@morpho-org/blue-sdk 1.0.0-integ-650.0

package/lib/maths/AdaptiveCurveIrmLib.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.AdaptiveCurveIrmLib = void 0;
+const constants_1 = require("../constants");
+const MathLib_1 = require("./MathLib");
+/**
+ * JS implementation of {@link https://github.com/morpho-org/morpho-blue-irm/blob/main/src/libraries/adaptive-curve/ExpLib.sol ExpLib} used by the Adaptive Curve IRM.
+ */
+var AdaptiveCurveIrmLib;
+(function (AdaptiveCurveIrmLib) {
+    AdaptiveCurveIrmLib.CURVE_STEEPNESS = 4000000000000000000n;
+    AdaptiveCurveIrmLib.TARGET_UTILIZATION = 900000000000000000n;
+    AdaptiveCurveIrmLib.INITIAL_RATE_AT_TARGET = 40000000000000000n / constants_1.SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.ADJUSTMENT_SPEED = 50000000000000000000n / constants_1.SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.MIN_RATE_AT_TARGET = 1000000000000000n / constants_1.SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.MAX_RATE_AT_TARGET = 2000000000000000000n / constants_1.SECONDS_PER_YEAR;
+    /**
+     * ln(2), scaled by WAD.
+     */
+    AdaptiveCurveIrmLib.LN_2_INT = 693147180559945309n;
+    /**
+     * ln(1e-18), scaled by WAD.
+     */
+    AdaptiveCurveIrmLib.LN_WEI_INT = -41446531673892822312n;
+    /**
+     * Above this bound, `wExp` is clipped to avoid overflowing when multiplied with 1 ether.
+     * This upper bound corresponds to: ln(type(int256).max / 1e36) (scaled by WAD, floored).
+     */
+    AdaptiveCurveIrmLib.WEXP_UPPER_BOUND = 93859467695000404319n;
+    /**
+     * The value of wExp(`WEXP_UPPER_BOUND`).
+     */
+    AdaptiveCurveIrmLib.WEXP_UPPER_VALUE = 57716089161558943949701069502944508345128422502756744429568n;
+    /**
+     * Returns an approximation of exp(x) used by the Adaptive Curve IRM.
+     * @param x
+     */
+    function wExp(x) {
+        x = BigInt(x);
+        // If x < ln(1e-18) then exp(x) < 1e-18 so it is rounded to zero.
+        if (x < AdaptiveCurveIrmLib.LN_WEI_INT)
+            return 0n;
+        // `wExp` is clipped to avoid overflowing when multiplied with 1 ether.
+        if (x >= AdaptiveCurveIrmLib.WEXP_UPPER_BOUND)
+            return AdaptiveCurveIrmLib.WEXP_UPPER_VALUE;
+        // Decompose x as x = q * ln(2) + r with q an integer and -ln(2)/2 <= r <= ln(2)/2.
+        // q = x / ln(2) rounded half toward zero.
+        const roundingAdjustment = x < 0n ? -(AdaptiveCurveIrmLib.LN_2_INT / 2n) : AdaptiveCurveIrmLib.LN_2_INT / 2n;
+        const q = (x + roundingAdjustment) / AdaptiveCurveIrmLib.LN_2_INT;
+        const r = x - q * AdaptiveCurveIrmLib.LN_2_INT;
+        // Compute e^r with a 2nd-order Taylor polynomial.
+        const expR = MathLib_1.MathLib.WAD + r + (r * r) / MathLib_1.MathLib.WAD / 2n;
+        // Return e^x = 2^q * e^r.
+        if (q === 0n)
+            return expR << q;
+        return expR >> -q;
+    }
+    AdaptiveCurveIrmLib.wExp = wExp;
+    function getBorrowRate(startUtilization, startRateAtTarget, elapsed) {
+        startUtilization = BigInt(startUtilization);
+        startRateAtTarget = BigInt(startRateAtTarget);
+        elapsed = BigInt(elapsed);
+        const errNormFactor = startUtilization > AdaptiveCurveIrmLib.TARGET_UTILIZATION
+            ? MathLib_1.MathLib.WAD - AdaptiveCurveIrmLib.TARGET_UTILIZATION
+            : AdaptiveCurveIrmLib.TARGET_UTILIZATION;
+        const err = MathLib_1.MathLib.wDivDown(startUtilization - AdaptiveCurveIrmLib.TARGET_UTILIZATION, errNormFactor);
+        let avgRateAtTarget;
+        let endRateAtTarget;
+        if (startRateAtTarget === 0n) {
+            // First interaction.
+            avgRateAtTarget = AdaptiveCurveIrmLib.INITIAL_RATE_AT_TARGET;
+            endRateAtTarget = AdaptiveCurveIrmLib.INITIAL_RATE_AT_TARGET;
+        }
+        else {
+            // The speed is assumed constant between two updates, but it is in fact not constant because of interest.
+            // So the rate is always underestimated.
