@1delta/margin-fetcher 0.0.314 → 0.0.317

package/dist/lending/public-data/fetchLenderAll.d.ts.map

@@ -1 +1 @@
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package/dist/lending/public-data/fetchLenderExt.d.ts.map

@@ -1 +1 @@
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package/dist/lending/public-data/midnight/apiClient.d.ts

@@ -0,0 +1,21 @@
+import type { MidnightBookSource, MidnightBookTop } from './types';
+/** Default hosted Midnight API (see @morpho-org/midnight-sdk MidnightApi). */
+export declare const DEFAULT_MIDNIGHT_API = "https://api.morpho.org/v0/midnight";
+type FetchLike = typeof fetch;
+/** Resolve a chain's Midnight API base URL from config, falling back to the hosted default. */
+export declare function midnightApiBaseUrl(chainId: string): string;
+/**
+ * Hosted-API book source. Reads `GET {base}/books/{marketId}` and reduces the
+ * `asks`/`bids` price levels to a {@link MidnightBookTop}. This is the swappable
+ * seam: a self-indexed mempool source can implement the same interface later.
+ */
+export declare class ApiBookSource implements MidnightBookSource {
+    private readonly baseUrl;
+    private readonly fetchImpl;
+    constructor(baseUrl: string, fetchImpl?: FetchLike);
+    getBookTop(marketId: string): Promise<MidnightBookTop | null>;
+}
+/** Build the default (hosted-API) book source for a chain. */
+export declare function createMidnightBookSource(chainId: string, fetchImpl?: FetchLike): MidnightBookSource;
+export {};
+//# sourceMappingURL=apiClient.d.ts.map

package/dist/lending/public-data/midnight/apiClient.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/public-data/midnight/convertPublic.d.ts

@@ -0,0 +1,25 @@
+import type { MidnightMarketConfig } from '@1delta/data-sdk';
+import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
+import { AdditionalYields, GenericTokenList } from '../../../types';
+import type { MidnightMarketRaw } from './types';
+/** Synthesized per-market lender key, e.g. `MORPHO_MIDNIGHT_<MARKETID_HEX_UPPER>`. */
+export declare function midnightLenderKey(marketId: string): string;
+/**
+ * Map fetched Midnight markets into the shared `MorphoGeneralPublicResponse`
+ * shape used by every collateralized-borrow lender, keyed by the synthesized
+ * `MORPHO_MIDNIGHT_<id>` lender key.
+ *
+ * One LOAN entry per market carries the fixed rates:
+ *   - `variableBorrowRate` = best fixed BORROW APR (from bids), in percent
+ *   - `depositRate`        = best fixed SUPPLY/lend APR (from asks), in percent
+ * plus order-book depth as the "liquidity" proxy. One COLLATERAL entry per
+ * collateral leg carries the per-leg LLTV → collateralFactor + liquidation
+ * penalty. `params.market` carries the full Midnight market struct + maturity.
+ */
+export declare function convertMidnightMarketsToResponse(raw: MidnightMarketRaw[], chainId: string, prices?: {
+    [asset: string]: number;
+}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
+    [m: string]: MorphoGeneralPublicResponse;
+};
+export type { MidnightMarketConfig };
+//# sourceMappingURL=convertPublic.d.ts.map

package/dist/lending/public-data/midnight/convertPublic.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/public-data/midnight/fetchPublic.d.ts

@@ -0,0 +1,12 @@
+import type { MidnightBookSource, MidnightMarketRaw } from './types';
+/**
+ * Fetch the current top-of-book for every configured Midnight market on a chain.
+ *
+ * Public data = static market config (from `midnightMarkets` registry) + live
+ * order-book rates/depth (from the book source). No RPC is required for the
+ * public view: LLTVs / maturities / decimals come from config, rates from the
+ * API. Returns one entry per configured market (with `top: null` when its book
+ * fetch failed — the converter still emits the market with zeroed rates).
+ */
+export declare function fetchMidnightMarkets(chainId: string, source?: MidnightBookSource): Promise<MidnightMarketRaw[]>;
+//# sourceMappingURL=fetchPublic.d.ts.map

package/dist/lending/public-data/midnight/fetchPublic.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/public-data/midnight/index.d.ts

