@defisaver/positions-sdk 2.1.162 → 2.1.164

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.
Files changed (120) hide show
  1. package/cjs/aaveV2/index.js +2 -0
  2. package/cjs/curveUsd/index.d.ts +5 -2
  3. package/cjs/curveUsd/index.js +30 -15
  4. package/cjs/fluid/index.d.ts +5 -0
  5. package/cjs/fluid/index.js +36 -1
  6. package/cjs/helpers/aaveHelpers/index.js +3 -0
  7. package/cjs/helpers/aaveV4Helpers/index.js +1 -0
  8. package/cjs/helpers/compoundHelpers/index.js +2 -0
  9. package/cjs/helpers/curveUsdHelpers/index.d.ts +3 -1
  10. package/cjs/helpers/curveUsdHelpers/index.js +15 -2
  11. package/cjs/helpers/fluidHelpers/index.js +1 -0
  12. package/cjs/helpers/liquityV2Helpers/index.js +1 -0
  13. package/cjs/helpers/llamaLendHelpers/index.js +1 -0
  14. package/cjs/helpers/makerHelpers/index.d.ts +1 -1
  15. package/cjs/helpers/makerHelpers/index.js +2 -2
  16. package/cjs/helpers/morphoBlueHelpers/index.js +2 -0
  17. package/cjs/helpers/morphoMidnightHelpers/index.js +2 -0
  18. package/cjs/helpers/sparkHelpers/index.js +1 -0
  19. package/cjs/liquity/index.js +15 -2
  20. package/cjs/maker/index.d.ts +7 -2
  21. package/cjs/maker/index.js +44 -12
  22. package/cjs/markets/index.d.ts +1 -0
  23. package/cjs/markets/index.js +3 -1
  24. package/cjs/markets/maker/index.d.ts +1 -0
  25. package/cjs/markets/maker/index.js +13 -0
  26. package/cjs/moneymarket/moneymarketCommonService.d.ts +9 -0
  27. package/cjs/moneymarket/moneymarketCommonService.js +13 -1
  28. package/cjs/portfolio/index.d.ts +5 -1
  29. package/cjs/portfolio/index.js +282 -16
  30. package/cjs/staking/staking.d.ts +20 -0
  31. package/cjs/staking/staking.js +19 -1
  32. package/cjs/types/aave.d.ts +2 -0
  33. package/cjs/types/aaveV4.d.ts +1 -0
  34. package/cjs/types/compound.d.ts +2 -0
  35. package/cjs/types/curveUsd.d.ts +6 -0
  36. package/cjs/types/fluid.d.ts +1 -0
  37. package/cjs/types/liquity.d.ts +4 -0
  38. package/cjs/types/liquityV2.d.ts +2 -0
  39. package/cjs/types/maker.d.ts +4 -0
  40. package/cjs/types/morphoBlue.d.ts +2 -0
  41. package/cjs/types/morphoMidnight.d.ts +1 -0
  42. package/cjs/types/portfolio.d.ts +26 -10
  43. package/cjs/types/spark.d.ts +2 -0
  44. package/esm/aaveV2/index.js +2 -0
  45. package/esm/curveUsd/index.d.ts +5 -2
  46. package/esm/curveUsd/index.js +30 -15
  47. package/esm/fluid/index.d.ts +5 -0
  48. package/esm/fluid/index.js +33 -0
  49. package/esm/helpers/aaveHelpers/index.js +3 -0
  50. package/esm/helpers/aaveV4Helpers/index.js +1 -0
  51. package/esm/helpers/compoundHelpers/index.js +2 -0
  52. package/esm/helpers/curveUsdHelpers/index.d.ts +3 -1
  53. package/esm/helpers/curveUsdHelpers/index.js +16 -3
  54. package/esm/helpers/fluidHelpers/index.js +1 -0
  55. package/esm/helpers/liquityV2Helpers/index.js +1 -0
  56. package/esm/helpers/llamaLendHelpers/index.js +2 -1
  57. package/esm/helpers/makerHelpers/index.d.ts +1 -1
  58. package/esm/helpers/makerHelpers/index.js +2 -2
  59. package/esm/helpers/morphoBlueHelpers/index.js +2 -0
  60. package/esm/helpers/morphoMidnightHelpers/index.js +2 -0
  61. package/esm/helpers/sparkHelpers/index.js +1 -0
  62. package/esm/liquity/index.js +16 -3
  63. package/esm/maker/index.d.ts +7 -2
  64. package/esm/maker/index.js +44 -14
  65. package/esm/markets/index.d.ts +1 -0
