Handled reserveFactor in the scenario tests

This commit is contained in:
The3D 2020-11-28 13:28:50 +01:00
parent 7892587f1b
commit c9875f0a8f
4 changed files with 49 additions and 19 deletions

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@ -4,6 +4,8 @@ import BigNumber from 'bignumber.js';
// MATH
// ----------------
export const PERCENTAGE_FACTOR = '10000';
export const HALF_PERCENTAGE = '5000';
export const WAD = Math.pow(10, 18).toString();
export const HALF_WAD = new BigNumber(WAD).multipliedBy(0.5).toString();
export const RAY = new BigNumber(10).exponentiatedBy(27).toFixed();

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@ -80,7 +80,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Unfreezes the ETH reserve', async () => {
@ -107,7 +107,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Check the onlyAaveAdmin on freezeReserve ', async () => {
@ -149,7 +149,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Activates the ETH reserve for borrowing', async () => {
@ -177,7 +177,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
expect(variableBorrowIndex.toString()).to.be.equal(RAY);
});
@ -222,7 +222,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(0);
expect(liquidationBonus).to.be.equal(0);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Activates the ETH reserve as collateral', async () => {
@ -249,7 +249,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Check the onlyAaveAdmin on configureReserveAsCollateral ', async () => {
@ -285,7 +285,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(false);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Enables stable borrow rate on the ETH reserve', async () => {
@ -311,7 +311,7 @@ makeSuite('LendingPoolConfigurator', (testEnv: TestEnv) => {
expect(liquidationThreshold).to.be.equal(8000);
expect(liquidationBonus).to.be.equal(10500);
expect(stableBorrowRateEnabled).to.be.equal(true);
expect(reserveFactor).to.be.equal(0);
expect(reserveFactor).to.be.equal(1000);
});
it('Check the onlyAaveAdmin on disableReserveStableRate', async () => {

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@ -5,10 +5,16 @@ import {
MAX_UINT_AMOUNT,
OPTIMAL_UTILIZATION_RATE,
EXCESS_UTILIZATION_RATE,
PERCENTAGE_FACTOR,
} from '../../../helpers/constants';
import {IReserveParams, iAavePoolAssets, RateMode, tEthereumAddress} from '../../../helpers/types';
import {
IReserveParams,
iAavePoolAssets,
RateMode,
tEthereumAddress,
} from '../../../helpers/types';
import './math';
import {ReserveData, UserReserveData} from './interfaces';
import { ReserveData, UserReserveData } from './interfaces';
export const strToBN = (amount: string): BigNumber => new BigNumber(amount);
@ -758,7 +764,7 @@ export const calcExpectedUserDataAfterSetUseAsCollateral = (
userDataBeforeAction: UserReserveData,
txCost: BigNumber
): UserReserveData => {
const expectedUserData = {...userDataBeforeAction};
const expectedUserData = { ...userDataBeforeAction };
expectedUserData.usageAsCollateralEnabled = useAsCollateral;
@ -885,7 +891,7 @@ export const calcExpectedUserDataAfterSwapRateMode = (
txCost: BigNumber,
txTimestamp: BigNumber
): UserReserveData => {
const expectedUserData = {...userDataBeforeAction};
const expectedUserData = { ...userDataBeforeAction };
const stableDebtBalance = calcExpectedStableDebtTokenBalance(
userDataBeforeAction.principalStableDebt,
@ -1035,7 +1041,7 @@ export const calcExpectedUserDataAfterStableRateRebalance = (
txCost: BigNumber,
txTimestamp: BigNumber
): UserReserveData => {
const expectedUserData = {...userDataBeforeAction};
const expectedUserData = { ...userDataBeforeAction };
expectedUserData.principalVariableDebt = calcExpectedVariableDebtTokenBalance(
reserveDataBeforeAction,
@ -1084,7 +1090,7 @@ export const calcExpectedATokenBalance = (
) => {
const index = calcExpectedReserveNormalizedIncome(reserveData, currentTimestamp);
const {scaledATokenBalance: scaledBalanceBeforeAction} = userData;
const { scaledATokenBalance: scaledBalanceBeforeAction } = userData;
return scaledBalanceBeforeAction.rayMul(index);
};
@ -1119,7 +1125,7 @@ export const calcExpectedVariableDebtTokenBalance = (
currentTimestamp
);
const {scaledVariableDebt} = userData;
const { scaledVariableDebt } = userData;
return scaledVariableDebt.rayMul(normalizedDebt);
};
@ -1202,7 +1208,7 @@ export const calcExpectedInterestRates = (
totalVariableDebt: BigNumber,
averageStableBorrowRate: BigNumber
): BigNumber[] => {
const {reservesParams} = configuration;
const { reservesParams } = configuration;
const reserveIndex = Object.keys(reservesParams).findIndex((value) => value === reserveSymbol);
const [, reserveConfiguration] = (Object.entries(reservesParams) as [string, IReserveParams][])[
@ -1248,7 +1254,9 @@ export const calcExpectedInterestRates = (
variableBorrowRate,
averageStableBorrowRate
);
const liquidityRate = expectedOverallRate.rayMul(utilizationRate);
const liquidityRate = expectedOverallRate
.rayMul(utilizationRate)
.percentMul(new BigNumber(PERCENTAGE_FACTOR).minus(reserveConfiguration.reserveFactor));
return [liquidityRate, stableBorrowRate, variableBorrowRate];
};
@ -1292,7 +1300,7 @@ const calcExpectedReserveNormalizedIncome = (
reserveData: ReserveData,
currentTimestamp: BigNumber
) => {
const {liquidityRate, liquidityIndex, lastUpdateTimestamp} = reserveData;
const { liquidityRate, liquidityIndex, lastUpdateTimestamp } = reserveData;
//if utilization rate is 0, nothing to compound
if (liquidityRate.eq('0')) {

