@sonarwatch/portfolio-core 0.8.113 → 0.8.114
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.
- package/CHANGELOG.md +9 -5
- package/package.json +1 -1
- package/src/Lock.d.ts +1 -1
- package/src/Lock.js +1 -1
- package/src/Lock.js.map +1 -1
- package/src/Portfolio.d.ts +1 -1
- package/src/utils/getElementLendingValues.d.ts +2 -2
- package/src/utils/getElementLendingValues.js +18 -12
- package/src/utils/getElementLendingValues.js.map +1 -1
package/CHANGELOG.md
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@@ -2,14 +2,18 @@
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This file was generated using [@jscutlery/semver](https://github.com/jscutlery/semver).
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## [0.8.
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## [0.8.112](https://github.com/sonarwatch/portfolio/compare/core-0.8.111...core-0.8.112) (2023-11-29)
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## [0.8.114](https://github.com/sonarwatch/portfolio/compare/core-0.8.113...core-0.8.114) (2023-11-30)
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## [0.8.113](https://github.com/sonarwatch/portfolio/compare/core-0.8.112...core-0.8.113) (2023-11-29)
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## [0.8.112](https://github.com/sonarwatch/portfolio/compare/core-0.8.111...core-0.8.112) (2023-11-29)
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## [0.8.111](https://github.com/sonarwatch/portfolio/compare/core-0.8.110...core-0.8.111) (2023-11-28)
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package/package.json
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package/src/Lock.d.ts
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package/src/Lock.js
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@@ -2,7 +2,7 @@
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.createStandardLock = exports.createUnbondingLock = void 0;
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const createUnbondingLock = (periodMs, startedTs) => ({
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type: '
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type: 'unbonding',
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data: {
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periodMs,
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startedTs: startedTs || undefined,
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package/src/Lock.js.map
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{"version":3,"file":"Lock.js","sourceRoot":"","sources":["../../../../packages/core/src/Lock.ts"],"names":[],"mappings":";;;AAkBO,MAAM,mBAAmB,GAAG,CACjC,QAAgB,EAChB,SAAkB,EACH,EAAE,CAAC,CAAC;IACnB,IAAI,EAAE,
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{"version":3,"file":"Lock.js","sourceRoot":"","sources":["../../../../packages/core/src/Lock.ts"],"names":[],"mappings":";;;AAkBO,MAAM,mBAAmB,GAAG,CACjC,QAAgB,EAChB,SAAkB,EACH,EAAE,CAAC,CAAC;IACnB,IAAI,EAAE,WAAW;IACjB,IAAI,EAAE;QACJ,QAAQ;QACR,SAAS,EAAE,SAAS,IAAI,SAAS;QACjC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,CAAC,CAAC,SAAS;KACpD;CACF,CAAC,CAAC;AAVU,QAAA,mBAAmB,uBAU7B;AAEI,MAAM,kBAAkB,GAAG,CAAC,KAAa,EAAgB,EAAE,CAAC,CAAC;IAClE,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE;QACJ,KAAK;KACN;CACF,CAAC,CAAC;AALU,QAAA,kBAAkB,sBAK5B"}
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package/src/Portfolio.d.ts
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@@ -110,7 +110,7 @@ export type PortfolioElementBorrowLendData = {
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suppliedYields: Yield[][];
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borrowedYields: Yield[][];
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collateralRatio: number | null;
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healthRatio
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healthRatio: number | null;
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};
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export type PortfolioElementBorrowLend = PortfolioElementCommon & {
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type: 'borrowlend';
