@defisaver/positions-sdk 2.1.27 → 2.1.28

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 (111) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +64 -64
  4. package/cjs/helpers/morphoBlueHelpers/index.js +66 -66
  5. package/cjs/savings/makerDSR/options.js +1 -0
  6. package/cjs/savings/morphoVaults/index.js +17 -17
  7. package/cjs/savings/morphoVaults/options.js +13 -0
  8. package/cjs/savings/yearnVaults/options.js +3 -0
  9. package/cjs/types/savings/makerDsr.d.ts +1 -0
  10. package/cjs/types/savings/morphoVaults.d.ts +1 -0
  11. package/cjs/types/savings/yearnVaults.d.ts +1 -0
  12. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  13. package/esm/savings/makerDSR/options.js +1 -0
  14. package/esm/savings/morphoVaults/index.js +17 -17
  15. package/esm/savings/morphoVaults/options.js +13 -0
  16. package/esm/savings/yearnVaults/options.js +3 -0
  17. package/esm/types/savings/makerDsr.d.ts +1 -0
  18. package/esm/types/savings/morphoVaults.d.ts +1 -0
  19. package/esm/types/savings/yearnVaults.d.ts +1 -0
  20. package/package.json +48 -48
  21. package/src/aaveV2/index.ts +240 -240
  22. package/src/aaveV3/index.ts +614 -614
  23. package/src/aaveV3/merit.ts +97 -97
  24. package/src/aaveV3/merkl.ts +74 -74
  25. package/src/claiming/aaveV3.ts +154 -154
  26. package/src/claiming/compV3.ts +22 -22
  27. package/src/claiming/ethena.ts +61 -61
  28. package/src/claiming/index.ts +12 -12
  29. package/src/claiming/king.ts +66 -66
  30. package/src/claiming/morphoBlue.ts +118 -118
  31. package/src/claiming/spark.ts +225 -225
  32. package/src/compoundV2/index.ts +244 -244
  33. package/src/compoundV3/index.ts +274 -274
  34. package/src/config/contracts.ts +1281 -1281
  35. package/src/constants/index.ts +10 -10
  36. package/src/contracts.ts +142 -142
  37. package/src/curveUsd/index.ts +254 -254
  38. package/src/eulerV2/index.ts +324 -324
  39. package/src/exchange/index.ts +25 -25
  40. package/src/fluid/index.ts +1800 -1800
  41. package/src/helpers/aaveHelpers/index.ts +187 -187
  42. package/src/helpers/compoundHelpers/index.ts +283 -283
  43. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  44. package/src/helpers/eulerHelpers/index.ts +222 -222
  45. package/src/helpers/fluidHelpers/index.ts +326 -326
  46. package/src/helpers/index.ts +10 -10
  47. package/src/helpers/liquityV2Helpers/index.ts +82 -82
  48. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  49. package/src/helpers/makerHelpers/index.ts +52 -52
  50. package/src/helpers/morphoBlueHelpers/index.ts +396 -396
  51. package/src/helpers/sparkHelpers/index.ts +158 -158
  52. package/src/index.ts +49 -49
  53. package/src/liquity/index.ts +159 -159
  54. package/src/liquityV2/index.ts +703 -703
  55. package/src/llamaLend/index.ts +305 -305
  56. package/src/maker/index.ts +223 -223
  57. package/src/markets/aave/index.ts +118 -118
  58. package/src/markets/aave/marketAssets.ts +54 -54
  59. package/src/markets/compound/index.ts +243 -243
  60. package/src/markets/compound/marketsAssets.ts +97 -97
  61. package/src/markets/curveUsd/index.ts +69 -69
  62. package/src/markets/euler/index.ts +26 -26
  63. package/src/markets/fluid/index.ts +2900 -2900
  64. package/src/markets/index.ts +25 -25
  65. package/src/markets/liquityV2/index.ts +102 -102
  66. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  67. package/src/markets/llamaLend/index.ts +235 -235
  68. package/src/markets/morphoBlue/index.ts +971 -971
  69. package/src/markets/spark/index.ts +29 -29
  70. package/src/markets/spark/marketAssets.ts +12 -12
  71. package/src/moneymarket/moneymarketCommonService.ts +85 -85
  72. package/src/morphoBlue/index.ts +274 -274
  73. package/src/portfolio/index.ts +598 -598
  74. package/src/savings/index.ts +46 -46
  75. package/src/savings/makerDsr/index.ts +53 -53
  76. package/src/savings/makerDsr/options.ts +9 -8
  77. package/src/savings/morphoVaults/index.ts +80 -80
  78. package/src/savings/morphoVaults/options.ts +135 -122
  79. package/src/savings/yearnVaults/index.ts +73 -73
  80. package/src/savings/yearnVaults/options.ts +32 -29
  81. package/src/services/priceService.ts +278 -278
  82. package/src/services/utils.ts +115 -115
  83. package/src/services/viem.ts +34 -34
  84. package/src/setup.ts +8 -8
  85. package/src/spark/index.ts +456 -456
  86. package/src/staking/eligibility.ts +53 -53
