@gearbox-protocol/sdk 3.0.0-next.17 → 3.0.0-next.171

package/lib/core/rewardConvex.spec.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const sdk_gov_1 = require("@gearbox-protocol/sdk-gov");
 const chai_1 = require("chai");
 const ethers_1 = require("ethers");
+const types_1 = require("../types");
 const rewardConvex_1 = require("./rewardConvex");
 const ADAPTER_CONVEX_3CRV_POOL = sdk_gov_1.DUMB_ADDRESS;
 const ADAPTER_CURVE_FRAX_POOL = sdk_gov_1.DUMB_ADDRESS2;
@@ -23,11 +24,6 @@ describe("RewardConvex test", () => {
                 contractAddress: sdk_gov_1.contractsByNetwork.Mainnet.CONVEX_3CRV_POOL,
                 adapter: ADAPTER_CONVEX_3CRV_POOL,
             },
-            // {
-            //   contract: "CONVEX_FRAX3CRV_POOL",
-            //   contractAddress: contractsByNetwork.Goerli.CONVEX_FRAX3CRV_POOL,
-            //   adapter: ADAPTER_CONVEX_FRAX3CRV_POOL,
-            // },
         ];
         const result = rewardConvex_1.RewardConvex.findAdapters(cm);
         (0, chai_1.expect)(result).to.be.eql(expectedResult);
@@ -41,25 +37,21 @@ describe("RewardConvex test", () => {
             },
         };
         const calls = [
-            {
-                address: sdk_gov_1.contractsByNetwork.Mainnet.CONVEX_3CRV_POOL,
-                interface: rewardConvex_1.RewardConvex.poolInterface,
-                method: "earned(address)",
-                params: [CREDIT_ACCOUNT],
-            },
-            // {
-            //   address: contractsByNetwork.Goerli.CONVEX_FRAX3CRV_POOL,
-            //   interface: RewardConvex.poolInterface,
-            //   method: "earned(address)",
-            //   params: [CREDIT_ACCOUNT],
-            // },
-            // {
-            //   address: (contractParams.CONVEX_FRAX3CRV_POOL as ConvexPoolParams)
-            //     .extraRewards[0].poolAddress.Mainnet,
-            //   interface: RewardConvex.poolInterface,
-            //   method: "earned(address)",
-            //   params: [CREDIT_ACCOUNT],
-            // },
+            [
+                {
+                    address: sdk_gov_1.tokenDataByNetwork.Mainnet.CVX,
+                    interface: types_1.IConvexToken__factory.createInterface(),
+                    method: "totalSupply()",
+                },
+            ],
+            [
+                {
+                    address: sdk_gov_1.contractsByNetwork.Mainnet.CONVEX_3CRV_POOL,
+                    interface: rewardConvex_1.RewardConvex.poolInterface,
+                    method: "earned(address)",
+                    params: [CREDIT_ACCOUNT],
+                },
+            ],
         ];
         const distribution = [
             {
@@ -67,56 +59,41 @@ describe("RewardConvex test", () => {
                 contractAddress: sdk_gov_1.contractsByNetwork.Mainnet.CONVEX_3CRV_POOL,
                 contract: "CONVEX_3CRV_POOL",
                 token: "CRV",
+                protocol: sdk_gov_1.Protocols.Convex,
             },
-            // {
-            //   adapter: ADAPTER_CONVEX_FRAX3CRV_POOL,
-            //   contractAddress: contractsByNetwork.Goerli.CONVEX_FRAX3CRV_POOL,
-            //   contract: "CONVEX_FRAX3CRV_POOL",
-            //   token: "CRV",
-            // },
-            // {
-            //   adapter: ADAPTER_CONVEX_FRAX3CRV_POOL,
-            //   contractAddress: contractsByNetwork.Goerli.CONVEX_FRAX3CRV_POOL,
-            //   contract: "CONVEX_FRAX3CRV_POOL",
-            //   token: "FXS",
-            // },
         ];
         const result = rewardConvex_1.RewardConvex.prepareMultiCalls(CREDIT_ACCOUNT, cm, "Mainnet");
-        (0, chai_1.expect)(result).to.be.eql({ calls, distribution });
+        (0, chai_1.expect)(result?.convexDistribution).to.be.eql([distribution]);
+        (0, chai_1.expect)(result?.convexCalls).to.be.eql(calls);
     });
     it("parseResults parse data correctly", () => {
-        const rewards = [
-            ethers_1.BigNumber.from(1000n),
-            // BigNumber.from(2000n),
-            // BigNumber.from(4000n),
-        ];
+        const rewards = [ethers_1.BigNumber.from(1000n)];
         const distribution = [
             {
                 adapter: ADAPTER_CONVEX_3CRV_POOL,
                 contractAddress: sdk_gov_1.contractsByNetwork.Mainnet.CONVEX_3CRV_POOL,
                 contract: "CONVEX_3CRV_POOL",
                 token: "CRV",
+                protocol: sdk_gov_1.Protocols.Convex,
             },
-            // {
-            //   adapter: ADAPTER_CONVEX_FRAX3CRV_POOL,
-            //   contractAddress: contractsByNetwork.Goerli.CONVEX_FRAX3CRV_POOL,
-            //   contract: "CONVEX_FRAX3CRV_POOL",
-            //   token: "CRV",
-            // },
-            // {
-            //   adapter: ADAPTER_CONVEX_FRAX3CRV_POOL,
-            //   contractAddress: contractsByNetwork.Goerli.CONVEX_FRAX3CRV_POOL,
-            //   contract: "CONVEX_FRAX3CRV_POOL",
-            //   token: "FXS",
-            // },
         ];
-        const parsed = rewardConvex_1.RewardConvex.parseResults(rewards, distribution);
+        const parsed = rewardConvex_1.RewardConvex.parseResults({
+            convexDistribution: [distribution],
+            convexResponse: rewards,
+            convexTotalSupply: 0n,
+            auraDistribution: [],
+            auraResponse: [],
+            auraTotalSupply: 0n,
+        });
         const callData = rewardConvex_1.RewardConvex.poolInterface.encodeFunctionData("getReward()");
         const expected = [
             {
+                protocol: sdk_gov_1.Protocols.Convex,
+                totalSupply: 0n,
                 contract: "CONVEX_3CRV_POOL",
                 rewards: {
                     CRV: 1000n,
+                    CVX: 1000n,
                 },
                 calls: [
                     {
@@ -125,19 +102,6 @@ describe("RewardConvex test", () => {
                     },
                 ],
             },
-            // {
-            //   contract: "CONVEX_FRAX3CRV_POOL",
-            //   rewards: {
-            //     CRV: 2000n,
-            //     FXS: 4000n,
-            //   },
-            //   calls: [
-            //     {
-            //       target: ADAPTER_CONVEX_FRAX3CRV_POOL,
-            //       callData,
-            //     },
-            //   ],
-            // },
         ];
         (0, chai_1.expect)(parsed).to.be.eql(expected);
     });

