@gearbox-protocol/sdk 1.15.17 → 1.15.19

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Files changed (5) hide show
  1. package/lib/core/strategy.d.ts +1 -3
  2. package/lib/core/strategy.js +5 -17
  3. package/lib/core/strategy.spec.js +4 -10
  4. package/lib/watchers/creditAccountWatcher.js +50 -49
  5. package/package.json +1 -1
package/lib/core/strategy.d.ts CHANGED
@@ -1,5 +1,4 @@
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1
  import { BigNumber } from "ethers";
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- import { Asset } from "./assets";
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  import { CreditManagerData } from "./creditManager";
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  export interface StrategyPayload {
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  apy?: number;
@@ -15,7 +14,6 @@ interface PoolStats {
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  }
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  declare type PoolList = Record<string, PoolStats>;
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  interface LiquidationPriceProps {
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- assets: Array<Asset>;
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  prices: Record<string, BigNumber>;
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  liquidationThresholds: Record<string, BigNumber>;
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  borrowed: BigNumber;
@@ -35,7 +33,7 @@ export declare class Strategy {
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  static maxLeverage(lpToken: string, cms: Array<PartialCM>): number;
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  maxAPY(maxLeverage: number, poolApy: PoolList): number;
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  overallAPY(apy: number, leverage: number, depositCollateral: string, borrowAPY: number): number;
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- liquidationPrice({ assets, prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): BigNumber;
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+ liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): BigNumber;
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  protected farmLev(leverage: number, depositCollateral: string): number;
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  protected inBaseAssets(depositCollateral: string): boolean;
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  protected inLeveragableAssets(depositCollateral: string): boolean;
package/lib/core/strategy.js CHANGED
@@ -36,18 +36,7 @@ var Strategy = /** @class */ (function () {
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  };
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  // eslint-disable-next-line class-methods-use-this
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  Strategy.prototype.liquidationPrice = function (_a) {
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- var assets = _a.assets, prices = _a.prices, liquidationThresholds = _a.liquidationThresholds, borrowed = _a.borrowed, underlyingToken = _a.underlyingToken, lpAmount = _a.lpAmount, lpToken = _a.lpToken;
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- var collateralLTMoney = assets.reduce(function (acc, _a) {
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- var tokenAddress = _a.token, amount = _a.balance;
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- var tokenAddressLC = tokenAddress.toLowerCase();
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- var tokenSymbol = token_1.tokenSymbolByAddress[tokenAddressLC];
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- var lt = liquidationThresholds[tokenAddressLC] || ethers_1.BigNumber.from(0);
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- var price = prices[tokenAddressLC] || ethers_1.BigNumber.from(0);
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- var tokenDecimals = decimals_1.decimals[tokenSymbol];
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- var money = (0, price_1.calcTotalPrice)(price, amount, tokenDecimals);
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- var ltMoney = money.mul(lt).div(constants_1.PERCENTAGE_FACTOR);
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- return acc.add(ltMoney);
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- }, ethers_1.BigNumber.from(0));
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+ var prices = _a.prices, liquidationThresholds = _a.liquidationThresholds, borrowed = _a.borrowed, underlyingToken = _a.underlyingToken, lpAmount = _a.lpAmount, lpToken = _a.lpToken;
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  var underlyingTokenAddressLC = underlyingToken.toLowerCase();
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  var underlyingTokenSymbol = token_1.tokenSymbolByAddress[underlyingTokenAddressLC];
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  var underlyingTokenDecimals = decimals_1.decimals[underlyingTokenSymbol];
@@ -56,13 +45,12 @@ var Strategy = /** @class */ (function () {
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  var lpTokenAddressLC = lpToken.toLowerCase();
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  var lpTokenSymbol = token_1.tokenSymbolByAddress[lpTokenAddressLC];
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  var lpTokenDecimals = decimals_1.decimals[lpTokenSymbol];
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+ var lpLT = liquidationThresholds[lpTokenAddressLC] || ethers_1.BigNumber.from(0);
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  var lpPrice = prices[lpTokenAddressLC] || constants_1.PRICE_DECIMALS;
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  var lpMoney = (0, price_1.calcTotalPrice)(lpPrice, lpAmount, lpTokenDecimals);
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- if (lpMoney.gt(0)) {
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- var lqPrice = borrowedMoney
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- .sub(collateralLTMoney)
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- .mul(constants_1.WAD)
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- .div(lpMoney);
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+ var lpLTMoney = lpMoney.mul(lpLT).div(constants_1.PERCENTAGE_FACTOR);
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+ if (lpLTMoney.gt(0)) {
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+ var lqPrice = borrowedMoney.mul(constants_1.WAD).div(lpLTMoney);
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  return lqPrice.gte(0) ? lqPrice : ethers_1.BigNumber.from(0);
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  }
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  return ethers_1.BigNumber.from(0);
package/lib/core/strategy.spec.js CHANGED
@@ -51,22 +51,16 @@ describe("Strategy test", function () {
