356 lines
9.8 KiB
TypeScript
356 lines
9.8 KiB
TypeScript
import { BN } from '@project-serum/anchor';
|
|
import { utf8 } from '@project-serum/anchor/dist/cjs/utils/bytes';
|
|
import { PublicKey } from '@solana/web3.js';
|
|
import { nativeI80F48ToUi } from '../utils';
|
|
import { I80F48, I80F48Dto, ZERO_I80F48 } from './I80F48';
|
|
|
|
export const QUOTE_DECIMALS = 6;
|
|
|
|
export type OracleConfig = {
|
|
confFilter: I80F48Dto;
|
|
};
|
|
|
|
export class Bank {
|
|
public name: string;
|
|
public depositIndex: I80F48;
|
|
public borrowIndex: I80F48;
|
|
public cachedIndexedTotalDeposits: I80F48;
|
|
public cachedIndexedTotalBorrows: I80F48;
|
|
public avgUtilization: I80F48;
|
|
public adjustmentFactor: I80F48;
|
|
public maxRate: I80F48;
|
|
public rate0: I80F48;
|
|
public rate1: I80F48;
|
|
public util0: I80F48;
|
|
public util1: I80F48;
|
|
public price: I80F48;
|
|
public initAssetWeight: I80F48;
|
|
public maintAssetWeight: I80F48;
|
|
public initLiabWeight: I80F48;
|
|
public maintLiabWeight: I80F48;
|
|
public liquidationFee: I80F48;
|
|
|
|
static from(
|
|
publicKey: PublicKey,
|
|
obj: {
|
|
group: PublicKey;
|
|
name: number[];
|
|
mint: PublicKey;
|
|
vault: PublicKey;
|
|
oracle: PublicKey;
|
|
oracleConfig: OracleConfig;
|
|
depositIndex: I80F48Dto;
|
|
borrowIndex: I80F48Dto;
|
|
cachedIndexedTotalDeposits: I80F48Dto;
|
|
cachedIndexedTotalBorrows: I80F48Dto;
|
|
indexedDeposits: I80F48Dto;
|
|
indexedBorrows: I80F48Dto;
|
|
indexLastUpdated: BN;
|
|
bankRateLastUpdated: BN;
|
|
avgUtilization: I80F48Dto;
|
|
adjustmentFactor: I80F48Dto;
|
|
util0: I80F48Dto;
|
|
rate0: I80F48Dto;
|
|
util1: I80F48Dto;
|
|
rate1: I80F48Dto;
|
|
maxRate: I80F48Dto;
|
|
collectedFeesNative: I80F48Dto;
|
|
loanOriginationFeeRate: I80F48Dto;
|
|
loanFeeRate: I80F48Dto;
|
|
maintAssetWeight: I80F48Dto;
|
|
initAssetWeight: I80F48Dto;
|
|
maintLiabWeight: I80F48Dto;
|
|
initLiabWeight: I80F48Dto;
|
|
liquidationFee: I80F48Dto;
|
|
dust: I80F48Dto;
|
|
flashLoanVaultInitial: BN;
|
|
flashLoanApprovedAmount: BN;
|
|
tokenIndex: number;
|
|
mintDecimals: number;
|
|
bankNum: number;
|
|
},
|
|
) {
|
|
return new Bank(
|
|
publicKey,
|
|
obj.name,
|
|
obj.group,
|
|
obj.mint,
|
|
obj.vault,
|
|
obj.oracle,
|
|
obj.oracleConfig,
|
|
obj.depositIndex,
|
|
obj.borrowIndex,
|
|
obj.cachedIndexedTotalDeposits,
|
|
obj.cachedIndexedTotalBorrows,
|
|
obj.indexedDeposits,
|
|
obj.indexedBorrows,
|
|
obj.indexLastUpdated,
|
|
obj.bankRateLastUpdated,
|
|
obj.avgUtilization,
|
|
obj.adjustmentFactor,
|
|
obj.util0,
|
|
obj.rate0,
|
|
obj.util1,
|
|
obj.rate1,
|
|
obj.maxRate,
|
|
obj.collectedFeesNative,
|
|
obj.loanOriginationFeeRate,
|
|
obj.loanFeeRate,
|
|
obj.maintAssetWeight,
|
|
obj.initAssetWeight,
|
|
obj.maintLiabWeight,
|
|
obj.initLiabWeight,
|
|
obj.liquidationFee,
|
|
obj.dust,
|
|
obj.flashLoanVaultInitial,
|
|
obj.flashLoanApprovedAmount,
|
|
obj.tokenIndex,
|
|
obj.mintDecimals,
|
|
obj.bankNum,
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public publicKey: PublicKey,
|
|
name: number[],
|
|
public group: PublicKey,
|
|
public mint: PublicKey,
|
|
public vault: PublicKey,
|
|
public oracle: PublicKey,
|
|
oracleConfig: OracleConfig,
|
|
depositIndex: I80F48Dto,
|
|
borrowIndex: I80F48Dto,
|
|
indexedTotalDeposits: I80F48Dto,
|
|
indexedTotalBorrows: I80F48Dto,
