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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,14 +1,26 @@ | ||
| module View.ReserveInfo where | ||
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| import Prelude | ||
| import Data.BigInteger (BigInteger) | ||
| import Data.BigInteger (BigInteger, fromInt, toNumber) | ||
| import Halogen.HTML as HH | ||
| import Plutus.Contracts.LendingPool.OnChain.Core.Script (Reserve(..)) | ||
| import Plutus.V1.Ledger.Value (AssetClass) | ||
| import View.Utils (assetName) | ||
| import Data.Json.JsonTuple (JsonTuple(..)) | ||
| import Data.Tuple (Tuple(..)) | ||
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| reserveInfo :: forall props act. AssetClass -> Reserve -> HH.HTML props act | ||
| reserveInfo asset (Reserve { rAmount }) = poolTab asset rAmount | ||
| reserveInfo asset (Reserve { rAmount, rCurrentStableBorrowRate, rLiquidityRate }) = | ||
| HH.div_ [poolBalance asset rAmount, poolRates rCurrentStableBorrowRate rLiquidityRate] | ||
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| poolTab :: forall props act. AssetClass -> BigInteger -> HH.HTML props act | ||
| poolTab asset amount = HH.div_ $ [ HH.h4_ [ HH.text (assetName asset <> " pool balance") ], HH.text $ show amount ] | ||
| poolBalance :: forall props act. AssetClass -> BigInteger -> HH.HTML props act | ||
| poolBalance asset amount = HH.div_ $ [ HH.h4_ [ HH.text (assetName asset <> " pool balance") ], HH.text $ show amount ] | ||
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| poolRates :: forall props act. JsonTuple BigInteger BigInteger -> JsonTuple BigInteger BigInteger -> HH.HTML props act | ||
| poolRates borrowRate incomeRate = HH.div_ $ [ HH.text $ "Borrow rate: " <> showPercent borrowRate <> " Income rate: " <> showPercent incomeRate ] | ||
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| showPercent :: JsonTuple BigInteger BigInteger -> String | ||
| showPercent = (_ <> "%") <<< show <<< ratioToPercent | ||
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| ratioToPercent :: JsonTuple BigInteger BigInteger -> Number | ||
| ratioToPercent (JsonTuple (Tuple a b)) = toNumber (a * (fromInt 100)) / (toNumber b) |
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134 changes: 134 additions & 0 deletions
134
MetaLamp/lending-pool/src/Plutus/Contracts/LendingPool/InterestRate.hs
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,134 @@ | ||
| {-# LANGUAGE DataKinds #-} | ||
| {-# LANGUAGE DeriveAnyClass #-} | ||
| {-# LANGUAGE DeriveGeneric #-} | ||
| {-# LANGUAGE DerivingStrategies #-} | ||
| {-# LANGUAGE FlexibleContexts #-} | ||
| {-# LANGUAGE GeneralizedNewtypeDeriving #-} | ||
| {-# LANGUAGE LambdaCase #-} | ||
| {-# LANGUAGE MultiParamTypeClasses #-} | ||
| {-# LANGUAGE NoImplicitPrelude #-} | ||
| {-# LANGUAGE OverloadedStrings #-} | ||
| {-# LANGUAGE RecordWildCards #-} | ||
| {-# LANGUAGE ScopedTypeVariables #-} | ||
| {-# LANGUAGE StandaloneDeriving #-} | ||
| {-# LANGUAGE TemplateHaskell #-} | ||
| {-# LANGUAGE TypeApplications #-} | ||
| {-# LANGUAGE TypeFamilies #-} | ||
| {-# LANGUAGE TypeOperators #-} | ||
| {-# OPTIONS_GHC -fno-specialise #-} | ||
| {-# OPTIONS_GHC -fno-strictness #-} | ||
| {-# OPTIONS_GHC -fno-ignore-interface-pragmas #-} | ||
| {-# OPTIONS_GHC -fno-omit-interface-pragmas #-} | ||
| {-# OPTIONS_GHC -fobject-code #-} | ||
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| module Plutus.Contracts.LendingPool.InterestRate where | ||
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| import Plutus.Abstract.IncentivizedAmount (IncentivizedAmount (..)) | ||
| import Plutus.Contracts.LendingPool.OnChain.Core.Script (InterestRateModel (..), | ||
| Reserve (..), | ||
| UserConfig (..)) | ||
| import Plutus.V1.Ledger.Slot (Slot (..)) | ||
| import Plutus.V1.Ledger.Value (AssetClass) | ||
| import PlutusTx.Prelude | ||
| import PlutusTx.Ratio (Ratio, | ||
| Rational, | ||
| denominator, | ||
| numerator, | ||
| reduce) | ||
| import qualified Prelude | ||
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| {-# INLINABLE updateCumulativeIndices #-} | ||
| updateCumulativeIndices :: Reserve -> [UserConfig] -> Slot -> Reserve | ||
| updateCumulativeIndices reserve@Reserve{..} userConfigs currentSlot = | ||
| if totalBorrows > (fromInteger 0) | ||
| then | ||
| if rLastLiquidityCumulativeIndex == fromInteger 0 | ||
| then | ||
| reserve { | ||
| rLastLiquidityCumulativeIndex = cumulatedLiquidityInterest, | ||
