@1delta/margin-fetcher-sol 0.0.2 → 0.0.4

package/dist/index.mjs

@@ -7855,6 +7855,8 @@ var RESERVE = {
   maxLiquidationBonusBps: 4876,
   originationFeeSf: 4896,
   flashLoanFeeSf: 4904,
+  // config.borrowRateCurve — 11 × CurvePoint { utilizationRateBps u32, borrowRateBps u32 }, after fees' 8 padding bytes
+  borrowRateCurve: 4920,
   borrowFactorPct: 5008,
   depositLimit: 5016,
   borrowLimit: 5024,
@@ -7997,6 +7999,14 @@ function readKlendReserveChain(reserve, data) {
     debtWithdrawalCap: withdrawalCap(data, RESERVE.debtWithdrawalCap),
     disableUsageAsCollOutsideEmode: data[RESERVE.disableUsageAsCollOutsideEmode] !== 0,
     utilizationLimitBlockBorrowingAbovePct: data[RESERVE.utilizationLimitBlockBorrowingAbovePct],
+    borrowRateCurve: Array.from({ length: 11 }, (_, i) => {
+      const v = new DataView(data.buffer, data.byteOffset);
+      const off = RESERVE.borrowRateCurve + 8 * i;
+      return [
+        v.getUint32(off, true) / 1e4,
+        v.getUint32(off + 4, true) / 1e4
+      ];
+    }),
     borrowLimitOutsideElevationGroup: u64(
       data,
       RESERVE.borrowLimitOutsideElevationGroup
@@ -8487,6 +8497,15 @@ function exchangeRateOf(inp) {
   if (!t || !s || t.num <= 0n || s.num <= 0n) return { num: 1n, den: 1n };
   return { num: t.num * s.den, den: t.den * s.num };
 }
+function dedupeKnots(knots) {
+  const out = [];
+  for (const k of knots) {
+    const last = out[out.length - 1];
+    if (last && last[0] === k[0] && last[1] === k[1]) continue;
+    out.push(k);
+  }
+  return out;
+}
 function convertKaminoReserve(inp, ctx) {
   const { stats, metrics, detail, chain } = inp;
   const mint = chain?.mint ?? stats.token;
@@ -8584,7 +8603,12 @@ function convertKaminoReserve(inp, ctx) {
       interestRateBasis: stats.interestRateBasis,
       protocolTakeRatePct: stats.protocolTakeRatePct,
       hostFixedInterestRateBps: stats.hostFixedInterestRateBps,
-      borrowCurve: detail.borrowCurve,
+      borrowCurve: chain ? dedupeKnots(chain.borrowRateCurve) : detail.borrowCurve,
+      borrowCurveSource: chain ? "chain" : "api",
+      ...stats.interestRateBasis === "legacy" && ctx.slotSeconds ? { slotSeconds: ctx.slotSeconds } : {},
+      ...chain ? {
+        utilizationLimitBlockBorrowingAbovePct: chain.utilizationLimitBlockBorrowingAbovePct
+      } : {},
       autoDeleverage: stats.autoDeleverage,
       source: chain ? "chain" : "api",
       maxLiquidationBonus: chain ? chain.maxLiquidationBonusBps / 1e4 : num(detail.maxLiquidationBonus),
@@ -8630,6 +8654,7 @@ function convertKaminoMarket(inp) {
       closeFactor,
       chainMarket: inp.chainMarket,
       slot: inp.slot,
+      slotSeconds: inp.slotSeconds,
       tokenList: inp.tokenList
     });
     data[row.marketUid] = row;
@@ -8645,6 +8670,7 @@ function convertKaminoMarket(inp) {
 }
 
