@defisaver/positions-sdk 2.1.161-portfolio-api-2-dev → 2.1.161-portfolio-api-3-dev

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Files changed (166) hide show
  1. package/cjs/aaveV2/index.js +2 -0
  2. package/cjs/aaveV3/index.d.ts +39 -0
  3. package/cjs/aaveV3/index.js +237 -2
  4. package/cjs/aaveV4/lend.d.ts +2 -43
  5. package/cjs/curveUsd/index.d.ts +5 -2
  6. package/cjs/curveUsd/index.js +30 -15
  7. package/cjs/fluid/index.d.ts +5 -0
  8. package/cjs/fluid/index.js +36 -1
  9. package/cjs/helpers/aaveHelpers/index.d.ts +9 -1
  10. package/cjs/helpers/aaveHelpers/index.js +26 -6
  11. package/cjs/helpers/aaveV4Helpers/index.js +1 -0
  12. package/cjs/helpers/compoundHelpers/index.js +2 -0
  13. package/cjs/helpers/curveUsdHelpers/index.d.ts +3 -1
  14. package/cjs/helpers/curveUsdHelpers/index.js +15 -2
  15. package/cjs/helpers/fluidHelpers/index.js +1 -0
  16. package/cjs/helpers/liquityV2Helpers/index.js +1 -0
  17. package/cjs/helpers/llamaLendHelpers/index.js +1 -0
  18. package/cjs/helpers/makerHelpers/index.d.ts +1 -1
  19. package/cjs/helpers/makerHelpers/index.js +2 -2
  20. package/cjs/helpers/morphoBlueHelpers/index.js +2 -0
  21. package/cjs/helpers/morphoMidnightHelpers/index.js +2 -0
  22. package/cjs/helpers/sparkHelpers/index.js +1 -0
  23. package/cjs/liquity/index.js +15 -2
  24. package/cjs/liquityV2/index.d.ts +5 -0
  25. package/cjs/liquityV2/index.js +37 -19
  26. package/cjs/maker/index.d.ts +7 -2
  27. package/cjs/maker/index.js +44 -12
  28. package/cjs/markets/index.d.ts +1 -0
  29. package/cjs/markets/index.js +3 -1
  30. package/cjs/markets/maker/index.d.ts +1 -0
  31. package/cjs/markets/maker/index.js +13 -0
  32. package/cjs/moneymarket/moneymarketCommonService.d.ts +9 -0
  33. package/cjs/moneymarket/moneymarketCommonService.js +13 -1
  34. package/cjs/portfolio/index.d.ts +17 -5
  35. package/cjs/portfolio/index.js +583 -394
  36. package/cjs/portfolio/lendingProtocols.d.ts +184 -0
  37. package/cjs/portfolio/lendingProtocols.js +196 -0
  38. package/cjs/savings/index.d.ts +8 -2
  39. package/cjs/savings/index.js +37 -5
  40. package/cjs/savings/morphoVaults/index.d.ts +1 -1
  41. package/cjs/savings/morphoVaults/index.js +56 -18
  42. package/cjs/savings/morphoVaults/options.d.ts +2 -0
  43. package/cjs/savings/morphoVaults/options.js +61 -1
  44. package/cjs/spark/index.js +1 -0
  45. package/cjs/staking/staking.d.ts +20 -0
  46. package/cjs/staking/staking.js +19 -1
  47. package/cjs/types/aave.d.ts +3 -0
  48. package/cjs/types/aaveV4.d.ts +45 -0
  49. package/cjs/types/compound.d.ts +2 -0
  50. package/cjs/types/curveUsd.d.ts +6 -0
  51. package/cjs/types/fluid.d.ts +1 -0
  52. package/cjs/types/liquity.d.ts +4 -0
  53. package/cjs/types/liquityV2.d.ts +2 -0
  54. package/cjs/types/maker.d.ts +4 -0
  55. package/cjs/types/morphoBlue.d.ts +2 -0
  56. package/cjs/types/morphoMidnight.d.ts +1 -0
  57. package/cjs/types/portfolio.d.ts +64 -6
