@gearbox-protocol/sdk 3.0.0-next.14 → 3.0.0-next.16

package/lib/apy/index.d.ts

@@ -1,8 +1,8 @@
-import { LPTokens, SupportedToken } from "@gearbox-protocol/sdk-gov";
+import { LPTokens, PartialRecord, SupportedToken } from "@gearbox-protocol/sdk-gov";
 export type AdditionalTokenWithAPY = Extract<SupportedToken, "STETH">;
 export declare const additionalTokensWIthAPY: Record<AdditionalTokenWithAPY, true>;
 export type TokensWithAPY = LPTokens | Extract<SupportedToken, "STETH">;
-export type LpTokensAPY = Record<TokensWithAPY, number>;
+export type LpTokensAPY = PartialRecord<TokensWithAPY, number>;
 export declare const isTokenWithAPY: (t: unknown) => t is TokensWithAPY;
 export * from "./convexAPY";
 export * from "./curveAPY";

package/lib/core/assets.d.ts

@@ -24,12 +24,12 @@ export declare class AssetUtils {
     static memoWrap: (unwrappedAddress: string, wrappedAddress: string, prices: Record<string, bigint>, tokensList: Record<string, TokenData>) => (assets: Array<Asset>) => WrapResult;
     /**
      * Sums the the second assets list into the first assets list
-     * Creates new assets.
+     * Balances cant be negative; Creates new assets.
      */
     static sumAssets<A extends Asset, B extends Asset>(a: Array<A>, b: Array<B>): Array<A | B>;
     /**
      * Subtracts the the second assets list from the first assets list
-     * Balance cant be negative; doesn't create new assets.
+     * Balances cant be negative; doesn't create new assets.
      */
     static subAssets<A extends Asset, B extends Asset>(a: Array<A>, b: Array<B>): Array<A>;
 }

package/lib/core/assets.js

@@ -65,7 +65,7 @@ class AssetUtils {
     };
     /**
      * Sums the the second assets list into the first assets list
-     * Creates new assets.
+     * Balances cant be negative; Creates new assets.
      */
     static sumAssets(a, b) {
         const aRecord = AssetUtils.constructAssetRecord(a);
@@ -84,7 +84,7 @@ class AssetUtils {
     }
     /**
      * Subtracts the the second assets list from the first assets list
-     * Balance cant be negative; doesn't create new assets.
+     * Balances cant be negative; doesn't create new assets.
      */
     static subAssets(a, b) {
         const bRecord = AssetUtils.constructAssetRecord(b);

