@drift-labs/sdk 2.31.1-beta.16 → 2.31.1-beta.18

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.
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.31.1-beta.16
1
+ 2.31.1-beta.18
@@ -1,5 +1,5 @@
1
1
  {
2
- "version": "2.31.1-beta.15",
2
+ "version": "2.31.1-beta.17",
3
3
  "name": "drift",
4
4
  "instructions": [
5
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  {
@@ -49,7 +49,7 @@ export declare function getStrictTokenValue(tokenAmount: BN, spotDecimals: numbe
49
49
  export declare function getTokenValue(tokenAmount: BN, spotDecimals: number, oraclePriceData: OraclePriceData): BN;
50
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  export declare function calculateAssetWeight(balanceAmount: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
51
51
  export declare function calculateLiabilityWeight(size: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
52
- export declare function calculateUtilization(bank: SpotMarketAccount): BN;
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+ export declare function calculateUtilization(bank: SpotMarketAccount, delta?: any): BN;
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53
  /**
54
54
  * calculates max borrow amount where rate would stay below targetBorrowRate
55
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  * @param spotMarketAccount
@@ -57,7 +57,7 @@ export declare function calculateUtilization(bank: SpotMarketAccount): BN;
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57
  * @returns : Precision: TOKEN DECIMALS
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  */
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  export declare function calculateSpotMarketBorrowCapacity(spotMarketAccount: SpotMarketAccount, targetBorrowRate: BN): BN;
60
- export declare function calculateInterestRate(bank: SpotMarketAccount): BN;
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+ export declare function calculateInterestRate(bank: SpotMarketAccount, delta?: any): BN;
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  export declare function calculateDepositRate(bank: SpotMarketAccount): BN;
62
62
  export declare function calculateBorrowRate(bank: SpotMarketAccount): BN;
63
63
  export declare function calculateInterestAccumulated(bank: SpotMarketAccount, now: BN): {
@@ -156,9 +156,15 @@ function calculateLiabilityWeight(size, spotMarket, marginCategory) {
156
156
  return liabilityWeight;
157
157
  }
158
158
  exports.calculateLiabilityWeight = calculateLiabilityWeight;
159
- function calculateUtilization(bank) {
160
- const tokenDepositAmount = getTokenAmount(bank.depositBalance, bank, types_1.SpotBalanceType.DEPOSIT);
161
- const tokenBorrowAmount = getTokenAmount(bank.borrowBalance, bank, types_1.SpotBalanceType.BORROW);
159
+ function calculateUtilization(bank, delta = numericConstants_1.ZERO) {
160
+ let tokenDepositAmount = getTokenAmount(bank.depositBalance, bank, types_1.SpotBalanceType.DEPOSIT);
161
+ let tokenBorrowAmount = getTokenAmount(bank.borrowBalance, bank, types_1.SpotBalanceType.BORROW);
162
+ if (delta.gt(numericConstants_1.ZERO)) {
163
+ tokenDepositAmount = tokenDepositAmount.add(delta);
164
+ }
165
+ else if (delta.lt(numericConstants_1.ZERO)) {
166
+ tokenBorrowAmount = tokenBorrowAmount.add(delta.abs());
167
+ }
162
168
  let utilization;
163
169
  if (tokenBorrowAmount.eq(numericConstants_1.ZERO) && tokenDepositAmount.eq(numericConstants_1.ZERO)) {
164
170
  utilization = numericConstants_1.ZERO;
