@suilend/sdk 13.1.0-next.g093f417 → 13.1.0-next.g1db8a54
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/lib/pyth.js +1 -0
- package/package.json +1 -1
- package/parsers/reserve.d.ts +1 -1
- package/parsers/reserve.js +13 -3
- package/utils/simulate.d.ts +8 -2
- package/utils/simulate.js +47 -6
package/lib/pyth.js
CHANGED
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@@ -103,6 +103,7 @@ export const createHermesPriceFeedSource = (hermesClient) => {
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103
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id: parsed.id,
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price: toPriceNumber(parsed.price),
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emaPrice: toPriceNumber(parsed.ema_price),
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106
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+
conf: toPriceNumber({ price: parsed.price.conf, expo: parsed.price.expo }),
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publishTimeS: parsed.price.publish_time,
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}));
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};
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package/package.json
CHANGED
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@@ -1 +1 @@
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1
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-
{"name":"@suilend/sdk","version":"13.1.0-next.
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1
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+
{"name":"@suilend/sdk","version":"13.1.0-next.g1db8a54","private":false,"description":"A TypeScript SDK for interacting with the Suilend program","author":"Suilend","license":"MIT","main":"./index.js","exports":{".":"./index.js","./client":"./client.js","./mmt":"./mmt.js","./strategies":"./strategies.js","./api/events":"./api/events.js","./api":"./api/index.js","./lib/constants":"./lib/constants.js","./lib":"./lib/index.js","./lib/initialize":"./lib/initialize.js","./lib/liquidityMining":"./lib/liquidityMining.js","./lib/proCompatible":"./lib/proCompatible.js","./lib/pyth":"./lib/pyth.js","./lib/strategyOwnerCap":"./lib/strategyOwnerCap.js","./lib/transactions":"./lib/transactions.js","./lib/types":"./lib/types.js","./margin":"./margin/index.js","./parsers/apiReserveAssetDataEvent":"./parsers/apiReserveAssetDataEvent.js","./parsers":"./parsers/index.js","./parsers/lendingMarket":"./parsers/lendingMarket.js","./parsers/obligation":"./parsers/obligation.js","./parsers/rateLimiter":"./parsers/rateLimiter.js","./parsers/reserve":"./parsers/reserve.js","./swap":"./swap/index.js","./swap/quote":"./swap/quote.js","./swap/transaction":"./swap/transaction.js","./utils/events":"./utils/events.js","./utils/feedId":"./utils/feedId.js","./utils":"./utils/index.js","./utils/obligation":"./utils/obligation.js","./utils/simulate":"./utils/simulate.js","./_generated/_envs":"./_generated/_envs/index.js","./_generated/_envs/mainnet":"./_generated/_envs/mainnet.js","./_generated/_framework/env":"./_generated/_framework/env.js","./_generated/_framework/reified":"./_generated/_framework/reified.js","./_generated/_framework/util":"./_generated/_framework/util.js","./_generated/_framework/vector":"./_generated/_framework/vector.js","./_generated/suilend":"./_generated/suilend/index.js","./margin/margin/admin_cap":"./margin/margin/admin_cap.js","./margin/margin/market":"./margin/margin/market.js","./margin/margin/permissions":"./margin/margin/permissions.js","./margin/margin/position":"./margin/margin/position.js","./margin/margin/router":"./margin/margin/router.js","./margin/margin/version":"./margin/margin/version.js","./margin/utils":"./margin/utils/index.js","./_generated/suilend/cell/structs":"./_generated/suilend/cell/structs.js","./_generated/suilend/decimal/structs":"./_generated/suilend/decimal/structs.js","./_generated/suilend/lending-market/functions":"./_generated/suilend/lending-market/functions.js","./_generated/suilend/lending-market/structs":"./_generated/suilend/lending-market/structs.js","./_generated/suilend/lending-market-registry/functions":"./_generated/suilend/lending-market-registry/functions.js","./_generated/suilend/liquidity-mining/structs":"./_generated/suilend/liquidity-mining/structs.js","./_generated/suilend/obligation/structs":"./_generated/suilend/obligation/structs.js","./_generated/suilend/rate-limiter/functions":"./_generated/suilend/rate-limiter/functions.js","./_generated/suilend/rate-limiter/structs":"./_generated/suilend/rate-limiter/structs.js","./_generated/suilend/reserve/structs":"./_generated/suilend/reserve/structs.js","./_generated/suilend/reserve-config/functions":"./_generated/suilend/reserve-config/functions.js","./_generated/suilend/reserve-config/structs":"./_generated/suilend/reserve-config/structs.js","./_generated/_dependencies/pyth-2/price-identifier/structs":"./_generated/_dependencies/pyth-2/price-identifier/structs.js","./_generated/_dependencies/std/ascii/structs":"./_generated/_dependencies/std/ascii/structs.js","./_generated/_dependencies/std/option/structs":"./_generated/_dependencies/std/option/structs.js","./_generated/_dependencies/std/type-name/structs":"./_generated/_dependencies/std/type-name/structs.js","./_generated/_dependencies/sui/bag/structs":"./_generated/_dependencies/sui/bag/structs.js","./_generated/_dependencies/sui/balance/structs":"./_generated/_dependencies/sui/balance/structs.js","./_generated/_dependencies/sui/object/structs":"./_generated/_dependencies/sui/object/structs.js","./_generated/_dependencies/sui/object-table/structs":"./_generated/_dependencies/sui/object-table/structs.js","./margin/margin/deps/std/type_name":"./margin/margin/deps/std/type_name.js","./margin/margin/deps/sui/vec_set":"./margin/margin/deps/sui/vec_set.js","./margin/margin/deps/suilend/lending_market":"./margin/margin/deps/suilend/lending_market.js"},"types":"./index.d.ts","scripts":{"codegen":"node ./codegen.js","codegen:install":"node ./install-codegen.js","build":"rm -rf ./dist && tsc && node ./fix-esm-imports.js","typecheck":"tsc --noEmit && tsc --noEmit -p tsconfig.test.json","test":"vitest run","lint:ci":"yarn run typecheck","prettier":"prettier --write src/ tests/","release":"yarn run build && node ./release.js && cd ./dist && npm publish --access public"},"repository":{"type":"git","url":"git+https://github.com/fireflyprotocol/lending-mono.git","directory":"ts/sdks/sdk"},"dependencies":{"@bluefin-exchange/bluefin7k-aggregator-sdk":"7.6.3","@cetusprotocol/aggregator-sdk":"1.7.3","@flowx-finance/sdk":"2.1.0","@pythnetwork/hermes-client":"3.1.0","@pythnetwork/pyth-sui-js":"4.0.0","@suilend/springsui-sdk":"4.1.0","bignumber.js":"11.1.5","bn.js":"5.2.5","crypto-js":"4.2.0","lodash":"4.18.1","p-limit":"7.3.3","uuid":"14.0.2"},"devDependencies":{"@mysten/bcs":"2.1.1","@mysten/sui":"2.29.0","@suilend/sui-core":"2.1.0","@tsconfig/recommended":"1.0.13","@types/bn.js":"5.2.0","@types/lodash":"4.17.25","@types/node":"26.5.1","fast-check":"4.10.2","prettier":"3.9.9","ts-node":"10.9.2","typescript":"6.0.3","vite":"8.3.0","vitest":"5.0.1"},"peerDependencies":{"@mysten/bcs":"^2.1.1","@mysten/sui":">=2.22.1 <3","@suilend/sui-core":"^2.0.1"},"type":"module"}
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package/parsers/reserve.d.ts
CHANGED
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@@ -6,7 +6,7 @@ export type ParsedReserve = ReturnType<typeof parseReserve>;
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6
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export type ParsedReserveConfig = ReturnType<typeof parseReserveConfig>;
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export type ParsedPoolRewardManager = ReturnType<typeof parsePoolRewardManager>;
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export type ParsedPoolReward = NonNullable<ReturnType<typeof parsePoolReward>>;
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9
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-
export declare const parseReserve: (reserve: Reserve<string>, coinMetadataMap: Record<string, SuiClientTypes.CoinMetadata
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9
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+
export declare const parseReserve: (reserve: Reserve<string>, coinMetadataMap: Record<string, SuiClientTypes.CoinMetadata>, conf?: BigNumber, kBps?: BigNumber) => {
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config: {
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$typeName: `${string}::reserve_config::ReserveConfig`;
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openLtvPct: number;
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package/parsers/reserve.js
CHANGED
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@@ -4,7 +4,14 @@ import { v4 as uuidv4 } from "uuid";
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4
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import { WAD } from "../lib/constants.js";
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import { toHexString } from "../utils/index.js";
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import * as simulate from "../utils/simulate.js";
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7
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-
export const parseReserve = (reserve, coinMetadataMap
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+
export const parseReserve = (reserve, coinMetadataMap,
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8
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// The reserve's stored Pyth confidence and its CURRENT confidence
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9
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// multiplier (in bps) -- a ConfidenceKey dynamic field and a
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// ReserveConfig.additionalFields Bag entry respectively, neither of which
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// lives on the Reserve object's own BCS content, so this parser can't
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// fetch them itself without becoming async. Omit either (or both) for
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// plain min/max(price, smoothedPrice) bounds.
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conf, kBps) => {
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const config = parseReserveConfig(reserve);
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const $typeName = reserve.$typeName;
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const id = reserve.id;
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@@ -15,8 +22,11 @@ export const parseReserve = (reserve, coinMetadataMap) => {
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const priceIdentifier = `0x${toHexString(reserve.priceIdentifier.bytes)}`;
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const price = new BigNumber(reserve.price.value.toString()).div(WAD);
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const smoothedPrice = new BigNumber(reserve.smoothedPrice.value.toString()).div(WAD);
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-
const
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-
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const bounds = conf !== undefined && kBps !== undefined
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? simulate.applyConfidenceMargin(price, smoothedPrice, conf, kBps)
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: { lowerBound: BigNumber.min(price, smoothedPrice), upperBound: BigNumber.max(price, smoothedPrice) };
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const minPrice = bounds.lowerBound;
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const maxPrice = bounds.upperBound;
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const priceLastUpdateTimestampS = reserve.priceLastUpdateTimestampS;
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const availableAmount = new BigNumber(reserve.availableAmount.toString()).div(10 ** mintDecimals);
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const ctokenSupply = new BigNumber(reserve.ctokenSupply.toString()).div(10 ** mintDecimals);
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package/utils/simulate.d.ts
CHANGED
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@@ -35,7 +35,10 @@ export interface FeedPrice {
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price: number;
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emaPrice: number;
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publishTimeS: number;
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/** Pyth's confidence interval for `price`, in the same units as `price`. */
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conf?: number;
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}
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export declare const feedConfidenceOf: (reserve: Reserve<string>) => BigNumber | undefined;
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/**
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* A source of latest prices. Structural on purpose: any object with this method
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* qualifies, so a caller can inject its own client (authenticated, failover,
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@@ -144,7 +147,10 @@ export type ObligationRefresh = {
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* shallow-copied), silently corrupting `unrefreshedObligation` for anyone still
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* holding a reference to it.
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*/
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-
export declare function computeObligationRefresh(obligation: Obligation<string>, refreshedReserves: Reserve<string>[], nowMs: number
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export declare function computeObligationRefresh(obligation: Obligation<string>, refreshedReserves: Reserve<string>[], nowMs: number, confidenceByCoinType?: Map<string, {
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conf?: BigNumber;
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kBps: BigNumber;
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}>): ObligationRefresh;
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export declare const refreshObligation: (unrefreshedObligation: Obligation<string>, refreshedReserves: Reserve<string>[]) => Obligation<string>;
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export declare const numberToDecimal: (value: number) => Decimal;
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export declare const stringToDecimal: (value: string) => Decimal;
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@@ -162,7 +168,7 @@ export declare const applyConfidenceMargin: (price: BigNumber, smoothedPrice: Bi
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upperBound: BigNumber;
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};
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export declare const getCTokenMarketValue: (reserve: Reserve<string>, depositedCTokenAmount: BigNumber) => BigNumber;
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-
export declare const getCTokenMarketValueLowerBound: (reserve: Reserve<string>, depositedCTokenAmount: BigNumber) => BigNumber;
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export declare const getCTokenMarketValueLowerBound: (reserve: Reserve<string>, depositedCTokenAmount: BigNumber, conf?: BigNumber, kBps?: BigNumber) => BigNumber;
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export declare const cTokenRatio: (reserve: Reserve<string>) => BigNumber;
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export declare const totalSupply: (reserve: Reserve<string>) => BigNumber;
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export declare const compoundBorrowedAmount: (snapshotAmount: BigNumber, currentCumulativeBorrowRate: BigNumber, snapshotCumulativeBorrowRate: BigNumber) => BigNumber;
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package/utils/simulate.js
CHANGED
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@@ -119,6 +119,7 @@ export const updatePoolRewardsManager = (manager, nowMs) => {
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updatedManager.lastUpdateTimeMs = BigInt(nowMs);
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return updatedManager;
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};
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+
export const feedConfidenceOf = (reserve) => reserve.feedConfidence;
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// Re-exported, not redefined: it was part of this module's public surface before
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// it moved to ./feedId, and every consumer that normalizes a feed id to compare
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// it against `unpricedCoinTypes` imports it from here.