+            const speed = MathLib_1.MathLib.wMulDown(AdaptiveCurveIrmLib.ADJUSTMENT_SPEED, err);
+            const linearAdaptation = speed * elapsed;
+            if (linearAdaptation === 0n) {
+                // If linearAdaptation == 0, avgRateAtTarget = endRateAtTarget = startRateAtTarget;
+                avgRateAtTarget = startRateAtTarget;
+                endRateAtTarget = startRateAtTarget;
+            }
+            else {
+                // Non negative because MIN_RATE_AT_TARGET > 0.
+                const _newRateAtTarget = (linearAdaptation) => MathLib_1.MathLib.min(MathLib_1.MathLib.max(MathLib_1.MathLib.wMulDown(startRateAtTarget, wExp(linearAdaptation)), AdaptiveCurveIrmLib.MIN_RATE_AT_TARGET), AdaptiveCurveIrmLib.MAX_RATE_AT_TARGET);
+                // Formula of the average rate that should be returned to Morpho Blue:
+                // avg = 1/T * ∫_0^T curve(startRateAtTarget*exp(speed*x), err) dx
+                // The integral is approximated with the trapezoidal rule:
+                // avg ~= 1/T * Σ_i=1^N [curve(f((i-1) * T/N), err) + curve(f(i * T/N), err)] / 2 * T/N
+                // Where f(x) = startRateAtTarget*exp(speed*x)
+                // avg ~= Σ_i=1^N [curve(f((i-1) * T/N), err) + curve(f(i * T/N), err)] / (2 * N)
+                // As curve is linear in its first argument:
+                // avg ~= curve([Σ_i=1^N [f((i-1) * T/N) + f(i * T/N)] / (2 * N), err)
+                // avg ~= curve([(f(0) + f(T))/2 + Σ_i=1^(N-1) f(i * T/N)] / N, err)
+                // avg ~= curve([(startRateAtTarget + endRateAtTarget)/2 + Σ_i=1^(N-1) f(i * T/N)] / N, err)
+                // With N = 2:
+                // avg ~= curve([(startRateAtTarget + endRateAtTarget)/2 + startRateAtTarget*exp(speed*T/2)] / 2, err)
+                // avg ~= curve([startRateAtTarget + endRateAtTarget + 2*startRateAtTarget*exp(speed*T/2)] / 4, err)
+                endRateAtTarget = _newRateAtTarget(linearAdaptation);
+                avgRateAtTarget =
+                    (startRateAtTarget +
+                        endRateAtTarget +
+                        2n * _newRateAtTarget(linearAdaptation / 2n)) /
+                        4n;
+            }
+        }
+        // Non negative because 1 - 1/C >= 0, C - 1 >= 0.
+        const coeff = err < 0
+            ? MathLib_1.MathLib.WAD - MathLib_1.MathLib.wDivDown(MathLib_1.MathLib.WAD, AdaptiveCurveIrmLib.CURVE_STEEPNESS)
+            : AdaptiveCurveIrmLib.CURVE_STEEPNESS - MathLib_1.MathLib.WAD;
+        // Non negative if avgRateAtTarget >= 0 because if err < 0, coeff <= 1.
+        return {
+            avgBorrowRate: MathLib_1.MathLib.wMulDown(MathLib_1.MathLib.wMulDown(coeff, err) + MathLib_1.MathLib.WAD, avgRateAtTarget),
+            endRateAtTarget,
+        };
+    }
+    AdaptiveCurveIrmLib.getBorrowRate = getBorrowRate;
+    function getUtilizationAtBorrowRate(borrowRate, rateAtTarget) {
+        borrowRate = BigInt(borrowRate);
+        rateAtTarget = BigInt(rateAtTarget);
+        if (borrowRate >= rateAtTarget) {
+            const maxBorrowRate = MathLib_1.MathLib.wMulDown(rateAtTarget, AdaptiveCurveIrmLib.CURVE_STEEPNESS);
+            const diffToMaxBorrowRate = maxBorrowRate - rateAtTarget;
+            if (diffToMaxBorrowRate === 0n)
+                return MathLib_1.MathLib.WAD;
+            return MathLib_1.MathLib.min(MathLib_1.MathLib.WAD, AdaptiveCurveIrmLib.TARGET_UTILIZATION +
+                MathLib_1.MathLib.mulDivDown(MathLib_1.MathLib.WAD - AdaptiveCurveIrmLib.TARGET_UTILIZATION, borrowRate - rateAtTarget, diffToMaxBorrowRate));
+        }
+        const minBorrowRate = MathLib_1.MathLib.wDivDown(rateAtTarget, AdaptiveCurveIrmLib.CURVE_STEEPNESS);
+        return MathLib_1.MathLib.max(0n, MathLib_1.MathLib.mulDivDown(AdaptiveCurveIrmLib.TARGET_UTILIZATION, borrowRate - minBorrowRate, rateAtTarget - minBorrowRate));
+    }
+    AdaptiveCurveIrmLib.getUtilizationAtBorrowRate = getUtilizationAtBorrowRate;
+})(AdaptiveCurveIrmLib || (exports.AdaptiveCurveIrmLib = AdaptiveCurveIrmLib = {}));

