@gearbox-protocol/sdk 3.0.0-next.99 → 3.0.0-prevfour.1

package/lib/core/creditAccount.js

@@ -1,85 +1,81 @@
 "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;
-    addr;
+    creditAccount;
     borrower;
     creditManager;
     creditFacade;
-    underlyingToken;
-    since;
+    underlying;
     expirationDate;
     version;
-    cmName;
-    enabledTokenMask;
+    enabledTokensMask;
     healthFactor;
     isDeleting;
     baseBorrowRateWithoutFee;
-    borrowRateWithoutFee;
     borrowedAmount;
     accruedInterest;
     accruedFees;
     totalDebtUSD;
     borrowedAmountPlusInterestAndFees;
+    debt;
     totalValue;
     totalValueUSD;
     twvUSD;
-    cumulativeIndexLastUpdate;
-    cumulativeQuotaInterest;
     activeBots;
     balances = {};
     collateralTokens = [];
-    allBalances = {};
+    tokens = {};
     forbiddenTokens = {};
     quotedTokens = {};
     constructor(payload) {
         this.isSuccessful = payload.isSuccessful;
-        this.addr = payload.addr.toLowerCase();
+        this.creditAccount = payload.addr.toLowerCase();
         this.borrower = payload.borrower.toLowerCase();
         this.creditManager = payload.creditManager.toLowerCase();
         this.creditFacade = payload.creditFacade.toLowerCase();
-        this.underlyingToken = payload.underlying.toLowerCase();
-        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.cmName = payload.cmName;
-        this.healthFactor = Number((0, sdk_gov_1.toBigInt)(payload.healthFactor || 0n));
-        this.enabledTokenMask = (0, sdk_gov_1.toBigInt)(payload.enabledTokensMask);
+        this.underlying = payload.underlying.toLowerCase();
+        this.expirationDate = Number(payload.expirationDate);
+        this.version = Number(payload.cfVersion);
+        this.healthFactor = Number(payload.healthFactor || 0n);
+        this.enabledTokensMask = payload.enabledTokensMask;
         this.isDeleting = false;
-        this.borrowedAmount = (0, sdk_gov_1.toBigInt)(payload.debt);
-        this.accruedInterest = (0, sdk_gov_1.toBigInt)(payload.accruedInterest || 0n);
-        this.accruedFees = (0, sdk_gov_1.toBigInt)(payload.accruedFees || 0n);
+        this.borrowedAmount = payload.debt;
+        this.accruedInterest = payload.accruedInterest || 0n;
+        this.accruedFees = payload.accruedFees || 0n;
+        this.debt = this.borrowedAmount;
         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 || 0n);
-        this.totalValueUSD = (0, sdk_gov_1.toBigInt)(payload.totalValueUSD);
-        this.twvUSD = (0, sdk_gov_1.toBigInt)(payload.twvUSD);
-        this.baseBorrowRateWithoutFee = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.baseBorrowRate) *
-            sdk_gov_1.PERCENTAGE_DECIMALS *
-            sdk_gov_1.PERCENTAGE_FACTOR);
-        this.borrowRateWithoutFee = (0, formatter_1.rayToNumber)((0, sdk_gov_1.toBigInt)(payload.aggregatedBorrowRate) *
-            sdk_gov_1.PERCENTAGE_DECIMALS *
-            sdk_gov_1.PERCENTAGE_FACTOR);
-        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.totalDebtUSD = payload.totalDebtUSD;
+        this.totalValue = payload.totalValue || 0n;
+        this.totalValueUSD = payload.totalValueUSD;
+        this.twvUSD = payload.twvUSD;
+        this.baseBorrowRateWithoutFee = (0, formatter_1.rayToNumber)(payload.baseBorrowRate * sdk_gov_1.PERCENTAGE_DECIMALS * sdk_gov_1.PERCENTAGE_FACTOR);
+        this.activeBots = payload.activeBots.reduce((acc, b) => {
+            const botLc = b.toLowerCase();
+            acc[botLc] = true;
+            return acc;
+        }, {});
         payload.balances.forEach(b => {
             const token = b.token.toLowerCase();
             const balance = {
+                success: b.success,
                 token,
-                balance: (0, sdk_gov_1.toBigInt)(b.balance),
+                balance: b.balance,
                 isForbidden: b.isForbidden,
                 isEnabled: b.isEnabled,
                 isQuoted: b.isQuoted,
-                quota: (0, sdk_gov_1.toBigInt)(b.quota),