  87. package/src/staking/index.ts +1 -1
  88. package/src/staking/staking.ts +186 -186
  89. package/src/types/aave.ts +196 -196
  90. package/src/types/claiming.ts +114 -114
  91. package/src/types/common.ts +107 -107
  92. package/src/types/compound.ts +144 -144
  93. package/src/types/curveUsd.ts +123 -123
  94. package/src/types/euler.ts +175 -175
  95. package/src/types/fluid.ts +483 -483
  96. package/src/types/index.ts +14 -14
  97. package/src/types/liquity.ts +30 -30
  98. package/src/types/liquityV2.ts +126 -126
  99. package/src/types/llamaLend.ts +159 -159
  100. package/src/types/maker.ts +63 -63
  101. package/src/types/merit.ts +1 -1
  102. package/src/types/merkl.ts +70 -70
  103. package/src/types/morphoBlue.ts +200 -200
  104. package/src/types/portfolio.ts +60 -60
  105. package/src/types/savings/index.ts +17 -17
  106. package/src/types/savings/makerDsr.ts +13 -12
  107. package/src/types/savings/morphoVaults.ts +25 -24
  108. package/src/types/savings/yearnVaults.ts +14 -13
  109. package/src/types/spark.ts +133 -133
  110. package/src/umbrella/index.ts +69 -69
  111. package/src/umbrella/umbrellaUtils.ts +29 -29
@@ -1,41 +1,41 @@
1
- import Dec from 'decimal.js';
2
- import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
- import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
- import { mapRange } from '../../services/utils';
6
-
7
- export const getCrvUsdAggregatedData = ({
8
- loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
- }:{
10
- loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
- }): CrvUSDAggregatedPositionData => {
12
- const payload = {} as CrvUSDAggregatedPositionData;
13
- payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
- payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
-
18
- payload.ratio = loanExists
19
- ? new Dec(payload.suppliedUsd)
20
- .dividedBy(payload.borrowedUsd)
21
- .times(100)
22
- .toString()
23
- : '0';
24
-
25
- // this is all approximation
26
- payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
- payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
- // only take in consideration collAsset
29
- payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
- ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
- : '0';
32
-
33
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
- payload.leveragedType = leveragedType;
35
- if (leveragedType !== '') {
36
- payload.leveragedAsset = leveragedAsset;
37
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
- }
39
-
40
- return payload;
1
+ import Dec from 'decimal.js';
2
+ import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
3
+ import { MMUsedAssets, NetworkNumber } from '../../types/common';
4
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
5
+ import { mapRange } from '../../services/utils';
6
+
7
+ export const getCrvUsdAggregatedData = ({
8
+ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
9
+ }:{
10
+ loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
11
+ }): CrvUSDAggregatedPositionData => {
12
+ const payload = {} as CrvUSDAggregatedPositionData;
13
+ payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
14
+ payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
15
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
16
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
17
+
18
+ payload.ratio = loanExists
19
+ ? new Dec(payload.suppliedUsd)
20
+ .dividedBy(payload.borrowedUsd)
21
+ .times(100)
22
+ .toString()
23
+ : '0';
24
+
25
+ // this is all approximation
26
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
27
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
28
+ // only take in consideration collAsset
29
+ payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
30
+ ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
31
+ : '0';
32
+
33
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
34
+ payload.leveragedType = leveragedType;
35
+ if (leveragedType !== '') {
36
+ payload.leveragedAsset = leveragedAsset;
37
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
38
+ }
39
+
40
+ return payload;
41
41
  };
@@ -1,223 +1,223 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei } from '@defisaver/tokens';
3
- import {
4
- EthAddress, EthereumProvider, MMAssetsData, NetworkNumber,
5
- } from '../../types/common';
6
- import {
7
- calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
8
- } from '../../moneymarket';
9
- import { calculateNetApy } from '../../staking';
10
- import {
11
- EulerV2AggregatedPositionData,
12
- EulerV2AssetsData,
13
- EulerV2UsedAssets,
14
- } from '../../types';
15
- import { EulerV2ViewContractViem } from '../../contracts';
16
- import { borrowOperations } from '../../constants';
17
- import { getViemProvider } from '../../services/viem';
18
-
19
- export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
20
- let borrowUnstable = 0;
21
- let supplyStable = 0;
22
- let borrowStable = 0;
23
- let supplyUnstable = 0;
24
- let longAsset = '';
25
- let shortAsset = '';
26
- let leverageAssetVault = '';
27
- Object.values(usedAssets).forEach(({
28
- symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
29
- }) => {
30
- const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
31
- const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
32
- if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
33
- if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
34
- if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
35
- borrowUnstable += 1;
36
- shortAsset = symbol;
37
- leverageAssetVault = vaultAddress;
38
- }
39
- if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
40
- supplyUnstable += 1;
41
- longAsset = symbol;
42
- leverageAssetVault = vaultAddress;
43
- }
44
- });
45
- const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
46
- const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
47
- // lsd -> liquid staking derivative
48
- const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
49
- if (isLong) {
50
- return {
51
- leveragedType: 'long',
52
- leveragedAsset: longAsset,
53
- leveragedVault: leverageAssetVault,
54
- };
55
- }
56
- if (isShort) {
57
- return {
58
- leveragedType: 'short',
59
- leveragedAsset: shortAsset,
60
- leveragedVault: leverageAssetVault,
61
- };
62
- }
63
- if (isLsdLeveraged) {
64
- return {
65
- leveragedType: 'lsd-leverage',
66
- leveragedAsset: longAsset,
67
- leveragedVault: leverageAssetVault,
68
- };
69
- }
70
- return {
71
- leveragedType: '',
72
- leveragedAsset: '',
73
- leveragedVault: '',
74
- };
75
- };
76
-
77
- export const getEulerV2AggregatedData = ({
78
- usedAssets, assetsData, network, ...rest
79
- }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
80
- const payload = {} as EulerV2AggregatedPositionData;
81
- payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
82
- payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
83
- payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
84
- payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
85
- payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
86
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
87
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
88
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
89
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
90
- const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
91
- payload.netApy = netApy;
92
- payload.incentiveUsd = incentiveUsd;
93
- payload.totalInterestUsd = totalInterestUsd;
94
- payload.minRatio = '100';
95
- payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
96
- payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
97
- const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
98
- payload.leveragedType = leveragedType;
99
- if (leveragedType !== '') {
100
- payload.leveragedAsset = leveragedAsset;
101
- let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
102
- if (leveragedType === 'lsd-leverage') {
103
- const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
104
- if (ethAsset) {
105
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
106
- assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
107
- }
108
- }
109
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
110
- }
111
- payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
112
- payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
113
- return payload;
114
- };
115
-
116
- export const getEulerV2BorrowRate = (interestRate: string) => {
117
- const _interestRate = new Dec(interestRate).div(1e27).toString();
118
- const secondsPerYear = 31556953;
119
- const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
120
- return new Dec(new Dec(a).minus(1)).mul(100).toString();
