@gearbox-protocol/sdk 3.0.0-next.1 → 3.0.0-next.100

package/lib/core/creditAccount.js

@@ -2,73 +2,100 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.CreditAccountData = void 0;
 const sdk_gov_1 = require("@gearbox-protocol/sdk-gov");
-const apy_1 = require("../apy");
 const formatter_1 = require("../utils/formatter");
+const math_1 = require("../utils/math");
 const price_1 = require("../utils/price");
 class CreditAccountData {
+    isSuccessful;
     addr;
     borrower;
-    inUse;
     creditManager;
+    creditFacade;
     underlyingToken;
     since;
-    cumulativeIndexAtOpen;
+    expirationDate;
+    version;
+    cmName;
+    enabledTokenMask;
+    healthFactor;
+    isDeleting;
+    baseBorrowRateWithoutFee;
+    borrowRateWithoutFee;
     borrowedAmount;
+    accruedInterest;
+    accruedFees;
+    totalDebtUSD;
     borrowedAmountPlusInterestAndFees;
-    borrowedAmountPlusInterest;
     totalValue;
-    healthFactor;
-    borrowRate;
-    isDeleting;
-    enabledTokenMask;
-    version = 1;
-    collateralTokens = [];
-    allTokens = [];
-    forbiddenTokens = [];
+    totalValueUSD;
+    twvUSD;
+    cumulativeIndexLastUpdate;
+    cumulativeQuotaInterest;
+    activeBots;
     balances = {};
+    collateralTokens = [];
     allBalances = {};
-    /// V1 Artifacts
-    repayAmount;
-    liquidationAmount;
-    canBeClosed;
+    forbiddenTokens = {};
+    quotedTokens = {};
     constructor(payload) {
+        this.isSuccessful = payload.isSuccessful;
         this.addr = payload.addr.toLowerCase();
         this.borrower = payload.borrower.toLowerCase();
-        this.inUse = payload.inUse;
         this.creditManager = payload.creditManager.toLowerCase();
+        this.creditFacade = payload.creditFacade.toLowerCase();
         this.underlyingToken = payload.underlying.toLowerCase();
-        this.since = Number((0, formatter_1.toBigInt)(payload.since || 0));
-        this.cumulativeIndexAtOpen = (0, formatter_1.toBigInt)(payload.cumulativeIndexAtOpen || 0);
-        this.borrowedAmount = (0, formatter_1.toBigInt)(payload.borrowedAmount || 0);
-        this.borrowedAmountPlusInterest = (0, formatter_1.toBigInt)(payload.borrowedAmountPlusInterest || 0);
-        this.borrowedAmountPlusInterestAndFees = (0, formatter_1.toBigInt)(payload.borrowedAmountPlusInterestAndFees || 0);
-        this.totalValue = (0, formatter_1.toBigInt)(payload.totalValue || 0);
-        this.healthFactor = payload.healthFactor.toNumber();
-        this.borrowRate = Number(((0, formatter_1.toBigInt)(payload.borrowRate || 0) *
-            sdk_gov_1.PERCENTAGE_FACTOR *
-            sdk_gov_1.PERCENTAGE_DECIMALS) /
-            sdk_gov_1.RAY);
+        this.since = Number((0, sdk_gov_1.toBigInt)(payload.since));
+        this.expirationDate = Number((0, sdk_gov_1.toBigInt)(payload.expirationDate));
+        this.version = payload.cfVersion?.toNumber();
+        this.cmName = payload.cmName;
+        this.healthFactor = Number((0, sdk_gov_1.toBigInt)(payload.healthFactor || 0n));
+        this.enabledTokenMask = (0, sdk_gov_1.toBigInt)(payload.enabledTokensMask);
+        this.isDeleting = false;
+        this.borrowedAmount = (0, sdk_gov_1.toBigInt)(payload.debt);
+        this.accruedInterest = (0, sdk_gov_1.toBigInt)(payload.accruedInterest || 0n);
+        this.accruedFees = (0, sdk_gov_1.toBigInt)(payload.accruedFees || 0n);
+        this.borrowedAmountPlusInterestAndFees =
+            this.borrowedAmount + this.accruedInterest + this.accruedFees;
+        this.totalDebtUSD = (0, sdk_gov_1.toBigInt)(payload.totalDebtUSD);
+        this.totalValue = (0, sdk_gov_1.toBigInt)(payload.totalValue || 0n);
+        this.totalValueUSD = (0, sdk_gov_1.toBigInt)(payload.totalValueUSD);