  66. package/esm/markets/index.js +1 -0
  67. package/esm/markets/maker/index.d.ts +1 -0
  68. package/esm/markets/maker/index.js +10 -0
  69. package/esm/moneymarket/moneymarketCommonService.d.ts +9 -0
  70. package/esm/moneymarket/moneymarketCommonService.js +11 -0
  71. package/esm/portfolio/index.d.ts +5 -1
  72. package/esm/portfolio/index.js +284 -19
  73. package/esm/staking/staking.d.ts +20 -0
  74. package/esm/staking/staking.js +17 -0
  75. package/esm/types/aave.d.ts +2 -0
  76. package/esm/types/aaveV4.d.ts +1 -0
  77. package/esm/types/compound.d.ts +2 -0
  78. package/esm/types/curveUsd.d.ts +6 -0
  79. package/esm/types/fluid.d.ts +1 -0
  80. package/esm/types/liquity.d.ts +4 -0
  81. package/esm/types/liquityV2.d.ts +2 -0
  82. package/esm/types/maker.d.ts +4 -0
  83. package/esm/types/morphoBlue.d.ts +2 -0
  84. package/esm/types/morphoMidnight.d.ts +1 -0
  85. package/esm/types/portfolio.d.ts +26 -10
  86. package/esm/types/spark.d.ts +2 -0
  87. package/package.json +1 -1
  88. package/src/aaveV2/index.ts +2 -0
  89. package/src/curveUsd/index.ts +33 -16
  90. package/src/fluid/index.ts +40 -0
  91. package/src/helpers/aaveHelpers/index.ts +3 -0
  92. package/src/helpers/aaveV4Helpers/index.ts +1 -0
  93. package/src/helpers/compoundHelpers/index.ts +2 -0
  94. package/src/helpers/curveUsdHelpers/index.ts +23 -3
  95. package/src/helpers/fluidHelpers/index.ts +1 -0
  96. package/src/helpers/liquityV2Helpers/index.ts +1 -0
  97. package/src/helpers/llamaLendHelpers/index.ts +2 -1
  98. package/src/helpers/makerHelpers/index.ts +2 -1
  99. package/src/helpers/morphoBlueHelpers/index.ts +2 -0
  100. package/src/helpers/morphoMidnightHelpers/index.ts +2 -0
  101. package/src/helpers/sparkHelpers/index.ts +1 -0
  102. package/src/liquity/index.ts +17 -3
  103. package/src/maker/index.ts +77 -30
  104. package/src/markets/index.ts +2 -1
  105. package/src/markets/maker/index.ts +10 -0
  106. package/src/moneymarket/moneymarketCommonService.ts +15 -0
  107. package/src/portfolio/index.ts +262 -5
  108. package/src/staking/staking.ts +28 -0
  109. package/src/types/aave.ts +3 -0
  110. package/src/types/aaveV4.ts +1 -0
  111. package/src/types/compound.ts +2 -0
  112. package/src/types/curveUsd.ts +7 -0
  113. package/src/types/fluid.ts +1 -0
  114. package/src/types/liquity.ts +6 -0
  115. package/src/types/liquityV2.ts +2 -0
  116. package/src/types/maker.ts +6 -0
  117. package/src/types/morphoBlue.ts +2 -0
  118. package/src/types/morphoMidnight.ts +1 -0
  119. package/src/types/portfolio.ts +31 -12
  120. package/src/types/spark.ts +2 -0
@@ -14,6 +14,13 @@ import { getCrvUsdAggregatedData } from '../helpers/curveUsdHelpers';
14
14
  import { CrvUsdMarkets } from '../markets';
15
15
  import { wethToEth } from '../services/utils';
16
16
  import { getViemProvider, setViemBlockNumber } from '../services/viem';
17
+ import { getStakingApy, STAKING_ASSETS } from '../staking';
18
+
19
+ /** Converts a per-second AMM rate (wei, 18 decimals) into a yearly compounded borrow APY in %. */
20
+ const ammRateToBorrowApy = (rateWei: string) => {
21
+ const exponent = new Dec(assetAmountInEth(rateWei)).mul(365).mul(86400);
22
+ return new Dec(new Dec(2.718281828459).pow(exponent).minus(1)).mul(100).toString();
23
+ };
17
24
 