@@ -216,8 +222,8 @@ function calculateSpotMarketBorrowCapacity(spotMarketAccount, targetBorrowRate)
216
222
  }
217
223
  }
218
224
  exports.calculateSpotMarketBorrowCapacity = calculateSpotMarketBorrowCapacity;
219
- function calculateInterestRate(bank) {
220
- const utilization = calculateUtilization(bank);
225
+ function calculateInterestRate(bank, delta = numericConstants_1.ZERO) {
226
+ const utilization = calculateUtilization(bank, delta);
221
227
  let interestRate;
222
228
  if (utilization.gt(new anchor_1.BN(bank.optimalUtilization))) {
223
229
  const surplusUtilization = utilization.sub(new anchor_1.BN(bank.optimalUtilization));
@@ -2,6 +2,8 @@ import { AddressLookupTableAccount, PublicKey, TransactionInstruction } from '@s
2
2
  import { JupiterClient } from '../jupiter/jupiterClient';
3
3
  import { DriftClient } from '../driftClient';
4
4
  import { BN } from '@coral-xyz/anchor';
5
+ import { User } from '../user';
6
+ import { DepositRecord } from '../types';
5
7
  export declare function findBestSuperStakeIxs({ amount, jupiterClient, driftClient, userAccountPublicKey, }: {
6
8
  amount: BN;
7
9
  jupiterClient: JupiterClient;
@@ -13,3 +15,7 @@ export declare function findBestSuperStakeIxs({ amount, jupiterClient, driftClie
13
15
  method: 'jupiter' | 'marinade';
14
16
  price: number;
15
17
  }>;
18
+ export declare function calculateSolEarned({ user, depositRecords, }: {
19
+ user: User;
20
+ depositRecords: DepositRecord[];
21
+ }): Promise<BN>;
@@ -1,7 +1,11 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.findBestSuperStakeIxs = void 0;
3
+ exports.calculateSolEarned = exports.findBestSuperStakeIxs = void 0;
4
+ const web3_js_1 = require("@solana/web3.js");
4
5
  const marinade_1 = require("../marinade");
6
+ const anchor_1 = require("@coral-xyz/anchor");
7
+ const types_1 = require("../types");
8
+ const numericConstants_1 = require("../constants/numericConstants");
5
9
  async function findBestSuperStakeIxs({ amount, jupiterClient, driftClient, userAccountPublicKey, }) {
6
10
  const marinadeProgram = (0, marinade_1.getMarinadeFinanceProgram)(driftClient.provider);
7
11
  const marinadePrice = await (0, marinade_1.getMarinadeMSolPrice)(marinadeProgram);
@@ -41,3 +45,52 @@ async function findBestSuperStakeIxs({ amount, jupiterClient, driftClient, userA
41
45
  }
42
46
  }
43
47
  exports.findBestSuperStakeIxs = findBestSuperStakeIxs;
48
+ async function calculateSolEarned({ user, depositRecords, }) {
49
+ const now = Date.now() / 1000;
50
+ const timestamps = [
51
+ now,
52
+ ...depositRecords.map((r) => r.ts.toNumber()),
53
+ ];
54
+ const msolRatios = new Map();
55
+ const getPrice = async (timestamp) => {
56
+ const date = new Date(timestamp * 1000); // Convert Unix timestamp to milliseconds
57
+ const swaggerApiDateTime = date.toISOString(); // Format date as swagger API date-time
58
+ const url = `https://api.marinade.finance/msol/price_sol?time=${swaggerApiDateTime}`;
59
+ const response = await fetch(url);
60
+ if (response.status === 200) {
61
+ const data = await response.json();
62
+ msolRatios.set(timestamp, data);
63
+ }
64
+ };
65
+ await Promise.all(timestamps.map(getPrice));
66
+ let solEarned = numericConstants_1.ZERO;
67
+ for (const record of depositRecords) {
68
+ if (record.marketIndex === 1) {
69
+ if ((0, types_1.isVariant)(record.explanation, 'deposit')) {
70
+ solEarned = solEarned.sub(record.amount);
71
+ }
72
+ else {
73
+ solEarned = solEarned.add(record.amount);
74
+ }
75
+ }
76
+ else if (record.marketIndex === 2) {
77