+        this.twvUSD = (0, sdk_gov_1.toBigInt)(payload.twvUSD);
+        this.baseBorrowRateWithoutFee = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.baseBorrowRate) *
+            sdk_gov_1.PERCENTAGE_DECIMALS *
+            sdk_gov_1.PERCENTAGE_FACTOR);
+        this.borrowRateWithoutFee = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.aggregatedBorrowRate) *
+            sdk_gov_1.PERCENTAGE_DECIMALS *
+            sdk_gov_1.PERCENTAGE_FACTOR);
+        this.cumulativeIndexLastUpdate = (0, sdk_gov_1.toBigInt)(payload.cumulativeIndexLastUpdate);
+        this.cumulativeQuotaInterest = (0, sdk_gov_1.toBigInt)(payload.cumulativeQuotaInterest);
+        this.activeBots = payload.activeBots.map(b => b.toLowerCase());
         payload.balances.forEach(b => {
-            const tokenLC = b.token.toLowerCase();
-            if (b.isAllowed) {
-                this.balances[tokenLC] = (0, formatter_1.toBigInt)(b.balance || 0);
-                this.collateralTokens.push(tokenLC);
+            const token = b.token.toLowerCase();
+            const balance = {
+                token,
+                balance: (0, sdk_gov_1.toBigInt)(b.balance),
+                isForbidden: b.isForbidden,
+                isEnabled: b.isEnabled,
+                isQuoted: b.isQuoted,
+                quota: (0, sdk_gov_1.toBigInt)(b.quota),
+                quotaRate: Number((0, sdk_gov_1.toBigInt)(b.quotaRate) * sdk_gov_1.PERCENTAGE_DECIMALS),
+                quotaCumulativeIndexLU: (0, sdk_gov_1.toBigInt)(b.quotaCumulativeIndexLU),
+            };
+            if (!b.isForbidden) {
+                this.balances[token] = balance.balance;
+                this.collateralTokens.push(token);
             }
-            else {
-                this.forbiddenTokens.push(tokenLC);
+            if (b.isForbidden) {
+                this.forbiddenTokens[token] = true;
             }
-            this.allBalances[tokenLC] = (0, formatter_1.toBigInt)(b.balance || 0);
-            this.allTokens.push(tokenLC);
+            if (b.isQuoted) {
+                this.quotedTokens[token] = true;
+            }
+            this.allBalances[token] = balance;
         });
-        this.enabledTokenMask = (0, formatter_1.toBigInt)(payload.enabledTokenMask || 0);
-        this.isDeleting = false;
-        this.version = payload.version;
-        this.repayAmount = (0, formatter_1.toBigInt)(payload.repayAmount || 0);
-        this.liquidationAmount = (0, formatter_1.toBigInt)(payload.liquidationAmount || 0);
-        this.canBeClosed = payload.canBeClosed;
     }
-    balancesSorted(prices, tokens) {
-        return CreditAccountData.sortBalances(this.balances, prices, tokens).map(([token, balance]) => ({ token, balance }));
+    setDeleteInProgress(d) {
+        this.isDeleting = d;
     }
     static sortBalances(balances, prices, tokens) {
         return Object.entries(balances).sort(([addr1, amount1], [addr2, amount2]) => {
@@ -96,63 +123,55 @@ class CreditAccountData {
     static amountAbcComparator(t1, t2) {
         return t1 > t2 ? -1 : 1;
     }
-    calcBorrowAmountPlusInterestRate(currentCumulativeIndex) {
-        return ((this.borrowedAmount * currentCumulativeIndex) /
-            this.cumulativeIndexAtOpen);
-    }
     isForbidden(token) {
-        return this.balances[token] === undefined;
-    }
-    updateHealthFactor(creditManager, currentCumulativeIndex, priceOracle) {
-        const twvUSDValue = this.collateralTokens
-            .filter((_, num) => CreditAccountData.isTokenEnabled(num, this.enabledTokenMask))
-            .map(token => priceOracle.convertToUSD(this.balances[token], token) *
-            creditManager.liquidationThresholds[token])
