@1delta/margin-fetcher 0.0.218 → 0.0.219

package/dist/index.js

@@ -1,7 +1,7 @@
 import { parseAbi, formatEther, BaseError, encodeFunctionData, formatUnits, decodeFunctionResult, decodeAbiParameters, AbiEncodingLengthMismatchError, concatHex, isAddress, InvalidAddressError, pad, stringToHex, boolToHex, integerRegex, numberToHex, bytesRegex, BytesSizeMismatchError, arrayRegex, UnsupportedPackedAbiType } from './chunk-ZVIJSUIM.js';
 import './chunk-BYTNVMX7.js';
 import './chunk-PR4QN5HX.js';
-import { Lender, isAaveType, isCompoundV3, isMultiMarket, isInit, isMorphoType, isCompoundV2Type, isVenusType, isSumerType, AAVE_V3_LENDERS, AAVE_V2_LENDERS, isAaveV2Type, isAaveV32Type, isAaveV3Type, isEulerType, isAaveV4Type, isYLDR, isCompoundV3Type, isLista, isTectonicType, isBenqiType } from '@1delta/lender-registry';
+import { Lender, isAaveType, isCompoundV3, isMultiMarket, isAaveV4Type, isInit, isMorphoType, isCompoundV2Type, isVenusType, isSumerType, AAVE_V3_LENDERS, AAVE_V2_LENDERS, isAaveV2Type, isAaveV32Type, isAaveV3Type, isEulerType, isYLDR, isCompoundV3Type, isLista, isTectonicType, isBenqiType } from '@1delta/lender-registry';
 export { isAaveType, isAaveV2Type, isAaveV32Type, isAaveV3Type, isCompoundV3, isCompoundV3Type, isInit, isMorphoType, isMultiMarket, isYLDR } from '@1delta/lender-registry';
 import lodash from 'lodash';
 import { getEvmChain, multicallRetryUniversal, getEvmClient, getEvmClientUniversal } from '@1delta/providers';
@@ -6278,7 +6278,8 @@ globalThis[GLOBAL_LENDER_DATA_KEY] = {
   aaveV4Hubs: {},
   aaveV4Spokes: {},
   aaveV4Reserves: {},
-  aaveV4Oracles: {}
+  aaveV4Oracles: {},
+  aaveV4Peripherals: {}
 };
 function getGlobalData2() {
   return globalThis[GLOBAL_LENDER_DATA_KEY];
@@ -17902,6 +17903,13 @@ function isValidAddress(addr) {
 function getSpokeReserves(reservesMap, spokeAddr) {
   return reservesMap[spokeAddr.toLowerCase()] ?? reservesMap[spokeAddr] ?? [];
 }
+function getReserveAssetId(entry) {
+  if (typeof entry === "object" && entry != null) {
+    const v = entry.assetId;
+    if (typeof v === "number") return v;
+  }
+  return void 0;
+}
 function getDynamicConfigCount(spokeEntry) {
   const max = spokeEntry.dynamicConfigKeyMax ?? 0;
   return max + 1;
@@ -18007,6 +18015,20 @@ var buildAaveV4LenderReserveCall = (chainId, lender) => {
         }
       );
     }
+    for (const spokeEntry of spokes) {
+      if (!isValidAddress(spokeEntry.spoke)) continue;
+      const spokeAddr = spokeEntry.spoke;
+      const reserves = getSpokeReserves(reservesMap, spokeAddr);
+      for (const entry of reserves) {
+        const assetId = getReserveAssetId(entry);
+        if (assetId == null) continue;
+        calls.push({
+          address: hubAddr,
+          name: "getSpoke",
+          params: [assetId, spokeAddr]
+        });
+      }
+    }
   }
   return calls;
 };
@@ -18029,6 +18051,13 @@ var getAaveV4ExpectedCallCount = (chainId, lender) => {
   const hubEntry = aaveV4Hubs()?.[lender]?.[chainId];
   if (hubEntry?.hub && isValidAddress(hubEntry.hub)) {
     count += 1 + MAX_HUB_ASSETS * 3;
+    for (const spokeEntry of spokes) {
+      if (!isValidAddress(spokeEntry.spoke)) continue;
+      const reserves = getSpokeReserves(reservesMap, spokeEntry.spoke);
