@defisaver/positions-sdk 2.1.52 → 2.1.53

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Files changed (157) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +64 -64
  4. package/cjs/fluid/index.d.ts +6 -6
  5. package/cjs/helpers/aaveHelpers/index.d.ts +2 -2
  6. package/cjs/helpers/aaveHelpers/index.js +16 -5
  7. package/cjs/helpers/compoundHelpers/index.js +15 -18
  8. package/cjs/helpers/eulerHelpers/index.d.ts +2 -2
  9. package/cjs/helpers/eulerHelpers/index.js +21 -13
  10. package/cjs/helpers/fluidHelpers/index.js +16 -5
  11. package/cjs/helpers/morphoBlueHelpers/index.js +81 -71
  12. package/cjs/helpers/sparkHelpers/index.d.ts +2 -2
  13. package/cjs/helpers/sparkHelpers/index.js +15 -5
  14. package/cjs/moneymarket/moneymarketCommonService.d.ts +3 -3
  15. package/cjs/moneymarket/moneymarketCommonService.js +9 -9
  16. package/cjs/savings/morphoVaults/index.js +17 -17
  17. package/cjs/types/aave.d.ts +3 -3
  18. package/cjs/types/common.d.ts +7 -0
  19. package/cjs/types/common.js +9 -1
  20. package/cjs/types/compound.d.ts +3 -3
  21. package/cjs/types/curveUsd.d.ts +2 -2
  22. package/cjs/types/euler.d.ts +3 -3
  23. package/cjs/types/fluid.d.ts +3 -3
  24. package/cjs/types/index.d.ts +1 -0
  25. package/cjs/types/index.js +1 -0
  26. package/cjs/types/liquityV2.d.ts +3 -3
  27. package/cjs/types/llamaLend.d.ts +2 -2
  28. package/cjs/types/morphoBlue.d.ts +5 -5
  29. package/cjs/types/spark.d.ts +3 -3
  30. package/esm/fluid/index.d.ts +6 -6
  31. package/esm/helpers/aaveHelpers/index.d.ts +2 -2
  32. package/esm/helpers/aaveHelpers/index.js +16 -5
  33. package/esm/helpers/compoundHelpers/index.js +16 -19
  34. package/esm/helpers/eulerHelpers/index.d.ts +2 -2
  35. package/esm/helpers/eulerHelpers/index.js +21 -13
  36. package/esm/helpers/fluidHelpers/index.js +16 -5
  37. package/esm/helpers/morphoBlueHelpers/index.js +82 -72
  38. package/esm/helpers/sparkHelpers/index.d.ts +2 -2
  39. package/esm/helpers/sparkHelpers/index.js +16 -6
  40. package/esm/moneymarket/moneymarketCommonService.d.ts +3 -3
  41. package/esm/moneymarket/moneymarketCommonService.js +9 -9
  42. package/esm/savings/morphoVaults/index.js +17 -17
  43. package/esm/types/aave.d.ts +3 -3
  44. package/esm/types/common.d.ts +7 -0
  45. package/esm/types/common.js +8 -0
  46. package/esm/types/compound.d.ts +3 -3
  47. package/esm/types/curveUsd.d.ts +2 -2
  48. package/esm/types/euler.d.ts +3 -3
  49. package/esm/types/fluid.d.ts +3 -3
  50. package/esm/types/fluid.js +1 -1
  51. package/esm/types/index.d.ts +1 -0
  52. package/esm/types/index.js +1 -0
  53. package/esm/types/liquityV2.d.ts +3 -3
  54. package/esm/types/llamaLend.d.ts +2 -2
  55. package/esm/types/morphoBlue.d.ts +5 -5
  56. package/esm/types/spark.d.ts +3 -3
  57. package/package.json +48 -48
  58. package/src/aaveV2/index.ts +240 -240
  59. package/src/aaveV3/index.ts +635 -635
  60. package/src/aaveV3/merit.ts +97 -97
  61. package/src/aaveV3/merkl.ts +74 -74
  62. package/src/claiming/aaveV3.ts +154 -154
  63. package/src/claiming/compV3.ts +22 -22
  64. package/src/claiming/ethena.ts +61 -61
  65. package/src/claiming/index.ts +12 -12
  66. package/src/claiming/king.ts +66 -66
  67. package/src/claiming/morphoBlue.ts +118 -118
  68. package/src/claiming/spark.ts +225 -225
  69. package/src/compoundV2/index.ts +244 -244
  70. package/src/compoundV3/index.ts +274 -274
  71. package/src/config/contracts.ts +1320 -1320
  72. package/src/constants/index.ts +10 -10
  73. package/src/contracts.ts +171 -171
  74. package/src/curveUsd/index.ts +254 -254
  75. package/src/eulerV2/index.ts +324 -324
  76. package/src/exchange/index.ts +25 -25
  77. package/src/fluid/index.ts +1800 -1800
  78. package/src/helpers/aaveHelpers/index.ts +202 -191
  79. package/src/helpers/compoundHelpers/index.ts +276 -283
  80. package/src/helpers/curveUsdHelpers/index.ts +40 -40
  81. package/src/helpers/eulerHelpers/index.ts +229 -222
  82. package/src/helpers/fluidHelpers/index.ts +335 -326
  83. package/src/helpers/index.ts +10 -10
  84. package/src/helpers/liquityV2Helpers/index.ts +82 -82
  85. package/src/helpers/llamaLendHelpers/index.ts +53 -53
  86. package/src/helpers/makerHelpers/index.ts +52 -52
  87. package/src/helpers/morphoBlueHelpers/index.ts +405 -396
  88. package/src/helpers/sparkHelpers/index.ts +169 -158
  89. package/src/index.ts +49 -49
  90. package/src/liquity/index.ts +159 -159
  91. package/src/liquityV2/index.ts +703 -703
