443 lines
12 KiB
TypeScript
443 lines
12 KiB
TypeScript
import { BN } from '@project-serum/anchor';
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import { utf8 } from '@project-serum/anchor/dist/cjs/utils/bytes';
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import { PublicKey } from '@solana/web3.js';
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import { As, nativeI80F48ToUi } from '../utils';
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import { I80F48, I80F48Dto, ZERO_I80F48 } from './I80F48';
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export const QUOTE_DECIMALS = 6;
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export type TokenIndex = number & As<'token-index'>;
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export type OracleConfig = {
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confFilter: I80F48Dto;
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};
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export interface BankForHealth {
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tokenIndex: TokenIndex;
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maintAssetWeight: I80F48;
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initAssetWeight: I80F48;
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maintLiabWeight: I80F48;
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initLiabWeight: I80F48;
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price: I80F48;
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}
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export class Bank implements BankForHealth {
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public name: string;
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public depositIndex: I80F48;
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public borrowIndex: I80F48;
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public indexedDeposits: I80F48;
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public indexedBorrows: I80F48;
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public cachedIndexedTotalDeposits: I80F48;
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public cachedIndexedTotalBorrows: I80F48;
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public avgUtilization: I80F48;
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public adjustmentFactor: I80F48;
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public maxRate: I80F48;
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public rate0: I80F48;
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public rate1: I80F48;
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public util0: I80F48;
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public util1: I80F48;
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public _price: I80F48 | undefined;
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public _uiPrice: number | undefined;
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public collectedFeesNative: I80F48;
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public loanFeeRate: I80F48;
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public loanOriginationFeeRate: I80F48;
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public initAssetWeight: I80F48;
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public maintAssetWeight: I80F48;
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public initLiabWeight: I80F48;
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public maintLiabWeight: I80F48;
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public liquidationFee: I80F48;
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public dust: I80F48;
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static from(
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publicKey: PublicKey,
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obj: {
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group: PublicKey;
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name: number[];
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mint: PublicKey;
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vault: PublicKey;
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oracle: PublicKey;
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oracleConfig: OracleConfig;
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depositIndex: I80F48Dto;
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borrowIndex: I80F48Dto;
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cachedIndexedTotalDeposits: I80F48Dto;
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cachedIndexedTotalBorrows: I80F48Dto;
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indexedDeposits: I80F48Dto;
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indexedBorrows: I80F48Dto;
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indexLastUpdated: BN;
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bankRateLastUpdated: BN;
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avgUtilization: I80F48Dto;
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adjustmentFactor: I80F48Dto;
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util0: I80F48Dto;
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rate0: I80F48Dto;
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util1: I80F48Dto;
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rate1: I80F48Dto;
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maxRate: I80F48Dto;
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collectedFeesNative: I80F48Dto;
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loanFeeRate: I80F48Dto;
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loanOriginationFeeRate: I80F48Dto;
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maintAssetWeight: I80F48Dto;
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initAssetWeight: I80F48Dto;
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maintLiabWeight: I80F48Dto;
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initLiabWeight: I80F48Dto;
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liquidationFee: I80F48Dto;
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dust: I80F48Dto;
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flashLoanTokenAccountInitial: BN;
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flashLoanApprovedAmount: BN;
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tokenIndex: number;
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mintDecimals: number;
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bankNum: number;
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},
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): Bank {
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return new Bank(
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publicKey,
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obj.name,
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obj.group,
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obj.mint,
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obj.vault,
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obj.oracle,
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obj.oracleConfig,
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obj.depositIndex,
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obj.borrowIndex,
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obj.cachedIndexedTotalDeposits,
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obj.cachedIndexedTotalBorrows,
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obj.indexedDeposits,
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obj.indexedBorrows,
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obj.indexLastUpdated,
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obj.bankRateLastUpdated,
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obj.avgUtilization,
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obj.adjustmentFactor,
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obj.util0,
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obj.rate0,
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obj.util1,
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obj.rate1,
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obj.maxRate,
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obj.collectedFeesNative,
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obj.loanFeeRate,
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obj.loanOriginationFeeRate,
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obj.maintAssetWeight,
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obj.initAssetWeight,
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obj.maintLiabWeight,
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obj.initLiabWeight,
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obj.liquidationFee,
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obj.dust,
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obj.flashLoanTokenAccountInitial,
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obj.flashLoanApprovedAmount,
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obj.tokenIndex as TokenIndex,
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obj.mintDecimals,
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obj.bankNum,
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);
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}
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constructor(
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public publicKey: PublicKey,
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name: number[],
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public group: PublicKey,
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public mint: PublicKey,
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public vault: PublicKey,
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public oracle: PublicKey,
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oracleConfig: OracleConfig,
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depositIndex: I80F48Dto,
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borrowIndex: I80F48Dto,
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indexedTotalDeposits: I80F48Dto,
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indexedTotalBorrows: I80F48Dto,
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indexedDeposits: I80F48Dto,
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indexedBorrows: I80F48Dto,
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public indexLastUpdated: BN,
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public bankRateLastUpdated: BN,
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avgUtilization: I80F48Dto,
