@velocity-exchange/vaults-sdk 0.0.1 → 0.0.2

package/lib/index.d.ts

@@ -0,0 +1,12 @@
+export * from './addresses';
+export * from './name';
+export * from './vaultClient';
+export * from './accounts';
+export * from './accountSubscribers';
+export * from './utils';
+export * from './types/types';
+export * from './constants';
+export * from './parsers';
+export * from './types/drift_vaults';
+export * from './math';
+//# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,aAAa,CAAC;AAC5B,cAAc,QAAQ,CAAC;AACvB,cAAc,eAAe,CAAC;AAC9B,cAAc,YAAY,CAAC;AAC3B,cAAc,sBAAsB,CAAC;AACrC,cAAc,SAAS,CAAC;AACxB,cAAc,eAAe,CAAC;AAC9B,cAAc,aAAa,CAAC;AAC5B,cAAc,WAAW,CAAC;AAC1B,cAAc,sBAAsB,CAAC;AACrC,cAAc,QAAQ,CAAC"}

package/lib/index.js

@@ -0,0 +1,27 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./addresses"), exports);
+__exportStar(require("./name"), exports);
+__exportStar(require("./vaultClient"), exports);
+__exportStar(require("./accounts"), exports);
+__exportStar(require("./accountSubscribers"), exports);
+__exportStar(require("./utils"), exports);
+__exportStar(require("./types/types"), exports);
+__exportStar(require("./constants"), exports);
+__exportStar(require("./parsers"), exports);
+__exportStar(require("./types/drift_vaults"), exports);
+__exportStar(require("./math"), exports);

package/lib/math/index.d.ts

@@ -0,0 +1,3 @@
+export * from './vaultDepositor';
+export * from './vault';
+//# sourceMappingURL=index.d.ts.map

package/lib/math/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/math/index.ts"],"names":[],"mappings":"AAAA,cAAc,kBAAkB,CAAC;AACjC,cAAc,SAAS,CAAC"}

package/lib/math/index.js

@@ -0,0 +1,18 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./vaultDepositor"), exports);
+__exportStar(require("./vault"), exports);

package/lib/math/vault.d.ts

@@ -0,0 +1,17 @@
+import { BN, BigNum } from '@velocity-exchange/sdk';
+/**
+ * https://en.wikipedia.org/wiki/Modified_Dietz_method
+ * @param currentVaultEquityBaseValue
+ * @param vaultDeposits
+ * @returns weighted APY and cumulative returns calculated using the Modified Dietz method
+ */
+export declare const calcModifiedDietz: (currentVaultEquityBaseValue: BigNum, precisionExp: BN, vaultDeposits: {
+    ts: string;
+    marketIndex: number;
+    amount: string;
+    direction: "deposit" | "withdraw";
+}[], startingMarketValue?: number) => {
+    apy: number;
+    returns: number;
+};
+//# sourceMappingURL=vault.d.ts.map

package/lib/math/vault.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"vault.d.ts","sourceRoot":"","sources":["../../src/math/vault.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,EAAE,MAAM,wBAAwB,CAAC;AAOpD;;;;;GAKG;AACH,eAAO,MAAM,iBAAiB,gCACA,MAAM,gBACrB,EAAE,iBACD;IACd,EAAE,EAAE,MAAM,CAAC;IACX,WAAW,EAAE,MAAM,CAAC;IACpB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,SAAS,GAAG,UAAU,CAAC;CAClC,EAAE,mCAED;IAAE,GAAG,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CA+ChC,CAAC"}

package/lib/math/vault.js

@@ -0,0 +1,56 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calcModifiedDietz = void 0;
+const sdk_1 = require("@velocity-exchange/sdk");
+const DEFAULT_MODIFIED_DIETZ_RESULT = {
+    apy: 0,
+    returns: 0,
+};
+/**
+ * https://en.wikipedia.org/wiki/Modified_Dietz_method
+ * @param currentVaultEquityBaseValue
+ * @param vaultDeposits
+ * @returns weighted APY and cumulative returns calculated using the Modified Dietz method
+ */
+const calcModifiedDietz = (currentVaultEquityBaseValue, precisionExp, vaultDeposits, startingMarketValue = 0) => {
+    if (vaultDeposits.length === 0) {
+        return DEFAULT_MODIFIED_DIETZ_RESULT;
+    }
+    const endingMarkeValue = currentVaultEquityBaseValue.toNum();
+    const firstDepositTs = parseInt(vaultDeposits[vaultDeposits.length - 1].ts);
+    const lastDepositTs = parseInt(vaultDeposits[0].ts);
+    const nowTs = Date.now() / 1000;
+    if (nowTs < firstDepositTs) {
+        console.error('nowTs < firstDepositTs');
+        return DEFAULT_MODIFIED_DIETZ_RESULT;
+    }
+    if (lastDepositTs < firstDepositTs) {
+        console.error('lastDepositTs < firstDepositTs');
+        return DEFAULT_MODIFIED_DIETZ_RESULT;
+    }
+    const totalDuration = nowTs - firstDepositTs;
+    let totalNetFlow = 0;
+    let weightedNetFlow = 0;
+    vaultDeposits.forEach((deposit) => {
+        let depositAmount = sdk_1.BigNum.from(deposit.amount, precisionExp).toNum();
+        if (deposit.direction === 'withdraw') {
+            depositAmount *= -1;
+        }
+        totalNetFlow += depositAmount;
+        const depositAge = parseInt(deposit.ts) - firstDepositTs;
+        const depositWeight = (totalDuration - depositAge) / totalDuration;
+        if (depositWeight < 0) {
+            console.error('depositWeight < 0');
+            return -1;
+        }
+        weightedNetFlow += depositWeight * depositAmount;
+    }, 0);
+    const modifiedDietzReturns = (endingMarkeValue - startingMarketValue - totalNetFlow) /
+        (startingMarketValue + weightedNetFlow);
+    if (modifiedDietzReturns < 0)
+        return DEFAULT_MODIFIED_DIETZ_RESULT;
+    const annualized = Math.pow(1 + modifiedDietzReturns, (86400 * 365) / totalDuration) - 1;
+    const positiveApy = Math.max(annualized, 0);
+    return { apy: positiveApy, returns: modifiedDietzReturns };
+};
+exports.calcModifiedDietz = calcModifiedDietz;

