Neutral.trade adapter

package.json

@@ -24,6 +24,7 @@
   "dependencies": {
     "@coral-xyz/anchor": "^0.30.1",
     "@defillama/sdk": "latest",
+    "@drift-labs/vaults-sdk": "^0.2.13",
     "@project-serum/anchor": "^0.26.0",
     "@solana/web3.js": "^1.87.6",
     "@solendprotocol/solend-sdk": "^0.4.3",

projects/neutral-trade/constants.js

@@ -0,0 +1,122 @@
+const DATA_URL = 'https://raw.githubusercontent.com/neutral-trade/vaults-data/main';
+
+const START_TIMESTAMP = 1730419200; // 2024-11-01
+
+
+const TOKENS = {
+  USDC: {
+    name: 'USDC',
+    mint: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
+    decimals: 6
+  },
+  SOL: {
+    name: 'SOL',
+    mint: 'So11111111111111111111111111111111111111112',
+    decimals: 9
+  },
+  WBTC: {
+    name: 'Wrapped BTC (Wormhole) (WBTC)',
+    mint: '3NZ9JMVBmGAqocybic2c7LQCJScmgsAZ6vQqTDzcqmJh',
+    decimals: 8
+  },
+  WETH: {
+    name: 'Wrapped ETH (Wormhole) (WETH)',
+    mint: '7vfCXTUXx5WJV5JADk17DUJ4ksgau7utNKj4b963voxs',
+    decimals: 8
+  }
+};
+
+const VAULTS = [
+  {
+    name: "USDC Basis (Perps Basket)",
+    address: "4cvgasNfbJ36yeMVJSkscgL2Yco9dFGdj52Wrg91fmHv",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/btcethfunding.json`
+  },
+  {
+    name: "BTC Super Staking",
+    address: "BVddkVtFJLCihbVrtLo8e3iEd9NftuLunaznAxFFW8vf",
+    token: TOKENS.WBTC,
+    dataUrl: `${DATA_URL}/btcjlpnl.json`
+  },
+  {
+    name: "ETH Super Staking",
+    address: "ENr5e1BMN5vFUHf4iCCPzR4GjWCKgtHnQcdniRQqMdEL",
+    token: TOKENS.WETH,
+    dataUrl: `${DATA_URL}/ethjlpnl.json`
+  },
+  {
+    name: "USDC Staking (JLP Delta Neutral)",
+    address: "9Fcn3Fd4d5ocrb12xCUtEvezxcjFEAyHBPfrZDiPt9Qj",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/jlpdn.json`
+  },
+  {
+    name: "USDC Staking (JLP Delta Neutral) v2",
+    address: "41Y8C4oxk4zgJT1KXyQr35UhZcfsp5mP86Z2G7UUzojU",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/jlpdnv2.json`
+  },
+  {
+    name: "USDC Basis (Sanctum-INF)",
+    address: "CxL8eQmGhN9LKSoHj7bU95JekFPtyZoUc57mbehb5A56",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/solbasis.json`
+  },
+  {
+    name: "SOL Super Staking",
+    address: "EuSLjg23BrtwYAk1t4TFe5ArYSXCVXLBqrHRBfWQiTeJ",
+    token: TOKENS.SOL,
+    dataUrl: `${DATA_URL}/soljlpnl.json`
+  },
+  {
+    name: "JLP Traders Print",
+    address: "85XuR4kE5yxp1hk91WHAawinXZsuJowxy59STYYpM9pK",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/tradersprint.json`
+  },
+  {
+    name: "JLP Traders Rekt",
+    address: "2r81MPMDjGSrbmGRwzDg6aqhe3t3vbKcrYfpes5bXckS",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/tradersrekt.json`
+  },
+  {
+    name: "vip01",
+    address: "CZU38L2NyL6tqFxzYAGYkmkf2JG98tZfZ2CnUapVgXQe",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/vip01.json`
+  },
+  {
+    name: "vip02",
+    address: "DUW6uWcrsjYmsYDjp9iGDN4JdRa2MqznjuxjKVok5Fsj",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/vip02.json`
+  },
+  {
+    name: "vip03",
+    address: "Fd3k4c6Dv7m9673ae87P6duQrftY9UVfwiCxngNbJrUQ",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/vip03.json`
+  },
+  // 'vip04', // currently inactive
+  {
+    name: "vip05",
+    address: "9BMEyctGvajEubk5iCRBnM9fkeTXUhrxaweYq34jZdC8",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/vip05.json`
+  },
+  {
+    name: "vip06",
+    address: "6DFDj66PbPoTC16Sh51MJijoTTMYCbMCVC85tnc5UfQ3",
+    token: TOKENS.USDC,
+    dataUrl: `${DATA_URL}/vip06.json`
+  },
+];
+
+module.exports = {
+  DATA_URL,
+  START_TIMESTAMP,
+  TOKENS,
+  VAULTS,
+};