  58. package/cjs/types/savings/index.d.ts +9 -1
  59. package/cjs/types/savings/morphoVaults.d.ts +10 -2
  60. package/cjs/types/savings/morphoVaults.js +9 -1
  61. package/cjs/types/spark.d.ts +2 -0
  62. package/esm/aaveV2/index.js +2 -0
  63. package/esm/aaveV3/index.d.ts +39 -0
  64. package/esm/aaveV3/index.js +231 -2
  65. package/esm/aaveV4/lend.d.ts +2 -43
  66. package/esm/curveUsd/index.d.ts +5 -2
  67. package/esm/curveUsd/index.js +30 -15
  68. package/esm/fluid/index.d.ts +5 -0
  69. package/esm/fluid/index.js +33 -0
  70. package/esm/helpers/aaveHelpers/index.d.ts +9 -1
  71. package/esm/helpers/aaveHelpers/index.js +23 -5
  72. package/esm/helpers/aaveV4Helpers/index.js +1 -0
  73. package/esm/helpers/compoundHelpers/index.js +2 -0
  74. package/esm/helpers/curveUsdHelpers/index.d.ts +3 -1
  75. package/esm/helpers/curveUsdHelpers/index.js +16 -3
  76. package/esm/helpers/fluidHelpers/index.js +1 -0
  77. package/esm/helpers/liquityV2Helpers/index.js +1 -0
  78. package/esm/helpers/llamaLendHelpers/index.js +2 -1
  79. package/esm/helpers/makerHelpers/index.d.ts +1 -1
  80. package/esm/helpers/makerHelpers/index.js +2 -2
  81. package/esm/helpers/morphoBlueHelpers/index.js +2 -0
  82. package/esm/helpers/morphoMidnightHelpers/index.js +2 -0
  83. package/esm/helpers/sparkHelpers/index.js +1 -0
  84. package/esm/liquity/index.js +16 -3
  85. package/esm/liquityV2/index.d.ts +5 -0
  86. package/esm/liquityV2/index.js +35 -18
  87. package/esm/maker/index.d.ts +7 -2
  88. package/esm/maker/index.js +44 -14
  89. package/esm/markets/index.d.ts +1 -0
  90. package/esm/markets/index.js +1 -0
  91. package/esm/markets/maker/index.d.ts +1 -0
  92. package/esm/markets/maker/index.js +10 -0
  93. package/esm/moneymarket/moneymarketCommonService.d.ts +9 -0
  94. package/esm/moneymarket/moneymarketCommonService.js +11 -0
  95. package/esm/portfolio/index.d.ts +17 -5
  96. package/esm/portfolio/index.js +584 -398
  97. package/esm/portfolio/lendingProtocols.d.ts +184 -0
  98. package/esm/portfolio/lendingProtocols.js +189 -0
  99. package/esm/savings/index.d.ts +8 -2
  100. package/esm/savings/index.js +35 -4
  101. package/esm/savings/morphoVaults/index.d.ts +1 -1
  102. package/esm/savings/morphoVaults/index.js +57 -19
  103. package/esm/savings/morphoVaults/options.d.ts +2 -0
  104. package/esm/savings/morphoVaults/options.js +61 -1
  105. package/esm/spark/index.js +1 -0
  106. package/esm/staking/staking.d.ts +20 -0
  107. package/esm/staking/staking.js +17 -0
  108. package/esm/types/aave.d.ts +3 -0
  109. package/esm/types/aaveV4.d.ts +45 -0
  110. package/esm/types/compound.d.ts +2 -0
  111. package/esm/types/curveUsd.d.ts +6 -0
  112. package/esm/types/fluid.d.ts +1 -0
  113. package/esm/types/liquity.d.ts +4 -0
  114. package/esm/types/liquityV2.d.ts +2 -0
  115. package/esm/types/maker.d.ts +4 -0
  116. package/esm/types/morphoBlue.d.ts +2 -0
