@defisaver/positions-sdk 2.1.43 → 2.1.44-aave-v1-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.
Files changed (110) 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/morphoVaults/index.js +17 -17
  6. package/cjs/staking/staking.js +26 -22
  7. package/esm/helpers/morphoBlueHelpers/index.js +66 -66
  8. package/esm/savings/morphoVaults/index.js +17 -17
  9. package/esm/staking/staking.js +26 -22
  10. package/package.json +48 -48
  11. package/src/aaveV2/index.ts +240 -240
  12. package/src/aaveV3/index.ts +625 -625
  13. package/src/aaveV3/merit.ts +97 -97
  14. package/src/aaveV3/merkl.ts +74 -74
  15. package/src/claiming/aaveV3.ts +154 -154
  16. package/src/claiming/compV3.ts +22 -22
  17. package/src/claiming/ethena.ts +61 -61
  18. package/src/claiming/index.ts +12 -12
  19. package/src/claiming/king.ts +66 -66
  20. package/src/claiming/morphoBlue.ts +118 -118
  21. package/src/claiming/spark.ts +225 -225
  22. package/src/compoundV2/index.ts +244 -244
  23. package/src/compoundV3/index.ts +274 -274
  24. package/src/config/contracts.ts +1295 -1295
  25. package/src/constants/index.ts +10 -10
  26. package/src/contracts.ts +171 -171
  27. package/src/curveUsd/index.ts +254 -254
  28. package/src/eulerV2/index.ts +324 -324
  29. package/src/exchange/index.ts +25 -25
  30. package/src/fluid/index.ts +1800 -1800
  31. package/src/helpers/aaveHelpers/index.ts +187 -187
  32. package/src/helpers/compoundHelpers/index.ts +283 -283
  33. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  34. package/src/helpers/eulerHelpers/index.ts +222 -222
  35. package/src/helpers/fluidHelpers/index.ts +326 -326
  36. package/src/helpers/index.ts +10 -10
  37. package/src/helpers/liquityV2Helpers/index.ts +82 -82
  38. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  39. package/src/helpers/makerHelpers/index.ts +52 -52
  40. package/src/helpers/morphoBlueHelpers/index.ts +396 -396
  41. package/src/helpers/sparkHelpers/index.ts +158 -158
  42. package/src/index.ts +49 -49
  43. package/src/liquity/index.ts +159 -159
  44. package/src/liquityV2/index.ts +703 -703
  45. package/src/llamaLend/index.ts +305 -305
  46. package/src/maker/index.ts +223 -223
  47. package/src/markets/aave/index.ts +118 -118
  48. package/src/markets/aave/marketAssets.ts +54 -54
  49. package/src/markets/compound/index.ts +243 -243
  50. package/src/markets/compound/marketsAssets.ts +97 -97
  51. package/src/markets/curveUsd/index.ts +69 -69
  52. package/src/markets/euler/index.ts +26 -26
  53. package/src/markets/fluid/index.ts +2900 -2900
  54. package/src/markets/index.ts +25 -25
  55. package/src/markets/liquityV2/index.ts +102 -102
  56. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  57. package/src/markets/llamaLend/index.ts +235 -235
  58. package/src/markets/morphoBlue/index.ts +971 -971
  59. package/src/markets/spark/index.ts +29 -29
  60. package/src/markets/spark/marketAssets.ts +12 -12
  61. package/src/moneymarket/moneymarketCommonService.ts +85 -85
  62. package/src/morphoBlue/index.ts +274 -274
  63. package/src/portfolio/index.ts +598 -598
  64. package/src/savings/index.ts +95 -95
  65. package/src/savings/makerDsr/index.ts +53 -53
  66. package/src/savings/makerDsr/options.ts +9 -9
  67. package/src/savings/morphoVaults/index.ts +80 -80
  68. package/src/savings/morphoVaults/options.ts +193 -193
  69. package/src/savings/skyOptions/index.ts +95 -95
  70. package/src/savings/skyOptions/options.ts +10 -10
  71. package/src/savings/sparkSavingsVaults/index.ts +60 -60
  72. package/src/savings/sparkSavingsVaults/options.ts +35 -35
  73. package/src/savings/yearnV3Vaults/index.ts +61 -61
  74. package/src/savings/yearnV3Vaults/options.ts +55 -55
  75. package/src/savings/yearnVaults/index.ts +73 -73
  76. package/src/savings/yearnVaults/options.ts +32 -32
  77. package/src/services/priceService.ts +278 -278
  78. package/src/services/utils.ts +115 -115
  79. package/src/services/viem.ts +34 -34
  80. package/src/setup.ts +8 -8
  81. package/src/spark/index.ts +458 -458
  82. package/src/staking/eligibility.ts +53 -53
  83. package/src/staking/index.ts +1 -1
  84. package/src/staking/staking.ts +190 -186
  85. package/src/types/aave.ts +196 -196
  86. package/src/types/claiming.ts +114 -114
  87. package/src/types/common.ts +107 -107
  88. package/src/types/compound.ts +144 -144
  89. package/src/types/curveUsd.ts +123 -123
  90. package/src/types/euler.ts +175 -175
  91. package/src/types/fluid.ts +483 -483
  92. package/src/types/index.ts +14 -14
  93. package/src/types/liquity.ts +30 -30
  94. package/src/types/liquityV2.ts +126 -126
  95. package/src/types/llamaLend.ts +159 -159
  96. package/src/types/maker.ts +63 -63
  97. package/src/types/merit.ts +1 -1
  98. package/src/types/merkl.ts +70 -70
  99. package/src/types/morphoBlue.ts +200 -200
  100. package/src/types/portfolio.ts +60 -60
  101. package/src/types/savings/index.ts +23 -23
  102. package/src/types/savings/makerDsr.ts +13 -13
  103. package/src/types/savings/morphoVaults.ts +32 -32
  104. package/src/types/savings/sky.ts +14 -14
  105. package/src/types/savings/sparkSavingsVaults.ts +15 -15
  106. package/src/types/savings/yearnV3Vaults.ts +17 -17
  107. package/src/types/savings/yearnVaults.ts +14 -14
  108. package/src/types/spark.ts +134 -134
  109. package/src/umbrella/index.ts +69 -69
  110. 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
  };