projects/neutral-trade/helpers.js

@@ -0,0 +1,58 @@
+const { Connection, Keypair } = require("@solana/web3.js");
+const { AnchorProvider, Program } = require('@project-serum/anchor');
+const { DriftClient } = require('@drift-labs/sdk');
+const { IDL, VAULT_PROGRAM_ID, VaultClient } = require("@drift-labs/vaults-sdk");
+const { JLPDN_PROGAM_ID_V1 } = require("./constants");
+
+
+/// INIT DRIFT SDK
+const initialize = async () => {
+  const connection = new Connection('https://cold-hanni-fast-mainnet.helius-rpc.com/');
+  const wallet = Keypair.generate();
+  const initializeDriftClient = async () => {
+    const driftClient = new DriftClient({
+      connection,
+      wallet,
+      env: "mainnet-beta",
+    });
+    await driftClient.subscribe();
+    return driftClient;
+  };
+  const initializeProgram = (version) => {
+    const provider = new AnchorProvider(connection, wallet, AnchorProvider.defaultOptions());
+    return new Program(
+      IDL,
+      version == 1 ? JLPDN_PROGAM_ID_V1 : VAULT_PROGRAM_ID,
+      provider
+    );
+  };
+  const initializeVaultClient = async (version) => {
+    return new VaultClient({
+      driftClient: await initializeDriftClient(),
+      program: initializeProgram(version),
+      cliMode: true,
+    });
+  };
+  const client = await initializeVaultClient();
+  const client_jlpdnv1 = await initializeVaultClient(1);
+  return { client, client_jlpdnv1 };
+};
+
+
+/**
+ * Utility function to format a timestamp into YYYY-MM-DD format.
+ * @param {number} ts - The timestamp in milliseconds.
+ * @returns {string} - The formatted date string.
+ */
+function formatDate(date) {
+  const year = date.getFullYear();
+  const month = String(date.getMonth() + 1).padStart(2, '0');
+  const day = String(date.getDate()).padStart(2, '0');
+  return `${year}-${month}-${day}`;
+}
+
+
+module.exports = {
+  initialize,
+  formatDate,
+};

projects/neutral-trade/index.js

@@ -0,0 +1,97 @@
+const { PublicKey } = require("@solana/web3.js");
+const { VAULTS, START_TIMESTAMP } = require("./constants");
+const { initialize, formatDate } = require("./helpers");
+
+
+/**
+ * Fetch historical TVL data from the vault's data repository.
+ * @param {object} vault - Vault object containing data URL and token details.
+ * @param {string} date - Date string in YYYY-MM-DD format.
+ * @returns {Promise<{usd_tvl: number, token_tvl: number}>} - Historical TVL data.
+ */
+async function fetchHistoricalTvl(vault, date) {
+  let usd_tvl = 0;
+  let token_tvl = 0;
+
+  try {
+    const response = await fetch(vault.dataUrl);
+    const allEntries = Object.entries(await response.json());
+    const entry = allEntries.find(([entryTime]) => entryTime?.startsWith(date));
+    if (entry) {
+      const [, entryData] = entry;
+      usd_tvl = entryData?.TVL_USD || 0;
+      token_tvl = (entryData?.TVL_TOKEN || 0) * Math.pow(10, vault.token.decimals);
+    }
+  } catch (error) {
+    console.error(`Error fetching historical TVL for vault ${vault.name} on ${date}:`, error);
+  }
+
+  return { usd_tvl, token_tvl };
+}
+
+
+/**
+ * Fetch the current TVL of a vault from the blockchain.
+ * @param {object} vault - Vault object containing address and token details.
+ * @param {object} client - Drift client for interacting with the blockchain.
+ * @returns {Promise<number>} - Current token TVL.
+ */
+async function fetchCurrentTvl(vault, client) {
+  try {
+    const vaultInstance = await client.getVault(new PublicKey(vault.address));
+    const token_tvl = await client.calculateVaultEquityInDepositAsset({
+      address: vault.address,
+      vault: vaultInstance,
+      factorUnrealizedPNL: true,
+    });
+    return Number(token_tvl);
+  } catch (error) {
+    console.error(`Error fetching current TVL for vault ${vault.name}:`, error);
+    return 0;
+  }
+}
+
+
+/**
+ * Main TVL calculation function, handling both historical and current data.
+ * @param {object} api - API object to aggregate TVL data.
+ */
+async function tvl(api) {
+  const queryDate = new Date(api.timestamp * 1000);
+  queryDate.setHours(0, 0, 0, 0);
+  const currentDate = new Date();
+  currentDate.setHours(0, 0, 0, 0);
+
+  const isHistorical = queryDate.valueOf() < currentDate.valueOf();
+
+  // Fetch historical TVL from Neutral.trade data repository.
+  if (isHistorical) {
+    console.log("fetching tvl from historical data repository");
+    for (const vault of VAULTS) {
+      const { token_tvl } = await fetchHistoricalTvl(vault, formatDate(queryDate));
+      api.add(vault.token.mint, token_tvl);
+    }
+  }
+
+  // Fetch current TVL from the blockchain.
+  else {
+    console.log("fetching tvl from current onchain data");
+    const { client, client_jlpdnv1 } = await initialize();
+    await Promise.all(
+      VAULTS.map(async (vault) => {
+        const _client =
+          vault.name === "USDC Staking (JLP Delta Neutral)" ? client_jlpdnv1 : client;
+        const token_tvl = await fetchCurrentTvl(vault, _client);
+        api.add(vault.token.mint, token_tvl);
+      })
+    );
+  }
+}
+
+
+module.exports = {
+  start: START_TIMESTAMP,
+  timetravel: true,
+  methodology: "The combined TVL and PnL of all public and private vaults.",
+  solana: { tvl },
+};