@gearbox-protocol/sdk 3.0.0-next.17 → 3.0.0-next.170

package/lib/core/creditAccount.js

@@ -1,11 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.CreditAccountData = void 0;
+exports.CreditAccountData = exports.MAX_UINT256 = exports.MIN_INT96 = void 0;
 const sdk_gov_1 = require("@gearbox-protocol/sdk-gov");
 const formatter_1 = require("../utils/formatter");
 const math_1 = require("../utils/math");
 const price_1 = require("../utils/price");
+exports.MIN_INT96 = -39614081257132168796771975168n;
+exports.MAX_UINT256 = 115792089237316195423570985008687907853269984665640564039457584007913129639935n;
+const MAX_UINT16 = 65535;
 class CreditAccountData {
+    isSuccessful;
+    priceFeedsNeeded;
     addr;
     borrower;
     creditManager;
@@ -14,12 +19,12 @@ class CreditAccountData {
     since;
     expirationDate;
     version;
-    cmDescription;
+    cmName;
     enabledTokenMask;
     healthFactor;
     isDeleting;
-    baseBorrowRate;
-    borrowRate;
+    baseBorrowRateWithoutFee;
+    borrowRateWithoutFee;
     borrowedAmount;
     accruedInterest;
     accruedFees;
@@ -28,18 +33,17 @@ class CreditAccountData {
     totalValue;
     totalValueUSD;
     twvUSD;
-    cumulativeIndexNow;
     cumulativeIndexLastUpdate;
     cumulativeQuotaInterest;
     activeBots;
-    maxApprovedBots;
     balances = {};
     collateralTokens = [];
     allBalances = {};
     forbiddenTokens = {};
     quotedTokens = {};
-    schedultedWithdrawals;
     constructor(payload) {
+        this.isSuccessful = payload.isSuccessful;
+        this.priceFeedsNeeded = payload.priceFeedsNeeded;
         this.addr = payload.addr.toLowerCase();
         this.borrower = payload.borrower.toLowerCase();
         this.creditManager = payload.creditManager.toLowerCase();
@@ -48,30 +52,28 @@ class CreditAccountData {
         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.cmDescription = payload.cmDescription;
-        this.healthFactor = Number((0, sdk_gov_1.toBigInt)(payload.healthFactor));
+        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);
-        this.accruedFees = (0, sdk_gov_1.toBigInt)(payload.accruedFees);
+        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);
+        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.baseBorrowRate = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.baseBorrowRate) *
+        this.baseBorrowRateWithoutFee = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.baseBorrowRate) *
             sdk_gov_1.PERCENTAGE_DECIMALS *
             sdk_gov_1.PERCENTAGE_FACTOR);
-        this.borrowRate = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.aggregatedBorrowRate) *
+        this.borrowRateWithoutFee = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.aggregatedBorrowRate) *
             sdk_gov_1.PERCENTAGE_DECIMALS *
             sdk_gov_1.PERCENTAGE_FACTOR);
-        this.cumulativeIndexNow = (0, sdk_gov_1.toBigInt)(payload.cumulativeIndexNow);
         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());
-        this.maxApprovedBots = (0, sdk_gov_1.toBigInt)(payload.maxApprovedBots);
+        this.activeBots = Object.fromEntries(payload.activeBots.map(b => [b.toLowerCase(), true]));
         payload.balances.forEach(b => {
             const token = b.token.toLowerCase();
             const balance = {
@@ -81,7 +83,8 @@ class CreditAccountData {
                 isEnabled: b.isEnabled,
                 isQuoted: b.isQuoted,
                 quota: (0, sdk_gov_1.toBigInt)(b.quota),
-                quotaRate: b.quotaRate,
+                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;
@@ -95,12 +98,6 @@ class CreditAccountData {
             }
             this.allBalances[token] = balance;
         });
-        this.schedultedWithdrawals = payload.schedultedWithdrawals.map(w => ({
-            tokenIndex: w.tokenIndex,
-            maturity: w.maturity,
-            token: w.token.toLowerCase(),
-            amount: (0, sdk_gov_1.toBigInt)(w.amount),
-        }));
     }
     setDeleteInProgress(d) {
         this.isDeleting = d;
@@ -117,10 +114,28 @@ class CreditAccountData {
             const totalPrice2 = price_1.PriceUtils.calcTotalPrice(price2, amount2, token2?.decimals);
             if (totalPrice1 === totalPrice2) {
                 return amount1 === amount2
-                    ? CreditAccountData.tokensAbcComparator(token1, token2)
-                    : CreditAccountData.amountAbcComparator(amount1, amount2);
+                    ? this.tokensAbcComparator(token1, token2)
+                    : this.amountAbcComparator(amount1, amount2);
             }
-            return CreditAccountData.amountAbcComparator(totalPrice1, totalPrice2);
+            return this.amountAbcComparator(totalPrice1, totalPrice2);
+        });
+    }
