@gearbox-protocol/sdk 1.5.30 → 1.6.0

package/lib/apy/index.d.ts

@@ -1,6 +1,9 @@
 import { LPTokens, SupportedToken } from "../tokens/token";
-export declare type TokensWithAPY = LPTokens | Extract<SupportedToken, "LDO">;
+export declare type AdditionalTokenWithAPY = Extract<SupportedToken, "STETH">;
+export declare const additionalTokensWIthAPY: Record<AdditionalTokenWithAPY, true>;
+export declare type TokensWithAPY = LPTokens | Extract<SupportedToken, "STETH">;
 export declare type LpTokensAPY = Record<TokensWithAPY, number>;
+export declare const isTokenWithAPY: (t: unknown) => t is TokensWithAPY;
 export * from "./convexAPY";
 export * from "./curveAPY";
 export * from "./lidoAPY";

package/lib/apy/index.js

@@ -14,6 +14,17 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.isTokenWithAPY = exports.additionalTokensWIthAPY = void 0;
+var token_1 = require("../tokens/token");
+exports.additionalTokensWIthAPY = {
+    STETH: true,
+};
+var isTokenWithAPY = function (t) {
+    return typeof t === "string" &&
+        (!!token_1.lpTokens[t] ||
+            !!exports.additionalTokensWIthAPY[t]);
+};
+exports.isTokenWithAPY = isTokenWithAPY;
 __exportStar(require("./convexAPY"), exports);
 __exportStar(require("./curveAPY"), exports);
 __exportStar(require("./lidoAPY"), exports);

package/lib/core/assets.d.ts

@@ -1,14 +1,9 @@
 import { BigNumber } from "ethers";
-import { LPTokens } from "../tokens/token";
 import { TokenData } from "../tokens/tokenData";
 export interface Asset {
     token: string;
     balance: BigNumber;
 }
-export interface LpAsset extends Asset {
-    symbol: LPTokens;
-    name: string;
-}
 interface NextAssetProps<T extends Asset> {
     allowedTokens: Array<string>;
     selectedAssets: Array<T>;

package/lib/core/creditAccount.d.ts

@@ -2,7 +2,7 @@ import { BigNumber } from "ethers";
 import { LpTokensAPY } from "../apy";
 import { CreditAccountDataPayload } from "../payload/creditAccount";
 import { TokenData } from "../tokens/tokenData";
-import { Asset, LpAsset } from "./assets";
+import { Asset } from "./assets";
 import { CreditManagerData } from "./creditManager";
 import { PriceOracleData } from "./priceOracle";
 export declare class CreditAccountData {
@@ -40,13 +40,12 @@ export declare function sortBalances(balances: Record<string, BigNumber>, prices
 export declare function tokensAbcComparator(t1?: TokenData, t2?: TokenData): 1 | -1;
 export declare function amountAbcComparator(t1: BigNumber, t2: BigNumber): 1 | -1;
 export interface CalcOverallAPYProps {
-    lpAssets: Array<LpAsset>;
+    caAssets: Array<Asset>;
     lpAPY: LpTokensAPY | undefined;
     prices: Record<string, BigNumber>;
-    tokensList: Record<string, TokenData>;
     totalValue: BigNumber | undefined;
     debt: BigNumber | undefined;
     borrowRate: number;
     underlyingToken: string;
 }
-export declare function calcOverallAPY({ lpAssets, lpAPY, prices, tokensList, totalValue, debt, borrowRate, underlyingToken, }: CalcOverallAPYProps): number | undefined;
+export declare function calcOverallAPY({ caAssets, lpAPY, prices, totalValue, debt, borrowRate, underlyingToken, }: CalcOverallAPYProps): number | undefined;