| rLastUpdated = currentSlot | ||
| } | ||
| else | ||
| reserve { | ||
| rLastLiquidityCumulativeIndex = rLastLiquidityCumulativeIndex * cumulatedLiquidityInterest, | ||
| rLastUpdated = currentSlot | ||
| } | ||
| else reserve | ||
| where | ||
| totalBorrows = getTotalBorrows userConfigs | ||
| cumulatedLiquidityInterest = calculateLinearInterest rLastUpdated currentSlot rLiquidityRate | ||
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| {-# INLINABLE getTotalBorrows #-} | ||
| getTotalBorrows :: [UserConfig] -> Rational | ||
| getTotalBorrows = foldr (\acc cur -> cur + (iaAmount . ucDebt $ acc)) (fromInteger 0) | ||
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| {-# INLINABLE calculateLinearInterest #-} | ||
| calculateLinearInterest :: Slot -> Slot -> Rational -> Rational | ||
| calculateLinearInterest last current rate = rate * timeDelta | ||
| where | ||
| timeDifference = current - last | ||
| timeDelta = getSlot timeDifference % getSlot slotsPerYear | ||
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| slotsPerYear :: Slot | ||
| slotsPerYear = Slot 31536000 | ||
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| data RateParams = RateParams { | ||
| rpAvailableLiquidity :: Integer, | ||
| rpTotalBorrows :: Rational | ||
| } | ||
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| {-# INLINABLE updateReserveInterestRates #-} | ||
| updateReserveInterestRates :: RateParams -> Slot -> Rational -> Reserve -> Reserve | ||
| updateReserveInterestRates rateParams currentSlot averageStableBorrowRate reserve@Reserve{..} = | ||
| reserve { | ||
| rLiquidityRate = getCurrentLiqudityRate rateParams averageStableBorrowRate, | ||
| rCurrentStableBorrowRate = getCurrentStableBorrowRate rInterestRateModel rateParams, | ||
| rLastUpdated = currentSlot } | ||
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| {-# INLINABLE getCurrentLiqudityRate #-} | ||
| getCurrentLiqudityRate :: RateParams -> Rational -> Rational | ||
| getCurrentLiqudityRate rateParams averageStableBorrowRate = | ||
| if utilizationRate == fromInteger 0 | ||
| then fromInteger 0 | ||
| else borrowRate `divideRatio` utilizationRate | ||
| where | ||
| utilizationRate = getUtilizationRate rateParams | ||
| borrowRate = if (rpTotalBorrows rateParams) == (fromInteger 0) then (fromInteger 0) else averageStableBorrowRate | ||
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| defaultRateModel :: InterestRateModel | ||
| defaultRateModel = InterestRateModel { | ||
| irmOptimalUtilizationRate = 8 % 10, | ||
| irmExcessUtilizationRate = 2 % 10, | ||
| irmStableRateSlope1 = 4 % 100, | ||
| irmStableRateSlope2 = 1 % 1, | ||
| irmMarketBorrowRate = 4 % 100 | ||
| } | ||
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| -- TODO: figure out the right way to do it | ||
| {-# INLINABLE divideRatio #-} | ||
| divideRatio :: Rational -> Rational -> Rational | ||
| divideRatio a b = reduce (numerator a * denominator b) (denominator a * numerator b) | ||
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| {-# INLINABLE getCurrentStableBorrowRate #-} | ||
| getCurrentStableBorrowRate :: InterestRateModel -> RateParams -> Rational | ||
| getCurrentStableBorrowRate InterestRateModel{..} rateParams = | ||
| if utilizationRate > irmOptimalUtilizationRate | ||
| then | ||
| let excessUtilizationRateRatio = (utilizationRate - irmOptimalUtilizationRate) `divideRatio` irmExcessUtilizationRate | ||
| in irmMarketBorrowRate + irmStableRateSlope1 + irmStableRateSlope2 * excessUtilizationRateRatio | ||
| else | ||
| irmMarketBorrowRate + irmStableRateSlope1 * utilizationRate `divideRatio` irmOptimalUtilizationRate | ||
| where | ||
| utilizationRate = getUtilizationRate rateParams | ||
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| {-# INLINABLE getUtilizationRate #-} | ||
| getUtilizationRate :: RateParams -> Rational | ||
| getUtilizationRate RateParams{..} = | ||
| if rpTotalBorrows == (fromInteger 0) || rpAvailableLiquidity == 0 | ||
| then fromInteger 0 | ||
| else rpTotalBorrows `divideRatio` (rpTotalBorrows + fromInteger rpAvailableLiquidity) | ||
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| {-# INLINABLE getNormalizedIncome #-} | ||
| getNormalizedIncome :: Reserve -> Slot -> Slot -> Rational | ||
| getNormalizedIncome Reserve{..} previous current = | ||
| rLastLiquidityCumulativeIndex * calculateLinearInterest previous current rLiquidityRate |
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