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import { PortfolioAsset } from '../Portfolio';
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import { UsdValue } from '../UsdValue';
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export declare function getElementLendingValues(suppliedAssets: PortfolioAsset[], borrowedAssets: PortfolioAsset[], rewardAssets: PortfolioAsset[],
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export declare function getElementLendingValues(suppliedAssets: PortfolioAsset[], borrowedAssets: PortfolioAsset[], rewardAssets: PortfolioAsset[], suppliedLtvs?: number[], borrowedWeights?: number[]): {
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borrowedValue: UsdValue;
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suppliedValue: UsdValue;
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rewardsValue: UsdValue;
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collateralRatio: number | null;
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healthRatio: number;
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healthRatio: number | null;
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value: number | null;
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};
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}
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return collateralRatio;
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}
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function
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function getHealthRatio(suppliedAssets, borrowedAssets, suppliedLtvs, borrowedWeights) {
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if (!suppliedLtvs)
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return null;
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if (suppliedLtvs && suppliedLtvs.length !== suppliedAssets.length)
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throw new Error('suppliedLtvs length doesnt match suppliedAssets');
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const fBorrowedWeights = borrowedWeights || new Array(borrowedAssets.length).fill(1);
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if (fBorrowedWeights.length !== borrowedAssets.length)
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throw new Error('borrowedWeights length doesnt match borrowedAssets');
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const suppliesWeightedValue = suppliedAssets.reduce((acc, asset, index) => acc !== null && asset.value !== null
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? acc + asset.value * suppliedLtvs[index]
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: 0, 0);
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const borrowsWeightedValue = borrowedAssets.reduce((acc, asset, index) => acc !== null && asset.value !== null
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? acc + asset.value * fBorrowedWeights[index]
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: 0, 0);
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return (suppliesWeightedValue - borrowsWeightedValue) / suppliesWeightedValue;
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}
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function getElementLendingValues(suppliedAssets, borrowedAssets, rewardAssets, suppliedLtvs, borrowedWeights) {
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const rewardsValue = rewardAssets.reduce((acc, asset) => acc !== null && asset.value !== null ? acc + asset.value : null, 0);
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const suppliedValue = suppliedAssets.reduce((acc, asset) => acc !== null && asset.value !== null ? acc + asset.value : null, 0);
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const borrowedValue = borrowedAssets.reduce((acc, asset) => acc !== null && asset.value !== null ? acc + asset.value : null, 0);
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const collateralRatio = getCollateralRatio(suppliedValue, borrowedValue);
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if (borrowedWeights && suppliedLTVs) {