 // src/lending/public-data/kamino/fetchPublic.ts
+import { measureSlotSeconds } from "@1delta/svm-kit";
 async function fetchKaminoPublic(opts = {}) {
   const api = createKaminoApi(opts);
   const { markets, metricsByMarket } = await listServedMarkets(api, opts);
@@ -8711,6 +8737,7 @@ async function fetchKaminoPublic(opts = {}) {
     return false;
   });
   const rpc = opts.rpc;
+  const slotSeconds = opts.slotSeconds ?? (rpc ? await measureSlotSeconds(rpc) : void 0);
   const chainReads = await Promise.all(
     served.map(async (mr) => {
       if (!rpc) return void 0;
@@ -8743,7 +8770,8 @@ async function fetchKaminoPublic(opts = {}) {
       reserves,
       ...chain?.market ? { chainMarket: chain.market, slot: chain.slot } : {},
       leveragePairs: mr.leveragePairs,
-      tokenList: opts.tokenList
+      tokenList: opts.tokenList,
+      slotSeconds
     });
     out[conv.lenderKey] = {
       chainId: conv.chainId,
@@ -10879,6 +10907,68 @@ async function readJupiterLendVaultsOnchain(rpc, market, vaultIds, opts = {}) {
   }
   return out;
 }
+function decodeJlRateModel(data) {
+  if (data.length < 53)
+    throw new Error(`RateModel is ${data.length} bytes, expected 53`);
+  const v = new DataView(data.buffer, data.byteOffset, data.byteLength);
+  const u16 = (o) => v.getUint16(o, true);
+  const version = data[40];
+  if (version !== 1 && version !== 2)
+    throw new Error(`RateModel version ${version} not supported`);
+  return {
+    version,
+    rateAtZero: u16(41),
+    kink1: u16(43),
+    rateAtKink1: u16(45),
+    rateAtMax: u16(47),
+    ...version === 2 ? { kink2: u16(49), rateAtKink2: u16(51) } : {}
+  };
+}
+async function readJlLayerIrms(rpc, market, mints, now = BigInt(Math.floor(Date.now() / 1e3))) {
+  const uniq = [...new Set(mints)];
+  const keys = await Promise.all(
+    uniq.map(async (m2) => ({
+      mint: m2,
+      model: await liq([utf83("rate_model"), await pk3(m2)], market),
+      reserve: await liq([utf83("reserve"), await pk3(m2)], market)
+    }))
+  );
+  const { m } = await read(
+    rpc,
+    keys.flatMap((k) => [k.model, k.reserve])
+  );
+  const out = /* @__PURE__ */ new Map();
+  for (const k of keys) {
+    const ma = m.get(k.model);
+    const ra = m.get(k.reserve);
+    if (!ma || !ra) continue;
+    try {
+      const model = decodeJlRateModel(fromBase643(ma.data[0]));
+      const r = dec("TokenReserve", ra.data[0]);
+      const o = jlOverallTokenData(r, now);
+      const P = JL_EXCHANGE_PRICES_PRECISION;
+      const bWi = Number(big(r.total_borrow_with_interest) * o.borrowEx / P);
+      const sWi = Number(big(r.total_supply_with_interest) * o.supplyEx / P);
+      const tb = Number(o.totalBorrow);
+      const ts = Number(o.totalSupply);
+      const u = ts > 0 ? tb / ts : 0;
+      const ratio2 = u > 0 && sWi > 0 ? bWi / sWi / u : 1;
+      out.set(k.mint, {
+        ...model,
+        feeOnInterest: Number(r.fee_on_interest),
+        maxUtilization: Number(o.maxUtilization),
+        supplyWithInterestRatio: Number.isFinite(ratio2) ? ratio2 : 1,
+        lastUtilization: Number(r.last_utilization),
+        borrowRate: Number(r.borrow_rate)
+      });
+    } catch (e) {
+      console.warn(
+        `[jupiter-lend] rate model for ${k.mint} not read: ${e.message}`
+      );
+    }
+  }
+  return out;
+}
 
 // src/lending/public-data/jupiter-lend/convertPublic.ts
 var JL_FACTOR_SCALE = 1e3;
@@ -11197,6 +11287,22 @@ async function fetchJupiterLendPublic(opts = {}) {
         }
       }
       const fromChain = new Map(chain.map((c) => [c.vault.id, c]));
+      let irms = /* @__PURE__ */ new Map();
+      if (opts.rpc) {
+        const mints = /* @__PURE__ */ new Set();
+        for (const v of [...vaults, ...chain.map((c) => c.vault)]) {
+          const cv = fromChain.get(v.id);
+          if (!cv?.smartCol) mints.add(v.supplyToken.address);
+          if (!cv?.smartDebt) mints.add(v.borrowToken.address);
+        }
+        try {
+          irms = await readJlLayerIrms(opts.rpc, market, [...mints]);
+        } catch (e) {
+          console.warn(
+            `[jupiter-lend] layer rate models for ${market} not read: ${e.message}`
+          );
+        }
+      }
       for (const v of [...vaults, ...chain.map((c) => c.vault)]) {
         if (only && !only.includes(v.id)) continue;
         const conv = convertJupiterLendVault(market, v, {
@@ -11205,6 +11311,15 @@ async function fetchJupiterLendPublic(opts = {}) {
           layer
         });
         const cv = fromChain.get(v.id);
+        const mags = {
+          supplyMagnifier: Number(v.supplyRateMagnifier) || 0,
+          borrowMagnifier: Number(v.borrowRateMagnifier) || 0
+        };
+        for (const row of Object.values(conv.data)) {
+          const smart = row.underlying === v.supplyToken.address ? cv?.smartCol : cv?.smartDebt;
+          const irm = smart ? void 0 : irms.get(row.underlying);
+          if (irm) row.jupiterLend = { irm: { ...irm, ...mags } };
+        }
         const meta = conv.params.jupiterLendVault;
         meta.source = cv ? "chain" : "api";
         if (cv) {
@@ -11256,7 +11371,7 @@ var SAVE_API_BASE = "https://api.save.finance";
 var SAVE_WAD = 10n ** 18n;
 var SAVE_U64_MAX = "18446744073709551615";
 var SAVE_SLOTS_PER_YEAR = 63072e3;
-var SAVE_DEFAULT_AVG_SLOT_SECONDS = 0.4;
+var SAVE_DEFAULT_AVG_SLOT_SECONDS = 0.2665;
 var SAVE_LIQUIDATION_CLOSE_FACTOR = 0.2;
 var SAVE_MAX_LIQUIDATABLE_VALUE_USD = 5e5;
 var SAVE_FULL_LIQUIDATION_VALUE_USD = 1;
@@ -12203,7 +12318,12 @@ function convertLoopscalePair(pair, opts) {
     termId: t.termId,
     durationDays: t.durationDays,
     durationSecs: t.durationDays * 86400,
-    apr: t.apr
+    apr: t.apr,
+    ladder: t.ladder.map((l) => ({
+      apr: l.apr,
+      assets: fmt2(l.sum, pDec),
+      fill: "single"
+    }))
   }));
   const common = {
     totalDebtStable: "0",
@@ -36403,6 +36523,9 @@ async function getLenderPublicData(chainId, opts = {}) {
   return Object.assign({}, ...parts);
 }
 
