@suilend/sdk 13.7.0-next.g7a9fc12 → 13.8.0-next.g33ed981
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/_generated/suilend/reserve/structs.d.ts +7 -1
- package/_generated/suilend/reserve/structs.js +15 -1
- package/_generated/suilend/reserve-config/functions.d.ts +19 -0
- package/_generated/suilend/reserve-config/functions.js +23 -0
- package/client.d.ts +11 -2
- package/client.js +30 -5
- package/lib/initialize.d.ts +15 -2
- package/lib/initialize.js +42 -11
- package/lib/types.d.ts +2 -0
- package/package.json +1 -1
- package/parsers/apiReserveAssetDataEvent.js +9 -2
- package/parsers/lendingMarket.d.ts +2 -1
- package/parsers/lendingMarket.js +9 -2
- package/parsers/reserve.d.ts +2 -1
- package/parsers/reserve.js +8 -8
- package/utils/events.d.ts +2 -0
- package/utils/simulate.d.ts +42 -12
- package/utils/simulate.js +54 -38
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@@ -651,7 +651,7 @@ export type ReserveAssetDataEventJSON = {
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/**
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* Deprecated: this struct's layout is frozen by Sui's upgrade-compatibility check, since
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* it is already published on mainnet. Use `ReserveAssetDataEventV2` instead, which carries
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* every field here plus `conf
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* every field here plus `conf` and the unclamped prices.
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*/
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export declare class ReserveAssetDataEvent implements StructClass {
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__StructClass: true;
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@@ -717,6 +717,8 @@ export interface ReserveAssetDataEventV2Fields {
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smoothedPrice: ToField<Decimal>;
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priceLastUpdateTimestampS: ToField<'u64'>;
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conf: ToField<Decimal>;
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unclampedPrice: ToField<Decimal>;
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unclampedSmoothedPrice: ToField<Decimal>;
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}
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export type ReserveAssetDataEventV2Reified = Reified<ReserveAssetDataEventV2, ReserveAssetDataEventV2Fields>;
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export type ReserveAssetDataEventV2JSONField = {
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@@ -737,6 +739,8 @@ export type ReserveAssetDataEventV2JSONField = {
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smoothedPrice: ToJSON<Decimal>;
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priceLastUpdateTimestampS: string;
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conf: ToJSON<Decimal>;
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unclampedPrice: ToJSON<Decimal>;
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unclampedSmoothedPrice: ToJSON<Decimal>;
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};
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export type ReserveAssetDataEventV2JSON = {
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$typeName: typeof ReserveAssetDataEventV2.$typeName;
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@@ -768,6 +772,8 @@ export declare class ReserveAssetDataEventV2 implements StructClass {
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readonly smoothedPrice: ToField<Decimal>;
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readonly priceLastUpdateTimestampS: ToField<'u64'>;
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readonly conf: ToField<Decimal>;
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readonly unclampedPrice: ToField<Decimal>;
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readonly unclampedSmoothedPrice: ToField<Decimal>;
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private constructor();
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static reified(): ReserveAssetDataEventV2Reified;
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static get r(): ReserveAssetDataEventV2Reified;
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@@ -1757,7 +1757,7 @@ export function isReserveAssetDataEvent(type) {
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/**
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* Deprecated: this struct's layout is frozen by Sui's upgrade-compatibility check, since
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* it is already published on mainnet. Use `ReserveAssetDataEventV2` instead, which carries
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* every field here plus `conf
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* every field here plus `conf` and the unclamped prices.
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*/
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export class ReserveAssetDataEvent {
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__StructClass = true;
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@@ -2020,6 +2020,8 @@ export class ReserveAssetDataEventV2 {
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smoothedPrice;
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priceLastUpdateTimestampS;
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conf;
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unclampedPrice;
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unclampedSmoothedPrice;
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constructor(typeArgs, fields) {
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this.$fullTypeName = composeSuiType(ReserveAssetDataEventV2.$typeName, ...typeArgs);
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this.$typeArgs = typeArgs;
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@@ -2040,6 +2042,8 @@ export class ReserveAssetDataEventV2 {
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this.smoothedPrice = fields.smoothedPrice;
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this.priceLastUpdateTimestampS = fields.priceLastUpdateTimestampS;
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this.conf = fields.conf;
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this.unclampedPrice = fields.unclampedPrice;
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this.unclampedSmoothedPrice = fields.unclampedSmoothedPrice;
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}
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static reified() {
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const reifiedBcs = ReserveAssetDataEventV2.bcs;
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@@ -2101,6 +2105,8 @@ export class ReserveAssetDataEventV2 {
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smoothed_price: Decimal.bcs,
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price_last_update_timestamp_s: bcs.u64(),
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conf: Decimal.bcs,
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unclamped_price: Decimal.bcs,
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unclamped_smoothed_price: Decimal.bcs,
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});
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}
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static cachedBcs = null;
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@@ -2129,6 +2135,8 @@ export class ReserveAssetDataEventV2 {
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smoothedPrice: decodeFromFields(Decimal.reified(), fields.smoothed_price),
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priceLastUpdateTimestampS: decodeFromFields('u64', fields.price_last_update_timestamp_s),
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conf: decodeFromFields(Decimal.reified(), fields.conf),
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unclampedPrice: decodeFromFields(Decimal.reified(), fields.unclamped_price),
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unclampedSmoothedPrice: decodeFromFields(Decimal.reified(), fields.unclamped_smoothed_price),
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});
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}
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static fromFieldsWithTypes(item) {
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@@ -2153,6 +2161,8 @@ export class ReserveAssetDataEventV2 {
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smoothedPrice: decodeFromFieldsWithTypes(Decimal.reified(), item.fields.smoothed_price),
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priceLastUpdateTimestampS: decodeFromFieldsWithTypes('u64', item.fields.price_last_update_timestamp_s),
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conf: decodeFromFieldsWithTypes(Decimal.reified(), item.fields.conf),
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unclampedPrice: decodeFromFieldsWithTypes(Decimal.reified(), item.fields.unclamped_price),
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unclampedSmoothedPrice: decodeFromFieldsWithTypes(Decimal.reified(), item.fields.unclamped_smoothed_price),
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});
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}
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static fromBcs(data) {
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@@ -2177,6 +2187,8 @@ export class ReserveAssetDataEventV2 {
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smoothedPrice: this.smoothedPrice.toJSONField(),
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priceLastUpdateTimestampS: this.priceLastUpdateTimestampS.toString(),
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conf: this.conf.toJSONField(),
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unclampedPrice: this.unclampedPrice.toJSONField(),
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unclampedSmoothedPrice: this.unclampedSmoothedPrice.toJSONField(),
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};
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}
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toJSON() {
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@@ -2201,6 +2213,8 @@ export class ReserveAssetDataEventV2 {
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smoothedPrice: decodeFromJSONField(Decimal.reified(), field.smoothedPrice),
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priceLastUpdateTimestampS: decodeFromJSONField('u64', field.priceLastUpdateTimestampS),
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conf: decodeFromJSONField(Decimal.reified(), field.conf),
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unclampedPrice: decodeFromJSONField(Decimal.reified(), field.unclampedPrice),
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unclampedSmoothedPrice: decodeFromJSONField(Decimal.reified(), field.unclampedSmoothedPrice),
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});
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}
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static fromJSON(json) {
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@@ -457,6 +457,25 @@ export interface SetConfidenceMultiplierBuilderArgs {
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export declare function setConfidenceMultiplierBuilder(tx: Transaction, args: SetConfidenceMultiplierBuilderArgs, options?: {
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env?: EnvConfig;
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}): TransactionResult;
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export interface SetMinConfidenceRatioBuilderArgs {
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builder: TransactionObjectInput;
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minConfidenceRatio: bigint | TransactionArgument;
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}
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/**
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* Seeded by `from` like the confidence multiplier. Must be non-zero, and must stay
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* above the confidence multiplier `k` (see `build`).
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*/
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export declare function setMinConfidenceRatioBuilder(tx: Transaction, args: SetMinConfidenceRatioBuilderArgs, options?: {
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env?: EnvConfig;
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}): TransactionResult;
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export interface SetMaxStalenessSecondsBuilderArgs {
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builder: TransactionObjectInput;
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maxStalenessSeconds: bigint | TransactionArgument;
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}
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/** Seeded by `from` like the confidence multiplier. Must be non-zero. */
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export declare function setMaxStalenessSecondsBuilder(tx: Transaction, args: SetMaxStalenessSecondsBuilderArgs, options?: {
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env?: EnvConfig;
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}): TransactionResult;
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export interface SetArgs {
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builder: TransactionObjectInput;
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field: GenericArg;
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],
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});
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}
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/**
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* Seeded by `from` like the confidence multiplier. Must be non-zero, and must stay
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* above the confidence multiplier `k` (see `build`).
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*/
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export function setMinConfidenceRatioBuilder(tx, args, options) {
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return tx.moveCall({
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target: `${getPublishedAt('suilend', options?.env)}::reserve_config::set_min_confidence_ratio_builder`,
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arguments: [
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obj(tx, args.builder),
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pure(tx, args.minConfidenceRatio, `u64`),
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],
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});
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}
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/** Seeded by `from` like the confidence multiplier. Must be non-zero. */
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export function setMaxStalenessSecondsBuilder(tx, args, options) {
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return tx.moveCall({
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target: `${getPublishedAt('suilend', options?.env)}::reserve_config::set_max_staleness_seconds_builder`,
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arguments: [
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obj(tx, args.builder),
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pure(tx, args.maxStalenessSeconds, `u64`),
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],
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});
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}
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/**
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* Sets a field in the reserve configuration builder.
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*
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package/client.d.ts
CHANGED
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import { Transaction, TransactionArgument, TransactionObjectArgument, TransactionObjectInput } from "@mysten/sui/transactions";
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import { SuiPythClient } from "@pythnetwork/pyth-sui-js";
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import BigNumber from "bignumber.js";
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import { Decimal } from "./_generated/suilend/decimal/structs";
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import { type ConfidenceShare } from "./utils/simulate";
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import { LendingMarket, ObligationOwnerCap } from "./_generated/suilend/lending-market/structs";
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import { Obligation } from "./_generated/suilend/obligation/structs";
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import { NewConfigArgs as CreateRateLimiterConfigArgs } from "./_generated/suilend/rate-limiter/functions";
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};
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export type PatchReserveConfigArgs = Partial<CreateReserveConfigArgs> & {
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confidenceMultiplierBps?: bigint | TransactionArgument;
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minConfidenceRatio?: bigint | TransactionArgument;
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maxStalenessSeconds?: bigint | TransactionArgument;
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};
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export type LendingMarketObject = {
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objectId: string;
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}>;
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/** A reserve's confidence multiplier `k`, in bps; pass `parsedReserve.config.additionalFields.id`. 0 when unset. */
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static getReserveConfidenceMultiplierBps(suiGrpcClient: SuiGrpcClient, additionalFieldsBagId: string): Promise<BigNumber>;
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/** A reserve's stored Pyth confidence (the `ConfidenceKey` dynamic field on `reserve.id` directly, not inside `config.additionalFields`). Reads as 0 until the reserve's first price update writes it. */
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static
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/** A reserve's stored Pyth confidence as a share of the spot it was read with, `conf / spot` (the `ConfidenceKey` dynamic field on `reserve.id` directly, not inside `config.additionalFields`). Reads as 0 until the reserve's first price update writes it. */
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static getReserveConfidenceShare(suiGrpcClient: SuiGrpcClient, reserveId: string): Promise<ConfidenceShare>;
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/** The raw spot and EMA of the reserve's last refresh under a price guard (the `RawPriceKey` dynamic field on `reserve.id`). Undefined until its first refresh under a guard. Attach them with `withUnclampedPrices` only to a reserve as stored on chain, never to one a feed refresh has repriced. */
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static getReserveRawPrices(suiGrpcClient: SuiGrpcClient, reserveId: string): Promise<{
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price: Decimal;
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smoothedPrice: Decimal;
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} | undefined>;
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static createNewLendingMarket(registryId: string, lendingMarketType: string, transaction: Transaction): {
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NestedResult: [number, number];
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$kind: "NestedResult";
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package/client.js
CHANGED
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import { extractCTokenCoinType, getAllCoins, getSpendableCoin, } from "@suilend/sui-core";
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import { phantom } from "./_generated/_framework/reified.js";
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import { Decimal } from "./_generated/suilend/decimal/structs.js";
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import { decimalToBigNumber } from "./utils/simulate.js";
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import { confidenceShare, decimalToBigNumber, } from "./utils/simulate.js";
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import { PKG_V10, setPublishedAt } from "./_generated/suilend/index.js";
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import { getPublishedAt } from "./_generated/_envs/index.js";
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import { PACKAGE_ID } from "./_generated/suilend/index.js";
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import { createLendingMarket } from "./_generated/suilend/lending-market-registry/functions.js";
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import { Obligation } from "./_generated/suilend/obligation/structs.js";
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import { newConfig as createRateLimiterConfig, } from "./_generated/suilend/rate-limiter/functions.js";
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import { build as buildReserveConfig, createReserveConfig, setBorrowFeeBps, setBorrowLimit, setBorrowLimitUsd, setBorrowWeightBps, setCloseAttributedBorrowLimitUsd, setCloseLtvPct, setConfidenceMultiplierBuilder, setDepositLimit, setDepositLimitUsd, setInterestRateAprs, setInterestRateUtils, setIsolated, setLiquidationBonusBps, setMaxCloseLtvPct, setMaxLiquidationBonusBps, setOpenAttributedBorrowLimitUsd, setOpenLtvPct, setProtocolLiquidationFeeBps, setSpreadFeeBps, } from "./_generated/suilend/reserve-config/functions.js";
