fix: forwardAPR with fees

yearn · Oct 17, 2023 · a51d9f4 · a51d9f4
1 parent 9eeae99
commit a51d9f4
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Showing 6 changed files with 34 additions and 20 deletions.
diff --git a/common/env/chain.ethereum.go b/common/env/chain.ethereum.go
@@ -74,15 +74,21 @@ var ETHEREUM = TChain{
 		common.HexToAddress("0xD725F5742047B4B4A3110D0b38284227fcaB041e"), // LP Yearn BAL Vault - Disabled for now
 		common.HexToAddress("0xD61e198e139369a40818FE05F5d5e6e045Cd6eaF"), // Balancer yBAL Stable Pool - Disabled for now
 		//
-		// common.HexToAddress(`0x39CAF13a104FF567f71fd2A4c68C026FDB6E740B`),
-		// common.HexToAddress(`0x4560b99C904aAD03027B5178CCa81584744AC01f`),
-		// common.HexToAddress(`0x5c0A86A32c129538D62C106Eb8115a8b02358d57`),
-		// common.HexToAddress(`0x2D5D4869381C4Fce34789BC1D38aCCe747E295AE`),
-		// common.HexToAddress(`0xd88dBBA3f9c4391Ee46f5FF548f289054db6E51C`),
-		// common.HexToAddress(`0xC4dAf3b5e2A9e93861c3FBDd25f1e943B8D87417`),
-		// common.HexToAddress(`0x801Ab06154Bf539dea4385a39f5fa8534fB53073`),
-		// common.HexToAddress(`0xF59D66c1d593Fb10e2f8c2a6fD2C958792434B9c`),
-		// common.HexToAddress(`0x341bb10D8f5947f3066502DC8125d9b8949FD3D6`),
+		// common.HexToAddress(`0x39CAF13a104FF567f71fd2A4c68C026FDB6E740B`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x4560b99C904aAD03027B5178CCa81584744AC01f`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x5c0A86A32c129538D62C106Eb8115a8b02358d57`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x2D5D4869381C4Fce34789BC1D38aCCe747E295AE`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0xd88dBBA3f9c4391Ee46f5FF548f289054db6E51C`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0xC4dAf3b5e2A9e93861c3FBDd25f1e943B8D87417`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x801Ab06154Bf539dea4385a39f5fa8534fB53073`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0xF59D66c1d593Fb10e2f8c2a6fD2C958792434B9c`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x341bb10D8f5947f3066502DC8125d9b8949FD3D6`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0xb4D1Be44BfF40ad6e506edf43156577a3f8672eC`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x7AB4a7BE740131BdE216521B54ADddD672F44A05`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x59518884EeBFb03e90a18ADBAAAB770d4666471e`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0xdb25cA703181E7484a155DD612b06f57E12Be5F0`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x1b905331F7dE2748F4D6a0678e1521E20347643F`), //DebtRatio 0 - To retire
+		// common.HexToAddress(`0x9d409a0A012CFbA9B15F6D4B36Ac57A46966Ab9a`), //DebtRatio 0 - To retire
 	},
 	ExtraTokens: []common.Address{
 		common.HexToAddress("0x34fe2a45D8df28459d7705F37eD13d7aE4382009"), // yvWBTC

diff --git a/external/vaults/route.vaults.allchains.simplified.go b/external/vaults/route.vaults.allchains.simplified.go
@@ -54,10 +54,10 @@ func (y Controller) GetAllVaultsForAllChainsSimplified(c *gin.Context) {
 	**
 	** limit: A uint64 value that represents the number of vaults to be returned per page. It is
 	** obtained from the 'limit' query parameter in the request. If the parameter is not provided,
-	** it defaults to 50.
+	** it defaults to 200.
 	**************************************************************************************************/
 	page := helpers.SafeStringToUint64(getQuery(c, `page`), 1)
-	limit := helpers.SafeStringToUint64(getQuery(c, `limit`), 50)
+	limit := helpers.SafeStringToUint64(getQuery(c, `limit`), 200)
 
