@gearbox-protocol/sdk 3.0.0-next.30 → 3.0.0-next.31
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -7,7 +7,7 @@ export interface CalcOverallAPYProps {
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caAssets: Array<Asset>;
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lpAPY: LpTokensAPY | undefined;
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quotas: Record<string, Asset>;
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quotaRates: Record<string, Pick<QuotaInfo, "rate">>;
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quotaRates: Record<string, Pick<QuotaInfo, "isActive" | "rate">>;
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prices: Record<string, bigint>;
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totalValue: bigint | undefined;
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debt: bigint | undefined;
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@@ -17,6 +17,7 @@ export interface CalcOverallAPYProps {
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export interface CalcHealthFactorProps {
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assets: Array<Asset>;
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quotas: Record<string, Asset>;
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quotasInfo: Record<string, Pick<QuotaInfo, "isActive">>;
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prices: Record<string, bigint>;
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liquidationThresholds: Record<string, bigint>;
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underlyingToken: string;
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@@ -36,7 +37,7 @@ interface CalcQuotaUpdateReturnType {
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}
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export interface CalcQuotaBorrowRateProps {
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quotas: Record<string, Asset>;
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quotaRates: Record<string, Pick<QuotaInfo, "rate">>;
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quotaRates: Record<string, Pick<QuotaInfo, "isActive" | "rate">>;
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borrowAmount: bigint;
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}
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export declare class CreditAccountData {
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@@ -87,7 +88,7 @@ export declare class CreditAccountData {
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static calcOverallAPY({ caAssets, lpAPY, prices, quotas, quotaRates, totalValue, debt, baseBorrowRate, underlyingToken, }: CalcOverallAPYProps): bigint | undefined;
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hash(): string;
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static hash(creditManager: string, borrower: string): string;
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static calcHealthFactor({ assets, quotas, liquidationThresholds, underlyingToken, borrowed, prices, }: CalcHealthFactorProps): number;
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static calcHealthFactor({ assets, quotas, quotasInfo, liquidationThresholds, underlyingToken, borrowed, prices, }: CalcHealthFactorProps): number;
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static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, allowedToSpend, allowedToObtain, }: CalcQuotaUpdateProps): CalcQuotaUpdateReturnType;
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static calcQuotaBorrowRate({ quotas, quotaRates, borrowAmount, }: CalcQuotaBorrowRateProps): number;
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}
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@@ -170,9 +170,10 @@ class CreditAccountData {
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const tokenDecimals = sdk_gov_1.decimals[symbol];
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const money = price_1.PriceUtils.calcTotalPrice(price, amount, tokenDecimals);
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const apyMoney = money * BigInt(apy);
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const {
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const { rate: quotaAPY = 0, isActive = false } = quotaRates?.[tokenAddressLC] || {};
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const { balance: quotaBalance = 0n } = quotas[tokenAddressLC] || {};
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const quotaAmount = isActive ? quotaBalance : 0n;
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const quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice || 0n, quotaAmount, underlyingTokenDecimals);
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const { rate: quotaAPY = 0 } = quotaRates[tokenAddressLC] || {};
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const quotaAPYMoney = quotaMoney * BigInt(quotaAPY);
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return acc + apyMoney - quotaAPYMoney;
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}, 0n);
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@@ -191,7 +192,7 @@ class CreditAccountData {
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static hash(creditManager, borrower) {
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return `${creditManager.toLowerCase()}:${borrower.toLowerCase()}`;
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}
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static calcHealthFactor({ assets, quotas, liquidationThresholds, underlyingToken, borrowed, prices, }) {
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static calcHealthFactor({ assets, quotas, quotasInfo, liquidationThresholds, underlyingToken, borrowed, prices, }) {
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const [, underlyingDecimals] = (0, sdk_gov_1.extractTokenData)(underlyingToken);
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const underlyingPrice = prices[underlyingToken] || 0n;
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const assetLTMoney = assets.reduce((acc, { token: tokenAddress, balance: amount }) => {
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@@ -199,8 +200,10 @@ class CreditAccountData {
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const lt = liquidationThresholds[tokenAddress] || 0n;
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const price = prices[tokenAddress] || 0n;
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const tokenMoney = price_1.PriceUtils.calcTotalPrice(price, amount, tokenDecimals);
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const { isActive = false } = quotasInfo?.[tokenAddress] || {};
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const quota = quotas[tokenAddress];
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const
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const quotaBalance = isActive ? quota?.balance || 0n : 0n;
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const quotaMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, quotaBalance, underlyingDecimals);
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// if quota is undefined, then it is not a quoted token
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const money = quota
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? math_1.BigIntMath.min(quotaMoney, tokenMoney)
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@@ -214,8 +217,15 @@ class CreditAccountData {
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}
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static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, allowedToSpend, allowedToObtain, }) {
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const r = Object.values(quotas).reduce((acc, cmQuota) => {
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const { token } = cmQuota;
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const { token, isActive } = cmQuota;
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const { quota: initialQuota = 0n } = initialQuotas[token] || {};
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if (!isActive) {
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acc.desiredQuota[token] = {
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balance: initialQuota,
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token,
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};
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return acc;
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}
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const after = assetsAfterUpdate[token];
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const { amountInTarget = 0n } = after || {};
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const desiredQuota = (amountInTarget * 101n) / 100n;
