Spark Borrow Incremental (#448)

* feat: WIP spark protocol data

* feat: implement spark protocol data layer

* feat: finish implementing spark view layer

* feat: fix op resolver and implement aave-like payback-withdraw

* fix: aave strategy exports

* feat: add payback-withdraw strategy into aave/spark

* chore: fix linting issues

packages/dma-library/src/operations/aave-like/resolve-aavelike-operations.ts

@@ -1,4 +1,5 @@
 import { AaveBorrowOperations, AaveMultiplyOperations, operations } from '@dma-library/operations'
+import { SparkBorrowOperations } from '@dma-library/operations/spark'
 import { PositionType } from '@dma-library/types'
 import { AaveLikeProtocol } from '@dma-library/types/protocol'
 
@@ -43,7 +44,7 @@ export function isAaveOperation(op: any): op is AaveBorrowOperations | AaveMulti
 export function resolveAaveLikeOperations(
   protocolType: AaveLikeProtocol,
   positionType: PositionType,
-) {
+): SparkBorrowOperations | AaveBorrowOperations['v2'] | AaveBorrowOperations['v3'] {
   const { protocol, type, version } = resolveProtocolKeyConfig(protocolType, positionType)
 
   if (protocol === 'aave' && !version) {

packages/dma-library/src/operations/spark/index.ts

@@ -27,7 +27,7 @@ const multiply = {
   adjustRiskUp: {},
 }
 
-type SparkBorrowOperations = {
+export type SparkBorrowOperations = {
   borrow: SparkBorrowOperation
   deposit: SparkDepositOperation
   depositBorrow: SparkDepositBorrowOperation

packages/dma-library/src/protocols/aave-like/types.ts

@@ -0,0 +1,4 @@
+import BigNumber from 'bignumber.js'
+
+export type PriceResult = BigNumber | undefined
+export type ReserveDataResult = any

packages/dma-library/src/protocols/aave-like/utils.ts

@@ -0,0 +1,73 @@
+import { Address } from '@deploy-configurations/types/address'
+import { AaveLikeProtocol as AaveLikeProtocolContracts } from '@deploy-configurations/types/deployment-config'
+import { amountFromWei } from '@dma-common/utils/common'
+import { AaveLikeStrategyAddresses } from '@dma-library/operations/aave-like'
+import { PriceResult, ReserveDataResult } from '@dma-library/protocols/aave-like/types'
+import { AaveLikeProtocol } from '@dma-library/types/protocol'
+import { getAbiForContract } from '@dma-library/utils/abis/get-abi-for-contract'
+import BigNumber from 'bignumber.js'
+import { Contract, ethers, providers } from 'ethers'
+
+export function determineReserveEModeCategory(
+  collateralEModeCategoryResult: number,
+  debtEModeCategoryResult: number,
+): number {
+  const collateralEModeCategory = Number(collateralEModeCategoryResult.toString())
+  const debtEModeCategory = Number(debtEModeCategoryResult.toString())
+
+  if (collateralEModeCategory === debtEModeCategory) {
+    return collateralEModeCategory
+  }
+  return 0
+}
+
+export async function getContract(
+  address: Address,
+  contractName: AaveLikeProtocolContracts,
+  provider: providers.Provider,
+  protocol: AaveLikeProtocol,
+): Promise<Contract> {
+  const abi = await getAbiForContract(contractName, provider, protocol)
+  return new ethers.Contract(address, abi, provider)
+}
+
+export async function fetchAssetPrice(
+  priceOracle: Contract,
+  tokenAddress?: string,
+): Promise<PriceResult> {
+  if (!tokenAddress) return undefined
+  const amount: ethers.BigNumberish = await priceOracle.getAssetPrice(tokenAddress)
+  return amountFromWei(new BigNumber(amount.toString()))
+}
+
+export async function fetchReserveData(
+  dataProvider: Contract,
+  tokenAddress?: string,
+): Promise<ReserveDataResult> {
+  if (!tokenAddress) return undefined
+  return dataProvider.getReserveConfigurationData(tokenAddress)
+}
+
+export async function fetchUserReserveData(
+  dataProvider: Contract,
+  tokenAddress: string,
+  proxy: string,
+): Promise<ReserveDataResult> {
+  return dataProvider.getUserReserveData(tokenAddress, proxy)
+}
+
+export async function getAaveLikeSystemContracts(
+  addresses: AaveLikeStrategyAddresses,
+  provider: providers.Provider,
+  protocol: AaveLikeProtocol,
+) {
+  const oracle = await getContract(addresses.oracle, 'Oracle', provider, protocol)
+  const poolDataProvider = await getContract(
+    addresses.poolDataProvider,
+    'PoolDataProvider',
+    provider,
+    protocol,
+  )
+  const pool = await getContract(addresses.lendingPool, 'LendingPool', provider, protocol)
+  return { oracle, poolDataProvider, pool }
+}