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@@ -158,6 +159,8 @@ const withFeedPrice = (reserve, priceFeed) => {
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newReserve.price = stringToDecimal(priceFeed.price.toString());
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newReserve.smoothedPrice = stringToDecimal(priceFeed.emaPrice.toString());
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newReserve.priceLastUpdateTimestampS = BigInt(priceFeed.publishTimeS);
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+
newReserve.feedConfidence =
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priceFeed.conf === undefined ? undefined : new BigNumber(priceFeed.conf);
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return newReserve;
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};
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export const reservePriceFeedIds = (reserves) => Array.from(new Set(reserves.map(reserveFeedId)));
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@@ -332,6 +335,19 @@ export const findReserveOrThrow = (reserves, coinType) => {
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// (`v * WAD / 10_000`); dividing in BigNumber here matches that.
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export const computeBorrowWeight = (config) => new BigNumber(config.borrowWeightBps.toString()).div(10000);
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export const computeCloseLtv = (config) => new BigNumber(config.closeLtvPct / 100);
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+
const resolveConfidence = (entry, reserve) => {
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if (entry === undefined)
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return undefined;
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const refreshedFromFeed = "feedConfidence" in reserve;
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const conf = feedConfidenceOf(reserve) ??
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(refreshedFromFeed ? undefined : entry.conf) ??
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(entry.kBps.isZero() ? new BigNumber(0) : undefined);
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if (conf === undefined)
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throw new Error(refreshedFromFeed
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? `Reserve ${reserve.coinType} was refreshed from a feed without conf, so the stored conf is from a different update: use a feed that carries conf`
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+
: `No conf for reserve ${reserve.coinType}: refresh it from a feed that carries conf, or supply conf in the entry`);
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+
return { conf, kBps: entry.kBps };
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+
};
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/**
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* Pure computation half of `refreshObligation`: same math, but returns fresh
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* deposits/borrows/reward-manager arrays and the five USD aggregates instead
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@@ -341,7 +357,20 @@ export const computeCloseLtv = (config) => new BigNumber(config.closeLtvPct / 10
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* shallow-copied), silently corrupting `unrefreshedObligation` for anyone still
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* holding a reference to it.
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*/
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-
export function computeObligationRefresh(obligation, refreshedReserves, nowMs
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+
export function computeObligationRefresh(obligation, refreshedReserves, nowMs,
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// Per-reserve CURRENT confidence multiplier, keyed by coinType in either
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// raw or normalized form. `conf` is the fallback for a reserve that was never
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// price-refreshed; a reserve refreshed from a feed without `conf` throws
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// instead (unless kBps is 0), because its price and the stored conf come from
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// different updates. A reserve's own `feedConfidence` takes precedence because
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// it comes from the same update as its price. A reserve with no entry here
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// gets plain min/max(price, smoothedPrice) bounds.