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  });
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  it("liquidationPrice calculation is correct", function () {
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  var result = lidoStrategy.liquidationPrice({
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- assets: [
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- {
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- balance: (0, formatter_1.toBN)("30", decimals_1.decimals.WETH),
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- token: token_1.tokenDataByNetwork.Mainnet.WETH,
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- },
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- ],
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  liquidationThresholds: liquidationThresholds,
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  prices: prices,
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- borrowed: (0, formatter_1.toBN)("90", decimals_1.decimals.WETH),
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+ borrowed: (0, formatter_1.toBN)("350", decimals_1.decimals.WETH),
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  underlyingToken: token_1.tokenDataByNetwork.Mainnet.WETH,
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- lpAmount: (0, formatter_1.toBN)("119.40", decimals_1.decimals.STETH),
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+ lpAmount: (0, formatter_1.toBN)("400", decimals_1.decimals.STETH),
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  lpToken: token_1.tokenDataByNetwork.Mainnet.STETH,
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  });
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- (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, constants_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.551");
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+ (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, constants_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.992");
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  });
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- it("liquidationPrice maxLeverage is correct", function () {
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+ it("maxLeverage is correct", function () {
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  var result = strategy_1.Strategy.maxLeverage(token_1.tokenDataByNetwork.Mainnet.STETH, [
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  { address: "0x1", liquidationThresholds: liquidationThresholds },
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  ]);
package/lib/watchers/creditAccountWatcher.js CHANGED
@@ -52,9 +52,9 @@ var CreditAccountWatcher = /** @class */ (function () {
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  */
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  CreditAccountWatcher.getOpenAccounts = function (creditManager, provider, toBlock) {
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  return __awaiter(this, void 0, void 0, function () {
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- var eventsByDate, addToEvents, accounts, creditConfigurator, cc, cfUpgraded, _i, cfUpgraded_1, creditFacade, cf, _a, openEvents, closeEvents, liquidateEvents, liquidateExpiredEvents, transferEvents, _b;
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- return __generator(this, function (_c) {
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- switch (_c.label) {
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+ var eventsByDate, addToEvents, accounts, creditConfigurator, cc, cfUpgraded, _loop_1, _i, cfUpgraded_1, creditFacade;
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+ return __generator(this, function (_a) {
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+ switch (_a.label) {
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  case 0:
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  if (creditManager.version !== 2)
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  throw new Error("Works for V2 only");
@@ -71,59 +71,60 @@ var CreditAccountWatcher = /** @class */ (function () {
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  cc = types_1.ICreditConfigurator__factory.connect(creditConfigurator, provider);
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  return [4 /*yield*/, cc.queryFilter(cc.filters.CreditFacadeUpgraded(), undefined, toBlock)];
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  case 1:
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- cfUpgraded = (_c.sent()).map(function (e) { return e.args.newCreditFacade; });
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+ cfUpgraded = (_a.sent()).map(function (e) { return e.args.newCreditFacade; });
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+ _loop_1 = function (creditFacade) {
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+ var cf, topics, logs;
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+ return __generator(this, function (_b) {
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+ switch (_b.label) {
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+ case 0:
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+ cf = types_1.ICreditFacade__factory.connect(creditFacade, provider);
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+ topics = {
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+ OpenCreditAccount: cf.interface.getEventTopic("OpenCreditAccount"),
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+ CloseCreditAccount: cf.interface.getEventTopic("CloseCreditAccount"),
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+ LiquidateCreditAccount: cf.interface.getEventTopic("LiquidateCreditAccount"),
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+ LiquidateExpiredCreditAccount: cf.interface.getEventTopic("LiquidateExpiredCreditAccount"),
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+ TransferAccount: cf.interface.getEventTopic("TransferAccount"),
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+ };
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+ return [4 /*yield*/, cf.queryFilter({
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+ address: cf.address,
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+ topics: [Object.values(topics)],
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+ }, undefined, toBlock)];
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+ case 1:
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+ logs = _b.sent();
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+ logs.forEach(function (log) {
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+ var e = cf.interface.parseLog(log);
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+ switch (log.topics[0]) {
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+ case topics.OpenCreditAccount:
