feat: add strata protocol fees, revenue (#5712)

* feat: 🎸 add strata protocol fees, revenue

* fix: 🐛 added performance fee in dailyRevenue

* fix: 🐛 handle -ve reserve growth

* docs: ✏️ methodology wording change

* fix: 🐛 add fee to tranches in revenue

* fix: 🐛 changed performance fee calc approach

* Fix: methodology and correct fees/revenue attribution

* rename to correct dl tvl adapter

---------

Co-authored-by: treeoflife2 <sol.analyzoor@gmail.com>

Author: 0xnaman1

fees/strata-markets/index.ts

@@ -0,0 +1,96 @@
+import { FetchOptions, SimpleAdapter } from '../../adapters/types';
+import { CHAIN } from '../../helpers/chains';
+
+const ACCOUNTING = '0xa436c5Dd1Ba62c55D112C10cd10E988bb3355102';
+const USDE = '0x4c9EDD5852cd905f086C759E8383e09bff1E68B3';
+
+const FEE_ACCRUED_EVENT = "event FeeAccrued(bool isJrt, uint256 amountToReserve, uint256 amountToTranche)";
+
+const fetch = async (options: FetchOptions) => {
+  const dailyFees = options.createBalances();
+  const dailyRevenue = options.createBalances();
+  const dailyProtocolRevenue = options.createBalances();
+  const dailySupplySideRevenue = options.createBalances();
+
+  const [startBlock, endBlock] = await Promise.all([
+    options.getStartBlock(),
+    options.getEndBlock(),
+  ]);
+
+  let totalAmountToReserve = 0;
+  let totalExitFees = 0;
+  let performanceFees = 0;
+
+  // Get NAV and reserveBps
+  const [navT0, navT1, reserveBps] = await Promise.all([
+    options.api.call({
+      target: ACCOUNTING,
+      abi: "function nav() view returns (uint256)",
+      block: startBlock,
+    }),
+    options.api.call({
+      target: ACCOUNTING,
+      abi: "function nav() view returns (uint256)",
+      block: endBlock,
+    }),
+    options.api.call({
+      target: ACCOUNTING,
+      abi: "function reserveBps() view returns (uint256)",
+      block: endBlock,
+    }),
+  ]);
+
+  // Calculate NAV change (gains/losses)
+  const navGrowth = Number(navT1) - Number(navT0);
+
+  // Calculate performance fees from gains (only if there are gains)
+  if (navGrowth > 0 && reserveBps > 0) {
+    // Reserve gets a portion of gains: gain * reserveBps / 1e18
+    performanceFees = Number(navGrowth * reserveBps / 1e18);
+  }
+  const logs = await options.getLogs({
+    target: ACCOUNTING,
+    eventAbi: FEE_ACCRUED_EVENT,
+  });
+  logs.forEach((log: any) => {
+    const amountToReserve = log.amountToReserve;
+    const amountToTranche = log.amountToTranche;
+    const totalFee = Number(amountToReserve) + Number(amountToTranche);
+    totalExitFees += Number(totalFee);
+    totalAmountToReserve += Number(amountToReserve);
+  });
+
+  // Calculate fee distribution
+  const trancheFees = totalExitFees - totalAmountToReserve;
+  const protocolRevenue = totalAmountToReserve + performanceFees;
+  const totalFees = totalExitFees + performanceFees;
+
+  dailyFees.add(USDE, totalFees);
+  dailyRevenue.add(USDE, protocolRevenue);
+  dailyProtocolRevenue.add(USDE, protocolRevenue);
+  dailySupplySideRevenue.add(USDE, Number(trancheFees));
+
+  return {
+    dailyFees,
+    dailyRevenue,
+    dailyProtocolRevenue,
+    dailySupplySideRevenue,
+  }
+};
+
+const methodology = {
+  Fees: "Includes performance fees (5% of yield generated from pooled collateral) and redemption fees.",
+  Revenue: "Protocol treasury receives performance fees and a portion of redemption fees.",
+  ProtocolRevenue: "Protocol treasury receives performance fees and a portion of redemption fees.",
+  SupplySideRevenue: "Redemption fees distributed to senior and junior tranche holders."
+}
+
+const adapter: SimpleAdapter = {
+  version: 2,
+  fetch,
+  chains: [CHAIN.ETHEREUM],
+  start: '2025-10-05',
+  methodology,
+}
+
+export default adapter;