carbon-js-sdk 0.2.13-dev.2 → 0.2.13-dev.3

package/lib/modules/cdp.js

@@ -13,10 +13,21 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.CDPModule = void 0;
+const codec_1 = require("../codec");
+const query_1 = require("../codec/cdp/query");
 const tx_1 = require("../codec/cdp/tx");
+const query_2 = require("../codec/cosmos/bank/v1beta1/query");
 const util_1 = require("../util");
+const number_1 = require("../util/number");
+const bignumber_js_1 = require("bignumber.js");
+const query_3 = require("./../codec/cdp/query");
 const base_1 = __importDefault(require("./base"));
 class CDPModule extends base_1.default {
+    constructor() {
+        super(...arguments);
+        this.cdpModuleAddress = "";
+        this.collateralsAddress = "";
+    }
     supplyAsset(params, opts) {
         return __awaiter(this, void 0, void 0, function* () {
             const wallet = this.getWallet();
@@ -203,6 +214,326 @@ class CDPModule extends base_1.default {
             }, opts);
         });
     }
+    // start of cdp calculations
+    getAccountData(account) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const sdk = this.sdkProvider;
+            const debtInfoResponse = yield sdk.query.cdp.TokenDebtsAll(query_3.QueryTokenDebtsAllRequest.fromPartial({}));
+            const debtInfos = debtInfoResponse.debtInfosAll;
+            const collateralsRsp = yield sdk.query.cdp.AccountCollaterals(query_3.QueryAccountCollateralsRequest.fromPartial({ account }));
+            const collaterals = collateralsRsp.collaterals;
+            const assetParamsRsp = yield sdk.query.cdp.AssetsAll(query_3.QueryAssetsAllRequest.fromPartial({}));
+            const assetParams = assetParamsRsp.assetParamsAll;
+            let totalCollateralsUsd = number_1.BN_ZERO;
+            let availableBorrowsUsd = number_1.BN_ZERO;
+            let currLiquidationThreshold = number_1.BN_ZERO;
+            for (let i = 0; i < collaterals.length; i++) {
+                const amount = (0, number_1.bnOrZero)(collaterals[i].collateralAmount);
+                if (amount.isZero()) {
+                    continue;
+                }
+                const denom = collaterals[i].denom;
+                const debtInfo = debtInfos.find(d => d.denom === denom);
+                if (!debtInfo) {
+                    return;
+                }
+                const collateralUsdVal = yield this.getCdpTokenUsdVal(collaterals[i].cdpDenom, amount);
+                if (!collateralUsdVal) {
+                    return;
+                }
+                const assetParam = assetParams.find(a => a.denom === denom);
+                if (!assetParam) {
+                    return;
+                }
+                const ltv = (0, number_1.bnOrZero)(assetParam.loanToValue).div(number_1.BN_10000);
+                const availableBorrowUsd = collateralUsdVal.times(ltv);
+                const liquidationThreshold = (0, number_1.bnOrZero)(assetParam.liquidationThreshold).div(number_1.BN_10000);
+                const liquidationThresholdVal = collateralUsdVal.times(liquidationThreshold);
+                totalCollateralsUsd = totalCollateralsUsd.plus(collateralUsdVal);
+                availableBorrowsUsd = availableBorrowsUsd.plus(availableBorrowUsd);
+                currLiquidationThreshold = currLiquidationThreshold.plus(liquidationThresholdVal);
+            }
+            // add token debts
+            const debtsRsp = yield sdk.query.cdp.AccountDebts(query_1.QueryAccountDebtsRequest.fromPartial({ account }));
+            const debts = debtsRsp.debts;
+            let totalDebtsUsd = number_1.BN_ZERO;
+            for (let i = 0; i < debts.length; i++) {
+                const amount = (0, number_1.bnOrZero)(debts[i].principalDebt);
+                const denom = debts[i].denom;
+                if (amount.isZero()) {
+                    continue;
+                }
+                const debtInfo = debtInfos.find(d => d.denom === denom);
+                if (!debtInfo) {
+                    return;
+                }
+                const tokenDebtUsdVal = yield this.getTotalAccountTokenDebtUsdVal(account, denom, debts[i], debtInfo);
+                if (!tokenDebtUsdVal) {
+                    return;
+                }
+                totalDebtsUsd = totalDebtsUsd.plus(tokenDebtUsdVal);
+            }
+            // add stablecoin debt
+            const accountStablecoin = yield sdk.query.cdp.AccountStablecoin({ account: account });
+            const stablecoinDecimals = yield this.sdkProvider.getTokenClient().getDecimals("usc");
+            if (!stablecoinDecimals) {
+                return;
+            }
