@defisaver/positions-sdk 2.1.161-portfolio-api-2-dev → 2.1.161-portfolio-api-3-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.
- package/cjs/aaveV2/index.js +2 -0
- package/cjs/aaveV3/index.d.ts +39 -0
- package/cjs/aaveV3/index.js +237 -2
- package/cjs/aaveV4/lend.d.ts +2 -43
- package/cjs/curveUsd/index.d.ts +5 -2
- package/cjs/curveUsd/index.js +30 -15
- package/cjs/fluid/index.d.ts +5 -0
- package/cjs/fluid/index.js +36 -1
- package/cjs/helpers/aaveHelpers/index.d.ts +9 -1
- package/cjs/helpers/aaveHelpers/index.js +26 -6
- package/cjs/helpers/aaveV4Helpers/index.js +1 -0
- package/cjs/helpers/compoundHelpers/index.js +2 -0
- package/cjs/helpers/curveUsdHelpers/index.d.ts +3 -1
- package/cjs/helpers/curveUsdHelpers/index.js +15 -2
- package/cjs/helpers/fluidHelpers/index.js +1 -0
- package/cjs/helpers/liquityV2Helpers/index.js +1 -0
- package/cjs/helpers/llamaLendHelpers/index.js +1 -0
- package/cjs/helpers/makerHelpers/index.d.ts +1 -1
- package/cjs/helpers/makerHelpers/index.js +2 -2
- package/cjs/helpers/morphoBlueHelpers/index.js +2 -0
- package/cjs/helpers/morphoMidnightHelpers/index.js +2 -0
- package/cjs/helpers/sparkHelpers/index.js +1 -0
- package/cjs/liquity/index.js +15 -2
- package/cjs/liquityV2/index.d.ts +5 -0
- package/cjs/liquityV2/index.js +37 -19
- package/cjs/maker/index.d.ts +7 -2
- package/cjs/maker/index.js +44 -12
- package/cjs/markets/index.d.ts +1 -0
- package/cjs/markets/index.js +3 -1
- package/cjs/markets/maker/index.d.ts +1 -0
- package/cjs/markets/maker/index.js +13 -0
- package/cjs/moneymarket/moneymarketCommonService.d.ts +9 -0
- package/cjs/moneymarket/moneymarketCommonService.js +13 -1
- package/cjs/portfolio/index.d.ts +17 -5
- package/cjs/portfolio/index.js +583 -394
- package/cjs/portfolio/lendingProtocols.d.ts +184 -0
- package/cjs/portfolio/lendingProtocols.js +196 -0
- package/cjs/savings/index.d.ts +8 -2
- package/cjs/savings/index.js +37 -5
- package/cjs/savings/morphoVaults/index.d.ts +1 -1
- package/cjs/savings/morphoVaults/index.js +56 -18
- package/cjs/savings/morphoVaults/options.d.ts +2 -0
- package/cjs/savings/morphoVaults/options.js +61 -1
- package/cjs/spark/index.js +1 -0
- package/cjs/staking/staking.d.ts +20 -0
- package/cjs/staking/staking.js +19 -1
- package/cjs/types/aave.d.ts +3 -0
- package/cjs/types/aaveV4.d.ts +45 -0
- package/cjs/types/compound.d.ts +2 -0
- package/cjs/types/curveUsd.d.ts +6 -0
- package/cjs/types/fluid.d.ts +1 -0
- package/cjs/types/liquity.d.ts +4 -0
- package/cjs/types/liquityV2.d.ts +2 -0
- package/cjs/types/maker.d.ts +4 -0
- package/cjs/types/morphoBlue.d.ts +2 -0
- package/cjs/types/morphoMidnight.d.ts +1 -0
- package/cjs/types/portfolio.d.ts +64 -6
- package/cjs/types/savings/index.d.ts +9 -1
- package/cjs/types/savings/morphoVaults.d.ts +10 -2
- package/cjs/types/savings/morphoVaults.js +9 -1
- package/cjs/types/spark.d.ts +2 -0
- package/esm/aaveV2/index.js +2 -0
- package/esm/aaveV3/index.d.ts +39 -0
- package/esm/aaveV3/index.js +231 -2
- package/esm/aaveV4/lend.d.ts +2 -43
- package/esm/curveUsd/index.d.ts +5 -2
- package/esm/curveUsd/index.js +30 -15
- package/esm/fluid/index.d.ts +5 -0
- package/esm/fluid/index.js +33 -0
- package/esm/helpers/aaveHelpers/index.d.ts +9 -1
- package/esm/helpers/aaveHelpers/index.js +23 -5
- package/esm/helpers/aaveV4Helpers/index.js +1 -0
- package/esm/helpers/compoundHelpers/index.js +2 -0
- package/esm/helpers/curveUsdHelpers/index.d.ts +3 -1
- package/esm/helpers/curveUsdHelpers/index.js +16 -3
- package/esm/helpers/fluidHelpers/index.js +1 -0
- package/esm/helpers/liquityV2Helpers/index.js +1 -0
- package/esm/helpers/llamaLendHelpers/index.js +2 -1
- package/esm/helpers/makerHelpers/index.d.ts +1 -1
- package/esm/helpers/makerHelpers/index.js +2 -2