  92. package/src/llamaLend/index.ts +305 -305
  93. package/src/maker/index.ts +223 -223
  94. package/src/markets/aave/index.ts +118 -118
  95. package/src/markets/aave/marketAssets.ts +54 -54
  96. package/src/markets/compound/index.ts +243 -243
  97. package/src/markets/compound/marketsAssets.ts +97 -97
  98. package/src/markets/curveUsd/index.ts +69 -69
  99. package/src/markets/euler/index.ts +26 -26
  100. package/src/markets/fluid/index.ts +2900 -2900
  101. package/src/markets/index.ts +25 -25
  102. package/src/markets/liquityV2/index.ts +102 -102
  103. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  104. package/src/markets/llamaLend/index.ts +235 -235
  105. package/src/markets/morphoBlue/index.ts +988 -988
  106. package/src/markets/spark/index.ts +29 -29
  107. package/src/markets/spark/marketAssets.ts +12 -12
  108. package/src/moneymarket/moneymarketCommonService.ts +84 -85
  109. package/src/morphoBlue/index.ts +274 -274
  110. package/src/portfolio/index.ts +586 -586
  111. package/src/savings/index.ts +95 -95
  112. package/src/savings/makerDsr/index.ts +53 -53
  113. package/src/savings/makerDsr/options.ts +9 -9
  114. package/src/savings/morphoVaults/index.ts +80 -80
  115. package/src/savings/morphoVaults/options.ts +193 -193
  116. package/src/savings/skyOptions/index.ts +95 -95
  117. package/src/savings/skyOptions/options.ts +10 -10
  118. package/src/savings/sparkSavingsVaults/index.ts +60 -60
  119. package/src/savings/sparkSavingsVaults/options.ts +35 -35
  120. package/src/savings/yearnV3Vaults/index.ts +61 -61
  121. package/src/savings/yearnV3Vaults/options.ts +55 -55
  122. package/src/savings/yearnVaults/index.ts +73 -73
  123. package/src/savings/yearnVaults/options.ts +32 -32
  124. package/src/services/priceService.ts +278 -278
  125. package/src/services/utils.ts +115 -115
  126. package/src/services/viem.ts +57 -57
  127. package/src/setup.ts +8 -8
  128. package/src/spark/index.ts +459 -459
  129. package/src/staking/eligibility.ts +53 -53
  130. package/src/staking/index.ts +1 -1
  131. package/src/staking/staking.ts +192 -192
  132. package/src/types/aave.ts +199 -198
  133. package/src/types/claiming.ts +114 -114
  134. package/src/types/common.ts +115 -107
  135. package/src/types/compound.ts +145 -144
  136. package/src/types/curveUsd.ts +123 -123
  137. package/src/types/euler.ts +176 -175
  138. package/src/types/fluid.ts +485 -483
  139. package/src/types/index.ts +16 -15
  140. package/src/types/liquity.ts +30 -30
  141. package/src/types/liquityV2.ts +128 -126
  142. package/src/types/llamaLend.ts +161 -159
  143. package/src/types/maker.ts +63 -63
  144. package/src/types/merit.ts +1 -1
  145. package/src/types/merkl.ts +70 -70
  146. package/src/types/morphoBlue.ts +202 -202
  147. package/src/types/portfolio.ts +60 -60
  148. package/src/types/savings/index.ts +23 -23
  149. package/src/types/savings/makerDsr.ts +13 -13
  150. package/src/types/savings/morphoVaults.ts +32 -32
  151. package/src/types/savings/sky.ts +14 -14
  152. package/src/types/savings/sparkSavingsVaults.ts +15 -15
  153. package/src/types/savings/yearnV3Vaults.ts +17 -17
  154. package/src/types/savings/yearnVaults.ts +14 -14
  155. package/src/types/spark.ts +135 -134
  156. package/src/umbrella/index.ts +69 -69
  157. package/src/umbrella/umbrellaUtils.ts +29 -29
@@ -1,327 +1,336 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInEth } from '@defisaver/tokens';
3
- import {
4
- FluidAggregatedVaultData, FluidAssetData,
5
- FluidAssetsData, FluidDexBorrowDataStructOutput, FluidDexSupplyDataStructOutput, FluidUsedAsset,
6
- FluidUsedAssets,
7
- FluidVaultType,
8
- InnerFluidMarketData,
9
- } from '../../types';
10
- import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
11
- import { calculateNetApy } from '../../staking';
12
- import { MMAssetsData } from '../../types/common';
13
- import { getEthAmountForDecimals } from '../../services/utils';
14
-
15
- const calculateNetApyDex = ({ marketData, suppliedUsd, borrowedUsd }: { marketData: InnerFluidMarketData, suppliedUsd: string, borrowedUsd: string }) => {
16
- const {
17
- borrowRate,
18
- supplyRate,
19
- incentiveBorrowRate,
20
- incentiveSupplyRate,
21
- tradingBorrowRate,
22
- tradingSupplyRate,
23
- } = marketData;
24
-
25
- const totalBorrowRate = new Dec(borrowRate).minus(tradingBorrowRate || '0').toString();
26
- const totalSupplyRate = new Dec(supplyRate).add(tradingSupplyRate || '0').toString();
