Merge pull request #63 from strkfarm/akira/dnmm

Akira/dnmm

.gitignore

@@ -34,3 +34,4 @@ yarn-error.log*
 # typescript
 *.tsbuildinfo
 next-env.d.ts
+.env

src/app/strategy/page.tsx

@@ -306,7 +306,8 @@ export default function Strategy() {
                 fontSize={'14px'}
               >
                 <Text width={{ base: '100%', md: '50%' }} padding={'5px 10px'}>
-                  {index + 1} {action.name}
+                  {index + 1}
+                  {')'} {action.name}
                 </Text>
                 <Text width={{ base: '100%', md: '30%' }} padding={'5px 10px'}>
                   <Avatar

src/components/Strategies.tsx

@@ -236,9 +236,10 @@ export default function Strategies() {
               textAlign={{ base: 'left', md: 'right' }}
               width="100%"
               float={'left'}
-              color="color1_light"
+              color="#eeeeee"
+              fontWeight={'bold'}
             >
-              {strat.leverage.toFixed(1)}x higher returns
+              {strat.leverage.toFixed(1)}x
             </Text>
           </Tooltip>
         </Box>

src/store/jedi.store.ts

@@ -34,7 +34,7 @@ export class Jediswap extends IDapp<string> {
   link = 'https://app.jediswap.xyz/#/pool';
   logo = 'https://app.jediswap.xyz/favicon/favicon-32x32.png';
   incentiveDataKey = 'Jediswap_v1';
-   _computePoolsInfo(data: any) {
+  _computePoolsInfo(data: any) {
     try {
       const myData = data[this.incentiveDataKey];
       if (!myData) return [];
@@ -74,7 +74,6 @@ export class Jediswap extends IDapp<string> {
                 title: 'STRK rewards',
                 description: 'Starknet DeFi Spring incentives',
               },
-
             ],
             category,
             type: PoolType.DEXV2,

src/store/myswap.store.ts

@@ -250,4 +250,4 @@ const MySwapAtoms: ProtocolAtoms = {
     return empty;
   }),
 };
-export default MySwapAtoms;
+export default MySwapAtoms;

src/store/nostradegen.store.ts

@@ -23,7 +23,7 @@ export class NostraDegen extends Jediswap {
           const logo1 = CONSTANTS.LOGOS[tokens[0]];
           const logo2 = CONSTANTS.LOGOS[tokens[1]];
           const baseApr =
-            poolData.baseApr === '0' ? 0.00 : parseFloat(poolData.baseApr);
+            poolData.baseApr === '0' ? 0.0 : parseFloat(poolData.baseApr);
           const rewardApr = parseFloat(poolData.rewardApr);
           const poolInfo: PoolInfo = {
             pool: {

src/store/strategies.atoms.ts

@@ -32,8 +32,8 @@ export const strategiesAtom = atom<StrategyInfo[]>((get) => {
     Mustache.render(DNMMDescription, { token1: 'USDC', token2: 'ETH' }),
     'ETH',
     CONSTANTS.CONTRACTS.DeltaNeutralMMUSDCETH,
-    [1.52, 0.618, 1, 0.553, 1.923], // precomputed factors based on strategy math
-    StrategyLiveStatus.COMING_SOON,
+    [1, 0.618, 1, 0.553], // precomputed factors based on strategy math
+    StrategyLiveStatus.ACTIVE,
   );
 
   const deltaNeutralMMETHUSDC = new DeltaNeutralMM(
@@ -42,7 +42,7 @@ export const strategiesAtom = atom<StrategyInfo[]>((get) => {
     'USDC',
     // ! change this later
     CONSTANTS.CONTRACTS.DeltaNeutralMMUSDCETH,
-    [1.52, 0.618, 1, 0.553, 1.923],
+    [1, 0.618, 1, 0.553], // precomputed factors based on strategy math
     StrategyLiveStatus.COMING_SOON,
   );
   const deltaNeutralMMSTRKUSDC = new DeltaNeutralMM(
@@ -51,7 +51,7 @@ export const strategiesAtom = atom<StrategyInfo[]>((get) => {
     'USDC',
     // ! change this later
     CONSTANTS.CONTRACTS.DeltaNeutralMMUSDCETH,
-    [1.52, 0.618, 1, 0.553, 1.923],
+    [1, 0.618, 1, 0.553], // precomputed factors based on strategy math
     StrategyLiveStatus.COMING_SOON,
   );
 

src/store/transactions.atom.ts

@@ -34,10 +34,12 @@ async function deserialiseTxInfo(key: string, initialValue: TransactionInfo[]) {
     ? JSON.parse(storedValue)
     : initialValue;
   txs.forEach((tx) => {
-    tx.info.amount = new MyNumber(
-      tx.info.amount.bigNumber.toString(),
-      tx.info.amount.decimals,
-    );
+    if (tx.info.amount) {
+      tx.info.amount = new MyNumber(
+        tx.info.amount.bigNumber.toString(),
+        tx.info.amount.decimals,
+      );
+    }
     tx.createdAt = new Date(tx.createdAt);
   });
   return txs;

