@defisaver/positions-sdk 2.1.54 → 2.1.56-dev-exposure

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 (184) hide show
  1. package/.mocharc.json +4 -4
  2. package/.nvmrc +1 -1
  3. package/README.md +64 -64
  4. package/cjs/aaveV3/index.d.ts +1 -0
  5. package/cjs/aaveV3/index.js +5 -2
  6. package/cjs/compoundV2/index.d.ts +1 -0
  7. package/cjs/compoundV2/index.js +1 -0
  8. package/cjs/compoundV3/index.d.ts +1 -0
  9. package/cjs/compoundV3/index.js +1 -0
  10. package/cjs/eulerV2/index.d.ts +1 -0
  11. package/cjs/eulerV2/index.js +1 -0
  12. package/cjs/fluid/index.d.ts +3 -0
  13. package/cjs/helpers/aaveHelpers/index.js +1 -0
  14. package/cjs/helpers/compoundHelpers/index.js +2 -0
  15. package/cjs/helpers/curveUsdHelpers/index.js +1 -0
  16. package/cjs/helpers/eulerHelpers/index.js +1 -0
  17. package/cjs/helpers/fluidHelpers/index.js +1 -0
  18. package/cjs/helpers/liquityV2Helpers/index.js +1 -0
  19. package/cjs/helpers/llamaLendHelpers/index.js +1 -0
  20. package/cjs/helpers/morphoBlueHelpers/index.js +67 -66
  21. package/cjs/helpers/sparkHelpers/index.js +1 -0
  22. package/cjs/liquity/index.js +2 -0
  23. package/cjs/maker/index.js +2 -0
  24. package/cjs/markets/morphoBlue/index.d.ts +4 -0
  25. package/cjs/markets/morphoBlue/index.js +36 -2
  26. package/cjs/moneymarket/moneymarketCommonService.d.ts +1 -0
  27. package/cjs/moneymarket/moneymarketCommonService.js +8 -1
  28. package/cjs/savings/morphoVaults/index.js +17 -17
  29. package/cjs/spark/index.d.ts +1 -0
  30. package/cjs/spark/index.js +1 -0
  31. package/cjs/types/aave.d.ts +1 -0
  32. package/cjs/types/common.d.ts +1 -0
  33. package/cjs/types/compound.d.ts +1 -0
  34. package/cjs/types/curveUsd.d.ts +2 -0
  35. package/cjs/types/euler.d.ts +1 -0
  36. package/cjs/types/fluid.d.ts +1 -0
  37. package/cjs/types/liquity.d.ts +1 -0
  38. package/cjs/types/liquityV2.d.ts +2 -0
  39. package/cjs/types/llamaLend.d.ts +2 -0
  40. package/cjs/types/maker.d.ts +1 -0
  41. package/cjs/types/morphoBlue.d.ts +4 -0
  42. package/cjs/types/morphoBlue.js +2 -0
  43. package/cjs/types/spark.d.ts +1 -0
  44. package/esm/aaveV3/index.d.ts +1 -0
  45. package/esm/aaveV3/index.js +5 -2
  46. package/esm/compoundV2/index.d.ts +1 -0
  47. package/esm/compoundV2/index.js +1 -0
  48. package/esm/compoundV3/index.d.ts +1 -0
  49. package/esm/compoundV3/index.js +1 -0
  50. package/esm/eulerV2/index.d.ts +1 -0
  51. package/esm/eulerV2/index.js +1 -0
  52. package/esm/fluid/index.d.ts +3 -0
  53. package/esm/helpers/aaveHelpers/index.js +2 -1
  54. package/esm/helpers/compoundHelpers/index.js +3 -1
  55. package/esm/helpers/curveUsdHelpers/index.js +2 -1
  56. package/esm/helpers/eulerHelpers/index.js +2 -1
  57. package/esm/helpers/fluidHelpers/index.js +2 -1
  58. package/esm/helpers/liquityV2Helpers/index.js +2 -1
  59. package/esm/helpers/llamaLendHelpers/index.js +2 -1
  60. package/esm/helpers/morphoBlueHelpers/index.js +68 -67
  61. package/esm/helpers/sparkHelpers/index.js +2 -1
  62. package/esm/liquity/index.js +2 -0
  63. package/esm/maker/index.js +2 -0
  64. package/esm/markets/morphoBlue/index.d.ts +4 -0
  65. package/esm/markets/morphoBlue/index.js +32 -0
  66. package/esm/moneymarket/moneymarketCommonService.d.ts +1 -0
  67. package/esm/moneymarket/moneymarketCommonService.js +6 -0
  68. package/esm/savings/morphoVaults/index.js +17 -17
  69. package/esm/spark/index.d.ts +1 -0
  70. package/esm/spark/index.js +1 -0
  71. package/esm/types/aave.d.ts +1 -0