package/lib/core/creditAccount.d.ts

@@ -1,23 +1,44 @@
 import { LpTokensAPY } from "../apy";
 import { CaTokenBalance, CreditAccountDataPayload, ScheduledWithdrawal } from "../payload/creditAccount";
+import { QuotaInfo } from "../payload/creditManager";
 import { TokenData } from "../tokens/tokenData";
-import { Asset } from "./assets";
+import { Asset, AssetWithAmountInTarget } from "./assets";
 export interface CalcOverallAPYProps {
     caAssets: Array<Asset>;
     lpAPY: LpTokensAPY | undefined;
+    quotas: Record<string, Asset>;
+    quotaRates: Record<string, Pick<QuotaInfo, "rate">>;
     prices: Record<string, bigint>;
     totalValue: bigint | undefined;
     debt: bigint | undefined;
-    borrowRate: number;
+    baseBorrowRate: number;
     underlyingToken: string;
 }
 export interface CalcHealthFactorProps {
     assets: Array<Asset>;
+    quotas: Record<string, Asset>;
     prices: Record<string, bigint>;
     liquidationThresholds: Record<string, bigint>;
     underlyingToken: string;
     borrowed: bigint;
 }
+export interface CalcQuotaUpdateProps {
+    quotas: Record<string, Pick<QuotaInfo, "isActive" | "token">>;
+    initialQuotas: Record<string, Pick<CaTokenBalance, "quota">>;
+    assetsAfterUpdate: Record<string, AssetWithAmountInTarget>;
+    allowedToSpend: Record<string, {}>;
+    allowedToObtain: Record<string, {}>;
+}
+interface CalcQuotaUpdateReturnType {
+    desiredQuota: Record<string, Asset>;
+    quotaIncrease: Array<Asset>;
+    quotaDecrease: Array<Asset>;
+}
+export interface CalcQuotaBorrowRateProps {
+    quotas: Record<string, Asset>;
+    quotaRates: Record<string, Pick<QuotaInfo, "rate">>;
+    borrowAmount: bigint;
+}
 export declare class CreditAccountData {
     readonly addr: string;
     readonly borrower: string;
@@ -62,8 +83,11 @@ export declare class CreditAccountData {
     isTokenEnabled(index: number): boolean;
     static isTokenEnabled(index: number, enabledTokenMask: bigint): boolean;
     static calcMaxDebtIncrease(healthFactor: number, borrowAmountPlusInterest: bigint, underlyingLT: number, minHf?: number): bigint;
-    static calcOverallAPY({ caAssets, lpAPY, prices, totalValue, debt, borrowRate, underlyingToken, }: CalcOverallAPYProps): number | undefined;
+    static calcOverallAPY({ caAssets, lpAPY, prices, quotas, quotaRates, totalValue, debt, baseBorrowRate, underlyingToken, }: CalcOverallAPYProps): number | undefined;
     hash(): string;
     static hash(creditManager: string, borrower: string): string;
-    static calcHealthFactor({ assets, prices, liquidationThresholds, underlyingToken, borrowed, }: CalcHealthFactorProps): number;
+    static calcHealthFactor({ assets, quotas, liquidationThresholds, underlyingToken, borrowed, prices, }: CalcHealthFactorProps): number;
+    static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, allowedToSpend, allowedToObtain, }: CalcQuotaUpdateProps): CalcQuotaUpdateReturnType;
+    static calcQuotaBorrowRate({ quotas, quotaRates, borrowAmount, }: CalcQuotaBorrowRateProps): number;
 }
+export {};

package/lib/core/creditAccount.js

@@ -2,8 +2,8 @@
 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 {
     addr;
@@ -146,36 +146,38 @@ class CreditAccountData {
     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;
+        return math_1.BigIntMath.max(0n, result);
     }
-    static calcOverallAPY({ caAssets, lpAPY, prices, totalValue, debt, borrowRate, underlyingToken, }) {
+    static calcOverallAPY({ caAssets, lpAPY, prices, quotas, quotaRates, totalValue, debt, baseBorrowRate, 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 { balance: quotaAmount = 0n } = quotas[tokenAddressLC] || {};
+            const quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice || 0n, quotaAmount, underlyingTokenDecimals);
+            const { rate: quotaAPY = 0 } = quotaRates[tokenAddressLC] || {};
+            const quotaAPYMoney = quotaMoney * BigInt(quotaAPY);
+            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(baseBorrowRate);
         const yourAssets = totalValue - debt;
         const apyInPercent = ((assetAPYAmountInUnderlying - debtAPY) * sdk_gov_1.WAD) /
             yourAssets /
@@ -188,22 +190,75 @@ class CreditAccountData {
     static hash(creditManager, borrower) {
         return `${creditManager.toLowerCase()}:${borrower.toLowerCase()}`;
     }
-    static calcHealthFactor({ assets, prices, liquidationThresholds, underlyingToken, borrowed, }) {
+    static calcHealthFactor({ assets, quotas, liquidationThresholds, underlyingToken, borrowed, prices, }) {
+        const [, underlyingDecimals] = (0, sdk_gov_1.extractTokenData)(underlyingToken);
+        const underlyingPrice = prices[underlyingToken];
         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 [, 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 quota = quotas[tokenAddress];
+            const quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, quota?.balance || 0n, underlyingDecimals);
+            // if quota is undefined, then it is not a quoted token
+            const money = quota
+                ? math_1.BigIntMath.min(quotaMoney, tokenMoney)
+                : tokenMoney;
             const ltMoney = money * lt;
             return acc + ltMoney;
         }, 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 borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice || sdk_gov_1.PRICE_DECIMALS, borrowed, underlyingDecimals);
         const hfInPercent = borrowedMoney > 0n ? assetLTMoney / borrowedMoney : 0n;
         return Number(hfInPercent);
     }
+    static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, allowedToSpend, allowedToObtain, }) {
+        const r = Object.values(quotas).reduce((acc, cmQuota) => {
+            const { token } = cmQuota;
+            const { quota: initialQuota = 0n } = initialQuotas[token] || {};
+            const after = assetsAfterUpdate[token];
+            const { amountInTarget = 0n } = after || {};
+            const desiredQuota = (amountInTarget * 101n) / 100n;
+            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, borrowAmount, }) {
+        if (borrowAmount <= 0)
+            return 0;
+        const totalRateBalance = Object.values(quotas).reduce((acc, { token, balance }) => {
+            const { rate = 0 } = quotaRates[token] || {};
+            const rateBalance = balance * BigInt(rate);
+            return acc + rateBalance;
+        }, 0n);
+        const quotaBorrowRate = Number(totalRateBalance / borrowAmount);
+        return quotaBorrowRate;
+    }
 }
 exports.CreditAccountData = CreditAccountData;

