@gearbox-protocol/sdk 0.0.100 → 0.0.103

package/src/core/history.ts

@@ -1,55 +1,55 @@
 import { BigNumber } from "ethers";
 
 export type BasicEvent = {
-    protocol: string; // address of creditManager. Address of target account for EXECUTE event
-    txHash: string;
-    timestamp: number; // timestamp in Unix format
+  protocol: string; // address of creditManager. Address of target account for EXECUTE event
+  txHash: string;
+  timestamp: number; // timestamp in Unix format
 };
 
 export type BasicSwapEvent = BasicEvent & {
-    from: string; //address
-    fromAmount: BigNumber;
-    to: string; // address
-    toAmount: BigNumber;
+  from: string; // address
+  fromAmount: BigNumber;
+  to: string; // address
+  toAmount: BigNumber;
 };
 
 export type HistoryEvent =
-    | (BasicEvent & {
-    action: "OpenCreditAccount";
-    initialFunds: BigNumber;
-    leverage: number; // x100, so 420 => 4.2
-})
-    | (BasicEvent & {
-    action: "CloseCreditAccount";
-    remainingFunds: BigNumber;
-})
-    | (BasicEvent & {
-    action: "LiquidateCreditAccount";
-    remainingFunds: BigNumber;
-})
-    | (BasicEvent & {
-    action: "IncreaseBorrowedAmount";
-    amount: BigNumber;
-})
-    | (BasicEvent & {
-    action: "AddCollateral";
-    token: string; // token address
-    amount: BigNumber;
-})
-    | (BasicEvent & {
-    action: "RepayCreditAccount";
-    repayAmount: BigNumber;
-})
-    | (BasicEvent & {
-    action: "TransferAccount";
-    newAccount: string; // Address
-})
-    | (BasicSwapEvent & {
-    action: "Swap";
-})
-    | (BasicSwapEvent & {
-    action: "Deposit";
-})
-    | (BasicSwapEvent & {
-    action: "Withdraw";
-});
+  | (BasicEvent & {
+      action: "OpenCreditAccount";
+      initialFunds: BigNumber;
+      leverage: number; // x100, so 420 => 4.2
+    })
+  | (BasicEvent & {
+      action: "CloseCreditAccount";
+      remainingFunds: BigNumber;
+    })
+  | (BasicEvent & {
+      action: "LiquidateCreditAccount";
+      remainingFunds: BigNumber;
+    })
+  | (BasicEvent & {
+      action: "IncreaseBorrowedAmount";
+      amount: BigNumber;
+    })
+  | (BasicEvent & {
+      action: "AddCollateral";
+      token: string; // token address
+      amount: BigNumber;
+    })
+  | (BasicEvent & {
+      action: "RepayCreditAccount";
+      repayAmount: BigNumber;
+    })
+  | (BasicEvent & {
+      action: "TransferAccount";
+      newAccount: string; // Address
+    })
+  | (BasicSwapEvent & {
+      action: "Swap";
+    })
+  | (BasicSwapEvent & {
+      action: "Deposit";
+    })
+  | (BasicSwapEvent & {
+      action: "Withdraw";
+    });

package/src/core/multicall.ts

@@ -1,6 +1,6 @@
 import { BytesLike } from "ethers";
 
 export interface MultiCall {
-  targetContract: string;
+  target: string;
   callData: BytesLike;
 }

package/src/core/operations.ts

@@ -2,11 +2,17 @@ import moment from "moment";
 
 export class OperationData {
   public readonly id: number;
+
   public readonly address: string;
+
   public readonly txHash: string;
+
   public readonly blockNum: number;
+
   public readonly operation: string;
+
   public readonly timestamp: number;
+
   public readonly date: string;
 
   constructor(payload: OperationDataPayload) {

package/src/core/pool.ts

@@ -1,64 +1,81 @@
-import {BigNumber, Signer} from "ethers";
-import {IPoolService, IPoolService__factory} from "../types";
-import {PoolDataPayload} from "../payload/pool";
-import {rayToNumber} from "../utils/formatter";
+import { BigNumber, Signer } from "ethers";
+
+import { PoolDataPayload } from "../payload/pool";
+import { rayToNumber } from "../utils/formatter";
+
+import { IPoolService, IPoolService__factory } from "../types";
+
+import { PERCENTAGE_DECIMALS } from "./constants";
 
