@gearbox-protocol/sdk 14.12.0-next.65 → 14.12.0-next.67

package/dist/types/model/opportunities.d.ts

@@ -0,0 +1,543 @@
+import { Amount, AssetType, Bps, ChainId, Curator, Leverage, Timestamp, Token } from "./primitives.js";
+import { Address } from "viem";
+//#region src/model/opportunities.d.ts
+/**
+ * Discriminator of the two opportunity kinds.
+ *
+ * - `"pool"` — passive lending: deposit the underlying, earn the supply rate.
+ * - `"strategy"` — leveraged position: deposit collateral, borrow the
+ *   underlying against it inside a credit account.
+ **/
+type OpportunityKind = "pool" | "strategy";
+/**
+ * An off-chain points program a position accrues towards, e.g. a partner
+ * protocol's season points. Points have no APY, so they are listed separately
+ * from token rewards.
+ **/
+interface PointsProgram {
+  /**
+   * Stable slug of the program.
+   *
+   * @example `"ethena-sats-s3"`
+   **/
+  id: string;
+  /**
+   * Display name of the program.
+   *
+   * @example `"Ethena Sats Season 3"`
+   **/
+  name: string;
+  /**
+   * Points earned per unit of position relative to the program's base rate, or
+   * `null` when the program does not publish one.
+   *
+   * @example `2` for a 2x boost
+   **/
+  multiplier: number | null;
+}
+/**
+ * Rewards paid out in a token, e.g. a liquidity mining program.
+ **/
+interface TokenRewards {
+  kind: "token";
+  /**
+   * Token the rewards are paid in.
+   **/
+  token: Token;
+  /**
+   * Extra APR earned by supplying, in basis points.
+   *
+   * @example `120` for +1.2% APR
+   **/
+  supplyApr?: Bps;
+  /**
+   * Extra APR earned on the borrowed side, in basis points. Present when a
+   * program rebates part of the borrow cost.
+   *
+   * @example `45` for +0.45% APR
+   **/
+  borrowApr?: Bps;
+}
+/**
+ * Rewards accrued as points rather than tokens.
+ **/
+interface PointRewards {
+  kind: "point";
+  /**
+   * Programs the position accrues points in.
+   **/
+  points: PointsProgram[];
+}
+/**
+ * Any reward stream attached to an opportunity.
+ **/
+type Rewards = TokenRewards | PointRewards;
+/**
+ * A yield figure split into the part the protocol itself generates and the
+ * incentives layered on top.
+ **/
+interface ApyBreakdown {
+  /**
+   * Everything combined, in basis points: the number a UI shows as "APY".
+   *
+   * @example `842` for 8.42% APY
+   **/
+  totalApy: Bps;
+  /**
+   * The part generated by the underlying protocol alone, without incentives,
+   * in basis points.
+   *
+   * @example `610` for 6.10% APY
+   **/
+  organicApy: Bps;
+  /**
+   * Incentives that make up the difference between {@link organicApy} and
+   * {@link totalApy}, plus any points programs that carry no APY at all.
+   **/
+  rewards: Rewards[];
+}
+/**
+ * Fields both opportunity kinds share.
+ **/
+interface OpportunityBase {
+  /**
+   * Chain the opportunity lives on.
+   **/
+  chainId: ChainId;
+  /**
+   * Human-readable name for the row.
+   *
+   * @example `"USDC Pool"`, `"wstETH / WETH"`
+   **/
+  title: string;
+  /**
+   * Curator of the market this opportunity belongs to.
+   **/
+  curator: Curator;
+  /**
+   * Token that is supplied to the pool and borrowed by credit accounts. All
+   * amounts of the opportunity are denominated in it.
+   *
+   * For RWA markets it's an unwrapped, e.g. — `USDC`, not `dcUSDC` (pool underlying according to contract).
+   * The wrapper converts one-for-one, so every amount stays exact.
+   **/
+  underlyingToken: Token;
+  /**
+   * Size of the opportunity.
+   *
+   * For a pool this is the supply of pool shares; for a strategy it is the
+   * summed total value of the credit accounts holding the target collateral.
+   **/
+  totalSupply: Amount;
+  /**
+   * Debt principal drawn against the opportunity.
+   **/
+  totalBorrow: Amount;
+  /**
+   * How much of the available capital is currently borrowed, in basis points.