  72. package/esm/types/common.d.ts +1 -0
  73. package/esm/types/compound.d.ts +1 -0
  74. package/esm/types/curveUsd.d.ts +2 -0
  75. package/esm/types/euler.d.ts +1 -0
  76. package/esm/types/fluid.d.ts +1 -0
  77. package/esm/types/liquity.d.ts +1 -0
  78. package/esm/types/liquityV2.d.ts +2 -0
  79. package/esm/types/llamaLend.d.ts +2 -0
  80. package/esm/types/maker.d.ts +1 -0
  81. package/esm/types/morphoBlue.d.ts +4 -0
  82. package/esm/types/morphoBlue.js +2 -0
  83. package/esm/types/spark.d.ts +1 -0
  84. package/package.json +48 -48
  85. package/src/aaveV2/index.ts +240 -240
  86. package/src/aaveV3/index.ts +638 -635
  87. package/src/aaveV3/merit.ts +97 -97
  88. package/src/aaveV3/merkl.ts +74 -74
  89. package/src/claiming/aaveV3.ts +154 -154
  90. package/src/claiming/compV3.ts +22 -22
  91. package/src/claiming/ethena.ts +61 -61
  92. package/src/claiming/index.ts +12 -12
  93. package/src/claiming/king.ts +66 -66
  94. package/src/claiming/morphoBlue.ts +118 -118
  95. package/src/claiming/spark.ts +225 -225
  96. package/src/compoundV2/index.ts +245 -244
  97. package/src/compoundV3/index.ts +275 -274
  98. package/src/config/contracts.ts +1320 -1320
  99. package/src/constants/index.ts +10 -10
  100. package/src/contracts.ts +171 -171
  101. package/src/curveUsd/index.ts +254 -254
  102. package/src/eulerV2/index.ts +325 -324
  103. package/src/exchange/index.ts +25 -25
  104. package/src/fluid/index.ts +1800 -1800
  105. package/src/helpers/aaveHelpers/index.ts +203 -202
  106. package/src/helpers/compoundHelpers/index.ts +278 -276
  107. package/src/helpers/curveUsdHelpers/index.ts +44 -40
  108. package/src/helpers/eulerHelpers/index.ts +230 -229
  109. package/src/helpers/fluidHelpers/index.ts +338 -335
  110. package/src/helpers/index.ts +10 -10
  111. package/src/helpers/liquityV2Helpers/index.ts +85 -82
  112. package/src/helpers/llamaLendHelpers/index.ts +56 -53
  113. package/src/helpers/makerHelpers/index.ts +52 -52
  114. package/src/helpers/morphoBlueHelpers/index.ts +406 -405
  115. package/src/helpers/sparkHelpers/index.ts +170 -169
  116. package/src/index.ts +49 -49
  117. package/src/liquity/index.ts +161 -159
  118. package/src/liquityV2/index.ts +703 -703
  119. package/src/llamaLend/index.ts +305 -305
  120. package/src/maker/index.ts +225 -223
  121. package/src/markets/aave/index.ts +118 -118
  122. package/src/markets/aave/marketAssets.ts +54 -54
  123. package/src/markets/compound/index.ts +243 -243
  124. package/src/markets/compound/marketsAssets.ts +97 -97
  125. package/src/markets/curveUsd/index.ts +69 -69
  126. package/src/markets/euler/index.ts +26 -26
  127. package/src/markets/fluid/index.ts +2900 -2900
  128. package/src/markets/index.ts +25 -25
  129. package/src/markets/liquityV2/index.ts +102 -102
  130. package/src/markets/llamaLend/contractAddresses.ts +141 -141
  131. package/src/markets/llamaLend/index.ts +235 -235
  132. package/src/markets/morphoBlue/index.ts +1020 -988
  133. package/src/markets/spark/index.ts +29 -29
  134. package/src/markets/spark/marketAssets.ts +12 -12
  135. package/src/moneymarket/moneymarketCommonService.ts +90 -84
  136. package/src/morphoBlue/index.ts +274 -274
  137. package/src/portfolio/index.ts +586 -586
  138. package/src/savings/index.ts +95 -95
  139. package/src/savings/makerDsr/index.ts +53 -53
  140. package/src/savings/makerDsr/options.ts +9 -9
  141. package/src/savings/morphoVaults/index.ts +80 -80