package/lib/maths/MathLib.d.ts

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+import { Time } from "@morpho-org/morpho-ts";
+import { BigIntish } from "../types";
+export type RoundingDirection = "Up" | "Down";
+/**
+ * Library to manage fixed-point arithmetic.
+ * This library reproduces the behaviour of the solidity library MathLib
+ * TODO: add library link
+ * @category Maths
+ *
+ */
+export declare class MathLib {
+    static WAD: bigint;
+    static MAX_UINT_256: bigint;
+    static MAX_UINT_160: bigint;
+    static MAX_UINT_128: bigint;
+    static MAX_UINT_48: bigint;
+    static maxUint(nBits: number): bigint;
+    /**
+     * Returns the absolute value of a number
+     * @param a The number
+     */
+    static abs(a: BigIntish): bigint;
+    /**
+     * Returns the smallest number given as param
+     * @param x The first number
+     * @param y The second number
+     */
+    static min(...xs: BigIntish[]): bigint;
+    /**
+     * Returns the greatest number given as param
+     * @param x The first number
+     * @param y The second number
+     */
+    static max(...xs: BigIntish[]): bigint;
+    /**
+     * Returns the subtraction of b from a, floored to zero if negative
+     * @param x The first number
+     * @param y The second number
+     */
+    static zeroFloorSub(x: BigIntish, y: BigIntish): bigint;
+    /**
+     * Perform the WAD-based multiplication of 2 numbers, rounded down
+     * @param x The first number
+     * @param y The second number
+     */
+    static wMulDown(x: BigIntish, y: BigIntish): bigint;
+    /**
+     * Perform the WAD-based multiplication of 2 numbers, rounded up
+     * @param x The first number
+     * @param y The second number
+     */
+    static wMulUp(x: BigIntish, y: BigIntish): bigint;
+    /**
+     * Perform the WAD-based multiplication of 2 numbers with a provided rounding direction
+     * @param x The first number
+     * @param y The second number
+     */
+    static wMul(x: BigIntish, y: BigIntish, rounding: RoundingDirection): bigint;
+    /**
+     * Perform the WAD-based division of 2 numbers, rounded down
+     * @param x The first number
+     * @param y The second number
+     */
+    static wDivDown(x: BigIntish, y: BigIntish): bigint;
+    /**
+     * Perform the WAD-based multiplication of 2 numbers, rounded up
+     * @param x The first number
+     * @param y The second number
+     */
+    static wDivUp(x: BigIntish, y: BigIntish): bigint;
+    /**
+     * Perform the WAD-based multiplication of 2 numbers with a provided rounding direction
+     * @param x The first number
+     * @param y The second number
+     */
+    static wDiv(x: BigIntish, y: BigIntish, rounding: RoundingDirection): bigint;
+    /**
+     * Multiply two numbers and divide by a denominator, rounding down the result
+     * @param x The first number
+     * @param y The second number
+     * @param denominator The denominator
+     */
+    static mulDivDown(x: BigIntish, y: BigIntish, denominator: BigIntish): bigint;
+    /**
+     * Multiply two numbers and divide by a denominator, rounding up the result
+     * @param x The first number
+     * @param y The second number
+     * @param denominator The denominator
+     */
+    static mulDivUp(x: BigIntish, y: BigIntish, denominator: BigIntish): bigint;
+    static mulDiv(x: BigIntish, y: BigIntish, denominator: BigIntish, rounding: RoundingDirection): bigint;
+    /**
+     * The sum of the first three non-zero terms of a Taylor expansion of e^(nx) - 1,
+     * to approximate a continuous compound interest rate.
+     *
+     * @param x The base of the exponent
+     * @param n The exponent
+     */
+    static wTaylorCompounded(x: BigIntish, n: BigIntish): bigint;
+    /**
+     * Converts an rate to compounded apy
+     *
+     * @param rate The rate to convert (in WAD)
+     * @param period The compounding basis
+     */
+    static rateToApy(rate: BigIntish, period: Time.PeriodLike): number;
+    /**
+     * Converts an apr to compounded apy
+     *
+     * @param apr The apr to convert (in WAD)
+     * @param compounding The compounding basis
+     */
+    static aprToApy(apr: BigIntish, compounding: Time.PeriodLike): number;
+}