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@ -1,5 +1,5 @@
import BigNumber from 'bignumber.js';
import {RAY, WAD, HALF_RAY, HALF_WAD, WAD_RAY_RATIO} from '../../../helpers/constants';
import {RAY, WAD, HALF_RAY, HALF_WAD, WAD_RAY_RATIO, HALF_PERCENTAGE, PERCENTAGE_FACTOR} from '../../../helpers/constants';
declare module 'bignumber.js' {
interface BigNumber {
@ -7,10 +7,13 @@ declare module 'bignumber.js' {
wad: () => BigNumber;
halfRay: () => BigNumber;
halfWad: () => BigNumber;
halfPercentage: () => BigNumber;
wadMul: (a: BigNumber) => BigNumber;
wadDiv: (a: BigNumber) => BigNumber;
rayMul: (a: BigNumber) => BigNumber;
rayDiv: (a: BigNumber) => BigNumber;
percentMul: (a: BigNumber) => BigNumber;
percentDiv: (a: BigNumber) => BigNumber;
rayToWad: () => BigNumber;
wadToRay: () => BigNumber;
}
@ -64,3 +67,20 @@ BigNumber.prototype.rayToWad = function (): BigNumber {
BigNumber.prototype.wadToRay = function (): BigNumber {
return this.multipliedBy(WAD_RAY_RATIO).decimalPlaces(0, BigNumber.ROUND_DOWN);
};
BigNumber.prototype.halfPercentage = (): BigNumber => {
return new BigNumber(HALF_PERCENTAGE).decimalPlaces(0, BigNumber.ROUND_DOWN);
};
BigNumber.prototype.percentMul = function (b: BigNumber): BigNumber {
return this.halfPercentage().plus(this.multipliedBy(b)).div(PERCENTAGE_FACTOR).decimalPlaces(0, BigNumber.ROUND_DOWN);
};
BigNumber.prototype.percentDiv = function (a: BigNumber): BigNumber {
const halfA = a.div(2).decimalPlaces(0, BigNumber.ROUND_DOWN);
return halfA.plus(this.multipliedBy(PERCENTAGE_FACTOR)).div(a).decimalPlaces(0, BigNumber.ROUND_DOWN);
};