18
25
  const getAndFormatBands = async (provider: Client, network: NetworkNumber, selectedMarket: CrvUSDMarketData, _minBand: string, _maxBand: string) => {
19
26
  const contract = CrvUSDViewContractViem(provider, network);
@@ -69,15 +76,8 @@ export const _getCurveUsdGlobalData = async (provider: Client, network: NetworkN
69
76
  const totalDebt = assetAmountInEth(data.totalDebt.toString(), debtAsset);
70
77
  const ammPrice = assetAmountInEth(data.ammPrice.toString(), debtAsset);
71
78
 
72
- const rate = assetAmountInEth(data.ammRate.toString());
73
- const futureRate = assetAmountInEth(data.monetaryPolicyRate.toString());
74
-
75
- const exponentRate = new Dec(rate).mul(365).mul(86400);
76
- const exponentFutureRate = new Dec(futureRate).mul(365).mul(86400);
77
- const borrowRate = new Dec(new Dec(2.718281828459).pow(exponentRate).minus(1)).mul(100)
78
- .toString();
79
- const futureBorrowRate = new Dec(new Dec(2.718281828459).pow(exponentFutureRate).minus(1)).mul(100)
80
- .toString();
79
+ const borrowRate = ammRateToBorrowApy(data.ammRate.toString());
80
+ const futureBorrowRate = ammRateToBorrowApy(data.monetaryPolicyRate.toString());
81
81
 
82
82
  const bandsData = await getAndFormatBands(provider, network, selectedMarket, data.minBand.toString(), data.maxBand.toString());
83
83
 
@@ -164,13 +164,22 @@ export const getCrvUsdAccountBalances = async (
164
164
  controllerAddress: EthAddress,
165
165
  ): Promise<PositionBalances> => _getCrvUsdAccountBalances(getViemProvider(provider, network), network, block, addressMapping, address, controllerAddress);
166
166
 
167
- export const _getCurveUsdUserData = async (provider: Client, network: NetworkNumber, address: EthAddress, selectedMarket: CrvUSDMarketData, activeBand: string): Promise<CrvUSDUserData> => {
167
+ /**
168
+ * @param borrowRate market borrow APY in % (`CrvUSDGlobalMarketData.borrowRate`); when omitted it is read from the view contract
169
+ */
170
+ export const _getCurveUsdUserData = async (provider: Client, network: NetworkNumber, address: EthAddress, selectedMarket: CrvUSDMarketData, activeBand: string, borrowRate?: string): Promise<CrvUSDUserData> => {
168
171
  const contract = CrvUSDViewContractViem(provider, network);
169
-
170
- const data = await contract.read.userData([selectedMarket.controllerAddress, address]);
171
172
  const collAsset = selectedMarket.collAsset;
172
173
  const debtAsset = selectedMarket.baseAsset;
173
174
 