+   *
+   * @example `7500` for 75% utilization
+   **/
+  utilization: Bps;
+  /**
+   * Yield earned by supplying. For a strategy it is the net yield at
+   * {@link StrategyOpportunity.maxLeverage}.
+   *
+   * Absent in `onchain` mode: every yield figure that folds in incentives,
+   * points or smoothing is computed by the backend.
+   *
+   * @mode offchain
+   **/
+  supplyApy?: ApyBreakdown;
+  /**
+   * Tokens accepted as collateral, i.e. the tokens that have both a non-zero
+   * liquidation threshold and a non-zero quota limit.
+   **/
+  collateralTokens: Token[];
+  /**
+   * The contract's own pause flag: the pool for a {@link PoolOpportunity}, the
+   * credit facade or the pool it borrows from for a
+   * {@link StrategyOpportunity}.
+   **/
+  paused: boolean;
+  /**
+   * Whether at least one of {@link collateralTokens} is a real-world-asset
+   * token. Read from a hardcoded per-chain list rather than from the chain.
+   **/
+  rwa: boolean;
+  /**
+   * Whether the opportunity is being wound down and should no longer be
+   * entered. Read from a hardcoded per-chain list, kept separately for pools
+   * and for strategies, and unrelated to
+   * {@link StrategyOpportunity.expirationDate}.
+   **/
+  sunset: boolean;
+}
+/**
+ * Passive lending into a Gearbox pool.
+ *
+ * Identified by `(chainId, pool)`, see {@link poolOpportunityId}.
+ **/
+interface PoolOpportunity extends OpportunityBase {
+  kind: "pool";
+  /**
+   * Address of the ERC-4626 pool contract.
+   **/
+  pool: Address;
+}
+/**
+ * A leveraged position: one credit manager plus one target collateral token.
+ * A credit manager that accepts five collateral tokens therefore produces five
+ * strategies.
+ *
+ * Identified by `(chainId, creditManager, targetCollateral.address)`,
+ * see {@link strategyOpportunityId}.
+ **/
+interface StrategyOpportunity extends OpportunityBase {
+  kind: "strategy";
+  /**
+   * Address of the credit manager the position is opened in.
+   **/
+  creditManager: Address;
+  /**
+   * Collateral token the position is built around.
+   **/
+  targetCollateral: Token;
+  /**
+   * Liquidation threshold of {@link targetCollateral} in this credit manager,
+   * in basis points: the share of the collateral value that counts towards
+   * covering debt.
+   *
+   * @example `9000` for an 86% threshold
+   **/
+  liquidationThreshold: Bps;
+  /**
+   * Share of a liquidated account's value paid to the liquidator, in basis
+   * points.
+   *
+   * @example `400` for a 4% premium
+   **/
+  liquidationPremium: Bps;
+  /**
+   * Share of a liquidated account's value taken by the protocol, in basis
+   * points.
+   *
+   * @example `150` for a 1.5% fee
+   **/
+  liquidationFee: Bps;
+  /**
+   * Moment the credit facade expires, after which positions can no longer be
+   * opened and open ones become liquidatable, or `null` when the facade is not
+   * expirable. A timestamp in the past means it has already expired.
+   **/
+  expirationDate: Timestamp | null;
+  /**
+   * Yield the collateral itself earns while it sits in the credit account,
+   * before leverage.
+   *
+   * @mode offchain
+   **/
+  collateralApy?: ApyBreakdown;
+  /**
+   * Annual cost of the borrowed underlying, in basis points, including the
+   * protocol's interest fee.
+   *
+   * @example `520` for 5.2% APY
+   **/
+  borrowApy?: Bps;
+  /**
+   * Annual cost of the quota on {@link targetCollateral}, scaled to the debt a
+   * maximally leveraged position carries, in basis points. Comes on top of
+   * {@link borrowApy}.
+   *
+   * @example `90` for +0.9% APY
+   **/
+  additionalBorrowApy?: Bps;
+  /**
+   * Largest debt a single new position can take on right now: the tightest of
+   * the credit manager's remaining debt limit, the pool's free liquidity and
+   * the facade's per-account maximum.
+   **/
+  maxBorrowAmount: Amount;
+  /**
+   * Highest leverage the liquidation threshold allows,
+   * `1 / (1 - liquidationThreshold)`.
+   *
+   * @example `10` at a 90% threshold
+   **/
+  maxLeverage: Leverage;
+}
+/**
+ * A row of the opportunities list.
