@1delta/margin-fetcher 0.0.334 → 0.0.336

package/dist/index.js

@@ -6,7 +6,7 @@ export { isAaveType, isAaveV2Type, isAaveV32Type, isAaveV3Type, isCompoundV3, is
 import { fetchTokenLists, fetchTokenList, aavePools, compoundV3Pools, initConfig, morphoPools, compoundV2Pools, eulerVaults, siloMarkets, siloV2LenderKey, siloMarketsV3, siloV3LenderKey, aaveV4Spokes, aaveV4SpokeLenderKey, fluidResolvers, gearboxResolvers, dolomiteConfigs, midnightConfig, termConfig, termMarketsByChain, exactlyConfig, liquityLendersByChain, riverLendersByChain, tellerConfigByChain, tellerPoolsByChain, aaveReserves, compoundV3Reserves, liquityConfigFor, liquityBranchesByChain, riverConfigFor, riverChainData, morphoTypeMarkets, resolveMidnightApiBase, resolveTermApiBase, getSiloV2MarketEntry, getSiloV3MarketEntry, dolomiteEmode, aaveTokens, morphoTypeVaults, eulerConfigs, gearboxMarketCompressor, gearboxMarketConfigurators, gearboxV3LenderKey, midnightMarketsByChain, parseAaveV4SpokeLenderKey, gearboxAccountCompressor, compoundV2Tokens, exactlyMarketsByChain, aaveOracles, aaveOraclesConfig, compoundV2Oracles, compoundV2TokenArray, compoundV2OraclesConfig, compoundV3OraclesData, compoundV3BaseData, compoundV2Reserves, aaveV4Oracles } from '@1delta/data-sdk';
 import lodash from 'lodash';
 import { getEvmClient, multicallRetryUniversal, getEvmChain, getEvmClientUniversal } from '@1delta/providers';
-import { LiquityTroveManagerAbi, LiquityActivePoolAbi, LiquityStabilityPoolAbi, LiquityPriceFeedAbi, LiquitySortedTrovesAbi, RiverTroveManagerAbi, RiverStabilityPoolAbi, MetaMorphoAbi, ExactlyPreviewerAbi, ExactlyAuditorAbi, LenderCommitmentGroupAbi, TellerMarketRegistryAbi, TellerV2Abi, FluidLendingResolverAbi, FluidVaultResolverAbi, FluidLiquidityResolverAbi, MoolahVaultAbi, MorphoLensAbi, AaveV4SpokeAbi, AaveV4OracleAbi, AaveV4HubAbi, DolomiteMarginAbi, GearboxMarketCompressorV310Abi, MorphoBlueAbi, MidnightAbi, TermRepoTokenAbi, TermRepoServicerAbi, TermRepoCollateralManagerAbi, LiquityTroveNFTAbi, LiquityCollSurplusPoolAbi, TellerCollateralManagerAbi, GearboxCreditAccountCompressorV310Abi, TermPriceConsumerAbi } from '@1delta/abis';
+import { LiquityTroveManagerAbi, LiquityActivePoolAbi, LiquityStabilityPoolAbi, LiquityPriceFeedAbi, LiquitySortedTrovesAbi, RiverTroveManagerAbi, RiverStabilityPoolAbi, TellerMarketRegistryAbi, TellerV2Abi, MetaMorphoAbi, ExactlyPreviewerAbi, ExactlyAuditorAbi, LenderCommitmentGroupAbi, FluidLendingResolverAbi, FluidVaultResolverAbi, FluidLiquidityResolverAbi, MoolahVaultAbi, MorphoLensAbi, AaveV4SpokeAbi, AaveV4OracleAbi, AaveV4HubAbi, DolomiteMarginAbi, GearboxMarketCompressorV310Abi, MorphoBlueAbi, MidnightAbi, TermRepoTokenAbi, TermRepoServicerAbi, TermRepoCollateralManagerAbi, LiquityTroveNFTAbi, LiquityCollSurplusPoolAbi, TellerCollateralManagerAbi, GearboxCreditAccountCompressorV310Abi, TermPriceConsumerAbi } 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';
@@ -21300,20 +21300,25 @@ function convertMidnightMarketsToResponse(raw, chainId, prices = {}, _additional
       const cursor = toBigIntOr0(c.liquidationCursor);
       const liquidationPenalty = cursor > 0n ? midnightLiquidationPenaltyNumber(toBigIntOr0(c.lltv), cursor) : liquidationPenaltyFromLltv(ltv);
       const collUid = createMarketUid(chainId, m, collAddr);
+      const collAsset = tokens[collAddr];
+      const collKey = toOracleKey(collAsset?.assetGroup) || toGenericPriceKey(collAddr, chainId);
+      const collPrice = prices[collKey] ?? 0;
+      const collCapacityUSD = ltv > 0 ? borrowLiquidity * loanPrice / ltv : borrowLiquidity * loanPrice;
+      const collCapacity = collPrice > 0 ? collCapacityUSD / collPrice : 0;
       entry.data[collUid] = {
         marketUid: collUid,
         name: "Collateral " + (tokens[collAddr]?.symbol ?? ""),
         poolId: collAddr,
         underlying: collAddr,
         asset: currencyFor(collAddr, c.decimals, tokens),
-        totalDeposits: 0,
+        totalDeposits: collCapacity,
         totalDebtStable: 0,
         totalDebt: 0,
-        totalLiquidity: 0,