+ const msolRatio = msolRatios.get(record.ts.toNumber());
78
+ const msolRatioBN = new anchor_1.BN(msolRatio * web3_js_1.LAMPORTS_PER_SOL);
79
+ const solAmount = record.amount.mul(msolRatioBN).div(numericConstants_1.LAMPORTS_PRECISION);
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+ if ((0, types_1.isVariant)(record.explanation, 'deposit')) {
81
+ solEarned = solEarned.sub(solAmount);
82
+ }
83
+ else {
84
+ solEarned = solEarned.add(solAmount);
85
+ }
86
+ }
87
+ }
88
+ const currentMSOLTokenAmount = await user.getTokenAmount(2);
89
+ const currentSOLTokenAmount = await user.getTokenAmount(1);
90
+ const currentMSOLRatio = msolRatios.get(now);
91
+ const currentMSOLRatioBN = new anchor_1.BN(currentMSOLRatio * web3_js_1.LAMPORTS_PER_SOL);
92
+ solEarned = solEarned.add(currentMSOLTokenAmount.mul(currentMSOLRatioBN).div(numericConstants_1.LAMPORTS_PRECISION));
93
+ solEarned = solEarned.add(currentSOLTokenAmount);
94
+ return solEarned;
95
+ }
96
+ exports.calculateSolEarned = calculateSolEarned;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "2.31.1-beta.16",
3
+ "version": "2.31.1-beta.18",
4
4
  "main": "lib/index.js",
5
5
  "types": "lib/index.d.ts",
6
6
  "author": "crispheaney",
@@ -1,5 +1,5 @@
1
1
  {
2
- "version": "2.31.1-beta.16",
2
+ "version": "2.31.1-beta.18",
3
3
  "name": "drift",
4
4
  "instructions": [
5
5
  {
@@ -236,18 +236,27 @@ export function calculateLiabilityWeight(
236
236
  return liabilityWeight;
237
237
  }
238
238
 
239
- export function calculateUtilization(bank: SpotMarketAccount): BN {
240
- const tokenDepositAmount = getTokenAmount(
239
+ export function calculateUtilization(
240
+ bank: SpotMarketAccount,
241
+ delta = ZERO
242
+ ): BN {
243
+ let tokenDepositAmount = getTokenAmount(
241
244
  bank.depositBalance,
242
245
  bank,
243
246
  SpotBalanceType.DEPOSIT
244
247
  );
245
- const tokenBorrowAmount = getTokenAmount(
248
+ let tokenBorrowAmount = getTokenAmount(
246
249
  bank.borrowBalance,
247
250
  bank,
248
251
  SpotBalanceType.BORROW
249
252
  );
250
253
 
254
+ if (delta.gt(ZERO)) {
255
+ tokenDepositAmount = tokenDepositAmount.add(delta);
256
+ } else if (delta.lt(ZERO)) {
257
+ tokenBorrowAmount = tokenBorrowAmount.add(delta.abs());
258
+ }
259
+
251
260
  let utilization: BN;
252
261
  if (tokenBorrowAmount.eq(ZERO) && tokenDepositAmount.eq(ZERO)) {
253
262
  utilization = ZERO;
@@ -329,9 +338,11 @@ export function calculateSpotMarketBorrowCapacity(
329
338
  }
330
339
  }
331
340
 
332
- export function calculateInterestRate(bank: SpotMarketAccount): BN {
333
- const utilization = calculateUtilization(bank);
334
-
341
+ export function calculateInterestRate(
342
+ bank: SpotMarketAccount,
343
+ delta = ZERO
344
+ ): BN {
345
+ const utilization = calculateUtilization(bank, delta);
335
346
  let interestRate: BN;
336
347
  if (utilization.gt(new BN(bank.optimalUtilization))) {
337
348
  const surplusUtilization = utilization.sub(new BN(bank.optimalUtilization));
@@ -1,5 +1,6 @@
1
1
  import {
2
2
  AddressLookupTableAccount,
3
+ LAMPORTS_PER_SOL,
3
4
  PublicKey,
4
5
  TransactionInstruction,
5
6
  } from '@solana/web3.js';
@@ -7,6 +8,9 @@ import { JupiterClient } from '../jupiter/jupiterClient';
7
8
  import { DriftClient } from '../driftClient';
8
9
  import { getMarinadeFinanceProgram, getMarinadeMSolPrice } from '../marinade';
9
10
  import { BN } from '@coral-xyz/anchor';
11
+ import { User } from '../user';
12
+ import { DepositRecord, isVariant } from '../types';
13
