impermax-sdk 2.1.471 → 2.1.472

package/lib/offchain/lendingPool/nftlp/offchainNftlpAeroCL.js

@@ -6,6 +6,8 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const offchainAccountNftlpAeroCL_1 = __importDefault(require("../../account/lendingPool/nftlp/offchainAccountNftlpAeroCL"));
 const types_1 = require("../../../config/types");
 const offchainNftlpGenericCL_1 = __importDefault(require("./offchainNftlpGenericCL"));
+const Q128 = 2 ** 128;
+const Q256 = BigInt(2) ** BigInt(256);
 class OffchainNftlpAeroCL extends offchainNftlpGenericCL_1.default {
     getExtension() {
         return types_1.Extension.AeroCL;
@@ -14,19 +16,48 @@ class OffchainNftlpAeroCL extends offchainNftlpGenericCL_1.default {
         return new offchainAccountNftlpAeroCL_1.default(accountCollateral);
     }
     async initializeFullRangeRateAccurate(tickSpacing) {
+        // To calculate the apr, we compare the current rewardGrowthGlobalX128 with the rewardGrowthGlobalX128 of 24 hours ago.
+        // If less than 24 hours of data are available, then we use the oldest feeGrowthGlobal available
+        // If there was an epoch change in the last 24 hours, we take the beginning of the epoch as the oldest point
+        const OLDEST_USABLE_DATA = 24 * 60 * 60;
         const { address } = await this.getGenericCLPool(tickSpacing);
         if (!address)
             return 0;
-        let feeGrowthData = [];
+        let rewardGrowthData = [];
         try {
-            feeGrowthData = await this.getLendingPool().getOffchain().getGenericCLPoolChart(this.getExtension(), address.toLowerCase());
+            rewardGrowthData = await this.getLendingPool().getOffchain().getGenericCLPoolChart(this.getExtension(), address.toLowerCase());
         }
         catch (err) { }
-        if (!feeGrowthData || feeGrowthData.length < 1) {
+        if (!rewardGrowthData || rewardGrowthData.length < 2) {
             console.log(`No historic fee growth data available for aeroCL pool: ${address}`);
             return 0;
         }
-        const rewardRatePerUnitOfLiquidity = Number(feeGrowthData[0].rewardRate) / Number(feeGrowthData[0].stakedLiquidity);
+        // the endpoint returns an array ordered from most recent to least recent
+        const mostRecentTimestamp = rewardGrowthData[0].timestamp;
+        const currentRewardGrowthGlobalX128 = BigInt(rewardGrowthData[0].rewardGrowthGlobalX128);
+        const currentRewardRate = rewardGrowthData[0].rewardRate;
+        let leastRecentTimestamp = 0;
+        let pastRewardGrowthGlobalX128;
+        for (const data of rewardGrowthData) {
+            if (mostRecentTimestamp - data.timestamp > OLDEST_USABLE_DATA)
+                break;
+            if (data.rewardRate != currentRewardRate)
+                break;
+            leastRecentTimestamp = data.timestamp;
+            pastRewardGrowthGlobalX128 = BigInt(data.feeGrowthGlobal0X128);
+        }
+        let rewardRatePerUnitOfLiquidity;
+        if (leastRecentTimestamp === 0) {
+            // we don't have enough data to calculate the average
+            rewardRatePerUnitOfLiquidity = Number(rewardGrowthData[0].rewardRate) / Number(rewardGrowthData[0].stakedLiquidity);
+        }
+        else {
+            const deltaTime = mostRecentTimestamp - leastRecentTimestamp;
+            let delta = currentRewardGrowthGlobalX128 - pastRewardGrowthGlobalX128;
+            if (delta < 0)
+                delta += Q256;
+            rewardRatePerUnitOfLiquidity = Number(delta) / Q128 / deltaTime;
+        }
         const priceA = await this.getLendingPool().getBorrowableA().getTokenPriceAccurate();
         const priceB = await this.getLendingPool().getBorrowableB().getTokenPriceAccurate();
         const decimalA = await this.getLendingPool().getBorrowableA().getDecimals();

package/lib/offchain/lendingPool/nftlp/offchainNftlpUniswapV3.js

@@ -64,9 +64,9 @@ class OffchainNftlpUniswapV3 extends offchainNftlpGenericCL_1.default {
     // and a feeGrowthGlobal at a previous point in time,
     // but this currently requires a separate call for each fee tier
     async initializeFullRangeRateAccurate(tickSpacing) {
-        // To calculate the apr, we compare the current feeGrowthGlobal with the feeGrowthGlobal of 7 days ago.
-        // If less than 7 days of data are available, then we use the oldest feeGrowthGlobal available
-        const OLDEST_USABLE_DATA = 7 * 24 * 60 * 60;
+        // To calculate the apr, we compare the current feeGrowthGlobal with the feeGrowthGlobal of 24 hours ago.
+        // If less than 24 hours of data are available, then we use the oldest feeGrowthGlobal available
+        const OLDEST_USABLE_DATA = 24 * 60 * 60;
         const { address } = await this.getGenericCLPool(tickSpacing);
         if (!address)
             return 0;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "impermax-sdk",
-  "version": "2.1.471",
+  "version": "2.1.472",
   "description": "",
   "main": "./lib/index.js",
   "module": "./lib/index.js",