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import { build as buildReserveConfig, createReserveConfig, setBorrowFeeBps, setBorrowLimit, setBorrowLimitUsd, setBorrowWeightBps, setCloseAttributedBorrowLimitUsd, setCloseLtvPct, setConfidenceMultiplierBuilder, setDepositLimit, setDepositLimitUsd, setInterestRateAprs, setInterestRateUtils, setIsolated, setLiquidationBonusBps, setMaxCloseLtvPct, setMaxLiquidationBonusBps, setMaxStalenessSecondsBuilder, setMinConfidenceRatioBuilder, setOpenAttributedBorrowLimitUsd, setOpenLtvPct, setProtocolLiquidationFeeBps, setSpreadFeeBps, } from "./_generated/suilend/reserve-config/functions.js";
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import { addReserveProCompatible, addReserveV2ProCompatible, changeReservePriceFeedProCompatible, priceInfoPublishTime, refreshReservePriceProCompatible, } from "./lib/proCompatible.js";
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import { resolvePriceUpdateDataSource, } from "./lib/pyth.js";
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import { Side } from "./lib/types.js";
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});
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return new BigNumber(bcs.u64().parse(dynamicField.value.bcs));
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}
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/** A reserve's stored Pyth confidence (the `ConfidenceKey` dynamic field on `reserve.id` directly, not inside `config.additionalFields`). Reads as 0 until the reserve's first price update writes it. */
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static async
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/** A reserve's stored Pyth confidence as a share of the spot it was read with, `conf / spot` (the `ConfidenceKey` dynamic field on `reserve.id` directly, not inside `config.additionalFields`). Reads as 0 until the reserve's first price update writes it. */
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static async getReserveConfidenceShare(suiGrpcClient, reserveId) {
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const match = await findBagEntryByTypeSuffix(suiGrpcClient, reserveId, "::reserve::ConfidenceKey");
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if (!match)
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return new BigNumber(0);
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return confidenceShare(new BigNumber(0), new BigNumber(0));
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const { dynamicField } = await suiGrpcClient.getDynamicField({
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parentId: reserveId,
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name: match.name,
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});
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return decimalToBigNumber(Decimal.fromBcs(dynamicField.value.bcs));
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}
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/** The raw spot and EMA of the reserve's last refresh under a price guard (the `RawPriceKey` dynamic field on `reserve.id`). Undefined until its first refresh under a guard. Attach them with `withUnclampedPrices` only to a reserve as stored on chain, never to one a feed refresh has repriced. */
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|
+
static async getReserveRawPrices(suiGrpcClient, reserveId) {
|
|
483
|
+
const match = await findBagEntryByTypeSuffix(suiGrpcClient, reserveId, "::reserve::RawPriceKey");
|
|
484
|
+
if (!match)
|
|
485
|
+
return undefined;
|
|
486
|
+
const { dynamicField } = await suiGrpcClient.getDynamicField({
|
|
487
|
+
parentId: reserveId,
|
|
488
|
+
name: match.name,
|
|
489
|
+
});
|
|
490
|
+
const bytes = dynamicField.value.bcs;
|
|
491
|
+
return {
|
|
492
|
+
price: Decimal.fromBcs(bytes.slice(0, 32)),
|
|
493
|
+
smoothedPrice: Decimal.fromBcs(bytes.slice(32, 64)),
|
|
494
|
+
};
|
|
495
|
+
}
|
|
481
496
|
static createNewLendingMarket(registryId, lendingMarketType, transaction) {
|
|
482
497
|
const [ownerCap, lendingMarket] = createLendingMarket(transaction, lendingMarketType, transaction.object(registryId));
|
|
483
498
|
transaction.moveCall({
|
|
@@ -679,6 +694,16 @@ export class SuilendClient {
|
|
|
679
694
|
builder,
|
|
680
695
|
confidenceMultiplierBps: overrides.confidenceMultiplierBps,
|
|
681
696
|
});
|
|
697
|
+
if (overrides.minConfidenceRatio !== undefined)
|
|
698
|
+
setMinConfidenceRatioBuilder(transaction, {
|
|
699
|
+
builder,
|
|
700
|
+
minConfidenceRatio: overrides.minConfidenceRatio,
|
|
701
|
+
});
|
|
702
|
+
if (overrides.maxStalenessSeconds !== undefined)
|
|
703
|
+
setMaxStalenessSecondsBuilder(transaction, {
|
|
704
|
+
builder,
|
|
705
|
+
maxStalenessSeconds: overrides.maxStalenessSeconds,
|
|
706
|
+
});
|
|
682
707
|
const [config] = buildReserveConfig(transaction, builder);
|
|
683
708
|
return this.submitReserveConfigUpdate(lendingMarketOwnerCapId, transaction, coinType, config);
|
|
684
709
|
}
|
package/lib/initialize.d.ts
CHANGED
|
@@ -158,6 +158,7 @@ export type InitializePriceInputs = {
|
|
|
158
158
|
export declare const getInitializePriceInputs: (lendingMarkets: {
|
|
159
159
|
reserves: Reserve<string>[];
|
|
160
160
|
}[], nowMs: number) => InitializePriceInputs;
|
|
161
|
+
type ConfidenceByCoinType = simulate.ConfidenceByCoinType;
|
|
161
162
|
export declare const initializeSuilendAll: (suiGrpcClient: SuiGrpcClient, markets: InitializeSuilendMarket[], fallbackPythEndpoint?: string, options?: InitializeSuilendOptions) => Promise<{
|
|
162
163
|
lendingMarket: {
|
|
163
164
|
version: bigint;
|
|
@@ -410,6 +411,10 @@ export declare const initializeSuilendAll: (suiGrpcClient: SuiGrpcClient, market
|
|
|
410
411
|
description: string;
|
|
411
412
|
totalDeposits: BigNumber;
|
|
412
413
|
}>;
|
|
414
|
+
confidenceByCoinType: Map<string, {
|
|
415
|
+
readonly share: simulate.ConfidenceShare | undefined;
|
|
416
|
+
readonly kBps: BigNumber;
|
|
417
|
+
}>;
|
|
413
418
|
reserveCoinTypes: string[];
|
|
414
419
|
reserveCoinMetadataMap: Record<string, import("@suilend/sui-core").Token>;
|
|
415
420
|
rewardCoinTypes: string[];
|
|
@@ -669,6 +674,10 @@ export declare const initializeSuilendWithRewardsAll: (suiGrpcClient: SuiGrpcCli
|
|
|
669
674
|
description: string;
|
|
670
675
|
totalDeposits: BigNumber;
|
|
671
676
|
}>;
|
|
677
|
+
confidenceByCoinType: Map<string, {
|
|
678
|
+
readonly share: simulate.ConfidenceShare | undefined;
|
|
679
|
+
readonly kBps: BigNumber;
|
|
680
|
+
}>;
|
|
672
681
|
reserveCoinTypes: string[];
|
|
673
682
|
reserveCoinMetadataMap: Record<string, import("@suilend/sui-core").Token>;
|
|
674
683
|
rewardCoinTypes: string[];
|
|
@@ -927,6 +936,10 @@ export declare const initializeSuilend: (suiGrpcClient: SuiGrpcClient, suilendCl
|
|
|
927
936
|
description: string;
|
|
928
937
|
totalDeposits: BigNumber;
|
|
929
938
|
}>;
|
|
939
|
+
confidenceByCoinType: Map<string, {
|
|
940
|
+
readonly share: simulate.ConfidenceShare | undefined;
|
|
941
|
+
readonly kBps: BigNumber;
|
|
942
|
+
}>;
|
|
930
943
|
reserveCoinTypes: string[];
|
|
931
944
|
reserveCoinMetadataMap: Record<string, import("@suilend/sui-core").Token>;
|
|
932
945
|
rewardCoinTypes: string[];
|
|
@@ -952,7 +965,7 @@ export type OwnedObligations = {
|
|
|
952
965
|
obligationErrors: Record<string, unknown>;
|
|
953
966
|
};
|
|
954
967
|
export declare const fetchOwnedObligations: (suiGrpcClient: SuiGrpcClient, address: string) => Promise<OwnedObligations>;
|
|
955
|
-