-            .reduce((a, b) => a + b);
-        this.healthFactor = Number(priceOracle.convertFromUSD(twvUSDValue, this.underlyingToken) /
-            this.calcBorrowAmountPlusInterestRate(currentCumulativeIndex));
-    }
-    static isTokenEnabled(index, enabledTokenMask) {
-        return ((2n ** BigInt(index)) & enabledTokenMask) !== 0n;
-    }
-    static calcMaxDebtIncrease(healthFactor, borrowAmountPlusInterest, underlyingLT, minHf = Number(sdk_gov_1.PERCENTAGE_FACTOR)) {
-        const result = (borrowAmountPlusInterest * BigInt(healthFactor - minHf)) /
-            BigInt(minHf - underlyingLT);
-        return result < 0 ? 0n : result;
-    }
-    static calcOverallAPY({ caAssets, lpAPY, prices, totalValue, debt, borrowRate, underlyingToken, }) {
+        return !!this.forbiddenTokens[token];
+    }
+    isQuoted(token) {
+        return !!this.quotedTokens[token];
+    }
+    isTokenEnabled(token) {
+        return this.allBalances[token].isEnabled;
+    }
+    static calcMaxDebtIncrease(healthFactor, debt, underlyingLT, minHf = Number(sdk_gov_1.PERCENTAGE_FACTOR)) {
+        const result = (debt * BigInt(healthFactor - minHf)) / BigInt(minHf - underlyingLT);
+        return math_1.BigIntMath.max(0n, result);
+    }
+    static calcOverallAPY({ caAssets, lpAPY, prices, quotas, quotaRates, feeInterest, totalValue, debt, baseRateWithFee, underlyingToken, }) {
         if (!lpAPY ||
             !totalValue ||
             totalValue <= 0n ||
             !debt ||
             totalValue <= debt)
             return undefined;
+        const underlyingTokenAddressLC = underlyingToken.toLowerCase();
+        const underlyingTokenSymbol = sdk_gov_1.tokenSymbolByAddress[underlyingTokenAddressLC] || "";
+        const underlyingTokenDecimals = sdk_gov_1.decimals[underlyingTokenSymbol] || 18;
+        const underlyingPrice = prices[underlyingTokenAddressLC];
         const assetAPYMoney = caAssets.reduce((acc, { token: tokenAddress, balance: amount }) => {
             const tokenAddressLC = tokenAddress.toLowerCase();
-            const symbol = sdk_gov_1.tokenSymbolByAddress[tokenAddressLC];
-            if (!(0, apy_1.isTokenWithAPY)(symbol))
-                return acc;
+            const symbol = sdk_gov_1.tokenSymbolByAddress[tokenAddressLC] || "";
             const apy = lpAPY[symbol] || 0;
             const price = prices[tokenAddressLC] || 0n;
             const tokenDecimals = sdk_gov_1.decimals[symbol];
             const money = price_1.PriceUtils.calcTotalPrice(price, amount, tokenDecimals);
             const apyMoney = money * BigInt(apy);
-            return acc + apyMoney;
+            const { rate: quotaAPY = 0, isActive = false } = quotaRates?.[tokenAddressLC] || {};
+            const { balance: quotaBalance = 0n } = quotas[tokenAddressLC] || {};
+            const quotaAmount = isActive ? quotaBalance : 0n;
+            const quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice || 0n, quotaAmount, underlyingTokenDecimals);
+            const quotaRate = ((0, sdk_gov_1.toBigInt)(quotaAPY) * (BigInt(feeInterest) + sdk_gov_1.PERCENTAGE_FACTOR)) /
+                sdk_gov_1.PERCENTAGE_FACTOR;
+            const quotaAPYMoney = quotaMoney * quotaRate;
+            return acc + apyMoney - quotaAPYMoney;
         }, 0n);
-        const underlyingTokenAddressLC = underlyingToken.toLowerCase();
-        const underlyingTokenSymbol = sdk_gov_1.tokenSymbolByAddress[underlyingTokenAddressLC] || "";
-        const underlyingTokenDecimals = sdk_gov_1.decimals[underlyingTokenSymbol] || 18;
-        const underlyingPrice = prices[underlyingTokenAddressLC] || sdk_gov_1.PRICE_DECIMALS;
         const assetAPYAmountInUnderlying = price_1.PriceUtils.convertByPrice(assetAPYMoney, {