+// src/lending/public-data/getLenderPublicDataAll.ts
+import { measureSlotSeconds as measureSlotSeconds2 } from "@1delta/svm-kit";
+
 // src/lending/public-data/basket.ts
 function describeBasket(lenderKey, bundle) {
   const brand = lenderBrandKey(lenderKey) ?? lenderKey;
@@ -36522,12 +36645,15 @@ async function getLenderPublicDataAll(chainId, lenders, opts = {}) {
   if (chainId !== SOLANA_CHAIN_ID)
     throw new Error(`getLenderPublicDataAll: unsupported chain ${chainId}`);
   const out = {};
+  const needsSlot = opts.rpc && (lenders.some(isSave) && opts.save?.avgSlotSeconds === void 0 || lenders.some(isKamino) && opts.kamino?.slotSeconds === void 0);
+  const slotSeconds = needsSlot ? await measureSlotSeconds2(opts.rpc) : void 0;
   const kaminoKeys = lenders.filter(isKamino);
   if (kaminoKeys.length) {
     const explicit = kaminoKeys.map(kaminoMarketFromKey).filter((m) => !!m);
     const wantsAll = kaminoKeys.some((k) => !kaminoMarketFromKey(k));
     const res = await fetchKaminoPublic({
       ...opts.kamino,
+      slotSeconds: opts.kamino?.slotSeconds ?? slotSeconds,
       rpc: opts.kamino?.rpc ?? opts.rpc,
       tokenList: opts.tokenList ?? opts.kamino?.tokenList,
       ...wantsAll ? {} : { markets: explicit }
@@ -36567,6 +36693,7 @@ async function getLenderPublicDataAll(chainId, lenders, opts = {}) {
     const wantsAll = saveKeys.some((k) => !saveMarketFromKey(k));
     const res = await fetchSavePublic({
       ...opts.save,
+      avgSlotSeconds: opts.save?.avgSlotSeconds ?? slotSeconds,
       tokenList: opts.tokenList ?? opts.save?.tokenList,
       ...wantsAll ? {} : { markets: explicit }
     });
@@ -36863,6 +36990,8 @@ async function fetchJupiterPrices(mints, tokenList = {}, opts = {}) {
     for (const [mint, r] of Object.entries(res ?? {})) {
       const p = num(r?.usdPrice);
       if (!(p > 0)) continue;
+      if (opts.minLiquidityUsd !== void 0 && !(num(r?.liquidity) >= opts.minLiquidityUsd))
+        continue;
       byMint[mint] = p;
       const stock = num(r?.stockData?.price);
       if (stock > 0) stockPriceByMint[mint] = stock;
@@ -68890,6 +69019,7 @@ export {
   decodeHumaPoolConfig,
   decodeHumaPoolState,
   decodeHumaRedemptionRequest,
+  decodeJlRateModel,
   decodeJuniorUnlockShare,
   decodeJupFlashloanAdmin,
   decodeKaminoObligation,
@@ -69089,6 +69219,7 @@ export {
   readHumaChainState,
   readHumaLenderState,
   readHumaRedemptionRequests,
+  readJlLayerIrms,
   readJlNextVaultId,
   readJupFlashAssets,
   readJupFlashAvailable,