- package/esm/helpers/morphoBlueHelpers/index.js +2 -0
- package/esm/helpers/morphoMidnightHelpers/index.js +2 -0
- package/esm/helpers/sparkHelpers/index.js +1 -0
- package/esm/liquity/index.js +16 -3
- package/esm/liquityV2/index.d.ts +5 -0
- package/esm/liquityV2/index.js +35 -18
- package/esm/maker/index.d.ts +7 -2
- package/esm/maker/index.js +44 -14
- package/esm/markets/index.d.ts +1 -0
- package/esm/markets/index.js +1 -0
- package/esm/markets/maker/index.d.ts +1 -0
- package/esm/markets/maker/index.js +10 -0
- package/esm/moneymarket/moneymarketCommonService.d.ts +9 -0
- package/esm/moneymarket/moneymarketCommonService.js +11 -0
- package/esm/portfolio/index.d.ts +17 -5
- package/esm/portfolio/index.js +584 -398
- package/esm/portfolio/lendingProtocols.d.ts +184 -0
- package/esm/portfolio/lendingProtocols.js +189 -0
- package/esm/savings/index.d.ts +8 -2
- package/esm/savings/index.js +35 -4
- package/esm/savings/morphoVaults/index.d.ts +1 -1
- package/esm/savings/morphoVaults/index.js +57 -19
- package/esm/savings/morphoVaults/options.d.ts +2 -0
- package/esm/savings/morphoVaults/options.js +61 -1
- package/esm/spark/index.js +1 -0
- package/esm/staking/staking.d.ts +20 -0
- package/esm/staking/staking.js +17 -0
- package/esm/types/aave.d.ts +3 -0
- package/esm/types/aaveV4.d.ts +45 -0
- package/esm/types/compound.d.ts +2 -0
- package/esm/types/curveUsd.d.ts +6 -0
- package/esm/types/fluid.d.ts +1 -0
- package/esm/types/liquity.d.ts +4 -0
- package/esm/types/liquityV2.d.ts +2 -0
- package/esm/types/maker.d.ts +4 -0
- package/esm/types/morphoBlue.d.ts +2 -0
- package/esm/types/morphoMidnight.d.ts +1 -0
- package/esm/types/portfolio.d.ts +64 -6
- package/esm/types/savings/index.d.ts +9 -1
- package/esm/types/savings/morphoVaults.d.ts +10 -2
- package/esm/types/savings/morphoVaults.js +8 -0
- package/esm/types/spark.d.ts +2 -0
- package/package.json +3 -2
- package/src/aaveV2/index.ts +2 -0
- package/src/aaveV3/index.ts +291 -1
- package/src/aaveV4/lend.ts +2 -48
- package/src/curveUsd/index.ts +33 -16
- package/src/fluid/index.ts +40 -0
- package/src/helpers/aaveHelpers/index.ts +27 -7
- package/src/helpers/aaveV4Helpers/index.ts +1 -0
- package/src/helpers/compoundHelpers/index.ts +2 -0
- package/src/helpers/curveUsdHelpers/index.ts +23 -3
- package/src/helpers/fluidHelpers/index.ts +1 -0
- package/src/helpers/liquityV2Helpers/index.ts +1 -0
- package/src/helpers/llamaLendHelpers/index.ts +2 -1
- package/src/helpers/makerHelpers/index.ts +2 -1
- package/src/helpers/morphoBlueHelpers/index.ts +2 -0
- package/src/helpers/morphoMidnightHelpers/index.ts +2 -0
- package/src/helpers/sparkHelpers/index.ts +1 -0
- package/src/liquity/index.ts +17 -3
- package/src/liquityV2/index.ts +45 -19
- package/src/maker/index.ts +77 -30
- package/src/markets/index.ts +2 -1
- package/src/markets/maker/index.ts +10 -0
- package/src/moneymarket/moneymarketCommonService.ts +15 -0
- package/src/portfolio/index.ts +428 -215
- package/src/portfolio/lendingProtocols.ts +281 -0
- package/src/savings/index.ts +45 -5
- package/src/savings/morphoVaults/index.ts +73 -21
- package/src/savings/morphoVaults/options.ts +67 -1
- package/src/spark/index.ts +1 -0
- package/src/staking/staking.ts +28 -0
- package/src/types/aave.ts +4 -0
- package/src/types/aaveV4.ts +50 -0
- package/src/types/compound.ts +2 -0
- package/src/types/curveUsd.ts +7 -0
- package/src/types/fluid.ts +1 -0
- package/src/types/liquity.ts +6 -0
- package/src/types/liquityV2.ts +2 -0
- package/src/types/maker.ts +6 -0
- package/src/types/morphoBlue.ts +2 -0
- package/src/types/morphoMidnight.ts +1 -0
- package/src/types/portfolio.ts +71 -6
- package/src/types/savings/index.ts +12 -1
- package/src/types/savings/morphoVaults.ts +11 -1
- package/src/types/spark.ts +2 -0