+ import { LAMPORTS_PRECISION, ZERO } from '../constants/numericConstants';
10
14
 
11
15
  export async function findBestSuperStakeIxs({
12
16
  amount,
@@ -63,3 +67,66 @@ export async function findBestSuperStakeIxs({
63
67
  };
64
68
  }
65
69
  }
70
+
71
+ export async function calculateSolEarned({
72
+ user,
73
+ depositRecords,
74
+ }: {
75
+ user: User;
76
+ depositRecords: DepositRecord[];
77
+ }): Promise<BN> {
78
+ const now = Date.now() / 1000;
79
+ const timestamps: number[] = [
80
+ now,
81
+ ...depositRecords.map((r) => r.ts.toNumber()),
82
+ ];
83
+
84
+ const msolRatios = new Map<number, number>();
85
+
86
+ const getPrice = async (timestamp) => {
87
+ const date = new Date(timestamp * 1000); // Convert Unix timestamp to milliseconds
88
+ const swaggerApiDateTime = date.toISOString(); // Format date as swagger API date-time
89
+ const url = `https://api.marinade.finance/msol/price_sol?time=${swaggerApiDateTime}`;
90
+ const response = await fetch(url);
91
+ if (response.status === 200) {
92
+ const data = await response.json();
93
+ msolRatios.set(timestamp, data);
94
+ }
95
+ };
96
+
97
+ await Promise.all(timestamps.map(getPrice));
98
+
99
+ let solEarned = ZERO;
100
+ for (const record of depositRecords) {
101
+ if (record.marketIndex === 1) {
102
+ if (isVariant(record.explanation, 'deposit')) {
103
+ solEarned = solEarned.sub(record.amount);
104
+ } else {
105
+ solEarned = solEarned.add(record.amount);
106
+ }
107
+ } else if (record.marketIndex === 2) {
108
+ const msolRatio = msolRatios.get(record.ts.toNumber());
109
+ const msolRatioBN = new BN(msolRatio * LAMPORTS_PER_SOL);
110
+
111
+ const solAmount = record.amount.mul(msolRatioBN).div(LAMPORTS_PRECISION);
112
+ if (isVariant(record.explanation, 'deposit')) {
113
+ solEarned = solEarned.sub(solAmount);
114
+ } else {
115
+ solEarned = solEarned.add(solAmount);
116
+ }
117
+ }
118
+ }
119
+
120
+ const currentMSOLTokenAmount = await user.getTokenAmount(2);
121
+ const currentSOLTokenAmount = await user.getTokenAmount(1);
122
+
123
+ const currentMSOLRatio = msolRatios.get(now);
124
+ const currentMSOLRatioBN = new BN(currentMSOLRatio * LAMPORTS_PER_SOL);
125
+
126
+ solEarned = solEarned.add(
127
+ currentMSOLTokenAmount.mul(currentMSOLRatioBN).div(LAMPORTS_PRECISION)
128
+ );
129
+ solEarned = solEarned.add(currentSOLTokenAmount);
130
+
131
+ return solEarned;
132
+ }
@@ -1,102 +1,156 @@
1
- import { BN, ZERO, calculateSpotMarketBorrowCapacity } from '../../src';
1
+ import {
2
+ BN,
3
+ ZERO,
4
+ calculateSpotMarketBorrowCapacity,
5
+ SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
6
+ } from '../../src';
2
7
  import { mockSpotMarkets } from '../dlob/helpers';
3
8
 
4
9
  import { assert } from '../../src/assert/assert';
5
- import { SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION } from '@drift-labs/sdk';
6
10
 
7
11
  describe('Spot Tests', () => {
8
12
  it('base borrow capacity', () => {
9
- const mockSpot = mockSpotMarkets[0];
10
- mockSpot.maxBorrowRate = 1000000;
11
- mockSpot.optimalBorrowRate = 100000;
12
- mockSpot.optimalUtilization = 700000;
13
-
14
- mockSpot.decimals = 9;
15
- mockSpot.cumulativeDepositInterest = SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION;
16
- mockSpot.cumulativeBorrowInterest = SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION;
17
-
18
- const tokenAmount = 100000;
19
- // no borrows
20
- mockSpot.depositBalance = new BN(tokenAmount * 1e9);
21
- mockSpot.borrowBalance = ZERO;
22
-
23
- // todo, should incorp all other spot market constraints?
24
- const aboveMaxAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(2000000));
25
- assert(aboveMaxAmount.gt(mockSpot.depositBalance));
26
-
27
- const maxAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(1000000));
28
- assert(maxAmount.eq(mockSpot.depositBalance));
29
-
30
- const optAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(100000));
31
- const ans = new BN(mockSpot.depositBalance.toNumber() * 7 / 10);
32
- // console.log('optAmount:', optAmount.toNumber(), ans.toNumber());
33
- assert(optAmount.eq(ans));
34
-
35
- const betweenOptMaxAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(810000));
36
- // console.log('betweenOptMaxAmount:', betweenOptMaxAmount.toNumber());
37
- assert(betweenOptMaxAmount.lt(mockSpot.depositBalance));
38
- assert(betweenOptMaxAmount.gt(ans));
39
- assert(betweenOptMaxAmount.eq(new BN(93666600000000)));
40
-
41
- const belowOptAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(50000));
42
- // console.log('belowOptAmount:', belowOptAmount.toNumber());
43
- assert(belowOptAmount.eq(ans.div(new BN(2))));
44
-
45
- const belowOptAmount2 = calculateSpotMarketBorrowCapacity(mockSpot, new BN(24900));
46
- // console.log('belowOptAmount2:', belowOptAmount2.toNumber());
47
- assert(belowOptAmount2.lt(ans.div(new BN(4))));
48
- assert(belowOptAmount2.eq(new BN('17430000000000')));
49
-
50
- const belowOptAmount3 = calculateSpotMarketBorrowCapacity(mockSpot, new BN(1));
51
- // console.log('belowOptAmount3:', belowOptAmount3.toNumber());
52
- assert(belowOptAmount3.eq(new BN('700000000'))); //0.7
53
- });
54
-
55
-
56
- it('complex borrow capacity', () => {
57
- const mockSpot = mockSpotMarkets[0];
58
- mockSpot.maxBorrowRate = 1000000;
59
- mockSpot.optimalBorrowRate = 70000;
60
- mockSpot.optimalUtilization = 700000;
61
-
62
- mockSpot.decimals = 9;
63
- mockSpot.cumulativeDepositInterest = new BN(1.0154217042 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber());
64
- mockSpot.cumulativeBorrowInterest = new BN(1.0417153549 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber());
65
-
66
- mockSpot.depositBalance = new BN(88522.734106451 * 1e9);
67
- mockSpot.borrowBalance = new BN(7089.91675884 * 1e9);
68
-
69
- // todo, should incorp all other spot market constraints?
