Fix underlyingBalance computing

package.json

@@ -103,6 +103,17 @@
     "singleQuote": true,
     "trailingComma": "es5"
   },
+  "eslint": {
+    "parser": "@typescript-eslint/parser",
+    "extends": [
+      "eslint:recommended",
+      "plugin:@typescript-eslint/recommended",
+      "plugin:import/errors",
+      "plugin:import/warnings",
+      "plugin:import/typescript",
+      "plugin:prettier/recommended"
+    ]
+  },
   "resolutions": {
     "**/typescript": "^4.0.5",
     "**/@typescript-eslint/eslint-plugin": "^4.6.1",

src/helpers/pool-math.ts

@@ -2,11 +2,12 @@ import BigNumber from 'bignumber.js';
 
 import {
   BigNumberValue,
+  pow10,
   valueToBigNumber,
   valueToZDBigNumber,
-  pow10,
 } from './bignumber';
 import * as RayMath from './ray-math';
+import { RAY } from './ray-math';
 import { SECONDS_PER_YEAR } from './constants';
 
 export const LTV_PRECISION = 4;
@@ -127,3 +128,56 @@ export function calculateAverageRate(
     .multipliedBy(SECONDS_PER_YEAR)
     .toString();
 }
+
+export function currentATokenBalance(
+  scaledATokenBalance: BigNumberValue,
+  liquidityIndex: BigNumberValue,
+  currentLiquidityRate: BigNumberValue,
+  lastUpdateTimestamp: number,
+  currentTimestamp: number
+): BigNumber {
+  const principalBalanceRay = RayMath.wadToRay(scaledATokenBalance);
+  const normalizedIncome = getNormalizedIncome(
+    liquidityIndex,
+    currentLiquidityRate,
+    lastUpdateTimestamp,
+    currentTimestamp
+  );
+  const scaledATokenBalanceRay = RayMath.rayMul(
+    principalBalanceRay,
+    normalizedIncome
+  );
+  return RayMath.rayToWad(scaledATokenBalanceRay);
+}
+
+function getNormalizedIncome(
+  liquidityIndex: BigNumberValue,
+  currentLiquidityRate: BigNumberValue,
+  lastUpdateTimestamp: number,
+  currentTimestamp: number
+): BigNumber {
+  liquidityIndex = valueToZDBigNumber(liquidityIndex);
+  currentLiquidityRate = valueToZDBigNumber(currentLiquidityRate);
+  if (currentTimestamp === lastUpdateTimestamp) {
+    return liquidityIndex;
+  }
+  const linearInterest = calculateLinearInterest(
+    currentLiquidityRate,
+    lastUpdateTimestamp,
+    currentTimestamp
+  );
+  return RayMath.rayMul(linearInterest, liquidityIndex);
+}
+
+function calculateLinearInterest(
+  currentLiquidityRate: BigNumberValue,
+  lastUpdateTimestamp: number,
+  currentTimestamp: number
+): BigNumber {
+  currentLiquidityRate = valueToZDBigNumber(currentLiquidityRate);
+  const timeDifference = currentTimestamp - lastUpdateTimestamp;
+  return currentLiquidityRate
+    .multipliedBy(timeDifference)
+    .div(SECONDS_PER_YEAR)
+    .plus(RAY);
+}

src/test/v2/computation-and-formatting.test.ts

@@ -4,6 +4,8 @@ import {
   formatUserSummaryData,
 } from '../../v2/computations-and-formatting';
 import BigNumber from 'bignumber.js';
+import { currentATokenBalance } from '../../helpers/pool-math';
+import * as RayMath from '../../helpers/ray-math';
 
 const mockReserve: ReserveData = {
   underlyingAsset: '0xff795577d9ac8bd7d90ee22b6c1703490b6512fd',
@@ -151,5 +153,55 @@ describe('computations and formattings', () => {
 