export declare const parseOwnedObligations: (owned: OwnedObligations, suilendClient: SuilendClient, refreshedRawReserves: Reserve<string>[], reserveMap: Record<string, ParsedReserve
|
|
968
|
+
export declare const parseOwnedObligations: (owned: OwnedObligations, suilendClient: SuilendClient, refreshedRawReserves: Reserve<string>[], reserveMap: Record<string, ParsedReserve>, confidenceByCoinType?: ConfidenceByCoinType) => {
|
|
956
969
|
strategyOwnerCaps: StrategyOwnerCap[];
|
|
957
970
|
strategyObligations: {
|
|
958
971
|
id: string;
|
|
@@ -1474,7 +1487,7 @@ export declare const parseOwnedObligations: (owned: OwnedObligations, suilendCli
|
|
|
1474
1487
|
minPriceBorrowLimit: BigNumber;
|
|
1475
1488
|
}[];
|
|
1476
1489
|
};
|
|
1477
|
-
export declare const initializeObligations: (suiGrpcClient: SuiGrpcClient, suilendClient: SuilendClient, refreshedRawReserves: Reserve<string>[], reserveMap: Record<string, ParsedReserve>, address?: string) => Promise<{
|
|
1490
|
+
export declare const initializeObligations: (suiGrpcClient: SuiGrpcClient, suilendClient: SuilendClient, refreshedRawReserves: Reserve<string>[], reserveMap: Record<string, ParsedReserve>, address?: string, confidenceByCoinType?: ConfidenceByCoinType) => Promise<{
|
|
1478
1491
|
strategyOwnerCaps: StrategyOwnerCap[];
|
|
1479
1492
|
strategyObligations: {
|
|
1480
1493
|
id: string;
|
package/lib/initialize.js
CHANGED
|
@@ -1,5 +1,6 @@
|
|
|
1
1
|
import { normalizeStructTag, parseStructTag } from "@mysten/sui/utils";
|
|
2
2
|
import BigNumber from "bignumber.js";
|
|
3
|
+
import pLimit from "p-limit";
|
|
3
4
|
import { NORMALIZED_ALKIMI_COINTYPE, NORMALIZED_AUSD_COINTYPE, NORMALIZED_BLUE_COINTYPE, NORMALIZED_BUCK_COINTYPE, NORMALIZED_DEEP_COINTYPE, NORMALIZED_DMC_COINTYPE, NORMALIZED_FUD_COINTYPE, NORMALIZED_HAEDAL_COINTYPE, NORMALIZED_HIPPO_COINTYPE, NORMALIZED_IKA_COINTYPE, NORMALIZED_KOBAN_COINTYPE, NORMALIZED_LBTC_COINTYPE, NORMALIZED_NS_COINTYPE, NORMALIZED_SEND_COINTYPE, NORMALIZED_SEND_POINTS_S1_COINTYPE, NORMALIZED_SEND_POINTS_S2_COINTYPE, NORMALIZED_SOL_COINTYPE, NORMALIZED_SUI_COINTYPE, NORMALIZED_UP_COINTYPE, NORMALIZED_USDB_COINTYPE, NORMALIZED_USDC_COINTYPE, NORMALIZED_USDsui_COINTYPE, NORMALIZED_WAL_COINTYPE, NORMALIZED_WBTC_COINTYPE, NORMALIZED_WETH_COINTYPE, NORMALIZED_XAUm_COINTYPE, NORMALIZED_eEARN_COINTYPE, NORMALIZED_eTHIRD_COINTYPE, NORMALIZED_flSUI_COINTYPE, NORMALIZED_fpSUI_COINTYPE, NORMALIZED_fudSUI_COINTYPE, NORMALIZED_iSUI_COINTYPE, NORMALIZED_jugSUI_COINTYPE, NORMALIZED_kSUI_COINTYPE, NORMALIZED_mSUI_COINTYPE, NORMALIZED_mUSD_COINTYPE, NORMALIZED_oshiSUI_COINTYPE, NORMALIZED_sSUI_COINTYPE, NORMALIZED_sdeUSD_COINTYPE, NORMALIZED_stratSUI_COINTYPE, NORMALIZED_suiETH_COINTYPE, NORMALIZED_suiUSDT_COINTYPE, NORMALIZED_suiUSDe_COINTYPE, NORMALIZED_suiWBTC_COINTYPE, NORMALIZED_trevinSUI_COINTYPE, NORMALIZED_upSUI_COINTYPE, NORMALIZED_wUSDC_COINTYPE, NORMALIZED_wUSDT_COINTYPE, NORMALIZED_xBTC_COINTYPE, NORMALIZED_yapSUI_COINTYPE, TEMPORARY_PYTH_PRICE_FEED_COINTYPES, getCoinMetadataMapPartial, getPrices, isSendPoints, isSteammPoints, } from "@suilend/sui-core";
|
|
4
5
|
import { phantom } from "../_generated/_framework/reified.js";
|
|
5
6
|
import { PACKAGE_ID } from "../_generated/suilend/index.js";
|
|
@@ -310,7 +311,34 @@ const fillRewardPriceMap = (rewardPriceMap, reservelessActiveRewardCoinTypes, ca
|
|
|
310
311
|
}
|
|
311
312
|
return rewardPriceMap;
|
|
312
313
|
};
|
|
313
|
-
const
|
|
314
|
+
const kBpsByConfigBagId = new Map();
|
|
315
|
+
const confidenceReadLimit = pLimit(8);
|
|
316
|
+
const configConfidenceMultiplierBps = (suiGrpcClient, bagId) => {
|
|
317
|
+
const cached = kBpsByConfigBagId.get(bagId);
|
|
318
|
+
if (cached)
|
|
319
|
+
return cached;
|
|
320
|
+
const read = confidenceReadLimit(() => SuilendClient.getReserveConfidenceMultiplierBps(suiGrpcClient, bagId));
|
|
321
|
+
kBpsByConfigBagId.set(bagId, read);
|
|
322
|
+
read.catch(() => kBpsByConfigBagId.delete(bagId));
|
|
323
|
+
return read;
|
|
324
|
+
};
|
|
325
|
+
const reserveConfidenceMultipliers = (suiGrpcClient, reserves) => Promise.all(reserves.map(async (reserve) => {
|
|
326
|
+
const { id: bagId, size } = reserve.config.element
|
|
327
|
+
.additionalFields;
|
|
328
|
+
const kBps = BigInt(size) === BigInt(0)
|
|
329
|
+
? new BigNumber(0)
|
|
330
|
+
: await configConfidenceMultiplierBps(suiGrpcClient, bagId);
|
|
331
|
+
return [normalizeStructTag(reserve.coinType), kBps];
|
|
332
|
+
})).then((entries) => new Map(entries));
|
|
333
|
+
const reserveConfidenceByCoinType = async (suiGrpcClient, reserves, kBpsByCoinType) => new Map(await Promise.all(reserves.map(async (reserve) => {
|
|
334
|
+
const coinType = normalizeStructTag(reserve.coinType);
|
|
335
|
+
const kBps = kBpsByCoinType.get(coinType) ?? new BigNumber(0);
|
|
336
|
+
const share = kBps.isZero() || simulate.isRefreshedFromFeed(reserve)
|
|
337
|
+
? undefined
|
|
338
|
+
: await confidenceReadLimit(() => SuilendClient.getReserveConfidenceShare(suiGrpcClient, reserve.id));
|
|
339
|
+
return [coinType, { share, kBps }];
|
|
340
|
+
})));
|
|
341
|
+
const initializeSuilendMarkets = async (suiGrpcClient, markets, fallbackPythEndpoint, options, includeRewards) => {
|
|
314
342
|
const nowMs = Date.now();
|
|
315
343
|
const nowS = Math.floor(nowMs / 1000);
|
|
316
344
|
const fetchPrices = options?.fetchPrices ?? getPrices;
|
|
@@ -330,7 +358,7 @@ const initializeSuilendMarkets = async (markets, fallbackPythEndpoint, options,
|
|
|
330
358
|
});
|
|
331
359
|
const coinTypesByMarket = reservesByMarket.map(({ withoutTemporaryPythPriceFeeds, withTemporaryPythPriceFeeds }) => marketCoinTypes([...withoutTemporaryPythPriceFeeds, ...withTemporaryPythPriceFeeds], nowMs));
|
|
332
360
|
const reservelessActiveRewardCoinTypesByMarket = coinTypesByMarket.map(reservelessActiveRewardCoinTypes);
|
|
333
|
-
const [[refreshedWithoutTemporaryByMarket, fabricatedPriceCoinTypesByMarket], coinMetadataByMarket, rewardUsdPrices,] = await Promise.all([
|
|
361
|
+
const [[refreshedWithoutTemporaryByMarket, fabricatedPriceCoinTypesByMarket], coinMetadataByMarket, rewardUsdPrices, kBpsByMarket,] = await Promise.all([
|
|
334
362
|
Promise.all([
|
|
335
363
|
resolvePythConnection(options?.pythConnection, fallbackPythEndpoint, options?.pythConnectionConfig).then((pythConnection) => refreshReservesForInitializeAll(reservesByMarket.map((r) => r.withoutTemporaryPythPriceFeeds), pythConnection, options?.tolerateMissingPriceFeeds)),
|
|
336
364
|
priceTemporaryPythFeedReservesAll(reservesByMarket.map((r) => r.withTemporaryPythPriceFeeds), fetchPrices),
|
|
@@ -346,6 +374,7 @@ const initializeSuilendMarkets = async (markets, fallbackPythEndpoint, options,
|
|
|
346
374
|
return {};
|
|
347
375
|
})
|
|
348
376
|
: Promise.resolve({}),
|
|
377
|
+
Promise.all(markets.map(({ suilendClient }) => reserveConfidenceMultipliers(suiGrpcClient, suilendClient.lendingMarket.reserves))),
|
|
349
378
|
]);
|
|
350
379
|
const prepared = markets.map(({ suilendClient, lendingMarketMetadata }, index) => {
|
|
351
380
|
const refreshedRawReserves = [
|
|
@@ -379,6 +408,7 @@ const initializeSuilendMarkets = async (markets, fallbackPythEndpoint, options,
|
|
|
379
408
|
...coinTypesByMarket[index],
|
|
380
409
|
};
|
|
381
410
|
});
|
|
411
|
+
const confidenceByMarket = await Promise.all(prepared.map(({ refreshedRawReserves }, index) => reserveConfidenceByCoinType(suiGrpcClient, refreshedRawReserves, kBpsByMarket[index])));
|
|
382
412
|
const initialized = prepared.map(({ suilendClient, lendingMarketMetadata, refreshedRawReserves, unpricedCoinTypes, uniqueReserveCoinTypes, uniqueRewardCoinTypes, uniqueActiveRewardsCoinTypes, }, index) => {
|
|
383
413
|
const { coinMetadataMap, reserveCoinMetadataMap, rewardCoinMetadataMap } = coinMetadataByMarket[index];
|
|
384
414
|
// const walReserve = refreshedRawReserves.find(
|
|