70
- const aboveMaxAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(2000000));
71
- assert(aboveMaxAmount.eq(new BN('111498270939007')));
72
-
73
- const maxAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(1000000));
74
- assert(maxAmount.eq(new BN('82502230374168')));
75
- // console.log('aboveMaxAmount:', aboveMaxAmount.toNumber(), 'maxAmount:', maxAmount.toNumber());
76
- const optAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(70000));
77
- // console.log('optAmount:', optAmount.toNumber());
78
- assert(optAmount.eq(new BN('55535858716123'))); // ~ 55535
79
-
80
- const betweenOptMaxAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(810000));
81
- // console.log('betweenOptMaxAmount:', betweenOptMaxAmount.toNumber());
82
- assert(betweenOptMaxAmount.lt(maxAmount));
83
- assert(betweenOptMaxAmount.eq(new BN(76992910756523)));
84
- assert(betweenOptMaxAmount.gt(optAmount));
85
-
86
- const belowOptAmount = calculateSpotMarketBorrowCapacity(mockSpot, new BN(50000));
87
- // console.log('belowOptAmount:', belowOptAmount.toNumber());
88
- assert(belowOptAmount.eq(new BN('37558277610760')));
89
-
90
- const belowOptAmount2 = calculateSpotMarketBorrowCapacity(mockSpot, new BN(24900));
91
- // console.log('belowOptAmount2:', belowOptAmount2.toNumber());
92
- assert(belowOptAmount2.eq(new BN('14996413323529')));
93
-
94
- const belowOptAmount3 = calculateSpotMarketBorrowCapacity(mockSpot, new BN(4900));
95
- // console.log('belowOptAmount2:', belowOptAmount3.toNumber());
96
- assert(belowOptAmount3.eq(new BN('0')));
97
-
98
- const belowOptAmount4 = calculateSpotMarketBorrowCapacity(mockSpot, new BN(1));
99
- // console.log('belowOptAmount3:', belowOptAmount4.toNumber());
100
- assert(belowOptAmount4.eq(new BN('0')));
101
- });
102
- });
13
+ const mockSpot = mockSpotMarkets[0];
14
+ mockSpot.maxBorrowRate = 1000000;
15
+ mockSpot.optimalBorrowRate = 100000;
16
+ mockSpot.optimalUtilization = 700000;
17
+
18
+ mockSpot.decimals = 9;
19
+ mockSpot.cumulativeDepositInterest =
20
+ SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION;
21
+ mockSpot.cumulativeBorrowInterest =
22
+ SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION;
23
+
24
+ const tokenAmount = 100000;
25
+ // no borrows
26
+ mockSpot.depositBalance = new BN(tokenAmount * 1e9);
27
+ mockSpot.borrowBalance = ZERO;
28
+
29
+ // todo, should incorp all other spot market constraints?
30
+ const aboveMaxAmount = calculateSpotMarketBorrowCapacity(
31
+ mockSpot,
32
+ new BN(2000000)
33
+ );
34
+ assert(aboveMaxAmount.gt(mockSpot.depositBalance));
35
+
36
+ const maxAmount = calculateSpotMarketBorrowCapacity(
37
+ mockSpot,
38
+ new BN(1000000)
39
+ );
40
+ assert(maxAmount.eq(mockSpot.depositBalance));
41
+
42
+ const optAmount = calculateSpotMarketBorrowCapacity(
43
+ mockSpot,
44
+ new BN(100000)
45
+ );
46
+ const ans = new BN((mockSpot.depositBalance.toNumber() * 7) / 10);
47
+ // console.log('optAmount:', optAmount.toNumber(), ans.toNumber());
48
+ assert(optAmount.eq(ans));
49
+
50
+ const betweenOptMaxAmount = calculateSpotMarketBorrowCapacity(
51
+ mockSpot,
52
+ new BN(810000)
53
+ );
54
+ // console.log('betweenOptMaxAmount:', betweenOptMaxAmount.toNumber());
55
+ assert(betweenOptMaxAmount.lt(mockSpot.depositBalance));
56
+ assert(betweenOptMaxAmount.gt(ans));
57
+ assert(betweenOptMaxAmount.eq(new BN(93666600000000)));
58
+
59
+ const belowOptAmount = calculateSpotMarketBorrowCapacity(
60
+ mockSpot,
61
+ new BN(50000)
62
+ );
63
+ // console.log('belowOptAmount:', belowOptAmount.toNumber());
64
+ assert(belowOptAmount.eq(ans.div(new BN(2))));
65
+
66
+ const belowOptAmount2 = calculateSpotMarketBorrowCapacity(
67
+ mockSpot,
68
+ new BN(24900)
69
+ );
70
+ // console.log('belowOptAmount2:', belowOptAmount2.toNumber());
71
+ assert(belowOptAmount2.lt(ans.div(new BN(4))));
72
+ assert(belowOptAmount2.eq(new BN('17430000000000')));
73
+
74
+ const belowOptAmount3 = calculateSpotMarketBorrowCapacity(
75
+ mockSpot,
76
+ new BN(1)
77
+ );
78
+ // console.log('belowOptAmount3:', belowOptAmount3.toNumber());
79
+ assert(belowOptAmount3.eq(new BN('700000000'))); //0.7
80
+ });
81
+
82
+ it('complex borrow capacity', () => {
83
+ const mockSpot = mockSpotMarkets[0];
84
+ mockSpot.maxBorrowRate = 1000000;
85
+ mockSpot.optimalBorrowRate = 70000;
86
+ mockSpot.optimalUtilization = 700000;
87
+
88
+ mockSpot.decimals = 9;
89
+ mockSpot.cumulativeDepositInterest = new BN(
90
+ 1.0154217042 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber()
91
+ );
92
+ mockSpot.cumulativeBorrowInterest = new BN(
93
+ 1.0417153549 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber()
94
+ );
95
+
96
+ mockSpot.depositBalance = new BN(88522.734106451 * 1e9);
97
+ mockSpot.borrowBalance = new BN(7089.91675884 * 1e9);
98
+
99
+ // todo, should incorp all other spot market constraints?
100
+ const aboveMaxAmount = calculateSpotMarketBorrowCapacity(
101
+ mockSpot,
102
+ new BN(2000000)
103
+ );
104
+ assert(aboveMaxAmount.eq(new BN('111498270939007')));
105
+
106
+ const maxAmount = calculateSpotMarketBorrowCapacity(
107
+ mockSpot,
108
+ new BN(1000000)
109
+ );
110
+ assert(maxAmount.eq(new BN('82502230374168')));
111
+ // console.log('aboveMaxAmount:', aboveMaxAmount.toNumber(), 'maxAmount:', maxAmount.toNumber());
112
+ const optAmount = calculateSpotMarketBorrowCapacity(
113
+ mockSpot,
114
+ new BN(70000)
115
+ );
116
+ // console.log('optAmount:', optAmount.toNumber());
117
+ assert(optAmount.eq(new BN('55535858716123'))); // ~ 55535
118
+
119
+ const betweenOptMaxAmount = calculateSpotMarketBorrowCapacity(
120
+ mockSpot,
121
+ new BN(810000)
122
+ );
123
+ // console.log('betweenOptMaxAmount:', betweenOptMaxAmount.toNumber());
124
+ assert(betweenOptMaxAmount.lt(maxAmount));
125
+ assert(betweenOptMaxAmount.eq(new BN(76992910756523)));
126
+ assert(betweenOptMaxAmount.gt(optAmount));
127
+
128
+ const belowOptAmount = calculateSpotMarketBorrowCapacity(
129
+ mockSpot,
130
+ new BN(50000)
131
+ );
132
+ // console.log('belowOptAmount:', belowOptAmount.toNumber());
133
+ assert(belowOptAmount.eq(new BN('37558277610760')));
134
+
135
+ const belowOptAmount2 = calculateSpotMarketBorrowCapacity(
136
+ mockSpot,
137
+ new BN(24900)
138
+ );
139
+ // console.log('belowOptAmount2:', belowOptAmount2.toNumber());
140
+ assert(belowOptAmount2.eq(new BN('14996413323529')));
141
+
142
+ const belowOptAmount3 = calculateSpotMarketBorrowCapacity(
143
+ mockSpot,
144
+ new BN(4900)
145
+ );
146
+ // console.log('belowOptAmount2:', belowOptAmount3.toNumber());
147
+ assert(belowOptAmount3.eq(new BN('0')));
148
+
149
+ const belowOptAmount4 = calculateSpotMarketBorrowCapacity(
150
+ mockSpot,
151
+ new BN(1)
152
+ );
153
+ // console.log('belowOptAmount3:', belowOptAmount4.toNumber());
154
+ assert(belowOptAmount4.eq(new BN('0')));
155
+ });
156
+ });