@gearbox-protocol/sdk 1.15.22 → 1.15.24

package/lib/core/strategy.d.ts

@@ -9,10 +9,6 @@ export interface StrategyPayload {
     leveragableCollateral: Array<string>;
     baseAssets: Array<string>;
 }
-interface PoolStats {
-    borrowRate: number;
-}
-declare type PoolList = Record<string, PoolStats>;
 interface LiquidationPriceProps {
     prices: Record<string, BigNumber>;
     liquidationThresholds: Record<string, BigNumber>;
@@ -31,7 +27,7 @@ export declare class Strategy {
     baseAssets: Array<string>;
     constructor(payload: StrategyPayload);
     static maxLeverage(lpToken: string, cms: Array<PartialCM>): number;
-    maxAPY(maxLeverage: number, poolApy: PoolList): number;
+    maxAPY(baseAPY: number, maxLeverage: number, borrowAPY: number): number;
     overallAPY(apy: number, leverage: number, depositCollateral: string, borrowAPY: number): number;
     liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): BigNumber;
     protected farmLev(leverage: number, depositCollateral: string): number;

package/lib/core/strategy.js

@@ -26,9 +26,10 @@ var Strategy = /** @class */ (function () {
         var maxLeverage = ONE.mul(constants_1.LEVERAGE_DECIMALS).div(ONE.sub(maxThreshold));
         return maxLeverage.sub(constants_1.LEVERAGE_DECIMALS).toNumber();
     };
-    Strategy.prototype.maxAPY = function (maxLeverage, poolApy) {
-        var minApy = minBorrowApy(poolApy);
-        return roi(this.apy || 0, maxLeverage, maxLeverage - constants_1.LEVERAGE_DECIMALS, minApy);
+    Strategy.prototype.maxAPY = function (baseAPY, maxLeverage, borrowAPY) {
+        return (baseAPY +
+            ((baseAPY - borrowAPY) * (maxLeverage - constants_1.LEVERAGE_DECIMALS)) /
+                constants_1.LEVERAGE_DECIMALS);
     };
     Strategy.prototype.overallAPY = function (apy, leverage, depositCollateral, borrowAPY) {
         var farmLev = this.farmLev(leverage, depositCollateral);
@@ -73,10 +74,6 @@ exports.Strategy = Strategy;
 function roi(apy, farmLev, debtLev, borrowAPY) {
     return (apy * farmLev - borrowAPY * debtLev) / constants_1.LEVERAGE_DECIMALS;
 }
-function minBorrowApy(poolApy) {
-    var apys = Object.values(poolApy).sort(function (a, b) { return a.borrowRate - b.borrowRate; });
-    return apys.length > 0 ? apys[0].borrowRate : 0;
-}
 function maxLeverageThreshold(lpToken, cms) {
     var lpTokenLC = lpToken.toLowerCase();
     var ltByCM = cms.map(function (cm) {

package/lib/core/strategy.spec.js

@@ -24,7 +24,7 @@ var lidoPayload = {
 var lidoStrategy = new strategy_1.Strategy(lidoPayload);
 var pools = {
     "0x1": {
-        borrowRate: 7712,
+        borrowRate: 27543,
     },
     "0x2": {
         borrowRate: 5736,
@@ -42,8 +42,8 @@ var liquidationThresholds = (_b = {},
     _b);
 describe("Strategy test", function () {
     it("maxAPY calculation is correct", function () {
-        var result = lidoStrategy.maxAPY(10 * constants_1.LEVERAGE_DECIMALS, pools);
-        (0, chai_1.expect)(result).to.be.eq(332716);
+        var result = lidoStrategy.maxAPY(53203, 10 * constants_1.LEVERAGE_DECIMALS, pools["0x1"].borrowRate);
+        (0, chai_1.expect)(result).to.be.eq(284143);
     });
     it("overallAPY calculation is correct", function () {
         var result = lidoStrategy.overallAPY(lidoStrategy.apy || 0, 10 * constants_1.LEVERAGE_DECIMALS, token_1.tokenDataByNetwork.Mainnet.WETH, pools["0x2"].borrowRate);

package/lib/oracles/priceFeeds.js

@@ -251,7 +251,7 @@ exports.priceFeedsByNetwork = {
         priceFeedETH: {
             type: oracles_1.OracleType.CHAINLINK_ORACLE,
             address: {
-                Mainnet: "0xcfe54b5cd566ab89272946f602d76ea879cab4a8",
+                Mainnet: "0x86392dC19c0b719886221c78AB11eb8Cf5c52812",
                 Goerli: "0x0C539D95F202eF8b3981521782ABd3a12c5C4F95",
             },
         },

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gearbox-protocol/sdk",
-  "version": "1.15.22",
+  "version": "1.15.24",
   "description": "Gearbox SDK",
   "main": "./lib/index.js",
   "types": "./lib/index.d.ts",