@gearbox-protocol/sdk 3.0.0-next.126 → 3.0.0-next.128

package/lib/apy/curveAPY.js

@@ -27,6 +27,12 @@ const APY_DICTIONARY = {
     crvUSDETHCRV: "factory-tricrypto-4",
     rETH_f: "factory-crypto-210",
     wstETHCRV: "unknown",
+    "2CRV": "unknown",
+    "3c-crvUSD": "unknown",
+    crvUSDC: "unknown",
+    crvUSDT: "unknown",
+    crvUSDC_e: "unknown",
+    "3CRV": "unknown", // 0xEfDE221f306152971D8e9f181bFe998447975810
 };
 // const CRYPTO = "https://api.curve.fi/api/getPools/ethereum/crypto";
 // const FACTORY = "https://api.curve.fi/api/getPools/ethereum/factory";

package/lib/core/creditAccount.d.ts

@@ -40,6 +40,7 @@ export interface CalcQuotaUpdateProps {
     initialQuotas: Record<string, Pick<CaTokenBalance, "quota">>;
     liquidationThresholds: Record<string, bigint>;
     assetsAfterUpdate: Record<string, AssetWithAmountInTarget>;
+    maxDebt: bigint;
     allowedToSpend: Record<string, {}>;
     allowedToObtain: Record<string, {}>;
     quotaReserve: bigint;
@@ -120,7 +121,8 @@ export declare class CreditAccountData {
     static calcHealthFactor({ assets, quotas, quotasInfo, liquidationThresholds, underlyingToken, debt, prices, }: CalcHealthFactorProps): number;
     static calcRecommendedQuota({ amount, debt, lt, quotaReserve, }: CalcRecommendedQuotaProps): bigint;
     static calcDefaultQuota({ amount, lt, quotaReserve }: CalcDefaultQuotaProps): bigint;
-    static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, liquidationThresholds, allowedToSpend, allowedToObtain, quotaReserve, }: CalcQuotaUpdateProps): CalcQuotaUpdateReturnType;
+    static calcQuotaUpdate(props: CalcQuotaUpdateProps): CalcQuotaUpdateReturnType;
+    private static getSingleQuotaChange;
     static calcQuotaBorrowRate({ quotas, quotaRates }: CalcQuotaBorrowRateProps): bigint;
     static calcRelativeBaseBorrowRate({ debt, baseRateWithFee, assetAmountInUnderlying, totalValue, }: CalcRelativeBaseBorrowRateProps): bigint;
     static liquidationPrice({ liquidationThresholds, debt, underlyingToken, targetToken, assets, }: LiquidationPriceProps): bigint;

package/lib/core/creditAccount.js

@@ -239,56 +239,81 @@ class CreditAccountData {
             sdk_gov_1.PERCENTAGE_FACTOR;
         return recommendedQuota;
     }
-    static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, liquidationThresholds, allowedToSpend, allowedToObtain, quotaReserve, }) {
-        const r = Object.values(quotas).reduce((acc, cmQuota) => {
+    static calcQuotaUpdate(props) {
+        const { quotas, initialQuotas, maxDebt, allowedToSpend, allowedToObtain } = props;
+        const quotaDecrease = Object.keys(allowedToSpend).reduce((acc, token) => {
+            const ch = CreditAccountData.getSingleQuotaChange(token, 0n, props);
+            if (ch)
+                acc[ch.token] = ch;
+            return acc;
+        }, {});
+        const quotaCap = maxDebt * 2n;
+        const quotaBought = Object.values(initialQuotas).reduce((sum, q) => sum + (q?.quota || 0n), 0n);
+        const quotaReduced = Object.values(quotaDecrease).reduce((sum, q) => sum + (q.balance || 0n), 0n);
+        const maxQuotaIncrease = math_1.BigIntMath.max(quotaCap - (quotaBought + quotaReduced), 0n);
+        const quotaIncrease = Object.keys(allowedToObtain).reduce((acc, token) => {
+            const ch = CreditAccountData.getSingleQuotaChange(token, maxQuotaIncrease, props);
+            if (ch)
+                acc[ch.token] = ch;
+            return acc;
+        }, {});
+        const quotaChange = {
+            ...quotaDecrease,
+            ...quotaIncrease,
+        };
+        const desiredQuota = Object.values(quotas).reduce((acc, cmQuota) => {
             const { token, isActive } = cmQuota;
             const { quota: initialQuota = 0n } = initialQuotas[token] || {};
             if (!isActive) {
-                acc.desiredQuota[token] = {
+                acc[token] = {
                     balance: initialQuota,
                     token,
                 };
-                return acc;
-            }
-            // min(debt,assetAmountInUnderlying*LT)*(1+buffer)
-            const after = assetsAfterUpdate[token];
-            const { amountInTarget = 0n } = after || {};
-            const lt = liquidationThresholds[token] || 0n;
-            const desiredQuota = this.calcDefaultQuota({
-                lt,
-                quotaReserve,
-                amount: amountInTarget,
-            });
-            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,
+                const change = quotaChange[token]?.balance || 0n;
+                const quotaAfter = initialQuota + change;
+                acc[token] = {
+                    balance: quotaAfter,
                     token,
                 };
             }
-            if (correctIncrease) {
-                acc.quotaIncrease.push({
-                    balance: quotaChange,
-                    token,
-                });
-            }
-            if (correctDecrease) {
-                acc.quotaDecrease.push({
-                    balance: quotaChange,
-                    token,
-                });
-            }
             return acc;
-        }, { desiredQuota: {}, quotaIncrease: [], quotaDecrease: [] });
-        return r;
+        }, {});
+        return {
+            desiredQuota,
+            quotaDecrease: Object.values(quotaDecrease),
+            quotaIncrease: Object.values(quotaIncrease),
+        };
+    }
+    static getSingleQuotaChange(token, maxQuotaIncrease, props) {
+        const { isActive = false } = props.quotas[token] || {};
+        const { quota: initialQuota = 0n } = props.initialQuotas[token] || {};
+        if (!isActive) {
+            return undefined;
+        }
+        // min(debt,assetAmountInUnderlying*LT)*(1+buffer)
+        const assetAfter = props.assetsAfterUpdate[token];
+        const { amountInTarget = 0n } = assetAfter || {};
+        const lt = props.liquidationThresholds[token] || 0n;
+        const defaultQuota = this.calcDefaultQuota({
+            lt,
+            quotaReserve: props.quotaReserve,
+            amount: amountInTarget,
+        });
+        const unsafeQuotaChange = defaultQuota - initialQuota;
+        const quotaChange = unsafeQuotaChange > 0
+            ? math_1.BigIntMath.min(maxQuotaIncrease, unsafeQuotaChange)
+            : unsafeQuotaChange;
+        const correctIncrease = assetAfter && props.allowedToObtain[token] && quotaChange > 0;
+        const correctDecrease = assetAfter && props.allowedToSpend[token] && quotaChange < 0;
+        if (correctIncrease || correctDecrease) {
+            return {
+                balance: quotaChange,
+                token,
+            };
+        }
+        return undefined;
     }
     static calcQuotaBorrowRate({ quotas, quotaRates }) {
         const totalRateBalance = Object.values(quotas).reduce((acc, { token, balance }) => {