 export class PoolData {
-    public readonly id: string;
-    public readonly address: string;
-
-    public readonly underlyingToken: string;
-    public readonly dieselToken: string;
-    public readonly isWETH: boolean;
-
-    // Information
-    public readonly expectedLiquidity: BigNumber;
-    public readonly expectedLiquidityLimit: BigNumber;
-    public readonly availableLiquidity: BigNumber;
-    public readonly totalBorrowed: BigNumber;
-    public readonly depositAPY: number;
-    public readonly borrowAPY: number;
-    public readonly borrowAPYRay: BigNumber;
-    public readonly dieselRate: number;
-    public readonly dieselRateRay: BigNumber;
-    public readonly withdrawFee: number;
-    public readonly timestampLU: BigNumber;
-    public readonly cumulativeIndex_RAY: BigNumber;
-
-    constructor(payload: PoolDataPayload) {
-        this.id = payload.addr;
-        this.address = payload.addr;
-        this.underlyingToken = payload.underlyingToken || "";
-        this.dieselToken = payload.dieselToken || "";
-
-        this.isWETH = payload.isWETH || false;
-
-        this.expectedLiquidity = BigNumber.from(payload.expectedLiquidity);
-        this.expectedLiquidityLimit = BigNumber.from(
-            payload.expectedLiquidityLimit || 0
-        );
-        this.availableLiquidity = BigNumber.from(payload.availableLiquidity);
-        this.totalBorrowed = BigNumber.from(payload.totalBorrowed);
-        this.depositAPY = rayToNumber(payload.depositAPY_RAY) * 100;
-        this.borrowAPY = rayToNumber(payload.borrowAPY_RAY) * 100;
-        this.borrowAPYRay = BigNumber.from(payload.borrowAPY_RAY);
-        this.dieselRate = rayToNumber(payload.dieselRate_RAY);
-        this.dieselRateRay = BigNumber.from(payload.dieselRate_RAY);
-        this.withdrawFee = BigNumber.from(payload.withdrawFee).toNumber() / 100;
-        this.timestampLU = BigNumber.from(payload.timestampLU || 0);
-        this.cumulativeIndex_RAY = BigNumber.from(payload.cumulativeIndex_RAY || 0);
-    }
-
-    getContractETH(signer: Signer): IPoolService {
-        return IPoolService__factory.connect(this.address, signer);
-    }
-
-    get isPaused(): boolean {
-        return false;
-    }
+  public readonly id: string;
+
+  public readonly address: string;
+
+  public readonly underlyingToken: string;
+
+  public readonly dieselToken: string;
+
+  public readonly isWETH: boolean;
+
+  // Information
+  public readonly expectedLiquidity: BigNumber;
+
+  public readonly expectedLiquidityLimit: BigNumber;
+
+  public readonly availableLiquidity: BigNumber;
+
+  public readonly totalBorrowed: BigNumber;
+
+  public readonly depositAPY: number;
+
+  public readonly borrowAPY: number;
+
+  public readonly borrowAPYRay: BigNumber;
+
+  public readonly dieselRate: number;
+
+  public readonly dieselRateRay: BigNumber;
+
+  public readonly withdrawFee: number;
+
+  public readonly timestampLU: BigNumber;
+
+  public readonly cumulativeIndex_RAY: BigNumber;
+
+  public readonly isPaused: boolean = false;
+
+  constructor(payload: PoolDataPayload) {
+    this.id = payload.addr;
+    this.address = payload.addr;
+    this.underlyingToken = payload.underlying || "";
+    this.dieselToken = payload.dieselToken || "";
+
+    this.isWETH = payload.isWETH || false;
+
+    this.expectedLiquidity = BigNumber.from(payload.expectedLiquidity);
+    this.expectedLiquidityLimit = BigNumber.from(
+      payload.expectedLiquidityLimit || 0
+    );
+    this.availableLiquidity = BigNumber.from(payload.availableLiquidity);
+    this.totalBorrowed = BigNumber.from(payload.totalBorrowed);
+    this.depositAPY = rayToNumber(payload.depositAPY_RAY) * PERCENTAGE_DECIMALS;
+    this.borrowAPY = rayToNumber(payload.borrowAPY_RAY) * PERCENTAGE_DECIMALS;
+    this.borrowAPYRay = BigNumber.from(payload.borrowAPY_RAY);
+    this.dieselRate = rayToNumber(payload.dieselRate_RAY);
+    this.dieselRateRay = BigNumber.from(payload.dieselRate_RAY);
+    this.withdrawFee =
+      BigNumber.from(payload.withdrawFee).toNumber() / PERCENTAGE_DECIMALS;
+    this.timestampLU = BigNumber.from(payload.timestampLU || 0);
+    this.cumulativeIndex_RAY = BigNumber.from(payload.cumulativeIndex_RAY || 0);
+  }
+
+  getContractETH(signer: Signer): IPoolService {
+    return IPoolService__factory.connect(this.address, signer);
+  }
 }
 
 export interface PoolsStat {
-    tvl: number;
-    totalBorrowed: number;
+  tvl: number;
+  totalBorrowed: number;
 }

package/src/core/price.ts

@@ -0,0 +1,13 @@
+import { BigNumber } from "ethers";
+import { WAD, PRICE_DECIMALS } from "./constants";
+
+export const calcTotalPrice = (
+  price: BigNumber,
+  amount: BigNumber,
+  decimals: number = 18
+) =>
+  amount
+    .mul(WAD)
+    .mul(price)
+    .div(BigNumber.from(10).pow(decimals))
+    .div(PRICE_DECIMALS);