+    static sortAssets(balances, prices, tokens) {
+        return balances.sort(({ token: addr1, balance: amount1 }, { token: addr2, balance: amount2 }) => {
+            const addr1Lc = addr1.toLowerCase();
+            const addr2Lc = addr2.toLowerCase();
+            const token1 = tokens[addr1Lc];
+            const token2 = tokens[addr2Lc];
+            const price1 = prices[addr1Lc] || sdk_gov_1.PRICE_DECIMALS;
+            const price2 = prices[addr2Lc] || sdk_gov_1.PRICE_DECIMALS;
+            const totalPrice1 = price_1.PriceUtils.calcTotalPrice(price1, amount1, token1?.decimals);
+            const totalPrice2 = price_1.PriceUtils.calcTotalPrice(price2, amount2, token2?.decimals);
+            if (totalPrice1 === totalPrice2) {
+                return amount1 === amount2
+                    ? this.tokensAbcComparator(token1, token2)
+                    : this.amountAbcComparator(amount1, amount2);
+            }
+            return this.amountAbcComparator(totalPrice1, totalPrice2);
         });
     }
     static tokensAbcComparator(t1, t2) {
@@ -137,18 +152,14 @@ class CreditAccountData {
     isQuoted(token) {
         return !!this.quotedTokens[token];
     }
-    isTokenEnabled(index) {
-        return ((2n ** BigInt(index)) & this.enabledTokenMask) !== 0n;
-    }
-    static isTokenEnabled(index, enabledTokenMask) {
-        return ((2n ** BigInt(index)) & enabledTokenMask) !== 0n;
+    isTokenEnabled(token) {
+        return this.allBalances[token].isEnabled;
     }
-    static calcMaxDebtIncrease(healthFactor, borrowAmountPlusInterest, underlyingLT, minHf = Number(sdk_gov_1.PERCENTAGE_FACTOR)) {
-        const result = (borrowAmountPlusInterest * BigInt(healthFactor - minHf)) /
-            BigInt(minHf - underlyingLT);
+    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, totalValue, debt, baseBorrowRate, underlyingToken, }) {
+    static calcOverallAPY({ caAssets, lpAPY, prices, quotas, quotaRates, feeInterest, totalValue, debt, baseRateWithFee, underlyingToken, }) {
         if (!lpAPY ||
             !totalValue ||
             totalValue <= 0n ||
@@ -167,22 +178,23 @@ class CreditAccountData {
             const tokenDecimals = sdk_gov_1.decimals[symbol];
             const money = price_1.PriceUtils.calcTotalPrice(price, amount, tokenDecimals);
             const apyMoney = money * BigInt(apy);
-            const { balance: quotaAmount = 0n } = quotas[tokenAddressLC] || {};
+            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 { rate: quotaAPY = 0 } = quotaRates[tokenAddressLC] || {};
-            const quotaAPYMoney = quotaMoney * BigInt(quotaAPY);
+            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 assetAPYAmountInUnderlying = price_1.PriceUtils.convertByPrice(assetAPYMoney, {
             price: underlyingPrice || sdk_gov_1.PRICE_DECIMALS,
             decimals: underlyingTokenDecimals,
         });
-        const debtAPY = debt * BigInt(baseBorrowRate);
+        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);
@@ -190,75 +202,172 @@ class CreditAccountData {
     static hash(creditManager, borrower) {
         return `${creditManager.toLowerCase()}:${borrower.toLowerCase()}`;
     }
-    static calcHealthFactor({ assets, quotas, liquidationThresholds, underlyingToken, borrowed, prices, }) {
+    static calcHealthFactor({ assets, quotas, quotasInfo, liquidationThresholds, underlyingToken, debt, prices, }) {
+        if (debt === 0n)
+            return MAX_UINT16;
         const [, underlyingDecimals] = (0, sdk_gov_1.extractTokenData)(underlyingToken);
-        const underlyingPrice = prices[underlyingToken];
-        const assetLTMoney = assets.reduce((acc, { token: tokenAddress, balance: amount }) => {
+        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 quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, quota?.balance || 0n, underlyingDecimals);
+            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, tokenMoney)
-                : tokenMoney;
-            const ltMoney = money * lt;
-            return acc + ltMoney;
+                ? math_1.BigIntMath.min(quotaMoney, tokenLtMoney)
+                : tokenLtMoney;
+            return acc + money;
         }, 0n);
-        const borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice || sdk_gov_1.PRICE_DECIMALS, 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, }) {
-        const r = Object.values(quotas).reduce((acc, cmQuota) => {
-            const { token } = cmQuota;
+    static roundUpQuota(quotaChange) {
+        return quotaChange !== exports.MIN_INT96
+            ? (quotaChange / sdk_gov_1.PERCENTAGE_FACTOR) * sdk_gov_1.PERCENTAGE_FACTOR
+            : quotaChange;
+    }
+    static calcRecommendedQuota({ amount, debt, lt, quotaReserve, }) {