  117. package/esm/types/morphoMidnight.d.ts +1 -0
  118. package/esm/types/portfolio.d.ts +64 -6
  119. package/esm/types/savings/index.d.ts +9 -1
  120. package/esm/types/savings/morphoVaults.d.ts +10 -2
  121. package/esm/types/savings/morphoVaults.js +8 -0
  122. package/esm/types/spark.d.ts +2 -0
  123. package/package.json +3 -2
  124. package/src/aaveV2/index.ts +2 -0
  125. package/src/aaveV3/index.ts +291 -1
  126. package/src/aaveV4/lend.ts +2 -48
  127. package/src/curveUsd/index.ts +33 -16
  128. package/src/fluid/index.ts +40 -0
  129. package/src/helpers/aaveHelpers/index.ts +27 -7
  130. package/src/helpers/aaveV4Helpers/index.ts +1 -0
  131. package/src/helpers/compoundHelpers/index.ts +2 -0
  132. package/src/helpers/curveUsdHelpers/index.ts +23 -3
  133. package/src/helpers/fluidHelpers/index.ts +1 -0
  134. package/src/helpers/liquityV2Helpers/index.ts +1 -0
  135. package/src/helpers/llamaLendHelpers/index.ts +2 -1
  136. package/src/helpers/makerHelpers/index.ts +2 -1
  137. package/src/helpers/morphoBlueHelpers/index.ts +2 -0
  138. package/src/helpers/morphoMidnightHelpers/index.ts +2 -0
  139. package/src/helpers/sparkHelpers/index.ts +1 -0
  140. package/src/liquity/index.ts +17 -3
  141. package/src/liquityV2/index.ts +45 -19
  142. package/src/maker/index.ts +77 -30
  143. package/src/markets/index.ts +2 -1
  144. package/src/markets/maker/index.ts +10 -0
  145. package/src/moneymarket/moneymarketCommonService.ts +15 -0
  146. package/src/portfolio/index.ts +428 -215
  147. package/src/portfolio/lendingProtocols.ts +281 -0
  148. package/src/savings/index.ts +45 -5
  149. package/src/savings/morphoVaults/index.ts +73 -21
  150. package/src/savings/morphoVaults/options.ts +67 -1
  151. package/src/spark/index.ts +1 -0
  152. package/src/staking/staking.ts +28 -0
  153. package/src/types/aave.ts +4 -0
  154. package/src/types/aaveV4.ts +50 -0
  155. package/src/types/compound.ts +2 -0
  156. package/src/types/curveUsd.ts +7 -0
  157. package/src/types/fluid.ts +1 -0
  158. package/src/types/liquity.ts +6 -0
  159. package/src/types/liquityV2.ts +2 -0
  160. package/src/types/maker.ts +6 -0
  161. package/src/types/morphoBlue.ts +2 -0
  162. package/src/types/morphoMidnight.ts +1 -0
  163. package/src/types/portfolio.ts +71 -6
  164. package/src/types/savings/index.ts +12 -1
  165. package/src/types/savings/morphoVaults.ts +11 -1
  166. package/src/types/spark.ts +2 -0
@@ -2,14 +2,21 @@ import Dec from 'decimal.js';
2
2
  import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
3
  import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
4
  import {
5
- calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
5
+ calcLeverageLiqPrice, getAssetsTotal, getExposure, getSafetyRatioFromCollateralRatio, isLeveragedPos,
6
6
  } from '../../moneymarket';
7
7
  import { mapRange } from '../../services/utils';
8
+ import { calculateNetApyFromRates } from '../../staking';
8
9
 
