mirror of
https://github.com/alexgo-io/DefiLlama-Adapters.git
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Add aave v3 liquidations adapter (#13765)
This commit is contained in:
HomicidalChicken
278
liquidations/aave-v3/index.ts
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278
liquidations/aave-v3/index.ts
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@@ -0,0 +1,278 @@
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import * as sdk from "@defillama/sdk";
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import { gql, request } from "graphql-request";
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import { Liq } from "../utils/types";
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import { getPagedGql } from "../utils/gql";
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const query = gql`
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query users($lastId: String, $pageSize: Int) {
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accounts(
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first: $pageSize
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where: {id_gt: $lastId, openPositionCount_gt: 0, borrows_: {amountUSD_gt: "0"}}
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) {
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borrows: positions(where: {balance_gt: "0", side: BORROWER, timestampClosed: null}) {
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balance
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_eMode
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asset {
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symbol
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name
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decimals
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lastPriceUSD
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}
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}
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collateral: positions(where: {balance_gt: "0", side: COLLATERAL, timestampClosed: null}) {
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balance
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_eMode
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asset {
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symbol
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name
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decimals
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lastPriceUSD
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}
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}
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id
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}
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}`;
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interface User {
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id: string;
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borrows: {
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emode: boolean;
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balance: string;
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asset: {
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name: string;
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symbol: string;
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decimals: number;
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lastPriceUSD: string;
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};
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}[];
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collateral: {
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emode: boolean;
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balance: string;
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asset: {
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symbol: string;
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name: string;
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decimals: number;
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lastPriceUSD: string;
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};
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isCollateral: boolean;
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}[];
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}[];
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enum Chains {
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ethereum = "ethereum",
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arbitrum = "arbitrum",
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base = "base",
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polygon = "polygon",
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}
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type AaveAdapterResource = {
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name: "aave";
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chain: Chains;
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usdcAddress: string;
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subgraphUrl: string;
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explorerBaseUrl: string;
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};
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const rc: { [chain in Chains]: AaveAdapterResource } = {
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[Chains.ethereum]: {
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name: "aave",
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chain: Chains.ethereum,
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usdcAddress: "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
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subgraphUrl: sdk.graph.modifyEndpoint('JCNWRypm7FYwV8fx5HhzZPSFaMxgkPuw4TnR3Gpi81zk'), // Messari AAVE v3
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explorerBaseUrl: "https://etherscan.io/address/",
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},
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[Chains.arbitrum]: {
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name: "aave",
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chain: Chains.arbitrum,
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usdcAddress: "0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
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subgraphUrl: sdk.graph.modifyEndpoint('4xyasjQeREe7PxnF6wVdobZvCw5mhoHZq3T7guRpuNPf'), // Messari AAVE v3
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explorerBaseUrl: "https://arbiscan.io/address/",
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},
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[Chains.polygon]: {
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name: "aave",
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chain: Chains.polygon,
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usdcAddress: "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359",
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subgraphUrl: sdk.graph.modifyEndpoint('6yuf1C49aWEscgk5n9D1DekeG1BCk5Z9imJYJT3sVmAT'),
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explorerBaseUrl: "https://polygonscan.com/address/",
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},
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[Chains.base]: {
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name: "aave",
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chain: Chains.base,
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usdcAddress: "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
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subgraphUrl: sdk.graph.modifyEndpoint('D7mapexM5ZsQckLJai2FawTKXJ7CqYGKM8PErnS3cJi9'),
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explorerBaseUrl: "https://basescan.org/address/",
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}
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};
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const LT: { [chain in Chains]: { [asset: string]: { normal: number, emode: number } } } = {
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[Chains.ethereum]: {},
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[Chains.polygon]: {},
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[Chains.arbitrum]: {},
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[Chains.base]: {},
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};
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// Consider adding helper to derive live values from contracts; The subgraph does not contain emode LT values or categories
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const emodeCategories: { [chain in Chains]: { [symbol: string]: number } } = {
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[Chains.ethereum]: {
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// ETH Correlated
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"WETH": 0.95,
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"wstETH": 0.95,
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"weETH": 0.95,
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"osETH": 0.95,
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"rETH": 0.95,
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"ETHx": 0.95,
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"cbETH": 0.95,
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// sUSDe Stablecoins
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"USDT": 0.92,
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"USDC": 0.92,
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"USDS": 0.92,
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"sUSDe": 0.92,
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// rsETH LST Main
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"rsETH": 0.945,
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// LBTC / WBTC
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"LBTC": 0.86,
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"WBTC": 0.86,
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},
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[Chains.arbitrum]: {
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// ETH Correlated
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"WETH": 0.95,
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"wstETH": 0.95,
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"weETH": 0.95,