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+
confidenceByCoinType) {
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+
const normalizedConfidence = confidenceByCoinType &&
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+
new Map([...confidenceByCoinType].map(([coinType, entry]) => [
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normalizeStructTag(coinType),
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entry,
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+
]));
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const userRewardManagers = [...obligation.userRewardManagers];
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let depositValueUsd = new BigNumber(0);
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let allowedBorrowValueUsd = new BigNumber(0);
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@@ -352,8 +381,9 @@ export function computeObligationRefresh(obligation, refreshedReserves, nowMs) {
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const config = reserve.config.element;
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userRewardManagers[Number(deposit.userRewardManagerIndex)] =
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updateUserRewardManager(reserve.depositsPoolRewardManager, userRewardManagers[Number(deposit.userRewardManagerIndex)], nowMs);
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+
const confidence = resolveConfidence(normalizedConfidence?.get(normalizeStructTag(deposit.coinType)), reserve);
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const marketValue = getCTokenMarketValue(reserve, new BigNumber(deposit.depositedCtokenAmount.toString()));
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-
const marketValueLowerBound = getCTokenMarketValueLowerBound(reserve, new BigNumber(deposit.depositedCtokenAmount.toString()));
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+
const marketValueLowerBound = getCTokenMarketValueLowerBound(reserve, new BigNumber(deposit.depositedCtokenAmount.toString()), confidence?.conf, confidence?.kBps);
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deposit.marketValue = stringToDecimal(marketValue.toString());
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depositValueUsd = depositValueUsd.plus(new BigNumber(marketValue.toString()));
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allowedBorrowValueUsd = allowedBorrowValueUsd.plus(marketValueLowerBound.multipliedBy(new BigNumber(config.openLtvPct / 100)));
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@@ -385,7 +415,10 @@ export function computeObligationRefresh(obligation, refreshedReserves, nowMs) {
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const marketValue = exactBorrowedAmount
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.multipliedBy(decimalToBigNumber(reserve.price))
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.dividedBy(new BigNumber(10 ** reserve.mintDecimals));
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388
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-
const
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418
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+
const confidence = resolveConfidence(normalizedConfidence?.get(normalizeStructTag(unrefreshedBorrow.coinType)), reserve);
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+
const upperBoundPrice = confidence !== undefined
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+
? applyConfidenceMargin(decimalToBigNumber(reserve.price), decimalToBigNumber(reserve.smoothedPrice), confidence.conf, confidence.kBps).upperBound
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+
: BigNumber.max(decimalToBigNumber(reserve.price), decimalToBigNumber(reserve.smoothedPrice));
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// `exactBorrowedAmount` (this borrow's own amount), not
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// `reserve.borrowedAmount`: the reserve field is the whole reserve's
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// debt, so using it would scale every borrower's upper bound by total
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@@ -461,10 +494,18 @@ export const getCTokenMarketValue = (reserve, depositedCTokenAmount) => {
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461
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.multipliedBy(liquidityAmount)
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.dividedBy(new BigNumber(10 ** reserve.mintDecimals));
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};
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464
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-
export const getCTokenMarketValueLowerBound = (reserve, depositedCTokenAmount
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+
export const getCTokenMarketValueLowerBound = (reserve, depositedCTokenAmount,
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+
// The reserve's stored Pyth confidence and its CURRENT confidence
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+
// multiplier (in bps). Omit either (or both) for the plain
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+
// min(price, smoothedPrice) lower bound.
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+
conf, kBps) => {
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465
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const liquidityAmount = depositedCTokenAmount.multipliedBy(cTokenRatio(reserve));
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466
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-
const price =
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467
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-
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503
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+
const price = reserve.price;
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504
|
+
const smoothedPrice = reserve.smoothedPrice;
|
|
505
|
+
const lowerBoundPrice = conf !== undefined && kBps !== undefined
|
|
506
|
+
? applyConfidenceMargin(decimalToBigNumber(price), decimalToBigNumber(smoothedPrice), conf, kBps).lowerBound
|
|
507
|
+
: BigNumber.min(decimalToBigNumber(price), decimalToBigNumber(smoothedPrice));
|
|
508
|
+
return lowerBoundPrice
|
|
468
509
|
.multipliedBy(liquidityAmount)
|
|
469
510
|
.dividedBy(new BigNumber(10 ** reserve.mintDecimals));
|
|
470
511
|
};
|