@1delta/margin-fetcher 0.0.17 → 0.0.19

package/src/prices/main-prices/addresses/morpho.ts

@@ -9,6 +9,120 @@ export interface MrophoOracleInfo {
 }
 
 export const MrophoOracles: { [c: string]: MrophoOracleInfo[] } = {
+  [Chain.ARBITRUM_ONE]: [
+    {
+      oracle: '0x8e02a9b9Cc29d783b2fCB71C3a72651B591cae31',
+      loanAsset: '0xaf88d065e77c8cc2239327c5edb3a432268e5831',
+      collateralAsset: '0x5979d7b546e38e414f7e9822514be443a4800529',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x3855b7833C7Cb22aDCAB28505D838A2015eA8457',
+      loanAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      collateralAsset: '0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f',
+      loanAssetDecimals: 18,
+      collateralAssetDecimals: 8,
+    },
+    {
+      oracle: '0x88193FcB705d29724A40Bb818eCAA47dD5F014d9',
+      loanAsset: '0xaf88d065e77c8cc2239327c5edb3a432268e5831',
+      collateralAsset: '0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 8,
+    },
+    {
+      oracle: '0x9041D09213607A0E85190719e60d11125583612D',
+      loanAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      collateralAsset: '0x5979d7b546e38e414f7e9822514be443a4800529',
+      loanAssetDecimals: 18,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x8e02a9b9Cc29d783b2fCB71C3a72651B591cae31',
+      loanAsset: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+      collateralAsset: '0x5979d7b546e38e414f7e9822514be443a4800529',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x52CC7c3b27bb61D0a83785B5344acC919F8f7124',
+      loanAsset: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+      collateralAsset: '0xddb46999f8891663a8f2828d25298f70416d7610',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0xEDcAE878827fc68B9bC9c700CA17c20F811b1612',
+      loanAsset: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+      collateralAsset: '0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 8,
+    },
+    {
+      oracle: '0x4E49d73434a78866d217BE0B542CA868495CBc77',
+      loanAsset: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+      collateralAsset: '0x35751007a407ca6feffe80b3cb397736d2cf4dbe',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x282FEB10549fde52bD61A6979424Ddf18A4971A2',
+      loanAsset: '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9',
+      collateralAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x282FEB10549fde52bD61A6979424Ddf18A4971A2',
+      loanAsset: '0xaf88d065e77c8cc2239327c5edb3a432268e5831',
+      collateralAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x4E49d73434a78866d217BE0B542CA868495CBc77',
+      loanAsset: '0xaf88d065e77c8cc2239327c5edb3a432268e5831',
+      collateralAsset: '0x35751007a407ca6feffe80b3cb397736d2cf4dbe',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0x52CC7c3b27bb61D0a83785B5344acC919F8f7124',
+      loanAsset: '0xaf88d065e77c8cc2239327c5edb3a432268e5831',
+      collateralAsset: '0xddb46999f8891663a8f2828d25298f70416d7610',
+      loanAssetDecimals: 6,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0xa23175b3066672F4C5e07c6Fd21913efEA74e6EF',
+      loanAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      collateralAsset: '0xec70dcb4a1efa46b8f2d97c310c9c4790ba5ffa8',
+      loanAssetDecimals: 18,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0xE468929f1E6F065926c9C88E1E4Fd2a20005275e',
+      loanAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      collateralAsset: '0x2416092f143378750bb29b79ed961ab195cceea5',
+      loanAssetDecimals: 18,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0xAC55d7601C7108A9CFE3D1E0224984204089154F',
+      loanAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      collateralAsset: '0x4186bfc76e2e237523cbc30fd220fe055156b41f',
+      loanAssetDecimals: 18,
+      collateralAssetDecimals: 18,
+    },
+    {
+      oracle: '0xF287a5725E9e78B55cA3aEd614ce9bD8Ea6d5583',
+      loanAsset: '0x82af49447d8a07e3bd95bd0d56f35241523fbab1',
+      collateralAsset: '0x35751007a407ca6feffe80b3cb397736d2cf4dbe',
+      loanAssetDecimals: 18,
+      collateralAssetDecimals: 18,
+    },
+  ],
   [Chain.BASE]: [
     {
       oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',