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@@ -254,8 +264,9 @@ class CreditAccountData {
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if (borrowAmount <= 0)
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return 0;
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const totalRateBalance = Object.values(quotas).reduce((acc, { token, balance }) => {
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const { rate = 0 } = quotaRates[token] || {};
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const
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const { rate = 0, isActive = false } = quotaRates?.[token] || {};
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const quotaBalance = isActive ? balance : 0n;
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const rateBalance = quotaBalance * BigInt(rate);
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return acc + rateBalance;
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}, 0n);
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const quotaBorrowRate = Number(totalRateBalance / borrowAmount);
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@@ -36,6 +36,7 @@ const caWithoutLP = {
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rates: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
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rate: 38434,
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isActive: true,
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},
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},
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};
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@@ -63,6 +64,7 @@ const caWithLP = {
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rates: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
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rate: 38434,
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isActive: true,
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},
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},
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};
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@@ -225,11 +227,17 @@ const defaultCA = {
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
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},
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},
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quotasInfo: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
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isActive: true,
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},
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},
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};
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describe("CreditAccount calcHealthFactor test", () => {
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it("health factor is calculated correctly", () => {
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: {},
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quotasInfo: {},
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assets: defaultCA.assets,
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prices,
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liquidationThresholds,
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@@ -241,6 +249,7 @@ describe("CreditAccount calcHealthFactor test", () => {
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it("health factor calculation has no division by zero error", () => {
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: {},
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quotasInfo: {},
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assets: [],
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prices: {},
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liquidationThresholds: {},
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@@ -257,6 +266,7 @@ describe("CreditAccount calcHealthFactor test", () => {
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const afterAdd = assets_1.AssetUtils.sumAssets(defaultCA.assets, [collateral]);
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: {},
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quotasInfo: {},
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assets: afterAdd,
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prices,
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liquidationThresholds,
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@@ -276,6 +286,7 @@ describe("CreditAccount calcHealthFactor test", () => {
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]);
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: {},
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quotasInfo: {},
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assets: afterDecrease,
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prices,
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liquidationThresholds,
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@@ -295,6 +306,7 @@ describe("CreditAccount calcHealthFactor test", () => {
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]);
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: {},
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quotasInfo: {},
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assets: afterIncrease,
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prices,
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liquidationThresholds,
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@@ -319,6 +331,7 @@ describe("CreditAccount calcHealthFactor test", () => {
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const afterSwap = assets_1.AssetUtils.sumAssets(afterSub, [getAsset]);
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: {},
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quotasInfo: {},
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assets: afterSwap,
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prices,
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liquidationThresholds,
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@@ -330,6 +343,7 @@ describe("CreditAccount calcHealthFactor test", () => {
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it("health factor with sufficient quotas is calculated correctly", () => {
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: defaultCA.quotas,
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quotasInfo: defaultCA.quotasInfo,
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assets: defaultCA.assets,
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prices,
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liquidationThresholds,
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@@ -346,6 +360,23 @@ describe("CreditAccount calcHealthFactor test", () => {
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase(),
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},
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},
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quotasInfo: defaultCA.quotasInfo,
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assets: defaultCA.assets,
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prices,
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liquidationThresholds,
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underlyingToken: defaultCA.underlyingToken,
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borrowed: defaultCA.debt,
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});
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(0, chai_1.expect)(result).to.be.eq(9300);
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});
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it("health factor with disabled quota is calculated correctly", () => {
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const result = creditAccount_1.CreditAccountData.calcHealthFactor({
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quotas: defaultCA.quotas,
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quotasInfo: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
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isActive: false,
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},
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},
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assets: defaultCA.assets,
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prices,
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liquidationThresholds,
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@@ -678,15 +709,15 @@ describe("CreditAccount calcQuotaUpdate test", () => {
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quotas: cmQuotas,
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initialQuotas: caQuota,
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assetsAfterUpdate: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.
