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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,136 @@ | ||
| import Web3 from 'web3'; | ||
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| import { Big } from '@goldenagellc/web3-blocks'; | ||
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| import { CTokenSymbol, cTokenSymbols } from './types/CTokens'; | ||
| import { CToken } from './contracts/CToken'; | ||
| import PriceLedger from './PriceLedger'; | ||
| import StatefulComptroller from './StatefulComptroller'; | ||
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| export interface IBorrowerPosition { | ||
| supply: Big; | ||
| borrow: Big; | ||
| borrowIndex: Big; | ||
| } | ||
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| interface ILiquidity { | ||
| liquidity: Big; | ||
| shortfall: Big; | ||
| symbols: CTokenSymbol[]; | ||
| edges: ('min' | 'max')[]; | ||
| } | ||
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| export default class Borrower { | ||
| public readonly address: string; | ||
| protected readonly positions: { readonly [_ in CTokenSymbol]: IBorrowerPosition }; | ||
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| constructor(address: string) { | ||
| this.address = address; | ||
| this.positions = Object.fromEntries( | ||
| cTokenSymbols.map((symbol) => [symbol, { supply: new Big('0'), borrow: Big('0'), borrowIndex: Big('0') }]), | ||
| ) as { [_ in CTokenSymbol]: IBorrowerPosition }; | ||
| } | ||
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| public async verify( | ||
| provider: Web3, | ||
| cTokens: { [_ in CTokenSymbol]: CToken }, | ||
| borrowIndices: { [_ in CTokenSymbol]: Big }, | ||
| threshold: number, | ||
| ): Promise<boolean> { | ||
| for (let symbol of cTokenSymbols) { | ||
| const snapshot = await cTokens[symbol].getAccountSnapshot(this.address)(provider); | ||
| if (snapshot.error !== '0') { | ||
| console.error(`Failed to get account snapshot for ${this.address}: ${snapshot.error}`); | ||
| return false; | ||
| } | ||
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| const position = this.positions[symbol]; | ||
| if (position.borrowIndex.eq('0')) { | ||
| console.error(`${this.address} invalud due to 0 borrow index`); | ||
| return false; | ||
| } | ||
| const supply = position.supply; | ||
| const borrow = position.borrow.times(borrowIndices[symbol]).div(position.borrowIndex); | ||
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| if (supply.eq('0')) { | ||
| if (!snapshot.cTokenBalance.eq('0')) { | ||
| console.error(`${this.address} invalid due to 0 supply mismatch`); | ||
| return false; | ||
| } | ||
| } else { | ||
| const supplyError = supply.minus(snapshot.cTokenBalance).div(snapshot.cTokenBalance).abs(); | ||
| if (supplyError.toNumber() > threshold) { | ||
| console.error(`${this.address} invalid due to high supply error (${supplyError.toFixed(5)})`); | ||
| return false; | ||
| } | ||
| } | ||
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| if (borrow.eq('0')) { | ||
| if (!snapshot.borrowBalance.eq('0')) { | ||
| console.error(`${this.address} invalid due to 0 borrow mismatch`); | ||
| return false; | ||
| } | ||
| } else { | ||
| const borrowError = borrow.minus(snapshot.borrowBalance).div(snapshot.borrowBalance).abs(); | ||
| if (borrowError.toNumber() > threshold) { | ||
| console.error(`${this.address} invalid due to high borrow error (${borrowError.toFixed(5)})`); | ||
| return false; | ||
| } | ||
| } | ||
| } | ||
| return true; | ||
| } | ||
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| public liquidity( | ||
| comptroller: StatefulComptroller, | ||
| priceLedger: PriceLedger, | ||
| exchangeRates: { [_ in CTokenSymbol]: Big }, | ||
| borrowIndices: { [_ in CTokenSymbol]: Big }, | ||
| ): ILiquidity | null { | ||
| let collat: Big = new Big('0'); | ||
| let borrow: Big = new Big('0'); | ||
| const symbols: CTokenSymbol[] = []; | ||
| const edges: ('min' | 'max')[] = []; | ||
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| for (let symbol of cTokenSymbols) { | ||
| const position = this.positions[symbol]; | ||
| if (position.supply.eq('0') || position.borrow.eq('0') || position.borrowIndex.eq('0')) continue; | ||