packages/dma-library/src/protocols/aave/get-aave-protocol-data.ts

@@ -1,18 +1,17 @@
-// V2 ABIs
-import { Address } from '@deploy-configurations/types/address'
-import { AaveLikeProtocol } from '@deploy-configurations/types/deployment-config'
-// V3 ABIs
-// V3 L2 ABIs
-import { amountFromWei } from '@dma-common/utils/common'
 import { AaveLikeStrategyAddresses } from '@dma-library/operations/aave-like'
+import { PriceResult, ReserveDataResult } from '@dma-library/protocols/aave-like/types'
+import {
+  determineReserveEModeCategory,
+  fetchAssetPrice,
+  fetchReserveData,
+  fetchUserReserveData,
+  getAaveLikeSystemContracts,
+} from '@dma-library/protocols/aave-like/utils'
 import * as AaveCommon from '@dma-library/strategies/aave/common'
-import { Protocol } from '@dma-library/types'
 import { AaveVersion } from '@dma-library/types/aave'
-import { getAbiForContract } from '@dma-library/utils/abis/get-abi-for-contract'
-import BigNumber from 'bignumber.js'
-import { ethers, providers } from 'ethers'
+import { providers } from 'ethers'
 
-type InternalAaveProtocolData = {
+type SharedAaveProtocolDataArgs = {
   collateralTokenAddress: string
   debtTokenAddress: string
   addresses: AaveLikeStrategyAddresses
@@ -22,14 +21,28 @@ type InternalAaveProtocolData = {
 }
 
 export type AaveProtocolDataArgs =
-  | (InternalAaveProtocolData & { protocolVersion: AaveVersion.v2 })
-  | (InternalAaveProtocolData & { protocolVersion: AaveVersion.v3 })
+  | (SharedAaveProtocolDataArgs & { protocolVersion: AaveVersion.v2 })
+  | (SharedAaveProtocolDataArgs & { protocolVersion: AaveVersion.v3 })
+
+export type AaveProtocolData = {
+  aaveFlashloanAssetPriceInEth: PriceResult
+  aaveDebtTokenPriceInEth: PriceResult
+  aaveCollateralTokenPriceInEth: PriceResult
+  reserveDataForFlashloan: ReserveDataResult
+  reserveDataForCollateral: ReserveDataResult
+  reserveEModeCategory: number | undefined
+  userReserveDataForDebtToken: any
+  userReserveDataForCollateral: any
+  eModeCategoryData: any | undefined
+}
+
+export type GetAaveProtocolData = (args: AaveProtocolDataArgs) => Promise<AaveProtocolData>
 
-export const getAaveProtocolData = async (args: AaveProtocolDataArgs) => {
+export const getAaveProtocolData: GetAaveProtocolData = async args => {
   if (
     AaveCommon.isV2<
       AaveProtocolDataArgs,
-      InternalAaveProtocolData & { protocolVersion: AaveVersion.v2 }
+      SharedAaveProtocolDataArgs & { protocolVersion: AaveVersion.v2 }
     >(args)
   ) {
     return getAaveV2ProtocolData(args)
@@ -41,24 +54,15 @@ export const getAaveProtocolData = async (args: AaveProtocolDataArgs) => {
   throw new Error('Invalid Aave version')
 }
 
-type PriceResult = BigNumber | undefined
-type ReserveDataResult = any
-
 async function getAaveV2ProtocolData({
   addresses,
   provider,
   debtTokenAddress,
   collateralTokenAddress,
   flashloanTokenAddress,
   proxy,
-}: InternalAaveProtocolData & { protocolVersion: AaveVersion.v2 }) {
-  const oracle = await getContract(addresses.oracle, 'Oracle', provider, 'AAVE')
-  const poolDataProvider = await getContract(
-    addresses.poolDataProvider,
-    'PoolDataProvider',
-    provider,
-    'AAVE',
-  )
+}: SharedAaveProtocolDataArgs & { protocolVersion: AaveVersion.v2 }) {
+  const { oracle, poolDataProvider } = await getAaveLikeSystemContracts(addresses, provider, 'AAVE')
 
   const [
     flashloanPrice,
@@ -98,17 +102,12 @@ async function getAaveV3ProtocolData({
   collateralTokenAddress,
   flashloanTokenAddress,
   proxy,
-}: InternalAaveProtocolData & { protocolVersion: AaveVersion.v3 }) {
-  const oracle = await getContract(addresses.oracle, 'Oracle', provider, 'AAVE_V3')
-  const poolDataProvider = await getContract(
-    addresses.poolDataProvider,
-    'PoolDataProvider',
+}: SharedAaveProtocolDataArgs & { protocolVersion: AaveVersion.v3 }) {
+  const { oracle, poolDataProvider, pool } = await getAaveLikeSystemContracts(
+    addresses,
     provider,
     'AAVE_V3',
   )
-  const pool = await getContract(addresses.lendingPool, 'LendingPool', provider, 'AAVE_V3')
-
-  const hasProxy = !!proxy
 