+            const stablecoinDebt = new bignumber_js_1.BigNumber(accountStablecoin.principalDebt).plus(accountStablecoin.interestDebt);
+            totalDebtsUsd = totalDebtsUsd.plus(stablecoinDebt.shiftedBy(-stablecoinDecimals));
+            const healthFactor = currLiquidationThreshold.div(totalDebtsUsd);
+            return {
+                TotalCollateralsUsd: totalCollateralsUsd,
+                AvailableBorrowsUsd: availableBorrowsUsd,
+                CurrLiquidationThreshold: currLiquidationThreshold,
+                TotalDebtsUsd: totalDebtsUsd,
+                HealthFactor: healthFactor,
+            };
+        });
+    }
+    getCdpToActualRatio(cdpDenom) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const sdk = this.sdkProvider;
+            const denom = this.getUnderlyingDenom(cdpDenom);
+            if (!denom) {
+                return;
+            }
+            const supplyRsp = yield sdk.query.bank.SupplyOf(query_2.QuerySupplyOfRequest.fromPartial({ denom: cdpDenom }));
+            const cdpAmountRsp = supplyRsp.amount;
+            if (!cdpAmountRsp) {
+                return;
+            }
+            const cdpAmount = (0, number_1.bnOrZero)(cdpAmountRsp.amount);
+            if (!this.cdpModuleAddress) {
+                const moduleAddressRsp = yield sdk.query.misc.ModuleAddress(codec_1.QueryModuleAddressRequest.fromPartial({ module: "cdp" }));
+                this.cdpModuleAddress = moduleAddressRsp.address;
+            }
+            const balanceRsp = yield sdk.query.bank.Balance(query_2.QueryBalanceRequest.fromPartial({ address: this.cdpModuleAddress, denom }));
+            if (!balanceRsp.balance) {
+                return;
+            }
+            let actualAmount = (0, number_1.bnOrZero)(balanceRsp.balance.amount);
+            const owedAmount = yield this.getTotalTokenDebt(denom);
+            if (!owedAmount) {
+                return;
+            }
+            actualAmount = actualAmount.plus(owedAmount);
+            const ratio = cdpAmount.div(actualAmount);
+            return ratio;
+        });
+    }
+    getTotalAccountTokenDebtUsdVal(account, denom, debt, debtInfo) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const amount = yield this.getTotalAccountTokenDebt(account, denom, debt, debtInfo).catch((err) => console.log(err));
+            if (!amount) {
+                return;
+            }
+            const tokenDebtUsdVal = yield this.getTokenUsdVal(denom, amount).catch((err) => console.log(err));
+            return tokenDebtUsdVal;
+        });
+    }
+    getModuleTotalDebtUsdVal() {
+        return __awaiter(this, void 0, void 0, function* () {
+            let totalDebt = new bignumber_js_1.BigNumber(0);
+            // get token debts
+            const allDebtsRes = yield this.sdkProvider.query.cdp.TokenDebtsAll({});
+            const allDebts = allDebtsRes.debtInfosAll;
+            for (let i = 0; i < allDebts.length; i++) {
+                const denom = allDebts[i].denom;
+                const initialCIM = allDebts[i].initialCumulativeInterestMultiplier;
+                const principal = allDebts[i].totalPrincipal;
+                const CIM = yield this.recalculateCIM(denom, allDebts[i]);
+                const debtAmt = CIM.div(initialCIM).multipliedBy(principal);
+                const debtUsdVal = yield this.getTokenUsdVal(denom, debtAmt);
+                if (!debtUsdVal) {
+                    return;
+                }
+                totalDebt = totalDebt.plus(debtUsdVal);
+            }
+            // get stablecoin debts
+            const stablecoinDebtRes = yield this.sdkProvider.query.cdp.StablecoinDebt({});
+            const stablecoinDebt = stablecoinDebtRes.stablecoinDebtInfo;
+            if (!stablecoinDebt) {
+                return;
+            }
+            const CIM = new bignumber_js_1.BigNumber(stablecoinDebt.cumulativeInterestMultiplier);
+            const initialCIM = new bignumber_js_1.BigNumber(stablecoinDebt.initialCumulativeInterestMultiplier);
+            const debtAmt = CIM.div(initialCIM).multipliedBy(stablecoinDebt.totalPrincipal);
+            const stablecoinDecimals = yield this.sdkProvider.getTokenClient().getDecimals(stablecoinDebt.denom);
+            if (!stablecoinDecimals) {
+                return;
+            }
+            const debtUsdVal = debtAmt.shiftedBy(-stablecoinDecimals);
+            totalDebt = totalDebt.plus(debtUsdVal);
+            return totalDebt;
+        });
+    }
+    getModuleTotalCollateralUsdVal() {
+        return __awaiter(this, void 0, void 0, function* () {
+            const allCollaterals = yield this.sdkProvider.query.cdp.CollateralsAll({});