@@ -391,7 +421,7 @@ const initializeSuilendMarkets = async (markets, fallbackPythEndpoint, options,
|
|
|
391
421
|
// (walReserve.price.value as bigint) = walPrice;
|
|
392
422
|
// (walReserve.smoothedPrice.value as bigint) = walPrice;
|
|
393
423
|
// }
|
|
394
|
-
const lendingMarket = parseLendingMarket(suilendClient.lendingMarket, refreshedRawReserves, coinMetadataMap, nowS, lendingMarketMetadata);
|
|
424
|
+
const lendingMarket = parseLendingMarket(suilendClient.lendingMarket, refreshedRawReserves, coinMetadataMap, nowS, lendingMarketMetadata, confidenceByMarket[index]);
|
|
395
425
|
const reserveOrder = resolveReserveOrder(lendingMarket.id, lendingMarketMetadata);
|
|
396
426
|
if (reserveOrder) {
|
|
397
427
|
lendingMarket.reserves = sortReservesByOrder(lendingMarket.reserves, reserveOrder);
|
|
@@ -403,6 +433,7 @@ const initializeSuilendMarkets = async (markets, fallbackPythEndpoint, options,
|
|
|
403
433
|
refreshedRawReserves,
|
|
404
434
|
unpricedCoinTypes,
|
|
405
435
|
reserveMap,
|
|
436
|
+
confidenceByCoinType: confidenceByMarket[index],
|
|
406
437
|
reserveCoinTypes: uniqueReserveCoinTypes,
|
|
407
438
|
reserveCoinMetadataMap,
|
|
408
439
|
rewardCoinTypes: uniqueRewardCoinTypes,
|
|
@@ -416,11 +447,11 @@ const initializeSuilendMarkets = async (markets, fallbackPythEndpoint, options,
|
|
|
416
447
|
return { initialized, rewardPriceMaps };
|
|
417
448
|
};
|
|
418
449
|
export const initializeSuilendAll = async (suiGrpcClient, markets, fallbackPythEndpoint, options) => {
|
|
419
|
-
const { initialized } = await initializeSuilendMarkets(markets, fallbackPythEndpoint, options, false);
|
|
450
|
+
const { initialized } = await initializeSuilendMarkets(suiGrpcClient, markets, fallbackPythEndpoint, options, false);
|
|
420
451
|
return initialized;
|
|
421
452
|
};
|
|
422
453
|
export const initializeSuilendWithRewardsAll = async (suiGrpcClient, markets, fallbackPythEndpoint, options) => {
|
|
423
|
-
const { initialized, rewardPriceMaps } = await initializeSuilendMarkets(markets, fallbackPythEndpoint, options, true);
|
|
454
|
+
const { initialized, rewardPriceMaps } = await initializeSuilendMarkets(suiGrpcClient, markets, fallbackPythEndpoint, options, true);
|
|
424
455
|
return initialized.map((market, index) => ({
|
|
425
456
|
...market,
|
|
426
457
|
rewardPriceMap: rewardPriceMaps[index],
|
|
@@ -518,9 +549,9 @@ const obligationIdsOf = ({ strategyOwnerCaps, obligationOwnerCaps, }) => [
|
|
|
518
549
|
...strategyOwnerCaps.map((soc) => soc.obligationId),
|
|
519
550
|
...obligationOwnerCaps.map((ownerCap) => ownerCap.obligationId),
|
|
520
551
|
];
|
|
521
|
-
const parseMarketObligations = (rawObligations, { strategyOwnerCaps, obligationOwnerCaps }, refreshedRawReserves, reserveMap) => {
|
|
552
|
+
const parseMarketObligations = (rawObligations, { strategyOwnerCaps, obligationOwnerCaps }, refreshedRawReserves, reserveMap, confidenceByCoinType) => {
|
|
522
553
|
const obligations = rawObligations
|
|
523
|
-
.map((rawObligation) => simulate.refreshObligation(rawObligation, refreshedRawReserves))
|
|
554
|
+
.map((rawObligation) => simulate.refreshObligation(rawObligation, refreshedRawReserves, confidenceByCoinType))
|
|
524
555
|
.map((refreshedObligation) => parseObligation(refreshedObligation, reserveMap, strategyOwnerCaps.some((soc) => soc.obligationId === refreshedObligation.id)))
|
|
525
556
|
.sort((a, b) => +b.netValueUsd.minus(a.netValueUsd));
|
|
526
557
|
const strategyObligations = obligations.filter((o) => strategyOwnerCaps.some((soc) => soc.obligationId === o.id));
|
|
@@ -568,7 +599,7 @@ export const fetchOwnedObligations = async (suiGrpcClient, address) => {
|
|
|
568
599
|
obligationErrors,
|
|
569
600
|
};
|
|
570
601
|
};
|
|
571
|
-
export const parseOwnedObligations = (owned, suilendClient, refreshedRawReserves, reserveMap) => {
|
|
602
|
+
export const parseOwnedObligations = (owned, suilendClient, refreshedRawReserves, reserveMap, confidenceByCoinType) => {
|
|
572
603
|
const marketCaps = selectMarketCaps(owned, suilendClient);
|
|
573
604
|
const obligationsById = new Map(owned.obligations.map((obligation) => [obligation.id, obligation]));
|
|
574
605
|
const rawObligations = obligationIdsOf(marketCaps).map((obligationId) => {
|
|
@@ -579,9 +610,9 @@ export const parseOwnedObligations = (owned, suilendClient, refreshedRawReserves
|
|
|
579
610
|
throw owned.obligationErrors[obligationId];
|
|
580
611
|
throw new Error(`Obligation ${obligationId} is not in the owned obligations`);
|
|
581
612
|
});
|
|
582
|
-
return parseMarketObligations(rawObligations, marketCaps, refreshedRawReserves, reserveMap);
|
|
613
|
+
return parseMarketObligations(rawObligations, marketCaps, refreshedRawReserves, reserveMap, confidenceByCoinType);
|
|
583
614
|
};
|
|
584
|
-
export const initializeObligations = async (suiGrpcClient, suilendClient, refreshedRawReserves, reserveMap, address) => {
|
|
615
|
+
export const initializeObligations = async (suiGrpcClient, suilendClient, refreshedRawReserves, reserveMap, address, confidenceByCoinType) => {
|
|
585
616
|
if (!address)
|
|
586
617
|
return {
|
|
587
618
|
strategyOwnerCaps: [],
|
|
@@ -591,5 +622,5 @@ export const initializeObligations = async (suiGrpcClient, suilendClient, refres
|
|
|
591
622
|
};
|
|
592
623
|
const marketCaps = selectMarketCaps(await listOwnedCaps(suiGrpcClient, address, hasStrategies(suilendClient)), suilendClient);
|
|
593
624
|
const rawObligations = await SuilendClient.getObligations(obligationIdsOf(marketCaps), suilendClient.lendingMarket.$typeArgs, suiGrpcClient);
|
|
594
|
-
return parseMarketObligations(rawObligations, marketCaps, refreshedRawReserves, reserveMap);
|
|
625
|
+
return parseMarketObligations(rawObligations, marketCaps, refreshedRawReserves, reserveMap, confidenceByCoinType);
|
|
595
626
|
};
|
package/lib/types.d.ts
CHANGED
|
@@ -51,6 +51,8 @@ export type ApiReserveAssetDataEvent = {
|
|
|
51
51
|
smoothedPrice: string;
|
|
52
52
|
priceLastUpdateTimestampS: number;
|
|
53
53
|
conf: string | null;
|
|
54
|
+
unclampedPrice: string | null;
|
|
55
|
+
unclampedSmoothedPrice: string | null;
|
|
54
56
|
timestamp: number;
|
|
55
57
|
digest: string;
|
|
56
58
|
eventIndex: number;
|
package/package.json
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"name":"@suilend/sdk","version":"13.
|
|
1
|
+
{"name":"@suilend/sdk","version":"13.8.0-next.g33ed981","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/interpolate":"./utils/interpolate.js","./utils/obligation":"./utils/obligation.js","./utils/priceGuard":"./utils/priceGuard.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":"7.7.0","@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":"2.1.2","@mysten/sui":"2.35.0","@suilend/sui-core":"2.2.0","@tsconfig/recommended":"1.0.13","@types/bn.js":"5.2.0","@types/lodash":"4.17.26","@types/node":"26.6.5","fast-check":"4.10.2","prettier":"3.9.10","ts-node":"10.9.2","typescript":"6.0.3","vite":"8.3.4","vitest":"5.0.4"},"peerDependencies":{"@mysten/bcs":"^2.1.1","@mysten/sui":">=2.31.3 <3","@suilend/sui-core":"^2.0.1"},"type":"module"}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import { normalizeStructTag } from "@mysten/sui/utils";
|
|
2
2
|
import BigNumber from "bignumber.js";
|
|
3
3
|
import { WAD } from "../lib/constants.js";
|
|
4
|
-
import { applyConfidenceMargin } from "../utils/simulate.js";
|
|
4
|
+
import { applyConfidenceMargin, confidenceShare } from "../utils/simulate.js";
|
|
5
5
|
// Reproduces the exact pre-confidence-margin bounds when a caller doesn't
|
|
6
6
|
// supply the reserve's current multiplier.
|
|
7
7
|
const ZERO_K_BPS = new BigNumber(0);
|
|
@@ -30,7 +30,14 @@ kBps = ZERO_K_BPS) => {
|
|
|
30
30
|
// Null conf (a pre-upgrade event) has no margin to apply -- 0 reproduces
|
|
31
31
|
// plain min/max exactly, same as kBps=0 does.
