@ichidao/ichi-vaults-sdk 0.1.43 → 2.0.0

package/dist/src/functions/calculateDtr.js

@@ -1,171 +1,97 @@
 "use strict";
 /* eslint-disable no-redeclare */
 /* eslint-disable import/prefer-default-export */
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (g && (g = 0, op[0] && (_ = 0)), _) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
-    if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
-        if (ar || !(i in from)) {
-            if (!ar) ar = Array.prototype.slice.call(from, 0, i);
-            ar[i] = from[i];
-        }
-    }
-    return to.concat(ar || Array.prototype.slice.call(from));
-};
 var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getAverageDepositTokenRatios = exports.getAverageDtr = exports.getAllDtrsForTimeInterval = exports.getDtrAtFeeCollectionEvent = exports.getDtrAtTransactionEvent = void 0;
-var bignumber_1 = require("@ethersproject/bignumber");
 // eslint-disable-next-line import/no-cycle
-var vault_1 = require("./vault");
-var _totalBalances_1 = require("./_totalBalances");
-var formatBigInt_1 = __importDefault(require("../utils/formatBigInt"));
-var timestamps_1 = require("../utils/timestamps");
-var deposit_1 = require("./deposit");
-var getPrice_1 = __importDefault(require("../utils/getPrice"));
-var calculateFees_1 = require("./calculateFees");
-var priceFromPool_1 = require("./priceFromPool");
-var _vaultEvents_1 = require("./_vaultEvents");
+const vault_1 = require("./vault");
+const _totalBalances_1 = require("./_totalBalances");
+const formatBigInt_1 = __importDefault(require("../utils/formatBigInt"));
+const timestamps_1 = require("../utils/timestamps");
+const deposit_1 = require("./deposit");
+const getPrice_1 = __importDefault(require("../utils/getPrice"));
+const calculateFees_1 = require("./calculateFees");
+const priceFromPool_1 = require("./priceFromPool");
+const _vaultEvents_1 = require("./_vaultEvents");
 // total amounts at deposit or withdrawal in deposit tokens
 function getTotalAmountsAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent) {
-    var depositTokenDecimals = isVaultInverted ? token1Decimals : token0Decimals;
-    var scarceTokenDecimals = isVaultInverted ? token0Decimals : token1Decimals;
-    var price0 = !isVaultInverted
+    const depositTokenDecimals = isVaultInverted ? token1Decimals : token0Decimals;
+    const scarceTokenDecimals = isVaultInverted ? token0Decimals : token1Decimals;
+    const price0 = !isVaultInverted
         ? 1
-        : (0, getPrice_1.default)(isVaultInverted, bignumber_1.BigNumber.from(objTransactionEvent.sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
-    var price1 = isVaultInverted
+        : (0, getPrice_1.default)(isVaultInverted, BigInt(objTransactionEvent.sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
+    const price1 = isVaultInverted
         ? 1
-        : (0, getPrice_1.default)(isVaultInverted, bignumber_1.BigNumber.from(objTransactionEvent.sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
-    var amount0 = beforeEvent
-        ? Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount0BeforeEvent), token0Decimals)) * price0
-        : Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount0), token0Decimals)) * price0;
-    var amount1 = beforeEvent
-        ? Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount1BeforeEvent), token1Decimals)) * price1
-        : Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount1), token1Decimals)) * price1;
+        : (0, getPrice_1.default)(isVaultInverted, BigInt(objTransactionEvent.sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
+    const amount0 = beforeEvent
+        ? Number((0, formatBigInt_1.default)(BigInt(objTransactionEvent.totalAmount0BeforeEvent), token0Decimals)) * price0
+        : Number((0, formatBigInt_1.default)(BigInt(objTransactionEvent.totalAmount0), token0Decimals)) * price0;
+    const amount1 = beforeEvent
+        ? Number((0, formatBigInt_1.default)(BigInt(objTransactionEvent.totalAmount1BeforeEvent), token1Decimals)) * price1
+        : Number((0, formatBigInt_1.default)(BigInt(objTransactionEvent.totalAmount1), token1Decimals)) * price1;
     return [amount0, amount1];
 }
-function getDtrAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent) {
-    if (beforeEvent === void 0) { beforeEvent = false; }