-            price: underlyingPrice,
+            price: underlyingPrice || sdk_gov_1.PRICE_DECIMALS,
             decimals: underlyingTokenDecimals,
         });
-        const debtAPY = debt * BigInt(borrowRate);
+        const debtAPY = debt * BigInt(baseRateWithFee);
         const yourAssets = totalValue - debt;
-        const apyInPercent = ((assetAPYAmountInUnderlying - debtAPY) * sdk_gov_1.WAD) /
-            yourAssets /
-            sdk_gov_1.PERCENTAGE_FACTOR;
-        return Number((0, formatter_1.toSignificant)(apyInPercent, sdk_gov_1.WAD_DECIMALS_POW));
+        const apyInPercent = (assetAPYAmountInUnderlying - debtAPY) / yourAssets;
+        return apyInPercent;
     }
     hash() {
         return CreditAccountData.hash(this.creditManager, this.borrower);
@@ -160,22 +179,106 @@ class CreditAccountData {
     static hash(creditManager, borrower) {
         return `${creditManager.toLowerCase()}:${borrower.toLowerCase()}`;
     }
-    static calcHealthFactor({ assets, prices, liquidationThresholds, underlyingToken, borrowed, }) {
-        const assetLTMoney = assets.reduce((acc, { token: tokenAddress, balance: amount }) => {
-            const tokenSymbol = sdk_gov_1.tokenSymbolByAddress[tokenAddress.toLowerCase()];
-            const tokenDecimals = sdk_gov_1.decimals[tokenSymbol];
-            const lt = liquidationThresholds[tokenAddress.toLowerCase()] || 0n;
-            const price = prices[tokenAddress.toLowerCase()] || 0n;
-            const money = price_1.PriceUtils.calcTotalPrice(price, amount, tokenDecimals);
-            const ltMoney = money * lt;
-            return acc + ltMoney;
+    static calcHealthFactor({ assets, quotas, quotasInfo, liquidationThresholds, underlyingToken, debt, prices, }) {
+        const [, underlyingDecimals] = (0, sdk_gov_1.extractTokenData)(underlyingToken);
+        const underlyingPrice = prices[underlyingToken] || 0n;
+        const assetMoney = assets.reduce((acc, { token: tokenAddress, balance: amount }) => {
+            const [, tokenDecimals] = (0, sdk_gov_1.extractTokenData)(tokenAddress);
+            const lt = liquidationThresholds[tokenAddress] || 0n;
+            const price = prices[tokenAddress] || 0n;
+            const tokenMoney = price_1.PriceUtils.calcTotalPrice(price, amount, tokenDecimals);
+            const tokenLtMoney = (tokenMoney * lt) / sdk_gov_1.PERCENTAGE_FACTOR;
+            const { isActive = false } = quotasInfo?.[tokenAddress] || {};
+            const quota = quotas[tokenAddress];
+            const quotaBalance = isActive ? quota?.balance || 0n : 0n;
+            const quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, quotaBalance, underlyingDecimals);
+            // if quota is undefined, then it is not a quoted token
+            const money = quota
+                ? math_1.BigIntMath.min(quotaMoney, tokenLtMoney)
+                : tokenLtMoney;
+            return acc + money;
         }, 0n);
-        const underlyingSymbol = sdk_gov_1.tokenSymbolByAddress[underlyingToken.toLowerCase()];
-        const underlyingDecimals = sdk_gov_1.decimals[underlyingSymbol];
-        const underlyingPrice = prices[underlyingToken.toLowerCase()] || sdk_gov_1.PRICE_DECIMALS;
-        const borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, borrowed, underlyingDecimals);
-        const hfInPercent = borrowedMoney > 0n ? assetLTMoney / borrowedMoney : 0n;
+        const borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice || sdk_gov_1.PRICE_DECIMALS, debt, underlyingDecimals);
+        const hfInPercent = borrowedMoney > 0n
+            ? (assetMoney * sdk_gov_1.PERCENTAGE_FACTOR) / borrowedMoney
+            : 0n;
         return Number(hfInPercent);
     }