27
-
28
- const borrowIncentive = new Dec(incentiveBorrowRate || '0').mul(borrowedUsd).div(100).toString();
29
- const supplyIncentive = new Dec(incentiveSupplyRate || '0').mul(suppliedUsd).div(100).toString();
30
- const incentiveUsd = new Dec(supplyIncentive).minus(borrowIncentive).toString();
31
-
32
- const borrowInterest = new Dec(totalBorrowRate).mul(borrowedUsd).div(100).toString();
33
- const supplyInterest = new Dec(totalSupplyRate).mul(suppliedUsd).div(100).toString();
34
- const totalInterestUsd = new Dec(supplyInterest).add(incentiveUsd).minus(borrowInterest).toString();
35
- const balance = new Dec(suppliedUsd).sub(borrowedUsd).toString();
36
- const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
37
-
38
- return {
39
- netApy,
40
- incentiveUsd,
41
- totalInterestUsd,
42
- };
43
- };
44
-
45
- export const getFluidAggregatedData = ({
46
- usedAssets,
47
- assetsData,
48
- marketData,
49
- }: {
50
- usedAssets: FluidUsedAssets,
51
- marketData: InnerFluidMarketData,
52
- assetsData: FluidAssetsData
53
- },
54
- supplyShares?: string,
55
- borrowShares?: string,
56
- ): FluidAggregatedVaultData => {
57
- const payload = {} as FluidAggregatedVaultData;
58
-
59
- payload.suppliedUsd = [FluidVaultType.T1, FluidVaultType.T3].includes(marketData.vaultType)
60
- ? getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd)
61
- : new Dec(marketData.collSharePrice!).mul(supplyShares!).toString();
62
- payload.borrowedUsd = [FluidVaultType.T1, FluidVaultType.T2].includes(marketData.vaultType)
63
- ? getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd)
64
- : new Dec(marketData.debtSharePrice!).mul(borrowShares!).toString();
65
-
66
- const isDex = [FluidVaultType.T2, FluidVaultType.T3, FluidVaultType.T4].includes(marketData.vaultType);
67
- const { netApy, incentiveUsd, totalInterestUsd } = isDex ? calculateNetApyDex({ marketData, suppliedUsd: payload.suppliedUsd, borrowedUsd: payload.borrowedUsd }) : calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
68
- payload.netApy = netApy;
69
- payload.incentiveUsd = incentiveUsd;
70
- payload.totalInterestUsd = totalInterestUsd;
71
- const collFactor = marketData.collFactor;
72
- const liqRatio = marketData.liquidationRatio;
73
-
74
- payload.borrowLimitUsd = new Dec(payload.suppliedUsd).mul(collFactor).toString();
75
- payload.liquidationLimitUsd = new Dec(payload.suppliedUsd).mul(liqRatio).div(100).toString();
76
- const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
77
- payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
78
- payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
79
- payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
80
- payload.minRatio = marketData.minRatio;
81
- const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
82
-
83
- payload.leveragedType = leveragedType;
84
- if (leveragedType !== '') {
85
- payload.leveragedAsset = leveragedAsset;
86
- let assetPrice = assetsData[leveragedAsset].price;
87
- if (leveragedType === 'lsd-leverage') {
88
- // Treat ETH like a stablecoin in a long stETH position
89
- payload.leveragedLsdAssetRatio = new Dec(assetsData[leveragedAsset].price).div(assetsData.ETH.price).toDP(18).toString();
90
- assetPrice = new Dec(assetPrice).div(assetsData.ETH.price).toString();
91
- }
92
- payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
93
- }
94
-
95
- payload.minCollRatio = new Dec(payload.suppliedUsd).div(payload.borrowLimitUsd).mul(100).toString();
96
- payload.collLiquidationRatio = new Dec(payload.suppliedUsd).div(payload.liquidationLimitUsd).mul(100).toString();
97
-
98
- return payload;
99
- };
100
-
101
-
102
- interface DexSupplyData {
103
- maxSupplyShares: string
104
- supplyDexFee: string
105
- token0PerSupplyShare: string
106
- token1PerSupplyShare: string
107
- withdrawable0: string
108
- withdrawable1: string
109
- withdrawableShares: string
110
- utilizationSupply0: string
111
- utilizationSupply1: string
112
- supplyRate0: string
113
- supplyRate1: string
114
- totalSupplyShares: string
115
- withdrawableToken0: string
116
- withdrawableToken1: string
117
- totalSupplyToken0: string
118
- totalSupplyToken1: string
119
- reservesSupplyToken0: string
120
- reservesSupplyToken1: string
121
- }
122
-
123
- export const parseDexSupplyData = (dexSupplyData: FluidDexSupplyDataStructOutput, collAsset0: string, collAsset1: string): DexSupplyData => {
124
- const {
125
- dexPool, // address of the dex pool
126
- dexId, // id of the dex pool