+        totalLiquidity: collCapacity,
         borrowLiquidity: 0,
-        totalLiquidityUSD: 0,
+        totalLiquidityUSD: collCapacityUSD,
         borrowLiquidityUSD: 0,
-        totalDepositsUSD: 0,
+        totalDepositsUSD: collCapacityUSD,
         totalDebtStableUSD: 0,
         totalDebtUSD: 0,
         utilization: 0,
@@ -22661,8 +22666,9 @@ function convertRiverMarketsToResponse(raw, chainId, prices = {}, _additionalYie
   }
   return out;
 }
-var READS_PER_POOL = 6;
-var READS_PER_MARKET = 2;
+var READS_PER_POOL = 7;
+var READS_PER_MARKET = 4;
+var MARKET_PHASE_ABI = [...TellerMarketRegistryAbi, ...TellerV2Abi];
 async function fetchTellerMarkets(chainId) {
   const pools = tellerPoolsByChain(chainId);
   if (pools.length === 0) return { chainId, pools: [] };
@@ -22679,7 +22685,12 @@ async function fetchTellerMarkets(chainId) {
         params: [onePrincipal]
       },
       { address: p.pool, name: "getMaxLoanDuration", params: [] },
-      { address: p.pool, name: "getMarketId", params: [] }
+      { address: p.pool, name: "getMarketId", params: [] },
+      // ERC-4626 CURRENT principal TVL (V2/V3). `totalPrincipalTokensCommitted`
+      // is a CUMULATIVE lifetime counter, NOT the current balance — using it
+      // overstates deposits by orders of magnitude. `totalAssets` reverts on V1
+      // Smart pools (→ null), where we fall back to the committed counter.
+      { address: p.pool, name: "totalAssets", params: [] }
     ];
   });
   let results = [];
@@ -22719,10 +22730,13 @@ async function fetchTellerMarkets(chainId) {
       minRateBps: num6(base + 2),
       collateralPerPrincipal: big4(base + 3),
       maxLoanDuration: num6(base + 4),
-      marketId: big4(base + 5)
+      marketId: big4(base + 5),
+      totalAssets: big4(base + 6)
     };
   });
   const attByMarket = /* @__PURE__ */ new Map();
+  let protocolFeeBps;
+  const proto = tellerConfigByChain(chainId);
   if (marketRegistry) {
     const uniqueMarkets = [
       ...new Set(
@@ -22730,28 +22744,45 @@ async function fetchTellerMarkets(chainId) {
       )
     ];
     if (uniqueMarkets.length > 0) {
-      const mCalls = uniqueMarkets.flatMap((m) => [
-        {
-          address: marketRegistry,
-          name: "getMarketAttestationRequirements",
-          params: [BigInt(m)]
-        },
-        { address: marketRegistry, name: "isMarketOpen", params: [BigInt(m)] }
-      ]);
+      const mCalls = [
+        { address: proto?.tellerV2 ?? marketRegistry, name: "protocolFee", params: [] },
+        ...uniqueMarkets.flatMap((m) => [
+          {
+            address: marketRegistry,
+            name: "getMarketAttestationRequirements",
+            params: [BigInt(m)]
+          },
+          { address: marketRegistry, name: "isMarketOpen", params: [BigInt(m)] },
+          { address: marketRegistry, name: "getMarketplaceFee", params: [BigInt(m)] },
+          {
+            address: marketRegistry,
+            name: "getPaymentDefaultDuration",
+            params: [BigInt(m)]
+          }
+        ])
+      ];
       try {
         const mRes = await multicallRetryUniversal({
           chain: chainId,
           calls: mCalls,
-          abi: TellerMarketRegistryAbi,
+          abi: MARKET_PHASE_ABI,
           allowFailure: true
         });
+        const pf = mRes[0];
+        protocolFeeBps = typeof pf === "bigint" || typeof pf === "number" ? Number(pf) : void 0;
         uniqueMarkets.forEach((m, i) => {
-          const att = mRes[i * READS_PER_MARKET];
-          const open = mRes[i * READS_PER_MARKET + 1];
+          const base = 1 + i * READS_PER_MARKET;
+          const att = mRes[base];
+          const open = mRes[base + 1];
+          const fee = mRes[base + 2];
+          const dur = mRes[base + 3];
           const borrowerRequired = (att?.borrowerAttestationRequired ?? att?.[1]) === true;
+          const asNum = (v) => typeof v === "bigint" || typeof v === "number" ? Number(v) : void 0;
           attByMarket.set(m, {
             requiresBorrowerAttestation: borrowerRequired,