9
10
  export const getCrvUsdAggregatedData = ({
10
- loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
11
+ loanExists, usedAssets, network, selectedMarket, numOfBands, borrowRate = '0', collStakingApy = '0', ...rest
11
12
  }:{
12
- loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
13
+ loanExists: boolean,
14
+ usedAssets: CrvUSDUsedAssets,
15
+ network: NetworkNumber,
16
+ selectedMarket: CrvUSDMarketData,
17
+ numOfBands: number | string,
18
+ borrowRate?: string, // market borrow APY in %, see `CrvUSDGlobalMarketData.borrowRate`
19
+ collStakingApy?: string, // native yield APY in % of the collateral asset, if it is a staked asset
13
20
  }): CrvUSDAggregatedPositionData => {
14
21
  const payload = {} as CrvUSDAggregatedPositionData;
15
22
  payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
@@ -26,6 +33,7 @@ export const getCrvUsdAggregatedData = ({
26
33
 
27
34
  // this is all approximation
28
35
  payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
36
+ payload.safetyRatio = loanExists ? getSafetyRatioFromCollateralRatio(payload.ratio, payload.minAllowedRatio) : '0';
29
37
  payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
30
38
  // only take in consideration collAsset
31
39
  payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
@@ -42,5 +50,17 @@ export const getCrvUsdAggregatedData = ({
42
50
 
43
51
  payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
44
52
 
53
+ // crvUSD debt accrues the market borrow rate. Collateral (including crvUSD held during soft liquidation) earns
54
+ // nothing from the protocol itself; only the native yield of staked collateral is counted, as an incentive.
55
+ const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
56
+ suppliedUsd: payload.suppliedUsd,
57
+ borrowedUsd: payload.borrowedUsd,
58
+ borrowRate,
59
+ incentives: [{ apy: collStakingApy, amountUsd: usedAssets?.[selectedMarket.collAsset]?.suppliedUsd || '0' }],
60
+ });
61
+ payload.netApy = netApy;
62
+ payload.totalInterestUsd = totalInterestUsd;
63
+ payload.incentiveUsd = incentiveUsd;
64
+
45
65
  return payload;
46
66
  };
@@ -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;
@@ -4,7 +4,7 @@ import {
4
4
  } from '../../types';
5
5
  import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
6
6
  import {
7
- calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
7
+ calcLeverageLiqPrice, getAssetsTotal, getExposure, getSafetyRatioFromCollateralRatio, isLeveragedPos,
8
8
  } from '../../moneymarket';
9
9
  import { mapRange } from '../../services/utils';
10
10
  import { calculateNetApy } from '../../staking';
@@ -38,6 +38,7 @@ export const getLlamaLendAggregatedData = ({
38
38
 
39
39
  // this is all approximation
40
40
  payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
41
+ payload.safetyRatio = loanExists ? getSafetyRatioFromCollateralRatio(payload.ratio, payload.minAllowedRatio) : '0';
41
42
  payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
42
43
  // only take in consideration collAsset
43
44
  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();
@@ -54,6 +54,8 @@ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, ma
54
54
  payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
55
55
  payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.borrowed || 1).mul(100)
56
56
  .toString();
57
+ // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
58
+ payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
57
59
 
58
60
  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
59
61
  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;
@@ -17,7 +17,8 @@ import { LIQUITY_TROVE_STATUS_ENUM, LiquityStakingData, LiquityTroveInfo } from
17
17
  import { ZERO_ADDRESS } from '../constants';
18
18
  import { getViemProvider, setViemBlockNumber } from '../services/viem';
19
19
  import { getEthAmountForDecimals } from '../services/utils';
20
- import { getExposure } from '../moneymarket';
20
+ import { getExposure, getSafetyRatioFromCollateralRatio } from '../moneymarket';
21
+ import { calculateNetApyFromRates } from '../staking';
21
22
 
22
23
  export const LIQUITY_NORMAL_MODE_RATIO = 110; // MCR
23
24
  export const LIQUITY_RECOVERY_MODE_RATIO = 150; // CCR
@@ -89,6 +90,15 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
89
90
  ]);
90
91
 
91
92
  const recoveryMode = troveInfo[6];
93
+ const minCollateralRatio = recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO;
94
+ const collateral = assetAmountInEth(troveInfo[1].toString());
95
+ const debtInAsset = assetAmountInEth(troveInfo[2].toString());
96
+ const collateralUsd = new Dec(collateral).mul(assetAmountInEth(assetPrice.toString())).toString();
97
+ const collRatio = +debtInAsset ? new Dec(collateralUsd).div(debtInAsset).mul(100).toString() : '0';
98
+
99
+ // LUSD debt is interest free (only a one-off borrowing fee on issuance) and ETH collateral earns no yield,
100
+ // so a trove's net APY is always 0. It is exposed for parity with the other protocols.
101
+ const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({ suppliedUsd: collateralUsd, borrowedUsd: debtInAsset });
92
102
 