 	/** 🔵 - Yearn *************************************************************************************
 	** chainsStr: A string that represents the chain IDs for which the vaults are to be returned. It is

diff --git a/processes/apy/forward.convex.go b/processes/apy/forward.convex.go
@@ -68,8 +68,12 @@ func calculateConvexForwardAPR(args TCalculateConvexAPYDataStruct) TStrategyAPR
 	** Calculate the CRV Net APR:
 	** Take the gross APR and remove the performance fee and the management fee
 	**********************************************************************************************/
-	netAPR := bigNumber.NewFloat(0).Mul(grossAPR, oneMinusPerfFee)
-	netAPR = bigNumber.NewFloat(0).Sub(netAPR, vaultManagementFee)
+	netAPR := bigNumber.NewFloat(0).Mul(grossAPR, oneMinusPerfFee) // grossAPR * (1 - perfFee)
+	if netAPR.Gt(vaultManagementFee) {
+		netAPR = bigNumber.NewFloat(0).Sub(netAPR, vaultManagementFee) // (grossAPR * (1 - perfFee)) - managementFee
+	} else {
+		netAPR = bigNumber.NewFloat(0)
+	}
 
 	apyStruct := TStrategyAPR{
 		Type:      "convex",

diff --git a/processes/apy/forward.curve.go b/processes/apy/forward.curve.go
@@ -57,7 +57,11 @@ func calculateCurveForwardAPR(args TCalculateCurveAPYDataStruct) TStrategyAPR {
 	** Take the gross APR and remove the performance fee and the management fee
 	**********************************************************************************************/
 	netAPR := bigNumber.NewFloat(0).Mul(grossAPR, oneMinusPerfFee) // grossAPR * (1 - perfFee)
-	netAPR = bigNumber.NewFloat(0).Sub(netAPR, vaultManagementFee) // (grossAPR * (1 - perfFee)) - managementFee
+	if netAPR.Gt(vaultManagementFee) {
+		netAPR = bigNumber.NewFloat(0).Sub(netAPR, vaultManagementFee) // (grossAPR * (1 - perfFee)) - managementFee
+	} else {
+		netAPR = bigNumber.NewFloat(0)
+	}
 
 	/**********************************************************************************************
 	** Calculate the final boost

diff --git a/processes/apy/forward.curve.helpers.go b/processes/apy/forward.curve.helpers.go
@@ -19,13 +19,10 @@ import (
 ** TLDR; check if name contains curve or convex
 **************************************************************************************************/
 func isCurveVault(strategies []*models.TStrategy) bool {
-	if len(strategies) > 3 {
-		return false
-	}
 	isCurveOrConvexStrategy := false
 	for _, strategy := range strategies {
 		strategyName := strings.ToLower(strategy.Name)
-		if strings.Contains(strategyName, `curve`) || strings.Contains(strategyName, `convex`) {
+		if strings.Contains(strategyName, `curve`) || strings.Contains(strategyName, `convex`) && strategy.DebtRatio.Gt(bigNumber.NewInt(0)) {
 			isCurveOrConvexStrategy = true
 			break
 		}
@@ -197,7 +194,6 @@ func calculateCurveLikeStrategyAPR(
 
 	if subgraphItem.LatestWeeklyApy == 0 {
 		logs.Warning(`No APY data for vault ` + vault.Address.Hex())
-		// return TStrategyAPR{}
 	}
 
 	/**********************************************************************************************

diff --git a/processes/apy/forward.velodrome.go b/processes/apy/forward.velodrome.go
@@ -130,7 +130,11 @@ func calculateVeloLikeStrategyAPR(
 	** Take the gross APR and remove the performance fee and the management fee
 	**********************************************************************************************/
 	netAPR := bigNumber.NewFloat(0).Mul(grossAPR, oneMinusPerfFee) // grossAPR * (1 - perfFee)
-	netAPR = bigNumber.NewFloat(0).Sub(netAPR, vaultManagementFee) // (grossAPR * (1 - perfFee)) - managementFee
+	if netAPR.Gt(vaultManagementFee) {
+		netAPR = bigNumber.NewFloat(0).Sub(netAPR, vaultManagementFee) // (grossAPR * (1 - perfFee)) - managementFee
+	} else {
+		netAPR = bigNumber.NewFloat(0)
+	}
 
 	/**********************************************************************************************
 	** Calculate the strategy Net APY: