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Updated borrow calculations on scenarios

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This commit is contained in:
The3D 2020-09-17 11:52:10 +02:00
parent 7986a4704b
commit 5b38bb144b
2 changed files with 74 additions and 43 deletions
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115
test/helpers/utils/calculations.ts
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@ -185,7 +185,6 @@ export const calcExpectedReserveDataAfterDeposit = (
expectedReserveData.variableBorrowIndex expectedReserveData.variableBorrowIndex
); );
expectedReserveData.scaledVariableDebt = reserveDataBeforeAction.scaledVariableDebt; expectedReserveData.scaledVariableDebt = reserveDataBeforeAction.scaledVariableDebt;
expectedReserveData.principalStableDebt = reserveDataBeforeAction.principalStableDebt; expectedReserveData.principalStableDebt = reserveDataBeforeAction.principalStableDebt;
@ -205,7 +204,7 @@ export const calcExpectedReserveDataAfterDeposit = (
expectedReserveData.liquidityRate = rates[0]; expectedReserveData.liquidityRate = rates[0];
expectedReserveData.stableBorrowRate = rates[1]; expectedReserveData.stableBorrowRate = rates[1];
expectedReserveData.variableBorrowRate = rates[2]; expectedReserveData.variableBorrowRate = rates[2];
return expectedReserveData; return expectedReserveData;
}; };
@ -246,8 +245,14 @@ export const calcExpectedReserveDataAfterWithdraw = (
txTimestamp txTimestamp
); );
expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(reserveDataBeforeAction, txTimestamp); expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(
expectedReserveData.totalVariableDebt = calcExpectedTotalVariableDebt(reserveDataBeforeAction, expectedReserveData.variableBorrowIndex); reserveDataBeforeAction,
txTimestamp
);
expectedReserveData.totalVariableDebt = calcExpectedTotalVariableDebt(
reserveDataBeforeAction,
expectedReserveData.variableBorrowIndex
);
expectedReserveData.averageStableBorrowRate = reserveDataBeforeAction.averageStableBorrowRate; expectedReserveData.averageStableBorrowRate = reserveDataBeforeAction.averageStableBorrowRate;
@ -295,60 +300,85 @@ export const calcExpectedReserveDataAfterBorrow = (
); );
if (borrowRateMode == RateMode.Stable) { if (borrowRateMode == RateMode.Stable) {
expectedReserveData.scaledVariableDebt = reserveDataBeforeAction.scaledVariableDebt;
expectedReserveData.totalVariableDebt = reserveDataBeforeAction.scaledVariableDebt.rayMul(
expectedReserveData.variableBorrowIndex
);
//if the borrow rate mode const totalStableDebtUntilTx = calcExpectedTotalStableDebt(
reserveDataBeforeAction,
expectedReserveData.totalLiquidity = reserveDataBeforeAction.totalLiquidity.plus(debtAccrued); txTimestamp
);
expectedReserveData.averageStableBorrowRate = calcExpectedAverageStableBorrowRate( expectedReserveData.averageStableBorrowRate = calcExpectedAverageStableBorrowRate(
reserveDataBeforeAction.averageStableBorrowRate, reserveDataBeforeAction.averageStableBorrowRate,
reserveDataBeforeAction.totalStableDebt.plus(debtAccrued), totalStableDebtUntilTx,
amountBorrowedBN, amountBorrowedBN,
reserveDataBeforeAction.stableBorrowRate reserveDataBeforeAction.stableBorrowRate
); );
expectedReserveData.totalVariableDebt = reserveDataBeforeAction.totalVariableDebt;
} else { expectedReserveData.totalStableDebt = calcExpectedTotalStableDebt(
const variableDebtBefore = userDataBeforeAction.scaledVariableDebt.rayMul( {
reserveDataBeforeAction.variableBorrowIndex ...reserveDataBeforeAction,
principalStableDebt: totalStableDebtUntilTx.plus(amountBorrowedBN),
averageStableBorrowRate: expectedReserveData.averageStableBorrowRate,
},
currentTimestamp
); );
const debtAccrued = userVariableDebt.minus(variableDebtBefore); expectedReserveData.totalLiquidity = reserveDataBeforeAction.availableLiquidity
expectedReserveData.totalLiquidity = reserveDataBeforeAction.totalLiquidity.plus(debtAccrued); .minus(amountBorrowedBN)
expectedReserveData.totalVariableDebt = reserveDataBeforeAction.totalVariableDebt .plus(expectedReserveData.totalVariableDebt)
.plus(amountBorrowedBN) .plus(expectedReserveData.totalStableDebt);
.plus(debtAccrued); } else {
