@1delta/margin-fetcher 0.0.321 → 0.0.323

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';
@@ -19013,7 +19013,15 @@ function normalizeAaveV4(spokeDataList, chainId, spokeLenderKeyArg, prices, addi
       const hubTotalOwed = toTokenNumber(hubTotalOwedRaw, hubDecimals);
       const hubDepositsUSD = hubTotalSupply * price2;
       const hubBorrowsUSD = hubTotalOwed * price2;
-      const hubUtilization = hubTotalSupply > 0 ? hubTotalOwed / hubTotalSupply : 0;
+      const drawnRaw = (reserve.hubAsset.drawnShares ?? 0n) * (reserve.hubAsset.drawnIndex ?? 0n) / RAY_BIGINT;
+      const irmDenominatorRaw = (reserve.hubAsset.liquidity ?? 0n) + drawnRaw + (reserve.hubAsset.swept ?? 0n);
+      let irmTotalDebt = toTokenNumber(drawnRaw, hubDecimals);
+      let irmTotalDeposits = toTokenNumber(irmDenominatorRaw, hubDecimals);
+      if (drawnRaw === 0n && hubTotalOwed > 0) {
+        irmTotalDebt = hubTotalOwed;
+        irmTotalDeposits = hubTotalSupply;
+      }
+      const hubUtilization = irmTotalDeposits > 0 ? irmTotalDebt / irmTotalDeposits : 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;
@@ -19095,6 +19103,10 @@ function normalizeAaveV4(spokeDataList, chainId, spokeLenderKeyArg, prices, addi
         variableBorrowRate,
         stableBorrowRate: 0,
         utilization: hubUtilization,
+        // Totals in the hub IRM's own utilization basis — rate-impact
+        // simulations must shift these, not the spoke-local totals.
+        irmTotalDeposits,
+        irmTotalDebt,
         intrinsicYield: additionalYields?.intrinsicYields?.[oracleKey] ?? 0,
         rewards: [],
         decimals,
@@ -19891,6 +19903,11 @@ var buildFluidCall = (chainId, _lender) => {
       address: resolvers.vaultResolver,
       name: "getVaultsEntireData",
       params: []
+    },
+    {
+      address: resolvers.liquidityResolver,
+      name: "getAllOverallTokensData",
+      params: []
     }
   ];
 };
@@ -19903,12 +19920,36 @@ 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(
@@ -19916,7 +19957,8 @@ var getFluidPublicDataConverter = (_lender, chainId, prices, additionalYields, t
           chainId,
           prices,
           additionalYields,
-          tokenList
+          tokenList,
+          liquidityByToken
         );
         if (parsed) {
           out[parsed.lender] = {
@@ -19931,7 +19973,7 @@ 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;
@@ -19981,9 +20023,18 @@ 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 irmTotals = (state, decimals) => state ? {
+    irmTotalDeposits: Number(parseRawAmount(state.totalSupply, decimals)),
+    irmTotalDebt: Number(parseRawAmount(state.totalBorrow, decimals))
+  } : {};
   const data = {};
-  const collateralMarketUid = createMarketUid(chainId, lender, collateralAddress);
+  const collateralMarketUid = createMarketUid(
+    chainId,
+    lender,
+    collateralAddress
+  );
   data[collateralMarketUid] = {
     marketUid: collateralMarketUid,
     name: "Collateral " + (collateralMeta?.symbol ?? ""),
@@ -20000,7 +20051,13 @@ 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,
+    ...irmTotals(collateralLiquidity, colDecimals),
+    // 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,
@@ -20046,7 +20103,10 @@ 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,
+    ...irmTotals(loanLiquidity, borrowDecimals),
     depositRate: 0,
     variableBorrowRate: borrowRate,
     stableBorrowRate: 0,
@@ -20083,6 +20143,15 @@ 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,
@@ -20104,7 +20173,11 @@ 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)
+        }
       }
     }
   };
@@ -20358,10 +20431,17 @@ var getGearboxV3PublicDataConverter = (_lender, chainId, prices, additionalYield
             underlyingDecimals
           )
         );
-        const poolTotalBorrowed = Number(
-          parseRawAmount(pool.totalBorrowed?.toString(), underlyingDecimals)
+        const poolAvailableLiquidity = Number(
+          parseRawAmount(
+            pool.availableLiquidity?.toString(),
+            underlyingDecimals
+          )
+        );
+        const poolIrmDebt = Math.max(
+          poolExpectedLiquidity - poolAvailableLiquidity,
+          0
         );
-        const poolUtilization = poolExpectedLiquidity > 0 ? poolTotalBorrowed / poolExpectedLiquidity : 0;
+        const poolUtilization = poolExpectedLiquidity > 0 ? poolIrmDebt / poolExpectedLiquidity : 0;
         for (const cm of m.creditManagers ?? []) {
           const facade = cm?.creditFacade;
           const manager = cm?.creditManager;
@@ -20413,6 +20493,10 @@ var getGearboxV3PublicDataConverter = (_lender, chainId, prices, additionalYield
             totalLiquidityUSD: availableToBorrow * underlyingPrice,
             borrowLiquidityUSD: availableToBorrow * underlyingPrice,
             utilization: poolUtilization,
+            // Pool-level totals — the basis the IRM's utilization is defined
+            // over (shared across all credit managers on this pool).
+            irmTotalDeposits: poolExpectedLiquidity,
+            irmTotalDebt: poolIrmDebt,
             depositRate: supplyRate,
             variableBorrowRate: borrowRate,
             stableBorrowRate: 0,
@@ -20693,16 +20777,16 @@ 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;
@@ -37206,7 +37290,12 @@ 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",