+    static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, allowedToSpend, allowedToObtain, quotaReserve, }) {
+        const r = Object.values(quotas).reduce((acc, cmQuota) => {
+            const { token, isActive } = cmQuota;
+            const { quota: initialQuota = 0n } = initialQuotas[token] || {};
+            if (!isActive) {
+                acc.desiredQuota[token] = {
+                    balance: initialQuota,
+                    token,
+                };
+                return acc;
+            }
+            const after = assetsAfterUpdate[token];
+            const { amountInTarget = 0n } = after || {};
+            const desiredQuota = (amountInTarget * (sdk_gov_1.PERCENTAGE_FACTOR + quotaReserve)) /
+                sdk_gov_1.PERCENTAGE_FACTOR;
+            const quotaChange = desiredQuota - initialQuota;
+            const correctIncrease = after && allowedToObtain[token] && quotaChange > 0;
+            const correctDecrease = after && allowedToSpend[token] && quotaChange < 0;
+            if (correctIncrease || correctDecrease) {
+                acc.desiredQuota[token] = {
+                    balance: desiredQuota,
+                    token,
+                };
+            }
+            else {
+                acc.desiredQuota[token] = {
+                    balance: initialQuota,
+                    token,
+                };
+            }
+            if (correctIncrease) {
+                acc.quotaIncrease.push({
+                    balance: quotaChange,
+                    token,
+                });
+            }
+            if (correctDecrease) {
+                acc.quotaDecrease.push({
+                    balance: quotaChange,
+                    token,
+                });
+            }
+            return acc;
+        }, { desiredQuota: {}, quotaIncrease: [], quotaDecrease: [] });
+        return r;
+    }
+    static calcQuotaBorrowRate({ quotas, quotaRates }) {
+        const totalRateBalance = Object.values(quotas).reduce((acc, { token, balance }) => {
+            const { rate = 0, isActive = false } = quotaRates?.[token] || {};
+            const quotaBalance = isActive ? balance : 0n;
+            const rateBalance = quotaBalance * BigInt(rate);
+            return acc + rateBalance;
+        }, 0n);
+        return totalRateBalance;
+    }
+    static calcRelativeBaseBorrowRate({ debt, baseRateWithFee, assetAmountInUnderlying, totalValue, }) {
+        if (totalValue === 0n)
+            return 0n;
+        return ((debt * BigInt(baseRateWithFee) * assetAmountInUnderlying) / totalValue);
+    }
+    static liquidationPrice({ liquidationThresholds, debt, underlyingToken, targetToken, assets, }) {
+        const underlyingTokenLC = underlyingToken.toLowerCase();
+        const [, underlyingDecimals = 18] = (0, sdk_gov_1.extractTokenData)(underlyingTokenLC);
+        const { balance: underlyingBalance = 0n } = assets[underlyingTokenLC] || {};
+        const effectiveDebt = ((debt - underlyingBalance) * sdk_gov_1.WAD) / 10n ** BigInt(underlyingDecimals);
+        const targetTokenLC = targetToken.toLowerCase();
+        const [, targetDecimals = 18] = (0, sdk_gov_1.extractTokenData)(targetTokenLC);
+        const { balance: targetBalance = 0n } = assets[targetTokenLC] || {};
+        const effectiveTargetBalance = (targetBalance * sdk_gov_1.WAD) / 10n ** BigInt(targetDecimals);
+        const lpLT = liquidationThresholds[targetTokenLC] || 0n;
+        if (targetBalance <= 0n || lpLT <= 0n)
+            return 0n;
+        return ((effectiveDebt * sdk_gov_1.PRICE_DECIMALS * sdk_gov_1.PERCENTAGE_FACTOR) /
+            effectiveTargetBalance /
+            lpLT);
+    }
 }
 exports.CreditAccountData = CreditAccountData;