-    var timestamp = objTransactionEvent.createdAtTimestamp;
-    var totalAmounts = getTotalAmountsAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent);
-    var dtr = isVaultInverted
+function getDtrAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent = false) {
+    const timestamp = objTransactionEvent.createdAtTimestamp;
+    const totalAmounts = getTotalAmountsAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent);
+    const dtr = isVaultInverted
         ? (totalAmounts[1] / (totalAmounts[0] + totalAmounts[1])) * 100
         : (totalAmounts[0] / (totalAmounts[0] + totalAmounts[1])) * 100;
     return { atTimestamp: timestamp, percent: dtr };
 }
 exports.getDtrAtTransactionEvent = getDtrAtTransactionEvent;
 function getDtrAtFeeCollectionEvent(objFeeCollectionEvent, isVaultInverted, token0Decimals, token1Decimals) {
-    var timestamp = objFeeCollectionEvent.createdAtTimestamp;
-    var totalAmounts = (0, calculateFees_1.getTotalAmountsAtFeeCollectionEvent)(objFeeCollectionEvent, isVaultInverted, token0Decimals, token1Decimals);
-    var dtr = isVaultInverted
+    const timestamp = objFeeCollectionEvent.createdAtTimestamp;
+    const totalAmounts = (0, calculateFees_1.getTotalAmountsAtFeeCollectionEvent)(objFeeCollectionEvent, isVaultInverted, token0Decimals, token1Decimals);
+    const dtr = isVaultInverted
         ? (totalAmounts[1] / (totalAmounts[0] + totalAmounts[1])) * 100
         : (totalAmounts[0] / (totalAmounts[0] + totalAmounts[1])) * 100;
     return { atTimestamp: timestamp, percent: dtr };
 }
 exports.getDtrAtFeeCollectionEvent = getDtrAtFeeCollectionEvent;
 // time Interval in days
-function getAllDtrsForTimeInterval(vaultAddress, jsonProvider, dex, timeInterval) {
-    return __awaiter(this, void 0, void 0, function () {
-        var _a, chainId, vault, token0Decimals, token1Decimals, isVaultInverted, rebalances, collectedFees, deposits, withdraws, arrRebalances, arrOtherFees, arrDeposits, arrWithdraws, currentDtr, result;
-        var _b;
-        return __generator(this, function (_c) {
-            switch (_c.label) {
-                case 0: return [4 /*yield*/, (0, vault_1.validateVaultData)(vaultAddress, jsonProvider, dex)];
-                case 1:
-                    _a = _c.sent(), chainId = _a.chainId, vault = _a.vault;
-                    return [4 /*yield*/, (0, _totalBalances_1.getTokenDecimals)(vault.tokenA, jsonProvider, chainId)];
-                case 2:
-                    token0Decimals = _c.sent();
-                    return [4 /*yield*/, (0, _totalBalances_1.getTokenDecimals)(vault.tokenB, jsonProvider, chainId)];
-                case 3:
-                    token1Decimals = _c.sent();
-                    return [4 /*yield*/, (0, deposit_1.isTokenAllowed)(1, vaultAddress, jsonProvider, dex)];
-                case 4:
-                    isVaultInverted = _c.sent();
-                    return [4 /*yield*/, (0, _vaultEvents_1._getRebalances)(vaultAddress, chainId, dex, timeInterval)];
-                case 5:
-                    rebalances = _c.sent();
-                    if (!rebalances)
-                        throw new Error("Error getting vault rebalances on ".concat(chainId, " for ").concat(vaultAddress));
-                    return [4 /*yield*/, (0, _vaultEvents_1._getFeesCollectedEvents)(vaultAddress, chainId, dex, timeInterval)];
-                case 6:
-                    collectedFees = _c.sent();
-                    if (!collectedFees)
-                        throw new Error("Error getting vault collected fees on ".concat(chainId, " for ").concat(vaultAddress));
-                    return [4 /*yield*/, (0, _vaultEvents_1._getDeposits)(vaultAddress, chainId, dex, timeInterval)];
-                case 7:
-                    deposits = _c.sent();
-                    if (!deposits)
-                        throw new Error("Error getting vault deposits on ".concat(chainId, " for ").concat(vaultAddress));
-                    return [4 /*yield*/, (0, _vaultEvents_1._getWithdraws)(vaultAddress, chainId, dex, timeInterval)];
-                case 8:
-                    withdraws = _c.sent();
-                    if (!withdraws)
-                        throw new Error("Error getting vault withdraws on ".concat(chainId, " for ").concat(vaultAddress));