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@@ -2,14 +2,21 @@ import Dec from 'decimal.js';
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import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
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import { MMUsedAssets, NetworkNumber } from '../../types/common';
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import {
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calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
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calcLeverageLiqPrice, getAssetsTotal, getExposure, getSafetyRatioFromCollateralRatio, isLeveragedPos,
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} from '../../moneymarket';
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import { mapRange } from '../../services/utils';
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import { calculateNetApyFromRates } from '../../staking';
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export const getCrvUsdAggregatedData = ({
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loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
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loanExists, usedAssets, network, selectedMarket, numOfBands, borrowRate = '0', collStakingApy = '0', ...rest
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}:{
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loanExists: boolean,
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loanExists: boolean,
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usedAssets: CrvUSDUsedAssets,
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network: NetworkNumber,
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selectedMarket: CrvUSDMarketData,
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numOfBands: number | string,
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borrowRate?: string, // market borrow APY in %, see `CrvUSDGlobalMarketData.borrowRate`
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collStakingApy?: string, // native yield APY in % of the collateral asset, if it is a staked asset
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}): CrvUSDAggregatedPositionData => {
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const payload = {} as CrvUSDAggregatedPositionData;
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payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
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@@ -26,6 +33,7 @@ export const getCrvUsdAggregatedData = ({
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// this is all approximation
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payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
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payload.safetyRatio = loanExists ? getSafetyRatioFromCollateralRatio(payload.ratio, payload.minAllowedRatio) : '0';
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payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
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// only take in consideration collAsset
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payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
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@@ -42,5 +50,17 @@ export const getCrvUsdAggregatedData = ({
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payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
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// crvUSD debt accrues the market borrow rate. Collateral (including crvUSD held during soft liquidation) earns
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// nothing from the protocol itself; only the native yield of staked collateral is counted, as an incentive.