+        const recommendedBaseQuota = math_1.BigIntMath.min(debt, (amount * lt) / sdk_gov_1.PERCENTAGE_FACTOR);
+        const recommendedQuota = (recommendedBaseQuota * (sdk_gov_1.PERCENTAGE_FACTOR + quotaReserve)) /
+            sdk_gov_1.PERCENTAGE_FACTOR;
+        return this.roundUpQuota(recommendedQuota);
+    }
+    static calcDefaultQuota({ amount, lt, quotaReserve }) {
+        const recommendedBaseQuota = (amount * lt) / sdk_gov_1.PERCENTAGE_FACTOR;
+        const recommendedQuota = (recommendedBaseQuota * (sdk_gov_1.PERCENTAGE_FACTOR + quotaReserve)) /
+            sdk_gov_1.PERCENTAGE_FACTOR;
+        return this.roundUpQuota(recommendedQuota);
+    }
+    static calcQuotaUpdate(props) {
+        const { quotas, initialQuotas, maxDebt, allowedToSpend, allowedToObtain } = props;
+        const quotaDecrease = Object.keys(allowedToSpend).reduce((acc, token) => {
+            const ch = this.getSingleQuotaChange(token, 0n, props);
+            if (ch)
+                acc[ch.token] = ch;
+            return acc;
+        }, {});
+        const quotaCap = this.roundUpQuota(maxDebt * 2n);
+        const quotaBought = Object.values(initialQuotas).reduce((sum, q) => sum + this.roundUpQuota(q?.quota || 0n), 0n);
+        const quotaReduced = Object.values(quotaDecrease).reduce((sum, q) => {
+            const quotaBalance = q.balance || 0n;
+            const safeBalance = quotaBalance === exports.MIN_INT96
+                ? math_1.BigIntMath.neg(this.roundUpQuota(initialQuotas[q.token]?.quota || 0n))
+                : quotaBalance;
+            return sum + safeBalance;
+        }, 0n);
+        const maxQuotaIncrease = this.roundUpQuota(math_1.BigIntMath.max(quotaCap - (quotaBought + quotaReduced), 0n));
+        const quotaIncrease = Object.keys(allowedToObtain).reduce((acc, token) => {
+            const ch = this.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] || {};
-            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,
+            if (!isActive) {
+                acc[token] = {
+                    balance: initialQuota,
                     token,
                 };
             }
             else {
-                acc.desiredQuota[token] = {
-                    balance: initialQuota,
+                const unsafeChange = quotaChange[token]?.balance || 0n;
+                const change = unsafeChange === exports.MIN_INT96
+                    ? math_1.BigIntMath.neg(this.roundUpQuota(initialQuotas[cmQuota.token]?.quota || 0n))
+                    : unsafeChange;
+                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 calcQuotaBorrowRate({ quotas, quotaRates, borrowAmount, }) {
-        if (borrowAmount <= 0)
-            return 0;
+    static getSingleQuotaChange(token, unsafeMaxQuotaIncrease, props) {
+        const { isActive = false } = props.quotas[token] || {};
+        const { quota: unsafeInitialQuota = 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 maxQuotaIncrease = this.roundUpQuota(unsafeMaxQuotaIncrease);
+        const initialQuota = this.roundUpQuota(unsafeInitialQuota);
+        const defaultQuota = this.calcDefaultQuota({
+            lt,
+            quotaReserve: props.quotaReserve,
+            amount: amountInTarget,
+        });
+        const unsafeQuotaChange = this.roundUpQuota(defaultQuota - initialQuota);
+        const quotaChange = unsafeQuotaChange > 0
+            ? math_1.BigIntMath.min(maxQuotaIncrease, unsafeQuotaChange)
+            : initialQuota !== 0n &&
+                math_1.BigIntMath.abs(unsafeQuotaChange) >= initialQuota
+                ? exports.MIN_INT96
+                : 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 }) => {
-            const { rate = 0 } = quotaRates[token] || {};
-            const rateBalance = balance * BigInt(rate);
+            const { rate = 0, isActive = false } = quotaRates?.[token] || {};
+            const quotaBalance = isActive ? balance : 0n;
+            const rateBalance = quotaBalance * BigInt(rate);
             return acc + rateBalance;
         }, 0n);
-        const quotaBorrowRate = Number(totalRateBalance / borrowAmount);
-        return quotaBorrowRate;
+        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] || {};
+        // effectiveDebt = Debt - underlyingBalance*LTunderlying
+        const ltUnderlying = liquidationThresholds[underlyingTokenLC] || 0n;
+        const effectiveDebt = ((debt - (underlyingBalance * ltUnderlying) / sdk_gov_1.PERCENTAGE_FACTOR) * 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;
+        // priceTarget = effectiveDebt / (lpLT*targetBalance)
+        return ((effectiveDebt * sdk_gov_1.PRICE_DECIMALS * sdk_gov_1.PERCENTAGE_FACTOR) /
+            (effectiveTargetBalance * lpLT));
     }
 }
 exports.CreditAccountData = CreditAccountData;