src/strategies/delta_neutral_mm.ts

@@ -54,7 +54,7 @@ export class DeltaNeutralMM extends IStrategy {
 
     this.steps = [
       {
-        name: `Supplies your ${token} to zkLend [1.52x]`,
+        name: `Supplies your ${token} to zkLend`,
         optimizer: this.optimizer,
         filter: [this.filterMainToken],
       },
@@ -73,14 +73,19 @@ export class DeltaNeutralMM extends IStrategy {
         optimizer: this.optimizer,
         filter: [this.filterMainToken],
       },
+      {
+        name: `Loop back to step 1, repeat 3 more times`,
+        optimizer: this.getLookRepeatYieldAmount,
+        filter: [this.filterMainToken],
+      },
       {
         name: `Re-invest your STRK Rewards every 14 days`,
         optimizer: this.compounder,
         filter: [this.filterStrkzkLend],
       },
     ];
 
-    if (stepAmountFactors.length != this.steps.length) {
+    if (stepAmountFactors.length != 4) {
       throw new Error(
         'stepAmountFactors length should be equal to steps length',
       );
@@ -127,36 +132,86 @@ export class DeltaNeutralMM extends IStrategy {
     actions: StrategyAction[],
   ): StrategyAction[] {
     console.log('optimizer', actions.length, this.stepAmountFactors);
+    const _amount = (
+      Number(amount) * this.stepAmountFactors[actions.length]
+    ).toFixed(2);
     return [
       ...actions,
       {
         pool: eligiblePools[0],
-        amount: (
-          Number(amount) * this.stepAmountFactors[actions.length]
-        ).toFixed(2),
+        amount: _amount,
         isDeposit: actions.length == 0 || actions.length == 2,
       },
     ];
   }
 
+  getLookRepeatYieldAmount(
+    eligiblePools: PoolInfo[],
+    amount: string,
+    actions: StrategyAction[],
+  ) {
+    console.log('getLookRepeatYieldAmount', amount, actions);
+    let full_amount = Number(amount);
+    this.stepAmountFactors.forEach((factor, i) => {
+      full_amount /= factor;
+    });
+    const amount1 = 0.52 * full_amount;
+    const exp1 = amount1 * this.actions[0].pool.apr;
+    const amount2 = this.stepAmountFactors[1] * 0.52 * full_amount;
+    const exp2 =
+      amount2 * (this.actions[2].pool.apr - this.actions[1].pool.borrow.apr);
+    const amount3 = this.stepAmountFactors[3] * amount2;
+    const exp3 = -amount3 * this.actions[3].pool.borrow.apr;
+    const effecitveAmount = amount1 - amount3;
+    const effectiveAPR = (exp1 + exp2 + exp3) / effecitveAmount;
+    const pool: PoolInfo = { ...eligiblePools[0] };
+    pool.apr = effectiveAPR;
+    const strategyAction: StrategyAction = {
+      pool,
+      amount: effecitveAmount.toString(),
+      isDeposit: true,
+    };
+    console.log(
+      'getLookRepeatYieldAmount exp1',
+      exp1,
+      full_amount,
+      exp2,
+      amount2,
+      this.actions[2],
+      this.actions[1],
+      exp3,
+      amount3,
+    );
+    return [...actions, strategyAction];
+  }
+
   compounder(
     eligiblePools: PoolInfo[],
     amount: string,
     actions: StrategyAction[],
   ): StrategyAction[] {
-    const baseApr = actions.reduce(
-      (acc, a) => acc + (a.isDeposit ? a.pool.apr : -a.pool.borrow.apr),
-      0,
-    );
+    const amountWeights = this.actions.reduce((a, pool) => {
+      const sign = pool.isDeposit ? 1 : -1;
+      const apr = pool.isDeposit ? pool.pool.apr : pool.pool.borrow.apr;
+      console.log('compounder2', sign, pool.amount, apr);
+      return sign * Number(pool.amount) * apr + a;
+    }, 0);
+    const amountIn = Number(this.actions[0].amount);
+    const baseApr = amountWeights / amountIn;
     const compoundingApr = (1 + baseApr / 26) ** 26 - 1;
-    console.log('compounder', baseApr, compoundingApr, actions);
+    console.log(
+      'compounder',
+      amountIn,
+      amountWeights,
+      baseApr,
+      compoundingApr,
+      actions,
+    );
     return [
       ...actions,
       {
         pool: { ...eligiblePools[0], apr: compoundingApr - baseApr },
-        amount: (
-          Number(amount) * this.stepAmountFactors[actions.length]
-        ).toFixed(2),
+        amount: amountIn.toFixed(2),
         isDeposit: true,
       },
     ];