@gearbox-protocol/sdk 1.15.18 → 1.15.20

package/lib/core/strategy.d.ts

@@ -1,5 +1,4 @@
 import { BigNumber } from "ethers";
-import { Asset } from "./assets";
 import { CreditManagerData } from "./creditManager";
 export interface StrategyPayload {
     apy?: number;
@@ -15,7 +14,6 @@ interface PoolStats {
 }
 declare type PoolList = Record<string, PoolStats>;
 interface LiquidationPriceProps {
-    assets: Array<Asset>;
     prices: Record<string, BigNumber>;
     liquidationThresholds: Record<string, BigNumber>;
     borrowed: BigNumber;
@@ -35,7 +33,7 @@ export declare class Strategy {
     static maxLeverage(lpToken: string, cms: Array<PartialCM>): number;
     maxAPY(maxLeverage: number, poolApy: PoolList): number;
     overallAPY(apy: number, leverage: number, depositCollateral: string, borrowAPY: number): number;
-    liquidationPrice({ assets, prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): BigNumber;
+    liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): BigNumber;
     protected farmLev(leverage: number, depositCollateral: string): number;
     protected inBaseAssets(depositCollateral: string): boolean;
     protected inLeveragableAssets(depositCollateral: string): boolean;

package/lib/core/strategy.js

@@ -36,18 +36,7 @@ var Strategy = /** @class */ (function () {
     };
     // eslint-disable-next-line class-methods-use-this
     Strategy.prototype.liquidationPrice = function (_a) {
-        var assets = _a.assets, prices = _a.prices, liquidationThresholds = _a.liquidationThresholds, borrowed = _a.borrowed, underlyingToken = _a.underlyingToken, lpAmount = _a.lpAmount, lpToken = _a.lpToken;
-        var collateralLTMoney = assets.reduce(function (acc, _a) {
-            var tokenAddress = _a.token, amount = _a.balance;
-            var tokenAddressLC = tokenAddress.toLowerCase();
-            var tokenSymbol = token_1.tokenSymbolByAddress[tokenAddressLC];
-            var lt = liquidationThresholds[tokenAddressLC] || ethers_1.BigNumber.from(0);
-            var price = prices[tokenAddressLC] || ethers_1.BigNumber.from(0);
-            var tokenDecimals = decimals_1.decimals[tokenSymbol];
-            var money = (0, price_1.calcTotalPrice)(price, amount, tokenDecimals);
-            var ltMoney = money.mul(lt).div(constants_1.PERCENTAGE_FACTOR);
-            return acc.add(ltMoney);
-        }, ethers_1.BigNumber.from(0));
+        var prices = _a.prices, liquidationThresholds = _a.liquidationThresholds, borrowed = _a.borrowed, underlyingToken = _a.underlyingToken, lpAmount = _a.lpAmount, lpToken = _a.lpToken;
         var underlyingTokenAddressLC = underlyingToken.toLowerCase();
         var underlyingTokenSymbol = token_1.tokenSymbolByAddress[underlyingTokenAddressLC];
         var underlyingTokenDecimals = decimals_1.decimals[underlyingTokenSymbol];
@@ -56,13 +45,12 @@ var Strategy = /** @class */ (function () {
         var lpTokenAddressLC = lpToken.toLowerCase();
         var lpTokenSymbol = token_1.tokenSymbolByAddress[lpTokenAddressLC];
         var lpTokenDecimals = decimals_1.decimals[lpTokenSymbol];
+        var lpLT = liquidationThresholds[lpTokenAddressLC] || ethers_1.BigNumber.from(0);
         var lpPrice = prices[lpTokenAddressLC] || constants_1.PRICE_DECIMALS;
         var lpMoney = (0, price_1.calcTotalPrice)(lpPrice, lpAmount, lpTokenDecimals);
-        if (lpMoney.gt(0)) {
-            var lqPrice = borrowedMoney
-                .sub(collateralLTMoney)
-                .mul(constants_1.WAD)
-                .div(lpMoney);
+        var lpLTMoney = lpMoney.mul(lpLT).div(constants_1.PERCENTAGE_FACTOR);
+        if (lpLTMoney.gt(0)) {
+            var lqPrice = borrowedMoney.mul(constants_1.WAD).div(lpLTMoney);
             return lqPrice.gte(0) ? lqPrice : ethers_1.BigNumber.from(0);
         }
         return ethers_1.BigNumber.from(0);