127
- fee: _fee, // fee of the dex pool (Only used as swap fees)
128
- lastStoredPrice, // last stored price of the dex pool
129
- centerPrice, // center price of the dex pool
130
- token0Utilization, // token0 utilization
131
- token1Utilization, // token1 utilization
132
- // ONLY FOR SUPPLY
133
- totalSupplyShares: totalSupplySharesWei, // total supply shares, in 1e18
134
- maxSupplyShares: maxSupplySharesWei, // max supply shares, in 1e18
135
- token0Supplied, // token0 supplied, in token0 decimals
136
- token1Supplied, // token1 supplied, in token1 decimals
137
- sharesWithdrawable, // shares withdrawable, in 1e18
138
- token0Withdrawable, // token0 withdrawable, in token0 decimals
139
- token1Withdrawable, // token1 withdrawable, in token1 decimals
140
- token0PerSupplyShare: token0PerSupplyShareWei, // token0 amount per 1e18 supply shares
141
- token1PerSupplyShare: token1PerSupplyShareWei, // token1 amount per 1e18 supply shares
142
- token0SupplyRate, // token0 supply rate. E.g 320 = 3.2% APR
143
- token1SupplyRate, // token1 supply rate. E.g 320 = 3.2% APR
144
- supplyToken0Reserves, // token0 reserves in the dex pool
145
- supplyToken1Reserves, // token1 reserves in the dex pool
146
- } = dexSupplyData;
147
-
148
- const maxSupplyShares = getEthAmountForDecimals(maxSupplySharesWei.toString(), 18);
149
- const fee = new Dec(_fee).div(100).toString();
150
-
151
- const token0PerSupplyShare = assetAmountInEth(token0PerSupplyShareWei.toString(), collAsset0);
152
- const token1PerSupplyShare = assetAmountInEth(token1PerSupplyShareWei.toString(), collAsset1);
153
-
154
- const withdrawable0 = assetAmountInEth(token0Withdrawable.toString(), collAsset0);
155
- const withdrawable1 = assetAmountInEth(token1Withdrawable.toString(), collAsset1);
156
- const utilizationSupply0 = assetAmountInEth(token0Utilization.toString(), collAsset0);
157
- const utilizationSupply1 = assetAmountInEth(token1Utilization.toString(), collAsset1);
158
-
159
- const supplyRate0 = new Dec(token0SupplyRate).div(100).toString();
160
- const supplyRate1 = new Dec(token1SupplyRate).div(100).toString();
161
-
162
- const totalSupplyShares = getEthAmountForDecimals(totalSupplySharesWei.toString(), 18); // in shares
163
-
164
- const withdrawableShares = getEthAmountForDecimals(sharesWithdrawable.toString(), 18);
165
- const withdrawableToken0 = new Dec(withdrawableShares).mul(token0PerSupplyShare).div(1e18).toString();
166
- const withdrawableToken1 = new Dec(withdrawableShares).mul(token1PerSupplyShare).div(1e18).toString();
167
-
168
- const totalSupplyToken0 = assetAmountInEth(token0Supplied.toString(), collAsset0);
169
- const totalSupplyToken1 = assetAmountInEth(token1Supplied.toString(), collAsset1);
170
-
171
- const reservesSupplyToken0 = assetAmountInEth(supplyToken0Reserves.toString(), collAsset0);
172
- const reservesSupplyToken1 = assetAmountInEth(supplyToken1Reserves.toString(), collAsset1);
173
-
174
- return {
175
- maxSupplyShares,
176
- withdrawableShares,
177
- supplyDexFee: fee,
178
- token0PerSupplyShare,
179
- token1PerSupplyShare,
180
- withdrawable0,
181
- withdrawable1,
182
- utilizationSupply0,
183
- utilizationSupply1,
184
- supplyRate0,
185
- supplyRate1,
186
- totalSupplyShares,
187
- withdrawableToken0,
188
- withdrawableToken1,
189
- totalSupplyToken0,
190
- totalSupplyToken1,
191
- reservesSupplyToken0,
192
- reservesSupplyToken1,
193
- };
194
- };
195
-
196
- interface DexBorrowData {
197
- maxBorrowShares: string
198
- borrowDexFee: string
199
- token0PerBorrowShare: string
200
- token1PerBorrowShare: string
201
- borrowable0: string
202
- borrowable1: string
203
- utilizationBorrow0: string
204
- utilizationBorrow1: string
205
- borrowRate0: string
206
- borrowRate1: string
207
- totalBorrowShares: string
208
- borrowableToken0: string
209
- borrowableToken1: string
210
- totalBorrowToken0: string
211
- totalBorrowToken1: string
212
- borrowableShares: string
213
- quoteTokensPerShare: string
214
- reservesBorrowToken0: string
215
- reservesBorrowToken1: string
216
- }
217
-
218
- export const parseDexBorrowData = (dexBorrowData: FluidDexBorrowDataStructOutput, debtAsset0: string, debtAsset1: string): DexBorrowData => {
219
- const {
220
- dexPool,
221
- dexId,
222
- fee: _fee,
223
- lastStoredPrice,
224
- centerPrice,
225
- token0Utilization,
226
- token1Utilization,
227
- totalBorrowShares: totalBorrowSharesWei,
228
- maxBorrowShares: maxBorrowSharesWei,
229
- token0Borrowed,
230