|
|
32
32
|
const conf = event.conf ? new BigNumber(event.conf).div(WAD) : new BigNumber(0);
|
|
33
|
-
const
|
|
33
|
+
const unclampedPrice = event.unclampedPrice
|
|
34
|
+
? new BigNumber(event.unclampedPrice).div(WAD)
|
|
35
|
+
: price;
|
|
36
|
+
const unclampedSmoothedPrice = event.unclampedSmoothedPrice
|
|
37
|
+
? new BigNumber(event.unclampedSmoothedPrice).div(WAD)
|
|
38
|
+
: smoothedPrice;
|
|
39
|
+
const rangePrices = [price, smoothedPrice, unclampedPrice, unclampedSmoothedPrice];
|
|
40
|
+
const { lowerBound: minPrice, upperBound: maxPrice } = applyConfidenceMargin(BigNumber.min(...rangePrices), BigNumber.max(...rangePrices), confidenceShare(conf, unclampedPrice), kBps);
|
|
34
41
|
// Custom
|
|
35
42
|
const utilizationPercent = depositedAmount.eq(0)
|
|
36
43
|
? new BigNumber(0)
|
|
@@ -3,8 +3,9 @@ import BigNumber from "bignumber.js";
|
|
|
3
3
|
import { LendingMarket } from "../_generated/suilend/lending-market/structs";
|
|
4
4
|
import { Reserve } from "../_generated/suilend/reserve/structs";
|
|
5
5
|
import { LendingMarketMetadata } from "../lib";
|
|
6
|
+
import * as simulate from "../utils/simulate";
|
|
6
7
|
export type ParsedLendingMarket = ReturnType<typeof parseLendingMarket>;
|
|
7
|
-
export declare const parseLendingMarket: (lendingMarket: LendingMarket<string>, reserves: Reserve<string>[], coinMetadataMap: Record<string, SuiClientTypes.CoinMetadata>, nowS: number, lendingMarketMetadata?: LendingMarketMetadata) => {
|
|
8
|
+
export declare const parseLendingMarket: (lendingMarket: LendingMarket<string>, reserves: Reserve<string>[], coinMetadataMap: Record<string, SuiClientTypes.CoinMetadata>, nowS: number, lendingMarketMetadata?: LendingMarketMetadata, confidenceByCoinType?: simulate.ConfidenceByCoinType) => {
|
|
8
9
|
version: bigint;
|
|
9
10
|
reserves: {
|
|
10
11
|
config: {
|
package/parsers/lendingMarket.js
CHANGED
|
@@ -1,11 +1,18 @@
|
|
|
1
|
+
import { normalizeStructTag } from "@mysten/sui/utils";
|
|
1
2
|
import BigNumber from "bignumber.js";
|
|
3
|
+
import * as simulate from "../utils/simulate.js";
|
|
2
4
|
import { parseRateLimiter } from "./rateLimiter.js";
|
|
3
5
|
import { parseReserve } from "./reserve.js";
|
|
4
|
-
export const parseLendingMarket = (lendingMarket, reserves, coinMetadataMap, nowS, lendingMarketMetadata) => {
|
|
6
|
+
export const parseLendingMarket = (lendingMarket, reserves, coinMetadataMap, nowS, lendingMarketMetadata, confidenceByCoinType) => {
|
|
5
7
|
const id = lendingMarket.id;
|
|
6
8
|
const type = lendingMarket.$typeArgs[0];
|
|
7
9
|
const version = lendingMarket.version;
|
|
8
|
-
const
|
|
10
|
+
const normalizedConfidence = confidenceByCoinType &&
|
|
11
|
+
simulate.normalizeConfidenceByCoinType(confidenceByCoinType);
|
|
12
|
+
const parsedReserves = reserves.map((reserve) => {
|
|
13
|
+
const confidence = simulate.resolveConfidence(normalizedConfidence?.get(normalizeStructTag(reserve.coinType)), reserve);
|
|
14
|
+
return parseReserve(reserve, coinMetadataMap, confidence?.share, confidence?.kBps);
|
|
15
|
+
});
|
|
9
16
|
const obligations = lendingMarket.obligations;
|
|
10
17
|
const parsedRateLimiter = parseRateLimiter(lendingMarket.rateLimiter, nowS);
|
|
11
18
|
const feeReceiver = lendingMarket.feeReceiver;
|
package/parsers/reserve.d.ts
CHANGED
|
@@ -2,11 +2,12 @@ import { SuiClientTypes } from "@mysten/sui/client";
|
|
|
2
2
|
import BigNumber from "bignumber.js";
|
|
3
3
|
import { PoolReward, PoolRewardManager } from "../_generated/suilend/liquidity-mining/structs";
|
|
4
4
|
import { Reserve } from "../_generated/suilend/reserve/structs";
|
|
5
|
+
import * as simulate from "../utils/simulate";
|
|
5
6
|
export type ParsedReserve = ReturnType<typeof parseReserve>;
|
|
6
7
|
export type ParsedReserveConfig = ReturnType<typeof parseReserveConfig>;
|
|
7
8
|
export type ParsedPoolRewardManager = ReturnType<typeof parsePoolRewardManager>;
|
|
8
9
|
export type ParsedPoolReward = NonNullable<ReturnType<typeof parsePoolReward>>;
|
|
9
|
-
export declare const parseReserve: (reserve: Reserve<string>, coinMetadataMap: Record<string, SuiClientTypes.CoinMetadata>,
|
|
10
|
+
export declare const parseReserve: (reserve: Reserve<string>, coinMetadataMap: Record<string, SuiClientTypes.CoinMetadata>, share?: simulate.ConfidenceShare, kBps?: BigNumber) => {
|
|
10
11
|
config: {
|
|
11
12
|
$typeName: `${string}::reserve_config::ReserveConfig`;
|
|
12
13
|
openLtvPct: number;
|
package/parsers/reserve.js
CHANGED
|
@@ -5,13 +5,14 @@ import { WAD } from "../lib/constants.js";
|
|
|
5
5
|
import { toHexString } from "../utils/index.js";
|
|
6
6
|
import * as simulate from "../utils/simulate.js";
|
|
7
7
|
export const parseReserve = (reserve, coinMetadataMap,
|
|
8
|
-
// The reserve's stored
|
|
8
|
+
// The reserve's stored conf / spot share and its CURRENT confidence
|
|
9
9
|
// multiplier (in bps) -- a ConfidenceKey dynamic field and a
|
|
10
10
|
// ReserveConfig.additionalFields Bag entry respectively, neither of which
|
|
11
11
|
// lives on the Reserve object's own BCS content, so this parser can't
|
|
12
12
|
// fetch them itself without becoming async. Omit either (or both) for
|
|
13
|
-
// plain
|
|
14
|
-
|
|
13
|
+
// plain bounds. The raw prices of a guarded reserve come attached with
|
|
14
|
+
// simulate.withUnclampedPrices.
|
|
15
|
+
share, kBps) => {
|
|
15
16
|
const config = parseReserveConfig(reserve);
|
|
16
17
|
const $typeName = reserve.$typeName;
|
|
17
18
|
const id = reserve.id;
|
|
@@ -22,11 +23,10 @@ conf, kBps) => {
|
|
|
22
23
|
const priceIdentifier = `0x${toHexString(reserve.priceIdentifier.bytes)}`;
|
|
23
24
|
const price = new BigNumber(reserve.price.value.toString()).div(WAD);
|
|
24
25
|
const smoothedPrice = new BigNumber(reserve.smoothedPrice.value.toString()).div(WAD);
|
|
25
|
-
const
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
const maxPrice = bounds.upperBound;
|
|
26
|
+
const { low, high } = simulate.priceRange(reserve);
|
|
27
|
+
const { lowerBound: minPrice, upperBound: maxPrice } = share !== undefined && kBps !== undefined
|
|
28
|
+
? simulate.applyConfidenceMargin(low, high, share, kBps)
|
|
29
|
+
: { lowerBound: low, upperBound: high };
|
|
30
30
|
const priceLastUpdateTimestampS = reserve.priceLastUpdateTimestampS;
|
|
31
31
|
const availableAmount = new BigNumber(reserve.availableAmount.toString()).div(10 ** mintDecimals);
|
|
32
32
|
const ctokenSupply = new BigNumber(reserve.ctokenSupply.toString()).div(10 ** mintDecimals);
|
package/utils/events.d.ts
CHANGED
|
@@ -88,6 +88,8 @@ export declare class ReserveAssetDataEventV2 extends TypedParamsSuiEvent<{
|
|
|
88
88
|
smoothed_price: u256;
|
|
89
89
|
price_last_update_timestamp_s: u64;
|
|
90
90
|
conf: u256;
|
|
91
|
+
unclamped_price: u256;
|
|
92
|
+
unclamped_smoothed_price: u256;
|
|
91
93
|
}> {
|
|
92
94
|
}
|
|
93
95
|
export declare class MintEvent extends TypedParamsSuiEvent<{
|
package/utils/simulate.d.ts
CHANGED
|
@@ -40,6 +40,13 @@ export interface FeedPrice {
|
|
|
40
40
|
}
|
|
41
41
|
export declare const feedConfidenceOf: (reserve: Reserve<string>) => BigNumber | undefined;
|
|
42
42
|
export declare const withUnclampedPrices: (reserve: Reserve<string>, price: Decimal, smoothedPrice: Decimal) => Reserve<string>;
|
|
43
|
+
/** Mirrors reserve.move's `price_range`. */
|
|
44
|
+
export declare const priceRange: (reserve: Reserve<string>) => {
|
|
45
|
+
low: BigNumber;
|
|
46
|
+
high: BigNumber;
|
|
47
|
+
};
|
|
48
|
+
/** Mirrors reserve.move's `unclamped_price`: the spot a reserve's conf was quoted with. */
|
|
49
|
+
export declare const unclampedSpot: (reserve: Reserve<string>) => BigNumber;
|
|
43
50
|
/**
|
|
44
51
|
* A source of latest prices. Structural on purpose: any object with this method
|
|
45
52
|
* qualifies, so a caller can inject its own client (authenticated, failover,
|
|
@@ -139,6 +146,29 @@ export type ObligationRefresh = {
|
|
|
139
146
|
weightedBorrowedValueUsd: BigNumber;
|
|
140
147
|
weightedBorrowedValueUpperBoundUsd: BigNumber;
|
|
141
148
|
};
|
|
149
|
+
/**
|
|
150
|
+
* `conf / spot` from a single price read: what a reserve stores in
|
|
151
|
+
* `ConfidenceKey`. Branded so a USD conf cannot be passed where a share is
|
|
152
|
+
* expected; build one with `confidenceShare`.
