
   supplyCap: string,
   priceInBaseAsset: string,
   canBeWithdrawn: boolean,
+  // The rest are set by formatMarketData and formatBaseData, which also spread in the view contract's raw asset
+  // data. Optional, so objects built by hand still type-check.
+  tokenAddr?: EthAddress,
+  // The base asset's only.
+  isBase?: boolean,
+  baseBorrowMin?: string,
+  baseTrackingBorrowRewardsSpeed?: string,
+  baseTrackingSupplyRewardsSpeed?: string,
+  borrowIndex?: string,
+  supplyIndex?: string,
+  trackingBorrowIndex?: string,
+  trackingSupplyIndex?: string,
+  rewardSupplySpeed?: string,
+  rewardBorrowSpeed?: string,
 }
 
 export interface CompoundAssetsData<T> {
@@ -112,7 +128,6 @@ export interface CompoundAggregatedPositionData {
   leftToBorrowUsd: string,
   ratio: string,
   collRatio: string,
-  safetyRatio: string,
   netApy: string,
   incentiveUsd: string,
   totalInterestUsd: string,
@@ -133,7 +148,6 @@ export interface CompoundAggregatedPositionData {
 export interface CompoundPositionData extends MMPositionData {
   ratio: string,
   minRatio: string,
-  safetyRatio?: string,
   suppliedUsd: string,
   borrowedUsd: string,
   borrowLimitUsd: string,
@@ -143,10 +157,30 @@ export interface CompoundPositionData extends MMPositionData {
   automationResubscribeRequired?: boolean,
 }
 
-export interface CompoundV2PositionData extends CompoundPositionData {
+/**
+ * Fields getCompoundV2AggregatedData adds to every Compound V2 position at runtime — a subset of
+ * CompoundAggregatedPositionData. Optional, so code that builds a position by hand keeps compiling.
+ */
+export type CompoundV2PositionAggregatedFields = Partial<Pick<CompoundAggregatedPositionData,
+| 'suppliedCollateralUsd' | 'liquidationLimitUsd' | 'leftToBorrowUsd' | 'collRatio' | 'leveragedType'
+| 'leveragedAsset' | 'liquidationPrice'>>;
+
+/**
+ * Fields getCompoundV3AggregatedData adds to every Compound V3 position at runtime, on top of those declared in
+ * CompoundPositionData. Optional, so code that builds a position by hand keeps compiling.
+ */
+export type CompoundV3PositionAggregatedFields = Partial<Omit<CompoundAggregatedPositionData,
+| keyof MMPositionData | 'ratio' | 'minRatio' | 'suppliedUsd' | 'borrowedUsd' | 'borrowLimitUsd' | 'incentiveUsd'
+| 'totalInterestUsd'>>;
+
+export interface CompoundV2PositionData extends CompoundPositionData, CompoundV2PositionAggregatedFields {
   usedAssets: CompoundV2UsedAssets,
+  // Always false: _getCompoundV2AccountData starts from EMPTY_COMPOUND_DATA, which carries it.
+  borrowStableSupplyUnstable?: boolean,
 }
 
-export interface CompoundV3PositionData extends CompoundPositionData {
+export interface CompoundV3PositionData extends CompoundPositionData, CompoundV3PositionAggregatedFields {
   usedAssets: CompoundV3UsedAssets,
+  // Whether the user's smart wallet is allowed to manage the account on Comet (Comet.isAllowed).
+  isAllowed?: boolean,
 }

package/src/types/curveUsd.ts

@@ -66,6 +66,9 @@ export interface CrvUSDGlobalMarketData {
   leftToBorrow: string,
   bands: BandData[],
   loanDiscount: string;
+  // crvUSDView's globalData field that _getCurveUsdGlobalData spreads in unconverted. Optional, so objects built by
+  // hand still type-check.
+  A?: bigint,
 }
 
 export interface CrvUSDAggregatedPositionData {
@@ -80,10 +83,6 @@ 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,
 }
@@ -105,7 +104,12 @@ export interface CrvUSDUsedAssets {
   [key: string]: CrvUSDUsedAsset,
 }
 