package/lib/core/creditAccount.js

@@ -2,6 +2,9 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.calcOverallAPY = exports.amountAbcComparator = exports.tokensAbcComparator = exports.sortBalances = exports.CreditAccountData = void 0;
 var ethers_1 = require("ethers");
+var apy_1 = require("../apy");
+var decimals_1 = require("../tokens/decimals");
+var token_1 = require("../tokens/token");
 var formatter_1 = require("../utils/formatter");
 var price_1 = require("../utils/price");
 var constants_1 = require("./constants");
@@ -24,12 +27,11 @@ var CreditAccountData = /** @class */ (function () {
         this.borrowedAmountPlusInterest = payload.borrowedAmountPlusInterest;
         this.totalValue = payload.totalValue;
         this.healthFactor = payload.healthFactor.toNumber();
-        this.borrowRate =
-            payload.borrowRate
-                .mul(constants_1.PERCENTAGE_FACTOR)
-                .mul(constants_1.PERCENTAGE_DECIMALS)
-                .div(constants_1.RAY)
-                .toNumber() / constants_1.PERCENTAGE_FACTOR;
+        this.borrowRate = payload.borrowRate
+            .mul(constants_1.PERCENTAGE_FACTOR)
+            .mul(constants_1.PERCENTAGE_DECIMALS)
+            .div(constants_1.RAY)
+            .toNumber();
         payload.balances.forEach(function (b) {
             var tokenLC = b.token.toLowerCase();
             if (b.isAllowed) {
@@ -125,33 +127,37 @@ function amountAbcComparator(t1, t2) {
 }
 exports.amountAbcComparator = amountAbcComparator;
 function calcOverallAPY(_a) {
-    var lpAssets = _a.lpAssets, lpAPY = _a.lpAPY, prices = _a.prices, tokensList = _a.tokensList, totalValue = _a.totalValue, debt = _a.debt, borrowRate = _a.borrowRate, underlyingToken = _a.underlyingToken;
-    if (!lpAPY || !totalValue || !debt)
+    var caAssets = _a.caAssets, lpAPY = _a.lpAPY, prices = _a.prices, totalValue = _a.totalValue, debt = _a.debt, borrowRate = _a.borrowRate, underlyingToken = _a.underlyingToken;
+    if (!lpAPY || !totalValue || totalValue.lte(0) || !debt)
         return undefined;
-    var assetAPYMoney = lpAssets.reduce(function (acc, _a) {
-        var symbol = _a.symbol, tokenAddress = _a.token, amount = _a.balance;
+    var assetAPYMoney = caAssets.reduce(function (acc, _a) {
+        var tokenAddress = _a.token, amount = _a.balance;
+        var tokenAddressLC = tokenAddress.toLowerCase();
+        var symbol = token_1.tokenSymbolByAddress[tokenAddressLC];
+        if (!(0, apy_1.isTokenWithAPY)(symbol))
+            return acc;
         var apy = lpAPY[symbol] || 0;
-        var price = prices[tokenAddress] || ethers_1.BigNumber.from(0);
-        var token = tokensList[tokenAddress];
-        var apyBN = (0, formatter_1.toBN)((apy / constants_1.PERCENTAGE_DECIMALS).toString(), constants_1.WAD_DECIMALS_POW);
-        var money = (0, price_1.calcTotalPrice)(price, amount, token === null || token === void 0 ? void 0 : token.decimals);
-        var apyMoney = money.mul(apyBN).div(constants_1.WAD);
+        var price = prices[tokenAddressLC] || ethers_1.BigNumber.from(0);
+        var tokenDecimals = decimals_1.decimals[symbol];
+        var money = (0, price_1.calcTotalPrice)(price, amount, tokenDecimals);
+        var apyMoney = money.mul(ethers_1.BigNumber.from(apy));
         return acc.add(apyMoney);
     }, ethers_1.BigNumber.from(0));
-    var _b = tokensList[underlyingToken] || {}, _c = _b.decimals, underlyingDecimals = _c === void 0 ? 18 : _c, _d = _b.address, underlyingAddress = _d === void 0 ? "" : _d;
-    var underlyingPrice = prices[underlyingAddress] || constants_1.PRICE_DECIMALS;
+    var underlyingTokenAddressLC = underlyingToken.toLowerCase();
+    var underlyingTokenSymbol = token_1.tokenSymbolByAddress[underlyingTokenAddressLC] || "";
+    var underlyingTokenDecimals = decimals_1.decimals[underlyingTokenSymbol] || 18;
+    var underlyingPrice = prices[underlyingTokenAddressLC] || constants_1.PRICE_DECIMALS;
     var assetAPYAmountInUnderlying = (0, price_1.convertByPrice)(assetAPYMoney, {
         price: underlyingPrice,
-        decimals: underlyingDecimals,
+        decimals: underlyingTokenDecimals,
     });
-    var borrowAPY = (0, formatter_1.toBN)((borrowRate / constants_1.PERCENTAGE_DECIMALS).toString(), constants_1.WAD_DECIMALS_POW);
-    var debtAPY = debt.mul(borrowAPY).div(constants_1.WAD);
+    var debtAPY = debt.mul(ethers_1.BigNumber.from(borrowRate));
     var yourAssets = totalValue.sub(debt);
     var apyInPercent = assetAPYAmountInUnderlying
         .sub(debtAPY)
-        .mul(constants_1.PERCENTAGE_DECIMALS)
         .mul(constants_1.WAD)
-        .div(yourAssets);
+        .div(yourAssets)
+        .div(constants_1.PERCENTAGE_FACTOR);
     return Number((0, formatter_1.toSignificant)(apyInPercent, constants_1.WAD_DECIMALS_POW));
 }
 exports.calcOverallAPY = calcOverallAPY;

package/lib/core/creditAccount.spec.d.ts

@@ -0,0 +1 @@
+export {};

