impermax-sdk 1.2.112 → 2.1.0

package/lib/onchain/account/lendingPool/onchainAccountCollateralV3.js

@@ -0,0 +1,44 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const onchainAccountCollateral_1 = __importDefault(require("./onchainAccountCollateral"));
+class OnchainAccountCollateralV3 extends onchainAccountCollateral_1.default {
+    constructor(lendingPool) {
+        super();
+        this.collateralCache = {};
+        this.getLendingPool = () => this.lendingPool;
+        this.getCollateral = () => this.collateral;
+        this.getAccount = () => this.lendingPool.getAccount();
+        this.lendingPool = lendingPool;
+        this.collateral = lendingPool.getLendingPool().getCollateral();
+    }
+    getInteractionsCollateral() {
+        return this.lendingPool.getInteractionsLendingPool().getCollateral();
+    }
+    getOffchainAccountCollateral() {
+        return __awaiter(this, void 0, void 0, function* () {
+            const offchainAccountLendingPool = yield this.lendingPool.getOffchainAccountLendingPool();
+            return offchainAccountLendingPool.getCollateral();
+        });
+    }
+    cleanCache() {
+        this.collateralCache = {};
+    }
+    getDepositedUSD() {
+        return __awaiter(this, void 0, void 0, function* () {
+            return 0;
+        });
+    }
+}
+exports.default = OnchainAccountCollateralV3;

package/lib/onchain/account/lendingPool/onchainAccountLendingPool.d.ts

@@ -1,57 +1,42 @@
 import OnchainAccount from '../index';
-import { PoolTokenType } from '../../../config/types';
+import { Borrowable } from '../../../config/types';
 import OnchainAccountCollateral from './onchainAccountCollateral';
 import OnchainAccountBorrowable from './onchainAccountBorrowable';
-import { Changes, PendingRewardUI } from '../../onchainTypes';
+import { PendingRewardUI } from '../../onchainTypes';
 import OnchainLendingPool from '../../impermaxFactory/lendingPool';
-import OnchainAccountPoolToken from '../onchainAccountPoolToken';
 import OnchainInteractionsLendingPool from '../../interactions/lendingPool';
 import OffchainAccountLendingPool from '../../../offchain/account/lendingPool';
-export default class OnchainAccountLendingPool {
-    private readonly account;
-    private readonly lendingPool;
-    private readonly poolTokens;
-    private cache;
+export default abstract class OnchainAccountLendingPool {
+    protected readonly account: OnchainAccount;
+    protected readonly lendingPool: OnchainLendingPool;
+    protected readonly collateral: OnchainAccountCollateral;
+    protected readonly borrowables: {
+        [Borrowable.A]: OnchainAccountBorrowable;
+        [Borrowable.B]: OnchainAccountBorrowable;
+    };
+    protected cache: {};
+    protected abstract getNewCollateralObject(): OnchainAccountCollateral;
+    protected abstract getNewBorrowableObject(borrowable: Borrowable): OnchainAccountBorrowable;
     constructor(account: OnchainAccount, lendingPool: OnchainLendingPool);
+    cleanCache(): void;
     getAccount: () => OnchainAccount;
     getLendingPool: () => OnchainLendingPool;
-    getPoolToken(poolTokenType: PoolTokenType): OnchainAccountPoolToken;
-    getInteractionsLendingPool(): OnchainInteractionsLendingPool;
-    getOffchainAccountLendingPool(): Promise<OffchainAccountLendingPool>;
-    cleanCache(): void;
+    getBorrowable: (borrowable: Borrowable) => OnchainAccountBorrowable;
     getBorrowableA: () => OnchainAccountBorrowable;
     getBorrowableB: () => OnchainAccountBorrowable;
     getCollateral: () => OnchainAccountCollateral;
-    private getFactory;
-    private getPairAddress;
+    protected getFactory: () => import("../../../config/types").Factory;
+    protected getId: () => string;
     getSafetyMargin: () => Promise<number>;
     getLiquidationPenalty: () => Promise<number>;
     getUiMargin: () => number;
