@1delta/margin-fetcher 0.0.320 → 0.0.321

package/dist/index.js

@@ -13447,7 +13447,18 @@ function getListaMarketDataConverter(lender, chainId, prices, additionalYields =
               rateCap: rateCap?.toString() ?? "0",
               rateFloor: rateFloor?.toString() ?? "0",
               // term menu for brokered markets (warm via fetchListaFixedTerms)
-              terms: fixedTermsForMarket
+              terms: fixedTermsForMarket,
+              // Canonical cross-protocol fixed-term descriptor (Lista + Midnight
+              // share this shape). Lista: rolling-duration menu (no single
+              // maturity), no market-level fees, and a per-loan early-repay
+              // penalty (the concrete amount is position-level, on the loan's
+              // `term.earlyRepayPenalty`).
+              fixedTerm: {
+                model: "lista",
+                maturity: void 0,
+                fees: {},
+                earlyRepay: { kind: "penalty" }
+              }
             }
           };
           data[m].chainId = chainId;
@@ -21021,11 +21032,6 @@ function convertMidnightMarketsToResponse(raw, chainId, prices = {}, _additional
       // Midnight is fixed-rate: expose the fixed borrow APR on stableBorrowRate
       // too, so fixed-rate consumers pick it up like a term product.
       stableBorrowRate: borrowAprPct,
-      // Mutable per-market fees (display convenience; authoritative raw values
-      // live on params.market). continuousFeeApr is a %/yr lender-side haircut;
-      // settlementFee is the effective fraction at the current TTM.
-      continuousFeeApr: continuousFeeAprPct,
-      settlementFee,
       intrinsicYield: 0,
       rewards: void 0,
       decimals: config.loanDecimals,
@@ -21121,13 +21127,23 @@ function convertMidnightMarketsToResponse(raw, chainId, prices = {}, _additional
         // Midnight-specific extras (consumed by calldata / worker-api resolvers)
         maturity: config.maturity,
         rcfThreshold: config.rcfThreshold,
-        // Mutable, on-chain-snapshotted fees. Raw values are authoritative for
-        // downstream ingest (yield-tracer); the derived `continuousFeeApr` (%)
-        // and `settlementFee` (fraction at current TTM) are convenience fields.
+        // Raw on-chain-snapshotted fees — authoritative for downstream ingest
+        // (yield-tracer reads these verbatim).
         settlementFeeCbp: config.settlementFeeCbp,
         continuousFee: config.continuousFee,
-        continuousFeeApr: continuousFeeAprPct,
-        settlementFee,
+        // Canonical cross-protocol fixed-term descriptor (Lista + Midnight share
+        // this shape). Midnight: single calendar maturity, continuous +
+        // settlement fees, and NO early-repay penalty (exit = buy debt units
+        // back on the book at market price).
+        fixedTerm: {
+          model: "midnight",
+          maturity: Number(config.maturity),
+          fees: {
+            continuousFeeApr: continuousFeeAprPct,
+            settlementFee
+          },
+          earlyRepay: { kind: "none" }
+        },
         enterGate: config.enterGate,
         liquidatorGate: config.liquidatorGate,
         collateralParams: config.collateralParams
@@ -22628,7 +22644,7 @@ var buildDolomiteUserCall = async (chainId, _lender, account, accountNumbers) =>
     params: [{ owner: account, number }]
   }));
 };
-var midnightMarketCallCount = (collateralCount) => 1 + collateralCount;
+var midnightMarketCallCount = (collateralCount) => 2 + collateralCount;
 var buildMidnightUserCall = (chainId, _lender, account) => {
   const midnight = midnightConfig()?.[chainId]?.midnight;
   const markets = midnightMarketsByChain(chainId);
@@ -22640,6 +22656,29 @@ var buildMidnightUserCall = (chainId, _lender, account) => {
       name: "position",
       params: [market.marketId, account]
     });
+    calls.push({
+      address: midnight,
+      name: "updatePositionView",
+      params: [
+        {
+          chainId: BigInt(chainId),
+          midnight,
+          loanToken: market.loanToken,
+          collateralParams: market.collateralParams.map((c) => ({
+            token: c.token,
+            lltv: BigInt(c.lltv),
+            liquidationCursor: BigInt(c.liquidationCursor),
+            oracle: c.oracle
+          })),
+          maturity: BigInt(market.maturity),
+          rcfThreshold: BigInt(market.rcfThreshold),
+          enterGate: market.enterGate,
+          liquidatorGate: market.liquidatorGate
+        },
+        market.marketId,
+        account
+      ]
+    });
     for (let index = 0; index < market.collateralParams.length; index++) {
       calls.push({
         address: midnight,