+      for (const entry of reserves) {
+        if (getReserveAssetId(entry) != null) count += 1;
+      }
+    }
   }
   return count;
 };
@@ -18044,10 +18073,9 @@ function toTokenNumber(raw, decimals) {
   return Number(raw) / 10 ** decimals;
 }
 var RAY2 = 1e27;
-var SECONDS_PER_YEAR4 = 31536e3;
 function rayRateToApr(rateRay) {
   if (rateRay === 0n) return 0;
-  return (Number(rateRay) / RAY2 - 1) * SECONDS_PER_YEAR4 * 100;
+  return Number(rateRay) / RAY2 * 100;
 }
 function normalizeAaveV4(spokeDataList, chainId, lender, prices, additionalYields, tokenList, lenderShortNameFn, createMarketUidFn, toOracleKeyFn, toGenericPriceKeyFn, expectedHub) {
   const data = {};
@@ -18116,6 +18144,8 @@ function normalizeAaveV4(spokeDataList, chainId, lender, prices, additionalYield
       const hubUtilization = hubTotalSupply > 0 ? hubTotalOwed / hubTotalSupply : 0;
       const feeRate = reserve.hubAsset.liquidityFee ? reserve.hubAsset.liquidityFee / BPS : 0;
       const depositRate = variableBorrowRate * hubUtilization * (1 - feeRate);
+      const collateralRiskBps = reserve.config.collateralRisk || reserve.reserve.collateralRisk || 0;
+      const riskPremiumThresholdBps = reserve.spokeBinding?.riskPremiumThreshold ?? 0;
       const config = {};
       for (const [keyStr, dynCfg] of Object.entries(
         reserve.dynamicConfigs
@@ -18143,16 +18173,31 @@ function normalizeAaveV4(spokeDataList, chainId, lender, prices, additionalYield
           debtDisabled: !reserve.config.borrowable || reserve.config.paused
         };
       }
+      const collateralEnabledOnThisSpoke = Object.values(
+        reserve.dynamicConfigs
+      ).some((c) => c.collateralFactor > 0);
       if (data[marketUid]) {
         Object.assign(data[marketUid].config, config);
         if (!data[marketUid].collateralActive) {
-          data[marketUid].collateralActive = Object.values(reserve.dynamicConfigs).some(
-            (c) => c.collateralFactor > 0
-          );
+          data[marketUid].collateralActive = collateralEnabledOnThisSpoke;
         }
         if (!data[marketUid].borrowingEnabled) {
           data[marketUid].borrowingEnabled = reserve.config.borrowable;
         }
+        const rp = data[marketUid].params.riskPremium;
+        rp.bySpoke[spokeAddr] = {
+          collateralRiskBps,
+          riskPremiumThresholdBps
+        };
+        if (riskPremiumThresholdBps > rp.maxBps) {
+          rp.maxBps = riskPremiumThresholdBps;
+          rp.maxEffectiveBorrowRate = data[marketUid].variableBorrowRate * (1 + riskPremiumThresholdBps / BPS);
+        }
+        if (collateralEnabledOnThisSpoke) {
+          if (rp.minCollateralRiskBps == null || collateralRiskBps < rp.minCollateralRiskBps) {
+            rp.minCollateralRiskBps = collateralRiskBps;
+          }
+        }
       } else {
         data[marketUid] = {
           marketUid,
@@ -18192,6 +18237,17 @@ function normalizeAaveV4(spokeDataList, chainId, lender, prices, additionalYield
               assetId: reserve.reserve.assetId,
               reserveId: reserve.reserveId,
               oracle: spokeData.oracle.toLowerCase()
+            },
+            riskPremium: {