  142. package/src/savings/morphoVaults/options.ts +193 -193
  143. package/src/savings/skyOptions/index.ts +95 -95
  144. package/src/savings/skyOptions/options.ts +10 -10
  145. package/src/savings/sparkSavingsVaults/index.ts +60 -60
  146. package/src/savings/sparkSavingsVaults/options.ts +35 -35
  147. package/src/savings/yearnV3Vaults/index.ts +61 -61
  148. package/src/savings/yearnV3Vaults/options.ts +55 -55
  149. package/src/savings/yearnVaults/index.ts +73 -73
  150. package/src/savings/yearnVaults/options.ts +32 -32
  151. package/src/services/priceService.ts +278 -278
  152. package/src/services/utils.ts +115 -115
  153. package/src/services/viem.ts +57 -57
  154. package/src/setup.ts +8 -8
  155. package/src/spark/index.ts +460 -459
  156. package/src/staking/eligibility.ts +53 -53
  157. package/src/staking/index.ts +1 -1
  158. package/src/staking/staking.ts +192 -192
  159. package/src/types/aave.ts +200 -199
  160. package/src/types/claiming.ts +114 -114
  161. package/src/types/common.ts +116 -115
  162. package/src/types/compound.ts +146 -145
  163. package/src/types/curveUsd.ts +125 -123
  164. package/src/types/euler.ts +177 -176
  165. package/src/types/fluid.ts +486 -485
  166. package/src/types/index.ts +15 -15
  167. package/src/types/liquity.ts +31 -30
  168. package/src/types/liquityV2.ts +130 -128
  169. package/src/types/llamaLend.ts +163 -161
  170. package/src/types/maker.ts +64 -63
  171. package/src/types/merit.ts +1 -1
  172. package/src/types/merkl.ts +70 -70
  173. package/src/types/morphoBlue.ts +206 -202
  174. package/src/types/portfolio.ts +60 -60
  175. package/src/types/savings/index.ts +23 -23
  176. package/src/types/savings/makerDsr.ts +13 -13
  177. package/src/types/savings/morphoVaults.ts +32 -32
  178. package/src/types/savings/sky.ts +14 -14
  179. package/src/types/savings/sparkSavingsVaults.ts +15 -15
  180. package/src/types/savings/yearnV3Vaults.ts +17 -17
  181. package/src/types/savings/yearnVaults.ts +14 -14
  182. package/src/types/spark.ts +136 -135
  183. package/src/umbrella/index.ts +69 -69
  184. package/src/umbrella/umbrellaUtils.ts +29 -29
@@ -1,41 +1,45 @@
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 {
5
+ calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
6
+ } from '../../moneymarket';
7
+ import { mapRange } from '../../services/utils';
8
+
9
+ export const getCrvUsdAggregatedData = ({
10
+ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
11
+ }:{
12
+ loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
13
+ }): CrvUSDAggregatedPositionData => {
14
+ const payload = {} as CrvUSDAggregatedPositionData;
15
+ payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
16
+ payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowed }: { borrowed: string }) => borrowed);
17
+ payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
18
+ payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
19
+
20
+ payload.ratio = loanExists
21
+ ? new Dec(payload.suppliedUsd)
22
+ .dividedBy(payload.borrowedUsd)
23
+ .times(100)
24
+ .toString()
25
+ : '0';
26
+
27
+ // this is all approximation
28
+ payload.minAllowedRatio = mapRange(numOfBands, 4, 50, 115, 140); // collateral ratio
29
+ payload.collFactor = new Dec(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
30
+ // only take in consideration collAsset
31
+ payload.borrowLimitUsd = usedAssets?.[selectedMarket.collAsset]?.isSupplied
32
+ ? new Dec(usedAssets[selectedMarket.collAsset].suppliedUsd).mul(payload.collFactor).toString()
