@1delta/margin-fetcher 0.0.190 → 0.0.192

package/dist/index.js

@@ -10870,10 +10870,10 @@ var MORPHO_LENS = {
   [Chain.KATANA]: "0xCe434378adacC51d54312c872113D687Ac19B516",
   [Chain.HYPEREVM]: "0x6Bc6aCB905c1216B0119C87Bf9E178ce298310FA",
   [Chain.SONEIUM]: "0x4b5458BB47dCBC1a41B31b41e1a8773dE312BE9d",
-  [Chain.ETHEREUM_MAINNET]: "0x5c4f2eacbdc1eb38f839bddd7620e250a36819d4",
+  [Chain.ETHEREUM_MAINNET]: "0xFc107f469A92c0de7B3105B802584CD6c7D710C2",
   [Chain.PLASMA_MAINNET]: "0xcB6Eb8df68153cebF60E1872273Ef52075a5C297",
   [Chain.BERACHAIN]: "0x7a59ddbB76521E8982Fa3A08598C9a83b14A6C07",
-  [Chain.BNB_SMART_CHAIN_MAINNET]: "0x3375B2EF9C4D2c6434d39BBE5234c5101218500d",
+  [Chain.BNB_SMART_CHAIN_MAINNET]: "0x79f4061BF049c5c6CAC6bfe2415c2460815F4ac7",
   // lista lens
   [Chain.UNICHAIN]: "0xA453ba397c61B0c292EA3959A858821145B2707F",
   [Chain.SEI_NETWORK]: "0xcB6Eb8df68153cebF60E1872273Ef52075a5C297",
@@ -12341,7 +12341,7 @@ var MORPHO_RECORD_SIZE = 4 * FIELD_SIZES.addr + // loanToken, collateralToken, o
 5 * FIELD_SIZES.u128 + // totals (4) + lastUpdate
 1 * FIELD_SIZES.u128;
 var LISTA_RECORD_SIZE = 7 * FIELD_SIZES.addr + // loanToken, collateralToken, oracle, irm, loanProvider, collateralProvider, broker
-8 * FIELD_SIZES.u128 + // lltv, minLoan, totals (4), lastUpdate, fee
+10 * FIELD_SIZES.u128 + // lltv, minLoan, totals (4), lastUpdate, fee, rateCap, rateFloor
 3 * FIELD_SIZES.u256 + // priceLoanToken, priceCollateralToken, rateAtTarget
 1;
 function decodeMarkets(input) {
@@ -12448,6 +12448,10 @@ function decodeListaMarkets(bytes) {
     o += FIELD_SIZES.u128;
     const fee = readUintBE(bytes, o, FIELD_SIZES.u128);
     o += FIELD_SIZES.u128;
+    const rateCap = readUintBE(bytes, o, FIELD_SIZES.u128);
+    o += FIELD_SIZES.u128;
+    const rateFloor = readUintBE(bytes, o, FIELD_SIZES.u128);
+    o += FIELD_SIZES.u128;
     const hasWhitelist = bytes[o] === 1;
     o += 1;
     const loanProvider = readAddress(bytes, o, FIELD_SIZES.addr);
@@ -12467,6 +12471,8 @@ function decodeListaMarkets(bytes) {
       loanTokenPrice,
       collateralTokenPrice,
       minLoan,
+      rateCap,
+      rateFloor,
       hasWhitelist,
       loanProvider,
       collateralProvider,
@@ -12664,6 +12670,56 @@ var MathLib;
     return borrowRate ? rateToApy(borrowRate) : 0n;
   }
   MathLib2.getBorrowApy = getBorrowApy;
+  function getListaBorrowApy(rateAtTarget, utilization, _timestamp = Math.floor(Date.now() / 1e3), _lastUpdate, rateCap, rateFloor) {
+    if (rateAtTarget == null || rateAtTarget === 0n) return 0n;
+    const elapsed = BigInt(_timestamp) - BigInt(_lastUpdate);
+    if (elapsed < 0n) return 0n;
+    const { endBorrowRate } = _getListaBorrowRate(
+      utilization,
+      rateAtTarget,
+      elapsed,
+      rateCap,
+      rateFloor
+    );
+    return rateToApy(endBorrowRate);
+  }
+  MathLib2.getListaBorrowApy = getListaBorrowApy;
+  function _getListaBorrowRate(startUtilization, startRateAtTarget, elapsed, rateCap, rateFloor) {
+    const errNormFactor = startUtilization > TARGET_UTILIZATION ? MathLib2.WAD - TARGET_UTILIZATION : TARGET_UTILIZATION;