package/lib/maths/MathLib.js

@@ -0,0 +1,175 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MathLib = void 0;
+const morpho_ts_1 = require("@morpho-org/morpho-ts");
+const helpers_1 = require("../helpers");
+/**
+ * Library to manage fixed-point arithmetic.
+ * This library reproduces the behaviour of the solidity library MathLib
+ * TODO: add library link
+ * @category Maths
+ *
+ */
+class MathLib {
+    static WAD = 1000000000000000000n;
+    static MAX_UINT_256 = MathLib.maxUint(256);
+    static MAX_UINT_160 = MathLib.maxUint(160);
+    static MAX_UINT_128 = MathLib.maxUint(128);
+    static MAX_UINT_48 = MathLib.maxUint(48);
+    static maxUint(nBits) {
+        if (nBits % 4 !== 0)
+            throw new Error(`Invalid number of bits: ${nBits}`);
+        return BigInt("0x" + "f".repeat(nBits / 4));
+    }
+    /**
+     * Returns the absolute value of a number
+     * @param a The number
+     */
+    static abs(a) {
+        a = BigInt(a);
+        return a >= 0 ? a : -a;
+    }
+    /**
+     * Returns the smallest number given as param
+     * @param x The first number
+     * @param y The second number
+     */
+    static min(...xs) {
+        return xs.map(BigInt).reduce((x, y) => (x <= y ? x : y));
+    }
+    /**
+     * Returns the greatest number given as param
+     * @param x The first number
+     * @param y The second number
+     */
+    static max(...xs) {
+        return xs.map(BigInt).reduce((x, y) => (x <= y ? y : x));
+    }
+    /**
+     * Returns the subtraction of b from a, floored to zero if negative
+     * @param x The first number
+     * @param y The second number
+     */
+    static zeroFloorSub(x, y) {
+        x = BigInt(x);
+        y = BigInt(y);
+        return x <= y ? 0n : x - y;
+    }
+    /**
+     * Perform the WAD-based multiplication of 2 numbers, rounded down
+     * @param x The first number
+     * @param y The second number
+     */
+    static wMulDown(x, y) {
+        return MathLib.wMul(x, y, "Down");
+    }
+    /**
+     * Perform the WAD-based multiplication of 2 numbers, rounded up
+     * @param x The first number
+     * @param y The second number
+     */
+    static wMulUp(x, y) {
+        return MathLib.wMul(x, y, "Up");
+    }
+    /**
+     * Perform the WAD-based multiplication of 2 numbers with a provided rounding direction
+     * @param x The first number
+     * @param y The second number
+     */
+    static wMul(x, y, rounding) {
+        return MathLib.mulDiv(x, y, MathLib.WAD, rounding);
+    }
+    /**
+     * Perform the WAD-based division of 2 numbers, rounded down
+     * @param x The first number
+     * @param y The second number
+     */
+    static wDivDown(x, y) {
+        return MathLib.wDiv(x, y, "Down");
+    }
+    /**
+     * Perform the WAD-based multiplication of 2 numbers, rounded up
+     * @param x The first number
+     * @param y The second number
+     */
+    static wDivUp(x, y) {
+        return MathLib.wDiv(x, y, "Up");