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adjustmentFactor: I80F48Dto,
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util0: I80F48Dto,
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rate0: I80F48Dto,
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util1: I80F48Dto,
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rate1: I80F48Dto,
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maxRate: I80F48Dto,
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collectedFeesNative: I80F48Dto,
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loanFeeRate: I80F48Dto,
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loanOriginationFeeRate: I80F48Dto,
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maintAssetWeight: I80F48Dto,
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initAssetWeight: I80F48Dto,
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maintLiabWeight: I80F48Dto,
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initLiabWeight: I80F48Dto,
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liquidationFee: I80F48Dto,
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dust: I80F48Dto,
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flashLoanTokenAccountInitial: BN,
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flashLoanApprovedAmount: BN,
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public tokenIndex: TokenIndex,
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public mintDecimals: number,
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public bankNum: number,
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) {
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this.name = utf8.decode(new Uint8Array(name)).split('\x00')[0];
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this.depositIndex = I80F48.from(depositIndex);
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this.borrowIndex = I80F48.from(borrowIndex);
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this.indexedDeposits = I80F48.from(indexedDeposits);
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this.indexedBorrows = I80F48.from(indexedBorrows);
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this.cachedIndexedTotalDeposits = I80F48.from(indexedTotalDeposits);
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this.cachedIndexedTotalBorrows = I80F48.from(indexedTotalBorrows);
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this.avgUtilization = I80F48.from(avgUtilization);
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this.adjustmentFactor = I80F48.from(adjustmentFactor);
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this.maxRate = I80F48.from(maxRate);
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this.util0 = I80F48.from(util0);
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this.rate0 = I80F48.from(rate0);
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this.util1 = I80F48.from(util1);
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this.rate1 = I80F48.from(rate1);
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this.collectedFeesNative = I80F48.from(collectedFeesNative);
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this.loanFeeRate = I80F48.from(loanFeeRate);
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this.loanOriginationFeeRate = I80F48.from(loanOriginationFeeRate);
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this.maintAssetWeight = I80F48.from(maintAssetWeight);
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this.initAssetWeight = I80F48.from(initAssetWeight);
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this.maintLiabWeight = I80F48.from(maintLiabWeight);
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this.initLiabWeight = I80F48.from(initLiabWeight);
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this.liquidationFee = I80F48.from(liquidationFee);
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this.dust = I80F48.from(dust);
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this._price = undefined;
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this._uiPrice = undefined;
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}
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toString(): string {
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return (
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'Bank ' +
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'\n public key - ' +
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this.publicKey.toBase58() +
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'\n token index - ' +
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this.tokenIndex +
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'\n token name - ' +
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this.name +
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'\n vault - ' +
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this.vault.toBase58() +
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'\n mintDecimals - ' +
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this.mintDecimals +
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'\n oracle - ' +
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this.oracle.toBase58() +
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'\n price - ' +
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this._price?.toNumber() +
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'\n uiPrice - ' +
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this._uiPrice +
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'\n deposit index - ' +
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this.depositIndex.toNumber() +
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'\n borrow index - ' +
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this.borrowIndex.toNumber() +
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'\n indexedDeposits - ' +
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this.indexedDeposits.toNumber() +
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'\n indexedBorrows - ' +
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this.indexedBorrows.toNumber() +
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'\n cachedIndexedTotalDeposits - ' +
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this.cachedIndexedTotalDeposits.toNumber() +
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'\n cachedIndexedTotalBorrows - ' +
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this.cachedIndexedTotalBorrows.toNumber() +
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'\n indexLastUpdated - ' +
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new Date(this.indexLastUpdated.toNumber() * 1000) +
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'\n bankRateLastUpdated - ' +
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new Date(this.bankRateLastUpdated.toNumber() * 1000) +
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'\n avgUtilization - ' +
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this.avgUtilization.toNumber() +
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'\n adjustmentFactor - ' +
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this.adjustmentFactor.toNumber() +
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'\n maxRate - ' +
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this.maxRate.toNumber() +
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'\n util0 - ' +
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this.util0.toNumber() +
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'\n rate0 - ' +
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this.rate0.toNumber() +
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'\n util1 - ' +
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this.util1.toNumber() +
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'\n rate1 - ' +
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this.rate1.toNumber() +
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'\n loanFeeRate - ' +
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this.loanFeeRate.toNumber() +
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'\n loanOriginationFeeRate - ' +
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this.loanOriginationFeeRate.toNumber() +
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'\n maintAssetWeight - ' +
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this.maintAssetWeight.toNumber() +
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'\n initAssetWeight - ' +
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this.initAssetWeight.toNumber() +
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'\n maintLiabWeight - ' +
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this.maintLiabWeight.toNumber() +
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'\n initLiabWeight - ' +
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this.initLiabWeight.toNumber() +
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'\n liquidationFee - ' +
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this.liquidationFee.toNumber() +
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'\n uiDeposits() - ' +
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this.uiDeposits() +
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'\n uiBorrows() - ' +
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this.uiBorrows() +
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'\n getDepositRate() - ' +
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this.getDepositRate().toNumber() +
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'\n getBorrowRate() - ' +
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this.getBorrowRate().toNumber()
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);
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}
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get price(): I80F48 {
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if (!this._price) {
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throw new Error(
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`Undefined price for bank ${this.publicKey} with tokenIndex ${this.tokenIndex}!`,
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);
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}
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return this._price;
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}
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get uiPrice(): number {
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if (!this._uiPrice) {
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throw new Error(
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`Undefined uiPrice for bank ${this.publicKey} with tokenIndex ${this.tokenIndex}!`,