expectedReserveData.totalStableDebt = reserveDataBeforeAction.totalStableDebt; expectedReserveData.principalStableDebt = reserveDataBeforeAction.principalStableDebt;
expectedReserveData.averageStableBorrowRate = reserveDataBeforeAction.averageStableBorrowRate; expectedReserveData.totalStableDebt = calcExpectedStableDebtTokenBalance(
userDataBeforeAction,
currentTimestamp
);
expectedReserveData.scaledVariableDebt = reserveDataBeforeAction.scaledVariableDebt.plus(
amountBorrowedBN.rayDiv(expectedReserveData.variableBorrowIndex)
);
const totalVariableDebtAfterTx = reserveDataBeforeAction.scaledVariableDebt.rayMul(
expectedReserveData.variableBorrowIndex
);
const rates = calcExpectedInterestRates(
reserveDataBeforeAction.symbol,
reserveDataBeforeAction.marketStableRate,
expectedReserveData.utilizationRate,
expectedReserveData.totalStableDebt,
totalVariableDebtAfterTx,
expectedReserveData.averageStableBorrowRate
);
expectedReserveData.liquidityRate = rates[0];
expectedReserveData.stableBorrowRate = rates[1];
expectedReserveData.variableBorrowRate = rates[2];
expectedReserveData.lastUpdateTimestamp = txTimestamp;
expectedReserveData.totalVariableDebt = expectedReserveData.scaledVariableDebt.rayMul(
calcExpectedReserveNormalizedDebt(expectedReserveData, currentTimestamp)
);
} }
expectedReserveData.availableLiquidity = reserveDataBeforeAction.availableLiquidity.minus( expectedReserveData.availableLiquidity = reserveDataBeforeAction.availableLiquidity.minus(
amountBorrowedBN amountBorrowedBN
); );
expectedReserveData.totalLiquidity = expectedReserveData.availableLiquidity
.plus(expectedReserveData.totalStableDebt)
.plus(expectedReserveData.totalVariableDebt);
expectedReserveData.utilizationRate = calcExpectedUtilizationRate( expectedReserveData.utilizationRate = calcExpectedUtilizationRate(
expectedReserveData.totalStableDebt, expectedReserveData.totalStableDebt,
expectedReserveData.totalVariableDebt, expectedReserveData.totalVariableDebt,
expectedReserveData.totalLiquidity expectedReserveData.totalLiquidity
); );
const rates = calcExpectedInterestRates(
reserveDataBeforeAction.symbol,
reserveDataBeforeAction.marketStableRate,
expectedReserveData.utilizationRate,
expectedReserveData.totalStableDebt,
expectedReserveData.totalVariableDebt,
expectedReserveData.averageStableBorrowRate
);
expectedReserveData.liquidityRate = rates[0];
expectedReserveData.stableBorrowRate = rates[1];
expectedReserveData.variableBorrowRate = rates[2];
expectedReserveData.lastUpdateTimestamp = txTimestamp;
return expectedReserveData; return expectedReserveData;
}; };
@ -1229,7 +1259,6 @@ const calcExpectedVariableBorrowIndex = (reserveData: ReserveData, timestamp: Bi
}; };
const calcExpectedTotalStableDebt = (reserveData: ReserveData, timestamp: BigNumber) => { const calcExpectedTotalStableDebt = (reserveData: ReserveData, timestamp: BigNumber) => {
const cumulatedInterest = calcCompoundedInterest( const cumulatedInterest = calcCompoundedInterest(
reserveData.averageStableBorrowRate, reserveData.averageStableBorrowRate,
timestamp, timestamp,
@ -1237,9 +1266,11 @@ const calcExpectedTotalStableDebt = (reserveData: ReserveData, timestamp: BigNum
); );
return cumulatedInterest.rayMul(reserveData.principalStableDebt); return cumulatedInterest.rayMul(reserveData.principalStableDebt);
} };
const calcExpectedTotalVariableDebt = (reserveData: ReserveData, expectedVariableDebtIndex: BigNumber) => {
const calcExpectedTotalVariableDebt = (
reserveData: ReserveData,
expectedVariableDebtIndex: BigNumber
) => {
return reserveData.scaledVariableDebt.rayMul(expectedVariableDebtIndex); return reserveData.scaledVariableDebt.rayMul(expectedVariableDebtIndex);
} };

2
test/scenario.spec.ts
View File

@ -10,7 +10,7 @@ import {executeStory} from './helpers/scenario-engine';
const scenarioFolder = './test/helpers/scenarios/'; const scenarioFolder = './test/helpers/scenarios/';
const selectedScenarios: string[] = ['borrow-repay-variable.json']; const selectedScenarios: string[] = ['deposit.json'];
fs.readdirSync(scenarioFolder).forEach((file) => { fs.readdirSync(scenarioFolder).forEach((file) => {
if (selectedScenarios.length > 0 && !selectedScenarios.includes(file)) return; if (selectedScenarios.length > 0 && !selectedScenarios.includes(file)) return;