- token1Borrowed,
231
- sharesBorrowable,
232
- token0Borrowable,
233
- token1Borrowable,
234
- token0PerBorrowShare: token0PerBorrowShareWei,
235
- token1PerBorrowShare: token1PerBorrowShareWei,
236
- token0BorrowRate,
237
- token1BorrowRate,
238
- quoteTokensPerShare,
239
- borrowToken0Reserves,
240
- borrowToken1Reserves,
241
- } = dexBorrowData;
242
-
243
- const maxBorrowShares = getEthAmountForDecimals(maxBorrowSharesWei.toString(), 18);
244
- const fee = new Dec(_fee).div(100).toString();
245
-
246
- const token0PerBorrowShare = assetAmountInEth(token0PerBorrowShareWei.toString(), debtAsset0);
247
- const token1PerBorrowShare = assetAmountInEth(token1PerBorrowShareWei.toString(), debtAsset1);
248
-
249
- const borrowable0 = assetAmountInEth(token0Borrowable.toString(), debtAsset0);
250
- const borrowable1 = assetAmountInEth(token1Borrowable.toString(), debtAsset1);
251
- const utilizationBorrow0 = assetAmountInEth(token0Utilization.toString(), debtAsset0);
252
- const utilizationBorrow1 = assetAmountInEth(token1Utilization.toString(), debtAsset1);
253
-
254
- const borrowRate0 = new Dec(token0BorrowRate).div(100).toString();
255
- const borrowRate1 = new Dec(token1BorrowRate).div(100).toString();
256
-
257
- const totalBorrowShares = getEthAmountForDecimals(totalBorrowSharesWei.toString(), 18); // in shares
258
-
259
- const borrowableShares = getEthAmountForDecimals(sharesBorrowable.toString(), 18);
260
- const borrowableToken0 = new Dec(borrowableShares).mul(token0PerBorrowShare).div(1e18).toString();
261
- const borrowableToken1 = new Dec(borrowableShares).mul(token1PerBorrowShare).div(1e18).toString();
262
-
263
- const totalBorrowToken0 = assetAmountInEth(token0Borrowed.toString(), debtAsset0);
264
- const totalBorrowToken1 = assetAmountInEth(token1Borrowed.toString(), debtAsset1);
265
-
266
- const reservesBorrowToken0 = assetAmountInEth(borrowToken0Reserves.toString(), debtAsset0);
267
- const reservesBorrowToken1 = assetAmountInEth(borrowToken1Reserves.toString(), debtAsset1);
268
-
269
- return {
270
- borrowableShares,
271
- maxBorrowShares,
272
- borrowDexFee: fee,
273
- token0PerBorrowShare,
274
- token1PerBorrowShare,
275
- borrowable0,
276
- borrowable1,
277
- utilizationBorrow0,
278
- utilizationBorrow1,
279
- borrowRate0,
280
- borrowRate1,
281
- totalBorrowShares,
282
- borrowableToken0,
283
- borrowableToken1,
284
- totalBorrowToken0,
285
- totalBorrowToken1,
286
- quoteTokensPerShare: getEthAmountForDecimals(quoteTokensPerShare.toString(), 27),
287
- reservesBorrowToken0,
288
- reservesBorrowToken1,
289
- };
290
- };
291
-
292
- const EMPTY_ASSET_DATA = {
293
- symbol: '',
294
- address: '',
295
- price: '0',
296
- totalSupply: '',
297
- totalBorrow: '0',
298
- canBeSupplied: false,
299
- canBeBorrowed: false,
300
- supplyRate: '0',
301
- borrowRate: '0',
302
- supplyIncentives: [],
303
- borrowIncentives: [],
304
- };
305
-
306
- export const mergeAssetData = (existing: Partial<FluidAssetData> = {}, additional: Partial<FluidAssetData>): FluidAssetData => ({
307
- ...EMPTY_ASSET_DATA,
308
- ...existing,
309
- ...additional,
310
- });
311
-
312
- export const EMPTY_USED_ASSET = {
313
- isSupplied: false,
314
- isBorrowed: false,
315
- supplied: '0',
316
- suppliedUsd: '0',
317
- borrowed: '0',
318
- borrowedUsd: '0',
319
- symbol: '',
320
- collateral: false,
321
- };
322
-
323
- export const mergeUsedAssets = (existing: Partial<FluidUsedAsset> = {}, additional: Partial<FluidUsedAsset>): FluidUsedAsset => ({
324
- ...EMPTY_USED_ASSET,
325
- ...existing,
326
- ...additional,
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInEth } from '@defisaver/tokens';
3
+ import {
4
+ FluidAggregatedVaultData, FluidAssetData,
5
+ FluidAssetsData, FluidDexBorrowDataStructOutput, FluidDexSupplyDataStructOutput, FluidUsedAsset,
6
+ FluidUsedAssets,
7
+ FluidVaultType,
8
+ InnerFluidMarketData,
9
+ } from '../../types';
10
+ import { calcLeverageLiqPrice, getAssetsTotal, isLeveragedPos } from '../../moneymarket';
11
+ import { calculateNetApy } from '../../staking';
12
+ import { LeverageType, MMAssetsData } from '../../types/common';
13
+ import { getEthAmountForDecimals } from '../../services/utils';
14
+
15
+ const calculateNetApyDex = ({ marketData, suppliedUsd, borrowedUsd }: { marketData: InnerFluidMarketData, suppliedUsd: string, borrowedUsd: string }) => {
16
+ const {
17
+ borrowRate,
18
+ supplyRate,
19
+ incentiveBorrowRate,
20
+ incentiveSupplyRate,
21
+ tradingBorrowRate,