-export interface CrvUSDUserData {
+// Set by getCrvUsdAggregatedData, which _getCurveUsdUserData spreads in. Optional, so objects built by hand still
+// type-check.
+export type CrvUSDPositionAggregatedFields = Partial<Pick<CrvUSDAggregatedPositionData,
+| 'borrowLimitUsd' | 'minAllowedRatio' | 'collFactor' | 'leveragedType' | 'leveragedAsset' | 'liquidationPrice'>>;
+
+export interface CrvUSDUserData extends CrvUSDPositionAggregatedFields {
   debtAmount: string,
   health: string,
   healthPercent: string,
@@ -127,7 +131,12 @@ export interface CrvUSDUserData {
   collateralPrice: string,
   collRatio: string,
   exposure: string,
-  netApy: string,
-  totalInterestUsd: string,
-  incentiveUsd: string,
+  // Fields of crvUSDView's userData that _getCurveUsdUserData spreads in unconverted. Optional, so objects built by
+  // hand still type-check.
+  marketCollateralAmount?: bigint,
+  curveUsdCollateralAmount?: bigint,
+  N?: bigint,
+  bandRange?: readonly [bigint, bigint],
+  usersBands?: readonly [readonly bigint[], readonly bigint[]],
+  isInSoftLiquidation?: boolean,
 }

package/src/types/fluid.ts

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

package/src/types/liquity.ts

@@ -26,13 +26,7 @@ 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

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

package/src/types/llamaLend.ts

@@ -141,7 +141,13 @@ export interface LlamaLendUsedAssets {
   [key: string]: LlamaLendUsedAsset,
 }
 
-export interface LlamaLendUserData {
+// Set by getLlamaLendAggregatedData, which _getLlamaLendUserData spreads in. Optional, so objects built by hand still
+// type-check.
+export type LlamaLendPositionAggregatedFields = Partial<Pick<LlamaLendAggregatedPositionData,
+| 'borrowLimitUsd' | 'minAllowedRatio' | 'collFactor' | 'leveragedType' | 'leveragedAsset' | 'liquidationPrice'
+| 'netApy' | 'incentiveUsd' | 'totalInterestUsd'>>;
+
+export interface LlamaLendUserData extends LlamaLendPositionAggregatedFields {
   debtAmount: string,
   health: string,
   healthPercent: string,
@@ -160,4 +166,16 @@ export interface LlamaLendUserData {
   loanExists: boolean,
   borrowRate?: string,
   exposure: string,
+  // Fields of LlamaLendView's userData that _getLlamaLendUserData spreads in unconverted. Optional, so objects built
+  // by hand still type-check.
+  collateralPrice?: bigint,
+  marketCollateralAmount?: bigint,
+  debtTokenCollateralAmount?: bigint,
+  N?: bigint,
+  bandRange?: readonly [bigint, bigint],
+  usersBands?: readonly [readonly bigint[], readonly bigint[]],
+  collRatio?: bigint,
+  isInSoftLiquidation?: boolean,
+  debtTokenSuppliedShares?: bigint,
+  debtTokenSuppliedAssets?: bigint,
 }

package/src/types/maker.ts

@@ -47,8 +47,6 @@ 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,
@@ -64,8 +62,4 @@ 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

@@ -206,7 +206,6 @@ export interface MorphoBlueAggregatedPositionData {
   totalInterestUsd: string,
   ltv: string,
   ratio: string,
-  safetyRatio: string, // borrowLimitUsd / borrowedUsd as a percentage (100 = liquidation)
   leveragedType: LeverageType,
   leveragedAsset?: string,
   currentVolatilePairRatio?: string,
@@ -230,7 +229,6 @@ export interface MorphoBluePositionData {
   totalInterestUsd: string,
   ltv: string,
   ratio: string,
-  safetyRatio?: string,
   leveragedType: LeverageType,
   leveragedAsset?: string,
   currentVolatilePairRatio?: string,
@@ -238,6 +236,9 @@ export interface MorphoBluePositionData {
   supplyShares: string,
   borrowShares: string,
   exposure: string,
+  // Set by getMorphoBlueAggregatedPositionData. Optional, so objects built by hand still type-check.
+  minCollRatio?: string,
+  collLiquidationRatio?: string,
 }
 