33
+ : '0';
34
+
35
+ const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets as unknown as MMUsedAssets);
36
+ payload.leveragedType = leveragedType;
37
+ if (leveragedType !== '') {
38
+ payload.leveragedAsset = leveragedAsset;
39
+ payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
40
+ }
41
+
42
+ payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
43
+
44
+ return payload;
41
45
  };
@@ -1,230 +1,231 @@
1
- import Dec from 'decimal.js';
2
- import { assetAmountInWei } from '@defisaver/tokens';
3
- import {
4
- EthAddress, EthereumProvider, LeverageType, 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
- EulerV2UsedAsset,
14
- EulerV2UsedAssets,
15
- } from '../../types';
16
- import { EulerV2ViewContractViem } from '../../contracts';
17
- import { borrowOperations } from '../../constants';
18
- import { getViemProvider } from '../../services/viem';
19
-
20
- export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
21
- let borrowUnstable = 0;
22
- let supplyStable = 0;
23
- let borrowStable = 0;
24
- let supplyUnstable = 0;
25
- let longAsset = '';
26
- let shortAsset = '';
27
- let leverageAssetVault = '';
28
- Object.values(usedAssets).forEach(({
29
- symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
30
- }) => {
31
- const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
32
- const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
- if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
34
- if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
35
- if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
36
- borrowUnstable += 1;
37
- shortAsset = symbol;
38
- leverageAssetVault = vaultAddress;
39
- }
40
- if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
41
- supplyUnstable += 1;
42
- longAsset = symbol;
43
- leverageAssetVault = vaultAddress;
44
- }
45
- });
46
- const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
47
- const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
48
- const isVolatilePair = supplyUnstable === 1 && borrowUnstable === 1 && supplyStable === 0 && borrowStable === 0;
49
- if (isLong) {
50
- return {
51
- leveragedType: LeverageType.Long,
52
- leveragedAsset: longAsset,
53
- leveragedVault: leverageAssetVault,
54
- };
55
- }
56
- if (isShort) {
57
- return {
58
- leveragedType: LeverageType.Short,
59
- leveragedAsset: shortAsset,
60
- leveragedVault: leverageAssetVault,
61
- };
62
- }
63
- if (isVolatilePair) {
64
- return {
65
- leveragedType: LeverageType.VolatilePair,
66
- leveragedAsset: longAsset,
67
- leveragedVault: leverageAssetVault,
68
- };
69
- }
70
- return {
71
- leveragedType: LeverageType.None,
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 === LeverageType.VolatilePair) {
103
- const borrowedAsset = (Object.values(usedAssets) as EulerV2UsedAsset[]).find(({ borrowedUsd }: { borrowedUsd: string }) => +borrowedUsd > 0);
104
- const borrowedAssetPrice = assetsData[borrowedAsset!.vaultAddress.toLowerCase()].price;
105
- const leveragedAssetPrice = assetsData[leveragedVault.toLowerCase()].price;
106
- const isReverse = new Dec(leveragedAssetPrice).lt(borrowedAssetPrice);
107
- if (isReverse) {
108
- payload.leveragedType = LeverageType.VolatilePairReverse;
109
- payload.currentVolatilePairRatio = new Dec(borrowedAssetPrice).div(leveragedAssetPrice).toDP(18).toString();
110
- assetPrice = new Dec(borrowedAssetPrice).div(assetPrice).toString();
111
- } else {
112
- assetPrice = new Dec(assetPrice).div(borrowedAssetPrice).toString();