22
+ tradingSupplyRate,
23
+ } = marketData;
24
+
25
+ const totalBorrowRate = new Dec(borrowRate).minus(tradingBorrowRate || '0').toString();
26
+ const totalSupplyRate = new Dec(supplyRate).add(tradingSupplyRate || '0').toString();
27
+
28
+ const borrowIncentive = new Dec(incentiveBorrowRate || '0').mul(borrowedUsd).div(100).toString();
29
+ const supplyIncentive = new Dec(incentiveSupplyRate || '0').mul(suppliedUsd).div(100).toString();
30
+ const incentiveUsd = new Dec(supplyIncentive).minus(borrowIncentive).toString();
31
+
32
+ const borrowInterest = new Dec(totalBorrowRate).mul(borrowedUsd).div(100).toString();
33
+ const supplyInterest = new Dec(totalSupplyRate).mul(suppliedUsd).div(100).toString();
34
+ const totalInterestUsd = new Dec(supplyInterest).add(incentiveUsd).minus(borrowInterest).toString();
35
+ const balance = new Dec(suppliedUsd).sub(borrowedUsd).toString();
36
+ const netApy = new Dec(totalInterestUsd).div(balance).times(100).toString();
37
+
38
+ return {
39
+ netApy,
40
+ incentiveUsd,
41
+ totalInterestUsd,
42
+ };
43
+ };
44
+
45
+ export const getFluidAggregatedData = ({
46
+ usedAssets,
47
+ assetsData,
48
+ marketData,
49
+ }: {
50
+ usedAssets: FluidUsedAssets,
51
+ marketData: InnerFluidMarketData,
52
+ assetsData: FluidAssetsData
53
+ },
54
+ supplyShares?: string,
55
+ borrowShares?: string,
56
+ ): FluidAggregatedVaultData => {
57
+ const payload = {} as FluidAggregatedVaultData;
58
+
59
+ payload.suppliedUsd = [FluidVaultType.T1, FluidVaultType.T3].includes(marketData.vaultType)
60
+ ? getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd)
61
+ : new Dec(marketData.collSharePrice!).mul(supplyShares!).toString();
62
+ payload.borrowedUsd = [FluidVaultType.T1, FluidVaultType.T2].includes(marketData.vaultType)
63
+ ? getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd)
64
+ : new Dec(marketData.debtSharePrice!).mul(borrowShares!).toString();
65
+
66
+ const isDex = [FluidVaultType.T2, FluidVaultType.T3, FluidVaultType.T4].includes(marketData.vaultType);
67
+ const { netApy, incentiveUsd, totalInterestUsd } = isDex ? calculateNetApyDex({ marketData, suppliedUsd: payload.suppliedUsd, borrowedUsd: payload.borrowedUsd }) : calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
68
+ payload.netApy = netApy;
69
+ payload.incentiveUsd = incentiveUsd;
70
+ payload.totalInterestUsd = totalInterestUsd;
71
+ const collFactor = marketData.collFactor;
72
+ const liqRatio = marketData.liquidationRatio;
73
+
74
+ payload.borrowLimitUsd = new Dec(payload.suppliedUsd).mul(collFactor).toString();
75
+ payload.liquidationLimitUsd = new Dec(payload.suppliedUsd).mul(liqRatio).div(100).toString();
76
+ const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
77
+ payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
78
+ payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
79
+ payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
80
+ payload.minRatio = marketData.minRatio;
81
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
82
+
83
+ payload.leveragedType = leveragedType;
84
+ if (leveragedType !== '') {
85
+ payload.leveragedAsset = leveragedAsset;
86
+ let assetPrice = assetsData[leveragedAsset].price;
87
+ if (leveragedType === LeverageType.VolatilePair) {
88
+ const borrowedAsset = (Object.values(usedAssets) as FluidUsedAsset[]).find(({ borrowedUsd }: { borrowedUsd: string }) => +borrowedUsd > 0);
89
+ const borrowedAssetPrice = assetsData[borrowedAsset!.symbol].price;
90
+ const leveragedAssetPrice = assetsData[leveragedAsset].price;
91
+ const isReverse = new Dec(leveragedAssetPrice).lt(borrowedAssetPrice);
92
+ if (isReverse) {
93
+ payload.leveragedType = LeverageType.VolatilePairReverse;
94
+ payload.currentVolatilePairRatio = new Dec(borrowedAssetPrice).div(leveragedAssetPrice).toDP(18).toString();
95
+ assetPrice = new Dec(borrowedAssetPrice).div(assetPrice).toString();
96
+ } else {
97
+ assetPrice = new Dec(assetPrice).div(borrowedAssetPrice).toString();
98
+ payload.currentVolatilePairRatio = new Dec(leveragedAssetPrice).div(borrowedAssetPrice).toDP(18).toString();
99
+ }
100
+ }
101
+ payload.liquidationPrice = calcLeverageLiqPrice(payload.leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
102
+ }
103
+
104
+ payload.minCollRatio = new Dec(payload.suppliedUsd).div(payload.borrowLimitUsd).mul(100).toString();
105
+ payload.collLiquidationRatio = new Dec(payload.suppliedUsd).div(payload.liquidationLimitUsd).mul(100).toString();