+              maxBps: riskPremiumThresholdBps,
+              maxEffectiveBorrowRate: variableBorrowRate * (1 + riskPremiumThresholdBps / BPS),
+              minCollateralRiskBps: collateralEnabledOnThisSpoke ? collateralRiskBps : void 0,
+              bySpoke: {
+                [spokeAddr]: {
+                  collateralRiskBps,
+                  riskPremiumThresholdBps
+                }
+              }
             }
           }
         };
@@ -18375,6 +18431,32 @@ var getAaveV4ReservesDataConverter = (lender, chainId, prices, additionalYields,
         });
       }
       offset += MAX_HUB_ASSETS * 3;
+      for (const spokeData of spokeDataList) {
+        const spokeReservesMeta = getSpokeReserves2(
+          reservesMap,
+          spokeData.spoke
+        );
+        for (let ri = 0; ri < spokeReservesMeta.length; ri++) {
+          const meta = spokeReservesMeta[ri];
+          const assetId = typeof meta === "object" && meta != null ? meta.assetId : void 0;
+          if (typeof assetId !== "number") continue;
+          const rawBinding = data[offset];
+          offset += 1;
+          if (!rawBinding || rawBinding === "0x") continue;
+          const binding = {
+            riskPremiumThreshold: Number(
+              rawBinding?.riskPremiumThreshold ?? 0
+            ),
+            active: Boolean(rawBinding?.active ?? false),
+            halted: Boolean(rawBinding?.halted ?? false)
+          };
+          const targetReserveId = typeof meta === "number" ? meta : meta.reserveId;
+          const target = spokeData.reserves.find(
+            (r) => r.reserveId === targetReserveId
+          );
+          if (target) target.spokeBinding = binding;
+        }
+      }
     }
     for (const spokeData of spokeDataList) {
       for (const reserve of spokeData.reserves) {
@@ -20282,6 +20364,61 @@ function getConfigScopedPrice(meta, spokeAddr) {
 function createAaveV4UserState(payload, lenderData, totalDeposits24h = 0, totalDebt24h = 0) {
   const assetKeys = getMarketUidsFromMeta(lenderData);
   const { chainId, account } = payload;
+  const collateralsBySpoke = /* @__PURE__ */ new Map();
+  const debtBySpoke = /* @__PURE__ */ new Map();
+  for (const marketUid of assetKeys) {
+    const meta = lenderData?.[marketUid];
+    const pos = payload.lendingPositions?.[marketUid];
+    if (!meta || !pos) continue;
+    const userConfigKey = pos.userConfigKey;
+    if (!userConfigKey) continue;
+    const spokeLc = userConfigKey.split(":")[0];
+    if (!spokeLc) continue;
+    const { config: userConfig2 } = resolveV4Config(
+      meta.configs ?? null,
+      userConfigKey
+    );
+    const collateralFactor = userConfig2?.collateralFactor ?? 0;
+    const depositsUSDOracle = pos.depositsUSDOracle ?? pos.depositsUSD ?? 0;
+    const debtUSDOracle = pos.debtUSDOracle ?? pos.debtUSD ?? 0;
+    if (pos.collateralEnabled && !userConfig2?.collateralDisabled && collateralFactor > 0 && depositsUSDOracle > 0) {
+      const riskBps = Number(
+        meta.params?.riskPremium?.bySpoke?.[spokeLc]?.collateralRiskBps ?? 0
+      );
+      const arr = collateralsBySpoke.get(spokeLc) ?? [];
+      arr.push({ riskBps, valueUsd: depositsUSDOracle });
