@1delta/margin-fetcher 0.0.320 → 0.0.322

package/dist/index.js

@@ -6,7 +6,7 @@ export { isAaveType, isAaveV2Type, isAaveV32Type, isAaveV3Type, isCompoundV3, is
 import { aavePools, compoundV3Pools, initConfig, morphoPools, compoundV2Pools, eulerVaults, siloMarkets, siloV2LenderKey, siloMarketsV3, siloV3LenderKey, aaveV4Spokes, aaveV4SpokeLenderKey, fluidResolvers, gearboxResolvers, dolomiteConfigs, midnightConfig, aaveReserves, compoundV3Reserves, morphoTypeMarkets, getSiloV2MarketEntry, getSiloV3MarketEntry, dolomiteEmode, aaveTokens, morphoTypeVaults, eulerConfigs, gearboxMarketCompressor, gearboxMarketConfigurators, gearboxV3LenderKey, midnightMarketsByChain, parseAaveV4SpokeLenderKey, gearboxAccountCompressor, compoundV2Tokens, aaveOracles, aaveOraclesConfig, compoundV2Oracles, compoundV2TokenArray, compoundV2OraclesConfig, compoundV3OraclesData, compoundV3BaseData, compoundV2Reserves, fetchTokenLists, fetchTokenList, aaveV4Oracles, resolveMidnightApiBase } from '@1delta/data-sdk';
 import lodash from 'lodash';
 import { getEvmClient, getEvmChain, getEvmClientUniversal, multicallRetryUniversal } from '@1delta/providers';
-import { MetaMorphoAbi, FluidLendingResolverAbi, FluidVaultResolverAbi, MoolahVaultAbi, MorphoLensAbi, AaveV4SpokeAbi, AaveV4OracleAbi, AaveV4HubAbi, DolomiteMarginAbi, GearboxMarketCompressorV310Abi, MorphoBlueAbi, MidnightAbi, GearboxCreditAccountCompressorV310Abi } from '@1delta/abis';
+import { MetaMorphoAbi, FluidLendingResolverAbi, FluidVaultResolverAbi, FluidLiquidityResolverAbi, MoolahVaultAbi, MorphoLensAbi, AaveV4SpokeAbi, AaveV4OracleAbi, AaveV4HubAbi, DolomiteMarginAbi, GearboxMarketCompressorV310Abi, MorphoBlueAbi, MidnightAbi, GearboxCreditAccountCompressorV310Abi } from '@1delta/abis';
 export { MorphoLensAbi } from '@1delta/abis';
 import { prepareDebitDataMulticall, prepareLenderDebitMulticall, parseDebitDataResult, parseLenderDebitResult, getPermit2ContractAddress, getCompoundV3CometAddress as getCompoundV3CometAddress$1, getMorphoAddress, getAaveCollateralTokenAddress, getSiloHalfForUnderlying, InitMarginAddresses, getLstAcceptedInputs } from '@1delta/calldata-sdk';
 import { proxyNativeFetch } from '@1delta/proxy-fetch';
@@ -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;
@@ -19880,6 +19891,11 @@ var buildFluidCall = (chainId, _lender) => {
       address: resolvers.vaultResolver,
       name: "getVaultsEntireData",
       params: []
+    },
+    {
+      address: resolvers.liquidityResolver,
+      name: "getAllOverallTokensData",
+      params: []
     }
   ];
 };
@@ -19892,12 +19908,36 @@ var scaleFluidRate = (raw) => {
   if (raw === void 0 || raw === null) return 0;
   return Number(raw) / FLUID_RATE_SCALE;
 };
+var parseOverallTokensData = (overallTokensData) => {
+  const out = {};
+  if (!Array.isArray(overallTokensData)) return out;
+  for (const td of overallTokensData) {
+    const rateData = td?.rateData;
+    if (!rateData) continue;
+    const version = Number(rateData.version ?? 1);
+    const rawToken = ((version === 2 ? rateData.rateDataV2?.token : rateData.rateDataV1?.token) ?? "").toString().toLowerCase();
+    if (!rawToken || rawToken === zeroAddress) continue;
+    const token = normalizeUnderlying(rawToken);
+    const maxUtilizationRaw = Number(td.maxUtilization ?? 0);
+    out[token] = {
+      utilization: Number(td.lastStoredUtilization ?? 0) / BPS,
+      fee: Number(td.fee ?? 0) / BPS,
+      maxUtilization: maxUtilizationRaw > 0 ? maxUtilizationRaw / BPS : 1,