package/lib/core/strategy.d.ts

@@ -1,33 +1,30 @@
+import { SupportedToken } from "@gearbox-protocol/sdk-gov";
+import { TokensWithAPY } from "../apy";
 import { CreditManagerData } from "./creditManager";
 export interface StrategyPayload {
-    apy?: number;
     name: string;
-    lpToken: string;
+    lpTokenSymbol: TokensWithAPY;
+    protocolSymbol: string;
     creditManagers: Array<string>;
-    baseAssets: Array<string>;
-    unleveragableCollateral: Array<string>;
-    leveragableCollateral: Array<string>;
+    collateralTokens: Array<SupportedToken>;
+    liquidationTokens: Array<SupportedToken>;
 }
-interface LiquidationPriceProps {
-    prices: Record<string, bigint>;
-    liquidationThresholds: Record<string, bigint>;
-    borrowed: bigint;
-    underlyingToken: string;
-    lpAmount: bigint;
-    lpToken: string;
+interface CalculateMaxAPYProps {
+    apy: number;
+    leverage: number;
+    baseRateWithFee: number;
+    quotaRateWithFee: number;
 }
 export declare class Strategy {
-    apy: number | undefined;
-    name: string;
-    lpToken: string;
-    baseAssets: Array<string>;
-    unleveragableCollateral: Array<string>;
-    leveragableCollateral: Array<string>;
-    creditManagers: Array<string>;
+    readonly name: string;
+    readonly lpTokenSymbol: TokensWithAPY;
+    readonly protocolSymbol: string;
+    readonly collateralTokens: Array<SupportedToken>;
+    readonly liquidationTokens: Array<SupportedToken>;
+    readonly creditManagers: Array<string>;
     constructor(payload: StrategyPayload);
     static maxLeverage(lpToken: string, cms: Array<PartialCM>): number;
-    maxAPY(baseAPY: number, maxLeverage: number, borrowAPY: number): number;
-    static liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): bigint;
+    static maxAPY({ apy, leverage, baseRateWithFee, quotaRateWithFee, }: CalculateMaxAPYProps): number;
     protected static maxLeverageThreshold(lpToken: string, cms: Array<PartialCM>): readonly [bigint, string];
 }
 type PartialCM = Pick<CreditManagerData, "liquidationThresholds" | "address">;