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const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
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suppliedUsd: payload.suppliedUsd,
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borrowedUsd: payload.borrowedUsd,
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borrowRate,
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incentives: [{ apy: collStakingApy, amountUsd: usedAssets?.[selectedMarket.collAsset]?.suppliedUsd || '0' }],
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});
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payload.netApy = netApy;
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payload.totalInterestUsd = totalInterestUsd;
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payload.incentiveUsd = incentiveUsd;
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return payload;
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};
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@@ -143,6 +143,7 @@ borrowShares?: string,
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payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.minRatio = marketData.minRatio;
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payload.safetyRatio = payload.ratio;
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
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payload.leveragedType = leveragedType;
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@@ -69,6 +69,7 @@ export const getLiquityV2AggregatedPositionData = ({
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payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
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payload.ratio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.collRatio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.safetyRatio = payload.ratio;
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApyLiquityV2(usedAssets, assetsData, interestRate);
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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} from '../../types';
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import { MMAssetsData, MMUsedAssets, NetworkNumber } from '../../types/common';
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import {
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calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
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calcLeverageLiqPrice, getAssetsTotal, getExposure, getSafetyRatioFromCollateralRatio, isLeveragedPos,
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} from '../../moneymarket';
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import { mapRange } from '../../services/utils';
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import { calculateNetApy } from '../../staking';
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@@ -38,6 +38,7 @@ export const getLlamaLendAggregatedData = ({
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// this is all approximation
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payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
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payload.safetyRatio = loanExists ? getSafetyRatioFromCollateralRatio(payload.ratio, payload.minAllowedRatio) : '0';
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payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
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// only take in consideration collAsset
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payload.borrowLimitUsd = usedAssets?.[collAsset]?.isSupplied
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_rate: string,
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_spot: string,
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_line: string,
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_dust: string,
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_duty: string,
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_futureRate: string,
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_chop: string,
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const rate = new Dec(_rate).toString();
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const spot = new Dec(_spot).div(1e27).toString();
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const line = new Dec(_line).div(1e45).toString();
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const dust = new Dec(
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const dust = new Dec(_dust).div(1e45).toString(); // Vat.ilks.dust, rad (1e45) -> DAI
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const duty = new Dec(_duty).toString();
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const futureRate = new Dec(_futureRate).toString();
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const chop = new Dec(_chop).div(1e18).toString();
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@@ -54,6 +54,8 @@ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, ma
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payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
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payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.borrowed || 1).mul(100)
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.toString();
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// Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
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payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
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payload.leveragedType = leveragedType;
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payload.ltv = new Dec(payload.suppliedCollateralUsd).eq(0) ? '0' : new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
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payload.ratio = new Dec(payload.borrowedUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
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payload.healthRatio = new Dec(payload.borrowedUsd).eq(0) ? 'Infinity' : new Dec(payload.liquidationLimitUsd).div(payload.borrowedUsd).toDP(4).toString();
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// Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
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payload.safetyRatio = +payload.borrowedUsd > 0 ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
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payload.leveragedType = leveragedType;
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payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
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payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
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payload.safetyRatio = payload.ratio;
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const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
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payload.netApy = netApy;
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payload.incentiveUsd = incentiveUsd;
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package/src/liquity/index.ts
CHANGED
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import { ZERO_ADDRESS } from '../constants';
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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
|
|
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(
|
|
119
|
+
exposure: getExposure(debtInAsset, collateralUsd),
|
|
120
|
+
netApy,
|
|
121
|
+
totalInterestUsd,
|
|
122
|
+
incentiveUsd,
|
|
109
123
|
};
|
|
110
124
|
|
|
111
125
|
return payload;
|
package/src/liquityV2/index.ts
CHANGED
|
@@ -162,31 +162,35 @@ const nftContractCreationBlockMapping = {
|
|
|
162
162
|
[LiquityV2Versions.LiquityV2REthLegacy]: 21686257,
|
|
163
163
|
};
|
|
164
164
|
|
|
165
|
-
|
|
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
|
-
|
|
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
|
-
|
|
186
|
-
|
|
187
|
-
|
|
188
|
-
|
|
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
|
-
|
|
199
|
-
|
|
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 (
|
package/src/maker/index.ts
CHANGED
|
@@ -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 {
|
|
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
|
|
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
|
-
|
|
142
|
-
|
|
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
|
-
|
|
151
|
-
|
|
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 =
|
|
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
|
|
package/src/markets/index.ts
CHANGED
|
@@ -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';
|
|
@@ -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');
|