113
- payload.currentVolatilePairRatio = new Dec(leveragedAssetPrice).div(borrowedAssetPrice).toDP(18).toString();
114
- }
115
- }
116
- payload.liquidationPrice = calcLeverageLiqPrice(payload.leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
117
- }
118
- payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
119
- payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
120
- return payload;
121
- };
122
-
123
- export const getEulerV2BorrowRate = (interestRate: string) => {
124
- const _interestRate = new Dec(interestRate).div(1e27).toString();
125
- const secondsPerYear = 31556953;
126
- const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
127
- return new Dec(new Dec(a).minus(1)).mul(100).toString();
128
- };
129
-
130
- export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
131
-
132
- export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
133
- const interestFee = new Dec(_interestFee).div(10000);
134
- const fee = new Dec(1).minus(interestFee);
135
- return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
136
- };
137
-
138
- const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
139
- let liquidityAdded;
140
- let liquidityRemoved;
141
- if (isBorrowOperation) {
142
- liquidityAdded = action === 'payback' ? amount : '0';
143
- liquidityRemoved = action === 'borrow' ? amount : '0';
144
- } else {
145
- liquidityAdded = action === 'collateral' ? amount : '0';
146
- liquidityRemoved = action === 'withdraw' ? amount : '0';
147
- }
148
- return { liquidityAdded, liquidityRemoved };
149
- };
150
-
151
- export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], provider: EthereumProvider, network: NetworkNumber) => {
152
- const client = getViemProvider(provider, network, { batch: { multicall: true } });
153
- const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
154
- const apyAfterValuesEstimationParams: {
155
- vault: EthAddress;
156
- isBorrowOperation: boolean;
157
- liquidityAdded: BigInt;
158
- liquidityRemoved: BigInt;
159
- }[] = [];
160
- actions.forEach(({
161
- action, amount, asset, vaultAddress,
162
- }) => {
163
- const amountInWei = assetAmountInWei(amount, asset);
164
- const isBorrowOperation = borrowOperations.includes(action);
165
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
166
- apyAfterValuesEstimationParams.push({
167
- vault: vaultAddress,
168
- isBorrowOperation: borrowOperations.includes(action),
169
- liquidityAdded: BigInt(liquidityAdded),
170
- liquidityRemoved: BigInt(liquidityRemoved),
171
- });
172
- });
173
-
174
- const res = await Promise.all([
175
- ...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
176
- // @ts-ignore
177
- eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
178
- ]);
179
- const numOfActions = actions.length;
180
- const data: any = {};
181
- for (let i = 0; i < numOfActions; i += 1) {
182
- // @ts-ignore
183
- const _interestRate = res[numOfActions].estimatedBorrowRates[i];
184
- // @ts-ignore
185
- const vaultInfo = res[i][0];
186
- const decimals = vaultInfo.decimals;
187
- const borrowRate = getEulerV2BorrowRate(_interestRate);
188
-
189
- const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
190
- const action = actions[i].action;
191
- const isBorrowOperation = borrowOperations.includes(action);
192
- const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
193
-
194
- const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
195
- const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