package/lib/core/strategy.js

@@ -2,23 +2,20 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Strategy = void 0;
 const sdk_gov_1 = require("@gearbox-protocol/sdk-gov");
-const price_1 = require("../utils/price");
 class Strategy {
-    apy;
     name;
-    lpToken;
-    baseAssets;
-    unleveragableCollateral;
-    leveragableCollateral;
+    lpTokenSymbol;
+    protocolSymbol;
+    collateralTokens;
+    liquidationTokens;
     creditManagers;
     constructor(payload) {
-        this.apy = payload.apy;
         this.name = payload.name;
-        this.lpToken = payload.lpToken.toLowerCase();
+        this.lpTokenSymbol = payload.lpTokenSymbol;
+        this.protocolSymbol = payload.protocolSymbol;
         this.creditManagers = payload.creditManagers.map(addr => addr.toLowerCase());
-        this.baseAssets = payload.baseAssets.map(addr => addr.toLowerCase());
-        this.unleveragableCollateral = payload.unleveragableCollateral.map(addr => addr.toLowerCase());
-        this.leveragableCollateral = payload.leveragableCollateral.map(addr => addr.toLowerCase());
+        this.collateralTokens = payload.collateralTokens;
+        this.liquidationTokens = payload.liquidationTokens;
     }
     static maxLeverage(lpToken, cms) {
         const [maxThreshold] = Strategy.maxLeverageThreshold(lpToken, cms);
@@ -26,29 +23,12 @@ class Strategy {
             (sdk_gov_1.PERCENTAGE_FACTOR - maxThreshold);
         return Number(maxLeverage - sdk_gov_1.LEVERAGE_DECIMALS);
     }
-    maxAPY(baseAPY, maxLeverage, borrowAPY) {
-        return (baseAPY +
-            ((baseAPY - borrowAPY) * (maxLeverage - Number(sdk_gov_1.LEVERAGE_DECIMALS))) /
-                Number(sdk_gov_1.LEVERAGE_DECIMALS));
-    }
-    static liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }) {
-        const underlyingTokenAddressLC = underlyingToken.toLowerCase();
-        const underlyingTokenSymbol = sdk_gov_1.tokenSymbolByAddress[underlyingTokenAddressLC];
-        const underlyingTokenDecimals = sdk_gov_1.decimals[underlyingTokenSymbol];
-        const underlyingPrice = prices[underlyingTokenAddressLC] || sdk_gov_1.PRICE_DECIMALS;
-        const borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, borrowed, underlyingTokenDecimals);
-        const lpTokenAddressLC = lpToken.toLowerCase();
-        const lpTokenSymbol = sdk_gov_1.tokenSymbolByAddress[lpTokenAddressLC];
-        const lpTokenDecimals = sdk_gov_1.decimals[lpTokenSymbol];
-        const lpLT = liquidationThresholds[lpTokenAddressLC] || 0n;
-        const lpPrice = prices[lpTokenAddressLC] || sdk_gov_1.PRICE_DECIMALS;
-        const lpMoney = price_1.PriceUtils.calcTotalPrice(lpPrice, lpAmount, lpTokenDecimals);
-        const lpLTMoney = (lpMoney * lpLT) / sdk_gov_1.PERCENTAGE_FACTOR;
-        if (lpLTMoney > 0) {
-            const lqPrice = (borrowedMoney * sdk_gov_1.WAD) / lpLTMoney;
-            return lqPrice >= 0 ? lqPrice : 0n;
-        }
-        return 0n;
+    static maxAPY({ apy, leverage, baseRateWithFee, quotaRateWithFee, }) {
+        const collateralTerm = apy - quotaRateWithFee;
+        const debtTerm = ((apy - baseRateWithFee - quotaRateWithFee) *
+            (leverage - Number(sdk_gov_1.LEVERAGE_DECIMALS))) /
+            Number(sdk_gov_1.LEVERAGE_DECIMALS);
+        return collateralTerm + Math.floor(debtTerm);
     }
     static maxLeverageThreshold(lpToken, cms) {
         const lpTokenLC = lpToken.toLowerCase();