package/src/prices/main-prices/fetchOracleData.ts

@@ -14,6 +14,7 @@ import {
   ChainlinkAggregatorIndexes,
 } from './addresses/chainlink'
 import { fetchDefillamaData } from '../defillama'
+import { fetchPendlePrices } from '../pendle'
 import { multicallViemAbiArray } from '../../utils/multicall'
 import { AAVE_STYLE_ORACLES } from './addresses/aaveOracles'
 import { AAVES_PER_CHAIN } from '../../utils'
@@ -64,10 +65,6 @@ interface OracleData {
 }
 
 type QueryAave = { oracle: string; assets: string[]; fork: string }
-type QueryMorpho = {
-  oracle: string
-  assets: [string, string, number, number][]
-}
 
 /**
  * Fetches Aave and uniswap V2 oracle data
@@ -212,6 +209,7 @@ export const fetchMainPrices = async (
     })
   })
   promises.push(fetchDefillamaData())
+  promises.push(fetchPendlePrices())
   const result = await Promise.all(promises)
   let data: any = {}
   result.forEach((r) => {
@@ -389,17 +387,19 @@ const parseAaveResults = (
   let prices: any = {}
 
   data.forEach((d, i) => {
-    const details = queries[i]
-    details.assets.forEach((a, j) => {
-      const oracleId =
-        ASSET_META[chainId][a]?.assetGroup ??
-        ASSET_META[chainId]?.[a]?.symbol ??
-        chainId + '-' + a
-      prices[oracleId] = formatAavePrice(
-        d[j].toString(),
-        lowDecimalOracle(chainId, details.fork as any),
-      )
-    })
+    if (d !== '0x') {
+      const details = queries[i]
+      details.assets.forEach((a, j) => {
+        const oracleId =
+          ASSET_META[chainId][a]?.assetGroup ??
+          ASSET_META[chainId]?.[a]?.symbol ??
+          chainId + '-' + a
+        prices[oracleId] = formatAavePrice(
+          d[j].toString(),
+          lowDecimalOracle(chainId, details.fork as any),
+        )
+      })
+    }
   })
 
   return prices
@@ -427,16 +427,23 @@ const parseMorphoResults = (
     const oracleIdCollateral =
       ASSET_META[chainId][collateralAsset]?.assetGroup ??
       chainId + '-' + collateralAsset
+    const collateralPrice = donePrices[oracleIdCollateral]
+    const priceDebtToCollateral = formatMorphoPrice(
+      d.toString(),
+      loanAssetDecimals,
+      collateralAssetDecimals,
+    )
+
     if (debtPrice) {
-      const priceCollateral = formatMorphoPrice(
-        d.toString(),
-        loanAssetDecimals,
-        collateralAssetDecimals,
-      )
-      prices[oracleIdCollateral] = priceCollateral * debtPrice
+      if (!prices[oracleIdCollateral])
+        prices[oracleIdCollateral] = priceDebtToCollateral * debtPrice
+    } else {
+      if (collateralPrice) {
+        if (!prices[oracleId])
+          prices[oracleId] = collateralPrice / priceDebtToCollateral
+      }
     }
   })
-
   return prices
 }
 