package/lib/math/vaultDepositor.d.ts

@@ -0,0 +1,24 @@
+import { BN } from '@velocity-exchange/sdk';
+import { Vault, VaultDepositor, VaultProtocol } from '../types/types';
+/**
+ * Calculates the unrealized profitShare for a vaultDepositor
+ * @param vaultDepositor
+ * @param vaultEquity
+ * @param vault
+ * @returns
+ */
+export declare function calculateApplyProfitShare(vaultDepositor: VaultDepositor, vaultEquity: BN, vault: Vault): {
+    profitShareAmount: BN;
+    profitShareShares: BN;
+};
+export declare function calculateProfitShare(vaultDepositor: VaultDepositor, totalAmount: BN, vault: Vault, vaultProtocol?: VaultProtocol): BN;
+/**
+ * Calculates the equity across deposits and realized profit for a vaultDepositor
+ * @param vaultDepositor vault depositor account
+ * @param vaultEquity total vault equity
+ * @param vault vault account
+ * @param vaultProtocol if vault account has "vaultProtocol" then this is needed
+ * @returns
+ */
+export declare function calculateRealizedVaultDepositorEquity(vaultDepositor: VaultDepositor, vaultEquity: BN, vault: Vault, vaultProtocol?: VaultProtocol): BN;
+//# sourceMappingURL=vaultDepositor.d.ts.map

package/lib/math/vaultDepositor.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"vaultDepositor.d.ts","sourceRoot":"","sources":["../../src/math/vaultDepositor.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,EAAE,EAKF,MAAM,wBAAwB,CAAC;AAChC,OAAO,EAAE,KAAK,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAC;AAEtE;;;;;;GAMG;AACH,wBAAgB,yBAAyB,CACxC,cAAc,EAAE,cAAc,EAC9B,WAAW,EAAE,EAAE,EACf,KAAK,EAAE,KAAK,GACV;IACF,iBAAiB,EAAE,EAAE,CAAC;IACtB,iBAAiB,EAAE,EAAE,CAAC;CACtB,CAgBA;AAED,wBAAgB,oBAAoB,CACnC,cAAc,EAAE,cAAc,EAC9B,WAAW,EAAE,EAAE,EACf,KAAK,EAAE,KAAK,EACZ,aAAa,CAAC,EAAE,aAAa,MAgB7B;AAED;;;;;;;GAOG;AACH,wBAAgB,qCAAqC,CACpD,cAAc,EAAE,cAAc,EAC9B,WAAW,EAAE,EAAE,EACf,KAAK,EAAE,KAAK,EACZ,aAAa,CAAC,EAAE,aAAa,GAC3B,EAAE,CAaJ"}