106
+
107
+ return payload;
108
+ };
109
+
110
+
111
+ interface DexSupplyData {
112
+ maxSupplyShares: string
113
+ supplyDexFee: string
114
+ token0PerSupplyShare: string
115
+ token1PerSupplyShare: string
116
+ withdrawable0: string
117
+ withdrawable1: string
118
+ withdrawableShares: string
119
+ utilizationSupply0: string
120
+ utilizationSupply1: string
121
+ supplyRate0: string
122
+ supplyRate1: string
123
+ totalSupplyShares: string
124
+ withdrawableToken0: string
125
+ withdrawableToken1: string
126
+ totalSupplyToken0: string
127
+ totalSupplyToken1: string
128
+ reservesSupplyToken0: string
129
+ reservesSupplyToken1: string
130
+ }
131
+
132
+ export const parseDexSupplyData = (dexSupplyData: FluidDexSupplyDataStructOutput, collAsset0: string, collAsset1: string): DexSupplyData => {
133
+ const {
134
+ dexPool, // address of the dex pool
135
+ dexId, // id of the dex pool
136
+ fee: _fee, // fee of the dex pool (Only used as swap fees)
137
+ lastStoredPrice, // last stored price of the dex pool
138
+ centerPrice, // center price of the dex pool
139
+ token0Utilization, // token0 utilization
140
+ token1Utilization, // token1 utilization
141
+ // ONLY FOR SUPPLY
142
+ totalSupplyShares: totalSupplySharesWei, // total supply shares, in 1e18
143
+ maxSupplyShares: maxSupplySharesWei, // max supply shares, in 1e18
144
+ token0Supplied, // token0 supplied, in token0 decimals
145
+ token1Supplied, // token1 supplied, in token1 decimals
146
+ sharesWithdrawable, // shares withdrawable, in 1e18
147
+ token0Withdrawable, // token0 withdrawable, in token0 decimals
148
+ token1Withdrawable, // token1 withdrawable, in token1 decimals
149
+ token0PerSupplyShare: token0PerSupplyShareWei, // token0 amount per 1e18 supply shares
150
+ token1PerSupplyShare: token1PerSupplyShareWei, // token1 amount per 1e18 supply shares
151
+ token0SupplyRate, // token0 supply rate. E.g 320 = 3.2% APR
152
+ token1SupplyRate, // token1 supply rate. E.g 320 = 3.2% APR
153
+ supplyToken0Reserves, // token0 reserves in the dex pool
154
+ supplyToken1Reserves, // token1 reserves in the dex pool
155
+ } = dexSupplyData;
156
+
157
+ const maxSupplyShares = getEthAmountForDecimals(maxSupplySharesWei.toString(), 18);
158
+ const fee = new Dec(_fee).div(100).toString();
159
+
160
+ const token0PerSupplyShare = assetAmountInEth(token0PerSupplyShareWei.toString(), collAsset0);
161
+ const token1PerSupplyShare = assetAmountInEth(token1PerSupplyShareWei.toString(), collAsset1);
162
+
163
+ const withdrawable0 = assetAmountInEth(token0Withdrawable.toString(), collAsset0);
164
+ const withdrawable1 = assetAmountInEth(token1Withdrawable.toString(), collAsset1);
165
+ const utilizationSupply0 = assetAmountInEth(token0Utilization.toString(), collAsset0);
166
+ const utilizationSupply1 = assetAmountInEth(token1Utilization.toString(), collAsset1);
167
+
168
+ const supplyRate0 = new Dec(token0SupplyRate).div(100).toString();
169
+ const supplyRate1 = new Dec(token1SupplyRate).div(100).toString();
170
+
171
+ const totalSupplyShares = getEthAmountForDecimals(totalSupplySharesWei.toString(), 18); // in shares
172
+
173
+ const withdrawableShares = getEthAmountForDecimals(sharesWithdrawable.toString(), 18);
174
+ const withdrawableToken0 = new Dec(withdrawableShares).mul(token0PerSupplyShare).div(1e18).toString();
175
+ const withdrawableToken1 = new Dec(withdrawableShares).mul(token1PerSupplyShare).div(1e18).toString();
176
+
177
+ const totalSupplyToken0 = assetAmountInEth(token0Supplied.toString(), collAsset0);
178
+ const totalSupplyToken1 = assetAmountInEth(token1Supplied.toString(), collAsset1);
179
+
180
+ const reservesSupplyToken0 = assetAmountInEth(supplyToken0Reserves.toString(), collAsset0);
181
+ const reservesSupplyToken1 = assetAmountInEth(supplyToken1Reserves.toString(), collAsset1);
182
+
183
+ return {
184
+ maxSupplyShares,
185
+ withdrawableShares,
186
+ supplyDexFee: fee,
187
+ token0PerSupplyShare,
188
+ token1PerSupplyShare,
189
+ withdrawable0,
190
+ withdrawable1,
191
+ utilizationSupply0,
192
+ utilizationSupply1,
193
+ supplyRate0,
194
+ supplyRate1,
195
+ totalSupplyShares,
196
+ withdrawableToken0,
197
+ withdrawableToken1,
198
+ totalSupplyToken0,
199
+ totalSupplyToken1,
200
+ reservesSupplyToken0,
201
+ reservesSupplyToken1,
202
+ };
203
+ };
204
+
205
+ interface DexBorrowData {
206
+ maxBorrowShares: string
207
+ borrowDexFee: string
208
+ token0PerBorrowShare: string
209
+ token1PerBorrowShare: string