196
- const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
197
- data[vaultInfo.vaultAddr.toLowerCase()] = {
198
- borrowRate,
199
- supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
200
- };
201
- }
202
- return data;
203
- };
204
-
205
- const xorLastByte = (address: string, xorValue: string): EthAddress => {
206
- // Extract the last byte (2 hex characters)
207
- const lastByte = address.slice(-2);
208
-
209
- // XOR the last byte with the given xorValue
210
-
211
- // eslint-disable-next-line no-bitwise
212
- const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
213
- ).join('');
214
-
215
- // Return the full address with the last byte XORed
216
- return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
217
- };
218
-
219
- export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
220
- // Clean the address by removing "0x"
221
- const cleanAddress = address.toLowerCase().replace(/^0x/, '');
222
-
223
- // XOR the last byte with 0x01, 0x02, and 0x03
224
- const xorWith01 = xorLastByte(cleanAddress, '01');
225
- const xorWith02 = xorLastByte(cleanAddress, '02');
226
- const xorWith03 = xorLastByte(cleanAddress, '03');
227
-
228
- // Return an array with all three modified addresses
229
- return [xorWith01, xorWith02, xorWith03];
1
+ import Dec from 'decimal.js';
2
+ import { assetAmountInWei } from '@defisaver/tokens';
3
+ import {
4
+ EthAddress, EthereumProvider, LeverageType, MMAssetsData, NetworkNumber,
5
+ } from '../../types/common';
6
+ import {
7
+ calcLeverageLiqPrice, getAssetsTotal, getExposure, STABLE_ASSETS,
8
+ } from '../../moneymarket';
9
+ import { calculateNetApy } from '../../staking';
10
+ import {
11
+ EulerV2AggregatedPositionData,
12
+ EulerV2AssetsData,
13
+ EulerV2UsedAsset,
14
+ EulerV2UsedAssets,
15
+ } from '../../types';
16
+ import { EulerV2ViewContractViem } from '../../contracts';
17
+ import { borrowOperations } from '../../constants';
18
+ import { getViemProvider } from '../../services/viem';
19
+
20
+ export const isLeveragedPos = (usedAssets: EulerV2UsedAssets, dustLimit = 5) => {
21
+ let borrowUnstable = 0;
22
+ let supplyStable = 0;
23
+ let borrowStable = 0;
24
+ let supplyUnstable = 0;
25
+ let longAsset = '';
26
+ let shortAsset = '';
27
+ let leverageAssetVault = '';
28
+ Object.values(usedAssets).forEach(({
29
+ symbol, suppliedUsd, borrowedUsd, collateral, vaultAddress,
30
+ }) => {
31
+ const isSupplied = (+suppliedUsd) > dustLimit; // ignore dust like <limit leftover supply
32
+ const isBorrowed = (+borrowedUsd) > dustLimit; // ignore dust like <limit leftover supply
33
+ if (isSupplied && STABLE_ASSETS.includes(symbol) && collateral) supplyStable += 1;
34
+ if (isBorrowed && STABLE_ASSETS.includes(symbol)) borrowStable += 1;
35
+ if (isBorrowed && !STABLE_ASSETS.includes(symbol)) {
36
+ borrowUnstable += 1;
37
+ shortAsset = symbol;
38
+ leverageAssetVault = vaultAddress;
39
+ }
40
+ if (isSupplied && !STABLE_ASSETS.includes(symbol) && collateral) {
41
+ supplyUnstable += 1;
42
+ longAsset = symbol;
43
+ leverageAssetVault = vaultAddress;
44
+ }
45
+ });
46
+ const isLong = borrowStable > 0 && borrowUnstable === 0 && supplyUnstable === 1 && supplyStable === 0;
47
+ const isShort = supplyStable > 0 && supplyUnstable === 0 && borrowUnstable === 1 && borrowStable === 0;
48
+ const isVolatilePair = supplyUnstable === 1 && borrowUnstable === 1 && supplyStable === 0 && borrowStable === 0;
49
+ if (isLong) {
50
+ return {
51
+ leveragedType: LeverageType.Long,