93
103
  const payload = {
94
104
  troveStatus: LIQUITY_TROVE_STATUS_ENUM[+(troveInfo[0].toString())],
@@ -102,10 +112,14 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
102
112
  totalETH: totalETH.toString(),
103
113
  totalLUSD: totalLUSD.toString(),
104
114
  debtInFront: debtInFront.toString(),
105
- minCollateralRatio: recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO,
115
+ minCollateralRatio,
116
+ safetyRatio: getSafetyRatioFromCollateralRatio(collRatio, minCollateralRatio),
106
117
  priceForRecovery: new Dec(recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO).mul(totalLUSD).div(totalETH).div(100)
107
118
  .toString(),
108
- exposure: getExposure(assetAmountInEth(troveInfo[2].toString()), new Dec(assetAmountInEth(troveInfo[1].toString())).mul(assetPrice).toString()),
119
+ exposure: getExposure(debtInAsset, collateralUsd),
120
+ netApy,
121
+ totalInterestUsd,
122
+ incentiveUsd,
109
123
  };
110
124
 
111
125
  return payload;
@@ -162,31 +162,35 @@ const nftContractCreationBlockMapping = {
162
162
  [LiquityV2Versions.LiquityV2REthLegacy]: 21686257,
163
163
  };
164
164
 
165
- const getTransferredTroves = async (provider: PublicClient, network: NetworkNumber, troveNFTAddress: EthAddress, limitBlocksForEventFetching: boolean, market: LiquityV2Versions, account: EthAddress): Promise<{ troveId: string }[]> => {
165
+ interface TroveTransfer {
166
+ from?: EthAddress,
167
+ to?: EthAddress,
168
+ tokenId: string,
169
+ blockNumber: number,
170
+ }
171
+
172
+ /** Every Transfer of a market's trove NFT since the contract was created (or, on a fork, in the last 1000 blocks). */
173
+ const getTroveTransfers = async (provider: PublicClient, network: NetworkNumber, troveNFTAddress: EthAddress, limitBlocksForEventFetching: boolean, market: LiquityV2Versions): Promise<TroveTransfer[]> => {
166
174
  const nftContract = createViemContractFromConfigFunc('LiquityV2TroveNFT', troveNFTAddress)(provider, network);
167
175
  const nftContractCreationBlock = nftContractCreationBlockMapping[market];
168
176
  const currentBlock = +(await provider.getBlockNumber()).toString();
169
177
  const _events = await nftContract.getEvents.Transfer({}, { fromBlock: limitBlocksForEventFetching ? BigInt(currentBlock - 1000) : BigInt(nftContractCreationBlock) });
170
- const events = _events.map((event) => ({
178
+ return _events.map((event) => ({
171
179
  from: event.args.from, to: event.args.to, tokenId: event.args.tokenId!.toString(), blockNumber: +(event.blockNumber.toString()),
172
180
  }));
173
- const userTransferredTroves = events.filter((event) => compareAddresses(event.to, account));
174
-
175
- // check if the last know transfer address is the user
176
- userTransferredTroves.forEach((event, index) => {
177
- const otherTransfers = events.filter((e) => event.blockNumber < e.blockNumber && e.tokenId === event.tokenId);
178
- // @ts-ignore
179
- userTransferredTroves[index].invalid = !!otherTransfers.length;
180
- });
181
- // @ts-ignore
182
- return userTransferredTroves.filter((event) => !event.invalid).map((event) => ({ troveId: event.tokenId }));
183
181
  };
184
182
 