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| const collateralFactor = comptroller.getCollateralFactor(symbol); | ||
| const pricesUSD = priceLedger.getPrices(symbol); | ||
| if (collateralFactor === null || pricesUSD.min === null || pricesUSD.max === null) return null; | ||
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| const edge: 'min' | 'max' = position.supply.gt('0') ? 'min' : 'max'; | ||
| collat = collat.plus( | ||
| position.supply | ||
| .times(exchangeRates[symbol]) | ||
| .div('1e+18') | ||
| .times(collateralFactor) | ||
| .div('1e+18') | ||
| .times(pricesUSD[edge]!), | ||
| ); | ||
| borrow = borrow.plus( | ||
| position.borrow.times(borrowIndices[symbol]).div(position.borrowIndex).times(pricesUSD[edge]!), | ||
| ); | ||
| symbols.push(symbol); | ||
| edges.push(edge); | ||
| } | ||
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| let liquidity: Big; | ||
| let shortfall: Big; | ||
| if (collat.gt(borrow)) { | ||
| liquidity = collat.minus(borrow); | ||
| shortfall = new Big('0'); | ||
| } else { | ||
| liquidity = new Big('0'); | ||
| shortfall = borrow.minus(collat); | ||
| } | ||
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| return { | ||
| liquidity: liquidity, | ||
| shortfall: shortfall, | ||
| symbols: symbols, | ||
| edges: edges, | ||
| }; | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,79 @@ | ||
| import nfetch from 'node-fetch'; | ||
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| type CompoundAPIRequestValue = { value: string }; | ||
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| interface ICompoundAPIRequest { | ||
| addresses?: string[]; | ||
| block_number?: number; | ||
| max_health?: CompoundAPIRequestValue; | ||
| min_borrow_value_in_eth: CompoundAPIRequestValue; | ||
| page_number?: number; | ||
| page_size?: number; | ||
| network?: string; | ||
| } | ||
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| const fetch = async (r: ICompoundAPIRequest) => { | ||
| const method = 'GET'; | ||
| const headers = { | ||
| 'Content-Type': 'application/json', | ||
| Accept: 'application/json', | ||
| }; | ||
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| const path = 'https://api.compound.finance/api/v2/account?'; | ||
| const params = Object.keys(r) | ||
| .map((key) => { | ||
| const knownKey = key as keyof ICompoundAPIRequest; | ||
| let uri; | ||
| switch (knownKey) { | ||
| case 'max_health': | ||
| case 'min_borrow_value_in_eth': | ||
| uri = `${knownKey}[value]=${r[knownKey]!.value}`; | ||
| return encodeURIComponent(uri).replace('%3D', '='); | ||
| case 'addresses': | ||
| uri = `${knownKey}=${r[knownKey]!.join(',')}`; | ||
| return encodeURIComponent(uri); | ||
| default: | ||
| return `${knownKey}=${r[knownKey]}`; | ||
| } | ||
| }) | ||
| .join('&'); | ||
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| const res = await nfetch(path + params, { | ||
| method: method, | ||
| headers: headers, | ||
| }); | ||
| return res.json(); | ||
| }; | ||
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| async function sleep(millis: number) { | ||
| return new Promise((resolve) => setTimeout(resolve, millis)); | ||
| } | ||
|
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| const getBorrowers = async (minBorrow_Eth: string) => { | ||
| let borrowers = <string[]>[]; | ||
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| let i = 1; | ||
| let pageCount = 0; | ||
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| let result; | ||
| do { | ||
| result = await fetch({ | ||
| min_borrow_value_in_eth: { value: minBorrow_Eth }, | ||
| page_size: 100, | ||
| page_number: i, | ||
| }); | ||
| if (result.error) { | ||
| console.warn(result.error.toString()); | ||
| continue; | ||
| } | ||
| borrowers = borrowers.concat(result.accounts.map((account: any) => account.address)); | ||
| pageCount = result.pagination_summary.total_pages; | ||
| i++; | ||
|
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| await sleep(100); // Avoid rate limiting | ||
| } while (i <= pageCount); | ||
|
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| return borrowers; | ||
| }; | ||
|
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| export default getBorrowers; |
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