@gearbox-protocol/sdk 3.0.0-next.65 → 3.0.0-next.67

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Files changed (4) hide show
  1. package/lib/core/strategy.d.ts +4 -3
  2. package/lib/core/strategy.js +13 -12
  3. package/lib/core/strategy.spec.js +68 -3
  4. package/package.json +2 -2
package/lib/core/strategy.d.ts CHANGED
@@ -1,3 +1,4 @@
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+ import { Asset } from "./assets";
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  import { CreditManagerData } from "./creditManager";
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  export interface StrategyPayload {
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  apy?: number;
@@ -13,8 +14,8 @@ interface LiquidationPriceProps {
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  liquidationThresholds: Record<string, bigint>;
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  borrowed: bigint;
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  underlyingToken: string;
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- lpAmount: bigint;
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- lpToken: string;
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+ targetToken: string;
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+ assets: Record<string, Asset>;
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  }
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  export declare class Strategy {
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  apy: number | undefined;
@@ -27,7 +28,7 @@ export declare class Strategy {
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  constructor(payload: StrategyPayload);
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  static maxLeverage(lpToken: string, cms: Array<PartialCM>): number;
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  maxAPY(baseAPY: number, maxLeverage: number, borrowAPY: number): number;
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- static liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }: LiquidationPriceProps): bigint;
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+ static liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, targetToken, assets, }: LiquidationPriceProps): bigint;
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  protected static maxLeverageThreshold(lpToken: string, cms: Array<PartialCM>): readonly [bigint, string];
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  }
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  type PartialCM = Pick<CreditManagerData, "liquidationThresholds" | "address">;
package/lib/core/strategy.js CHANGED
@@ -2,6 +2,7 @@
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  Object.defineProperty(exports, "__esModule", { value: true });
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  exports.Strategy = void 0;
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  const sdk_gov_1 = require("@gearbox-protocol/sdk-gov");
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+ const math_1 = require("../utils/math");
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  const price_1 = require("../utils/price");
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  class Strategy {
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  apy;
@@ -31,18 +32,18 @@ class Strategy {
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  ((baseAPY - borrowAPY) * (maxLeverage - Number(sdk_gov_1.LEVERAGE_DECIMALS))) /
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  Number(sdk_gov_1.LEVERAGE_DECIMALS));
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  }
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- static liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, lpAmount, lpToken, }) {
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- const underlyingTokenAddressLC = underlyingToken.toLowerCase();
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- const underlyingTokenSymbol = sdk_gov_1.tokenSymbolByAddress[underlyingTokenAddressLC];
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- const underlyingTokenDecimals = sdk_gov_1.decimals[underlyingTokenSymbol];
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- const underlyingPrice = prices[underlyingTokenAddressLC] || sdk_gov_1.PRICE_DECIMALS;
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- const borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, borrowed, underlyingTokenDecimals);
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- const lpTokenAddressLC = lpToken.toLowerCase();
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- const lpTokenSymbol = sdk_gov_1.tokenSymbolByAddress[lpTokenAddressLC];
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- const lpTokenDecimals = sdk_gov_1.decimals[lpTokenSymbol];
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- const lpLT = liquidationThresholds[lpTokenAddressLC] || 0n;
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- const lpPrice = prices[lpTokenAddressLC] || sdk_gov_1.PRICE_DECIMALS;
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- const lpMoney = price_1.PriceUtils.calcTotalPrice(lpPrice, lpAmount, lpTokenDecimals);
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+ static liquidationPrice({ prices, liquidationThresholds, borrowed, underlyingToken, targetToken, assets, }) {
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+ const underlyingTokenLC = underlyingToken.toLowerCase();
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+ const [, underlyingDecimals = 18] = (0, sdk_gov_1.extractTokenData)(underlyingTokenLC);
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+ const { balance: underlyingBalance = 0n } = assets[underlyingTokenLC] || {};
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+ const underlyingPrice = prices[underlyingTokenLC] || sdk_gov_1.PRICE_DECIMALS;
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+ const borrowedMoney = price_1.PriceUtils.calcTotalPrice(underlyingPrice, math_1.BigIntMath.max(0n, borrowed - underlyingBalance), underlyingDecimals);
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+ const targetTokenLC = targetToken.toLowerCase();
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+ const [, targetDecimals = 18] = (0, sdk_gov_1.extractTokenData)(targetTokenLC);
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+ const { balance: targetBalance = 0n } = assets[targetTokenLC] || {};
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+ const lpLT = liquidationThresholds[targetTokenLC] || 0n;
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+ const lpPrice = prices[targetTokenLC] || sdk_gov_1.PRICE_DECIMALS;
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+ const lpMoney = price_1.PriceUtils.calcTotalPrice(lpPrice, targetBalance, targetDecimals);
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  const lpLTMoney = (lpMoney * lpLT) / sdk_gov_1.PERCENTAGE_FACTOR;
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  if (lpLTMoney > 0) {
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  const lqPrice = (borrowedMoney * sdk_gov_1.WAD) / lpLTMoney;
package/lib/core/strategy.spec.js CHANGED
@@ -42,14 +42,79 @@ describe("Strategy test", () => {
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  const result = lidoStrategy.maxAPY(53203, 10 * Number(sdk_gov_1.LEVERAGE_DECIMALS), pools["0x1"].borrowRate);
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  (0, chai_1.expect)(result).to.be.eq(284143);
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  });