package/lib/math/vaultDepositor.js

@@ -0,0 +1,49 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateApplyProfitShare = calculateApplyProfitShare;
+exports.calculateProfitShare = calculateProfitShare;
+exports.calculateRealizedVaultDepositorEquity = calculateRealizedVaultDepositorEquity;
+const sdk_1 = require("@velocity-exchange/sdk");
+/**
+ * Calculates the unrealized profitShare for a vaultDepositor
+ * @param vaultDepositor
+ * @param vaultEquity
+ * @param vault
+ * @returns
+ */
+function calculateApplyProfitShare(vaultDepositor, vaultEquity, vault) {
+    const amount = (0, sdk_1.unstakeSharesToAmount)(vaultDepositor.vaultShares, vault.totalShares, vaultEquity);
+    const profitShareAmount = calculateProfitShare(vaultDepositor, amount, vault);
+    const profitShareShares = (0, sdk_1.stakeAmountToShares)(profitShareAmount, vault.totalShares, vaultEquity);
+    return {
+        profitShareAmount,
+        profitShareShares,
+    };
+}
+function calculateProfitShare(vaultDepositor, totalAmount, vault, vaultProtocol) {
+    const profit = totalAmount.sub(vaultDepositor.netDeposits.add(vaultDepositor.cumulativeProfitShareAmount));
+    let profitShare = vault.profitShare;
+    if (vaultProtocol) {
+        profitShare += vaultProtocol.protocolProfitShare;
+    }
+    if (profit.gt(sdk_1.ZERO)) {
+        const profitShareAmount = profit
+            .mul(new sdk_1.BN(profitShare))
+            .div(sdk_1.PERCENTAGE_PRECISION);
+        return profitShareAmount;
+    }
+    return sdk_1.ZERO;
+}
+/**
+ * Calculates the equity across deposits and realized profit for a vaultDepositor
+ * @param vaultDepositor vault depositor account
+ * @param vaultEquity total vault equity
+ * @param vault vault account
+ * @param vaultProtocol if vault account has "vaultProtocol" then this is needed
+ * @returns
+ */
+function calculateRealizedVaultDepositorEquity(vaultDepositor, vaultEquity, vault, vaultProtocol) {
+    const vdAmount = (0, sdk_1.unstakeSharesToAmount)(vaultDepositor.vaultShares, vault.totalShares, vaultEquity);
+    const profitShareAmount = calculateProfitShare(vaultDepositor, vdAmount, vault, vaultProtocol);
+    return vdAmount.sub(profitShareAmount);
+}

package/lib/name.d.ts

@@ -0,0 +1,4 @@
+export declare const MAX_NAME_LENGTH = 32;
+export declare function encodeName(name: string): number[];
+export declare function decodeName(bytes: number[]): string;
+//# sourceMappingURL=name.d.ts.map

package/lib/name.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"name.d.ts","sourceRoot":"","sources":["../src/name.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe,KAAK,CAAC;AAElC,wBAAgB,UAAU,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,EAAE,CAUjD;AAED,wBAAgB,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,GAAG,MAAM,CAGlD"}

package/lib/name.js

@@ -0,0 +1,19 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MAX_NAME_LENGTH = void 0;
+exports.encodeName = encodeName;
+exports.decodeName = decodeName;
+exports.MAX_NAME_LENGTH = 32;
+function encodeName(name) {
+    if (name.length > exports.MAX_NAME_LENGTH) {
+        throw Error(`Name (${name}) longer than 32 characters`);
+    }
+    const buffer = Buffer.alloc(32);
+    buffer.fill(name);
+    buffer.fill(' ', name.length);
+    return Array(...buffer);
+}
+function decodeName(bytes) {
+    const buffer = Buffer.from(bytes);
+    return buffer.toString('utf8').trim();
+}

package/lib/parsers/index.d.ts

@@ -0,0 +1,2 @@
+export * from './logParser';
+//# sourceMappingURL=index.d.ts.map

package/lib/parsers/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/parsers/index.ts"],"names":[],"mappings":"AAAA,cAAc,aAAa,CAAC"}

package/lib/parsers/index.js

@@ -0,0 +1,17 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./logParser"), exports);

package/lib/parsers/logParser.d.ts

@@ -0,0 +1,15 @@
+import { Program } from '@coral-xyz/anchor';
+import { TransactionSignature } from '@solana/web3.js';
+import { WrappedEvents } from '../types/types';
+type Log = {
+    txSig: TransactionSignature;
+    slot: number;
+    logs: string[];
+};
+export declare class LogParser {
+    private program;
+    constructor(program: Program);
+    parseEventsFromLogs(event: Log): WrappedEvents;
+}
+export {};
+//# sourceMappingURL=logParser.d.ts.map

package/lib/parsers/logParser.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logParser.d.ts","sourceRoot":"","sources":["../../src/parsers/logParser.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAC5C,OAAO,EAAE,oBAAoB,EAAE,MAAM,iBAAiB,CAAC;AACvD,OAAO,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAC;AAE/C,KAAK,GAAG,GAAG;IAAE,KAAK,EAAE,oBAAoB,CAAC;IAAC,IAAI,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,MAAM,EAAE,CAAA;CAAE,CAAC;AAEzE,qBAAa,SAAS;IACT,OAAO,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7B,mBAAmB,CAAC,KAAK,EAAE,GAAG,GAAG,aAAa;CAkBrD"}

package/lib/parsers/logParser.js

@@ -0,0 +1,21 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.LogParser = void 0;
+class LogParser {
+    constructor(program) {
+        this.program = program;
+    }
+    parseEventsFromLogs(event) {
+        const records = [];
+        // @ts-ignore
+        const eventGenerator = this.program._events._eventParser.parseLogs(event.logs, false);
+        for (const eventLog of eventGenerator) {
+            eventLog.data.txSig = event.txSig;
+            eventLog.data.slot = event.slot;
+            eventLog.data.eventType = eventLog.name;
+            records.push(eventLog.data);
+        }
+        return records;
+    }
+}
+exports.LogParser = LogParser;