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// Stablecoins
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"USDT": 0.95,
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"USD₮0": 0.95,
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"USDC": 0.95,
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"USDC.e": 0.95,
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"DAI": 0.95,
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// ezETH wstETH
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"ezETH": 0.95,
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},
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[Chains.polygon]: {
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// ETH Correlated
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"WETH": 0.95,
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"wstETH": 0.95,
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"weETH": 0.95,
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"osETH": 0.95,
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"rETH": 0.95,
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"ETHx": 0.95,
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"cbETH": 0.95,
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// sUSDe Stablecoins
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"USDT": 0.92,
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"USDC": 0.92,
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"USDS": 0.92,
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"sUSDe": 0.92,
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// rsETH LST Main
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"rsETH": 0.945,
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// LBTC / WBTC
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"LBTC": 0.86,
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"WBTC": 0.86,
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},
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[Chains.base]: {
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// ETH Correlated
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"WETH": 0.93,
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"weETH": 0.93,
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"osETH": 0.93,
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"cbETH": 0.93,
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// ezETH wstETH
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"ezETH": 0.95,
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}
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};
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const populateLT = async (chain: Chains) => {
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const subgraphUrl = rc[chain].subgraphUrl;
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const data = await request(subgraphUrl, gql`
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query {
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markets {
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inputToken {
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symbol
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}
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liquidationThreshold
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}
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}
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`);
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data.markets.forEach((market: any) => {
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const symbol = market.inputToken.symbol;
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const liquidationThreshold = parseFloat(market.liquidationThreshold) / 100;
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const emodeThreshold = emodeCategories[chain][symbol] || null;
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LT[chain][symbol] = { normal: liquidationThreshold, emode: emodeThreshold };
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});
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};
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const positions = (chain: Chains) => async () => {
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const explorerBaseUrl = rc[chain].explorerBaseUrl;
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const users = (await getPagedGql(rc[chain].subgraphUrl, query, "accounts")) as User[];
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await populateLT(chain);
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// Filter for active debt and remove users with no collateral, these should be accounted elsewhere as bad debt
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const debts = users
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.filter(user => user.collateral.length > 0)
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.filter(user => user.borrows.length > 0)
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.reduce((acc, user) => {
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const totalDebt = user.borrows.reduce((debts, b) => {
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const normalizedBalance = ((parseFloat(b.balance) / 10**b.asset.decimals) * parseFloat(b.asset.lastPriceUSD == null ? "0" : b.asset.lastPriceUSD)).toString();
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debts += parseFloat(normalizedBalance);
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return debts;
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}, 0);
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const totalCollateral = user.collateral.reduce((collateral, c) => {
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const normalizedBalance = ((parseFloat(c.balance) / 10**c.asset.decimals) * parseFloat(c.asset.lastPriceUSD == null ? "0" : c.asset.lastPriceUSD));
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collateral += normalizedBalance;
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return collateral;
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}, 0);
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// Early return for positions in liquidation range; Likely stale data or unprofitable to liquidate
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if (totalDebt >= totalCollateral) {
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return acc;
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};
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const collateralWeights = user.collateral.map((c) => {
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const normalizedBalance = ((parseFloat(c.balance) / 10**c.asset.decimals) * parseFloat(c.asset.lastPriceUSD == null ? "0" : c.asset.lastPriceUSD)).toString();
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return parseFloat(normalizedBalance) / totalCollateral;
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}, [] as { weight: Number; asset: { name: string; symbol: string; decimals: number; lastPriceUSD: string; } }[]);
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const weightedLT = user.collateral.reduce((lt, c) => {
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const normalizedBalance = ((parseFloat(c.balance) / 10**c.asset.decimals) * parseFloat(c.asset.lastPriceUSD == null ? "0" : c.asset.lastPriceUSD)).toString();
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LT[chain][c.asset.symbol] ? (lt += (parseFloat(normalizedBalance) / totalCollateral) * (c.emode ? LT[chain][c.asset.symbol].emode : LT[chain][c.asset.symbol].normal)) : console.log("No LT for ", c.asset.symbol);
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return lt;
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}, 0);
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const priceImpact = totalDebt / totalCollateral / weightedLT;
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// Return for positions in liquidation range; Likely stale data or unprofitable to liquidate
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if (weightedLT < totalDebt / totalCollateral) {
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return acc;
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} else {
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acc.push(...user.collateral.map((collateral, i) => {
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return {
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owner: user.id,
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liqPrice: parseFloat(collateral.asset.lastPriceUSD == null ? "0" : collateral.asset.lastPriceUSD) * priceImpact * collateralWeights[i],
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collateral: collateral.asset.symbol,
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collateralAmount: collateral.balance,
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extra: {
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url: explorerBaseUrl + user.id,
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},
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} as Liq;
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})
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);
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};
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return acc;
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}, [] as Liq[]).flat();
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return debts;
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};
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module.exports = {
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ethereum: {
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liquidations: positions(Chains.ethereum),
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},
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polygon: {
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liquidations: positions(Chains.polygon),
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},
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base: {
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liquidations: positions(Chains.base),
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},
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arbitrum: {
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liquidations: positions(Chains.arbitrum),
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},
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};
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