package/src/prices/pendle/fetchPendlePrices.ts

@@ -0,0 +1,208 @@
+const PENDLE_API_BASE = 'https://api-v2.pendle.finance/core'
+const MARKETS_ENDPOINT = (chainId: string) =>
+  `${PENDLE_API_BASE}/v1/${chainId}/markets/active`
+const PRICES_ENDPOINT = (chainId: string, type: string = 'SY') =>
+  `${PENDLE_API_BASE}/v1/${chainId}/assets/prices?&type=${type}`
+
+const SUPPORTED_CHAINS = [
+  // '1', Disabled for now
+  '42161',
+  '10',
+  '56',
+  '8453',
+  '5000',
+  '146',
+  '80094',
+]
+
+let marketsCache: PendleMarketResponse | null = null
+let marketsCacheTimestamp: number = 0
+const MARKETS_CACHE_TTL = 5 * 60 * 1000 // 5mins
+
+interface PendleMarket {
+  name: string
+  address: string
+  expiry: string
+  pt: string
+  yt: string
+  sy: string
+  underlyingAsset: string
+  details: any
+  isNew: boolean
+  isPrime: boolean
+  timestamp: string
+}
+
+interface PendleMarketResponse {
+  markets: PendleMarket[]
+}
+
+interface PendlePricesResponse {
+  prices: { [address: string]: number }
+  total: number
+  skip: number
+  limit: number
+}
+
+/**
+ * Fetch Pendle markets data for a specific chain
+ */
+async function fetchMarketsForChain(chainId: string): Promise<PendleMarket[]> {
+  try {
+    const response = await fetch(MARKETS_ENDPOINT(chainId))
+    const data = (await response.json()) as PendleMarketResponse
+    return data.markets || []
+  } catch (error) {
+    console.error(`Error fetching markets for chain ${chainId}:`, error)
+    return []
+  }
+}
+
+/**
+ * Fetch and cache Pendle markets data for all supported chains
+ */
+async function fetchPendleMarkets(): Promise<PendleMarketResponse> {
+  const now = Date.now()
+
+  if (marketsCache && now - marketsCacheTimestamp < MARKETS_CACHE_TTL) {
+    return marketsCache
+  }
+
+  try {
+    const allMarkets: PendleMarket[] = []
+    const promises = []
+
+    for (const chainId of SUPPORTED_CHAINS) {
+      const chainMarkets = fetchMarketsForChain(chainId)
+      promises.push(chainMarkets)
+    }
+    const results = await Promise.all(promises)
+
+    allMarkets.push(...results.flat())
+
+    const result: PendleMarketResponse = { markets: allMarkets }
+    marketsCache = result
+    marketsCacheTimestamp = now
+
+    return result
+  } catch (error) {
+    console.error('Error fetching Pendle markets:', error)
+    // return cached data (if any, even if expired, it is better than nothing I guess)
+    return marketsCache || { markets: [] }
+  }
+}
+
+/**
+ * Fetch prices for a specific chain and token type
+ */
+async function fetchPendlePricesForChain(
+  chainId: string,
+  type: string = 'all',
+): Promise<{ [address: string]: number }> {
+  try {
+    // Fetch prices for different token types (PT, YT, SY, PENDLE_LP)
+    const types = type === 'all' ? ['PT', 'YT', 'SY', 'PENDLE_LP'] : [type]
+    let allPrices: { [address: string]: number } = {}
+
+    try {
+      const response = await fetch(PRICES_ENDPOINT(chainId, types.join(',')))
+      const data = (await response.json()) as PendlePricesResponse
+      allPrices = data.prices
+    } catch (error) {
+      console.error(`Error fetching prices for chain ${chainId}:`, error)
+    }
+
+    return allPrices
+  } catch (error) {
+    console.error(`Error fetching Pendle prices for chain ${chainId}:`, error)
+    return {}
+  }
+}
+
+/**
+ * Extract relevant token addresses from markets data
+ * Note: Seperating the chainId from address is not really required since we do the same when we return results
+ * but it allows to extend the file later and use individual addresses (maybe), or we can simplify this
+ */
+function extractTokenAddressesFromMarkets(markets: PendleMarket[]): {
+  [chainId: string]: { pt: string[]; yt: string[]; sy: string[] }
+} {
+  const tokensByChain: {
+    [chainId: string]: { pt: string[]; yt: string[]; sy: string[] }
+  } = {}
+
+  markets.forEach((market) => {
+    const chain = market.pt?.split('-')[0]
+
+    if (chain && !tokensByChain[chain]) {
+      tokensByChain[chain] = { pt: [], yt: [], sy: [] }
+    }
+
+    // Add token addresses to their respective chains
+    if (market.pt && chain) {
+      const address = market.pt.split('-')[1]
+      if (address && !tokensByChain[chain].pt.includes(address)) {
+        tokensByChain[chain].pt.push(address)
+      }
+    }
+
+    if (market.yt && chain) {
+      const address = market.yt.split('-')[1]
+      if (address && !tokensByChain[chain].yt.includes(address)) {
+        tokensByChain[chain].yt.push(address)
+      }
+    }
+
+    if (market.sy && chain) {
+      const address = market.sy.split('-')[1]
+      if (address && !tokensByChain[chain].sy.includes(address)) {
+        tokensByChain[chain].sy.push(address)
+      }
+    }
+  })
+
+  return tokensByChain
+}
+
+/**
+ * Main function to fetch Pendle prices
+ */
+export async function fetchPendlePrices(): Promise<{
+  [address: string]: number
+}> {
+  try {
+    const marketsResponse = await fetchPendleMarkets()
+
+    if (!marketsResponse.markets.length) {
+      // console.warn('No Pendle markets found')
+      return {}
+    }
+
+    const tokensByChain = extractTokenAddressesFromMarkets(
+      marketsResponse.markets,
+    )
+
+    const allPrices: { [address: string]: number } = {}
+
+    for (const chainId of SUPPORTED_CHAINS) {
+      if (tokensByChain[chainId]) {
+        // console.log(`Fetching Pendle prices for chain ${chainId}`)
+        const chainPrices = await fetchPendlePricesForChain(chainId, 'YT') // only fetch YT prices
+
+        // create a chainId-address key for each token price
+        Object.entries(chainPrices).forEach(([address, price]) => {
+          if (price !== 0) {
+            const prefixedAddress = `${chainId}-${address}`
+            allPrices[prefixedAddress] = price
+          }
+        })
+      }
+    }
+
+    // console.log(`Fetched ${Object.keys(allPrices).length} Pendle token prices`)
+    return allPrices
+  } catch (error) {
+    console.error('Error in fetchPendlePrices:', error)
+    return {}
+  }
+}