52
+ leveragedAsset: longAsset,
53
+ leveragedVault: leverageAssetVault,
54
+ };
55
+ }
56
+ if (isShort) {
57
+ return {
58
+ leveragedType: LeverageType.Short,
59
+ leveragedAsset: shortAsset,
60
+ leveragedVault: leverageAssetVault,
61
+ };
62
+ }
63
+ if (isVolatilePair) {
64
+ return {
65
+ leveragedType: LeverageType.VolatilePair,
66
+ leveragedAsset: longAsset,
67
+ leveragedVault: leverageAssetVault,
68
+ };
69
+ }
70
+ return {
71
+ leveragedType: LeverageType.None,
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 === LeverageType.VolatilePair) {
103
+ const borrowedAsset = (Object.values(usedAssets) as EulerV2UsedAsset[]).find(({ borrowedUsd }: { borrowedUsd: string }) => +borrowedUsd > 0);
104
+ const borrowedAssetPrice = assetsData[borrowedAsset!.vaultAddress.toLowerCase()].price;
105
+ const leveragedAssetPrice = assetsData[leveragedVault.toLowerCase()].price;
106
+ const isReverse = new Dec(leveragedAssetPrice).lt(borrowedAssetPrice);
107
+ if (isReverse) {
108
+ payload.leveragedType = LeverageType.VolatilePairReverse;
109
+ payload.currentVolatilePairRatio = new Dec(borrowedAssetPrice).div(leveragedAssetPrice).toDP(18).toString();
110
+ assetPrice = new Dec(borrowedAssetPrice).div(assetPrice).toString();
111
+ } else {
112
+ assetPrice = new Dec(assetPrice).div(borrowedAssetPrice).toString();
113
+ payload.currentVolatilePairRatio = new Dec(leveragedAssetPrice).div(borrowedAssetPrice).toDP(18).toString();
114
+ }
115
+ }
116
+ payload.liquidationPrice = calcLeverageLiqPrice(payload.leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
117
+ }
118
+ payload.minCollRatio = new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
119
+ payload.collLiquidationRatio = new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
120
+ payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
121
+ return payload;
122
+ };
123
+
124
+ export const getEulerV2BorrowRate = (interestRate: string) => {
125
+ const _interestRate = new Dec(interestRate).div(1e27).toString();
126
+ const secondsPerYear = 31556953;
127
+ const a = new Dec(1).plus(_interestRate).pow(secondsPerYear - 1).toString();
128
+ return new Dec(new Dec(a).minus(1)).mul(100).toString();
129
+ };
130
+
131
+ export const getUtilizationRate = (totalBorrows: string, totalAssets: string) => new Dec(totalBorrows).div(totalAssets).toString();
132
+
133
+ export const getEulerV2SupplyRate = (borrowRate: string, utilizationRate: string, _interestFee: string) => {
134
+ const interestFee = new Dec(_interestFee).div(10000);
135
+ const fee = new Dec(1).minus(interestFee);
136
+ return new Dec(borrowRate).mul(utilizationRate).mul(fee).toString();
137
+ };
138
+
139
+ const getLiquidityChanges = (action: string, amount: string, isBorrowOperation: boolean) => {
140
+ let liquidityAdded;
141
+ let liquidityRemoved;
142
+ if (isBorrowOperation) {
143
+ liquidityAdded = action === 'payback' ? amount : '0';
144
+ liquidityRemoved = action === 'borrow' ? amount : '0';
145
+ } else {
146
+ liquidityAdded = action === 'collateral' ? amount : '0';
147
+ liquidityRemoved = action === 'withdraw' ? amount : '0';
148
+ }
149
+ return { liquidityAdded, liquidityRemoved };
150
+ };
151
+
152
+ export const getApyAfterValuesEstimationEulerV2 = async (actions: { action: string, amount: string, asset: string, vaultAddress: EthAddress }[], provider: EthereumProvider, network: NetworkNumber) => {
153
+ const client = getViemProvider(provider, network, { batch: { multicall: true } });
