impermax-sdk 2.1.549 → 2.1.551

package/lib/offchain/account/lendingPool/nftlp/offchainAccountNftlpGenericCL.js

@@ -81,8 +81,8 @@ class OffchainAccountNftlpGenericCL extends offchainAccountNftlp_1.default {
             priceB: await this.getPriceB(tokenId),
             safetyMargin: await this.getLendingPool().getSafetyMargin(),
             liquidationPenalty: await this.getLendingPool().getLiquidationPenalty(),
-            borrowableX: await this.getNftlp().getLendingPool().getBorrowableA().createBorrowableObject(),
-            borrowableY: await this.getNftlp().getLendingPool().getBorrowableB().createBorrowableObject(),
+            borrowableX: await this.getNftlp().getLendingPool().getBorrowableA().createBorrowableObject(false, true),
+            borrowableY: await this.getNftlp().getLendingPool().getBorrowableB().createBorrowableObject(false, true),
             fullRangeRate: await this.getNftlp().getFullRangeRate(await this.getTickSpacing(tokenId)),
             cumulativeDepositX: await this.getCumulativeDeposit0(tokenId),
             cumulativeDepositY: await this.getCumulativeDeposit1(tokenId),

package/lib/offchain/account/lendingPool/offchainAccountBorrowable.js

@@ -57,7 +57,7 @@ class OffchainAccountBorrowable extends offchainAccountPoolToken_1.default {
     async createBorrowablePositionObject(lockStateChange = false) {
         return new borrowablePosition_1.BorrowablePosition({
             amount: await this.getAmount(),
-            borrowable: await this.getPoolToken().createBorrowableObject(lockStateChange),
+            borrowable: await this.getPoolToken().createBorrowableObject(lockStateChange, true),
             lockStateChange,
         });
     }

package/lib/offchain/lendingPool/offchainBorrowable.d.ts

@@ -7,7 +7,7 @@ import { OffchainLendingVault } from "../vault";
 export default class OffchainBorrowable extends OffchainPoolToken {
     protected readonly lendingPool: OffchainLendingPool;
     protected readonly borrowable: Borrowable;
-    createBorrowableObject(lockStateChange?: boolean): Promise<BorrowableEntity>;
+    createBorrowableObject(lockStateChange?: boolean, useMaxFlashAllocate?: boolean): Promise<BorrowableEntity>;
     private _accrueInterest;
     private _calculateBorrowRate;
     constructor(lendingPool: OffchainLendingPool, borrowable: Borrowable);

package/lib/offchain/lendingPool/offchainBorrowable.js

@@ -7,9 +7,9 @@ const utils_1 = require("../../utils");
 const offchainPoolToken_1 = __importDefault(require("../offchainPoolToken"));
 const borrowableEntity_1 = require("../../utils/borrowable/borrowableEntity");
 class OffchainBorrowable extends offchainPoolToken_1.default {
-    async createBorrowableObject(lockStateChange = false) {
+    async createBorrowableObject(lockStateChange = false, useMaxFlashAllocate = false) {
         const { kinkBorrowRate } = await this._calculateBorrowRate();
-        const maxFlashAllocate = await this.getMaxFlashAllocate();
+        const maxFlashAllocate = useMaxFlashAllocate ? await this.getMaxFlashAllocate() : null;
         return new borrowableEntity_1.BorrowableEntity({
             totalSupply: await this.getSupply(),
             totalBorrows: await this.getTotalBorrows(),

package/lib/onchain/impermaxFactory/lendingPool/onchainBorrowable.js

@@ -38,7 +38,7 @@ class OnchainBorrowable extends onchainPoolToken_1.default {
         return (underlying.toLowerCase() === weths_1.WETH[this.getLendingPool().getImpermaxFactory().getOnchain().network].toLowerCase());
     }
     async createBorrowableObject(lockStateChange = false) {
-        return (await this.getOffchainBorrowable()).createBorrowableObject(lockStateChange);
+        return (await this.getOffchainBorrowable()).createBorrowableObject(lockStateChange, true);
     }
     async getAvailableToBorrow() {
         return await this.getTotalBalance();