+    getInteractionsLendingPool(): OnchainInteractionsLendingPool;
+    getOffchainAccountLendingPool(): Promise<OffchainAccountLendingPool>;
     getBalanceUSD(): Promise<number>;
     getSuppliedUSD(): Promise<number>;
     getDebtUSD(): Promise<number>;
     getEquityUSD(): Promise<number>;
     getLPEquityUSD(): Promise<number>;
-    getLPEquity(): Promise<number>;
     getAccountAPR(): Promise<number>;
-    getValuesFromPrice(changes: Changes, priceA: number, priceB: number): Promise<{
-        valueCollateral: number;
-        valueA: number;
-        valueB: number;
-    }>;
-    getValues(changes: Changes): Promise<{
-        valueCollateral: number;
-        valueA: number;
-        valueB: number;
-    }>;
-    getMarketValues(changes: Changes): Promise<{
-        valueCollateral: number;
-        valueA: number;
-        valueB: number;
-    }>;
-    getLeverage(changes?: Changes): Promise<number>;
-    getLiquidationPrices(changes?: Changes): Promise<number[]>;
-    getMaxLeverage(): Promise<number>;
-    getMaxDeleverage(slippage: number): Promise<number>;
     getAvailableReward(): Promise<PendingRewardUI[]>;
 }

package/lib/onchain/account/lendingPool/onchainAccountLendingPool.js

@@ -8,54 +8,43 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
         step((generator = generator.apply(thisArg, _arguments || [])).next());
     });
 };
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 const types_1 = require("../../../config/types");
-const onchainAccountCollateral_1 = __importDefault(require("./onchainAccountCollateral"));
-const onchainAccountBorrowable_1 = __importDefault(require("./onchainAccountBorrowable"));
-const onchainTypes_1 = require("../../onchainTypes");
-const factories_1 = require("../../../config/factories");
-const lliquidity_math_1 = require("../../../utils/lliquidity-math");
-const utils_1 = require("../../../utils");
 class OnchainAccountLendingPool {
     constructor(account, lendingPool) {
         this.cache = {};
+        // Shortcuts
         this.getAccount = () => this.account;
         this.getLendingPool = () => this.lendingPool;
-        // Shortcuts
-        this.getBorrowableA = () => this.poolTokens[types_1.PoolTokenType.BorrowableA];
-        this.getBorrowableB = () => this.poolTokens[types_1.PoolTokenType.BorrowableB];
-        this.getCollateral = () => this.poolTokens[types_1.PoolTokenType.Collateral];
+        this.getBorrowable = (borrowable) => this.borrowables[borrowable];
+        this.getBorrowableA = () => this.getBorrowable(types_1.Borrowable.A);
+        this.getBorrowableB = () => this.getBorrowable(types_1.Borrowable.B);
+        this.getCollateral = () => this.collateral;
         this.getFactory = () => this.lendingPool.getImpermaxFactory().getFactory();
-        this.getPairAddress = () => this.lendingPool.getPairAddress();
+        this.getId = () => this.lendingPool.getId();
         this.getSafetyMargin = () => __awaiter(this, void 0, void 0, function* () { return (yield this.lendingPool.getOffchainLendingPool()).getSafetyMargin(); });
         this.getLiquidationPenalty = () => __awaiter(this, void 0, void 0, function* () { return (yield this.lendingPool.getOffchainLendingPool()).getLiquidationPenalty(); });
         this.getUiMargin = () => this.account.getOnchain().uiMargin;
         this.account = account;
         this.lendingPool = lendingPool;
-        this.poolTokens = {
-            [types_1.PoolTokenType.Collateral]: new onchainAccountCollateral_1.default(this),
-            [types_1.PoolTokenType.BorrowableA]: new onchainAccountBorrowable_1.default(this, types_1.PoolTokenType.BorrowableA),
-            [types_1.PoolTokenType.BorrowableB]: new onchainAccountBorrowable_1.default(this, types_1.PoolTokenType.BorrowableB),
+        this.collateral = this.getNewCollateralObject();