+ **/
+type Opportunity = PoolOpportunity | StrategyOpportunity;
+/**
+ * Canonical id of an opportunity: the string used to match a row read from the
+ * chain with the same row served by the backend.
+ **/
+type OpportunityId = string;
+/**
+ * Builds the canonical id of a pool opportunity.
+ *
+ * @example
+ * ```ts
+ * poolOpportunityId(1, "0xda00...") // "1:0xda00..."
+ * ```
+ **/
+declare function poolOpportunityId(chainId: ChainId, pool: Address): OpportunityId;
+/**
+ * Builds the canonical id of a strategy opportunity.
+ *
+ * @example
+ * ```ts
+ * strategyOpportunityId(1, "0x3eb9...", "0x7f39...") // "1:0x3eb9...:0x7f39..."
+ * ```
+ **/
+declare function strategyOpportunityId(chainId: ChainId, creditManager: Address, targetCollateral: Address): OpportunityId;
+/**
+ * Canonical id of any opportunity, dispatching on {@link Opportunity.kind}.
+ **/
+declare function opportunityId(opportunity: Opportunity): OpportunityId;
+/**
+ * Optional narrowing of an opportunities list.
+ *
+ * The list is filtered in memory over final values, so there is no paging and
+ * no sorting: a screen sorts what it got.
+ *
+ * Every criterion is optional and an omitted one matches any value, so an empty
+ * filter is the same as no filter at all. Criteria combine with AND.
+ **/
+interface OpportunityFilter {
+  /**
+   * Keep only pools or only strategies.
+   **/
+  kind?: OpportunityKind;
+  /**
+   * Keep only opportunities on these chains.
+   **/
+  chainIds?: ChainId[];
+  /**
+   * Keep only opportunities whose {@link OpportunityBase.underlyingToken} is of
+   * this class, which for an RWA market means the class of the token its
+   * wrapper holds. An underlying that is not in the hardcoded table never
+   * matches, so a set filter also drops unclassified rows.
+   **/
+  underlyingType?: AssetType;
+  /**
+   * Keep only paused opportunities, or only unpaused ones.
+   **/
+  paused?: boolean;
+  /**
+   * Keep only opportunities being wound down, or only the ones that are not.
+   **/
+  sunset?: boolean;
+  /**
+   * Keep only opportunities that accept RWA collateral, or only the ones that
+   * do not.
+   **/
+  rwa?: boolean;
+}
+/**
+ * Whether an opportunity satisfies every criterion of a filter.
+ *
+ * This is the single definition of what each criterion means: every source
+ * builds its rows first and runs them through here, so the chain and the
+ * backend cannot disagree on what a filter selects.
+ *
+ * @param opportunity - Row to test.
+ * @param filter - Criteria to test against. An absent filter matches anything.
+ **/
+declare function matchesOpportunityFilter(opportunity: Opportunity, filter?: OpportunityFilter): boolean;
+/**
+ * One point of an interest rate curve.
+ **/
+interface RateCurvePoint {
+  /**
+   * Utilization this point is sampled at, in basis points.
+   *
+   * @example `9000` for 90% utilization
+   **/
+  utilization: Bps;
+  /**
+   * Rate depositors earn at this utilization, in basis points.
+   *
+   * @example `430` for 4.3%
+   **/
+  supplyApy: Bps;
+  /**
+   * Base rate borrowers pay at this utilization, in basis points. Excludes the
+   * per-credit-manager interest fee, because the curve belongs to the pool and
+   * every credit manager of a market can charge a different one.
+   *
+   * @example `620` for 6.2%
+   **/
+  borrowApy: Bps;
+}
+/**
+ * The pool's interest rate model, evaluated into chart-ready points so that no
+ * consumer has to reimplement the model.
+ **/
+interface RateCurve {
+  /**
+   * Points ordered by ascending utilization, always including the kinks of the
+   * model so the polyline is exact rather than approximated.
+   **/
+  points: RateCurvePoint[];
+  /**
+   * Utilization above which borrowing is forbidden, in basis points, or `null`
+   * when the model has no such cutoff.
+   *
+   * @example `9000` for a cutoff at 90% utilization
+   **/
+  borrowingLimitUtilization: Bps | null;
+}
+/**
+ * Quota configuration of one collateral token: how much of it the market
+ * accepts in total, and what holding it costs.
+ **/
+interface QuotaAsset {
+  /**
+   * Token the quota applies to.