|
|
indexedDeposits: I80F48Dto,
|
|
indexedBorrows: I80F48Dto,
|
|
public indexLastUpdated: BN,
|
|
public bankRateLastUpdated: BN,
|
|
avgUtilization: I80F48Dto,
|
|
adjustmentFactor: I80F48Dto,
|
|
util0: I80F48Dto,
|
|
rate0: I80F48Dto,
|
|
util1: I80F48Dto,
|
|
rate1: I80F48Dto,
|
|
maxRate: I80F48Dto,
|
|
collectedFeesNative: I80F48Dto,
|
|
loanOriginationFeeRate: I80F48Dto,
|
|
loanFeeRate: I80F48Dto,
|
|
maintAssetWeight: I80F48Dto,
|
|
initAssetWeight: I80F48Dto,
|
|
maintLiabWeight: I80F48Dto,
|
|
initLiabWeight: I80F48Dto,
|
|
liquidationFee: I80F48Dto,
|
|
dust: I80F48Dto,
|
|
flashLoanVaultInitial: BN,
|
|
flashLoanApprovedAmount: BN,
|
|
public tokenIndex: number,
|
|
public mintDecimals: number,
|
|
public bankNum: number,
|
|
) {
|
|
this.name = utf8.decode(new Uint8Array(name)).split('\x00')[0];
|
|
this.depositIndex = I80F48.from(depositIndex);
|
|
this.borrowIndex = I80F48.from(borrowIndex);
|
|
this.cachedIndexedTotalDeposits = I80F48.from(indexedTotalDeposits);
|
|
this.cachedIndexedTotalBorrows = I80F48.from(indexedTotalBorrows);
|
|
this.avgUtilization = I80F48.from(avgUtilization);
|
|
this.adjustmentFactor = I80F48.from(adjustmentFactor);
|
|
this.maxRate = I80F48.from(maxRate);
|
|
this.util0 = I80F48.from(util0);
|
|
this.rate0 = I80F48.from(rate0);
|
|
this.util1 = I80F48.from(util1);
|
|
this.rate1 = I80F48.from(rate1);
|
|
this.maintAssetWeight = I80F48.from(maintAssetWeight);
|
|
this.initAssetWeight = I80F48.from(initAssetWeight);
|
|
this.maintLiabWeight = I80F48.from(maintLiabWeight);
|
|
this.initLiabWeight = I80F48.from(initLiabWeight);
|
|
this.liquidationFee = I80F48.from(liquidationFee);
|
|
this.price = undefined;
|
|
}
|
|
|
|
toString(): string {
|
|
return (
|
|
'Bank ' +
|
|
'\n token index - ' +
|
|
this.tokenIndex +
|
|
'\n token name - ' +
|
|
this.name +
|
|
'\n deposit index - ' +
|
|
this.depositIndex.toNumber() +
|
|
'\n borrow index - ' +
|
|
this.borrowIndex.toNumber() +
|
|
'\n cachedIndexedTotalDeposits - ' +
|
|
this.cachedIndexedTotalDeposits.toNumber() +
|
|
'\n cachedIndexedTotalBorrows - ' +
|
|
this.cachedIndexedTotalBorrows.toNumber() +
|
|
'\n indexLastUpdated - ' +
|
|
new Date(this.indexLastUpdated.toNumber() * 1000) +
|
|
'\n bankRateLastUpdated - ' +
|
|
new Date(this.bankRateLastUpdated.toNumber() * 1000) +
|
|
'\n avgUtilization - ' +
|
|
this.avgUtilization.toNumber() +
|
|
'\n adjustmentFactor - ' +
|
|
this.adjustmentFactor.toNumber() +
|
|
'\n maxRate - ' +
|
|
this.maxRate.toNumber() +
|
|
'\n util0 - ' +
|
|
this.util0.toNumber() +
|
|
'\n rate0 - ' +
|
|
this.rate0.toNumber() +
|
|
'\n util1 - ' +
|
|
this.util1.toNumber() +
|
|
'\n rate1 - ' +
|
|
this.rate1.toNumber() +
|
|
'\n maintAssetWeight - ' +
|
|
this.maintAssetWeight.toNumber() +
|
|
'\n initAssetWeight - ' +
|
|
this.initAssetWeight.toNumber() +
|
|
'\n maintLiabWeight - ' +
|
|
this.maintLiabWeight.toNumber() +
|
|
'\n initLiabWeight - ' +
|
|
this.initLiabWeight.toNumber() +
|
|
'\n liquidationFee - ' +
|
|
this.liquidationFee.toNumber() +
|
|
'\n uiDeposits() - ' +
|
|
this.uiDeposits() +
|
|
'\n uiBorrows() - ' +
|
|
this.uiBorrows() +
|
|
'\n getDepositRate() - ' +
|
|
this.getDepositRate().toNumber() +
|
|
'\n getBorrowRate() - ' +
|
|
this.getBorrowRate().toNumber()
|
|
);
|
|
}
|
|
|
|
nativeDeposits(): I80F48 {