@@ -24909,6 +24948,21 @@ function readDebtUnits(positionResult) {
     return toBigInt10(positionResult.debt);
   return 0n;
 }
+function readUpdatedLender(updateResult) {
+  if (Array.isArray(updateResult)) {
+    return {
+      credit: toBigInt10(updateResult[0]),
+      pendingFee: toBigInt10(updateResult[1])
+    };
+  }
+  if (updateResult && typeof updateResult === "object") {
+    return {
+      credit: toBigInt10(updateResult.newCredit),
+      pendingFee: toBigInt10(updateResult.newPendingFee)
+    };
+  }
+  return { credit: 0n, pendingFee: 0n };
+}
 var getMidnightUserDataConverter = (_lender, chainId, account, meta) => {
   const markets = midnightMarketsByChain(chainId);
   const totalCalls = markets.reduce(
@@ -24922,8 +24976,9 @@ var getMidnightUserDataConverter = (_lender, chainId, account, meta) => {
       let cursor = 0;
       for (const market of markets) {
         const positionResult = data[cursor];
+        const updateResult = data[cursor + 1];
         const collateralResults = market.collateralParams.map(
-          (_c, i) => data[cursor + 1 + i]
+          (_c, i) => data[cursor + 2 + i]
         );
         cursor += midnightMarketCallCount(market.collateralParams.length);
         const lenderKey = midnightLenderKey(market.marketId);
@@ -24938,24 +24993,40 @@ var getMidnightUserDataConverter = (_lender, chainId, account, meta) => {
         const debtUnits = readDebtUnits(positionResult);
         const debtStr = parseRawAmount(debtUnits.toString(), market.loanDecimals);
         const debtNum = Number(debtStr);
+        const { credit, pendingFee } = readUpdatedLender(updateResult);
+        const netCreditUnits = credit > pendingFee ? credit - pendingFee : 0n;
+        const depositsStr = parseRawAmount(
+          netCreditUnits.toString(),
+          market.loanDecimals
+        );
+        const depositsNum = Number(depositsStr);
+        const pendingFeeStr = parseRawAmount(
+          pendingFee.toString(),
+          market.loanDecimals
+        );
         const posData = {};
-        let anyBalance = debtUnits > 0n;
-        let depositsUSD24h = 0;
+        let anyBalance = debtUnits > 0n || netCreditUnits > 0n;
+        let depositsUSD24h = depositsNum * loanPriceHist;
         posData[loanUid] = {
           marketUid: loanUid,
           underlying: loanAddr,
-          deposits: "0",
+          deposits: depositsStr,
           debt: debtStr,
           debtStable: "0",
-          depositsUSD: 0,
+          depositsUSD: depositsNum * loanDisplayPrice,
           debtUSD: debtNum * loanDisplayPrice,
           debtStableUSD: 0,
-          depositsUSDOracle: 0,
+          depositsUSDOracle: depositsNum * loanOraclePrice,
           debtUSDOracle: debtNum * loanOraclePrice,
           debtStableUSDOracle: 0,
           stableBorrowRate: "0",
+          // Supply on Midnight is a lend position, not collateral for a borrow.
           collateralEnabled: false,
-          claimableRewards: 0
+          claimableRewards: 0,
+          // Midnight-specific: accrued continuous fee owed by the lender (loan
+          // units), already netted out of `deposits`. 0 on markets with no
+          // continuous fee (the current live default).
+          pendingFee: pendingFeeStr
         };
         market.collateralParams.forEach((c, i) => {
           const collAmt = toBigInt10(collateralResults[i]);
@@ -24968,19 +25039,19 @@ var getMidnightUserDataConverter = (_lender, chainId, account, meta) => {
           const collDisplayPrice = collMeta ? getDisplayPrice(collMeta) : 0;
           const collOraclePrice = collMeta ? getOraclePrice(collMeta) : 0;
           const collPriceHist = collMeta?.price?.priceUsd24h ?? collDisplayPrice;
-          const depositsStr = parseRawAmount(collAmt.toString(), collDec);
-          const depositsNum = Number(depositsStr);
-          depositsUSD24h += depositsNum * collPriceHist;
+          const depositsStr2 = parseRawAmount(collAmt.toString(), collDec);
+          const depositsNum2 = Number(depositsStr2);
+          depositsUSD24h += depositsNum2 * collPriceHist;
           posData[collUid] = {
             marketUid: collUid,
             underlying: collAddr,
-            deposits: depositsStr,
+            deposits: depositsStr2,
             debt: "0",
             debtStable: "0",
-            depositsUSD: depositsNum * collDisplayPrice,
+            depositsUSD: depositsNum2 * collDisplayPrice,
             debtUSD: 0,
             debtStableUSD: 0,
-            depositsUSDOracle: depositsNum * collOraclePrice,
+            depositsUSDOracle: depositsNum2 * collOraclePrice,
             debtUSDOracle: 0,
             debtStableUSDOracle: 0,
             stableBorrowRate: "0",