package/lib/core/creditAccount.spec.js

@@ -0,0 +1,122 @@
+"use strict";
+var _a;
+Object.defineProperty(exports, "__esModule", { value: true });
+var chai_1 = require("chai");
+var ethers_1 = require("ethers");
+var decimals_1 = require("../tokens/decimals");
+var token_1 = require("../tokens/token");
+var formatter_1 = require("../utils/formatter");
+var constants_1 = require("./constants");
+var creditAccount_1 = require("./creditAccount");
+var prices = (_a = {},
+    _a[token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()] = (0, formatter_1.toBN)("1738.11830000", constants_1.PRICE_DECIMALS_POW),
+    _a[token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase()] = (0, formatter_1.toBN)("0.99941103", constants_1.PRICE_DECIMALS_POW),
+    _a[token_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()] = (0, formatter_1.toBN)("1703.87588096", constants_1.PRICE_DECIMALS_POW),
+    _a);
+var lpAPY = { STETH: 38434 };
+var caWithoutLP = {
+    assets: [
+        {
+            balance: (0, formatter_1.toBN)("54780", decimals_1.decimals.DAI),
+            token: token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
+        },
+        {
+            balance: (0, formatter_1.toBN)("3.5", decimals_1.decimals.WETH),
+            token: token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+        },
+    ],
+    totalValue: (0, formatter_1.toBN)("60860", decimals_1.decimals.DAI),
+    debt: (0, formatter_1.toBN)("54780", decimals_1.decimals.DAI),
+    borrowRate: 7712,
+    underlyingToken: token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
+};
+var caWithLP = {
+    assets: [
+        {
+            balance: (0, formatter_1.toBN)("119.999999999999999997", decimals_1.decimals.STETH),
+            token: token_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase(),
+        },
+        {
+            balance: (0, formatter_1.toBN)("3.5", decimals_1.decimals.WETH),
+            token: token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+        },
+    ],
+    totalValue: (0, formatter_1.toBN)("117.635897231615362429", decimals_1.decimals.WETH),
+    debt: (0, formatter_1.toBN)("90.000000000000000000", decimals_1.decimals.WETH),
+    borrowRate: 5736,
+    underlyingToken: token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+};
+describe("CreditAccount calcOverallAPY test", function () {
+    it("overall APY calculation for caWithoutLP is correct", function () {
+        var result = (0, creditAccount_1.calcOverallAPY)({
+            caAssets: caWithoutLP.assets,
+            totalValue: caWithoutLP.totalValue,
+            debt: caWithoutLP.debt,
+            borrowRate: caWithoutLP.borrowRate,
+            underlyingToken: caWithoutLP.underlyingToken,
+            lpAPY: lpAPY,
+            prices: prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(-6.94841);
+    });
+    it("overall APY calculation for caWithLP is correct", function () {
+        var result = (0, creditAccount_1.calcOverallAPY)({
+            caAssets: caWithLP.assets,
+            totalValue: caWithLP.totalValue,
+            debt: caWithLP.debt,
+            borrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            lpAPY: lpAPY,
+            prices: prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(14.4919);
+    });
+    it("overall APY is undefined when !lpAPY", function () {
+        var result = (0, creditAccount_1.calcOverallAPY)({
+            caAssets: caWithLP.assets,
+            totalValue: caWithLP.totalValue,
+            debt: caWithLP.debt,
+            borrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            lpAPY: undefined,
+            prices: prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(undefined);
+    });
+    it("overall APY is undefined when !totalValue", function () {
+        var result = (0, creditAccount_1.calcOverallAPY)({
+            caAssets: caWithLP.assets,
+            totalValue: undefined,
+            debt: caWithLP.debt,
+            borrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            lpAPY: lpAPY,
+            prices: prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(undefined);
+    });
+    it("overall APY is undefined when !debt", function () {
+        var result = (0, creditAccount_1.calcOverallAPY)({
+            caAssets: caWithLP.assets,
+            totalValue: caWithLP.totalValue,
+            debt: undefined,
+            borrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            lpAPY: lpAPY,
+            prices: prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(undefined);
+    });
+    it("overall APY is undefined when totalValue lte 0", function () {
+        var result = (0, creditAccount_1.calcOverallAPY)({
+            caAssets: caWithLP.assets,
+            totalValue: ethers_1.BigNumber.from(0),
+            debt: undefined,
+            borrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            lpAPY: lpAPY,
+            prices: prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(undefined);
+    });
+});

package/lib/core/creditManager.d.ts

@@ -1,7 +1,6 @@
 import { BigNumber, ethers, Signer } from "ethers";
 import { MultiCall } from "../pathfinder/core";
 import { CreditManagerDataPayload, CreditManagerStatPayload } from "../payload/creditManager";
-import { TokenData } from "../tokens/tokenData";
 import { ICreditManager } from "../types";
 import { Asset } from "./assets";
 export declare class CreditManagerData {
@@ -60,9 +59,8 @@ export declare function calcMaxIncreaseBorrow(healthFactor: number, borrowAmount
 export interface CalcHealthFactorProps {
     assets: Array<Asset>;
     prices: Record<string, BigNumber>;
-    tokensList: Record<string, TokenData>;
     liquidationThresholds: Record<string, BigNumber>;
-    underlyingToken: TokenData | undefined;
+    underlyingToken: string;
     borrowed: BigNumber;
 }
-export declare function calcHealthFactor({ assets, prices, tokensList, liquidationThresholds, underlyingToken, borrowed, }: CalcHealthFactorProps): number;
+export declare function calcHealthFactor({ assets, prices, liquidationThresholds, underlyingToken, borrowed, }: CalcHealthFactorProps): number;