@@ -0,0 +1,6 @@
+export { fetchMidnightMarkets } from './fetchPublic';
+export { convertMidnightMarketsToResponse, midnightLenderKey, } from './convertPublic';
+export { ApiBookSource, createMidnightBookSource, midnightApiBaseUrl, DEFAULT_MIDNIGHT_API, } from './apiClient';
+export { tickToPrice, tickToRate, tickToApr, tickToAprNumber, } from './math';
+export type { MidnightBookSource, MidnightBookTop, MidnightBookLevel, MidnightMarketRaw, } from './types';
+//# sourceMappingURL=index.d.ts.map

package/dist/lending/public-data/midnight/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/public-data/midnight/live.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=live.test.d.ts.map

package/dist/lending/public-data/midnight/live.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"live.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/live.test.ts"],"names":[],"mappings":""}

package/dist/lending/public-data/midnight/math.d.ts

@@ -0,0 +1,22 @@
+export declare const WAD = 1000000000000000000n;
+export declare const LN_ONE_PLUS_DELTA = 4987541511039073n;
+export declare const LN_2 = 693147180559945309n;
+export declare const EXP_OFFSET = 322611214989459870n;
+export declare const MAX_TICK = 6744n;
+export declare const PRICE_ROUNDING_STEP = 100000000000n;
+export declare const SECONDS_PER_YEAR = 31536000n;
+/** WAD-scaled exponential approximation used by the Midnight tick curve. */
+export declare function wExp(x: bigint): bigint;
+/** Convert a Midnight tick into a WAD zero-coupon price (rounded to the step). */
+export declare function tickToPrice(tick: bigint): bigint;
+/** Convert a Midnight tick into a WAD fixed *period* rate (`1/price - 1`). */
+export declare function tickToRate(tick: bigint): bigint;
+/**
+ * Convert a Midnight tick into a WAD simple APR, annualizing the period rate
+ * over `timeToMaturity` seconds. Returns 0 for non-positive time-to-maturity
+ * (matured / mispriced markets) rather than throwing.
+ */
+export declare function tickToApr(tick: bigint, timeToMaturity: bigint): bigint;
+/** APR as a plain fraction (e.g. `0.0512` for 5.12%). Convenience for display. */
+export declare function tickToAprNumber(tick: bigint, timeToMaturity: bigint): number;
+//# sourceMappingURL=math.d.ts.map

package/dist/lending/public-data/midnight/math.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/public-data/midnight/math.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=math.test.d.ts.map

package/dist/lending/public-data/midnight/math.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"math.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/math.test.ts"],"names":[],"mappings":""}

package/dist/lending/public-data/midnight/types.d.ts

@@ -0,0 +1,45 @@
+import type { MidnightMarketConfig } from '@1delta/data-sdk';
+/** One aggregated price level of a Midnight book side (raw bigints, loan-token units). */
+export interface MidnightBookLevel {
+    /** Midnight tick (price point). */
+    tick: bigint;
+    /** Total credit/debt units available at this level. */
+    units: bigint;
+    /** Total loan-token assets implied at this level. */
+    assets: bigint;
+}
+/**
+ * Top-of-book snapshot for a single Midnight market, already reduced to the
+ * best executable rate per side plus the aggregate depth.
+ *
+ * Side semantics (Midnight): `bids` are maker BUY offers (makers lending) — a
+ * taker consumes them to BORROW. `asks` are maker SELL offers (makers
+ * borrowing) — a taker consumes them to LEND. So:
+ *   - best BORROW rate  = min period-rate over bids (cheapest to borrow)
+ *   - best SUPPLY yield  = max period-rate over asks (highest to lend)
+ * Selection is order-agnostic (we scan every level), so it does not depend on
+ * the API returning levels best-first.
+ */
+export interface MidnightBookTop {
+    /** Tick of the best (lowest-rate) borrow offer, or undefined if the bid side is empty. */
+    bestBorrowTick?: bigint;
+    /** Tick of the best (highest-yield) supply offer, or undefined if the ask side is empty. */
+    bestSupplyTick?: bigint;
+    /** Aggregate borrowable units/assets (bid side). */
+    borrowDepthUnits: bigint;
+    borrowDepthAssets: bigint;
+    /** Aggregate lendable units/assets (ask side). */
+    supplyDepthUnits: bigint;
+    supplyDepthAssets: bigint;
+}
+/** Pluggable Midnight order-book source — hosted API today, self-indexed mempool later. */
+export interface MidnightBookSource {
+    /** Best-rate + depth snapshot for a market, or null when unavailable. */
+    getBookTop(marketId: string): Promise<MidnightBookTop | null>;
+}
+/** A Midnight market paired with its current top-of-book (null when the book fetch failed). */
+export interface MidnightMarketRaw {
+    config: MidnightMarketConfig;
+    top: MidnightBookTop | null;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/lending/public-data/midnight/types.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/user-data/abis.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"abis.d.ts","sourceRoot":"","sources":["../../../src/lending/user-data/abis.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,yBAAyB,CAAA;AAgDhD,eAAO,MAAM,MAAM,GAAI,QAAQ,MAAM,QAqCpC,CAAA"}

package/dist/lending/user-data/fetch-balances/parse.d.ts.map

@@ -1 +1 @@
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package/dist/lending/user-data/fetch-balances/prepare.d.ts.map