+   **/
+  token: Token;
+  /**
+   * Annual quota rate paid on the quoted amount, in basis points.
+   *
+   * @example `250` for 2.5% per year
+   **/
+  quotaRate: Bps;
+  /**
+   * Maximum amount that can be quoted across all credit accounts, denominated
+   * in the market's underlying.
+   **/
+  limit: Amount;
+  /**
+   * Amount currently quoted, denominated in the market's underlying.
+   **/
+  used: Amount;
+}
+/**
+ * A price feed and the feeds it is composed of.
+ **/
+interface PriceFeedData {
+  /**
+   * Display name of the feed.
+   *
+   * @example `"CompositePriceFeed wstETH / USD"`
+   **/
+  name: string;
+  /**
+   * Gearbox price feed contract type.
+   *
+   * @example `"PRICE_FEED::COMPOSITE"`, `"PRICE_FEED::REDSTONE"`
+   **/
+  type: string;
+  /**
+   * Address of the feed contract.
+   **/
+  feedAddress: Address;
+  /**
+   * Feeds this feed reads from. Empty for a leaf feed.
+   **/
+  dependencies: PriceFeedData[];
+}
+/**
+ * Prices and feeds behind a strategy, i.e. everything a liquidation-price chart
+ * needs.
+ **/
+interface PriceFeedSummary {
+  /**
+   * Price of one whole underlying token in USD.
+   *
+   * @example `1.0001` for USDC
+   **/
+  underlyingPriceInUsd: number;
+  /**
+   * Price of one whole collateral token in USD.
+   *
+   * @example `4210.55` for wstETH
+   **/
+  collateralPriceInUsd: number;
+  /**
+   * Price of one whole collateral token expressed in the underlying.
+   *
+   * @example `4210.13` for wstETH priced in USDC
+   **/
+  collateralPriceInUnderlying: number;
+  /**
+   * Main feed of the underlying token.
+   **/
+  underlyingFeed: PriceFeedData;
+  /**
+   * Main feed of the collateral token. Reserve feeds are not included.
+   **/
+  collateralFeed: PriceFeedData;
+}
+/**
+ * A pool opportunity plus the data only its detail screen needs.
+ **/
+interface PoolOpportunityDetail extends PoolOpportunity {
+  /**
+   * Interest rate curve of the pool.
+   **/
+  rateCurve: RateCurve;
+  /**
+   * Quota configuration of every collateral token of the market.
+   **/
+  quotaAssets: QuotaAsset[];
+}
+/**
+ * A strategy opportunity plus the data only its detail screen needs.
+ **/
+interface StrategyOpportunityDetail extends StrategyOpportunity {
+  /**
+   * Interest rate curve of the pool the strategy borrows from.
+   **/
+  rateCurve: RateCurve;
+  /**
+   * Prices and feeds of the underlying and the target collateral.
+   **/
+  priceFeeds: PriceFeedSummary;
+}
+/**
+ * Detailed view of any opportunity.
+ **/
+type OpportunityDetail = PoolOpportunityDetail | StrategyOpportunityDetail;
+/**
+ * Identifies a pool opportunity in a detail request.
+ **/
+interface PoolOpportunityKey {
+  chainId: ChainId;
+  pool: Address;
+}
+/**
+ * Identifies a strategy opportunity in a detail request.
+ **/
+interface StrategyOpportunityKey {
+  chainId: ChainId;
+  creditManager: Address;
+  /**
+   * Address of the target collateral token.
+   **/
+  targetCollateral: Address;
+}
+/**
+ * {@link PoolOpportunityKey} tagged with its kind, for requests that accept
+ * both kinds.
+ **/
+interface PoolOpportunityRef extends PoolOpportunityKey {
+  kind: "pool";
+}
+/**
+ * {@link StrategyOpportunityKey} tagged with its kind, for requests that accept
+ * both kinds.
+ **/
+interface StrategyOpportunityRef extends StrategyOpportunityKey {
+  kind: "strategy";
+}
+/**
+ * Identifies any opportunity, for requests that accept both kinds.
+ **/
+type OpportunityKey = PoolOpportunityRef | StrategyOpportunityRef;
+//#endregion
+export { ApyBreakdown, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, PointRewards, PointsProgram, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, Rewards, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, TokenRewards, matchesOpportunityFilter, opportunityId, poolOpportunityId, strategyOpportunityId };