package/lib/core/creditManager.js

@@ -29,6 +29,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.calcHealthFactor = exports.calcMaxIncreaseBorrow = exports.CreditManagerStat = exports.CreditManagerData = void 0;
 var ethers_1 = require("ethers");
 var txParser_1 = require("../parsers/txParser");
+var decimals_1 = require("../tokens/decimals");
 var token_1 = require("../tokens/token");
 var types_1 = require("../types");
 var price_1 = require("../utils/price");
@@ -42,12 +43,11 @@ var CreditManagerData = /** @class */ (function () {
         this.pool = payload.pool.toLowerCase();
         this.isWETH = payload.isWETH;
         this.canBorrow = payload.canBorrow;
-        this.borrowRate =
-            payload.borrowRate
-                .mul(payload.feeInterest + constants_1.PERCENTAGE_FACTOR)
-                .mul(constants_1.PERCENTAGE_DECIMALS)
-                .div(constants_1.RAY)
-                .toNumber() / constants_1.PERCENTAGE_FACTOR;
+        this.borrowRate = payload.borrowRate
+            .mul(payload.feeInterest + constants_1.PERCENTAGE_FACTOR)
+            .mul(constants_1.PERCENTAGE_DECIMALS)
+            .div(constants_1.RAY)
+            .toNumber();
         this.minAmount = payload.minAmount;
         this.maxAmount = payload.maxAmount;
         this.maxLeverageFactor = ethers_1.BigNumber.from(payload.maxLeverageFactor).toNumber();
@@ -173,34 +173,36 @@ var CreditManagerStat = /** @class */ (function (_super) {
 }(CreditManagerData));
 exports.CreditManagerStat = CreditManagerStat;
 function calcMaxIncreaseBorrow(healthFactor, borrowAmountPlusInterest, maxLeverageFactor) {
-    var healthFactorPercentage = Math.floor(healthFactor * constants_1.PERCENTAGE_FACTOR);
     var minHealthFactor = maxLeverageFactor > 0
         ? Math.floor((constants_1.UNDERLYING_TOKEN_LIQUIDATION_THRESHOLD *
             (maxLeverageFactor + constants_1.LEVERAGE_DECIMALS)) /
             maxLeverageFactor)
         : 10000;
     var result = borrowAmountPlusInterest
-        .mul(healthFactorPercentage - minHealthFactor)
+        .mul(healthFactor - minHealthFactor)
         .div(minHealthFactor - constants_1.UNDERLYING_TOKEN_LIQUIDATION_THRESHOLD);
     return result.isNegative() ? ethers_1.BigNumber.from(0) : result;
 }
 exports.calcMaxIncreaseBorrow = calcMaxIncreaseBorrow;
 function calcHealthFactor(_a) {
-    var assets = _a.assets, prices = _a.prices, tokensList = _a.tokensList, liquidationThresholds = _a.liquidationThresholds, underlyingToken = _a.underlyingToken, borrowed = _a.borrowed;
+    var assets = _a.assets, prices = _a.prices, liquidationThresholds = _a.liquidationThresholds, underlyingToken = _a.underlyingToken, borrowed = _a.borrowed;
     var assetLTMoney = assets.reduce(function (acc, _a) {
         var tokenAddress = _a.token, amount = _a.balance;
-        var lt = liquidationThresholds[tokenAddress] || ethers_1.BigNumber.from(0);
-        var price = prices[tokenAddress] || ethers_1.BigNumber.from(0);
-        var token = tokensList[tokenAddress];
-        var money = (0, price_1.calcTotalPrice)(price, amount, token === null || token === void 0 ? void 0 : token.decimals);
-        var ltMoney = money.mul(lt).div(constants_1.PERCENTAGE_FACTOR);
+        var tokenSymbol = token_1.tokenSymbolByAddress[tokenAddress.toLowerCase()];
+        var tokenDecimals = decimals_1.decimals[tokenSymbol];
+        var lt = liquidationThresholds[tokenAddress.toLowerCase()] || ethers_1.BigNumber.from(0);
+        var price = prices[tokenAddress.toLowerCase()] || ethers_1.BigNumber.from(0);
+        var money = (0, price_1.calcTotalPrice)(price, amount, tokenDecimals);
+        var ltMoney = money.mul(lt);
         return acc.add(ltMoney);
     }, ethers_1.BigNumber.from(0));
-    var underlyingPrice = prices[(underlyingToken === null || underlyingToken === void 0 ? void 0 : underlyingToken.address) || ""] || constants_1.PRICE_DECIMALS;
-    var borrowedMoney = (0, price_1.calcTotalPrice)(underlyingPrice, borrowed, underlyingToken === null || underlyingToken === void 0 ? void 0 : underlyingToken.decimals);
+    var underlyingSymbol = token_1.tokenSymbolByAddress[underlyingToken.toLowerCase()];
+    var underlyingDecimals = decimals_1.decimals[underlyingSymbol];
+    var underlyingPrice = prices[underlyingToken.toLowerCase()] || constants_1.PRICE_DECIMALS;
+    var borrowedMoney = (0, price_1.calcTotalPrice)(underlyingPrice, borrowed, underlyingDecimals);
     var hfInPercent = borrowedMoney.gt(0)
-        ? assetLTMoney.mul(constants_1.PERCENTAGE_FACTOR).div(borrowedMoney)
+        ? assetLTMoney.div(borrowedMoney)
         : ethers_1.BigNumber.from(0);
-    return hfInPercent.toNumber() / constants_1.PERCENTAGE_FACTOR;
+    return hfInPercent.toNumber();
 }
 exports.calcHealthFactor = calcHealthFactor;