+        this.borrowables = {
+            [types_1.Borrowable.A]: this.getNewBorrowableObject(types_1.Borrowable.A),
+            [types_1.Borrowable.B]: this.getNewBorrowableObject(types_1.Borrowable.B),
         };
     }
-    getPoolToken(poolTokenType) {
-        return this.poolTokens[poolTokenType];
-    }
-    getInteractionsLendingPool() {
-        return this.account.getInteractions().getLendingPool(this.getFactory(), this.getPairAddress());
-    }
-    getOffchainAccountLendingPool() {
-        return this.account.getOffchainAccount().getLendingPool(this.getFactory(), this.getPairAddress());
-    }
     cleanCache() {
         this.cache = {};
         this.getBorrowableA().cleanCache();
         this.getBorrowableB().cleanCache();
         this.getCollateral().cleanCache();
     }
+    getInteractionsLendingPool() {
+        return this.account.getInteractions().getLendingPool(this.getFactory(), this.getId());
+    }
+    getOffchainAccountLendingPool() {
+        return this.account.getOffchainAccount().getLendingPool(this.getFactory(), this.getId());
+    }
     // Balance
     getBalanceUSD() {
         return __awaiter(this, void 0, void 0, function* () {
@@ -96,15 +85,7 @@ class OnchainAccountLendingPool {
             return collateralUSD - debtUSD;
         });
     }
-    getLPEquity() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const lpEquityUSD = yield this.getLPEquityUSD();
-            const tokenPrice = yield this.getCollateral().getTokenPriceAccurate();
-            const stakedLPExchangeRate = yield this.lendingPool.getStakedLPExchangeRate();
-            return lpEquityUSD / tokenPrice * stakedLPExchangeRate;
-        });
-    }
-    // Debt
+    // APR
     getAccountAPR() {
         return __awaiter(this, void 0, void 0, function* () {
             const depositedAUSD = yield this.getBorrowableA().getDepositedUSD();
@@ -115,197 +96,6 @@ class OnchainAccountLendingPool {
             return totalSupplied > 0 ? (depositedAUSD * supplyAPRA + depositedBUSD * supplyAPRB) / totalSupplied : 0;
         });
     }
-    // Values
-    getValuesFromPrice(changes, priceA, priceB) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const valueCollateral = (yield this.getCollateral().getDeposited()) + changes.changeCollateral;
-            const amountA = (yield this.getBorrowableA().getBorrowed()) + changes.changeBorrowedA;
-            const amountB = (yield this.getBorrowableB().getBorrowed()) + changes.changeBorrowedB;
-            const valueA = amountA * priceA;
-            const valueB = amountB * priceB;
-            return {
-                valueCollateral: valueCollateral > 0 ? valueCollateral : 0,
-                valueA: valueA > 0 ? valueA : 0,
-                valueB: valueB > 0 ? valueB : 0,
-            };
-        });
-    }
-    getValues(changes) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const [priceA, priceB] = yield this.lendingPool.getPriceDenomLP();
-            return this.getValuesFromPrice(changes, priceA, priceB);
-        });
-    }
-    getMarketValues(changes) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const [priceA, priceB] = yield this.lendingPool.getMarketPriceDenomLP();
-            return this.getValuesFromPrice(changes, priceA, priceB);
-        });
-    }
-    // Leverage
-    getLeverage(changes) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!changes)
-                changes = onchainTypes_1.NO_CHANGES;
-            const { valueCollateral, valueA, valueB } = yield this.getValues(changes);
-            const valueDebt = valueA + valueB;
-            if (valueDebt == 0)
-                return 1;
-            const equity = valueCollateral - valueDebt;
-            if (equity <= 0)
-                return Infinity;
-            return valueDebt / equity + 1;
-        });
-    }
-    // Liquidation Threshold