|
|
return this.cachedIndexedTotalDeposits.mul(this.depositIndex);
|
|
}
|
|
|
|
nativeBorrows(): I80F48 {
|
|
return this.cachedIndexedTotalBorrows.mul(this.borrowIndex);
|
|
}
|
|
|
|
uiDeposits(): number {
|
|
return nativeI80F48ToUi(
|
|
this.cachedIndexedTotalDeposits.mul(this.depositIndex),
|
|
this.mintDecimals,
|
|
).toNumber();
|
|
}
|
|
|
|
uiBorrows(): number {
|
|
return nativeI80F48ToUi(
|
|
this.cachedIndexedTotalBorrows.mul(this.borrowIndex),
|
|
this.mintDecimals,
|
|
).toNumber();
|
|
}
|
|
|
|
getBorrowRate(): I80F48 {
|
|
const totalBorrows = this.nativeBorrows();
|
|
const totalDeposits = this.nativeDeposits();
|
|
|
|
if (totalDeposits.eq(ZERO_I80F48) && totalBorrows.eq(ZERO_I80F48)) {
|
|
return ZERO_I80F48;
|
|
}
|
|
if (totalDeposits.lte(totalBorrows)) {
|
|
return this.maxRate;
|
|
}
|
|
|
|
const utilization = totalBorrows.div(totalDeposits);
|
|
if (utilization.gt(this.util1)) {
|
|
const extraUtil = utilization.sub(this.util1);
|
|
const slope = this.maxRate
|
|
.sub(this.rate1)
|
|
.div(I80F48.fromNumber(1).sub(this.util1));
|
|
return this.rate1.add(slope.mul(extraUtil));
|
|
} else if (utilization.gt(this.util0)) {
|
|
const extraUtil = utilization.sub(this.util0);
|
|
const slope = this.maxRate
|
|
.sub(this.rate0)
|
|
.div(I80F48.fromNumber(1).sub(this.util0));
|
|
return this.rate0.add(slope.mul(extraUtil));
|
|
} else {
|
|
const slope = this.rate0.div(this.util0);
|
|
return slope.mul(utilization);
|
|
}
|
|
}
|
|
|
|
getDepositRate(): I80F48 {
|
|
const borrowRate = this.getBorrowRate();
|
|
const totalBorrows = this.nativeBorrows();
|
|
const totalDeposits = this.nativeDeposits();
|
|
|
|
if (totalDeposits.eq(ZERO_I80F48) && totalBorrows.eq(ZERO_I80F48)) {
|
|
return ZERO_I80F48;
|
|
} else if (totalDeposits.eq(ZERO_I80F48)) {
|
|
return this.maxRate;
|
|
}
|
|
|
|
const utilization = totalBorrows.div(totalDeposits);
|
|
return utilization.mul(borrowRate);
|
|
}
|
|
}
|
|
|
|
export class MintInfo {
|
|
static from(
|
|
publicKey: PublicKey,
|
|
obj: {
|
|
group: PublicKey;
|
|
tokenIndex: number;
|
|
mint: PublicKey;
|
|
banks: PublicKey[];
|
|
vaults: PublicKey[];
|
|
oracle: PublicKey;
|
|
registrationTime: BN;
|
|
groupInsuranceFund: number;
|
|
},
|
|
) {
|
|
return new MintInfo(
|
|
publicKey,
|
|
obj.group,
|
|
obj.tokenIndex,
|
|
obj.mint,
|
|
obj.banks,
|
|
obj.vaults,
|
|
obj.oracle,
|
|
obj.registrationTime,
|
|
obj.groupInsuranceFund,
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public publicKey: PublicKey,
|
|
public group: PublicKey,
|
|
public tokenIndex: number,
|
|
public mint: PublicKey,
|
|
public banks: PublicKey[],
|
|
public vaults: PublicKey[],
|
|
public oracle: PublicKey,
|
|
public registrationTime: BN,
|
|
public groupInsuranceFund: number,
|
|
) {}
|
|
|
|
public firstBank(): PublicKey {
|
|
return this.banks[0];
|
|
}
|
|
public firstVault(): PublicKey {
|
|
return this.vaults[0];
|
|
}
|
|
|
|
toString(): string {
|
|
const res =
|
|
'mint ' +
|
|
this.mint.toBase58() +
|
|
'\n oracle ' +
|
|
this.oracle.toBase58() +
|
|
'\n banks ' +
|
|
this.banks
|
|
.filter((pk) => pk.toBase58() !== PublicKey.default.toBase58())
|
|
.toString() +
|
|
'\n vaults ' +
|
|
this.vaults
|
|
.filter((pk) => pk.toBase58() !== PublicKey.default.toBase58())
|
|
.toString();
|
|
return res;
|
|
}
|
|
}
|