+            let allCollateralsUsdValue = new bignumber_js_1.BigNumber(0);
+            for (let i = 0; i < allCollaterals.collaterals.length; i++) {
+                const denom = allCollaterals.collaterals[i].denom;
+                const amount = new bignumber_js_1.BigNumber(allCollaterals.collaterals[i].amount);
+                const collateralUsdValue = yield this.getCdpTokenUsdVal(denom, amount);
+                if (!collateralUsdValue) {
+                    return;
+                }
+                allCollateralsUsdValue = allCollateralsUsdValue.plus(collateralUsdValue);
+            }
+            return allCollateralsUsdValue;
+        });
+    }
+    getCdpTokenUsdVal(cdpDenom, amount) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const denom = this.getUnderlyingDenom(cdpDenom);
+            if (!denom) {
+                return;
+            }
+            const ratio = yield this.getCdpToActualRatio(cdpDenom);
+            if (!ratio) {
+                return;
+            }
+            const actualTokenAmount = amount.div(ratio);
+            const cdpTokenUsdVal = yield this.getTokenUsdVal(denom, actualTokenAmount);
+            return cdpTokenUsdVal;
+        });
+    }
+    getTokenUsdVal(denom, amount) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const sdk = this.sdkProvider;
+            const decimals = yield this.sdkProvider.getTokenClient().getDecimals(denom);
+            if (!decimals) {
+                return;
+            }
+            const price = yield sdk.query.pricing.TokenPrice(codec_1.QueryTokenPriceRequest.fromPartial({ denom }));
+            if (!price.tokenPrice) {
+                return;
+            }
+            const twap = (0, number_1.bnOrZero)(price.tokenPrice.twap).shiftedBy(18 * (-1));
+            return amount.times(twap).shiftedBy(decimals * (-1));
+        });
+    }
+    getTotalTokenDebt(denom, debtInfo) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!debtInfo) {
+                const debtInfoRsp = yield this.sdkProvider.query.cdp.TokenDebt(query_1.QueryTokenDebtRequest.fromPartial({ denom }));
+                debtInfo = debtInfoRsp.debtInfo;
+            }
+            if (!debtInfo) {
+                return;
+            }
+            const cim = yield this.recalculateCIM(denom, debtInfo);
+            if (!cim) {
+                return;
+            }
+            const principalAmount = (0, number_1.bnOrZero)(debtInfo.totalPrincipal);
+            const initialCIM = (0, number_1.bnOrZero)(debtInfo.initialCumulativeInterestMultiplier);
+            return principalAmount.times(cim).div(initialCIM);
+        });
+    }
+    getTotalAccountTokenDebt(account, denom, debt, debtInfo) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const sdk = this.sdkProvider;
+            if (!debtInfo) {
+                const debtInfoRsp = yield sdk.query.cdp.TokenDebt(query_1.QueryTokenDebtRequest.fromPartial({ denom }));
+                debtInfo = debtInfoRsp.debtInfo;
+            }
+            if (!debtInfo) {
+                return;
+            }
+            if (!debt) {
+                const debtRes = yield sdk.query.cdp.AccountDebt({ account: account, denom: denom });
+                debt = debtRes.debt;
+            }
+            if (!debt) {
+                return;
+            }
+            const principalAmount = (0, number_1.bnOrZero)(debt.principalDebt);
+            const initialCIM = (0, number_1.bnOrZero)(debt.initialCumulativeInterestMultiplier);
+            const cim = yield this.recalculateCIM(denom, debtInfo);
+            if (!cim) {
+                return;
+            }
+            // TODO: change to round up
+            const totalAmountTokenDebt = principalAmount.times(cim).dividedToIntegerBy(initialCIM);
+            return totalAmountTokenDebt;
+        });
+    }
+    calculateAPY(denom, debtInfo, assetParams, rateStrategyParams) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const sdk = this.sdkProvider;
+            if (!debtInfo) {
+                const debtInfoResponse = yield sdk.query.cdp.TokenDebt(query_1.QueryTokenDebtRequest.fromPartial({ denom }));
+                debtInfo = debtInfoResponse.debtInfo;
+                if (!debtInfo) {
+                    return;
+                }
+            }
+            if (!assetParams) {
+                const assetResponse = yield sdk.query.cdp.Asset(query_1.QueryAssetRequest.fromPartial({ denom }));
+                assetParams = assetResponse.assetParams;
+                if (!assetParams) {
+                    return;
+                }
+            }
+            if (!rateStrategyParams) {