@@ -1 +1 @@
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package/dist/lending/user-data/midnight/index.d.ts

@@ -0,0 +1,3 @@
+export { buildMidnightUserCall, midnightMarketCallCount } from './userCallBuild';
+export { getMidnightUserDataConverter } from './userCallParse';
+//# sourceMappingURL=index.d.ts.map

package/dist/lending/user-data/midnight/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/user-data/midnight/userCallBuild.d.ts

@@ -0,0 +1,16 @@
+import { Call } from '../../../utils/multicall';
+/**
+ * Number of multicall slots one Midnight market consumes: `position(id,user)`
+ * (1) plus one `collateral(id,user,index)` per collateral leg. The parser must
+ * walk `midnightMarketsByChain` in the SAME order to slice results correctly.
+ */
+export declare const midnightMarketCallCount: (collateralCount: number) => number;
+/**
+ * Build the user-data multicall for every configured Midnight market on a chain.
+ *
+ * Midnight has no aggregating lens (unlike Morpho): per market we read the
+ * packed `position(id,user)` tuple (credit/debt/bitmap) and each collateral leg
+ * via `collateral(id,user,index)`. All calls target the core Midnight contract.
+ */
+export declare const buildMidnightUserCall: (chainId: string, _lender: string, account: string) => Call[];
+//# sourceMappingURL=userCallBuild.d.ts.map

package/dist/lending/user-data/midnight/userCallBuild.d.ts.map

@@ -0,0 +1 @@
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package/dist/lending/user-data/midnight/userCallParse.d.ts

@@ -0,0 +1,17 @@
+import { LenderToLenderCrossPoolMeta, UserData } from '../utils/types';
+/**
+ * Returns a [converter, expectedCallCount] tuple for Midnight user data.
+ *
+ * Layout mirrors `buildMidnightUserCall`: per configured market, one `position`
+ * result followed by one `collateral(index)` result per collateral leg. Emits
+ * one `UserData` per market key `MORPHO_MIDNIGHT_<id>` (multi-market), each with
+ * a single sub-account holding the debt (loan side) + collateral legs.
+ *
+ * NOTE: debt is reported at face value (units settle 1:1 at maturity), not the
+ * discounted present value. Health / borrow-capacity are computed downstream
+ * from LLTVs + oracle prices in `createMultiAccountTypeUserState`.
+ */
+export declare const getMidnightUserDataConverter: (_lender: string, chainId: string, account: string, meta?: LenderToLenderCrossPoolMeta) => [(data: any[]) => {
+    [lender: string]: UserData;
+} | undefined, number];
+//# sourceMappingURL=userCallParse.d.ts.map

package/dist/lending/user-data/midnight/userCallParse.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"userCallParse.d.ts","sourceRoot":"","sources":["../../../../src/lending/user-data/midnight/userCallParse.ts"],"names":[],"mappings":"AAKA,OAAO,EAEL,2BAA2B,EAC3B,QAAQ,EACT,MAAM,gBAAgB,CAAA;AA+BvB;;;;;;;;;;;GAWG;AACH,eAAO,MAAM,4BAA4B,GACvC,SAAS,MAAM,EACf,SAAS,MAAM,EACf,SAAS,MAAM,EACf,OAAO,2BAA2B,KACjC,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK;IAAE,CAAC,MAAM,EAAE,MAAM,GAAG,QAAQ,CAAA;CAAE,GAAG,SAAS,EAAE,MAAM,CAiHtE,CAAA"}