121
- };
122
-
123
- export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
124
-
125
- export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
126
- const interestFee = new Dec(_interestFee).div(10000);
127
- const fee = new Dec(1).minus(interestFee);
128
- return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
129
- };
130
-
131
- const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
132
- let liquidityAdded;
133
- let liquidityRemoved;
134
- if (isBorrowOperation) {
135
- liquidityAdded = action === 'payback' ? amount : '0';
136
- liquidityRemoved = action === 'borrow' ? amount : '0';
137
- } else {
138
- liquidityAdded = action === 'collateral' ? amount : '0';
139
- liquidityRemoved = action === 'withdraw' ? amount : '0';
140
- }
141
- return { liquidityAdded, liquidityRemoved };
142
- };
143
-
144
- export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], provider: EthereumProvider, network: NetworkNumber) => {
145
- const client = getViemProvider(provider, network, { batch: { multicall: true } });
146
- const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
147
- const apyAfterValuesEstimationParams: {
148
- vault: EthAddress;
149
- isBorrowOperation: boolean;
150
- liquidityAdded: BigInt;
151
- liquidityRemoved: BigInt;
152
- }[] = [];
153
- actions.forEach(({
154
- action, amount, asset, vaultAddress,
155
- }) => {
156
- const amountInWei = assetAmountInWei(amount, asset);
157
- const isBorrowOperation = borrowOperations.includes(action);
158
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
159
- apyAfterValuesEstimationParams.push({
160
- vault: vaultAddress,
161
- isBorrowOperation: borrowOperations.includes(action),
162
- liquidityAdded: BigInt(liquidityAdded),
163
- liquidityRemoved: BigInt(liquidityRemoved),
164
- });
165
- });
166
-
167
- const res = await Promise.all([
168
- ...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
169
- // @ts-ignore
170
- eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
171
- ]);
172
- const numOfActions = actions.length;
173
- const data: any = {};
174
- for (let i = 0; i < numOfActions; i += 1) {
175
- // @ts-ignore
176
- const _interestRate = res[numOfActions].estimatedBorrowRates[i];
177
- // @ts-ignore
178
- const vaultInfo = res[i][0];
179
- const decimals = vaultInfo.decimals;
180
- const borrowRate = getEulerV2BorrowRate(_interestRate);
181
-
182
- const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
183
- const action = actions[i].action;
184
- const isBorrowOperation = borrowOperations.includes(action);
185
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
186
-
187
- const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
188
- const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
189
- const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
190
- data[vaultInfo.vaultAddr.toLowerCase()] = {
191
- borrowRate,
192
- supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
193
- };
194
- }
195
- return data;
196
- };
197
-
198
- const xorLastByte = (address: string, xorValue: string): EthAddress => {
199
- // Extract the last byte (2 hex characters)
200
- const lastByte = address.slice(-2);
201
-
202
- // XOR the last byte with the given xorValue
203
-
204
- // eslint-disable-next-line no-bitwise
205
- const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
206
- ).join('');
207
-
208
- // Return the full address with the last byte XORed
209
- return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
210
- };
211
-
212
- export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
213
- // Clean the address by removing "0x"
214
- const cleanAddress = address.toLowerCase().replace(/^0x/, '');
215
-
216
- // XOR the last byte with 0x01, 0x02, and 0x03
217
- const xorWith01 = xorLastByte(cleanAddress, '01');
218
- const xorWith02 = xorLastByte(cleanAddress, '02');
219
- const xorWith03 = xorLastByte(cleanAddress, '03');
220
-
221
- // Return an array with all three modified addresses
222
- return [xorWith01, xorWith02, xorWith03];
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei } from '@defisaver/tokens';
3
+ import {
4
+ EthAddress, EthereumProvider, MMAssetsData, NetworkNumber,
5
+ } from '../../types/common';
6
+ import {
7
+ calcLeverageLiqPrice, getAssetsTotal, STABLE_ASSETS,
8
+ } from '../../moneymarket';
9
+ import { calculateNetApy } from '../../staking';