185
- export const _getLiquityV2UserTroveIds = async (provider: PublicClient, network: NetworkNumber, selectedMarket: LiquityV2MarketInfo, troveNFTAddress: EthAddress, limitBlocksForEventFetching: boolean, account: EthAddress): Promise<{ troves: { troveId: string }[], nextFreeTroveIndex: string }> => {
186
- const [{ troves: userTroves, nextFreeTroveIndex }, userTransferredTroves] = await Promise.all([
187
- getUserTroves(provider, network, selectedMarket.isLegacy, account, selectedMarket.marketAddress),
188
- getTransferredTroves(provider, network, troveNFTAddress, limitBlocksForEventFetching, selectedMarket.value, account),
189
- ]);
183
+ /** The troves transferred to an account that it still holds: no later transfer of the same trove. */
184
+ const getAccountTransferredTroves = (events: TroveTransfer[], account: EthAddress): { troveId: string }[] => events
185
+ .filter((event) => compareAddresses(event.to, account))
186
+ .filter((event) => !events.some((e) => event.blockNumber < e.blockNumber && e.tokenId === event.tokenId))
187
+ .map((event) => ({ troveId: event.tokenId }));
188
+
189
+ const getTransferredTroves = async (provider: PublicClient, network: NetworkNumber, troveNFTAddress: EthAddress, limitBlocksForEventFetching: boolean, market: LiquityV2Versions, account: EthAddress): Promise<{ troveId: string }[]> => (
190
+ getAccountTransferredTroves(await getTroveTransfers(provider, network, troveNFTAddress, limitBlocksForEventFetching, market), account));
191
+
192
+ /** The troves an account opened and still owns, then the ones transferred to it, each once. */
193
+ const mergeTroveIds = (userTroves: { troveId: string }[], userTransferredTroves: { troveId: string }[]): { troveId: string }[] => {
190
194
  const troves = [...userTroves.map(({ troveId }) => ({ troveId })), ...userTransferredTroves];
191
195
  const filteredTroves = troves.filter((value, index, self) => index === self.findIndex((t) => (
192
196
  t.troveId === value.troveId
@@ -195,8 +199,30 @@ export const _getLiquityV2UserTroveIds = async (provider: PublicClient, network:
195
199
  const troveIds = filteredTroves.map((trove) => trove.troveId);
196
200
  const troveIdsSet = new Set(troveIds);
197
201
  const troveIdsArray = Array.from(troveIdsSet);
198
- const trovesNoDuplicates = troveIdsArray.map((troveId) => troves.find((trove) => trove.troveId === troveId)) as { troveId: string }[];
199
- return { troves: trovesNoDuplicates, nextFreeTroveIndex };
202
+ return troveIdsArray.map((troveId) => troves.find((trove) => trove.troveId === troveId)) as { troveId: string }[];
203
+ };
204
+
205
+ /**
206
+ * The trove ids of several accounts in one market: the market's NFT transfers are read once for all of them, rather
207
+ * than once per account as _getLiquityV2UserTroveIds does.
208
+ */
209
+ export const _getLiquityV2UsersTroveIds = async (provider: PublicClient, network: NetworkNumber, selectedMarket: LiquityV2MarketInfo, troveNFTAddress: EthAddress, limitBlocksForEventFetching: boolean, accounts: EthAddress[]): Promise<Record<EthAddress, string[]>> => {
210
+ const [userTroves, events] = await Promise.all([
211
+ Promise.all(accounts.map((account) => getUserTroves(provider, network, selectedMarket.isLegacy, account, selectedMarket.marketAddress))),
212
+ getTroveTransfers(provider, network, troveNFTAddress, limitBlocksForEventFetching, selectedMarket.value),
213
+ ]);
214
+ return Object.fromEntries(accounts.map((account, i) => [
215
+ account,
216
+ mergeTroveIds(userTroves[i].troves, getAccountTransferredTroves(events, account)).map(({ troveId }) => troveId),
217
+ ]));
218
+ };
219
+
220
+ export const _getLiquityV2UserTroveIds = async (provider: PublicClient, network: NetworkNumber, selectedMarket: LiquityV2MarketInfo, troveNFTAddress: EthAddress, limitBlocksForEventFetching: boolean, account: EthAddress): Promise<{ troves: { troveId: string }[], nextFreeTroveIndex: string }> => {
221
+ const [{ troves: userTroves, nextFreeTroveIndex }, userTransferredTroves] = await Promise.all([
222
+ getUserTroves(provider, network, selectedMarket.isLegacy, account, selectedMarket.marketAddress),
223
+ getTransferredTroves(provider, network, troveNFTAddress, limitBlocksForEventFetching, selectedMarket.value, account),
224
+ ]);
225
+ return { troves: mergeTroveIds(userTroves, userTransferredTroves), nextFreeTroveIndex };
200
226
  };
201
227
 