package/lib/core/trade.d.ts

@@ -1,37 +1,36 @@
-import { SupportedContract } from "@gearbox-protocol/sdk-gov";
 import { MultiCall, PathFinderResult, SwapOperation } from "../pathfinder/core";
 import { CreditManagerData } from "./creditManager";
 interface Info {
     name: string;
-    contractAddress: string;
     creditManager: string;
+    creditManagerName: string;
 }
 export type TradeOperations = "farmWithdraw" | "farmDeposit" | "swap";
 export interface GetTradesProps {
-    from: string;
-    to: string;
+    tokenIn: string;
+    tokenOut: string;
     amount: bigint;
     results: Array<PathFinderResult>;
     creditManager: CreditManagerData;
-    currentContracts: Record<SupportedContract, string>;
-    swapType: SwapOperation;
+    swapOperation: SwapOperation;
     swapName: TradeOperations;
 }
 export declare class Trade {
     readonly helper: Info;
     readonly tradePath: PathFinderResult;
-    readonly swapType: SwapOperation;
+    readonly swapOperation: SwapOperation;
     readonly sourceAmount: bigint;
-    readonly expectedAmount: bigint;
+    readonly minExpectedAmount: bigint;
+    readonly averageExpectedAmount: bigint;
     readonly rate: bigint;
-    readonly tokenFrom: string;
-    readonly tokenTo: string;
+    readonly tokenIn: string;
+    readonly tokenOut: string;
     readonly operationName: TradeOperations;
     private constructor();
     getName(): string;
     toString(): string;
-    static getTrades({ from, to, amount, results, creditManager, currentContracts, swapType, swapName, }: GetTradesProps): Trade[];
-    static getCallInfo(calls: Array<MultiCall>, creditManager: string, currentContracts: Record<SupportedContract, string>): Info[];
+    static getTrades({ tokenIn, tokenOut, amount, results, creditManager, swapOperation, swapName, }: GetTradesProps): Trade[];
+    static getCallInfo(calls: Array<MultiCall>, creditManager: string, creditManagerName: string): Info[];
     private static getContractSymbol;
     static sortTrades(trades: Array<Trade>, swapStrategy: string): Trade[];
 }