package/dist/utils/index.d.ts

@@ -1,6 +1,6 @@
 export { createMarketUid } from './marketUid';
 export { lenderShortName } from './marketName';
-export { isCompoundV3, isCompoundV3Type, isInit, isMorphoType, isLista, isAaveV3Type, isAaveV2Type, isYLDR, isAaveV32Type, isAaveType, isCompoundV2Type, isVenusType, isSumerType, isTectonicType, isBenqiType, isKineticType, isMultiMarket, isEulerType, isAaveV4Type, isSiloV2Type, isSiloV3Type, isFluid, isGearboxV3, isDolomite, } from '@1delta/lender-registry';
+export { isCompoundV3, isCompoundV3Type, isInit, isMorphoType, isMidnight, isLista, isAaveV3Type, isAaveV2Type, isYLDR, isAaveV32Type, isAaveType, isCompoundV2Type, isVenusType, isSumerType, isTectonicType, isBenqiType, isKineticType, isMultiMarket, isEulerType, isAaveV4Type, isSiloV2Type, isSiloV3Type, isFluid, isGearboxV3, isDolomite, } from '@1delta/lender-registry';
 export declare const ENABLED_EULER_V2_CHAINS: string[];
 export declare const getLendersForChain: (c: string) => string[];
 /** Filter lenders by protocol list */

package/dist/utils/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/utils/index.ts"],"names":[],"mappings":"AAsBA,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAA;AAC7C,OAAO,EAAE,eAAe,EAAE,MAAM,cAAc,CAAA;AAI9C,OAAO,EACL,YAAY,EACZ,gBAAgB,EAChB,MAAM,EACN,YAAY,EACZ,UAAU,EACV,OAAO,EACP,YAAY,EACZ,YAAY,EACZ,MAAM,EACN,aAAa,EACb,UAAU,EACV,gBAAgB,EAChB,WAAW,EACX,WAAW,EACX,cAAc,EACd,WAAW,EACX,aAAa,EACb,aAAa,EACb,WAAW,EACX,YAAY,EACZ,YAAY,EACZ,YAAY,EACZ,OAAO,EACP,WAAW,EACX,UAAU,GACX,MAAM,yBAAyB,CAAA;AAgDhC,eAAO,MAAM,uBAAuB,EAAE,MAAM,EAgB3C,CAAA;AAED,eAAO,MAAM,kBAAkB,GAAI,GAAG,MAAM,aAiG3C,CAAA;AAED,sCAAsC;AACtC,eAAO,MAAM,uBAAuB,GAClC,YAAY,MAAM,EAAE,EACpB,eAAe,MAAM,EAAE,KACtB,MAAM,EAqBR,CAAA;AAED,mCAAmC;AACnC,eAAO,MAAM,gBAAgB;;CAS5B,CAAA;AAED,eAAO,MAAM,eAAe,GAC1B,SAAS,MAAM,GAAG,MAAM,GAAG,SAAS,EACpC,kBAAiB,MAAuB,KACvC,MAAM,EAOR,CAAA"}

package/dist/yields/intrinsic/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/yields/intrinsic/index.ts"],"names":[],"mappings":"AA+DA,8DAA8D;AAC9D,wBAAsB,oBAAoB,IAAI,OAAO,CAAC;IACpD,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAA;CACpC,CAAC,CA2FD"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/yields/intrinsic/index.ts"],"names":[],"mappings":"AAgEA,8DAA8D;AAC9D,wBAAsB,oBAAoB,IAAI,OAAO,CAAC;IACpD,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAA;CACpC,CAAC,CA4FD"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@1delta/margin-fetcher",
-  "version": "0.0.314",
+  "version": "0.0.317",
   "description": "",
   "type": "module",
   "files": [
@@ -22,12 +22,12 @@
   "dependencies": {
     "async-retry": "^1.3.3",
     "lodash": "^4.17.23",
-    "@1delta/abis": "0.0.21",
-    "@1delta/lender-registry": "0.0.33",
-    "@1delta/data-sdk": "0.0.28",
+    "@1delta/abis": "0.0.22",
+    "@1delta/data-sdk": "0.0.29",
+    "@1delta/calldata-sdk": "0.0.156",
+    "@1delta/dex-registry": "0.0.103",
     "@1delta/proxy-fetch": "0.0.1",
-    "@1delta/dex-registry": "0.0.102",
-    "@1delta/calldata-sdk": "0.0.155",
+    "@1delta/lender-registry": "0.0.34",
     "@1delta/providers": "0.0.62"
   },
   "devDependencies": {
@@ -35,7 +35,7 @@
     "@types/lodash": "^4.17.23",
     "tsup": "^8.5.1",
     "typescript": "^5.9.3",
-    "@1delta/initializer-sdk": "0.0.17"
+    "@1delta/initializer-sdk": "0.0.18"
   },
   "scripts": {
     "build": "tsup src/index.ts --format esm --clean && tsc -p tsconfig.dts.json",