202
228
  export const getLiquityV2UserTroveIds = async (
@@ -1,19 +1,22 @@
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';
16
- import { getExposure } from '../moneymarket';
18
+ import { getExposure, getSafetyRatioFromCollateralRatio } from '../moneymarket';
19
+ import { calculateNetApyFromRates, getStakingApy, STAKING_ASSETS } from '../staking';
17
20
 
18
21
  export const _getMakerAccountBalances = async (provider: PublicClient, network: NetworkNumber, block: Blockish, addressMapping: boolean, cdpId: string, _managerAddress?: EthAddress): Promise<PositionBalances> => {
19
22
  let balances: PositionBalances = {
@@ -48,7 +51,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
48
51
  const [
49
52
  par,
50
53
  [_, mat],
51
- [artGlobal, rate, spot, line],
54
+ [artGlobal, rate, spot, line, dust],
52
55
  [duty],
53
56
  futureRate,
54
57
  chop,
@@ -69,6 +72,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
69
72
  rate.toString(),
70
73
  spot.toString(),
71
74
  line.toString(),
75
+ dust.toString(),
72
76
  duty.toString(),
73
77
  futureRate.toString(),
74
78
  chop.toString(),
@@ -129,44 +133,73 @@ export const getUserCdps = async (
129
133
  userAddress: EthAddress,
130
134
  ): Promise<CdpInfo[]> => _getUserCdps(getViemProvider(provider, network), network, userAddress);
131
135
 
132
- export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo): Promise<CdpData> => {
136
+ export const _getMakerIlksData = async (provider: Client, network: NetworkNumber, ilkLabels: string[]): Promise<Record<string, IlkInfo>> => {
133
137
  const vatContract = McdVatContractViem(provider, network);
134
138
  const spotterContract = McdSpotterContractViem(provider, network);
135
139
  const dogContract = McdDogContractViem(provider, network);
136
140
  const jugContract = McdJugContractViem(provider, network);
137
141
 
142
+ const par = await spotterContract.read.par();
143
+
144
+ const ilksInfo = await Promise.all(ilkLabels.map(async (ilkLabel) => {
145
+ const ilk = stringToBytes(ilkLabel) as HexString;
146
+ const [
147
+ [_, mat],
148
+ [artGlobal, rate, spot, line, dust],
149
+ [duty],
150
+ futureRate,
151
+ chop,
152
+ ] = await Promise.all([
153
+ spotterContract.read.ilks([ilk]),
154
+ vatContract.read.ilks([ilk]),
155
+ jugContract.read.ilks([ilk]),
156
+ jugContract.read.drip([ilk]),
157
+ dogContract.read.chop([ilk]),
158
+ ]);
159
+
160
+ return parseCollateralInfo(
161
+ ilk,
162
+ par.toString(),
163
+ mat.toString(),
164
+ artGlobal.toString(),
165
+ rate.toString(),
166
+ spot.toString(),
167
+ line.toString(),
168
+ dust.toString(),
169
+ duty.toString(),
170
+ futureRate.toString(),
171
+ chop.toString(),
172
+ );
173
+ }));
174
+
175
+ return Object.fromEntries(ilksInfo.map((ilkInfo) => [ilkInfo.ilkLabel, ilkInfo]));
176
+ };
177
+
178
+ export const getMakerIlksData = async (
179
+ provider: EthereumProvider,
180
+ network: NetworkNumber,
181
+ ilkLabels: string[],
182
+ ): Promise<Record<string, IlkInfo>> => _getMakerIlksData(getViemProvider(provider, network, { batch: { multicall: true } }), network, ilkLabels);
183
+
184
+ /**
185
+ * @param ilkInfo optional precomputed ilk data (from `_getMakerIlksData`); when provided the per-ilk reads are skipped
186
+ */
187
+ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo, ilkInfo?: IlkInfo): Promise<CdpData> => {
188
+ const vatContract = McdVatContractViem(provider, network);
189
+
138
190
  const [
139
191
  [ink, art],
140
192
  coll,
141
- par,
142
- [_, mat],
143
- [artGlobal, rate, spot, line],
144
- [duty],
145
- futureRate,
146
- chop,
193
+ fetchedIlkInfo,
194
+ collStakingApy,
147
195
  ] = await Promise.all([
148
196
  vatContract.read.urns([cdp.ilk, cdp.urn]),
149
197
  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]),
198
+ ilkInfo || _getMakerIlksData(provider, network, [cdp.ilkLabel]).then((ilks) => ilks[cdp.ilkLabel]),
199
+ STAKING_ASSETS.includes(cdp.asset) ? getStakingApy(cdp.asset) : Promise.resolve('0'),
156
200
  ]);
157
201
 