package/lib/core/creditManager.spec.d.ts

@@ -0,0 +1 @@
+export {};

package/lib/core/creditManager.spec.js

@@ -0,0 +1,144 @@
+"use strict";
+var _a, _b;
+Object.defineProperty(exports, "__esModule", { value: true });
+var chai_1 = require("chai");
+var ethers_1 = require("ethers");
+var decimals_1 = require("../tokens/decimals");
+var token_1 = require("../tokens/token");
+var formatter_1 = require("../utils/formatter");
+var price_1 = require("../utils/price");
+var assets_1 = require("./assets");
+var constants_1 = require("./constants");
+var creditManager_1 = require("./creditManager");
+var liquidationThresholds = (_a = {},
+    _a[token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase()] = ethers_1.BigNumber.from("9300"),
+    _a[token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()] = ethers_1.BigNumber.from("8500"),
+    _a);
+var prices = (_b = {},
+    _b[token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()] = (0, formatter_1.toBN)("1738.11830000", constants_1.PRICE_DECIMALS_POW),
+    _b[token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase()] = (0, formatter_1.toBN)("0.99941103", constants_1.PRICE_DECIMALS_POW),
+    _b[token_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()] = (0, formatter_1.toBN)("1703.87588096", constants_1.PRICE_DECIMALS_POW),
+    _b);
+var defaultCA = {
+    assets: [
+        {
+            balance: (0, formatter_1.toBN)("156552", decimals_1.decimals.DAI),
+            token: token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
+        },
+        {
+            balance: (0, formatter_1.toBN)("10", decimals_1.decimals.WETH),
+            token: token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+        },
+    ],
+    debt: (0, formatter_1.toBN)("156552", decimals_1.decimals.DAI),
+    healthFactor: 10244,
+    underlyingToken: token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
+    underlyingDecimals: decimals_1.decimals.DAI,
+};
+describe("CreditManager calcHealthFactor test", function () {
+    it("health factor calculation is calculated correctly", function () {
+        var result = (0, creditManager_1.calcHealthFactor)({
+            assets: defaultCA.assets,
+            prices: prices,
+            liquidationThresholds: liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt,
+        });
+        (0, chai_1.expect)(result).to.be.eq(defaultCA.healthFactor);
+    });
+    it("health factor calculation has no division by zero error", function () {
+        var result = (0, creditManager_1.calcHealthFactor)({
+            assets: [],
+            prices: {},
+            liquidationThresholds: {},
+            underlyingToken: "",
+            borrowed: ethers_1.BigNumber.from(0),
+        });
+        (0, chai_1.expect)(result).to.be.eq(0);
+    });
+    it("health factor after add collateral is calculated  correctly", function () {
+        var collateral = {
+            balance: (0, formatter_1.toBN)("10", decimals_1.decimals.WETH),
+            token: token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+        };
+        var afterAdd = (0, assets_1.sumAssets)(defaultCA.assets, [collateral]);
+        var result = (0, creditManager_1.calcHealthFactor)({
+            assets: afterAdd,
+            prices: prices,
+            liquidationThresholds: liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt,
+        });
+        (0, chai_1.expect)(result).to.be.eq(11188);
+    });
+    it("health factor after decrease debt is calculated  correctly", function () {
+        var amountDecrease = (0, formatter_1.toBN)("10000", defaultCA.underlyingDecimals);
+        var debtDecrease = {
+            balance: amountDecrease,
+            token: defaultCA.underlyingToken,
+        };
+        var afterDecrease = (0, assets_1.subAssets)(defaultCA.assets, [debtDecrease]);
+        var result = (0, creditManager_1.calcHealthFactor)({
+            assets: afterDecrease,
+            prices: prices,
+            liquidationThresholds: liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt.sub(amountDecrease),
+        });
+        (0, chai_1.expect)(result).to.be.eq(10308);
+    });
+    it("health factor after increase debt is calculated  correctly", function () {
+        var amountIncrease = (0, formatter_1.toBN)("20000", defaultCA.underlyingDecimals);
+        var debtIncrease = {
+            balance: amountIncrease,
+            token: defaultCA.underlyingToken,
+        };
+        var afterIncrease = (0, assets_1.sumAssets)(defaultCA.assets, [debtIncrease]);
+        var result = (0, creditManager_1.calcHealthFactor)({
+            assets: afterIncrease,
+            prices: prices,
+            liquidationThresholds: liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt.add(amountIncrease),
+        });
+        (0, chai_1.expect)(result).to.be.eq(10137);
+    });
+    it("health factor after swap is calculated  correctly", function () {
+        var swapAsset = {
+            balance: defaultCA.debt,
+            token: defaultCA.underlyingToken,
+        };
+        var underlyingPrice = prices[defaultCA.underlyingToken];
+        var wethPrice = prices[token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()];
+        var getAmount = (0, price_1.convertByPrice)((0, price_1.calcTotalPrice)(underlyingPrice, defaultCA.debt, defaultCA.underlyingDecimals), { price: wethPrice, decimals: decimals_1.decimals.WETH });
+        var getAsset = {
+            balance: getAmount,
+            token: token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+        };
+        var afterSub = (0, assets_1.subAssets)(defaultCA.assets, [swapAsset]);
+        var afterSwap = (0, assets_1.sumAssets)(afterSub, [getAsset]);
+        var result = (0, creditManager_1.calcHealthFactor)({
+            assets: afterSwap,
+            prices: prices,
+            liquidationThresholds: liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt,
+        });
+        (0, chai_1.expect)(result).to.be.eq(9444);
+    });
+});
+describe("CreditManager calcMaxIncreaseBorrow test", function () {
+    it("health max increase borrow is zero if hf < 1", function () {
+        var result = (0, creditManager_1.calcMaxIncreaseBorrow)(9999, ethers_1.BigNumber.from("156522834253690396032546"), 0);
+        (0, chai_1.expect)(result.toString()).to.be.eq(ethers_1.BigNumber.from(0).toString());
+    });
+    it("health max increase borrow is calculated correctly", function () {
+        var result = (0, creditManager_1.calcMaxIncreaseBorrow)(defaultCA.healthFactor, ethers_1.BigNumber.from("156522834253690396032546"), 0);
+        (0, chai_1.expect)(result.toString()).to.be.eq(ethers_1.BigNumber.from("54559387939857795188487").toString());
+    });
+    it("health max increase borrow is calculated correctly (low hf, high debt)", function () {
+        var loweHf = 10244;
+        var result = (0, creditManager_1.calcMaxIncreaseBorrow)(loweHf, ethers_1.BigNumber.from("54782991988791638611392"), 0);
+        (0, chai_1.expect)(result.toString()).to.be.eq(ethers_1.BigNumber.from("19095785778950228315970").toString());
+    });
+});