package/lib/core/creditAccount.spec.js

@@ -27,6 +27,17 @@ const caWithoutLP = {
     debt: (0, formatter_1.toBN)("54780", sdk_gov_1.decimals.DAI),
     borrowRate: 7712,
     underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
+    quotas: {
+        [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
+            balance: (0, formatter_1.toBN)("173811.830000", sdk_gov_1.decimals.WETH),
+            token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
+        },
+    },
+    rates: {
+        [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
+            rate: 38434,
+        },
+    },
 };
 const caWithLP = {
     assets: [
@@ -43,6 +54,17 @@ const caWithLP = {
     debt: (0, formatter_1.toBN)("90.000000000000000000", sdk_gov_1.decimals.WETH),
     borrowRate: 5736,
     underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+    quotas: {
+        [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
+            balance: (0, formatter_1.toBN)(String((1703.87588096 * 119.9999999999999) / 1738.1183), sdk_gov_1.decimals.WETH),
+            token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase(),
+        },
+    },
+    rates: {
+        [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
+            rate: 38434,
+        },
+    },
 };
 describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
     it("overall APY calculation for caWithoutLP is correct", () => {
@@ -50,8 +72,10 @@ describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
             caAssets: caWithoutLP.assets,
             totalValue: caWithoutLP.totalValue,
             debt: caWithoutLP.debt,
-            borrowRate: caWithoutLP.borrowRate,
+            baseBorrowRate: caWithoutLP.borrowRate,
             underlyingToken: caWithoutLP.underlyingToken,
+            quotaRates: {},
+            quotas: {},
             lpAPY,
             prices,
         });
@@ -62,8 +86,10 @@ describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
             caAssets: caWithLP.assets,
             totalValue: caWithLP.totalValue,
             debt: caWithLP.debt,
-            borrowRate: caWithLP.borrowRate,
+            baseBorrowRate: caWithLP.borrowRate,
             underlyingToken: caWithLP.underlyingToken,
+            quotaRates: {},
+            quotas: {},
             lpAPY,
             prices,
         });
@@ -74,8 +100,10 @@ describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
             caAssets: caWithLP.assets,
             totalValue: caWithLP.totalValue,
             debt: caWithLP.debt,
-            borrowRate: caWithLP.borrowRate,
+            baseBorrowRate: caWithLP.borrowRate,
             underlyingToken: caWithLP.underlyingToken,
+            quotaRates: {},
+            quotas: {},
             lpAPY: undefined,
             prices,
         });
@@ -86,8 +114,10 @@ describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
             caAssets: caWithLP.assets,
             totalValue: undefined,
             debt: caWithLP.debt,
-            borrowRate: caWithLP.borrowRate,
+            baseBorrowRate: caWithLP.borrowRate,
             underlyingToken: caWithLP.underlyingToken,
+            quotaRates: {},
+            quotas: {},
             lpAPY,
             prices,
         });
@@ -98,8 +128,10 @@ describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
             caAssets: caWithLP.assets,
             totalValue: caWithLP.totalValue,
             debt: undefined,
-            borrowRate: caWithLP.borrowRate,
+            baseBorrowRate: caWithLP.borrowRate,
             underlyingToken: caWithLP.underlyingToken,
+            quotaRates: {},
+            quotas: {},
             lpAPY,
             prices,
         });
@@ -110,13 +142,48 @@ describe("CreditAccount CreditAccountData.calcOverallAPY test", () => {
             caAssets: caWithLP.assets,
             totalValue: 0n,
             debt: undefined,
-            borrowRate: caWithLP.borrowRate,
+            baseBorrowRate: caWithLP.borrowRate,
             underlyingToken: caWithLP.underlyingToken,
+            quotaRates: {},
+            quotas: {},
             lpAPY,
             prices,
         });
         (0, chai_1.expect)(result).to.be.eq(undefined);
     });
+    it("overall APY calculation for caWithLP with sufficient quota is correct", () => {
+        const result = creditAccount_1.CreditAccountData.calcOverallAPY({
+            caAssets: caWithLP.assets,
+            totalValue: caWithLP.totalValue,
+            debt: caWithLP.debt,
+            baseBorrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            quotaRates: caWithLP.rates,
+            quotas: caWithLP.quotas,
+            lpAPY,
+            prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(-1.86801);
+    });
+    it("overall APY calculation for caWithLP with insufficient quota is correct", () => {
+        const result = creditAccount_1.CreditAccountData.calcOverallAPY({
+            caAssets: caWithLP.assets,
+            totalValue: caWithLP.totalValue,
+            debt: caWithLP.debt,
+            baseBorrowRate: caWithLP.borrowRate,
+            underlyingToken: caWithLP.underlyingToken,
+            quotaRates: caWithLP.rates,
+            quotas: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase(),
+                },
+            },
+            lpAPY,
+            prices,
+        });
+        (0, chai_1.expect)(result).to.be.eq(14.4919);
+    });
 });
 describe("CreditAccount calcMaxIncreaseBorrow test", () => {
     it("health max increase borrow is zero if hf < 1", () => {
@@ -152,10 +219,17 @@ const defaultCA = {
     healthFactor: 10244,
     underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI.toLowerCase(),