 export interface MorphoBlueEarnData {

package/src/types/morphoMidnight.ts

@@ -191,7 +191,6 @@ 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

@@ -1,20 +1,16 @@
-import {
-  AaveV2MarketData, AaveV2PositionData, AaveV3MarketData, AaveV3PositionData, AaveVersions,
-} from './aave';
-import { AaveV4AccountData, AaveV4SpokeData, AaveV4SpokesType } from './aaveV4';
+import { AaveV2PositionData, AaveV3PositionData, AaveVersions } from './aave';
+import { AaveV4AccountData, AaveV4SpokesType } from './aaveV4';
 import { EthAddress } from './common';
-import {
-  CompoundV2MarketsData, CompoundV2PositionData, CompoundV3MarketsData, CompoundV3PositionData, CompoundVersions,
-} from './compound';
-import { CrvUSDGlobalMarketData, CrvUSDUserData, CrvUSDVersions } from './curveUsd';
-import { FluidMarketData, FluidVaultData } from './fluid';
+import { CompoundV2PositionData, CompoundV3PositionData, CompoundVersions } from './compound';
+import { CrvUSDUserData, CrvUSDVersions } from './curveUsd';
+import { FluidVaultData } from './fluid';
 import { LiquityTroveInfo } from './liquity';
-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';
+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';
 
 export interface PortfolioProtocolData<T> {
   error: string,
@@ -66,19 +62,4 @@ 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/spark.ts

@@ -57,6 +57,22 @@ export interface SparkAssetData extends MMAssetData {
   eModeCategory: number,
   liquidationBonus: string,
   liquidationRatio: string,
+  // Set by _getSparkMarketsData. Optional, so objects built by hand still type-check.
+  debtCeilingForIsolationMode?: string,
+  isSiloed?: boolean,
+  isolationModeTotalDebt?: string,
+  isolationModeBorrowingEnabled?: boolean,
+  assetId?: number,
+  borrowRateStable?: string,
+  supplyCap?: string,
+  isInactive?: boolean,
+  isFrozen?: boolean,
+  isPaused?: boolean,
+  canBeWithdrawn?: boolean,
+  canBePayBacked?: boolean,
+  disabledStableBorrowing?: boolean,
+  isFlashLoanEnabled?: boolean,
+  aTokenAddress?: EthAddress,
 }
 
 export interface SparkAssetsData {
@@ -99,7 +115,6 @@ export interface SparkAggregatedPositionData {
   leftToBorrowUsd: string,
   ratio: string,
   collRatio: string,
-  safetyRatio: string,
   netApy: string,
   incentiveUsd: string,
   totalInterestUsd: string,
@@ -116,11 +131,18 @@ export interface SparkAggregatedPositionData {
   exposure: string,
 }
 
-export interface SparkPositionData extends MMPositionData {
+/**
+ * Fields sparkGetAggregatedPositionData adds to every Spark position at runtime, on top of those declared below.
+ * Optional, so code that builds a position by hand keeps compiling.
+ */
+export type SparkPositionAggregatedFields = Partial<Omit<SparkAggregatedPositionData,
+| keyof MMPositionData | 'ratio' | 'collRatio' | 'suppliedUsd' | 'borrowedUsd' | 'borrowLimitUsd'
+| 'suppliedCollateralUsd' | 'incentiveUsd' | 'totalInterestUsd'>>;
+
+export interface SparkPositionData extends MMPositionData, SparkPositionAggregatedFields {
   ratio: string,
   minRatio: string,
   collRatio: string,
-  safetyRatio?: string,
   suppliedUsd: string,
   borrowedUsd: string,
   borrowLimitUsd: string,

package/cjs/markets/maker/index.d.ts

@@ -1 +0,0 @@
-export declare const MakerActiveIlks: string[];

package/cjs/markets/maker/index.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.MakerActiveIlks = void 0;
-exports.MakerActiveIlks = [
-    'ETH-A',
-    'ETH-B',
-    'ETH-C',
-    'WSTETH-A',
-    'WSTETH-B',
-    'WBTC-A',
-    'WBTC-B',
-    'WBTC-C',
-];

package/esm/markets/maker/index.d.ts

@@ -1 +0,0 @@
-export declare const MakerActiveIlks: string[];

package/esm/markets/maker/index.js

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

package/src/markets/maker/index.ts

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