+      totalSupply: (td.totalSupply ?? 0n).toString(),
+      totalBorrow: (td.totalBorrow ?? 0n).toString(),
+      borrowRate: scaleFluidRate(td.borrowRate),
+      supplyRate: scaleFluidRate(td.supplyRate)
+    };
+  }
+  return out;
+};
 var getFluidPublicDataConverter = (_lender, chainId, prices, additionalYields, tokenList = {}) => {
-  const expectedNumberOfCalls = 1;
+  const expectedNumberOfCalls = 2;
   return [
     (data) => {
       if (data.length !== expectedNumberOfCalls) return void 0;
-      const [vaultEntireData] = data;
+      const [vaultEntireData, overallTokensData] = data;
+      const liquidityByToken = parseOverallTokensData(overallTokensData);
       const out = {};
       for (const vault of vaultEntireData ?? []) {
         const parsed = parseVault(
@@ -19905,7 +19945,8 @@ var getFluidPublicDataConverter = (_lender, chainId, prices, additionalYields, t
           chainId,
           prices,
           additionalYields,
-          tokenList
+          tokenList,
+          liquidityByToken
         );
         if (parsed) {
           out[parsed.lender] = {
@@ -19920,7 +19961,7 @@ var getFluidPublicDataConverter = (_lender, chainId, prices, additionalYields, t
     expectedNumberOfCalls
   ];
 };
-function parseVault(vault, chainId, prices, additionalYields, tokenList) {
+function parseVault(vault, chainId, prices, additionalYields, tokenList, liquidityByToken = {}) {
   const vaultAddress = (vault.vault ?? "").toLowerCase();
   const constants = vault.constantVariables;
   const configs = vault.configs;
@@ -19970,9 +20011,14 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList) {
   const liquidationPenalty = Number(configs.liquidationPenalty ?? 0) / BPS;
   const supplyRate = scaleFluidRate(rates.supplyRateVault);
   const borrowRate = scaleFluidRate(rates.borrowRateVault);
-  const utilization = totalSupply > 0 ? totalBorrow / totalSupply : 0;
+  const collateralLiquidity = liquidityByToken[collateralAddress];
+  const loanLiquidity = liquidityByToken[loanAddress];
   const data = {};
-  const collateralMarketUid = createMarketUid(chainId, lender, collateralAddress);
+  const collateralMarketUid = createMarketUid(
+    chainId,
+    lender,
+    collateralAddress
+  );
   data[collateralMarketUid] = {
     marketUid: collateralMarketUid,
     name: "Collateral " + (collateralMeta?.symbol ?? ""),
@@ -19989,7 +20035,12 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList) {
     totalDebtUSD: 0,
     totalLiquidityUSD: totalSupply * collateralPrice,
     borrowLiquidityUSD: 0,
-    utilization: lockupRatio,
+    // IRM x-coordinate: the collateral token's Liquidity-layer utilization —
+    // it drives the supply rate (borrowRate × utilization × (1 - fee)).
+    utilization: collateralLiquidity?.utilization ?? 0,
+    // Share of this vault's collateral currently locked below the LL
+    // withdrawal limit (withdrawLimit / totalSupplyVault).
+    lockupRatio,
     depositRate: supplyRate,
     // vault collateral earns the supply side rate
     variableBorrowRate: 0,
@@ -20035,7 +20086,9 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList) {
     totalDebtUSD: totalBorrow * loanPrice,
     totalLiquidityUSD: borrowable * loanPrice,
     borrowLiquidityUSD: borrowable * loanPrice,
-    utilization,
+    // IRM x-coordinate: the loan token's Liquidity-layer utilization — the
+    // exact input the current borrow rate was computed from.