+                const rateStrategyParamsResponse = yield sdk.query.cdp.RateStrategy(query_1.QueryRateStrategyRequest.fromPartial({
+                    name: assetParams.rateStrategyName
+                }));
+                rateStrategyParams = rateStrategyParamsResponse.rateStrategyParams;
+                if (!rateStrategyParams) {
+                    return;
+                }
+            }
+            const utilizationRate = (0, number_1.bnOrZero)(debtInfo.utilizationRate).shiftedBy(-18);
+            const optimalUsage = (0, number_1.bnOrZero)(rateStrategyParams.optimalUsage).div(number_1.BN_10000);
+            const variableRate1 = (0, number_1.bnOrZero)(rateStrategyParams.variableRateSlope1).div(number_1.BN_10000);
+            const variableRate2 = (0, number_1.bnOrZero)(rateStrategyParams.variableRateSlope2).div(number_1.BN_10000);
+            const baseVariableBorrowRate = (0, number_1.bnOrZero)(rateStrategyParams.baseVariableBorrowRate).div(number_1.BN_10000);
+            if (utilizationRate.lte(optimalUsage)) {
+                return utilizationRate.times(variableRate1).div(optimalUsage).plus(baseVariableBorrowRate);
+            }
+            else {
+                const ratio = utilizationRate.minus(optimalUsage).div(number_1.BN_ONE.minus(optimalUsage));
+                return ratio.times(variableRate2).plus(variableRate1).plus(baseVariableBorrowRate);
+            }
+        });
+    }
+    calculateInterestForTimePeriod(apy, start, end) {
+        if (end <= start) {
+            return number_1.BN_ZERO;
+        }
+        const duration = (0, number_1.bnOrZero)(end.valueOf() - start.valueOf());
+        const millisecondsAYear = (0, number_1.bnOrZero)(31536000000);
+        const interest = duration.div(millisecondsAYear).times(apy);
+        return interest;
+    }
+    recalculateCIM(denom, debtInfo) {
+        var _a;
+        return __awaiter(this, void 0, void 0, function* () {
+            const sdk = this.sdkProvider;
+            if (!debtInfo) {
+                const debtInfoResponse = yield sdk.query.cdp.TokenDebt(query_1.QueryTokenDebtRequest.fromPartial({ denom }));
+                debtInfo = debtInfoResponse.debtInfo;
+                if (!debtInfo) {
+                    return number_1.BN_ZERO;
+                }
+            }
+            const cim = (0, number_1.bnOrZero)(debtInfo.cumulativeInterestMultiplier);
+            const apy = yield this.calculateAPY(denom, debtInfo);
+            if (!apy) {
+                return number_1.BN_ZERO;
+            }
+            const interest = this.calculateInterestForTimePeriod(apy, (_a = debtInfo.lastUpdatedTime) !== null && _a !== void 0 ? _a : new Date(0), new Date());
+            const newCIM = cim.times(interest.plus(1));
+            return newCIM;
+        });
+    }
+    getUnderlyingDenom(cdpDenom) {
+        var _a;
+        return (_a = this.sdkProvider.getTokenClient().getCdpUnderlyingToken(cdpDenom)) === null || _a === void 0 ? void 0 : _a.denom;
+    }
 }
 exports.CDPModule = CDPModule;
 ;

package/lib/util/number.d.ts

@@ -1,6 +1,7 @@
 import BigNumber from "bignumber.js";
 export declare const BN_ONE: BigNumber;
 export declare const BN_ZERO: BigNumber;
+export declare const BN_10000: BigNumber;
 export declare const parseBN: (input?: string | number | BigNumber | null | undefined, defaultValue?: BigNumber | undefined) => BigNumber | undefined;
 export declare const bnOrZero: (input?: string | number | BigNumber | null | undefined, defaultValue?: BigNumber) => BigNumber;
 export declare const toHuman: (value?: string | number | BigNumber | null | undefined, decimals?: string | number | BigNumber | null | undefined) => BigNumber | undefined;

package/lib/util/number.js

@@ -3,10 +3,11 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.generateNonce = exports.toUnitless = exports.toHuman = exports.bnOrZero = exports.parseBN = exports.BN_ZERO = exports.BN_ONE = void 0;
+exports.generateNonce = exports.toUnitless = exports.toHuman = exports.bnOrZero = exports.parseBN = exports.BN_10000 = exports.BN_ZERO = exports.BN_ONE = void 0;
 const bignumber_js_1 = __importDefault(require("bignumber.js"));
 exports.BN_ONE = new bignumber_js_1.default(1);
 exports.BN_ZERO = new bignumber_js_1.default(0);
+exports.BN_10000 = new bignumber_js_1.default(10000);
 const parseBN = (input, defaultValue) => {
     if (!input && input !== 0)
         return defaultValue;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "carbon-js-sdk",
-  "version": "0.2.13-dev.2",
+  "version": "0.2.13-dev.3+306c777561d7",
   "description": "TypeScript SDK for Carbon blockchain",
   "main": "lib/index.js",
   "types": "lib/index.d.ts",