@cryptoalgebra/alm-sdk
Version:
Algebra ALM SDK
235 lines • 15.1 kB
JavaScript
;
/* eslint-disable no-redeclare */
/* eslint-disable import/prefer-default-export */
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.getAverageDepositTokenRatios = exports.getAverageDtr = exports.getAllDtrsForTimeInterval = exports.getDtrAtFeeCollectionEvent = exports.getDtrAtTransactionEvent = exports.getAmountsInDepositToken = void 0;
var bignumber_1 = require("@ethersproject/bignumber");
var units_1 = require("@ethersproject/units");
// eslint-disable-next-line import/no-cycle
var vault_1 = require("./vault");
var _totalBalances_1 = require("./_totalBalances");
var formatBigInt_1 = __importDefault(require("../utils/formatBigInt"));
var timestamps_1 = require("../utils/timestamps");
var deposit_1 = require("./deposit");
var getPrice_1 = __importDefault(require("../utils/getPrice"));
var calculateFees_1 = require("./calculateFees");
var priceFromPool_1 = require("./priceFromPool");
var _vaultEvents_1 = require("./_vaultEvents");
var truncateToDecimals_1 = __importDefault(require("../utils/truncateToDecimals"));
function getAmountsInDepositToken(sqrtPrice, amount0, amount1, token0Decimals, token1Decimals, depositToken) {
var isVaultInverted = depositToken === 1;
var depositTokenDecimals = isVaultInverted ? token1Decimals : token0Decimals;
var scarceTokenDecimals = isVaultInverted ? token0Decimals : token1Decimals;
var price0 = !isVaultInverted
? 1
: (0, getPrice_1.default)(isVaultInverted, bignumber_1.BigNumber.from(sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
var price1 = isVaultInverted
? 1
: (0, getPrice_1.default)(isVaultInverted, bignumber_1.BigNumber.from(sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
var amountInDepositToken = Number((0, formatBigInt_1.default)(amount0, token0Decimals)) * price0 + Number((0, formatBigInt_1.default)(amount1, token1Decimals)) * price1;
var amountStr = (0, truncateToDecimals_1.default)(amountInDepositToken, depositTokenDecimals);
var amountInDepositTokenBN = (0, units_1.parseUnits)(amountStr, depositTokenDecimals);
return amountInDepositTokenBN;
}
exports.getAmountsInDepositToken = getAmountsInDepositToken;
// total amounts at deposit or withdrawal in deposit tokens
function getTotalAmountsAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent) {
var depositTokenDecimals = isVaultInverted ? token1Decimals : token0Decimals;
var scarceTokenDecimals = isVaultInverted ? token0Decimals : token1Decimals;
var price0 = !isVaultInverted
? 1
: (0, getPrice_1.default)(isVaultInverted, bignumber_1.BigNumber.from(objTransactionEvent.sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
var price1 = isVaultInverted
? 1
: (0, getPrice_1.default)(isVaultInverted, bignumber_1.BigNumber.from(objTransactionEvent.sqrtPrice), depositTokenDecimals, scarceTokenDecimals, 15);
var amount0 = beforeEvent
? Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount0BeforeEvent), token0Decimals)) * price0
: Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount0), token0Decimals)) * price0;
var amount1 = beforeEvent
? Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount1BeforeEvent), token1Decimals)) * price1
: Number((0, formatBigInt_1.default)(bignumber_1.BigNumber.from(objTransactionEvent.totalAmount1), token1Decimals)) * price1;
return [amount0, amount1];
}
function getDtrAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent) {
if (beforeEvent === void 0) { beforeEvent = false; }
var timestamp = objTransactionEvent.createdAtTimestamp;
var totalAmounts = getTotalAmountsAtTransactionEvent(objTransactionEvent, isVaultInverted, token0Decimals, token1Decimals, beforeEvent);
var dtr = isVaultInverted
? (totalAmounts[1] / (totalAmounts[0] + totalAmounts[1])) * 100
: (totalAmounts[0] / (totalAmounts[0] + totalAmounts[1])) * 100;
return { atTimestamp: timestamp, percent: dtr };
}
exports.getDtrAtTransactionEvent = getDtrAtTransactionEvent;
function getDtrAtFeeCollectionEvent(objFeeCollectionEvent, isVaultInverted, token0Decimals, token1Decimals) {
var timestamp = objFeeCollectionEvent.createdAtTimestamp;
var totalAmounts = (0, calculateFees_1.getTotalAmountsAtFeeCollectionEvent)(objFeeCollectionEvent, isVaultInverted, token0Decimals, token1Decimals);
var dtr = isVaultInverted
? (totalAmounts[1] / (totalAmounts[0] + totalAmounts[1])) * 100
: (totalAmounts[0] / (totalAmounts[0] + totalAmounts[1])) * 100;
return { atTimestamp: timestamp, percent: dtr };
}
exports.getDtrAtFeeCollectionEvent = getDtrAtFeeCollectionEvent;
// time Interval in days
function getAllDtrsForTimeInterval(vaultAddress, jsonProvider, dex, timeInterval) {
return __awaiter(this, void 0, void 0, function () {