package/src/prices/pendle/index.ts

@@ -0,0 +1 @@
+export * from './fetchPendlePrices'

package/src/types/apiReturnType.ts

@@ -1,3 +1,5 @@
+import { GenericCurrency } from '../lending'
+
 export interface BaseYields {
   // borrow interest rates
   variableBorrowRate: number
@@ -17,51 +19,52 @@ export interface LenderYields extends BaseYields {
 }
 
 export interface ConfigEntry {
-  category: number;
-  borrowCollateralFactor: number;
-  collateralFactor: number;
-  borrowFactor: number;
+  category: number
+  borrowCollateralFactor: number
+  collateralFactor: number
+  borrowFactor: number
 }
 
 interface PoolConfig {
-  [category: number]: ConfigEntry;
+  [category: number]: ConfigEntry
 }
 
 interface EMode {
-  category: number;
-  label: string;
-  borrowCollateralFactor: number;
-  collateralFactor: number;
-  borrowFactor: number;
+  category: number
+  label: string
+  borrowCollateralFactor: number
+  collateralFactor: number
+  borrowFactor: number
 }
 
 export interface PoolData {
-  poolId: string;
-  underlying: string;
-  totalDeposits: string;
-  totalDebtStable: string;
-  totalDebt: string;
-  totalLiquidity: number;
-  totalDepositsUSD: number;
-  totalDebtStableUSD: number;
-  totalDebtUSD: number;
-  totalLiquidityUSD: number;
-  depositRate: number;
-  variableBorrowRate: number;
-  stableBorrowRate: number;
-  stakingYield: number;
-  rewards: RewardsMap;
-  decimals: number;
-  config: PoolConfig;
-  collateralActive: boolean;
-  borrowingEnabled: boolean;
-  hasStable: boolean;
-  isActive: boolean;
-  isFrozen: boolean;
-  eMode: EMode;
-  borrowCap: number;
-  supplyCap: number;
-  debtCeiling: string;
+  poolId: string
+  underlying: string
+  asset: GenericCurrency
+  totalDeposits: string
+  totalDebtStable: string
+  totalDebt: string
+  totalLiquidity: number
+  totalDepositsUSD: number
+  totalDebtStableUSD: number
+  totalDebtUSD: number
+  totalLiquidityUSD: number
+  depositRate: number
+  variableBorrowRate: number
+  stableBorrowRate: number
+  stakingYield: number
+  rewards: RewardsMap
+  decimals: number
+  config: PoolConfig
+  collateralActive: boolean
+  borrowingEnabled: boolean
+  hasStable: boolean
+  isActive: boolean
+  isFrozen: boolean
+  eMode: EMode
+  borrowCap: number
+  supplyCap: number
+  debtCeiling: string
 }
 