|
|
153
|
+
*/
|
|
154
|
+
export type ConfidenceShare = BigNumber & {
|
|
155
|
+
readonly __brand: "ConfidenceShare";
|
|
156
|
+
};
|
|
157
|
+
/** Mirrors reserve.move's `record_confidence`: a zero spot records a zero share. */
|
|
158
|
+
export declare const confidenceShare: (conf: BigNumber, spot: BigNumber) => ConfidenceShare;
|
|
159
|
+
export type ConfidenceByCoinType = Map<string, {
|
|
160
|
+
share: ConfidenceShare | undefined;
|
|
161
|
+
kBps: BigNumber;
|
|
162
|
+
}>;
|
|
163
|
+
export declare const normalizeConfidenceByCoinType: (confidenceByCoinType: ConfidenceByCoinType) => ConfidenceByCoinType;
|
|
164
|
+
export declare const isRefreshedFromFeed: (reserve: Reserve<string>) => boolean;
|
|
165
|
+
export declare const resolveConfidence: (entry: {
|
|
166
|
+
share: ConfidenceShare | undefined;
|
|
167
|
+
kBps: BigNumber;
|
|
168
|
+
} | undefined, reserve: Reserve<string>) => {
|
|
169
|
+
share: ConfidenceShare;
|
|
170
|
+
kBps: BigNumber;
|
|
171
|
+
} | undefined;
|
|
142
172
|
/**
|
|
143
173
|
* Pure computation half of `refreshObligation`: same math, but returns fresh
|
|
144
174
|
* deposits/borrows/reward-manager arrays and the five USD aggregates instead
|
|
@@ -148,28 +178,28 @@ export type ObligationRefresh = {
|
|
|
148
178
|
* shallow-copied), silently corrupting `unrefreshedObligation` for anyone still
|
|
149
179
|
* holding a reference to it.
|
|
150
180
|
*/
|
|
151
|
-
export declare function computeObligationRefresh(obligation: Obligation<string>, refreshedReserves: Reserve<string>[], nowMs: number, confidenceByCoinType?:
|
|
152
|
-
|
|
153
|
-
kBps: BigNumber;
|
|
154
|
-
}>): ObligationRefresh;
|
|
155
|
-
export declare const refreshObligation: (unrefreshedObligation: Obligation<string>, refreshedReserves: Reserve<string>[]) => Obligation<string>;
|
|
181
|
+
export declare function computeObligationRefresh(obligation: Obligation<string>, refreshedReserves: Reserve<string>[], nowMs: number, confidenceByCoinType?: ConfidenceByCoinType): ObligationRefresh;
|
|
182
|
+
export declare const refreshObligation: (unrefreshedObligation: Obligation<string>, refreshedReserves: Reserve<string>[], confidenceByCoinType?: ConfidenceByCoinType) => Obligation<string>;
|
|
156
183
|
export declare const numberToDecimal: (value: number) => Decimal;
|
|
157
184
|
export declare const stringToDecimal: (value: string) => Decimal;
|
|
158
185
|
export declare const decimalToBigNumber: (value: Decimal) => BigNumber;
|
|
159
186
|
/**
|
|
160
187
|
* Mirrors reserve.move's `price_lower_bound`/`price_upper_bound`: the one
|
|
161
|
-
* off-chain place this formula lives. `
|
|
162
|
-
*
|
|
163
|
-
*
|
|
164
|
-
*
|
|
165
|
-
*
|
|
188
|
+
* off-chain place this formula lives. `low` and `high` are the ends of the
|
|
189
|
+
* reserve's price range (`priceRange`), which the bounds widen by
|
|
190
|
+
* `k * share`. `share` is `conf / spot` from a single price read -- what the
|
|
191
|
+
* reserve stores in `ConfidenceKey` -- and `kBps` is its `ReserveConfig`
|
|
192
|
+
* confidence multiplier (in bps, e.g. 30000 for a logical k=3); both are
|
|
193
|
+
* plain human-scale BigNumbers, not WAD-scaled Decimals. `kBps=0` or
|
|
194
|
+
* `share=0` disables the margin entirely: both bounds collapse to `low` and
|
|
195
|
+
* `high`.
|
|
166
196
|
*/
|
|
167
|
-
export declare const applyConfidenceMargin: (
|
|
197
|
+
export declare const applyConfidenceMargin: (low: BigNumber, high: BigNumber, share: ConfidenceShare, kBps: BigNumber) => {
|
|
168
198
|
lowerBound: BigNumber;
|
|
169
199
|
upperBound: BigNumber;
|
|
170
200
|
};
|
|
171
201
|
export declare const getCTokenMarketValue: (reserve: Reserve<string>, depositedCTokenAmount: BigNumber) => BigNumber;
|
|
172
|
-
export declare const getCTokenMarketValueLowerBound: (reserve: Reserve<string>, depositedCTokenAmount: BigNumber,
|
|
202
|
+
export declare const getCTokenMarketValueLowerBound: (reserve: Reserve<string>, depositedCTokenAmount: BigNumber, share?: ConfidenceShare, kBps?: BigNumber) => BigNumber;
|
|
173
203
|
export declare const cTokenRatio: (reserve: Reserve<string>) => BigNumber;
|
|
174
204
|
export declare const totalSupply: (reserve: Reserve<string>) => BigNumber;
|
|
175
205
|
export declare const compoundBorrowedAmount: (snapshotAmount: BigNumber, currentCumulativeBorrowRate: BigNumber, snapshotCumulativeBorrowRate: BigNumber) => BigNumber;
|
package/utils/simulate.js
CHANGED
|
@@ -124,7 +124,7 @@ export const withUnclampedPrices = (reserve, price, smoothedPrice) => Object.ass
|
|
|
124
124
|
unclampedPrices: { price, smoothedPrice },
|
|
125
125
|
});
|
|
126
126
|
/** Mirrors reserve.move's `price_range`. */
|
|
127
|
-
const priceRange = (reserve) => {
|
|
127
|
+
export const priceRange = (reserve) => {
|
|
128
128
|
const unclamped = reserve.unclampedPrices;
|
|
129
129
|
const prices = [
|
|
130
130
|
reserve.price,
|
|
@@ -133,6 +133,9 @@ const priceRange = (reserve) => {
|
|
|
133
133
|
].map(decimalToBigNumber);
|
|
134
134
|
return { low: BigNumber.min(...prices), high: BigNumber.max(...prices) };
|
|
135
135
|
};
|
|
136
|
+
/** Mirrors reserve.move's `unclamped_price`: the spot a reserve's conf was quoted with. */
|
|
137
|
+
export const unclampedSpot = (reserve) => decimalToBigNumber(reserve.unclampedPrices?.price ??
|
|
138
|
+
reserve.price);
|
|
136
139
|
// Re-exported, not redefined: it was part of this module's public surface before
|
|
137
140
|
// it moved to ./feedId, and every consumer that normalizes a feed id to compare
|
|
138
141
|
// it against `unpricedCoinTypes` imports it from here.
|
|
@@ -349,18 +352,29 @@ export const findReserveOrThrow = (reserves, coinType) => {
|
|
|
349
352
|
// (`v * WAD / 10_000`); dividing in BigNumber here matches that.
|
|
350
353
|
export const computeBorrowWeight = (config) => new BigNumber(config.borrowWeightBps.toString()).div(10000);
|
|
351
354
|
export const computeCloseLtv = (config) => new BigNumber(config.closeLtvPct / 100);
|
|
352
|
-
|
|
355
|
+
/** Mirrors reserve.move's `record_confidence`: a zero spot records a zero share. */
|
|
356
|
+
export const confidenceShare = (conf, spot) => (spot.isZero() ? new BigNumber(0) : conf.dividedBy(spot));
|
|
357
|
+
const ZERO_SHARE = confidenceShare(new BigNumber(0), new BigNumber(0));
|
|
358
|
+
export const normalizeConfidenceByCoinType = (confidenceByCoinType) => new Map([...confidenceByCoinType].map(([coinType, entry]) => [
|
|
359
|
+
normalizeStructTag(coinType),
|
|
360
|
+
entry,
|
|
361
|
+
]));
|
|
362
|
+
export const isRefreshedFromFeed = (reserve) => "feedConfidence" in reserve;
|
|
363
|
+
export const resolveConfidence = (entry, reserve) => {
|
|
353
364
|
if (entry === undefined)
|
|
354
365
|
return undefined;
|
|
355
|
-
const refreshedFromFeed =
|
|
356
|
-
const
|
|
357
|
-
|
|
358
|
-
|
|
359
|
-
|
|
366
|
+
const refreshedFromFeed = isRefreshedFromFeed(reserve);
|
|
367
|
+
const feedConf = feedConfidenceOf(reserve);
|
|
368
|
+
const share = (feedConf !== undefined
|
|
369
|
+
? confidenceShare(feedConf, unclampedSpot(reserve))
|
|
370
|
+
: undefined) ??
|
|
371
|
+
(refreshedFromFeed ? undefined : entry.share) ??
