@gearbox-protocol/sdk 1.15.18 → 1.15.19

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Files changed (4) 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/package.json +1 -1
package/lib/core/strategy.d.ts CHANGED
@@ -1,5 +1,4 @@
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  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/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@gearbox-protocol/sdk",
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- "version": "1.15.18",
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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",