 export type LenderData = {
@@ -70,11 +73,11 @@ export type LenderData = {
       [lender: string]: {
         data: {
           [poolId: string]: PoolData
-        },
+        }
         eModes: { [modeId: number]: EMode }
         chainId: string
       }
-    },
+    }
     lastFetched: number
   }
-}
+}

package/src/utils/index.ts

@@ -10,37 +10,30 @@ import {
   SWAYLEND_RESERVE_ASSETS,
   INIT_CONFIG_DATA,
   MORPHO_BLUE_POOL_DATA,
+  AAVE_V32_LENDERS,
 } from "@1delta/asset-registry"
 import { uniq } from "lodash"
 import { COMPOSERS } from "./constants"
+import { zeroAddress } from "viem"
 
-const AAVE_V3_KEY = "AAVE_V3"
 const COMPOUND_V3_KEY = "COMPOUND_V3"
 
-export function isCompoundV3(lender: string) { return lender.startsWith(COMPOUND_V3_KEY) }
+export function isCompoundV3(lender: string) { return lender?.startsWith(COMPOUND_V3_KEY) }
 
-export function isCompoundV3Type(lender: string) { return lender.startsWith(COMPOUND_V3_KEY) }
+export function isCompoundV3Type(lender: string) { return lender?.startsWith(COMPOUND_V3_KEY) }
 
 export function isInit(lender: string) { return lender === Lender.INIT }
 
 export function isMorphoType(lender: string) {
-  return [
-    Lender.MORPHO_BLUE
-  ].includes(lender as any)
+  return lender?.startsWith("MORPHO_BLUE")
 }
 
 const SWAYLEND_KEY = "SWAYLEND"
 
-export const AAVE_V3_2_PROTOCOLS = [Lender.AAVE_V3, Lender.AAVE_V3_ETHER_FI, Lender.AAVE_V3_PRIME]
-
 export function isAaveV3Type(lender: string) {
   return AAVE_V3_LENDERS.includes(lender as any)
 }
 
-export function isAaveV3Original(lender: string) {
-  return lender.startsWith(AAVE_V3_KEY)
-}
-
 export function isAaveV2Type(lender: string) {
   return AAVE_V2_LENDERS.includes(lender as any)
 }
@@ -49,8 +42,8 @@ export function isYLDR(lender: string) {
   return lender === Lender.YLDR
 }
 
-export function isAaveV32Type(lender: Lender) {
-  return AAVE_V3_2_PROTOCOLS.includes(lender)
+export function isAaveV32Type(lender: string) {
+  return AAVE_V32_LENDERS.includes(lender as any)
 }
 
 export function isAaveType(lender: string) {
@@ -58,7 +51,7 @@ export function isAaveType(lender: string) {
 }
 
 export function isSwaylend(lender: string) {
-  return lender.startsWith(SWAYLEND_KEY)
+  return lender?.startsWith(SWAYLEND_KEY)
 }
 
 export const getLendersForChain = (c: string) => {
@@ -100,7 +93,7 @@ export const filterLendersByProtocol = (allLenders: string[], protocolList?: str
 
   const hasMorpho = protocolList.includes(Lender.MORPHO_BLUE)
   // Filter lenders based on protocol list
-  return allLenders.filter((lender) => protocolList.includes(lender) || (hasMorpho && lender.startsWith("MORPHO_BLUE")))
+  return allLenders.filter((lender) => protocolList.includes(lender) || (hasMorpho && lender?.startsWith("MORPHO_BLUE")))
 }
 
 const getAavesForChain = () => {
@@ -118,7 +111,7 @@ const getAavesForChain = () => {
 export const AAVES_PER_CHAIN = getAavesForChain()
 
 export const getComposerAddress = (chainId: string): string => {
-  return COMPOSERS[chainId as keyof typeof COMPOSERS]
+  return COMPOSERS[chainId as keyof typeof COMPOSERS] ?? zeroAddress
 }
 
 export const getLenderAssets = (
@@ -135,5 +128,5 @@ export const getLenderAssets = (
 
 
 export function isMultiMarket(lender: string) {
-  return lender.startsWith("MORPHO_BLUE")
+  return lender?.startsWith("MORPHO_BLUE")
 }