-    /*public async getLiquidationPriceSwingsGivenValues(values: Values) : Promise<[number, number]> {
-      if (!values) return [Infinity, Infinity];
-      const { valueCollateral, valueA, valueB } = values;
-      if (valueA + valueB == 0) return [Infinity, Infinity];
-      const safetyMargin = await this.getSafetyMargin();
-      const liquidationPenalty = await this.getLiquidationPenalty();
-      const actualCollateral = valueCollateral / liquidationPenalty;
-      const rad = Math.sqrt(actualCollateral ** 2 - 4 * valueA * valueB);
-      if (!rad) return [0, 0];
-      const t = (actualCollateral + rad) / (2 * Math.sqrt(safetyMargin));
-      let priceSwingA = (t / valueA) ** 2;
-      let priceSwingB = (t / valueB) ** 2;
-      return [priceSwingA, priceSwingB];
-    }
-    public async getLiquidationPricesGivenValues(values: Values) : Promise<[number, number]> {
-      const currentPrice = await this.lendingPool.getTWAPPrice();
-      const [priceSwingA, priceSwingB] = await this.getLiquidationPriceSwingsGivenValues(values);
-      return !this.account.getOnchain().priceInverted ? [currentPrice / priceSwingB, currentPrice * priceSwingA] : [currentPrice / priceSwingA, currentPrice * priceSwingB];
-    }
-    public async getLiquidationPriceSwings(changes?: Changes) {
-      if (!changes) changes = NO_CHANGES;
-      const values = await this.getValues(changes);
-      return this.getLiquidationPriceSwingsGivenValues(values);
-    }
-    public async getLiquidationPrices(changes?: Changes) {
-      if (!changes) changes = NO_CHANGES;
-      const values = await this.getValues(changes);
-      return this.getLiquidationPricesGivenValues(values);
-    }*/
-    getLiquidationPrices(changes) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!changes)
-                changes = onchainTypes_1.NO_CHANGES;
-            const collateralAmount = Math.max((yield this.getCollateral().getDeposited()) + changes.changeCollateral, 0);
-            const debtA = Math.max((yield this.getBorrowableA().getBorrowed()) + changes.changeBorrowedA, 0);
-            const debtB = Math.max((yield this.getBorrowableB().getBorrowed()) + changes.changeBorrowedB, 0);
-            const safetyMargin = yield this.getSafetyMargin();
-            const liquidationPenalty = yield this.getLiquidationPenalty();
-            const actualCollateral = collateralAmount / liquidationPenalty;
-            const [reservesWeight0, reservesWeight1] = yield this.lendingPool.getTwapReservesWeights();
-            const [priceA, priceB] = yield this.lendingPool.getPriceDenomLP();
-            const collateralA = actualCollateral * reservesWeight0 / priceA;
-            const collateralB = actualCollateral * reservesWeight1 / priceB;
-            let priceSwingA, priceSwingB;
-            if (factories_1.STABLE_FACTORIES.includes(this.lendingPool.getImpermaxFactory().getFactory())) {
-                priceSwingA = (0, lliquidity_math_1.solidlyStable_getLiquidatableXPriceDecrease)(collateralA, collateralB, debtA, debtB) * safetyMargin;
-                priceSwingB = (0, lliquidity_math_1.solidlyStable_getLiquidatableXPriceDecrease)(collateralB, collateralA, debtB, debtA) * safetyMargin;
-            }
-            else {
-                priceSwingA = (0, lliquidity_math_1.uniswapV2_getLiquidatableXPriceDecrease)(collateralA, collateralB, debtA, debtB) * safetyMargin;
-                priceSwingB = (0, lliquidity_math_1.uniswapV2_getLiquidatableXPriceDecrease)(collateralB, collateralA, debtB, debtA) * safetyMargin;
-            }
-            const twapPrice = yield this.lendingPool.getTWAPPrice();
-            return !this.account.getOnchain().priceInverted
-                ? [twapPrice * priceSwingA, twapPrice / priceSwingB]
-                : [twapPrice * priceSwingB, twapPrice / priceSwingA];
-        });
-    }