+    utilization: loanLiquidity?.utilization ?? 0,
     depositRate: 0,
     variableBorrowRate: borrowRate,
     stableBorrowRate: 0,
@@ -20072,6 +20125,15 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList) {
     expandDuration: Number(llSupply.expandDuration ?? 0),
     lastUpdateTimestamp: Number(llSupply.lastUpdateTimestamp ?? 0)
   } : void 0;
+  const formatLiquidity = (state, decimals) => state ? {
+    utilization: state.utilization,
+    fee: state.fee,
+    maxUtilization: state.maxUtilization,
+    totalSupply: Number(parseRawAmount(state.totalSupply, decimals)),
+    totalBorrow: Number(parseRawAmount(state.totalBorrow, decimals)),
+    borrowRate: state.borrowRate,
+    supplyRate: state.supplyRate
+  } : void 0;
   return {
     lender,
     data,
@@ -20093,7 +20155,11 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList) {
         oraclePriceLiquidate: configs.oraclePriceLiquidate?.toString(),
         isSmartCol: !!vault.isSmartCol,
         isSmartDebt: !!vault.isSmartDebt,
-        liquidityUserSupply
+        liquidityUserSupply,
+        liquidity: {
+          supplyToken: formatLiquidity(collateralLiquidity, colDecimals),
+          borrowToken: formatLiquidity(loanLiquidity, borrowDecimals)
+        }
       }
     }
   };
@@ -20682,16 +20748,16 @@ var getAbi = (lender) => {
   if (isInit(lender)) return InitLensAbi;
   if (isMorphoType(lender)) return MorphoLensAbi;
   if (isEulerType(lender)) return vaultLensAbi;
-  if (isAaveV4Type(lender)) return [...AaveV4SpokeAbi, ...AaveV4OracleAbi, ...AaveV4HubAbi];
+  if (isAaveV4Type(lender))
+    return [...AaveV4SpokeAbi, ...AaveV4OracleAbi, ...AaveV4HubAbi];
   if (isSiloV2Type(lender))
     return [...SiloAbi, ...SiloLensAbi, ...InterestRateModelV2Abi];
   if (isSiloV3Type(lender))
     return [...SiloAbi, ...SiloLensAbi, ...InterestRateModelV2Abi];
   if (isFluid(lender))
-    return [...FluidVaultResolverAbi];
+    return [...FluidVaultResolverAbi, ...FluidLiquidityResolverAbi];
   if (isDolomite(lender)) return [...DolomiteMarginAbi];
-  if (isGearboxV3(lender))
-    return [...GearboxMarketCompressorV310Abi];
+  if (isGearboxV3(lender)) return [...GearboxMarketCompressorV310Abi];
   if (isSumerType(lender)) return [...SumerLensAbi, ...SumerComptrollerAbi];
   if (lender === Lender.TAKARA) return [...TakaraMarketStateAbi];
   if (isCompoundV2Type(lender)) return VenusLensAbi;
@@ -21021,11 +21087,6 @@ 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 +21182,23 @@ 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 +22699,7 @@ 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 +22711,29 @@ 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 +25003,21 @@ 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 +25031,9 @@ 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 +25048,40 @@ 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 +25094,19 @@ 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",
@@ -37135,7 +37261,12 @@ async function fetchFluidExposures(chainId, multicallRetry, prices, tokenList) {
   const rawVaults = await multicallRetry({
     chain: chainId,
     calls: vaultCalls,
-    abi: vaultCalls.map(() => FluidVaultResolverAbi)
+    // buildFluidCall mixes vault-resolver and liquidity-resolver calls; the
+    // merged ABI lets viem resolve each call by function name.
+    abi: vaultCalls.map(() => [
+      ...FluidVaultResolverAbi,
+      ...FluidLiquidityResolverAbi
+    ])
   });
   const [convert] = getFluidPublicDataConverter(
     "FLUID",