+    const err = MathLib2.wDivDown(
+      startUtilization - TARGET_UTILIZATION,
+      errNormFactor
+    );
+    let endRateAtTarget;
+    if (startRateAtTarget === 0n) {
+      endRateAtTarget = INITIAL_RATE_AT_TARGET;
+    } else {
+      const speed = MathLib2.wMulDown(ADJUSTMENT_SPEED, err);
+      const linearAdaptation = speed * elapsed;
+      if (linearAdaptation === 0n) {
+        endRateAtTarget = startRateAtTarget;
+      } else {
+        const _newRateAtTarget = (la) => MathLib2.min(
+          MathLib2.max(
+            MathLib2.wMulDown(startRateAtTarget, wExp(la)),
+            MIN_RATE_AT_TARGET
+          ),
+          MAX_RATE_AT_TARGET
+        );
+        endRateAtTarget = _newRateAtTarget(linearAdaptation);
+      }
+    }
+    const cap = rateCap && rateCap > 0n ? rateCap : DEFAULT_RATE_CAP;
+    if (endRateAtTarget > cap / 4n) endRateAtTarget = cap / 4n;
+    const coeff = err < 0n ? MathLib2.WAD - MathLib2.wDivDown(MathLib2.WAD, CURVE_STEEPNESS) : CURVE_STEEPNESS - MathLib2.WAD;
+    const _curve = (rat) => MathLib2.wMulDown(MathLib2.wMulDown(coeff, err) + MathLib2.WAD, rat);
+    let endBorrowRate = _curve(endRateAtTarget);
+    if (endBorrowRate > cap) endBorrowRate = cap;
+    if (rateFloor && rateFloor > 0n && endBorrowRate < rateFloor)
+      endBorrowRate = rateFloor;
+    return { endBorrowRate, endRateAtTarget };
+  }
+  const DEFAULT_RATE_CAP = 634195839675291n;
   const CURVE_STEEPNESS = 4000000000000000000n;
   const TARGET_UTILIZATION = 900000000000000000n;
   const INITIAL_RATE_AT_TARGET = 40000000000000000n / SECONDS_PER_YEAR3;
@@ -12753,6 +12809,8 @@ function getListaMarketDataConverter(lender, chainId, prices, additionalYields =
           loanToken,
           collateralToken,
           minLoan,
+          rateCap,
+          rateFloor,
           broker,
           loanProvider,
           collateralProvider,
@@ -12793,11 +12851,13 @@ function getListaMarketDataConverter(lender, chainId, prices, additionalYields =
           let borrowApy = 0n;
           let supplyApy = 0n;
           try {
-            borrowApy = MathLib.getBorrowApy(
+            borrowApy = MathLib.getListaBorrowApy(
               state.rateAtTarget,
               utilization,
               void 0,
-              Number(state.lastUpdate)
+              Number(state.lastUpdate),
+              rateCap,
+              rateFloor
             );
             supplyApy = MathLib.getSupplyApy(borrowApy, utilization, state.fee);
           } catch {
@@ -12898,7 +12958,9 @@ function getListaMarketDataConverter(lender, chainId, prices, additionalYields =
               collateralProvider,
               hasWhitelist,
               fee: state.fee.toString(),
-              rateAtTarget: state.rateAtTarget.toString()
+              rateAtTarget: state.rateAtTarget.toString(),
+              rateCap: rateCap?.toString() ?? "0",
+              rateFloor: rateFloor?.toString() ?? "0"
             }
           };
           data[m].chainId = chainId;