10
+ import {
11
+ EulerV2AggregatedPositionData,
12
+ EulerV2AssetsData,
13
+ EulerV2UsedAssets,
14
+ } from '../../types';
15
+ import { EulerV2ViewContractViem } from '../../contracts';
16
+ import { borrowOperations } from '../../constants';
17
+ import { getViemProvider } from '../../services/viem';
18
+
19
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
20
+ let borrowUnstable = 0;
21
+ let supplyStable = 0;
22
+ let borrowStable = 0;
23
+ let supplyUnstable = 0;
24
+ let longAsset = '';
25
+ let shortAsset = '';
26
+ let leverageAssetVault = '';
27
+ Object.values(usedAssets).forEach(({
28
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
29
+ }) => {
30
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
31
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
32
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
33
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
34
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
35
+ borrowUnstable += 1;
36
+ shortAsset = symbol;
37
+ leverageAssetVault = vaultAddress;
38
+ }
39
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
40
+ supplyUnstable += 1;
41
+ longAsset = symbol;
42
+ leverageAssetVault = vaultAddress;
43
+ }
44
+ });
45
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
46
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
47
+ // lsd -> liquid staking derivative
48
+ const isLsdLeveraged = supplyUnstable === 1 && borrowUnstable === 1 && shortAsset === 'ETH' && ['stETH', 'wstETH', 'cbETH', 'rETH'].includes(longAsset);
49
+ if (isLong) {
50
+ return {
51
+ leveragedType: 'long',
52
+ leveragedAsset: longAsset,
53
+ leveragedVault: leverageAssetVault,
54
+ };
55
+ }
56
+ if (isShort) {
57
+ return {
58
+ leveragedType: 'short',
59
+ leveragedAsset: shortAsset,
60
+ leveragedVault: leverageAssetVault,
61
+ };
62
+ }
63
+ if (isLsdLeveraged) {
64
+ return {
65
+ leveragedType: 'lsd-leverage',
66
+ leveragedAsset: longAsset,
67
+ leveragedVault: leverageAssetVault,
68
+ };
69
+ }
70
+ return {
71
+ leveragedType: '',
72
+ leveragedAsset: '',
73
+ leveragedVault: '',
74
+ };
75
+ };
76
+
77
+ export const getEulerV2AggregatedData = ({
78
+ usedAssets, assetsData, network, ...rest
79
+ }: { usedAssets: EulerV2UsedAssets, assetsData: EulerV2AssetsData, network: NetworkNumber }) => {
80
+ const payload = {} as EulerV2AggregatedPositionData;
81
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
82
+ payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
83
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
84
+ payload.borrowLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].collateralFactor));
85
+ payload.liquidationLimitUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ vaultAddress, suppliedUsd }: { vaultAddress: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[vaultAddress.toLowerCase()].liquidationRatio));
86
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
87
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
88
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
89
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
90
+ const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
91
+ payload.netApy = netApy;
92
+ payload.incentiveUsd = incentiveUsd;
93
+ payload.totalInterestUsd = totalInterestUsd;
94
+ payload.minRatio = '100';
95
+ payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
96
+ payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
97
+ const { leveragedType, leveragedAsset, leveragedVault } = isLeveragedPos(usedAssets);
98
+ payload.leveragedType = leveragedType;
99
+ if (leveragedType !== '') {
100
+ payload.leveragedAsset = leveragedAsset;
101
+ let assetPrice = assetsData[leveragedVault.toLowerCase()].price;
102
+ if (leveragedType === 'lsd-leverage') {
103
+ const ethAsset = Object.values(assetsData).find((asset) => ['WETH', 'ETH'].includes(asset.symbol));
104
+ if (ethAsset) {
105
+ payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedVault.toLowerCase()].price).div(ethAsset.price).toString();
106
+ assetPrice = new Dec(assetPrice).div(ethAsset.price).toString();
107
+ }
108
+ }
109
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
110
+ }
111
+ payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
112
+ payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
113
+ return payload;
114