       expect(new BigNumber(second.totalDebt).gte(first.totalDebt)).toBe(true);
     });
+
+    it('should compute collateral balance from blockchain data', () => {
+      // data exported from user 0xa5a69107816c5e3dfa5561e6b621dfe6294f6e5b
+      // at block number: 11581421
+      // reserve: YFI
+      const scaledATokenBalance = '161316503206059870';
+      const liquidityIndex = '1001723339432542553527150680';
+      const currentLiquidityRate = '22461916953455574582370088';
+      const lastUpdateTimestamp = 1609673617;
+      // at a later time, but on the same block
+      // expected balance computed with hardhat
+      const currentTimestamp = 1609675535;
+      const expectedATokenBalance = '161594727054623229';
+      const underlyingBalance = currentATokenBalance(
+        scaledATokenBalance,
+        liquidityIndex,
+        currentLiquidityRate,
+        lastUpdateTimestamp,
+        currentTimestamp
+      ).toString();
+      expect(underlyingBalance).toBe(expectedATokenBalance);
+    });
+
+    it('should compute collateral balance from subgraph data', () => {
+      // id: 0xa5a69107816c5e3dfa5561e6b621dfe6294f6e5b0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e0xb53c1a33016b2dc2ff3653530bff1848a515c8c5
+      const mockUserReserve = {
+        scaledATokenBalance: '161316503206059870',
+        currentATokenBalance: '161422626192524099',
+        lastUpdateTimestamp: 1609361267,
+        liquidityRate: '356057734567773693054943410',
+      };
+      const scaledATokenBalanceRay = RayMath.wadToRay(
+        mockUserReserve.scaledATokenBalance
+      );
+      const currentATokenBalanceRay = RayMath.wadToRay(
+        mockUserReserve.currentATokenBalance
+      );
+      const liquidityIndex = RayMath.rayDiv(
+        currentATokenBalanceRay,
+        scaledATokenBalanceRay
+      );
+      const underlyingBalance = currentATokenBalance(
+        mockUserReserve.scaledATokenBalance,
+        liquidityIndex,
+        mockUserReserve.liquidityRate,
+        mockUserReserve.lastUpdateTimestamp,
+        mockUserReserve.lastUpdateTimestamp
+      ).toString();
+      expect(underlyingBalance).toBe(mockUserReserve.currentATokenBalance);
+    });
   });
 });

src/v1/computations-and-formatting.ts

@@ -47,7 +47,7 @@ export function getCompoundedBorrowBalance(
 
   let cumulatedInterest;
   if (userReserve.borrowRateMode === BorrowRateMode.Variable) {
-    let compoundedInterest = calculateCompoundedInterest(
+    const compoundedInterest = calculateCompoundedInterest(
       reserve.variableBorrowRate,
       currentTimestamp,
       reserve.lastUpdateTimestamp

src/v2/computations-and-formatting.ts

@@ -2,28 +2,29 @@ import BigNumber from 'bignumber.js';
 
 import {
   BigNumberValue,
-  valueToBigNumber,
-  valueToZDBigNumber,
   normalize,
   pow10,
+  valueToBigNumber,
+  valueToZDBigNumber,
 } from '../helpers/bignumber';
 import {
   calculateAvailableBorrowsETH,
+  calculateAverageRate,
+  calculateCompoundedInterest,
   calculateHealthFactorFromBalances,
+  currentATokenBalance,
   getCompoundedBalance,
   getCompoundedStableBalance,
-  calculateAverageRate,
   LTV_PRECISION,
-  calculateCompoundedInterest,
 } from '../helpers/pool-math';
 import { rayMul } from '../helpers/ray-math';
 import {
+  ComputedReserveData,
   ComputedUserReserve,
   ReserveData,
+  ReserveRatesData,
   UserReserveData,
   UserSummaryData,
-  ReserveRatesData,
-  ComputedReserveData,
 } from './types';
 import { ETH_DECIMALS, RAY_DECIMALS, USD_DECIMALS } from '../helpers/constants';
 
@@ -75,7 +76,7 @@ export function computeUserReserveData(
     price: { priceInEth },
     decimals,
   } = poolReserve;
-  const underlyingBalance = getCompoundedBalance(
+  const underlyingBalance = currentATokenBalance(
     userReserve.scaledATokenBalance,
     poolReserve.liquidityIndex,
     poolReserve.liquidityRate,