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[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
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amountInTarget: 10n,
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balance: 0n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
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amountInTarget: 0n,
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balance: 0n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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},
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},
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allowedToObtain: {},
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@@ -709,6 +740,59 @@ describe("CreditAccount calcQuotaUpdate test", () => {
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},
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});
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});
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it("shouldn't change quota if it is disabled", () => {
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const result = creditAccount_1.CreditAccountData.calcQuotaUpdate({
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quotas: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
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isActive: false,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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isActive: false,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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isActive: false,
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},
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},
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initialQuotas: caQuota,
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assetsAfterUpdate: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
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amountInTarget: 10n,
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balance: 0n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
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amountInTarget: 0n,
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balance: 0n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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},
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},
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allowedToObtain: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {},
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},
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allowedToSpend: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {},
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},
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});
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(0, chai_1.expect)(result.quotaIncrease).to.be.deep.eq([]);
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(0, chai_1.expect)(result.quotaDecrease).to.be.deep.eq([]);
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(0, chai_1.expect)(result.desiredQuota).to.be.deep.eq({
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[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
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balance: 5n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
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balance: 10n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
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balance: 0n,
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token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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},
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});
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});
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});
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describe("CreditAccount calcQuotaBorrowRate test", () => {
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it("should calculate quota rate (same amounts, different rates)", () => {
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@@ -730,12 +814,15 @@ describe("CreditAccount calcQuotaBorrowRate test", () => {
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quotaRates: {
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[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
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rate: 5,
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isActive: true,
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},
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[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
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rate: 10,
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|
821
|
+
isActive: true,
|
|
736
822
|
},
|
|
737
823
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
|
|
738
824
|
rate: 15,
|
|
825
|
+
isActive: true,
|
|
739
826
|
},
|
|
740
827
|
},
|
|
741
828
|
borrowAmount: 30n,
|
|
@@ -761,12 +848,15 @@ describe("CreditAccount calcQuotaBorrowRate test", () => {
|
|
|
761
848
|
quotaRates: {
|
|
762
849
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
|
|
763
850
|
rate: 10,
|
|
851
|
+
isActive: true,
|
|
764
852
|
},
|
|
765
853
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
|
|
766
854
|
rate: 10,
|
|
855
|
+
isActive: true,
|
|
767
856
|
},
|
|
768
857
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
|
|
769
858
|
rate: 10,
|
|
859
|
+
isActive: true,
|
|
770
860
|
},
|
|
771
861
|
},
|
|
772
862
|
borrowAmount: 30n,
|
|
@@ -792,16 +882,53 @@ describe("CreditAccount calcQuotaBorrowRate test", () => {
|
|
|
792
882
|
quotaRates: {
|
|
793
883
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
|
|
794
884
|
rate: 10,
|
|
885
|
+
isActive: true,
|
|
795
886
|
},
|
|
796
887
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
|
|
797
888
|
rate: 10,
|
|
889
|
+
isActive: true,
|
|
798
890
|
},
|
|
799
891
|
[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
|
|
800
892
|
rate: 10,
|
|
893
|
+
isActive: true,
|
|
801
894
|
},
|
|
802
895
|
},
|
|
803
896
|
borrowAmount: 60n,
|
|
804
897
|
});
|
|
805
898
|
(0, chai_1.expect)(result).to.be.eq(5);
|
|
806
899
|
});
|
|
900
|
+
it("should calculate quota rate (disabled quota)", () => {
|
|
901
|
+
const result = creditAccount_1.CreditAccountData.calcQuotaBorrowRate({
|
|
902
|
+
quotas: {
|
|
903
|
+
[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
|
|
904
|
+
token: sdk_gov_1.tokenDataByNetwork.Mainnet.DAI,
|
|
905
|
+
balance: 5n,
|
|
906
|
+
},
|
|
907
|
+
[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
|
|
908
|
+
token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
|
|
909
|
+
balance: 10n,
|
|
910
|
+
},
|
|
911
|
+
[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
|
|
912
|
+
token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
|
|
913
|
+
balance: 15n,
|
|
914
|
+
},
|
|
915
|
+
},
|
|
916
|
+
quotaRates: {
|
|
917
|
+
[sdk_gov_1.tokenDataByNetwork.Mainnet.DAI]: {
|
|
918
|
+
rate: 10,
|
|
919
|
+
isActive: true,
|
|
920
|
+
},
|
|
921
|
+
[sdk_gov_1.tokenDataByNetwork.Mainnet.WETH]: {
|
|
922
|
+
rate: 10,
|
|
923
|
+
isActive: false,
|
|
924
|
+
},
|
|
925
|
+
[sdk_gov_1.tokenDataByNetwork.Mainnet.STETH]: {
|
|
926
|
+
rate: 10,
|
|
927
|
+
isActive: true,
|
|
928
|
+
},
|
|
929
|
+
},
|
|
930
|
+
borrowAmount: 50n,
|
|
931
|
+
});
|
|
932
|
+
(0, chai_1.expect)(result).to.be.eq(4);
|
|
933
|
+
});
|
|
807
934
|
});
|