package/lib/utils/borrowable/borrowableEntity/index.d.ts

@@ -31,6 +31,8 @@ export declare class BorrowableEntity {
     getAvailableToBorrow(): number;
     getInitialAvailableToWithdraw(): number;
     getAvailableToWithdraw(): number;
+    calculateBorrowRateForUtilization(utilizationRate: number): number;
+    calculateSupplyRateForUtilization(utilizationRate: number): number;
     getBorrowRate(): number;
     getSupplyRate(): number;
     getBorrowAPR(): number;

package/lib/utils/borrowable/borrowableEntity/index.js

@@ -49,8 +49,7 @@ class BorrowableEntity {
     getAvailableToWithdraw() {
         return Math.max(this.totalSupply - this.totalBorrows, 0);
     }
-    getBorrowRate() {
-        const utilizationRate = this.getUtilizationRate();
+    calculateBorrowRateForUtilization(utilizationRate) {
         if (utilizationRate <= this.kinkUtilizationRate) {
             return this.kinkBorrowRate * utilizationRate / this.kinkUtilizationRate;
         }
@@ -59,8 +58,15 @@ class BorrowableEntity {
             return this.kinkBorrowRate * ((this.kinkMultiplier - 1) * overUtil + 1);
         }
     }
+    calculateSupplyRateForUtilization(utilizationRate) {
+        const borrowRate = this.calculateBorrowRateForUtilization(utilizationRate);
+        return borrowRate * utilizationRate * (1 - this.reserveFactor);
+    }
+    getBorrowRate() {
+        return this.calculateBorrowRateForUtilization(this.getUtilizationRate());
+    }
     getSupplyRate() {
-        return this.getBorrowRate() * this.getUtilizationRate() * (1 - this.reserveFactor);
+        return this.calculateSupplyRateForUtilization(this.getUtilizationRate());
     }
     getBorrowAPR() {
         return (0, index_1.toAPR)(this.getBorrowRate());

package/lib/utils/vault/lendingVaultEntity/index.js

@@ -133,9 +133,29 @@ class LendingVaultEntity {
     }
     getMaxFlashAllocate(borrowable) {
         // TODO dynamically calculate this
-        const amountToExclude = this.positions[borrowable].getInitialAvailableToWithdraw();
-        return (this.getAvailableLiquidity() - amountToExclude) * 0.99;
+        //let amountToExclude = this.positions[borrowable].getInitialAvailableToWithdraw();
+        //return (this.getAvailableLiquidity() - amountToExclude) * 0.99;
         // TODO questa è l'aggiunta, ma devo callare sommando anche initial amount... mmmmh
+        let maxFlashAllocate = 0;
+        const maxRate = this.positions[borrowable].borrowable.calculateSupplyRateForUtilization(1);
+        for (let i = 0; i < this.positions.length; i++) {
+            if (i === borrowable)
+                continue;
+            const b = this.positions[i].borrowable;
+            const maxWithdrawable = this.positions[i].getInitialAvailableToWithdraw();
+            const targetUtilizationRate = b.calculateUtilizationForRate(maxRate);
+            if (targetUtilizationRate > 1) {
+                maxFlashAllocate += maxWithdrawable;
+                continue;
+            }
+            const targetSupply = b.initialTotalBorrows / targetUtilizationRate;
+            // notice: supply delta CAN be negative
+            // in this case we have to consider that the vault will have to deposit
+            // liquidity in this pool instead of withdrawing it
+            const supplyDelta = b.totalSupply - targetSupply;
+            maxFlashAllocate += Math.min(maxWithdrawable, supplyDelta);
+        }
+        return Math.max(maxFlashAllocate * 0.99, 0);
     }
 }
 exports.LendingVaultEntity = LendingVaultEntity;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "impermax-sdk",
-  "version": "2.1.549",
+  "version": "2.1.551",
   "description": "",
   "main": "./lib/index.js",
   "module": "./lib/index.js",