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import axios from "axios"; | ||
import { gql } from "graphql-request"; | ||
import BigNumber from "bignumber.js"; | ||
import { getPagedGql } from "../utils/gql"; | ||
import { Liq } from "../utils/types"; | ||
const sdk = require("@defillama/sdk"); | ||
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const RATE_ACCURACY = BigNumber("1000000000000000000000000000"); // 1e27 | ||
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const latestRoundDataABI = { | ||
inputs: [], | ||
name: "latestRoundData", | ||
outputs: [ | ||
{ internalType: "uint80", name: "roundId", type: "uint80" }, | ||
{ internalType: "int256", name: "answer", type: "int256" }, | ||
{ internalType: "uint256", name: "startedAt", type: "uint256" }, | ||
{ internalType: "uint256", name: "updatedAt", type: "uint256" }, | ||
{ internalType: "uint80", name: "answeredInRound", type: "uint80" }, | ||
], | ||
stateMutability: "view", | ||
type: "function", | ||
}; | ||
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enum Chain { | ||
ethereum = "ethereum", | ||
polygon = "polygon", | ||
fantom = "fantom", | ||
} | ||
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const getEURUSD = async (chain: Chain) => { | ||
const oracleAddresses = { | ||
[Chain.ethereum]: "0xb49f677943bc038e9857d61e7d053caa2c1734c1", | ||
[Chain.polygon]: "0x73366fe0aa0ded304479862808e02506fe556a98", | ||
[Chain.fantom]: "0x3e68e68ea2c3698400465e3104843597690ae0f7", | ||
} | ||
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const eurUSDRoundData = await sdk.api.abi.call({ | ||
chain: chain, | ||
target: oracleAddresses[chain], | ||
params: [], | ||
abi: latestRoundDataABI, | ||
}); | ||
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return eurUSDRoundData.output.answer / 10**8; | ||
} | ||
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const getSubgraphUrl = (chain: Chain) => { | ||
let subgraphUrl: string; | ||
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switch (chain) { | ||
case Chain.ethereum: { | ||
subgraphUrl = "https://api.thegraph.com/subgraphs/name/m19/titan"; | ||
break; | ||
} | ||
case Chain.polygon: { | ||
subgraphUrl = "https://api.thegraph.com/subgraphs/name/m19/titanpolygon"; | ||
break; | ||
} | ||
case Chain.fantom: { | ||
subgraphUrl = "https://api.thegraph.com/subgraphs/name/rayxpub/titanfantom"; | ||
break; | ||
} | ||
} | ||
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return subgraphUrl; | ||
}; | ||
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const vaultsQuery = gql` | ||
query vaults($lastId: ID, $pageSize: Int) { | ||
vaults(first: $pageSize, where: { id_gt: $lastId, baseDebt_gt: 0 }) { | ||
id | ||
owner { | ||
id | ||
} | ||
baseDebt | ||
collateralBalance | ||
collateralType | ||
} | ||
} | ||
`; | ||
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const collateralQuery = gql` | ||
query collateralConfigs($lastId: ID, $pageSize: Int) { | ||
collateralConfigs(first: $pageSize, where: { id_gt: $lastId }) { | ||
id | ||
currentCumulativeRate | ||
liquidationRatio | ||
} | ||
} | ||
` | ||
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type VaultData = { | ||
id: string; | ||
baseDebt: string; | ||
collateralBalance: string; | ||
collateralType: string; | ||
owner: { | ||
id: string; | ||
}; | ||
}; | ||
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type CollateralConfig = { | ||
id: string; | ||
currentCumulativeRate: string; | ||
liquidationRatio: string; | ||
} | ||
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const getVaultData = async (chain: Chain) => { | ||
const subgraphUrl = getSubgraphUrl(chain); | ||
const vaultData = (await getPagedGql(subgraphUrl, vaultsQuery, "vaults")) as VaultData[]; | ||
return vaultData; | ||
}; | ||
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const getTokenInfo = async (tokenId: string) => { | ||
const info = (await axios.get("https://coins.llama.fi/prices/current/" + tokenId)).data.coins as { | ||
[tokenId: string]: { | ||
decimals: number; | ||
price: number; | ||
symbol: string; | ||
timestamp: number; | ||
confidence: number; | ||
}; | ||
}; | ||
const price = info[tokenId]; | ||
return price; | ||
}; | ||
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const getCollateralConfigs = async (chain: Chain) => { | ||
const subgraphUrl = getSubgraphUrl(chain); | ||
const collateralConfigsData = (await getPagedGql(subgraphUrl, collateralQuery, "collateralConfigs")) as CollateralConfig[]; | ||
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return collateralConfigsData | ||
.filter(value => value.id !== "0x0000000000000000000000000000000000000001") // get rid of some faulty configs | ||
.reduce(async (previous, item, index, array) => { | ||
const result = await previous; | ||
result[item.id] = { | ||
...item, | ||
tokenInfo: await getTokenInfo(`${chain}:${item.id}`), | ||
}; | ||
return result; | ||
}, Promise.resolve({})); | ||
} | ||
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const positions = (chain: Chain) => async (): Promise<Liq[]> => { | ||
const vaultData = await getVaultData(chain); | ||
const collateralConfigs = await getCollateralConfigs(chain); | ||
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const eurUSD = await getEURUSD(chain); | ||
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const positions: Liq[] = vaultData.map((data) => { | ||
const collateralConfig = collateralConfigs[data.collateralType]; | ||
const currentCumulativeRate = collateralConfig.currentCumulativeRate; | ||
const vaultDebt = BigNumber(currentCumulativeRate).times(BigNumber(data.baseDebt)).div(RATE_ACCURACY).div(10 ** 18); // debt is always in PAR, and PAR is 18 decimals | ||
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const accuracy = BigNumber(10 ** collateralConfig.tokenInfo.decimals); | ||
const liqPriceInPAR = vaultDebt.times(accuracy).times(BigNumber(collateralConfig.liquidationRatio)).div(BigNumber(data.collateralBalance)).div(BigNumber(10**18)) | ||
const liqPrice = liqPriceInPAR.times(eurUSD); | ||
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return { | ||
owner: data.owner.id, | ||
liqPrice: liqPrice.toNumber(), | ||
collateral: `${chain}:${data.collateralType}`, | ||
collateralAmount: data.collateralBalance, | ||
} | ||
}); | ||
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return positions.filter((position) => position.liqPrice > 0); | ||
} | ||
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module.exports = { | ||
ethereum: { | ||
liquidations: positions(Chain.ethereum), | ||
}, | ||
polygon: { | ||
liquidations: positions(Chain.polygon), | ||
}, | ||
fantom: { | ||
liquidations: positions(Chain.fantom), | ||
}, | ||
}; |