   const [
     flashloanPrice,
@@ -126,15 +125,15 @@ async function getAaveV3ProtocolData({
     fetchAssetPrice(oracle, collateralTokenAddress),
     fetchReserveData(poolDataProvider, flashloanTokenAddress),
     fetchReserveData(poolDataProvider, collateralTokenAddress),
-    hasProxy ? fetchUserReserveData(poolDataProvider, debtTokenAddress, proxy) : undefined,
-    hasProxy ? fetchUserReserveData(poolDataProvider, collateralTokenAddress, proxy) : undefined,
-    poolDataProvider.getReserveEModeCategory(collateralTokenAddress),
-    poolDataProvider.getReserveEModeCategory(debtTokenAddress),
+    proxy ? fetchUserReserveData(poolDataProvider, debtTokenAddress, proxy) : undefined,
+    proxy ? fetchUserReserveData(poolDataProvider, collateralTokenAddress, proxy) : undefined,
+    Number(poolDataProvider.getReserveEModeCategory(collateralTokenAddress).toString()),
+    Number(poolDataProvider.getReserveEModeCategory(debtTokenAddress).toString()),
   ])
 
-  const reserveEModeCategory = await determineReserveEModeCategory(
-    [collateralEModeCategory, debtEModeCategory],
-    hasProxy,
+  const reserveEModeCategory = determineReserveEModeCategory(
+    collateralEModeCategory,
+    debtEModeCategory,
   )
 
   let eModeCategoryData
@@ -154,49 +153,3 @@ async function getAaveV3ProtocolData({
     eModeCategoryData: eModeCategoryData,
   }
 }
-async function determineReserveEModeCategory(
-  collateralEModeCategoryResult: any,
-  debtEModeCategoryResult: any,
-): Promise<number | undefined> {
-  const collateralEModeCategory = Number(collateralEModeCategoryResult.toString())
-  const debtEModeCategory = Number(debtEModeCategoryResult.toString())
-
-  if (collateralEModeCategory === debtEModeCategory) {
-    return collateralEModeCategory
-  }
-  return 0
-}
-
-async function getContract(
-  address: Address,
-  contractName: AaveLikeProtocol,
-  provider: any,
-  protocol: Protocol,
-) {
-  const abi = await getAbiForContract(contractName, provider, protocol)
-  return new ethers.Contract(address, abi, provider)
-}
-
-async function fetchAssetPrice(priceOracle: any, tokenAddress?: string): Promise<PriceResult> {
-  if (!tokenAddress) return undefined
-  const amount: ethers.BigNumberish = await priceOracle.getAssetPrice(tokenAddress)
-  return amountFromWei(new BigNumber(amount.toString()))
-}
-
-async function fetchReserveData(
-  dataProvider: any,
-  tokenAddress?: string,
-): Promise<ReserveDataResult> {
-  if (!tokenAddress) return undefined
-  return dataProvider.getReserveConfigurationData(tokenAddress)
-}
-
-async function fetchUserReserveData(
-  dataProvider: any,
-  tokenAddress: string,
-  proxy: string,
-): Promise<ReserveDataResult> {
-  return dataProvider.getUserReserveData(tokenAddress, proxy)
-}
-
-export type AaveProtocolData = ReturnType<typeof getAaveProtocolData>

packages/dma-library/src/protocols/aave/index.ts

@@ -1,5 +1,6 @@
 export {
   AaveProtocolData,
   AaveProtocolDataArgs,
+  GetAaveProtocolData,
   getAaveProtocolData,
 } from './get-aave-protocol-data'

packages/dma-library/src/protocols/index.ts

@@ -1,16 +1,36 @@
-import { AaveProtocolData, AaveProtocolDataArgs, getAaveProtocolData } from './aave'
+import {
+  AaveProtocolData,
+  AaveProtocolDataArgs,
+  GetAaveProtocolData,
+  getAaveProtocolData,
+} from './aave'
 import { calculateAjnaApyPerDays } from './ajna'
+import {
+  GetSparkProtocolData,
+  getSparkProtocolData,
+  SparkProtocolData,
+  SparkProtocolDataArgs,
+} from './spark'
 
 const aave: {
-  getAaveProtocolData: typeof getAaveProtocolData
+  getAaveProtocolData: GetAaveProtocolData
 } = {
   getAaveProtocolData,
 }
 
-export { AaveProtocolData, AaveProtocolDataArgs }
+const spark: {
+  getSparkProtocolData: GetSparkProtocolData
+} = {
+  getSparkProtocolData,
+}
+
 export const protocols = {
   aave,
+  spark,
 }
 
+export { AaveProtocolData, AaveProtocolDataArgs }
+export { SparkProtocolData, SparkProtocolDataArgs }
+
 export { calculateAjnaApyPerDays }
 export { calculateAjnaMaxLiquidityWithdraw, getAjnaLiquidationPrice } from './ajna/index'