+    }
+    /**
+     * Perform the WAD-based multiplication of 2 numbers with a provided rounding direction
+     * @param x The first number
+     * @param y The second number
+     */
+    static wDiv(x, y, rounding) {
+        return MathLib.mulDiv(x, MathLib.WAD, y, rounding);
+    }
+    /**
+     * Multiply two numbers and divide by a denominator, rounding down the result
+     * @param x The first number
+     * @param y The second number
+     * @param denominator The denominator
+     */
+    static mulDivDown(x, y, denominator) {
+        x = BigInt(x);
+        y = BigInt(y);
+        denominator = BigInt(denominator);
+        if (denominator === 0n)
+            throw Error("MathLib: DIVISION_BY_ZERO");
+        return (x * y) / denominator;
+    }
+    /**
+     * Multiply two numbers and divide by a denominator, rounding up the result
+     * @param x The first number
+     * @param y The second number
+     * @param denominator The denominator
+     */
+    static mulDivUp(x, y, denominator) {
+        x = BigInt(x);
+        y = BigInt(y);
+        denominator = BigInt(denominator);
+        if (denominator === 0n)
+            throw Error("MathLib: DIVISION_BY_ZERO");
+        const roundup = (x * y) % denominator > 0 ? 1n : 0n;
+        return (x * y) / denominator + roundup;
+    }
+    static mulDiv(x, y, denominator, rounding) {
+        return MathLib[`mulDiv${rounding}`](x, y, denominator);
+    }
+    /**
+     * The sum of the first three non-zero terms of a Taylor expansion of e^(nx) - 1,
+     * to approximate a continuous compound interest rate.
+     *
+     * @param x The base of the exponent
+     * @param n The exponent
+     */
+    static wTaylorCompounded(x, n) {
+        const firstTerm = BigInt(x) * BigInt(n);
+        const secondTerm = MathLib.mulDivDown(firstTerm, firstTerm, 2n * MathLib.WAD);
+        const thirdTerm = MathLib.mulDivDown(secondTerm, firstTerm, 3n * MathLib.WAD);
+        return firstTerm + secondTerm + thirdTerm;
+    }
+    /**
+     * Converts an rate to compounded apy
+     *
+     * @param rate The rate to convert (in WAD)
+     * @param period The compounding basis
+     */
+    static rateToApy(rate, period) {
+        const { unit, duration } = morpho_ts_1.Time.toPeriod(period);
+        const factor = morpho_ts_1.Time[unit].from.y(1) / duration;
+        return ((1 + Number(helpers_1.format.number.locale("en").of(BigInt(rate), 18))) ** factor -
+            1);
+    }
+    /**
+     * Converts an apr to compounded apy
+     *
+     * @param apr The apr to convert (in WAD)
+     * @param compounding The compounding basis
+     */
+    static aprToApy(apr, compounding) {
+        const { unit, duration } = morpho_ts_1.Time.toPeriod(compounding);
+        const rate = (BigInt(apr) * BigInt(duration)) / morpho_ts_1.Time[unit].from.y(1n);
+        return this.rateToApy(rate, compounding);
+    }
+}
+exports.MathLib = MathLib;