     underlyingDecimals: sdk_gov_1.decimals.DAI,
+    quotas: {
+        [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
+            balance: (0, formatter_1.toBN)(String(1750 * 10), sdk_gov_1.decimals.DAI),
+            token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+        },
+    },
 };
-describe("CreditManager calcHealthFactor test", () => {
-    it("health factor calculation is calculated correctly", () => {
+describe("CreditAccount calcHealthFactor test", () => {
+    it("health factor is calculated correctly", () => {
         const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {},
             assets: defaultCA.assets,
             prices,
             liquidationThresholds,
@@ -166,6 +240,7 @@ describe("CreditManager calcHealthFactor test", () => {
     });
     it("health factor calculation has no division by zero error", () => {
         const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {},
             assets: [],
             prices: {},
             liquidationThresholds: {},
@@ -181,6 +256,7 @@ describe("CreditManager calcHealthFactor test", () => {
         };
         const afterAdd = assets_1.AssetUtils.sumAssets(defaultCA.assets, [collateral]);
         const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {},
             assets: afterAdd,
             prices,
             liquidationThresholds,
@@ -199,6 +275,7 @@ describe("CreditManager calcHealthFactor test", () => {
             debtDecrease,
         ]);
         const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {},
             assets: afterDecrease,
             prices,
             liquidationThresholds,
@@ -217,6 +294,7 @@ describe("CreditManager calcHealthFactor test", () => {
             debtIncrease,
         ]);
         const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {},
             assets: afterIncrease,
             prices,
             liquidationThresholds,
@@ -240,6 +318,7 @@ describe("CreditManager calcHealthFactor test", () => {
         const afterSub = assets_1.AssetUtils.subAssets(defaultCA.assets, [swapAsset]);
         const afterSwap = assets_1.AssetUtils.sumAssets(afterSub, [getAsset]);
         const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {},
             assets: afterSwap,
             prices,
             liquidationThresholds,
@@ -248,4 +327,481 @@ describe("CreditManager calcHealthFactor test", () => {
         });
         (0, chai_1.expect)(result).to.be.eq(9444);
     });
+    it("health factor with sufficient quotas is calculated correctly", () => {
+        const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: defaultCA.quotas,
+            assets: defaultCA.assets,
+            prices,
+            liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt,
+        });
+        (0, chai_1.expect)(result).to.be.eq(defaultCA.healthFactor);
+    });
+    it("health factor with insufficient quotas is calculated correctly", () => {
+        const result = creditAccount_1.CreditAccountData.calcHealthFactor({
+            quotas: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
+                },
+            },
+            assets: defaultCA.assets,
+            prices,
+            liquidationThresholds,
+            underlyingToken: defaultCA.underlyingToken,
+            borrowed: defaultCA.debt,
+        });
+        (0, chai_1.expect)(result).to.be.eq(9300);
+    });
+});
+const cmQuotas = {
+    [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+        token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+        isActive: true,
+    },
+    [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+        token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+        isActive: true,
+    },
+    [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+        token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+        isActive: true,
+    },
+};
+const caQuota = {
+    [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+        quota: 5n,
+    },
+    [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+        quota: 10n,
+    },
+};
+describe("CreditAccount calcQuotaUpdate test", () => {
+    it("open account should buy quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: {},
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 10n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 20n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {},
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
+            },
+            allowedToSpend: {},
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            {
+                balance: 20n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+        ]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([]);
+        (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: 20n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("add collateral should buy quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    amountInTarget: 10n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {},
+            },
+            allowedToSpend: {},
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        ]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 5n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("add collateral should add additional quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 10n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {},
+            },
+            allowedToSpend: {},
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 5n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+        ]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([]);
