@cryptoalgebra/alm-sdk
Version:
Algebra ALM SDK
202 lines • 13.9 kB
JavaScript
;
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
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var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
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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.getVaultMetrics = void 0;
var types_1 = require("../types");
// eslint-disable-next-line import/no-cycle
var vault_1 = require("./vault");
var _totalBalances_1 = require("./_totalBalances");
var priceFromPool_1 = require("./priceFromPool");
var timestamps_1 = require("../utils/timestamps");
var getPrice_1 = __importDefault(require("../utils/getPrice"));
var contracts_1 = require("../contracts");
var formatBigInt_1 = __importDefault(require("../utils/formatBigInt"));
var calculateDtr_1 = require("./calculateDtr");
var calculateFees_1 = require("./calculateFees");
var calculateApr_1 = require("./calculateApr");
var _vaultEvents_1 = require("./_vaultEvents");
function getVaultMetrics(vaultAddress, jsonProvider, dex, timeIntervals) {
return __awaiter(this, void 0, void 0, function () {
var _a, chainId, vault, decimals0, decimals1, isInv, depositTokenDecimals, scarceTokenDecimals, vaultContract, arrDays, maxTimeInterval, currLpPrice, currTvl, totalAmountsBN, totalAmounts, poolAddress, poolContract, sqrtPrice, price, totalSupplyBN, totalSupply, e_1, rebalances, collectedFees, deposits, withdraws, vaultEvents, arrRebalances, arrOtherFees, arrDeposits, arrWithdraws, currentDtr, allDtrs, 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:
decimals0 = _c.sent();
return [4 /*yield*/, (0, _totalBalances_1.getTokenDecimals)(vault.tokenB, jsonProvider, chainId)];
case 3:
decimals1 = _c.sent();
isInv = vault.allowTokenB;
depositTokenDecimals = isInv ? decimals1 : decimals0;
scarceTokenDecimals = isInv ? decimals0 : decimals1;
vaultContract = (0, contracts_1.getAlgebraVaultContract)(vaultAddress, jsonProvider);
arrDays = timeIntervals && timeIntervals.length > 0 ? timeIntervals : [1, 7, 30];
maxTimeInterval = Math.max.apply(Math, arrDays);
currLpPrice = 0;
currTvl = 0;
_c.label = 4;
case 4:
_c.trys.push([4, 9, , 10]);
return [4 /*yield*/, vaultContract.getTotalAmounts()];
case 5:
totalAmountsBN = _c.sent();
totalAmounts = {
total0: (0, formatBigInt_1.default)(totalAmountsBN.total0, decimals0),
total1: (0, formatBigInt_1.default)(totalAmountsBN.total1, decimals1),
0: (0, formatBigInt_1.default)(totalAmountsBN.total0, decimals0),
1: (0, formatBigInt_1.default)(totalAmountsBN.total1, decimals1),
};
return [4 /*yield*/, vaultContract.pool()];
case 6:
poolAddress = _c.sent();
poolContract = (0, contracts_1.getAlgebraPoolContract)(poolAddress, jsonProvider);
return [4 /*yield*/, poolContract.globalState()];
case 7:
sqrtPrice = (_c.sent()).price;
price = (0, getPrice_1.default)(isInv, sqrtPrice, depositTokenDecimals, scarceTokenDecimals, 15);
currTvl = !isInv
? Number(totalAmounts.total0) + Number(totalAmounts.total1) * price
: Number(totalAmounts.total1) + Number(totalAmounts.total0) * price;
return [4 /*yield*/, vaultContract.totalSupply()];
case 8:
totalSupplyBN = _c.sent();
totalSupply = (0, formatBigInt_1.default)(totalSupplyBN, types_1.algebraVaultDecimals);
if (Number(totalSupply) === 0) {
throw new Error("Could not get LP price. Vault total supply is 0 for vault ".concat(vaultAddress, " on chain ").concat(chainId));
}
currLpPrice = currTvl / Number(totalSupply);
return [3 /*break*/, 10];