package/lib/core/strategy.spec.js

@@ -51,22 +51,16 @@ describe("Strategy test", function () {
     });
     it("liquidationPrice calculation is correct", function () {
         var result = lidoStrategy.liquidationPrice({
-            assets: [
-                {
-                    balance: (0, formatter_1.toBN)("30", decimals_1.decimals.WETH),
-                    token: token_1.tokenDataByNetwork.Mainnet.WETH,
-                },
-            ],
             liquidationThresholds: liquidationThresholds,
             prices: prices,
-            borrowed: (0, formatter_1.toBN)("90", decimals_1.decimals.WETH),
+            borrowed: (0, formatter_1.toBN)("350", decimals_1.decimals.WETH),
             underlyingToken: token_1.tokenDataByNetwork.Mainnet.WETH,
-            lpAmount: (0, formatter_1.toBN)("119.40", decimals_1.decimals.STETH),
+            lpAmount: (0, formatter_1.toBN)("400", decimals_1.decimals.STETH),
             lpToken: token_1.tokenDataByNetwork.Mainnet.STETH,
         });
-        (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, constants_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.551");
+        (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, constants_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.992");
     });
-    it("liquidationPrice maxLeverage is correct", function () {
+    it("maxLeverage is correct", function () {
         var result = strategy_1.Strategy.maxLeverage(token_1.tokenDataByNetwork.Mainnet.STETH, [
             { address: "0x1", liquidationThresholds: liquidationThresholds },
         ]);

package/lib/pathfinder/pathfinder.d.ts

@@ -40,6 +40,6 @@ export declare class PathFinder {
      *          - underlyingBalance - total balance of underlying token
      *          - calls - list of calls which should be done to swap & unwrap everything to underlying token
      */
-    findBestClosePath(creditAccount: CreditAccountData, slippage: number): Promise<PathFinderCloseResult>;
+    findBestClosePath(creditAccount: CreditAccountData, slippage: number, noConcurency?: boolean): Promise<PathFinderCloseResult>;
     static compare(r1: CloseResult, r2: CloseResult, gasPriceRAY: BigNumberish): CloseResult;
 }

package/lib/pathfinder/pathfinder.js

@@ -164,23 +164,45 @@ var PathFinder = /** @class */ (function () {
      *          - underlyingBalance - total balance of underlying token
      *          - calls - list of calls which should be done to swap & unwrap everything to underlying token
      */
-    PathFinder.prototype.findBestClosePath = function (creditAccount, slippage) {
+    PathFinder.prototype.findBestClosePath = function (creditAccount, slippage, noConcurency) {
+        if (noConcurency === void 0) { noConcurency = false; }
         return __awaiter(this, void 0, void 0, function () {
-            var loopsPerTx, pathOptions, requests, results, bestResult;
+            var loopsPerTx, pathOptions, results, _i, pathOptions_2, po, _a, _b, requests, bestResult;
             var _this = this;
-            return __generator(this, function (_a) {
-                switch (_a.label) {
+            return __generator(this, function (_c) {
+                switch (_c.label) {
                     case 0:
                         loopsPerTx = Math.floor(GAS_PER_BLOCK / MAX_GAS_PER_ROUTE);
                         pathOptions = pathOptions_1.PathOptionFactory.generatePathOptions(creditAccount.allBalances, loopsPerTx);
+                        results = [];
+                        if (!noConcurency) return [3 /*break*/, 5];
+                        _i = 0, pathOptions_2 = pathOptions;
+                        _c.label = 1;
+                    case 1:
+                        if (!(_i < pathOptions_2.length)) return [3 /*break*/, 4];
+                        po = pathOptions_2[_i];
+                        _b = (_a = results).push;
+                        return [4 /*yield*/, this.pathFinder.callStatic.findBestClosePath(creditAccount.addr, this._connectors, slippage, po, loopsPerTx, false, {
+                                gasLimit: GAS_PER_BLOCK,
+                            })];
+                    case 2:
+                        _b.apply(_a, [_c.sent()]);
+                        _c.label = 3;
+                    case 3:
+                        _i++;
+                        return [3 /*break*/, 1];
+                    case 4: return [3 /*break*/, 7];
+                    case 5:
                         requests = pathOptions.map(function (po) {
                             return _this.pathFinder.callStatic.findBestClosePath(creditAccount.addr, _this._connectors, slippage, po, loopsPerTx, false, {
                                 gasLimit: GAS_PER_BLOCK,
                             });
                         });
                         return [4 /*yield*/, Promise.all(requests)];
-                    case 1:
-                        results = _a.sent();
+                    case 6:
+                        results = _c.sent();
+                        _c.label = 7;
+                    case 7:
                         bestResult = results.reduce(function (best, _a) {
                             var pathFinderResult = _a[0], gasPriceRAY = _a[1];
                             return PathFinder.compare(best, pathFinderResult, gasPriceRAY);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gearbox-protocol/sdk",
-  "version": "1.15.18",
+  "version": "1.15.20",
   "description": "Gearbox SDK",
   "main": "./lib/index.js",
   "types": "./lib/index.d.ts",