-                    arrRebalances = rebalances
-                        .slice()
-                        .filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
-                        .map(function (e) { return getDtrAtFeeCollectionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
-                    arrOtherFees = collectedFees
-                        .slice()
-                        .filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
-                        .map(function (e) { return getDtrAtFeeCollectionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
-                    arrDeposits = deposits
-                        .slice()
-                        .filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
-                        .map(function (e) { return getDtrAtTransactionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
-                    arrWithdraws = withdraws
-                        .slice()
-                        .filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
-                        .map(function (e) { return getDtrAtTransactionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
-                    _b = {
-                        atTimestamp: Math.floor(Date.now() / 1000).toString()
-                    };
-                    return [4 /*yield*/, (0, priceFromPool_1.getCurrentDtr)(vaultAddress, jsonProvider, dex, isVaultInverted, token0Decimals, token1Decimals)];
-                case 9:
-                    currentDtr = (_b.percent = _c.sent(),
-                        _b);
-                    result = __spreadArray(__spreadArray(__spreadArray(__spreadArray(__spreadArray([], arrDeposits, true), arrWithdraws, true), arrRebalances, true), arrOtherFees, true), [currentDtr], false).sort(function (a, b) { return Number(b.atTimestamp) - Number(a.atTimestamp); });
-                    return [2 /*return*/, result];
-            }
-        });
-    });
+async function getAllDtrsForTimeInterval(vaultAddress, jsonProvider, dex, timeInterval) {
+    const { chainId, vault } = await (0, vault_1.validateVaultData)(vaultAddress, jsonProvider, dex);
+    const token0Decimals = await (0, _totalBalances_1.getTokenDecimals)(vault.tokenA, jsonProvider, chainId);
+    const token1Decimals = await (0, _totalBalances_1.getTokenDecimals)(vault.tokenB, jsonProvider, chainId);
+    const isVaultInverted = await (0, deposit_1.isTokenAllowed)(1, vaultAddress, jsonProvider, dex);
+    const rebalances = await (0, _vaultEvents_1._getRebalances)(vaultAddress, chainId, dex, timeInterval);
+    if (!rebalances)
+        throw new Error(`Error getting vault rebalances on ${chainId} for ${vaultAddress}`);
+    const collectedFees = await (0, _vaultEvents_1._getFeesCollectedEvents)(vaultAddress, chainId, dex, timeInterval);
+    if (!collectedFees)
+        throw new Error(`Error getting vault collected fees on ${chainId} for ${vaultAddress}`);
+    const deposits = await (0, _vaultEvents_1._getDeposits)(vaultAddress, chainId, dex, timeInterval);
+    if (!deposits)
+        throw new Error(`Error getting vault deposits on ${chainId} for ${vaultAddress}`);
+    const withdraws = await (0, _vaultEvents_1._getWithdraws)(vaultAddress, chainId, dex, timeInterval);
+    if (!withdraws)
+        throw new Error(`Error getting vault withdraws on ${chainId} for ${vaultAddress}`);
+    const arrRebalances = rebalances
+        .slice()
+        .filter((r) => Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval))
+        .map((e) => getDtrAtFeeCollectionEvent(e, isVaultInverted, token0Decimals, token1Decimals));
+    const arrOtherFees = collectedFees
+        .slice()
+        .filter((r) => Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval))
+        .map((e) => getDtrAtFeeCollectionEvent(e, isVaultInverted, token0Decimals, token1Decimals));
+    const arrDeposits = deposits
+        .slice()
+        .filter((r) => Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval))
+        .map((e) => getDtrAtTransactionEvent(e, isVaultInverted, token0Decimals, token1Decimals));
+    const arrWithdraws = withdraws
+        .slice()
+        .filter((r) => Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval))
+        .map((e) => getDtrAtTransactionEvent(e, isVaultInverted, token0Decimals, token1Decimals));