+      collateralsBySpoke.set(spokeLc, arr);
+    }
+    if (debtUSDOracle > 0) {
+      debtBySpoke.set(
+        spokeLc,
+        (debtBySpoke.get(spokeLc) ?? 0) + debtUSDOracle
+      );
+    }
+  }
+  const riskPremiumBpsBySpoke = {};
+  for (const [spokeLc, totalDebt] of debtBySpoke.entries()) {
+    if (totalDebt <= 0) {
+      riskPremiumBpsBySpoke[spokeLc] = 0;
+      continue;
+    }
+    const sorted = (collateralsBySpoke.get(spokeLc) ?? []).slice().sort((a, b) => a.riskBps - b.riskBps);
+    let debtLeft = totalDebt;
+    let weightedSum = 0;
+    for (const c of sorted) {
+      if (debtLeft <= 0) break;
+      const used = Math.min(c.valueUsd, debtLeft);
+      weightedSum += used * c.riskBps;
+      debtLeft -= used;
+    }
+    const covered = totalDebt - debtLeft;
+    riskPremiumBpsBySpoke[spokeLc] = covered > 0 ? weightedSum / covered : 0;
+  }
+  const premiumMultiplierForSpoke = (spokeLc) => {
+    if (!spokeLc) return 1;
+    const bps = riskPremiumBpsBySpoke[spokeLc] ?? 0;
+    return 1 + bps / 1e4;
+  };
   let depositInterest = 0;
   let borrowInterest = 0;
   let rewardDepositAccrual = 0;
@@ -20312,10 +20449,11 @@ function createAaveV4UserState(payload, lenderData, totalDeposits24h = 0, totalD
       flags,
       configs
     } = lenderData[marketUid];
-    const { config: userConfigForAsset } = resolveV4Config(
-      configs,
-      pos.userConfigKey
-    );
+    const { config: userConfigForAsset, spokeAddr: userSpokeAddr } = resolveV4Config(configs, pos.userConfigKey);
+    const userPremiumMultiplier = premiumMultiplierForSpoke(userSpokeAddr);
+    const effectiveVariableBorrowRate = (variableBorrowRate ?? 0) * userPremiumMultiplier;
+    pos.variableBorrowRate = effectiveVariableBorrowRate;
+    pos.riskPremiumBps = userSpokeAddr ? riskPremiumBpsBySpoke[userSpokeAddr] ?? 0 : 0;
     deposits += depositsUSD;
     debt += debtUSD + (debtStableUSD ?? 0);
     oracleDebt += debtUSDOracle + (pos.debtStableUSDOracle ?? debtStableUSD ?? 0);
@@ -20341,7 +20479,7 @@ function createAaveV4UserState(payload, lenderData, totalDeposits24h = 0, totalD
       collateralAllActive += (userConfigForAsset?.collateralFactor ?? 1) * depositsUSDOracle;
     }
     depositInterest += (depositRate ?? 0) * depositsUSD;
-    borrowInterest += debtUSD * (variableBorrowRate ?? 0) + (debtStableUSD ?? 0) * (stableBorrowRate ?? 0);
+    borrowInterest += debtUSD * effectiveVariableBorrowRate + (debtStableUSD ?? 0) * (stableBorrowRate ?? 0);
   }
   const nav = deposits - debt;
   const balanceData2 = {
@@ -25742,6 +25880,12 @@ function resolveDebitDataKey(chainId, lender, tokenAddress, cToken) {
 function needsLenderApproval(params) {
   const { lender, lenderDebitData, tokenAddress, amount, chainId, cToken } = params;
   if (!lenderDebitData) return true;
+  if (isAaveV4Type(lender)) {
+    const key2 = (params.aaveV4Spoke ?? tokenAddress).toLowerCase();
+    const entry2 = lenderDebitData[key2];
+    if (!entry2 || entry2.amount === void 0) return true;
+    return entry2.amount === 0n;
+  }
   if (isInit(lender) || isMorphoType(lender) || isCompoundV3(lender)) {
     const entry2 = Object.values(lenderDebitData)[0];
     if (!entry2 || entry2.amount === void 0) return true;