From e7fa5dad6df0ee18594c9d24757b642f3e42a296 Mon Sep 17 00:00:00 2001
From: starksama <257340800+starksama@users.noreply.github.com>
Date: Fri, 20 Feb 2026 23:05:58 +0800
Subject: [PATCH] feat: Add Days to Liquidation column to borrowers table

Calculates days to liquidation using:
- Current LTV from borrow/collateral ratio
- Market's liquidation threshold (lltv)
- Annual borrow rate (borrowApy)

Uses continuous compounding formula:
r = ln(1 + APY)
Days = ln(lltv/ltv) / r * 365

- Added tooltip on header explaining the metric
- Shows exact days (no cap)
- Matches existing tooltip style

Closes #344
---
 .../components/borrowers-table.tsx            | 52 ++++++++++++++++---
 1 file changed, 44 insertions(+), 8 deletions(-)

diff --git a/src/features/market-detail/components/borrowers-table.tsx b/src/features/market-detail/components/borrowers-table.tsx
index 1d5e306f..8feaa1d2 100644
--- a/src/features/market-detail/components/borrowers-table.tsx
+++ b/src/features/market-detail/components/borrowers-table.tsx
@@ -44,10 +44,15 @@ export function BorrowersTable({ chainId, market, minShares, oraclePrice, onOpen
   const hasActiveFilter = minShares !== '0';
   const tableKey = `borrowers-table-${currentPage}`;
 
-  // Calculate LTV for each borrower
+  // Calculate LTV and Days to Liquidation for each borrower
   // LTV = borrowAssets / (collateral * oraclePrice)
-  const borrowersWithLTV = useMemo(() => {
-    if (!oraclePrice || oraclePrice === 0n) return [];
+  // Days to Liquidation = ln(lltv/ltv) / ln(1 + borrowApy) * 365
+  // (using continuous compounding: r = ln(1 + APY) to convert annual APY to continuous rate)
+  const borrowersWithMetrics = useMemo(() => {
+    if (!oraclePrice) return [];
+
+    const lltv = Number(market.lltv) / 1e16; // lltv in WAD format (e.g., 8e17 = 80%)
+    const borrowApy = market.state.borrowApy;
 
     return borrowers.map((borrower) => {
       const borrowAssets = BigInt(borrower.borrowAssets);
@@ -58,18 +63,29 @@ export function BorrowersTable({ chainId, market, minShares, oraclePrice, onOpen
       const collateralValueInLoan = (collateral * oraclePrice) / BigInt(10 ** 36);
 
       // Calculate LTV as a percentage
-      // LTV = (borrowAssets / collateralValue) * 100
       let ltv = 0;
       if (collateralValueInLoan > 0n) {
         ltv = Number((borrowAssets * 10000n) / collateralValueInLoan) / 100;
       }
 
+      // Calculate Days to Liquidation
+      // Only calculate if borrower has position, LTV > 0, and borrow rate > 0
+      let daysToLiquidation: number | null = null;
+      if (ltv > 0 && borrowApy > 0 && lltv > ltv) {
+        // Use continuous compounding: LTV(t) = LTV * e^(r * t) where r = ln(1 + APY)
+        // Solve for t when LTV(t) = lltv: t = ln(lltv/ltv) / r
+        const continuousRate = Math.log(1 + borrowApy);
+        const yearsToLiquidation = Math.log(lltv / ltv) / continuousRate;
+        daysToLiquidation = Math.max(0, Math.round(yearsToLiquidation * 365));
+      }
+
       return {
         ...borrower,
         ltv,
+        daysToLiquidation,
       };
     });
-  }, [borrowers, oraclePrice]);
+  }, [borrowers, oraclePrice, market.lltv, market.state.borrowApy]);
 
   return (
     <div>
@@ -120,27 +136,46 @@ export function BorrowersTable({ chainId, market, minShares, oraclePrice, onOpen
                 <TableHead className="text-right">BORROWED</TableHead>
                 <TableHead className="text-right">COLLATERAL</TableHead>
                 <TableHead className="text-right">LTV</TableHead>
+                <TableHead className="text-right">
+                  <Tooltip
+                    content={
+                      <TooltipContent
+                        title="Days to Liquidation"
+                        detail="Estimated days until position reaches liquidation threshold, based on current LTV and borrow rate"
+                      />
+                    }
+                  >
+                    <span className="cursor-help border-b border-dashed border-secondary/50">
+                      DAYS TO LIQ.
+                    </span>
+                  </Tooltip>
+                </TableHead>
                 <TableHead className="text-right">% OF BORROW</TableHead>
                 {showDeveloperOptions && <TableHead className="text-right">ACTIONS</TableHead>}
               </TableRow>
             </TableHeader>
             <TableBody className="table-body-compact">
-              {borrowersWithLTV.length === 0 && !isLoading ? (
+              {borrowersWithMetrics.length === 0 && !isLoading ? (
                 <TableRow>
                   <TableCell
-                    colSpan={showDeveloperOptions ? 6 : 5}
+                    colSpan={showDeveloperOptions ? 7 : 6}
                     className="text-center text-gray-400"
                   >
                     No borrowers found for this market
                   </TableCell>
                 </TableRow>
               ) : (
-                borrowersWithLTV.map((borrower) => {
+                borrowersWithMetrics.map((borrower) => {
                   const totalBorrow = BigInt(market.state.borrowAssets);
                   const borrowerAssets = BigInt(borrower.borrowAssets);
                   const percentOfBorrow = totalBorrow > 0n ? (Number(borrowerAssets) / Number(totalBorrow)) * 100 : 0;
                   const percentDisplay = percentOfBorrow < 0.01 && percentOfBorrow > 0 ? '<0.01%' : `${percentOfBorrow.toFixed(2)}%`;
 
+                  // Days to liquidation display
+                  const daysDisplay = borrower.daysToLiquidation !== null
+                    ? `${borrower.daysToLiquidation}`
+                    : '—';
+
                   return (
                     <TableRow key={`borrower-${borrower.userAddress}`}>
                       <TableCell>
@@ -180,6 +215,7 @@ export function BorrowersTable({ chainId, market, minShares, oraclePrice, onOpen
                         </div>
                       </TableCell>
                       <TableCell className="text-right text-sm">{borrower.ltv.toFixed(2)}%</TableCell>
+                      <TableCell className="text-right text-sm">{daysDisplay}</TableCell>
                       <TableCell className="text-right text-sm">{percentDisplay}</TableCell>
                       {showDeveloperOptions && (
                         <TableCell className="text-right">