+    const currentDtr = {
+        atTimestamp: Math.floor(Date.now() / 1000).toString(),
+        percent: await (0, priceFromPool_1.getCurrentDtr)(vaultAddress, jsonProvider, dex, isVaultInverted, token0Decimals, token1Decimals),
+    };
+    const result = [...arrDeposits, ...arrWithdraws, ...arrRebalances, ...arrOtherFees, currentDtr].sort((a, b) => Number(b.atTimestamp) - Number(a.atTimestamp));
+    return result;
 }
 exports.getAllDtrsForTimeInterval = getAllDtrsForTimeInterval;
 function getAverageDtr(allDtrs) {
@@ -175,8 +101,8 @@ function getAverageDtr(allDtrs) {
     if (allDtrs.length === 1) {
         return allDtrs[0].percent; // current value
     }
-    var dtrsSum = 0;
-    for (var i = 0; i < allDtrs.length - 1; i += 1) {
+    let dtrsSum = 0;
+    for (let i = 0; i < allDtrs.length - 1; i += 1) {
         dtrsSum +=
             ((allDtrs[i].percent + allDtrs[i + 1].percent) / 2) *
                 (Number(allDtrs[i + 1].atTimestamp) - Number(allDtrs[i].atTimestamp));
@@ -185,33 +111,22 @@ function getAverageDtr(allDtrs) {
 }
 exports.getAverageDtr = getAverageDtr;
 // timeInterval in days
-function getAverageDepositTokenRatios(vaultAddress, jsonProvider, dex, timeIntervals) {
-    if (timeIntervals === void 0) { timeIntervals = [1, 7, 30]; }
-    return __awaiter(this, void 0, void 0, function () {
-        var forTimeIntervals, maxTimeInterval, allDtrs, result;
-        return __generator(this, function (_a) {
-            switch (_a.label) {
-                case 0:
-                    forTimeIntervals = timeIntervals;
-                    if (timeIntervals.length === 0) {
-                        forTimeIntervals = [0];
-                    }
-                    maxTimeInterval = Math.max.apply(Math, forTimeIntervals);
-                    return [4 /*yield*/, getAllDtrsForTimeInterval(vaultAddress, jsonProvider, dex, maxTimeInterval)];
-                case 1:
-                    allDtrs = _a.sent();
-                    result = [];
-                    forTimeIntervals.forEach(function (interval) {
-                        var dtrsForTimeInterval = interval === 0
-                            ? [allDtrs[0]]
-                            : allDtrs.filter(function (elem) { return Number(elem.atTimestamp) * 1000 >= Date.now() - (0, timestamps_1.daysToMilliseconds)(interval); });
-                        var averageDtr = getAverageDtr(dtrsForTimeInterval);
-                        result.push({ timePeriod: interval, percent: averageDtr });
-                    });
-                    return [2 /*return*/, result];
-            }
-        });
+async function getAverageDepositTokenRatios(vaultAddress, jsonProvider, dex, timeIntervals = [1, 7, 30]) {
+    let forTimeIntervals = timeIntervals;
+    if (timeIntervals.length === 0) {
+        forTimeIntervals = [0];
+    }
+    const maxTimeInterval = Math.max(...forTimeIntervals);
+    const allDtrs = await getAllDtrsForTimeInterval(vaultAddress, jsonProvider, dex, maxTimeInterval);
+    const result = [];
+    forTimeIntervals.forEach((interval) => {
+        const dtrsForTimeInterval = interval === 0
+            ? [allDtrs[0]]
+            : allDtrs.filter((elem) => Number(elem.atTimestamp) * 1000 >= Date.now() - (0, timestamps_1.daysToMilliseconds)(interval));
+        const averageDtr = getAverageDtr(dtrsForTimeInterval);
+        result.push({ timePeriod: interval, percent: averageDtr });
     });
+    return result;
 }
 exports.getAverageDepositTokenRatios = getAverageDepositTokenRatios;
 //# sourceMappingURL=calculateDtr.js.map

package/dist/src/functions/calculateDtr.js.map

@@ -1 +1 @@
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package/dist/src/functions/calculateFees.d.ts

@@ -1,4 +1,4 @@
-import { JsonRpcProvider } from '@ethersproject/providers';
+import { JsonRpcProvider } from 'ethers';
 import { Fees, FeesInfo, SupportedDex, TotalAmounts, TotalAmountsBN, VaultState } from '../types';
 export declare function getTotalAmountsAtFeeCollectionEvent(objFees: VaultState, isVaultInverted: boolean, token0Decimals: number, token1Decimals: number): [number, number];
 export declare function getFeesAmountInBaseTokens(objFees: Fees, isVaultInverted: boolean, token0Decimals: number, token1Decimals: number): number;