package/lib/core/trade.js

@@ -4,54 +4,61 @@ exports.Trade = void 0;
 const sdk_gov_1 = require("@gearbox-protocol/sdk-gov");
 const txParser_1 = require("../parsers/txParser");
 const core_1 = require("../pathfinder/core");
-const formatter_1 = require("../utils/formatter");
 class Trade {
     helper;
     tradePath;
-    swapType;
+    swapOperation;
     sourceAmount;
-    expectedAmount;
+    minExpectedAmount;
+    averageExpectedAmount;
     rate;
-    tokenFrom;
-    tokenTo;
+    tokenIn;
+    tokenOut;
     operationName;
     constructor(props) {
         this.helper = props.adapter;
         this.tradePath = props.tradePath;
-        this.swapType = props.swapType;
+        this.swapOperation = props.swapOperation;
         this.sourceAmount = props.sourceAmount;
-        this.expectedAmount = props.expectedAmount;
-        this.rate = (sdk_gov_1.WAD * props.expectedAmount) / props.sourceAmount;
-        this.tokenFrom = props.tokenFrom;
-        this.tokenTo = props.tokenTo;
+        this.minExpectedAmount = props.minExpectedAmount;
+        this.averageExpectedAmount = props.averageExpectedAmount;
+        this.rate = (sdk_gov_1.WAD * props.minExpectedAmount) / props.sourceAmount;
+        this.tokenIn = props.tokenIn;
+        this.tokenOut = props.tokenOut;
         this.operationName = props.swapName;
     }
     getName() {
         return this.helper.name;
     }
     toString() {
-        const symbolFrom = sdk_gov_1.tokenSymbolByAddress[this.tokenFrom.toLowerCase()];
-        const symbolTo = sdk_gov_1.tokenSymbolByAddress[this.tokenTo.toLowerCase()];
+        const symbolFrom = sdk_gov_1.tokenSymbolByAddress[this.tokenIn.toLowerCase()];
+        const symbolTo = sdk_gov_1.tokenSymbolByAddress[this.tokenOut.toLowerCase()];
         if (!symbolFrom)
-            throw new Error(`Unknown token: ${this.tokenFrom}`);
+            throw new Error(`Unknown token: ${this.tokenIn}`);
         if (!symbolTo)
-            throw new Error(`Unknown token: ${this.tokenTo}`);
+            throw new Error(`Unknown token: ${this.tokenOut}`);
         const decimalsFrom = sdk_gov_1.decimals[symbolFrom];
         const decimalsTo = sdk_gov_1.decimals[symbolTo];
-        return `${this.operationName} ${(0, formatter_1.formatBN)(this.sourceAmount, decimalsFrom)} ${symbolFrom} ⇒ ${(0, formatter_1.formatBN)(this.expectedAmount, decimalsTo)} ${symbolTo} on ${this.helper.name}`;
+        return `${this.operationName} ${(0, sdk_gov_1.formatBN)(this.sourceAmount, decimalsFrom)} ${symbolFrom} ⇒ ${(0, sdk_gov_1.formatBN)(this.minExpectedAmount, decimalsTo)} ${symbolTo} on ${this.helper.name}`;
     }
-    static getTrades({ from, to, amount, results, creditManager, currentContracts, swapType, swapName, }) {
+    static getTrades({ tokenIn, tokenOut, amount, results, creditManager, swapOperation, swapName, }) {
         const trades = results.reduce((acc, tradePath) => {
             const { calls } = tradePath;
-            const callInfo = Trade.getCallInfo(calls, creditManager.address, currentContracts);
+            const callInfo = Trade.getCallInfo(calls, creditManager.address, creditManager.name);
             const trade = new Trade({
                 tradePath,
-                adapter: callInfo[0],
-                swapType,
+                adapter: callInfo[0] || {
+                    name: "unknown",
+                    contractAddress: calls[0]?.target || "",
+                    creditManager: creditManager.address,
+                    creditManagerName: creditManager.name,
+                },
+                swapOperation,
                 sourceAmount: amount,
-                expectedAmount: tradePath.amount,
-                tokenFrom: from,
-                tokenTo: to,
+                minExpectedAmount: tradePath.minAmount,
+                averageExpectedAmount: tradePath.amount,
+                tokenIn,
+                tokenOut,
                 swapName,
             });
             acc.push(trade);
@@ -59,17 +66,17 @@ class Trade {
         }, []);
         return trades;
     }
-    static getCallInfo(calls, creditManager, currentContracts) {
+    static getCallInfo(calls, creditManager, creditManagerName) {
         const callAdapters = calls.reduce((acc, call) => {
             const contractSymbol = this.getContractSymbol(call.target.toLowerCase());
-            if (!(0, sdk_gov_1.isSupportedContract)(contractSymbol))
+            if (!(0, sdk_gov_1.isSupportedContract)(contractSymbol)) {
                 return acc;
+            }
             const { name } = sdk_gov_1.contractParams[contractSymbol];
-            const contractAddress = currentContracts[contractSymbol];
             acc.push({
                 name,
-                contractAddress,
                 creditManager,
+                creditManagerName,
             });
             return acc;
         }, []);
@@ -87,13 +94,13 @@ class Trade {
     static sortTrades(trades, swapStrategy) {
         if (trades.length === 0)
             return [];
-        const { swapType } = trades[0];
+        const { swapOperation } = trades[0];
         const sorted = [...trades].sort((a, b) => {
             const aSelected = a.getName().toLowerCase().search(swapStrategy.toLowerCase()) >= 0;
             const bSelected = b.getName().toLowerCase().search(swapStrategy.toLowerCase()) >= 0;
             if ((aSelected && bSelected) || (!aSelected && !bSelected)) {
-                const sign = a.expectedAmount > b.expectedAmount ? -1 : 1;
-                return swapType === core_1.SwapOperation.EXACT_INPUT ? sign : -sign;
+                const sign = a.minExpectedAmount > b.minExpectedAmount ? -1 : 1;
+                return swapOperation === core_1.SwapOperation.EXACT_INPUT ? sign : -sign;
             }
             return aSelected ? -1 : 1;
         });