package/lib/maths/SharesMath.d.ts

@@ -0,0 +1,12 @@
+import { BigIntish } from "../types";
+import { RoundingDirection } from "./MathLib";
+/**
+ * JS implementation of {@link https://github.com/morpho-org/morpho-blue/blob/main/src/libraries/SharesMathLib.sol SharesMathLib} used by Morpho Blue
+ * & MetaMorpho (via {@link https://github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/token/ERC20/extensions/ERC4626.sol ERC4626}).
+ */
+export declare namespace SharesMath {
+    const VIRTUAL_SHARES = 1000000n;
+    const VIRTUAL_ASSETS = 1n;
+    function toAssets(shares: BigIntish, totalAssets: BigIntish, totalShares: BigIntish, rounding: RoundingDirection): bigint;
+    function toShares(assets: BigIntish, totalAssets: BigIntish, totalShares: BigIntish, rounding: RoundingDirection): bigint;
+}

package/lib/maths/SharesMath.js

@@ -0,0 +1,21 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SharesMath = void 0;
+const MathLib_1 = require("./MathLib");
+/**
+ * JS implementation of {@link https://github.com/morpho-org/morpho-blue/blob/main/src/libraries/SharesMathLib.sol SharesMathLib} used by Morpho Blue
+ * & MetaMorpho (via {@link https://github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/token/ERC20/extensions/ERC4626.sol ERC4626}).
+ */
+var SharesMath;
+(function (SharesMath) {
+    SharesMath.VIRTUAL_SHARES = 1000000n;
+    SharesMath.VIRTUAL_ASSETS = 1n;
+    function toAssets(shares, totalAssets, totalShares, rounding) {
+        return MathLib_1.MathLib.mulDiv(shares, BigInt(totalAssets) + SharesMath.VIRTUAL_ASSETS, BigInt(totalShares) + SharesMath.VIRTUAL_SHARES, rounding);
+    }
+    SharesMath.toAssets = toAssets;
+    function toShares(assets, totalAssets, totalShares, rounding) {
+        return MathLib_1.MathLib.mulDiv(assets, BigInt(totalShares) + SharesMath.VIRTUAL_SHARES, BigInt(totalAssets) + SharesMath.VIRTUAL_ASSETS, rounding);
+    }
+    SharesMath.toShares = toShares;
+})(SharesMath || (exports.SharesMath = SharesMath = {}));

package/lib/maths/index.d.ts

@@ -0,0 +1,3 @@
+export * from "./MathLib";
+export * from "./SharesMath";
+export * from "./AdaptiveCurveIrmLib";

package/lib/maths/index.js

@@ -0,0 +1,19 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./MathLib"), exports);
+__exportStar(require("./SharesMath"), exports);
+__exportStar(require("./AdaptiveCurveIrmLib"), exports);