-                quotaRate: Number((0, sdk_gov_1.toBigInt)(b.quotaRate) * sdk_gov_1.PERCENTAGE_DECIMALS),
-                quotaCumulativeIndexLU: (0, sdk_gov_1.toBigInt)(b.quotaCumulativeIndexLU),
+                quota: b.quota,
+                quotaRate: BigInt(b.quotaRate) * sdk_gov_1.PERCENTAGE_DECIMALS,
+                mask: b.mask,
             };
             if (!b.isForbidden) {
                 this.balances[token] = balance.balance;
@@ -91,7 +87,7 @@ class CreditAccountData {
             if (b.isQuoted) {
                 this.quotedTokens[token] = true;
             }
-            this.allBalances[token] = balance;
+            this.tokens[token] = balance;
         });
     }
     setDeleteInProgress(d) {
@@ -109,16 +105,38 @@ 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 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 CreditAccountData.amountAbcComparator(totalPrice1, totalPrice2);
+            return this.amountAbcComparator(totalPrice1, totalPrice2);
         });
     }
     static tokensAbcComparator(t1, t2) {
         const { symbol: symbol1 = "" } = t1 || {};
         const { symbol: symbol2 = "" } = t2 || {};
-        return symbol1 > symbol2 ? 1 : -1;
+        const symbol1LC = symbol1.toLowerCase();
+        const symbol2LC = symbol2.toLowerCase();
+        if (symbol1LC === symbol2LC)
+            return 0;
+        return symbol1LC > symbol2LC ? 1 : -1;
     }
     static amountAbcComparator(t1, t2) {
         return t1 > t2 ? -1 : 1;
@@ -130,12 +148,36 @@ class CreditAccountData {
         return !!this.quotedTokens[token];
     }
     isTokenEnabled(token) {
-        return this.allBalances[token].isEnabled;
+        return this.tokens[token].isEnabled;
     }
     static calcMaxDebtIncrease(healthFactor, debt, underlyingLT, minHf = Number(sdk_gov_1.PERCENTAGE_FACTOR)) {
+        // HF = (TWV + d*lt) / (D + d) => d = (HF*D - TWV) / (l - HF)
+        // hf = TWV / D
+        // HF = (TVW * D / D + d*lt) / (D + d) = (hf*D + d*lt) / (d + D) => d = D * (hf-HF) / (HF - lt)
         const result = (debt * BigInt(healthFactor - minHf)) / BigInt(minHf - underlyingLT);
         return math_1.BigIntMath.max(0n, result);
     }
+    static calcMaxLendingDebt({ assets, liquidationThresholds, underlyingToken, prices, targetHF = sdk_gov_1.PERCENTAGE_FACTOR, }) {
+        const assetsLTMoney = 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;
+            return acc + tokenLtMoney;
+        }, 0n);
+        const underlyingPrice = prices[underlyingToken] || 0n;
+        const [, underlyingDecimals = 18] = (0, sdk_gov_1.extractTokenData)(underlyingToken);
+        // HF = TWV / D => D = TWV / HF; D = amount * price
+        // Debt_max = sum(LT_i * Asset_i * price_i) / (price_underlying * HF)
+        const max = underlyingPrice > 0
+            ? (assetsLTMoney * 10n ** BigInt(underlyingDecimals)) /
+                underlyingPrice /
+                targetHF /
+                10n ** BigInt(sdk_gov_1.WAD_DECIMALS_POW - sdk_gov_1.PRICE_DECIMALS_POW)
+            : 0n;
+        return max;
+    }
     static calcOverallAPY({ caAssets, lpAPY, prices, quotas, quotaRates, feeInterest, totalValue, debt, baseRateWithFee, underlyingToken, }) {
         if (!lpAPY ||
             !totalValue ||
@@ -149,17 +191,16 @@ class CreditAccountData {
         const underlyingPrice = prices[underlyingTokenAddressLC];
         const assetAPYMoney = caAssets.reduce((acc, { token: tokenAddress, balance: amount }) => {
             const tokenAddressLC = tokenAddress.toLowerCase();
-            const symbol = sdk_gov_1.tokenSymbolByAddress[tokenAddressLC] || "";
-            const apy = lpAPY[symbol] || 0;
+            const [_, tokenDecimals] = (0, sdk_gov_1.extractTokenData)(tokenAddressLC);
+            const apy = lpAPY[tokenAddressLC] || 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);
-            const { rate: quotaAPY = 0, isActive = false } = quotaRates?.[tokenAddressLC] || {};