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);
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}
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return this._uiPrice;
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}
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nativeDeposits(): I80F48 {
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return this.indexedDeposits.mul(this.depositIndex);
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}
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nativeBorrows(): I80F48 {
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return this.indexedBorrows.mul(this.borrowIndex);
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}
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uiDeposits(): number {
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return nativeI80F48ToUi(
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this.indexedDeposits.mul(this.depositIndex),
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this.mintDecimals,
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).toNumber();
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}
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uiBorrows(): number {
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return nativeI80F48ToUi(
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this.indexedBorrows.mul(this.borrowIndex),
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this.mintDecimals,
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).toNumber();
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}
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/**
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*
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* @returns borrow rate, 0 is 0% where 1 is 100%
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*/
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getBorrowRate(): I80F48 {
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const totalBorrows = this.nativeBorrows();
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const totalDeposits = this.nativeDeposits();
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if (totalDeposits.isZero() && totalBorrows.isZero()) {
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return ZERO_I80F48();
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}
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if (totalDeposits.lte(totalBorrows)) {
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return this.maxRate;
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}
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const utilization = totalBorrows.div(totalDeposits);
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if (utilization.gt(this.util1)) {
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const extraUtil = utilization.sub(this.util1);
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const slope = this.maxRate
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.sub(this.rate1)
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.div(I80F48.fromNumber(1).sub(this.util1));
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return this.rate1.add(slope.mul(extraUtil));
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} else if (utilization.gt(this.util0)) {
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const extraUtil = utilization.sub(this.util0);
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const slope = this.maxRate
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.sub(this.rate0)
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.div(I80F48.fromNumber(1).sub(this.util0));
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return this.rate0.add(slope.mul(extraUtil));
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} else {
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const slope = this.rate0.div(this.util0);
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return slope.mul(utilization);
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}
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}
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/**
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*
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* @returns borrow rate percentage
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*/
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getBorrowRateUi(): number {
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return this.getBorrowRate().toNumber() * 100;
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}
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/**
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*
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* @returns deposit rate, 0 is 0% where 1 is 100%
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*/
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getDepositRate(): I80F48 {
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const borrowRate = this.getBorrowRate();
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const totalBorrows = this.nativeBorrows();
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const totalDeposits = this.nativeDeposits();
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if (totalDeposits.isZero() && totalBorrows.isZero()) {
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return ZERO_I80F48();
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} else if (totalDeposits.isZero()) {
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return this.maxRate;
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}
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const utilization = totalBorrows.div(totalDeposits);
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return utilization.mul(borrowRate);
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}
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/**
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*
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* @returns deposit rate percentage
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*/
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getDepositRateUi(): number {
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return this.getDepositRate().toNumber() * 100;
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}
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}
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export class MintInfo {
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static from(
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publicKey: PublicKey,
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obj: {
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group: PublicKey;
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tokenIndex: number;
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mint: PublicKey;
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banks: PublicKey[];
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vaults: PublicKey[];
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oracle: PublicKey;
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registrationTime: BN;
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groupInsuranceFund: number;
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},
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): MintInfo {
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return new MintInfo(
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publicKey,
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obj.group,
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obj.tokenIndex as TokenIndex,
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obj.mint,
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obj.banks,
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obj.vaults,
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obj.oracle,
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obj.registrationTime,
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obj.groupInsuranceFund,
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);
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}
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constructor(
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public publicKey: PublicKey,
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public group: PublicKey,
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public tokenIndex: TokenIndex,
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public mint: PublicKey,
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public banks: PublicKey[],
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public vaults: PublicKey[],
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public oracle: PublicKey,
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public registrationTime: BN,
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public groupInsuranceFund: number,
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) {}
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public firstBank(): PublicKey {
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return this.banks[0];
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}
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public firstVault(): PublicKey {
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return this.vaults[0];
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}
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toString(): string {
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const res =
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'mint ' +
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this.mint.toBase58() +
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'\n oracle ' +
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this.oracle.toBase58() +
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'\n banks ' +
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this.banks
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.filter((pk) => pk.toBase58() !== PublicKey.default.toBase58())
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.toString() +
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'\n vaults ' +
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this.vaults
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.filter((pk) => pk.toBase58() !== PublicKey.default.toBase58())
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.toString();
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return res;
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}
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}
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