case 9:
e_1 = _c.sent();
console.error("Could not get LP price from vault ".concat(vaultAddress, " "));
throw e_1;
case 10: return [4 /*yield*/, (0, _vaultEvents_1._getRebalances)(vaultAddress, chainId, dex)];
case 11:
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)];
case 12:
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)];
case 13:
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)];
case 14:
withdraws = (_c.sent());
if (!withdraws)
throw new Error("Error getting vault withdraws on ".concat(chainId, " for ").concat(vaultAddress));
vaultEvents = __spreadArray(__spreadArray(__spreadArray(__spreadArray([], deposits, true), withdraws, true), rebalances, true), collectedFees, true).sort(function (a, b) { return Number(b.createdAtTimestamp) - Number(a.createdAtTimestamp); });
arrRebalances = rebalances
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(maxTimeInterval); })
.map(function (e) { return (0, calculateDtr_1.getDtrAtFeeCollectionEvent)(e, isInv, decimals0, decimals1); });
arrOtherFees = collectedFees
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(maxTimeInterval); })
.map(function (e) { return (0, calculateDtr_1.getDtrAtFeeCollectionEvent)(e, isInv, decimals0, decimals1); });
arrDeposits = deposits
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(maxTimeInterval); })
.map(function (e) { return (0, calculateDtr_1.getDtrAtTransactionEvent)(e, isInv, decimals0, decimals1); });
arrWithdraws = withdraws
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(maxTimeInterval); })
.map(function (e) { return (0, calculateDtr_1.getDtrAtTransactionEvent)(e, isInv, decimals0, decimals1); });
_b = {
atTimestamp: Math.floor(Date.now() / 1000).toString()
};
return [4 /*yield*/, (0, priceFromPool_1.getCurrentDtr)(vaultAddress, jsonProvider, dex, isInv, decimals0, decimals1)];
case 15:
currentDtr = (_b.percent = _c.sent(),
_b);
allDtrs = __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); });
result = [];
arrDays.forEach(function (d) {
var objLpPrice = (0, calculateApr_1.getLpPriceAt)(vaultEvents, d, isInv, decimals0, decimals1);
var prevLpPrice = objLpPrice === null || objLpPrice === void 0 ? void 0 : objLpPrice.priceChange;
var priceChange = !prevLpPrice || prevLpPrice === 0 ? null : ((currLpPrice - prevLpPrice) / prevLpPrice) * 100;
var lpApr = !prevLpPrice
? null
: ((currLpPrice - prevLpPrice) / ((prevLpPrice * objLpPrice.timeInterval) / 365)) * 100;
var dtrsForTimeInterval = allDtrs.filter(function (elem) { return Number(elem.atTimestamp) * 1000 >= Date.now() - (0, timestamps_1.daysToMilliseconds)(d); });
var averageDtr = (0, calculateDtr_1.getAverageDtr)(dtrsForTimeInterval);
var filteredRebalances = rebalances
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(d); });
var filteredFees = collectedFees
.slice()
.filter(function (r) { return Number(r.createdAtTimestamp) * 1000 > Date.now() - (0, timestamps_1.daysToMilliseconds)(d); });
var totalFeesAmount = (0, calculateFees_1.getTotalFeesAmountInBaseTokens)(filteredRebalances, decimals0, decimals1, isInv) +
(0, calculateFees_1.getTotalFeesAmountInBaseTokens)(filteredFees, decimals0, decimals1, isInv);
var feeApr = d !== 0 && currTvl !== 0 ? (((totalFeesAmount / d) * 365) / currTvl) * 100 : 0;
result.push({
timeInterval: d,
lpPriceChange: priceChange,
lpApr: lpApr,
avgDtr: averageDtr,
feeApr: feeApr,
});
});
return [2 /*return*/, result];
}
});
});
}
exports.getVaultMetrics = getVaultMetrics;
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