package/lib/core/creditAccount.spec.js

@@ -422,9 +422,11 @@ const DEFAULT_LT = {
     [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: sdk_gov_1.PERCENTAGE_FACTOR,
     [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: sdk_gov_1.PERCENTAGE_FACTOR,
 };
+const HUGE_MAX_DEBT = 20n;
 describe("CreditAccount calcQuotaUpdate test", () => {
     it("open account should buy quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: {},
@@ -475,6 +477,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("add collateral should buy quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -515,6 +518,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("add collateral should add additional quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -555,6 +559,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("add collateral shouldn't add additional quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -590,6 +595,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("swap should buy quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -635,8 +641,9 @@ describe("CreditAccount calcQuotaUpdate test", () => {
             },
         });
     });
-    it("swap should add additional quota", () => {
+    it("swap should buy additional quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -687,8 +694,9 @@ describe("CreditAccount calcQuotaUpdate test", () => {
             },
         });
     });
-    it("swap shouldn't add additional quota", () => {
+    it("swap shouldn't buy additional quota", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -734,6 +742,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("shouldn't change quota if disallowed", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: caQuota,
@@ -772,6 +781,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("shouldn't change quota if it is disabled", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: {
                 [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
@@ -827,6 +837,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("swap shouldn't buy quota if no lt", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: {
@@ -874,6 +885,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("swap should buy quota with respect to lt", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: {
@@ -927,6 +939,7 @@ describe("CreditAccount calcQuotaUpdate test", () => {
     });
     it("swap shouldn't buy quota with respect to lt", () => {
         const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: HUGE_MAX_DEBT,
             quotaReserve: QUOTA_RESERVE,
             quotas: cmQuotas,
             initialQuotas: {
@@ -973,6 +986,175 @@ describe("CreditAccount calcQuotaUpdate test", () => {
             },
         });
     });
+    it("swap should buy additional quota after limit was increased", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: 10n,
+            quotaReserve: QUOTA_RESERVE,
+            quotas: cmQuotas,
+            initialQuotas: {
+                ...caQuota,
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    quota: 10n,
+                },
+            },
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 20n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 0n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {},
+            },
+            allowedToSpend: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
+            },
+            liquidationThresholds: DEFAULT_LT,
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+        ]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([
+            {
+                balance: -10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+        ]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 20n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("swap should buy additional quota with respect to debt limit", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: 9n,
+            quotaReserve: QUOTA_RESERVE,
+            quotas: cmQuotas,
+            initialQuotas: {
+                ...caQuota,
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    quota: 10n,
+                },
+            },
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 20n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 0n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {},
+            },
+            allowedToSpend: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
+            },
+            liquidationThresholds: DEFAULT_LT,
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 8n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+        ]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([
+            {
+                balance: -10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+        ]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 18n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("swap shouldn't buy additional quota if debt limit more then current quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            maxDebt: 5n,
+            quotaReserve: QUOTA_RESERVE,
+            quotas: cmQuotas,
+            initialQuotas: {
+                ...caQuota,
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    quota: 10n,
+                },
+            },
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 20n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 0n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {},
+            },
+            allowedToSpend: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
+            },
+            liquidationThresholds: DEFAULT_LT,
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([
+            {
+                balance: -10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+        ]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
 });
 describe("CreditAccount calcAvgQuotaBorrowRate test", () => {
     it("should calculate quota rate (same amounts, different rates)", () => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gearbox-protocol/sdk",
-  "version": "3.0.0-next.126",
+  "version": "3.0.0-next.128",
   "description": "Gearbox SDK",
   "main": "./lib/index.js",
   "types": "./lib/index.d.ts",
@@ -30,7 +30,7 @@
     "test": "npx mocha -r ts-node/register -r dotenv/config 'src/**/*.spec.ts'"
   },
   "dependencies": {
-    "@gearbox-protocol/sdk-gov": "^1.31.1",
+    "@gearbox-protocol/sdk-gov": "^1.32.0",
     "axios": "^1.2.6",
     "decimal.js-light": "^2.5.1",
     "deep-eql": "^4.1.0",