package/src/core/strategy.ts

@@ -0,0 +1,134 @@
+import { BigNumber } from "ethers";
+import { LEVERAGE_DECIMALS, PERCENTAGE_FACTOR, WAD } from "./constants";
+import { calcTotalPrice } from "./price";
+
+export interface StrategyPayload {
+  apy?: number;
+
+  name: string;
+  lpToken: string;
+  pools: Array<string>;
+
+  unleveragableCollateral: Array<string>;
+  leveragableCollateral: Array<string>;
+
+  baseAssets: Array<string>;
+}
+
+interface PoolStats {
+  borrowRate: number;
+}
+
+type PoolList = Record<string, PoolStats>;
+
+interface TokenDescription {
+  price: BigNumber;
+  amount: BigNumber;
+  decimals: number | undefined;
+}
+
+export class Strategy {
+  apy: number | undefined;
+
+  name: string;
+
+  lpToken: string;
+
+  pools: Array<string>;
+
+  unleveragableCollateral: Array<string>;
+
+  leveragableCollateral: Array<string>;
+
+  baseAssets: Array<string>;
+
+  constructor(payload: StrategyPayload) {
+    this.apy = payload.apy;
+
+    this.name = payload.name;
+    this.lpToken = payload.lpToken;
+    this.pools = payload.pools;
+    this.unleveragableCollateral = payload.unleveragableCollateral;
+    this.leveragableCollateral = payload.leveragableCollateral;
+    this.baseAssets = payload.baseAssets;
+  }
+
+  public maxAPY(maxLeverage: number, poolApy: PoolList) {
+    const minApy = minBorrowApy(poolApy);
+
+    return roi(
+      this.apy || 0,
+      maxLeverage,
+      maxLeverage - LEVERAGE_DECIMALS,
+      minApy
+    );
+  }
+
+  public overallAPY(
+    apy: number,
+    leverage: number,
+    depositCollateral: string,
+    borrowAPY: number
+  ) {
+    const farmLev = this.farmLev(leverage, depositCollateral);
+
+    return roi(apy, farmLev, leverage - LEVERAGE_DECIMALS, borrowAPY);
+  }
+
+  // eslint-disable-next-line class-methods-use-this
+  public liquidationPrice(
+    borrowed: TokenDescription,
+    collateral: TokenDescription,
+    lp: TokenDescription,
+    ltCollateral: BigNumber
+  ) {
+    const borrowedMoney = calcTotalPrice(
+      borrowed.price,
+      borrowed.amount,
+      borrowed.decimals
+    );
+    const collateralMoney = calcTotalPrice(
+      collateral.price,
+      collateral.amount,
+      collateral.decimals
+    )
+      .mul(ltCollateral)
+      .div(PERCENTAGE_FACTOR);
+    const lpMoney = calcTotalPrice(lp.price, lp.amount, lp.decimals);
+
+    return lpMoney.gt(0)
+      ? borrowedMoney.sub(collateralMoney).mul(WAD).div(lpMoney)
+      : BigNumber.from(0);
+  }
+
+  private farmLev(leverage: number, depositCollateral: string) {
+    return this.inBaseAssets(depositCollateral) ||
+      this.inLeveragableAssets(depositCollateral)
+      ? leverage
+      : leverage - LEVERAGE_DECIMALS;
+  }
+
+  private inBaseAssets(depositCollateral: string) {
+    return this.baseAssets.some(
+      c => c.toLowerCase() === depositCollateral.toLowerCase()
+    );
+  }
+
+  private inLeveragableAssets(depositCollateral: string) {
+    return this.leveragableCollateral.some(
+      c => c.toLowerCase() === depositCollateral.toLowerCase()
+    );
+  }
+}
+
+function roi(apy: number, farmLev: number, debtLev: number, borrowAPY: number) {
+  return (apy * farmLev - borrowAPY * debtLev) / LEVERAGE_DECIMALS;
+}
+
+function minBorrowApy(poolApy: PoolList) {
+  const apys = Object.values(poolApy).sort(
+    (a, b) => a.borrowRate - b.borrowRate
+  );
+
+  return apys.length > 0 ? apys[0].borrowRate : 0;
+}

package/src/core/tokenDistributor.ts

@@ -1,4 +1,4 @@
-import {BigNumber} from "ethers";
+import { BigNumber } from "ethers";
 
 export interface TokenShare {
   holder: string;
@@ -10,5 +10,5 @@ export interface TokenShare {
 export enum VotingPower {
   A, // A-type voting power & A-type vesting parameters
   B, // B-type voting power & B-type vesting parameters
-  ZERO_VOTING_POWER, // zero voting power & B-type vesting parameters
+  ZERO_VOTING_POWER // zero voting power & B-type vesting parameters
 }