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const suppliesWeightedValue = suppliedAssets.reduce((acc, asset, index) => acc !== null && asset.value !== null
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? acc + asset.value * suppliedLTVs[index]
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: 0, 0);
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const borrowsWeightedValue = borrowedAssets.reduce((acc, asset, index) => acc !== null && asset.value !== null
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? acc + asset.value * borrowedWeights[index]
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: 0, 0);
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healthRatio =
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(suppliesWeightedValue - borrowsWeightedValue) / suppliesWeightedValue;
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}
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const healthRatio = getHealthRatio(suppliedAssets, borrowedAssets, suppliedLtvs, borrowedWeights);
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// Total value
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let value = suppliedValue !== null && borrowedValue !== null
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? suppliedValue - borrowedValue
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{"version":3,"file":"getElementLendingValues.js","sourceRoot":"","sources":["../../../../../packages/core/src/utils/getElementLendingValues.ts"],"names":[],"mappings":";;;AAGA,SAAS,kBAAkB,
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{"version":3,"file":"getElementLendingValues.js","sourceRoot":"","sources":["../../../../../packages/core/src/utils/getElementLendingValues.ts"],"names":[],"mappings":";;;AAGA,SAAS,kBAAkB,CACzB,aAAuB,EACvB,aAAuB;IAEvB,IAAI,eAAe,GAAkB,IAAI,CAAC;IAC1C,IAAI,aAAa,KAAK,CAAC,EAAE;QACvB,eAAe,GAAG,CAAC,CAAC,CAAC;KACtB;SAAM,IAAI,aAAa,IAAI,aAAa,EAAE;QACzC,eAAe,GAAG,aAAa,GAAG,aAAa,CAAC;KACjD;IACD,OAAO,eAAe,CAAC;AACzB,CAAC;AAED,SAAS,cAAc,CACrB,cAAgC,EAChC,cAAgC,EAChC,YAAuB,EACvB,eAA0B;IAE1B,IAAI,CAAC,YAAY;QAAE,OAAO,IAAI,CAAC;IAC/B,IAAI,YAAY,IAAI,YAAY,CAAC,MAAM,KAAK,cAAc,CAAC,MAAM;QAC/D,MAAM,IAAI,KAAK,CAAC,iDAAiD,CAAC,CAAC;IAErE,MAAM,gBAAgB,GACpB,eAAe,IAAI,IAAI,KAAK,CAAS,cAAc,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACtE,IAAI,gBAAgB,CAAC,MAAM,KAAK,cAAc,CAAC,MAAM;QACnD,MAAM,IAAI,KAAK,CAAC,oDAAoD,CAAC,CAAC;IAExE,MAAM,qBAAqB,GAAW,cAAc,CAAC,MAAM,CACzD,CAAC,GAAW,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CAC5B,GAAG,KAAK,IAAI,IAAI,KAAK,CAAC,KAAK,KAAK,IAAI;QAClC,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,GAAG,YAAY,CAAC,KAAK,CAAC;QACzC,CAAC,CAAC,CAAC,EACP,CAAC,CACF,CAAC;IACF,MAAM,oBAAoB,GAAW,cAAc,CAAC,MAAM,CACxD,CAAC,GAAW,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CAC5B,GAAG,KAAK,IAAI,IAAI,KAAK,CAAC,KAAK,KAAK,IAAI;QAClC,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,GAAG,gBAAgB,CAAC,KAAK,CAAC;QAC7C,CAAC,CAAC,CAAC,EACP,CAAC,CACF,CAAC;IACF,OAAO,CAAC,qBAAqB,GAAG,oBAAoB,CAAC,GAAG,qBAAqB,CAAC;AAChF,CAAC;AAED,SAAgB,uBAAuB,CACrC,cAAgC,EAChC,cAAgC,EAChC,YAA8B,EAC9B,YAAuB,EACvB,eAA0B;IAE1B,MAAM,YAAY,GAAa,YAAY,CAAC,MAAM,CAChD,CAAC,GAAa,EAAE,KAAK,EAAE,EAAE,CACvB,GAAG,KAAK,IAAI,IAAI,KAAK,CAAC,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,EACjE,CAAC,CACF,CAAC;IACF,MAAM,aAAa,GAAa,cAAc,CAAC,MAAM,CACnD,CAAC,GAAa,EAAE,KAAK,EAAE,EAAE,CACvB,GAAG,KAAK,IAAI,IAAI,KAAK,CAAC,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,EACjE,CAAC,CACF,CAAC;IACF,MAAM,aAAa,GAAa,cAAc,CAAC,MAAM,CACnD,CAAC,GAAa,EAAE,KAAK,EAAE,EAAE,CACvB,GAAG,KAAK,IAAI,IAAI,KAAK,CAAC,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,EACjE,CAAC,CACF,CAAC;IACF,MAAM,eAAe,GAAG,kBAAkB,CAAC,aAAa,EAAE,aAAa,CAAC,CAAC;IACzE,MAAM,WAAW,GAAG,cAAc,CAChC,cAAc,EACd,cAAc,EACd,YAAY,EACZ,eAAe,CAChB,CAAC;IAEF,cAAc;IACd,IAAI,KAAK,GACP,aAAa,KAAK,IAAI,IAAI,aAAa,KAAK,IAAI;QAC9C,CAAC,CAAC,aAAa,GAAG,aAAa;QAC/B,CAAC,CAAC,IAAI,CAAC;IACX,IAAI,YAAY,KAAK,IAAI,IAAI,KAAK,KAAK,IAAI;QAAE,KAAK,IAAI,YAAY,CAAC;IAEnE,OAAO;QACL,aAAa;QACb,aAAa;QACb,YAAY;QACZ,eAAe;QACf,WAAW;QACX,KAAK;KACN,CAAC;AACJ,CAAC;AA7CD,0DA6CC"}
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