package/lib/core/creditSession.js

@@ -17,7 +17,6 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.CreditSession = void 0;
 var ethers_1 = require("ethers");
 var moment_1 = __importDefault(require("moment"));
-var constants_1 = require("./constants");
 var statusEnum = [
     "active",
     "closed",
@@ -40,8 +39,7 @@ var CreditSession = /** @class */ (function () {
         this.profit = ethers_1.BigNumber.from(payload.profit || 0);
         this.profitPercentage = payload.profitPercentage || 0;
         this.totalValue = ethers_1.BigNumber.from(payload.totalValue || 0);
-        this.healthFactor =
-            ethers_1.BigNumber.from(payload.healthFactor || 0).toNumber() / constants_1.PERCENTAGE_FACTOR;
+        this.healthFactor = ethers_1.BigNumber.from(payload.healthFactor || 0).toNumber();
         this.score = payload.score;
         this.operations = (payload.operations || []).map(function (op) {
             var formattedOp = __assign(__assign({}, op), { date: (0, moment_1.default)(op.timestamp * 1000).format("Do MMM YYYY") });

package/lib/core/strategy.d.ts

@@ -1,6 +1,5 @@
 import { BigNumber } from "ethers";
 import { TokensWithAPY } from "../apy";
-import { TokenData } from "../tokens/tokenData";
 import { Asset } from "./assets";
 import { CreditManagerData } from "./creditManager";
 export interface StrategyPayload {
@@ -20,12 +19,11 @@ declare type PoolList = Record<string, PoolStats>;
 interface LiquidationPriceProps {
     assets: Array<Asset>;
     prices: Record<string, BigNumber>;
-    tokensList: Record<string, TokenData>;
     liquidationThresholds: Record<string, BigNumber>;
     borrowed: BigNumber;
-    underlyingToken: TokenData;
+    underlyingToken: string;
     lpAmount: BigNumber;
-    lpToken: TokenData;
+    lpToken: string;
 }
 export declare class Strategy {
     apy: number | undefined;
@@ -39,7 +37,7 @@ 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, tokensList, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): BigNumber;
+    liquidationPrice({ assets, 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