var _a, chainId, vault, token0Decimals, token1Decimals, isVaultInverted, rebalances, collectedFees, deposits, withdraws, arrRebalances, arrOtherFees, arrDeposits, arrWithdraws, currentDtr, result;
var _b;
return __generator(this, function (_c) {
switch (_c.label) {
case 0: return [4 /*yield*/, (0, vault_1.validateVaultData)(vaultAddress, jsonProvider, dex)];
case 1:
_a = _c.sent(), chainId = _a.chainId, vault = _a.vault;
return [4 /*yield*/, (0, _totalBalances_1.getTokenDecimals)(vault.tokenA, jsonProvider, chainId)];
case 2:
token0Decimals = _c.sent();
return [4 /*yield*/, (0, _totalBalances_1.getTokenDecimals)(vault.tokenB, jsonProvider, chainId)];
case 3:
token1Decimals = _c.sent();
return [4 /*yield*/, (0, deposit_1.isTokenAllowed)(1, vaultAddress, jsonProvider, dex)];
case 4:
isVaultInverted = _c.sent();
return [4 /*yield*/, (0, _vaultEvents_1._getRebalances)(vaultAddress, chainId, dex, timeInterval)];
case 5:
rebalances = _c.sent();
if (!rebalances)
throw new Error("Error getting vault rebalances on ".concat(chainId, " for ").concat(vaultAddress));
return [4 /*yield*/, (0, _vaultEvents_1._getFeesCollectedEvents)(vaultAddress, chainId, dex, timeInterval)];
case 6:
collectedFees = _c.sent();
if (!collectedFees)
throw new Error("Error getting vault collected fees on ".concat(chainId, " for ").concat(vaultAddress));
return [4 /*yield*/, (0, _vaultEvents_1._getDeposits)(vaultAddress, chainId, dex, timeInterval)];
case 7:
deposits = _c.sent();
if (!deposits)
throw new Error("Error getting vault deposits on ".concat(chainId, " for ").concat(vaultAddress));
return [4 /*yield*/, (0, _vaultEvents_1._getWithdraws)(vaultAddress, chainId, dex, timeInterval)];
case 8:
withdraws = _c.sent();
if (!withdraws)
throw new Error("Error getting vault withdraws on ".concat(chainId, " for ").concat(vaultAddress));
arrRebalances = rebalances
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
.map(function (e) { return getDtrAtFeeCollectionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
arrOtherFees = collectedFees
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
.map(function (e) { return getDtrAtFeeCollectionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
arrDeposits = deposits
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
.map(function (e) { return getDtrAtTransactionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
arrWithdraws = withdraws
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(timeInterval); })
.map(function (e) { return getDtrAtTransactionEvent(e, isVaultInverted, token0Decimals, token1Decimals); });
_b = {
atTimestamp: Math.floor(Date.now() / 1000).toString()
};
return [4 /*yield*/, (0, priceFromPool_1.getCurrentDtr)(vaultAddress, jsonProvider, dex, isVaultInverted, token0Decimals, token1Decimals)];
case 9:
currentDtr = (_b.percent = _c.sent(),
_b);
result = __spreadArray(__spreadArray(__spreadArray(__spreadArray(__spreadArray([], arrDeposits, true), arrWithdraws, true), arrRebalances, true), arrOtherFees, true), [currentDtr], false).sort(function (a, b) { return Number(b.atTimestamp) - Number(a.atTimestamp); });
return [2 /*return*/, result];
}
});
});
}
exports.getAllDtrsForTimeInterval = getAllDtrsForTimeInterval;
function getAverageDtr(allDtrs) {
if (allDtrs.length === 0) {
return 0;
}
if (allDtrs.length === 1) {
return allDtrs[0].percent; // current value
}
var dtrsSum = 0;
for (var i = 0; i < allDtrs.length - 1; i += 1) {
dtrsSum +=
((allDtrs[i].percent + allDtrs[i + 1].percent) / 2) *
(Number(allDtrs[i + 1].atTimestamp) - Number(allDtrs[i].atTimestamp));
}
return dtrsSum / (Number(allDtrs[allDtrs.length - 1].atTimestamp) - Number(allDtrs[0].atTimestamp));
}
exports.getAverageDtr = getAverageDtr;
// timeInterval in days
function getAverageDepositTokenRatios(vaultAddress, jsonProvider, dex, timeIntervals) {
if (timeIntervals === void 0) { timeIntervals = [1, 7, 30]; }
return __awaiter(this, void 0, void 0, function () {
var forTimeIntervals, maxTimeInterval, allDtrs, result;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
forTimeIntervals = timeIntervals;
if (timeIntervals.length === 0) {
forTimeIntervals = [0];
}
maxTimeInterval = Math.max.apply(Math, forTimeIntervals);
return [4 /*yield*/, getAllDtrsForTimeInterval(vaultAddress, jsonProvider, dex, maxTimeInterval)];
case 1:
allDtrs = _a.sent();
result = [];
forTimeIntervals.forEach(function (interval) {
var dtrsForTimeInterval = interval === 0
? [allDtrs[0]]
: allDtrs.filter(function (elem) { return Number(elem.atTimestamp) * 1000 >= Date.now() - (0, timestamps_1.daysToMilliseconds)(interval); });
var averageDtr = getAverageDtr(dtrsForTimeInterval);
result.push({ timePeriod: interval, percent: averageDtr });
});
return [2 /*return*/, result];
}
});
});
}
exports.getAverageDepositTokenRatios = getAverageDepositTokenRatios;
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