210
+ borrowable0: string
211
+ borrowable1: string
212
+ utilizationBorrow0: string
213
+ utilizationBorrow1: string
214
+ borrowRate0: string
215
+ borrowRate1: string
216
+ totalBorrowShares: string
217
+ borrowableToken0: string
218
+ borrowableToken1: string
219
+ totalBorrowToken0: string
220
+ totalBorrowToken1: string
221
+ borrowableShares: string
222
+ quoteTokensPerShare: string
223
+ reservesBorrowToken0: string
224
+ reservesBorrowToken1: string
225
+ }
226
+
227
+ export const parseDexBorrowData = (dexBorrowData: FluidDexBorrowDataStructOutput, debtAsset0: string, debtAsset1: string): DexBorrowData => {
228
+ const {
229
+ dexPool,
230
+ dexId,
231
+ fee: _fee,
232
+ lastStoredPrice,
233
+ centerPrice,
234
+ token0Utilization,
235
+ token1Utilization,
236
+ totalBorrowShares: totalBorrowSharesWei,
237
+ maxBorrowShares: maxBorrowSharesWei,
238
+ token0Borrowed,
239
+ token1Borrowed,
240
+ sharesBorrowable,
241
+ token0Borrowable,
242
+ token1Borrowable,
243
+ token0PerBorrowShare: token0PerBorrowShareWei,
244
+ token1PerBorrowShare: token1PerBorrowShareWei,
245
+ token0BorrowRate,
246
+ token1BorrowRate,
247
+ quoteTokensPerShare,
248
+ borrowToken0Reserves,
249
+ borrowToken1Reserves,
250
+ } = dexBorrowData;
251
+
252
+ const maxBorrowShares = getEthAmountForDecimals(maxBorrowSharesWei.toString(), 18);
253
+ const fee = new Dec(_fee).div(100).toString();
254
+
255
+ const token0PerBorrowShare = assetAmountInEth(token0PerBorrowShareWei.toString(), debtAsset0);
256
+ const token1PerBorrowShare = assetAmountInEth(token1PerBorrowShareWei.toString(), debtAsset1);
257
+
258
+ const borrowable0 = assetAmountInEth(token0Borrowable.toString(), debtAsset0);
259
+ const borrowable1 = assetAmountInEth(token1Borrowable.toString(), debtAsset1);
260
+ const utilizationBorrow0 = assetAmountInEth(token0Utilization.toString(), debtAsset0);
261
+ const utilizationBorrow1 = assetAmountInEth(token1Utilization.toString(), debtAsset1);
262
+
263
+ const borrowRate0 = new Dec(token0BorrowRate).div(100).toString();
264
+ const borrowRate1 = new Dec(token1BorrowRate).div(100).toString();
265
+
266
+ const totalBorrowShares = getEthAmountForDecimals(totalBorrowSharesWei.toString(), 18); // in shares
267
+
268
+ const borrowableShares = getEthAmountForDecimals(sharesBorrowable.toString(), 18);
269
+ const borrowableToken0 = new Dec(borrowableShares).mul(token0PerBorrowShare).div(1e18).toString();
270
+ const borrowableToken1 = new Dec(borrowableShares).mul(token1PerBorrowShare).div(1e18).toString();
271
+
272
+ const totalBorrowToken0 = assetAmountInEth(token0Borrowed.toString(), debtAsset0);
273
+ const totalBorrowToken1 = assetAmountInEth(token1Borrowed.toString(), debtAsset1);
274
+
275
+ const reservesBorrowToken0 = assetAmountInEth(borrowToken0Reserves.toString(), debtAsset0);
276
+ const reservesBorrowToken1 = assetAmountInEth(borrowToken1Reserves.toString(), debtAsset1);
277
+
278
+ return {
279
+ borrowableShares,
280
+ maxBorrowShares,
281
+ borrowDexFee: fee,
282
+ token0PerBorrowShare,
283
+ token1PerBorrowShare,
284
+ borrowable0,
285
+ borrowable1,
286
+ utilizationBorrow0,
287
+ utilizationBorrow1,
288
+ borrowRate0,
289
+ borrowRate1,
290
+ totalBorrowShares,
291
+ borrowableToken0,
292
+ borrowableToken1,
293
+ totalBorrowToken0,
294
+ totalBorrowToken1,
295
+ quoteTokensPerShare: getEthAmountForDecimals(quoteTokensPerShare.toString(), 27),
296
+ reservesBorrowToken0,
297
+ reservesBorrowToken1,
298
+ };
299
+ };
300
+
301
+ const EMPTY_ASSET_DATA = {
302
+ symbol: '',
303
+ address: '',
304
+ price: '0',
305
+ totalSupply: '',
306
+ totalBorrow: '0',
307
+ canBeSupplied: false,
308
+ canBeBorrowed: false,
309
+ supplyRate: '0',
310
+ borrowRate: '0',
311
+ supplyIncentives: [],
312
+ borrowIncentives: [],
313
+ };
314
+
315
+ export const mergeAssetData = (existing: Partial<FluidAssetData> = {}, additional: Partial<FluidAssetData>): FluidAssetData => ({
316
+ ...EMPTY_ASSET_DATA,
317
+ ...existing,
318
+ ...additional,
319
+ });
320
+
321
+ export const EMPTY_USED_ASSET = {
322
+ isSupplied: false,
323
+ isBorrowed: false,
324
+ supplied: '0',
325
+ suppliedUsd: '0',
326
+ borrowed: '0',
327
+ borrowedUsd: '0',
328
+ symbol: '',
329
+ collateral: false,
330
+ };
331
+
332
+ export const mergeUsedAssets = (existing: Partial<FluidUsedAsset> = {}, additional: Partial<FluidUsedAsset>): FluidUsedAsset => ({
333
+ ...EMPTY_USED_ASSET,
334
+ ...existing,
335
+ ...additional,
327
336
  });