154
+ const eulerV2ViewContract = EulerV2ViewContractViem(client, network);
155
+ const apyAfterValuesEstimationParams: {
156
+ vault: EthAddress;
157
+ isBorrowOperation: boolean;
158
+ liquidityAdded: BigInt;
159
+ liquidityRemoved: BigInt;
160
+ }[] = [];
161
+ actions.forEach(({
162
+ action, amount, asset, vaultAddress,
163
+ }) => {
164
+ const amountInWei = assetAmountInWei(amount, asset);
165
+ const isBorrowOperation = borrowOperations.includes(action);
166
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amountInWei, isBorrowOperation);
167
+ apyAfterValuesEstimationParams.push({
168
+ vault: vaultAddress,
169
+ isBorrowOperation: borrowOperations.includes(action),
170
+ liquidityAdded: BigInt(liquidityAdded),
171
+ liquidityRemoved: BigInt(liquidityRemoved),
172
+ });
173
+ });
174
+
175
+ const res = await Promise.all([
176
+ ...actions.map(({ vaultAddress }) => eulerV2ViewContract.read.getVaultInfoFull([vaultAddress])),
177
+ // @ts-ignore
178
+ eulerV2ViewContract.read.getApyAfterValuesEstimation([apyAfterValuesEstimationParams]),
179
+ ]);
180
+ const numOfActions = actions.length;
181
+ const data: any = {};
182
+ for (let i = 0; i < numOfActions; i += 1) {
183
+ // @ts-ignore
184
+ const _interestRate = res[numOfActions].estimatedBorrowRates[i];
185
+ // @ts-ignore
186
+ const vaultInfo = res[i][0];
187
+ const decimals = vaultInfo.decimals;
188
+ const borrowRate = getEulerV2BorrowRate(_interestRate);
189
+
190
+ const amount = new Dec(actions[i].amount).mul(10 ** decimals).toString();
191
+ const action = actions[i].action;
192
+ const isBorrowOperation = borrowOperations.includes(action);
193
+ const { liquidityAdded, liquidityRemoved } = getLiquidityChanges(action, amount, isBorrowOperation);
194
+
195
+ const totalBorrows = new Dec(vaultInfo.totalBorrows).add(isBorrowOperation ? liquidityRemoved : '0').sub(isBorrowOperation ? liquidityAdded : '0').toString();
196
+ const totalAssets = new Dec(vaultInfo.totalAssets).add(isBorrowOperation ? '0' : liquidityAdded).sub(isBorrowOperation ? '0' : liquidityRemoved).toString();
197
+ const utilizationRate = getUtilizationRate(totalBorrows, totalAssets);
198
+ data[vaultInfo.vaultAddr.toLowerCase()] = {
199
+ borrowRate,
200
+ supplyRate: getEulerV2SupplyRate(borrowRate, utilizationRate, vaultInfo.interestFee),
201
+ };
202
+ }
203
+ return data;
204
+ };
205
+
206
+ const xorLastByte = (address: string, xorValue: string): EthAddress => {
207
+ // Extract the last byte (2 hex characters)
208
+ const lastByte = address.slice(-2);
209
+
210
+ // XOR the last byte with the given xorValue
211
+
212
+ // eslint-disable-next-line no-bitwise
213
+ const xorResult = [...lastByte].map((char, i) => (parseInt(char, 16) ^ parseInt(xorValue[i], 16)).toString(16),
214
+ ).join('');
215
+
216
+ // Return the full address with the last byte XORed
217
+ return `0x${address.slice(0, -2)}${xorResult.padStart(2, '0')}`;
218
+ };
219
+
220
+ export const getEulerV2SubAccounts = (address: EthAddress): EthAddress[] => {
221
+ // Clean the address by removing "0x"
222
+ const cleanAddress = address.toLowerCase().replace(/^0x/, '');
223
+
224
+ // XOR the last byte with 0x01, 0x02, and 0x03
225
+ const xorWith01 = xorLastByte(cleanAddress, '01');
226
+ const xorWith02 = xorLastByte(cleanAddress, '02');
227
+ const xorWith03 = xorLastByte(cleanAddress, '03');
228
+
229
+ // Return an array with all three modified addresses
230
+ return [xorWith01, xorWith02, xorWith03];
230
231
  };