@@ -2,17 +2,23 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Strategy = void 0;
 var ethers_1 = require("ethers");
+var decimals_1 = require("../tokens/decimals");
+var token_1 = require("../tokens/token");
 var price_1 = require("../utils/price");
 var constants_1 = require("./constants");
 var Strategy = /** @class */ (function () {
     function Strategy(payload) {
         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;
+        this.lpToken = payload.lpToken.toLowerCase();
+        this.pools = payload.pools.map(function (addr) { return addr.toLowerCase(); });
+        this.unleveragableCollateral = payload.unleveragableCollateral.map(function (addr) {
+            return addr.toLowerCase();
+        });
+        this.leveragableCollateral = payload.leveragableCollateral.map(function (addr) {
+            return addr.toLowerCase();
+        });
+        this.baseAssets = payload.baseAssets.map(function (addr) { return addr.toLowerCase(); });
     }
     Strategy.maxLeverage = function (lpToken, cms) {
         var maxThreshold = maxLeverageThreshold(lpToken, cms)[0];
@@ -30,20 +36,28 @@ var Strategy = /** @class */ (function () {
     };
     // eslint-disable-next-line class-methods-use-this
     Strategy.prototype.liquidationPrice = function (_a) {
-        var assets = _a.assets, prices = _a.prices, tokensList = _a.tokensList, liquidationThresholds = _a.liquidationThresholds, borrowed = _a.borrowed, underlyingToken = _a.underlyingToken, lpAmount = _a.lpAmount, lpToken = _a.lpToken;
+        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 lt = liquidationThresholds[tokenAddress] || ethers_1.BigNumber.from(0);
-            var price = prices[tokenAddress] || ethers_1.BigNumber.from(0);
-            var token = tokensList[tokenAddress];
-            var money = (0, price_1.calcTotalPrice)(price, amount, token === null || token === void 0 ? void 0 : token.decimals);
+            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 underlyingPrice = prices[(underlyingToken === null || underlyingToken === void 0 ? void 0 : underlyingToken.address) || ""] || constants_1.PRICE_DECIMALS;
-        var borrowedMoney = (0, price_1.calcTotalPrice)(underlyingPrice, borrowed, underlyingToken === null || underlyingToken === void 0 ? void 0 : underlyingToken.decimals);
-        var lpPrice = prices[(lpToken === null || lpToken === void 0 ? void 0 : lpToken.address) || ""] || constants_1.PRICE_DECIMALS;
-        var lpMoney = (0, price_1.calcTotalPrice)(lpPrice, lpAmount, lpToken === null || lpToken === void 0 ? void 0 : lpToken.decimals);
+        var underlyingTokenAddressLC = underlyingToken.toLowerCase();
+        var underlyingTokenSymbol = token_1.tokenSymbolByAddress[underlyingTokenAddressLC];
+        var underlyingTokenDecimals = decimals_1.decimals[underlyingTokenSymbol];
+        var underlyingPrice = prices[underlyingTokenAddressLC] || constants_1.PRICE_DECIMALS;
+        var borrowedMoney = (0, price_1.calcTotalPrice)(underlyingPrice, borrowed, underlyingTokenDecimals);
+        var lpTokenAddressLC = lpToken.toLowerCase();
+        var lpTokenSymbol = token_1.tokenSymbolByAddress[lpTokenAddressLC];
+        var lpTokenDecimals = decimals_1.decimals[lpTokenSymbol];
+        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)
@@ -60,10 +74,10 @@ var Strategy = /** @class */ (function () {
             : leverage - constants_1.LEVERAGE_DECIMALS;
     };
     Strategy.prototype.inBaseAssets = function (depositCollateral) {
-        return this.baseAssets.some(function (c) { return c.toLowerCase() === depositCollateral.toLowerCase(); });
+        return this.baseAssets.some(function (c) { return c === depositCollateral.toLowerCase(); });
     };
     Strategy.prototype.inLeveragableAssets = function (depositCollateral) {
-        return this.leveragableCollateral.some(function (c) { return c.toLowerCase() === depositCollateral.toLowerCase(); });
+        return this.leveragableCollateral.some(function (c) { return c === depositCollateral.toLowerCase(); });
     };
     return Strategy;
 }());
@@ -76,8 +90,9 @@ function minBorrowApy(poolApy) {
     return apys.length > 0 ? apys[0].borrowRate : 0;
 }
 function maxLeverageThreshold(lpToken, cms) {
+    var lpTokenLC = lpToken.toLowerCase();
     var ltByCM = cms.map(function (cm) {
-        var lt = cm.liquidationThresholds[lpToken] || ethers_1.BigNumber.from(0);
+        var lt = cm.liquidationThresholds[lpTokenLC] || ethers_1.BigNumber.from(0);
         return [cm.address, lt];
     });
     var sorted = ltByCM.sort(function (_a, _b) {

package/lib/core/strategy.spec.d.ts

@@ -0,0 +1 @@
+export {};