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+ addToEvents(log, e.args.onBehalfOf, "add");
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+ break;
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+ case topics.CloseCreditAccount:
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+ case topics.LiquidateCreditAccount:
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+ case topics.LiquidateExpiredCreditAccount:
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+ addToEvents(log, e.args.borrower, "delete");
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+ break;
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+ case topics.TransferAccount:
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+ addToEvents(log, e.args.oldOwner, "delete");
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+ addToEvents(log, log.args.newOwner, "add");
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+ break;
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+ }
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+ });
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+ return [2 /*return*/];
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+ }
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+ });
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+ };
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  _i = 0, cfUpgraded_1 = cfUpgraded;
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- _c.label = 2;
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+ _a.label = 2;
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  case 2:
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- if (!(_i < cfUpgraded_1.length)) return [3 /*break*/, 9];
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+ if (!(_i < cfUpgraded_1.length)) return [3 /*break*/, 5];
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  creditFacade = cfUpgraded_1[_i];
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- cf = types_1.ICreditFacade__factory.connect(creditFacade, provider);
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- return [4 /*yield*/, cf.queryFilter(cf.filters.OpenCreditAccount(), undefined, toBlock)];
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+ return [5 /*yield**/, _loop_1(creditFacade)];
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  case 3:
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- _b = [
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- _c.sent()
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- ];
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- return [4 /*yield*/, cf.queryFilter(cf.filters.CloseCreditAccount(), undefined, toBlock)];
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+ _a.sent();
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+ _a.label = 4;
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  case 4:
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- _b = _b.concat([
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- _c.sent()
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- ]);
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- return [4 /*yield*/, cf.queryFilter(cf.filters.LiquidateCreditAccount(), undefined, toBlock)];
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- case 5:
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- _b = _b.concat([
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- _c.sent()
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- ]);
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- return [4 /*yield*/, cf.queryFilter(cf.filters.LiquidateExpiredCreditAccount(), undefined, toBlock)];
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- case 6:
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- _b = _b.concat([
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- _c.sent()
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- ]);
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- return [4 /*yield*/, cf.queryFilter(cf.filters.TransferAccount(), undefined, toBlock)];
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- case 7:
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- _a = _b.concat([
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- _c.sent()
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- ]), openEvents = _a[0], closeEvents = _a[1], liquidateEvents = _a[2], liquidateExpiredEvents = _a[3], transferEvents = _a[4];
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- openEvents.forEach(function (e) {
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- addToEvents(e, e.args.onBehalfOf, "add");
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- });
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- closeEvents.forEach(function (e) {
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- addToEvents(e, e.args.borrower, "delete");
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- });
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- liquidateEvents.forEach(function (e) {
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- addToEvents(e, e.args.borrower, "delete");
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- });
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- liquidateExpiredEvents.forEach(function (e) {
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- addToEvents(e, e.args.borrower, "delete");
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- });
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- transferEvents.forEach(function (e) {
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- addToEvents(e, e.args.oldOwner, "delete");
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- addToEvents(e, e.args.newOwner, "add");
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- });
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- _c.label = 8;
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- case 8:
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  _i++;
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  return [3 /*break*/, 2];
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- case 9:
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+ case 5:
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  eventsByDate
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  .sort(function (a, b) {
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  return a.time > b.time ? 1 : -1;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
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  "name": "@gearbox-protocol/sdk",
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- "version": "1.15.17",
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+ "version": "1.15.19",
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  "description": "Gearbox SDK",
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  "main": "./lib/index.js",
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  "types": "./lib/index.d.ts",