+        (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: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("add collateral shouldn't add additional quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 10n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
+            },
+            allowedToSpend: {},
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 5n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 10n,
+                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 quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    amountInTarget: 10n,
+                    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.DAI,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {},
+            },
+            allowedToSpend: { [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {} },
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        ]);
+        (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: 5n,
+                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: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("swap should add additional quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 10n,
+                    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]: {},
+            },
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([
+            {
+                balance: 5n,
+                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: 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,
+            },
+        });
+    });
+    it("swap shouldn't add additional quota", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 10n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 0n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+            },
+            allowedToObtain: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
+            },
+            allowedToSpend: { [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {} },
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([
+            {
+                balance: -5n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+        ]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+    it("shouldn't change quota if disallowed", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
+            quotas: cmQuotas,
+            initialQuotas: caQuota,
+            assetsAfterUpdate: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    amountInTarget: 10n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    amountInTarget: 0n,
+                    balance: 0n,
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                },
+            },
+            allowedToObtain: {},
+            allowedToSpend: {},
+        });
+        (0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([]);
+        (0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                balance: 5n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                balance: 10n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+            },
+            [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                balance: 0n,
+                token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+            },
+        });
+    });
+});
+describe("CreditAccount calcQuotaBorrowRate test", () => {
+    it("should calculate quota rate (same amounts, different rates)", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaBorrowRate({
+            quotas: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                    balance: 10n,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                    balance: 10n,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+                    balance: 10n,
+                },
+            },
+            quotaRates: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    rate: 5,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    rate: 10,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    rate: 15,
+                },
+            },
+            borrowAmount: 30n,
+        });
+        (0, chai_1.expect)(result).to.be.eq(10);
+    });
+    it("should calculate quota rate (same rates, different amounts)", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaBorrowRate({
+            quotas: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                    balance: 5n,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                    balance: 10n,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+                    balance: 15n,
+                },
+            },
+            quotaRates: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    rate: 10,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    rate: 10,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    rate: 10,
+                },
+            },
+            borrowAmount: 30n,
+        });
+        (0, chai_1.expect)(result).to.be.eq(10);
+    });
+    it("should calculate quota rate (borrow amount)", () => {
+        const result = creditAccount_1.CreditAccountData.calcQuotaBorrowRate({
+            quotas: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
+                    balance: 5n,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
+                    balance: 10n,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
+                    balance: 15n,
+                },
+            },
+            quotaRates: {
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
+                    rate: 10,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
+                    rate: 10,
+                },
+                [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
+                    rate: 10,
+                },
+            },
+            borrowAmount: 60n,
+        });
+        (0, chai_1.expect)(result).to.be.eq(5);
+    });
 });

