305 lines
8.1 KiB
TypeScript
305 lines
8.1 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 { 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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type OracleConfig = {
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confFilter: I80F48Dto;
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};
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export class Bank {
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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 cachedIndexedTotalDeposits: I80F48;
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public cachedIndexedTotalBorrows: 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;
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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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static from(
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publicKey: PublicKey,
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obj: {
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name: number[];
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group: PublicKey;
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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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lastUpdated: BN;
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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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loanOriginationFeeRate: I80F48Dto;
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loanFeeRate: 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: Object;
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tokenIndex: number;
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mintDecimals: number;
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},
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) {
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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.lastUpdated,
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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.loanOriginationFeeRate,
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obj.loanFeeRate,
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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.tokenIndex,
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obj.mintDecimals,
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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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lastUpdated: BN,
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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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loanOriginationFeeRate: I80F48Dto,
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loanFeeRate: 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: Object,
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public tokenIndex: number,
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public mintDecimals: 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.cachedIndexedTotalDeposits = I80F48.from(indexedTotalDeposits);
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this.cachedIndexedTotalBorrows = I80F48.from(indexedTotalBorrows);
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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.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.price = 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 token index -' +
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this.tokenIndex +
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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 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 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 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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);
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}
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nativeDeposits(): I80F48 {
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return this.cachedIndexedTotalDeposits.mul(this.depositIndex);
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}
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nativeBorrows(): I80F48 {
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return this.cachedIndexedTotalBorrows.mul(this.borrowIndex);
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}
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uiDeposits(): number {
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return nativeI80F48ToUi(
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this.cachedIndexedTotalDeposits.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.cachedIndexedTotalBorrows.mul(this.borrowIndex),
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this.mintDecimals,
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).toNumber();
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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.eq(ZERO_I80F48) && totalBorrows.eq(ZERO_I80F48)) {
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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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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.eq(ZERO_I80F48) && totalBorrows.eq(ZERO_I80F48)) {
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return ZERO_I80F48;
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} else if (totalDeposits.eq(ZERO_I80F48)) {
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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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export class MintInfo {
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static from(
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publicKey: PublicKey,
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obj: {
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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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addressLookupTable: PublicKey;
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tokenIndex: number;
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addressLookupTableBankIndex: Number;
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addressLookupTableOracleIndex: Number;
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reserved: unknown;
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},
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) {
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return new MintInfo(
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publicKey,
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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.tokenIndex,
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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 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 tokenIndex: 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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let 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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