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
- );
202
+ const collInfo = fetchedIlkInfo;
170
203
 
171
204
  const collateral = assetAmountInEth(ink.toString(), `MCD-${cdp.asset}`);
172
205
 
@@ -180,9 +213,19 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
180
213
  let ratio = new Dec(ink).times(collInfo.assetPrice).div(debt).times(100)
181
214
  .toString();
182
215
  if (new Dec(debt).eq(0)) ratio = '0';
216
+ const safetyRatio = getSafetyRatioFromCollateralRatio(ratio, collInfo.liqPercent);
183
217
 
184
218
  const debtTooLow = new Dec(debt).gt(0) && new Dec(assetAmountInEth(debt, 'DAI')).lt(collInfo.minDebt);
185
219
 
220
+ // DAI debt accrues the ilk's stability fee. Collateral earns nothing inside the vault, except for the
221
+ // native yield of staked collateral (e.g. wstETH), which is tracked as an incentive.
222
+ const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
223
+ suppliedUsd: collateralUsd,
224
+ borrowedUsd: assetAmountInEth(debt, 'DAI'),
225
+ borrowRate: collInfo.stabilityFee.toString(),
226
+ incentives: [{ apy: collStakingApy, amountUsd: collateralUsd }],
227
+ });
228
+
186
229
  return {
187
230
  owner: cdp.owner,
188
231
  id: cdp.id.toString(),
@@ -201,6 +244,7 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
201
244
  debtAssetMarketPrice: '1',
202
245
  liquidationPrice,
203
246
  ratio,
247
+ safetyRatio,
204
248
  liqRatio: collInfo.liqRatio.toString(),
205
249
  liqPercent: parseFloat(collInfo.liqPercent.toString()),
206
250
  assetPrice: collInfo.assetPrice,
@@ -216,6 +260,9 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
216
260
  liquidationFee: collInfo.liquidationFee,
217
261
  lastUpdated: Date.now(),
218
262
  exposure: getExposure(assetAmountInEth(debt, 'DAI'), collateralUsd),
263
+ netApy,
264
+ totalInterestUsd,
265
+ incentiveUsd,
219
266
  };
220
267
  };
221
268
 
@@ -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
+ ];
@@ -92,3 +92,18 @@ export const getExposure = (borrowedUsd: string, suppliedUsd: string) => {
92
92
  const balanceUsd = new Dec(suppliedUsd).sub(borrowedUsd).toString();
93
93
  return new Dec(suppliedUsd).div(balanceUsd).toDecimalPlaces(2).toString();
94
94
  };
95
+
96
+ /**
97
+ * A collateral ratio rebased so that 100 means "sitting exactly on the liquidation ratio": the scale the
98
+ * shared `safetyRatio` field assumes. Protocols that liquidate on a raw collateral ratio (Maker at the ilk's
99
+ * liquidation ratio, Liquity at 110%, crvUSD/LlamaLend at the band-derived minimum) pass through here.
100
+ *
101
+ * Yields '0' when the liquidation ratio isn't available (or is 0), the "no signal" value consumers already recognise.
102
+ * Mirrors `getSafetyRatioFromCollateralRatio` on the client.
103
+ */
104
+ export const getSafetyRatioFromCollateralRatio = (
105
+ collateralRatio: string | number | undefined,
106
+ liquidationRatio: string | number | undefined,
107
+ ): string => (+(liquidationRatio ?? 0) > 0
108
+ ? new Dec(collateralRatio || 0).div(liquidationRatio!).mul(100).toString()
109
+ : '0');