+            const { rate: quotaAPY = 0n, 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 quotaRate = ((0, sdk_gov_1.toBigInt)(quotaAPY) * (BigInt(feeInterest) + sdk_gov_1.PERCENTAGE_FACTOR)) /
+            const quotaRate = (quotaAPY * (BigInt(feeInterest) + sdk_gov_1.PERCENTAGE_FACTOR)) /
                 sdk_gov_1.PERCENTAGE_FACTOR;
             const quotaAPYMoney = quotaMoney * quotaRate;
             return acc + apyMoney - quotaAPYMoney;
@@ -180,6 +221,8 @@ class CreditAccountData {
         return `${creditManager.toLowerCase()}:${borrower.toLowerCase()}`;
     }
     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] || 0n;
         const assetMoney = assets.reduce((acc, { token: tokenAddress, balance: amount }) => {
@@ -204,51 +247,117 @@ class CreditAccountData {
             : 0n;
         return Number(hfInPercent);
     }
-    static calcQuotaUpdate({ quotas, initialQuotas, assetsAfterUpdate, allowedToSpend, allowedToObtain, quotaReserve, }) {
-        const r = Object.values(quotas).reduce((acc, 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] || {};
             if (!isActive) {
-                acc.desiredQuota[token] = {
+                acc[token] = {
                     balance: initialQuota,
                     token,
                 };
-                return acc;
-            }
-            const after = assetsAfterUpdate[token];
-            const { amountInTarget = 0n } = after || {};
-            const desiredQuota = (amountInTarget * (sdk_gov_1.PERCENTAGE_FACTOR + quotaReserve)) /
-                sdk_gov_1.PERCENTAGE_FACTOR;
-            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,
+                const change = quotaChange[token]?.balance || 0n;
+                const quotaAfter = change === exports.MIN_INT96 ? 0n : 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 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 = props.calcModification?.type === "recommendedQuota" &&
+            props.calcModification.debt > 0
+            ? this.calcRecommendedQuota({
+                lt,
+                quotaReserve: props.quotaReserve,
+                amount: amountInTarget,
+                debt: props.calcModification.debt,
+            })
+            : 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 }) => {
@@ -259,16 +368,17 @@ class CreditAccountData {
         }, 0n);
         return totalRateBalance;
     }
-    static calcRelativeBaseBorrowRate({ debt, baseRateWithFee, assetAmountInUnderlying, totalValue, }) {
-        if (totalValue === 0n)
-            return 0n;
-        return ((debt * BigInt(baseRateWithFee) * assetAmountInUnderlying) / totalValue);
+    static calcRelativeBaseBorrowRate({ debt, baseRateWithFee, assetAmountInUnderlying, }) {
+        return debt * BigInt(baseRateWithFee) * assetAmountInUnderlying;
     }
     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] || {};
-        const effectiveDebt = ((debt - underlyingBalance) * sdk_gov_1.WAD) / 10n ** BigInt(underlyingDecimals);
+        // 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] || {};
@@ -276,9 +386,22 @@ class CreditAccountData {
         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);
+            (effectiveTargetBalance * lpLT));
+    }
+    /**
+     * Calculates the time remaining until liquidation for a credit account.
+     * @returns The time remaining until liquidation in milliseconds.
+     */
+    static getTimeToLiquidation({ healthFactor, totalBorrowRate_debt, }) {
+        if (healthFactor <= sdk_gov_1.PERCENTAGE_FACTOR || totalBorrowRate_debt === 0n)
+            return null;
+        // (HF - 1) / (br_D / year) or (HF - 1) * (year / br_D)
+        const HF_1 = BigInt(healthFactor) - sdk_gov_1.PERCENTAGE_FACTOR;
+        const brPerYear = (BigInt(sdk_gov_1.SECONDS_PER_YEAR) * sdk_gov_1.PERCENTAGE_FACTOR * sdk_gov_1.PERCENTAGE_DECIMALS) /
+            totalBorrowRate_debt;
+        return (HF_1 * brPerYear * 1000n) / sdk_gov_1.PERCENTAGE_FACTOR;
     }
 }
 exports.CreditAccountData = CreditAccountData;