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- it("liquidationPrice calculation is correct", () => {
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+ it("liquidationPrice: calculation is correct", () => {
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  const result = strategy_1.Strategy.liquidationPrice({
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  liquidationThresholds,
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  prices,
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  borrowed: (0, formatter_1.toBN)("350", sdk_gov_1.decimals.WETH),
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  underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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- lpAmount: (0, formatter_1.toBN)("400", sdk_gov_1.decimals.STETH),
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- lpToken: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ targetToken: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ assets: {
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("400", sdk_gov_1.decimals.STETH),
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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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+ (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, sdk_gov_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.992");
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+ });
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+ it("liquidationPrice: zero result when debt is compensated", () => {
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+ const result = strategy_1.Strategy.liquidationPrice({
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+ liquidationThresholds,
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+ prices,
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+ borrowed: (0, formatter_1.toBN)("350", sdk_gov_1.decimals.WETH),
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+ underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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+ targetToken: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ assets: {
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("400", sdk_gov_1.decimals.STETH),
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+ token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ },
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("350", sdk_gov_1.decimals.WETH),
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+ token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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+ },
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+ },
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+ });
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+ (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, sdk_gov_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.000");
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+ });
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+ it("liquidationPrice: zero result when debt is overcompensated", () => {
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+ const result = strategy_1.Strategy.liquidationPrice({
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+ liquidationThresholds,
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+ prices,
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+ borrowed: (0, formatter_1.toBN)("350", sdk_gov_1.decimals.WETH),
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+ underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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+ targetToken: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ assets: {
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("400", sdk_gov_1.decimals.STETH),
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+ token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ },
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("450", sdk_gov_1.decimals.WETH),
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+ token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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+ },
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+ },
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+ });
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+ (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, sdk_gov_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.000");
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+ });
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+ it("liquidationPrice: zero result when debt is not compensated", () => {
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+ const result = strategy_1.Strategy.liquidationPrice({
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+ liquidationThresholds,
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+ prices,
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+ borrowed: (0, formatter_1.toBN)("450", sdk_gov_1.decimals.WETH),
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+ underlyingToken: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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+ targetToken: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ assets: {
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.STETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("400", sdk_gov_1.decimals.STETH),
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+ token: sdk_gov_1.tokenDataByNetwork.Mainnet.STETH,
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+ },
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+ [sdk_gov_1.tokenDataByNetwork.Mainnet.WETH.toLowerCase()]: {
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+ balance: (0, formatter_1.toBN)("100", sdk_gov_1.decimals.WETH),
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+ token: sdk_gov_1.tokenDataByNetwork.Mainnet.WETH,
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+ },
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+ },
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  });
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  (0, chai_1.expect)(Number((0, formatter_1.toSignificant)(result, sdk_gov_1.WAD_DECIMALS_POW)).toFixed(3)).to.be.eq("0.992");
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  });
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@gearbox-protocol/sdk",
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- "version": "3.0.0-next.65",
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+ "version": "3.0.0-next.67",
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  "description": "Gearbox SDK",
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  "main": "./lib/index.js",
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  "types": "./lib/index.d.ts",
@@ -30,7 +30,7 @@
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  "test": "npx mocha -r ts-node/register -r dotenv/config src/**/*.spec.ts"
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  },
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  "dependencies": {
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- "@gearbox-protocol/sdk-gov": "^1.14.0",
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+ "@gearbox-protocol/sdk-gov": "^1.15.0",
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  "axios": "^1.2.6",
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  "decimal.js-light": "^2.5.1",
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  "deep-eql": "^4.1.0",