package/lib/core/creditManager.d.ts

@@ -14,7 +14,7 @@ export declare class CreditManagerData {
     readonly forbiddenTokenMask: bigint;
     readonly maxEnabledTokensLength: number;
     readonly name: string;
-    readonly borrowRate: number;
+    readonly baseBorrowRate: number;
     readonly minDebt: bigint;
     readonly maxDebt: bigint;
     readonly availableToBorrow: bigint;

package/lib/core/creditManager.js

@@ -17,7 +17,7 @@ class CreditManagerData {
     forbiddenTokenMask; // V2 only: mask which forbids some particular tokens
     maxEnabledTokensLength;
     name;
-    borrowRate;
+    baseBorrowRate;
     minDebt;
     maxDebt;
     availableToBorrow;
@@ -47,7 +47,7 @@ class CreditManagerData {
         this.forbiddenTokenMask = (0, sdk_gov_1.toBigInt)(payload.forbiddenTokenMask);
         this.maxEnabledTokensLength = payload.maxEnabledTokensLength;
         this.name = payload.name;
-        this.borrowRate = Number(((0, sdk_gov_1.toBigInt)(payload.baseBorrowRate) *
+        this.baseBorrowRate = Number(((0, sdk_gov_1.toBigInt)(payload.baseBorrowRate) *
             ((0, sdk_gov_1.toBigInt)(payload.feeInterest) + sdk_gov_1.PERCENTAGE_FACTOR) *
             sdk_gov_1.PERCENTAGE_DECIMALS) /
             sdk_gov_1.RAY);

package/lib/utils/math.d.ts

@@ -7,4 +7,6 @@ export declare const nonNegativeBn: (v: bigint) => bigint;
 export declare class BigIntMath {
     static abs: (x: bigint) => bigint;
     static toHexString: (x: bigint) => string;
+    static max: (a: bigint, b: bigint) => bigint;
+    static min: (a: bigint, b: bigint) => bigint;
 }

package/lib/utils/math.js

@@ -41,5 +41,7 @@ exports.nonNegativeBn = nonNegativeBn;
 class BigIntMath {
     static abs = (x) => (x < 0n ? -x : x);
     static toHexString = (x) => ethers_1.BigNumber.from(x).toHexString();
+    static max = (a, b) => (a > b ? a : b);
+    static min = (a, b) => (a < b ? a : b);
 }
 exports.BigIntMath = BigIntMath;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gearbox-protocol/sdk",
-  "version": "3.0.0-next.14",
+  "version": "3.0.0-next.16",
   "description": "Gearbox SDK",
   "main": "./lib/index.js",
   "types": "./lib/index.d.ts",