Scallop Portfolio Analytics

Portfolio Analytics

Aggregate every Scallop position a user holds — supplied assets, all obligations (with debts + collaterals + USD values), spool stakes, veSCA — into a single view. Plus protocol-level TVL.

Overview

ScallopQuery exposes three composite read methods that fan out across all of a user's positions, plus a protocol-wide TVL view. The assembly logic lives in buildUserPortfolio in src/services/query/portfolioCalculations.ts; the I/O entry points are on src/models/scallopQuery/index.ts — call them on the query instance, not via internal subpaths.

The Python SDK (sui-scallop-sdk >= 0.3.0a1) wraps the same views: query.get_user_portfolio(address), query.get_lendings(address), query.get_tvl() — the examples below are TypeScript, but you are not locked to it. All TS shapes on this page were verified against @scallop-io/sui-scallop-sdk v4.3.0.

Full User Portfolio

import { Scallop } from '@scallop-io/sui-scallop-sdk';

const scallopSDK = new Scallop({ networkType: 'mainnet' });
await scallopSDK.init();
const query = scallopSDK.client.query;

const portfolio = await query.getUserPortfolio({ walletAddress: '0xUSER' });

// Real shape (abridged — see buildUserPortfolio in
// src/services/query/portfolioCalculations.ts for the full structure):
// {
//   ...totals,
//   lendings: [
//     {
//       coinName, symbol, coinType, coinPrice, coinDecimals,
//       suppliedCoin, suppliedValue, stakedCoin,
//       supplyApr, supplyApy, incentiveApr,
//     }
//   ],
//   borrowings: [                       // note: NOT "obligations"
//     {
//       obligationId,
//       totalDebtsInUsd, totalCollateralInUsd, riskLevel,
//       availableCollateralInUsd, totalUnhealthyCollateralInUsd,
//       collaterals:    [ { coinName, depositedCoin, depositedValueInUsd, ... } ],
//       borrowedPools:  [ { coinName, borrowedCoin, borrowedValueInUsd,
//                           borrowApr, borrowApy, incentiveInfos, ... } ],
//     }
//   ],
//   pendingRewards: { lendings: [...], borrowIncentives: [...] },
//   veScas: [ { veScaKey, lockedScaInCoin, lockedScaInUsd, currentVeScaBalance,
//               remainingLockPeriodInDays, unlockAt /* epoch ms */ } ],
// }

Render a Dashboard

console.log('=== Lending Positions ===');
for (const p of portfolio.lendings) {
  if (!p.suppliedCoin) continue;
  console.log(
    `${p.symbol.padEnd(8)} supplied=${p.suppliedCoin}` +
    ` ($${p.suppliedValue.toFixed(2)})  APY=${(p.supplyApy * 100).toFixed(2)}%`
  );
}

console.log('\n=== Obligations ===');
for (const ob of portfolio.borrowings) {
  const flag = ob.riskLevel >= 1 ? 'LIQUIDATABLE'
            : ob.riskLevel >= 0.8 ? 'AT RISK'
            : 'OK';
  console.log(
    `${ob.obligationId.slice(0, 10)}...  risk=${ob.riskLevel.toFixed(3)} ` +
    `debt=$${ob.totalDebtsInUsd.toFixed(2)} ` +
    `coll=$${ob.totalCollateralInUsd.toFixed(2)} ${flag}`
  );
}

for (const v of portfolio.veScas ?? []) {
  console.log('\n=== veSCA ===');
  console.log(`Locked: ${v.lockedScaInCoin} SCA`);
  console.log(`Voting power: ${v.currentVeScaBalance}`);
  // unlockAt is already in milliseconds — do not multiply by 1000
  console.log(`Unlocks: ${new Date(v.unlockAt).toISOString()}`);
}

Lightweight: Lendings Only

When you don't need obligation/veSCA data (e.g. a yield aggregator), skip the expensive parts:

// First positional arg is poolCoinNames (omit for "all"), second is owner address.
const lendings = await query.getLendings(undefined, '0xUSER');
const totalSupplied = Object.values(lendings)
  .filter((l): l is NonNullable<typeof l> => !!l)
  .reduce((sum, l) => sum + l.suppliedValue, 0);
console.log(`Total supplied: $${totalSupplied.toFixed(2)}`);

Protocol TVL

const tvl = await query.getTvl();
console.log(`Supply (lending + collateral): $${tvl.supplyValue}`);
console.log(`  - lending:    $${tvl.supplyLendingValue}`);
console.log(`  - collateral: $${tvl.supplyCollateralValue}`);
console.log(`Borrow: $${tvl.borrowValue}`);
console.log(`TVL:    $${tvl.totalValue}`);

When you pass { indexer: true } the response is augmented with *ChangeRatio fields (e.g. supplyValueChangeRatio) sourced from the Scallop indexer. Useful as a denominator when comparing a user's exposure against protocol size, or for an indexer that snapshots TVL on a schedule.

Composition with Other Skills

Performance Notes

getUserPortfolio is a fan-out: market data + all owned obligations + all market coins + veSCA, each priced. Expect several seconds on a cold call. For dashboards:

• Cache the response per address with a TTL (30–60s for read-only UIs).
• Stream individual sections (getLendings then per-obligation reads) when you only need part of the data.
• For server-side monitors, prefer a single getUserPortfolio per tick over many discrete calls — fewer RPC round-trips.
• Pass { indexer: true } to getUserPortfolio / getTvl to take the indexer fast-path; it falls back to on-chain reads automatically if the indexer is unavailable.

Error Handling

• The veScas array is empty when the user holds no veSCA — not an error.
• Empty positions are filtered out (lendings only includes entries with positive withdrawable amounts; borrowings only includes obligations with debt or collateral).
• RPC failures bubble up as the underlying error; wrap in a retry with exponential backoff for keeper code.

References

• query-data Skill - Lower-level reads
• obligation-manager Skill - Per-obligation drilldown
• market-limits Skill - Per-asset caps
• supported-coins.md - Asset list