package/lib/core/strategy.spec.js

@@ -0,0 +1,76 @@
+"use strict";
+var _a, _b;
+Object.defineProperty(exports, "__esModule", { value: true });
+var chai_1 = require("chai");
+var ethers_1 = require("ethers");
+var decimals_1 = require("../tokens/decimals");
+var token_1 = require("../tokens/token");
+var formatter_1 = require("../utils/formatter");
+var constants_1 = require("./constants");
+var strategy_1 = require("./strategy");
+var lidoPayload = {
+    name: "Lido",
+    lpToken: token_1.tokenDataByNetwork.Mainnet.STETH,
+    apyTokenSymbol: "STETH",
+    apy: 38434,
+    pools: [token_1.tokenDataByNetwork.Mainnet.WETH],
+    unleveragableCollateral: [
+        token_1.tokenDataByNetwork.Mainnet.USDC,
+        token_1.tokenDataByNetwork.Mainnet.DAI,
+        token_1.tokenDataByNetwork.Mainnet.WBTC,
+    ],
+    leveragableCollateral: [],
+    baseAssets: [token_1.tokenDataByNetwork.Mainnet.WETH],
+};
+var lidoStrategy = new strategy_1.Strategy(lidoPayload);
+var pools = {
+    "0x1": {
+        borrowRate: 7712,
+    },
+    "0x2": {
+        borrowRate: 5736,
+    },
+};
+var prices = (_a = {},
+    _a[token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()] = (0, formatter_1.toBN)("1738.11830000", constants_1.PRICE_DECIMALS_POW),
+    _a[token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase()] = (0, formatter_1.toBN)("0.99941103", constants_1.PRICE_DECIMALS_POW),
+    _a[token_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()] = (0, formatter_1.toBN)("1703.87588096", constants_1.PRICE_DECIMALS_POW),
+    _a);
+var liquidationThresholds = (_b = {},
+    _b[token_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase()] = ethers_1.BigNumber.from("9300"),
+    _b[token_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()] = ethers_1.BigNumber.from("8500"),
+    _b[token_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()] = ethers_1.BigNumber.from("9000"),
+    _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);
+    });
+    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);
+        (0, chai_1.expect)(result).to.be.eq(332716);
+    });
+    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),
+            underlyingToken: token_1.tokenDataByNetwork.Mainnet.WETH,
+            lpAmount: (0, formatter_1.toBN)("119.40", 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");
+    });
+    it("liquidationPrice maxLeverage is correct", function () {
+        var result = strategy_1.Strategy.maxLeverage(token_1.tokenDataByNetwork.Mainnet.STETH, [
+            { address: "0x1", liquidationThresholds: liquidationThresholds },
+        ]);
+        (0, chai_1.expect)(result).to.be.eq(9 * constants_1.LEVERAGE_DECIMALS);
+    });
+});

package/lib/utils/formatter.d.ts

@@ -10,5 +10,5 @@ export declare function shortAddress(address?: string): string;
 export declare function shortHash(address?: string): string;
 export declare const formatRate: (rate: BigNumberish | undefined) => string;
 export declare function formatDate(date: Date): string;
-export declare function formatHf(healthFactor: number): string;
+export declare function formatPercentage(healthFactor: number, decimals?: number): string;
 export declare function formatLeverage(leverage: number, decimals?: number): string;

package/lib/utils/formatter.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.formatLeverage = exports.formatHf = exports.formatDate = exports.formatRate = exports.shortHash = exports.shortAddress = exports.toBN = exports.toSignificant = exports.toHumanFormat = exports.formatBn4dig = exports.formatBN = exports.formatRAY = exports.rayToNumber = void 0;
+exports.formatLeverage = exports.formatPercentage = exports.formatDate = exports.formatRate = exports.shortHash = exports.shortAddress = exports.toBN = exports.toSignificant = exports.toHumanFormat = exports.formatBn4dig = exports.formatBN = exports.formatRAY = exports.rayToNumber = void 0;
 var decimal_js_light_1 = require("decimal.js-light");
 var ethers_1 = require("ethers");
 var constants_1 = require("../core/constants");
@@ -129,10 +129,11 @@ function formatDate(date) {
     return [year, month, day].join("-");
 }
 exports.formatDate = formatDate;
-function formatHf(healthFactor) {
-    return (healthFactor / 10000).toFixed(2);
+function formatPercentage(healthFactor, decimals) {
+    if (decimals === void 0) { decimals = 2; }
+    return (healthFactor / constants_1.PERCENTAGE_FACTOR).toFixed(decimals);
 }
-exports.formatHf = formatHf;
+exports.formatPercentage = formatPercentage;
 function formatLeverage(leverage, decimals) {
     if (decimals === void 0) { decimals = 2; }
     return (leverage / constants_1.LEVERAGE_DECIMALS).toFixed(decimals);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gearbox-protocol/sdk",
-  "version": "1.5.30",
+  "version": "1.6.0",
   "description": "Gearbox SDK",
   "main": "./lib/index.js",
   "types": "./lib/index.d.ts",