-    // Max Leverage
-    /*public async getMaxLeverage() : Promise<number> {
-      const availableCashA = await this.getBorrowableA().getPoolToken().getTotalBalance();
-      const availableCashB = await this.getBorrowableB().getPoolToken().getTotalBalance();
-      const [priceA, priceB] = await this.lendingPool.getMarketPriceDenomLP();
-      const [priceATWAP,] = await this.lendingPool.getPriceDenomLP();
-      const diff = priceA > priceATWAP ? priceA / priceATWAP : priceATWAP / priceA;
-      const adjustFactor = 1 / diff;
-      const availableCashValue1 = availableCashA * priceA;
-      const availableCashValue2 = availableCashB * priceB;
-      const { valueCollateral, valueA, valueB } = await this.getValues(NO_CHANGES);
-      const safetyMargin = (await this.getSafetyMargin()) * this.getUiMargin();
-      const liquidationPenalty = await this.getLiquidationPenalty();
-      const actualCollateral = valueCollateral / liquidationPenalty;
-      const num1 = actualCollateral * Math.sqrt(safetyMargin) - valueA * safetyMargin - valueB;
-      const num2 = actualCollateral * Math.sqrt(safetyMargin) - valueB * safetyMargin - valueA;
-      const den = safetyMargin + 1 - 2 * Math.sqrt(safetyMargin) / liquidationPenalty;
-      const additionalValueBorrowablePerSide = Math.min(num1 / den, num2 / den, availableCashValue1, availableCashValue2) * adjustFactor;
-      const valueDebt = valueA + valueB;
-      const equity = valueCollateral - valueDebt;
-      if (equity == 0) return 1;
-      return (valueDebt + additionalValueBorrowablePerSide * 2) / equity + 1;
-    }*/
-    // binary search how much additional leverage we can get
-    getMaxLeverage() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const availableCashA = yield this.getBorrowableA().getPoolToken().getTotalBalance();
-            const availableCashB = yield this.getBorrowableB().getPoolToken().getTotalBalance();
-            const collateralAmount = yield this.getCollateral().getDeposited();
-            const [reservesWeight0, reservesWeight1] = yield this.lendingPool.getMarketReservesWeights();
-            //const [priceA, priceB] = await this.lendingPool.getPriceDenomLP();
-            //TODO come posso adattare l'aggiustamento alle stable pairs?
-            const [priceA, priceB] = yield this.lendingPool.getMarketPriceDenomLP();
-            const [priceATWAP,] = yield this.lendingPool.getPriceDenomLP();
-            const diff = priceA > priceATWAP ? priceA / priceATWAP : priceATWAP / priceA;
-            const collateralA = collateralAmount * reservesWeight0 / priceA;
-            const collateralB = collateralAmount * reservesWeight1 / priceB;
-            const twapPrice = yield this.lendingPool.getTWAPPrice();
-            // start search
-            let addLev = 100;
-            let addLevPrev = 0;
-            let bestChanges = onchainTypes_1.NO_CHANGES;
-            for (let i = 0; i < 1000; i++) {
-                const jump = Math.abs(addLev - addLevPrev) / 2;
-                if (jump < 0.01)
-                    break;
-                addLevPrev = addLev;
-                const adjustFactor = Math.pow((0, utils_1.impermanentLoss)(Math.pow(diff, 2)), addLev);
-                const actualAddLev = addLev * adjustFactor;
-                const changeCollateral = collateralAmount * actualAddLev;
-                const changeBorrowedA = collateralA * actualAddLev;
-                const changeBorrowedB = collateralB * actualAddLev;
-                if (changeBorrowedA > availableCashA || changeBorrowedB > availableCashB) {
-                    addLev -= jump;
-                    continue;
-                }
-                const changes = { changeCollateral, changeBorrowedA, changeBorrowedB };
-                const [liqPriceA, liqPriceB] = yield this.getLiquidationPrices(changes);