175
+ const [data, collStakingApy, marketBorrowRate] = await Promise.all([
176
+ contract.read.userData([selectedMarket.controllerAddress, address]),
177
+ STAKING_ASSETS.includes(collAsset) ? getStakingApy(collAsset) : Promise.resolve('0'),
178
+ borrowRate !== undefined
179
+ ? Promise.resolve(borrowRate)
180
+ : contract.read.globalData([selectedMarket.controllerAddress]).then((globalData) => ammRateToBorrowApy(globalData.ammRate.toString())),
181
+ ]);
182
+
174
183
  const health = assetAmountInEth(data.health.toString());
175
184
  const healthPercent = new Dec(health).mul(100).toString();
176
185
  const collPrice = assetAmountInEth(data.collateralPrice.toString(), debtAsset);
@@ -202,7 +211,7 @@ export const _getCurveUsdUserData = async (provider: Client, network: NetworkNum
202
211
  isBorrowed: new Dec(debtBorrowed).gt('0'),
203
212
  symbol: 'crvUSD',
204
213
  price: '1',
205
- interestRate: '0',
214
+ interestRate: marketBorrowRate,
206
215
  },
207
216
  } : {};
208
217
 
@@ -232,8 +241,15 @@ export const _getCurveUsdUserData = async (provider: Client, network: NetworkNum
232
241
  numOfBands: data.N.toString(),
233
242
  usedAssets,
234
243
  status,
244
+ borrowRate: marketBorrowRate,
235
245
  ...getCrvUsdAggregatedData({
236
- loanExists: data.loanExists, usedAssets, network: NetworkNumber.Eth, selectedMarket, numOfBands: data.N.toString(),
246
+ loanExists: data.loanExists,
247
+ usedAssets,
248
+ network: NetworkNumber.Eth,
249
+ selectedMarket,
250
+ numOfBands: data.N.toString(),
251
+ borrowRate: marketBorrowRate,
252
+ collStakingApy,
237
253
  }),
238
254
  userBands,
239
255
  };
@@ -245,10 +261,11 @@ export const getCurveUsdUserData = async (
245
261
  address: EthAddress,
246
262
  selectedMarket: CrvUSDMarketData,
247
263
  activeBand: string,
248
- ): Promise<CrvUSDUserData> => _getCurveUsdUserData(getViemProvider(provider, network), network, address, selectedMarket, activeBand);
264
+ borrowRate?: string,
265
+ ): Promise<CrvUSDUserData> => _getCurveUsdUserData(getViemProvider(provider, network), network, address, selectedMarket, activeBand, borrowRate);
249
266
 