+ };
115
+
116
+ export const getEulerV2BorrowRate = (interestRate: string) => {
117
+ const _interestRate = new Dec(interestRate).div(1e27).toString();
118
+ const secondsPerYear = 31556953;
119
+ const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
120
+ return new Dec(new Dec(a).minus(1)).mul(100).toString();
121
+ };
122
+
123
+ export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
124
+
125
+ export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
126
+ const interestFee = new Dec(_interestFee).div(10000);
127
+ const fee = new Dec(1).minus(interestFee);
128
+ return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
129
+ };
130
+
131
+ const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
132
+ let liquidityAdded;
133
+ let liquidityRemoved;
134
+ if (isBorrowOperation) {
135
+ liquidityAdded = action === 'payback' ? amount : '0';
136
+ liquidityRemoved = action === 'borrow' ? amount : '0';
137
+ } else {
138
+ liquidityAdded = action === 'collateral' ? amount : '0';
139
+ liquidityRemoved = action === 'withdraw' ? amount : '0';
140
+ }
141
+ return { liquidityAdded, liquidityRemoved };
142
+ };
143
+
144
+ export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], provider: EthereumProvider, network: NetworkNumber) => {
145
+ const client = getViemProvider(provider, network, { batch: { multicall: true } });
146
+ const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
147
+ const apyAfterValuesEstimationParams: {
148
+ vault: EthAddress;
149
+ isBorrowOperation: boolean;
150
+ liquidityAdded: BigInt;
151
+ liquidityRemoved: BigInt;
152
+ }[] = [];
153
+ actions.forEach(({
154
+ action, amount, asset, vaultAddress,
155
+ }) => {
156
+ const amountInWei = assetAmountInWei(amount, asset);
157
+ const isBorrowOperation = borrowOperations.includes(action);
158
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
159
+ apyAfterValuesEstimationParams.push({
160
+ vault: vaultAddress,
161
+ isBorrowOperation: borrowOperations.includes(action),
162
+ liquidityAdded: BigInt(liquidityAdded),
163
+ liquidityRemoved: BigInt(liquidityRemoved),
164
+ });
165
+ });
166
+
167
+ const res = await Promise.all([
168
+ ...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
169
+ // @ts-ignore
170
+ eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
171
+ ]);
172
+ const numOfActions = actions.length;
173
+ const data: any = {};
174
+ for (let i = 0; i < numOfActions; i += 1) {
175
+ // @ts-ignore
176
+ const _interestRate = res[numOfActions].estimatedBorrowRates[i];
177
+ // @ts-ignore
178
+ const vaultInfo = res[i][0];
179
+ const decimals = vaultInfo.decimals;
180
+ const borrowRate = getEulerV2BorrowRate(_interestRate);
181
+
182
+ const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
183
+ const action = actions[i].action;
184
+ const isBorrowOperation = borrowOperations.includes(action);
185
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
186
+
187
+ const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
188
+ const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
189
+ const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
190
+ data[vaultInfo.vaultAddr.toLowerCase()] = {
191
+ borrowRate,
192
+ supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
193
+ };
194
+ }
195
+ return data;
196
+ };
197
+
198
+ const xorLastByte = (address: string, xorValue: string): EthAddress => {
199
+ // Extract the last byte (2 hex characters)
200
+ const lastByte = address.slice(-2);
201
+
202
+ // XOR the last byte with the given xorValue
203
+
204
+ // eslint-disable-next-line no-bitwise
205
+ const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
206
+ ).join('');
207
+
208
+ // Return the full address with the last byte XORed
209
+ return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
210
+ };
211
+
212
+ export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
213
+ // Clean the address by removing "0x"
214
+ const cleanAddress = address.toLowerCase().replace(/^0x/, '');
215
+
216
+ // XOR the last byte with 0x01, 0x02, and 0x03
217
+ const xorWith01 = xorLastByte(cleanAddress, '01');
218
+ const xorWith02 = xorLastByte(cleanAddress, '02');
219
+ const xorWith03 = xorLastByte(cleanAddress, '03');
220
+
221
+ // Return an array with all three modified addresses
222
+ return [xorWith01, xorWith02, xorWith03];
223
223
  };