package/lib/position/Position.d.ts

@@ -0,0 +1,126 @@
+import { Market, MaxBorrowOptions, MaxWithdrawCollateralOptions } from "../market";
+import { Address, BigIntish, MarketId } from "../types";
+export interface InputPosition {
+    user: Address;
+    marketId: MarketId;
+    supplyShares: bigint;
+    borrowShares: bigint;
+    collateral: bigint;
+}
+export declare class Position implements InputPosition {
+    /**
+     * The user holding this position.
+     */
+    readonly user: Address;
+    /**
+     * The id of the market on which this position is held.
+     */
+    readonly marketId: MarketId;
+    /**
+     * The amount of supply shares held with this position.
+     */
+    supplyShares: bigint;
+    /**
+     * The amount of borrow shares held with this position.
+     */
+    borrowShares: bigint;
+    /**
+     * The amount of collateral assets held with this position.
+     */
+    collateral: bigint;
+    constructor({ user, marketId, supplyShares, borrowShares, collateral, }: InputPosition);
+}
+export interface InputAccrualPosition extends Omit<InputPosition, "marketId"> {
+}
+export declare class AccrualPosition extends Position implements InputAccrualPosition {
+    /**
+     * The market on which this position is held.
+     */
+    readonly market: Market;
+    constructor(position: InputAccrualPosition, market: Market);
+    get supplyAssets(): bigint;
+    get borrowAssets(): bigint;
+    /**
+     * The value of this position's collateral quoted in loan assets.
+     */
+    get collateralValue(): bigint;
+    /**
+     * The maximum amount of loan assets that can be borrowed against this position's collateral.
+     */
+    get maxBorrowAssets(): bigint;
+    /**
+     * The maximum additional amount of assets that can be borrowed against this position's collateral.
+     */
+    get maxBorrowableAssets(): bigint;
+    /**
+     * The maximum amount of collateral that can be seized in exchange for the outstanding debt.
+     */
+    get seizableCollateral(): bigint;
+    /**
+     * The maximum amount of collateral that can be withdrawn.
+     */
+    get withdrawableCollateral(): bigint;
+    /**
+     * Whether this position is healthy.
+     */
+    get isHealthy(): boolean;
+    /**
+     * The price of the collateral quoted in loan assets that would allow this position to be liquidated.
+     */
+    get liquidationPrice(): bigint | null;
+    /**
+     * The variation of the price of the collateral quoted in loan assets that would allow this position to be liquidated,
+     * relative to the current collateral price (scaled by WAD).
+     */
+    get priceVariationToLiquidation(): bigint | null;
+    /**
+     * This position's Loan-To-Value (debt over collateral power, scaled by WAD).
+     * If the collateral price is 0, LTV is `MaxUint256`.
+     */
+    get ltv(): bigint | null;
+    /**
+     * This position's health factor (collateral power over debt, scaled by WAD).
+     * If the debt is 0, health factor is `MaxUint256`.
+     */
+    get healthFactor(): bigint | null;
+    /**
+     * The percentage of this position's borrow power currently used (scaled by WAD).
+     * If the collateral price is 0, usage is `MaxUint256`.
+     */
+    get borrowCapacityUsage(): bigint | null;
+    get borrowCapacityLimit(): import("../market").CapacityLimit;
+    get withdrawCapacityLimit(): import("../market").CapacityLimit;
+    get withdrawCollateralCapacityLimit(): import("../market").CapacityLimit;
+    /**
+     * Returns a new position derived from this position, whose interest has been accrued up to the given timestamp.
+     * @param timestamp The timestamp at which to accrue interest. Must be greater than or equal to the market's `lastUpdate`.
+     */
+    accrueInterest(timestamp?: BigIntish): AccrualPosition;
+    supply(assets: bigint, shares: bigint, timestamp?: BigIntish): {
+        position: AccrualPosition;
+        assets: bigint;
+        shares: bigint;
+    };
+    withdraw(assets: bigint, shares: bigint, timestamp?: BigIntish): {
+        position: AccrualPosition;
+        assets: bigint;
+        shares: bigint;
+    };
+    supplyCollateral(assets: bigint): AccrualPosition;
+    withdrawCollateral(assets: bigint, timestamp?: BigIntish): AccrualPosition;
+    borrow(assets: bigint, shares: bigint, timestamp?: BigIntish): {
+        position: AccrualPosition;
+        assets: bigint;
+        shares: bigint;
+    };
+    repay(assets: bigint, shares: bigint, timestamp?: BigIntish): {
+        position: AccrualPosition;
+        assets: bigint;
+        shares: bigint;
+    };
+    getRepayCapacityLimit(loanTokenBalance: bigint): import("../market").CapacityLimit;
+    getMaxCapacities(loanTokenBalance: bigint, collateralTokenBalance: bigint, options?: {
+        borrow?: MaxBorrowOptions;
+        withdrawCollateral?: MaxWithdrawCollateralOptions;
+    }): import("../market").MaxPositionCapacities;
+}