250
267
  export const getCurveUsdFullPositionData = async (provider: EthereumProvider, network: NetworkNumber, address: EthAddress, selectedMarket: CrvUSDMarketData): Promise<CrvUSDUserData> => {
251
268
  const marketData = await getCurveUsdGlobalData(provider, network, selectedMarket);
252
- const positionData = await getCurveUsdUserData(provider, network, address, selectedMarket, marketData.activeBand);
269
+ const positionData = await getCurveUsdUserData(provider, network, address, selectedMarket, marketData.activeBand, marketData.borrowRate);
253
270
  return positionData;
254
271
  };
@@ -1830,3 +1830,43 @@ export const _getUserPositionsPortfolio = async (provider: PublicClient, network
1830
1830
  userData: userData[i],
1831
1831
  })).filter(md => md.marketData !== undefined);
1832
1832
  };
1833
+
1834
+
1835
+ export const _getAllFluidMarketDataPortfolio = async (provider: PublicClient, network: NetworkNumber): Promise<Record<string, FluidMarketData>> => {
1836
+ const versions = getFluidVersionsDataForNetwork(network);
1837
+ if (versions.length === 0) return {};
1838
+
1839
+ const view = FluidViewContractViem(provider, network);
1840
+ const vaultsData = await Promise.all(versions.map((version) => view.read.getVaultData([version.marketAddress])));
1841
+
1842
+ const tokens = Array.from(new Set(vaultsData.map((vaultData) => {
1843
+ const vaultTokens = [getAssetInfoByAddress(vaultData.supplyToken0, network).symbol, getAssetInfoByAddress(vaultData.borrowToken0, network).symbol];
1844
+ if (vaultData.supplyToken1 && !compareAddresses(ZERO_ADDRESS, vaultData.supplyToken1)) vaultTokens.push(getAssetInfoByAddress(vaultData.supplyToken1, network).symbol);
1845
+ if (vaultData.borrowToken1 && !compareAddresses(ZERO_ADDRESS, vaultData.borrowToken1)) vaultTokens.push(getAssetInfoByAddress(vaultData.borrowToken1, network).symbol);
1846
+ return vaultTokens;
1847
+ }).flat()));
1848
+
1849
+ // ETH and WBTC needed for other tokens prices
1850
+ if (!tokens.includes('ETH')) tokens.push('ETH');
1851
+ if (!tokens.includes('WBTC')) tokens.push('WBTC');
1852
+
1853
+ const [tokenPrices, merklCampaigns] = await Promise.all([
1854
+ getTokensPricesForPortfolio(tokens, provider, network),
1855
+ getFluidMerklCampaigns(network),
1856
+ ]);
1857
+
1858
+ const parsedMarketsData = await Promise.all(vaultsData.map(async (vaultData) => parseMarketData(provider, vaultData, network, tokenPrices)));
1859
+
1860
+ const marketsData: Record<string, FluidMarketData> = {};
1861
+ parsedMarketsData.forEach((marketData, i) => {
1862
+ if (!marketData) return;
1863
+ marketsData[versions[i].value] = attachFluidMerklIncentives(marketData, merklCampaigns);
1864
+ });
1865
+
1866
+ return marketsData;
1867
+ };
1868
+
1869
+ export const getAllFluidMarketDataPortfolio = async (
1870
+ provider: EthereumProvider,
1871
+ network: NetworkNumber,
1872
+ ): Promise<Record<string, FluidMarketData>> => _getAllFluidMarketDataPortfolio(getViemProvider(provider, network, { batch: { multicall: true } }), network);
@@ -186,6 +186,9 @@ export const aaveAnyGetAggregatedPositionData = ({
186
186
  },
187
187
  );
188
188
  payload.safetyRatioWithLtvZeroFallback = +payload.suppliedUsd ? new Dec(payload.borrowLimitWithLtvZeroFallbackUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
189
+ // Normalised safety ratio (100 = liquidation on every protocol): the automation ratio above, falling back
190
+ // to the regular ratio when the fallback carries its '0' placeholder.
191
+ payload.safetyRatio = +payload.safetyRatioWithLtvZeroFallback ? payload.safetyRatioWithLtvZeroFallback : payload.ratio;
189
192
  payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
190
193
  payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
191
194
  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
@@ -270,6 +270,7 @@ export const aaveV4GetAggregatedPositionData = ({
270
270
  payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
271
271
  payload.minRatio = '100';
272
272
  payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
273
+ payload.safetyRatio = payload.ratio;
273
274
  payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
274
275
  payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
275
276
  const { leveragedType, leveragedAsset } = isLeveragedPosAaveV4(usedAssets);
@@ -139,6 +139,7 @@ export const getCompoundV2AggregatedData = ({
139
139
  payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
140
140
  ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
141
141
  : '0';
142
+ payload.safetyRatio = payload.ratio;
142
143
 
143
144
  // Calculate borrow limits per asset
144
145
  Object.values(usedAssets).forEach((item) => {
@@ -185,6 +186,7 @@ export const getCompoundV3AggregatedData = ({
185
186
  payload.incentiveUsd = incentiveUsd;
186
187
  payload.totalInterestUsd = totalInterestUsd;
187
188
  payload.minRatio = '100';
189
+ payload.safetyRatio = payload.ratio;
188
190
  payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
189
191
  payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
190
192
  payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;
@@ -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, LiquityTroveInfo } from '../types';
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;
@@ -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');