|
|
372
|
+
(entry.kBps.isZero() ? ZERO_SHARE : undefined);
|
|
373
|
+
if (share === undefined)
|
|
360
374
|
throw new Error(refreshedFromFeed
|
|
361
|
-
? `Reserve ${reserve.coinType} was refreshed from a feed without conf, so the stored
|
|
362
|
-
: `No conf for reserve ${reserve.coinType}: refresh it from a feed that carries conf, or supply
|
|
363
|
-
return {
|
|
375
|
+
? `Reserve ${reserve.coinType} was refreshed from a feed without conf, so the stored share is from a different update: use a feed that carries conf`
|
|
376
|
+
: `No conf for reserve ${reserve.coinType}: refresh it from a feed that carries conf, or supply the stored share in the entry`);
|
|
377
|
+
return { share, kBps: entry.kBps };
|
|
364
378
|
};
|
|
365
379
|
/**
|
|
366
380
|
* Pure computation half of `refreshObligation`: same math, but returns fresh
|
|
@@ -373,18 +387,15 @@ const resolveConfidence = (entry, reserve) => {
|
|
|
373
387
|
*/
|
|
374
388
|
export function computeObligationRefresh(obligation, refreshedReserves, nowMs,
|
|
375
389
|
// Per-reserve CURRENT confidence multiplier, keyed by coinType in either
|
|
376
|
-
// raw or normalized form. `
|
|
377
|
-
//
|
|
378
|
-
//
|
|
379
|
-
//
|
|
380
|
-
//
|
|
381
|
-
//
|
|
390
|
+
// raw or normalized form. `share` is the reserve's stored conf / spot
|
|
391
|
+
// (`SuilendClient.getReserveConfidenceShare`), the fallback for a reserve that
|
|
392
|
+
// was never price-refreshed; a reserve refreshed from a feed without `conf`
|
|
393
|
+
// throws instead (unless kBps is 0), because its price and the stored share
|
|
394
|
+
// come from different updates. A reserve's own `feedConfidence` takes
|
|
395
|
+
// precedence because it comes from the same update as its price. A reserve
|
|
396
|
+
// with no entry here gets plain min/max(price, smoothedPrice) bounds.
|
|
382
397
|
confidenceByCoinType) {
|
|
383
|
-
const normalizedConfidence = confidenceByCoinType &&
|
|
384
|
-
new Map([...confidenceByCoinType].map(([coinType, entry]) => [
|
|
385
|
-
normalizeStructTag(coinType),
|
|
386
|
-
entry,
|
|
387
|
-
]));
|
|
398
|
+
const normalizedConfidence = confidenceByCoinType && normalizeConfidenceByCoinType(confidenceByCoinType);
|
|
388
399
|
const userRewardManagers = [...obligation.userRewardManagers];
|
|
389
400
|
let depositValueUsd = new BigNumber(0);
|
|
390
401
|
let allowedBorrowValueUsd = new BigNumber(0);
|
|
@@ -397,7 +408,7 @@ confidenceByCoinType) {
|
|
|
397
408
|
updateUserRewardManager(reserve.depositsPoolRewardManager, userRewardManagers[Number(deposit.userRewardManagerIndex)], nowMs);
|
|
398
409
|
const confidence = resolveConfidence(normalizedConfidence?.get(normalizeStructTag(deposit.coinType)), reserve);
|
|
399
410
|
const marketValue = getCTokenMarketValue(reserve, new BigNumber(deposit.depositedCtokenAmount.toString()));
|
|
400
|
-
const marketValueLowerBound = getCTokenMarketValueLowerBound(reserve, new BigNumber(deposit.depositedCtokenAmount.toString()), confidence?.
|
|
411
|
+
const marketValueLowerBound = getCTokenMarketValueLowerBound(reserve, new BigNumber(deposit.depositedCtokenAmount.toString()), confidence?.share, confidence?.kBps);
|
|
401
412
|
deposit.marketValue = stringToDecimal(marketValue.toString());
|
|
402
413
|
depositValueUsd = depositValueUsd.plus(new BigNumber(marketValue.toString()));
|
|
403
414
|
allowedBorrowValueUsd = allowedBorrowValueUsd.plus(marketValueLowerBound.multipliedBy(new BigNumber(config.openLtvPct / 100)));
|
|
@@ -432,7 +443,7 @@ confidenceByCoinType) {
|
|
|
432
443
|
const confidence = resolveConfidence(normalizedConfidence?.get(normalizeStructTag(unrefreshedBorrow.coinType)), reserve);
|
|
433
444
|
const { low, high } = priceRange(reserve);
|
|
434
445
|
const upperBoundPrice = confidence !== undefined
|
|
435
|
-
? applyConfidenceMargin(low, high, confidence.
|
|
446
|
+
? applyConfidenceMargin(low, high, confidence.share, confidence.kBps)
|
|
436
447
|
.upperBound
|
|
437
448
|
: high;
|
|
438
449
|
// `exactBorrowedAmount` (this borrow's own amount), not
|
|
@@ -465,8 +476,8 @@ confidenceByCoinType) {
|
|
|
465
476
|
weightedBorrowedValueUpperBoundUsd,
|
|
466
477
|
};
|
|
467
478
|
}
|
|
468
|
-
export const refreshObligation = (unrefreshedObligation, refreshedReserves) => {
|
|
469
|
-
const refresh = computeObligationRefresh(unrefreshedObligation, refreshedReserves, Date.now());
|
|
479
|
+
export const refreshObligation = (unrefreshedObligation, refreshedReserves, confidenceByCoinType) => {
|
|
480
|
+
const refresh = computeObligationRefresh(unrefreshedObligation, refreshedReserves, Date.now(), confidenceByCoinType);
|
|
470
481
|
return {
|
|
471
482
|
...unrefreshedObligation,
|
|
472
483
|
deposits: refresh.deposits,
|
|
@@ -492,16 +503,21 @@ export const decimalToBigNumber = (value) => {
|
|
|
492
503
|
};
|
|
493
504
|
/**
|
|
494
505
|
* Mirrors reserve.move's `price_lower_bound`/`price_upper_bound`: the one
|
|
495
|
-
* off-chain place this formula lives. `
|
|
496
|
-
*
|
|
497
|
-
*
|
|
498
|
-
*
|
|
499
|
-
*
|
|
506
|
+
* off-chain place this formula lives. `low` and `high` are the ends of the
|
|
507
|
+
* reserve's price range (`priceRange`), which the bounds widen by
|
|
508
|
+
* `k * share`. `share` is `conf / spot` from a single price read -- what the
|
|
509
|
+
* reserve stores in `ConfidenceKey` -- and `kBps` is its `ReserveConfig`
|
|
510
|
+
* confidence multiplier (in bps, e.g. 30000 for a logical k=3); both are
|
|
511
|
+
* plain human-scale BigNumbers, not WAD-scaled Decimals. `kBps=0` or
|
|
512
|
+
* `share=0` disables the margin entirely: both bounds collapse to `low` and
|
|
513
|
+
* `high`.
|
|
500
514
|
*/
|
|
501
|
-
export const applyConfidenceMargin = (
|
|
502
|
-
|
|
503
|
-
|
|
504
|
-
const
|
|
515
|
+
export const applyConfidenceMargin = (low, high, share, kBps) => {
|
|
516
|
+
if (kBps.isZero() || share.isZero())
|
|
517
|
+
return { lowerBound: low, upperBound: high };
|
|
518
|
+
const fraction = kBps.dividedBy(10_000).multipliedBy(share);
|
|
519
|
+
const lowerBound = BigNumber.max(low.minus(low.multipliedBy(fraction)), new BigNumber(0));
|
|
520
|
+
const upperBound = high.plus(high.multipliedBy(fraction));
|
|
505
521
|
return { lowerBound, upperBound };
|
|
506
522
|
};
|
|
507
523
|
export const getCTokenMarketValue = (reserve, depositedCTokenAmount) => {
|
|
@@ -511,14 +527,14 @@ export const getCTokenMarketValue = (reserve, depositedCTokenAmount) => {
|
|
|
511
527
|
.dividedBy(new BigNumber(10 ** reserve.mintDecimals));
|
|
512
528
|
};
|
|
513
529
|
export const getCTokenMarketValueLowerBound = (reserve, depositedCTokenAmount,
|
|
514
|
-
// The reserve's stored
|
|
530
|
+
// The reserve's stored conf / spot share and its CURRENT confidence
|
|
515
531
|
// multiplier (in bps). Omit either (or both) for the plain
|
|
516
532
|
// min(price, smoothedPrice) lower bound.
|
|
517
|
-
|
|
533
|
+
share, kBps) => {
|
|
518
534
|
const liquidityAmount = depositedCTokenAmount.multipliedBy(cTokenRatio(reserve));
|
|
519
535
|
const { low, high } = priceRange(reserve);
|
|
520
|
-
const lowerBoundPrice =
|
|
521
|
-
? applyConfidenceMargin(low, high,
|
|
536
|
+
const lowerBoundPrice = share !== undefined && kBps !== undefined
|
|
537
|
+
? applyConfidenceMargin(low, high, share, kBps).lowerBound
|
|
522
538
|
: low;
|
|
523
539
|
return lowerBoundPrice
|
|
524
540
|
.multipliedBy(liquidityAmount)
|