-                if (liqPriceA * this.getUiMargin() > twapPrice || liqPriceB / this.getUiMargin() < twapPrice)
-                    addLev -= jump;
-                else {
-                    bestChanges = changes;
-                    addLev += jump;
-                }
-            }
-            const maxLeverage = yield this.getLeverage(bestChanges);
-            return Math.floor(maxLeverage * 100) / 100;
-        });
-    }
-    // Max Deleverage
-    getMaxDeleverage(slippage) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const { valueCollateral, valueA, valueB } = yield this.getMarketValues(onchainTypes_1.NO_CHANGES);
-            const [reservesWeight0, reservesWeight1] = yield this.lendingPool.getMarketReservesWeights();
-            const collateralValueA = valueCollateral * reservesWeight0;
-            const collateralValueB = valueCollateral * reservesWeight1;
-            if (collateralValueA >= valueA && collateralValueB >= valueB) {
-                return (yield this.getCollateral().getDeposited()) * this.account.getOnchain().dust;
-            }
-            if (valueCollateral < valueA + valueB) {
-                return 0;
-            }
-            if (valueA / collateralValueA < valueB / collateralValueB) {
-                return (valueA + valueA / collateralValueA * collateralValueB);
-            }
-            else {
-                return (valueB + valueB / collateralValueB * collateralValueA);
-            }
-        });
-    }
     // Available Reward
     getAvailableReward() {
         return __awaiter(this, void 0, void 0, function* () {

package/lib/onchain/account/lendingPool/onchainAccountLendingPoolV2.d.ts

@@ -0,0 +1,44 @@
+import { Borrowable } from '../../../config/types';
+import { Changes, PendingRewardUI } from '../../onchainTypes';
+import { OnchainLendingPoolV2 } from '../../impermaxFactory/lendingPool';
+import OnchainAccountLendingPool from "./onchainAccountLendingPool";
+import OnchainAccountBorrowableV2 from "./onchainAccountBorrowableV2";
+import OnchainAccountCollateralV2 from "./onchainAccountCollateralV2";
+import OnchainInteractionsLendingPoolV2 from "../../interactions/lendingPool/onchainInteractionsLendingPoolV2";
+export default class OnchainAccountLendingPoolV2 extends OnchainAccountLendingPool {
+    protected readonly lendingPool: OnchainLendingPoolV2;
+    protected readonly collateral: OnchainAccountCollateralV2;
+    protected readonly borrowables: {
+        [Borrowable.A]: OnchainAccountBorrowableV2;
+        [Borrowable.B]: OnchainAccountBorrowableV2;
+    };
+    protected getNewCollateralObject(): OnchainAccountCollateralV2;
+    protected getNewBorrowableObject(borrowable: Borrowable): OnchainAccountBorrowableV2;
+    getLendingPool: () => OnchainLendingPoolV2;
+    getBorrowable: (borrowable: Borrowable) => OnchainAccountBorrowableV2;
+    getBorrowableA: () => OnchainAccountBorrowableV2;
+    getBorrowableB: () => OnchainAccountBorrowableV2;
+    getCollateral: () => OnchainAccountCollateralV2;
+    getInteractionsLendingPool(): OnchainInteractionsLendingPoolV2;
+    getLPEquity(): Promise<number>;
+    getValuesFromPrice(changes: Changes, priceA: number, priceB: number): Promise<{
+        valueCollateral: number;
+        valueA: number;
+        valueB: number;
+    }>;
+    getValues(changes: Changes): Promise<{
+        valueCollateral: number;
+        valueA: number;
+        valueB: number;
+    }>;
+    getMarketValues(changes: Changes): Promise<{
+        valueCollateral: number;
+        valueA: number;
+        valueB: number;
+    }>;
+    getLeverage(changes?: Changes): Promise<number>;
+    getLiquidationPrices(changes?: Changes): Promise<number[]>;
+    getMaxLeverage(): Promise<number>;
+    getMaxDeleverage(slippage: number): Promise<number>;
+    getAvailableReward(): Promise<PendingRewardUI[]>;
+}