-            marketOpen: open === false ? false : true
+            marketOpen: open === false ? false : true,
+            marketFeeBps: asNum(fee),
+            paymentDefaultDuration: asNum(dur)
           });
         });
       } catch {
@@ -22763,7 +22794,10 @@ async function fetchTellerMarkets(chainId) {
     return {
       ...p,
       requiresBorrowerAttestation: att?.requiresBorrowerAttestation,
-      marketOpen: att?.marketOpen
+      marketOpen: att?.marketOpen,
+      marketFeeBps: att?.marketFeeBps,
+      protocolFeeBps,
+      paymentDefaultDuration: att?.paymentDefaultDuration
     };
   });
   return { chainId, pools: out };
@@ -22801,6 +22835,12 @@ function currencyFor6(address, decimals, symbol, tokens) {
   const lower = address.toLowerCase();
   return tokens[lower] ?? { address: lower, symbol, name: symbol, decimals };
 }
+function fmtDuration(sec) {
+  if (sec == null || sec <= 0) return "a short window";
+  if (sec < 3600) return `${Math.round(sec / 60)} minute${sec < 120 ? "" : "s"}`;
+  if (sec < 86400) return `${Math.round(sec / 3600)} hour${sec < 7200 ? "" : "s"}`;
+  return `${Math.round(sec / 86400)} day${sec < 172800 ? "" : "s"}`;
+}
 function priceFor(address, chainId, tokens, prices) {
   const lower = address.toLowerCase();
   const token = tokens[lower];
@@ -22822,7 +22862,10 @@ function convertTellerMarketsToResponse(raw, chainId, prices = {}, _additionalYi
     const principalPrice = priceFor(principalAddr, chainId, tokens, prices);
     const collateralPrice = priceFor(collateralAddr, chainId, tokens, prices);
     const borrowLiquidity = tellerToHuman(p.available, cfg.principalDecimals);
-    const totalDeposits = tellerToHuman(p.committed, cfg.principalDecimals);
+    const totalDeposits = tellerToHuman(
+      p.totalAssets ?? p.committed,
+      cfg.principalDecimals
+    );
     const totalDebt = Math.max(0, totalDeposits - borrowLiquidity);
     const utilization = totalDeposits > 0 ? totalDebt / totalDeposits : 0;
     const borrowApr = tellerBpsToPercent(p.minRateBps);
@@ -22953,11 +22996,31 @@ function convertTellerMarketsToResponse(raw, chainId, prices = {}, _additionalYi
       isActive: true,
       isFrozen: false
     };
-    const implications = [
-      "Fixed-term, fixed-APR loan: the rate is locked at borrow time for a duration you choose (up to the pool max).",
-      "TIME-based liquidation only \u2014 collateral is seized if a payment is missed past the market window. There is NO price-based liquidation and NO margin call.",
-      "Closing is a FULL repayment: it repays principal + interest and releases ALL collateral in one tx (no partial collateral withdrawal; a partial repay keeps the collateral escrowed)."
-    ];
+    const marketFeeBps = p.marketFeeBps ?? 0;
+    const protocolFeeBps = p.protocolFeeBps ?? 0;
+    const originationFeeBps = marketFeeBps + protocolFeeBps;
+    const originationFeePercent = originationFeeBps / 100;
+    const graceSec = p.paymentDefaultDuration;
+    const graceHuman = fmtDuration(graceSec);
+    const ltvPct = ltv > 0 ? Math.round(ltv * 100) : void 0;
+    const lossX = ltv > 0 ? (1 / ltv).toFixed(1) : void 0;
+    const implications = [];
+    implications.push(
+      graceSec != null ? `\u26A0 FULL-COLLATERAL liquidation: after the loan term you have only a SHORT grace window (~${graceHuman}) to roll over or repay. Miss it and the loan DEFAULTS \u2014 a liquidator can seize your ENTIRE escrowed collateral, not just the amount owed.${lossX ? ` At ${ltvPct}% LTV that is ~${lossX}\xD7 the borrowed value lost.` : ""}` : `\u26A0 FULL-COLLATERAL liquidation: if you miss the rollover/repay deadline past the market's grace window, the loan DEFAULTS and your ENTIRE collateral can be seized \u2014 not just the amount owed.`
+    );
+    implications.push(
+      "TIME-based liquidation only \u2014 NO price-based liquidation and NO margin call; the ONLY trigger is a missed payment past the deadline. Set a reminder to roll over or repay on time."
+    );
+    if (originationFeeBps > 0)
+      implications.push(
+        `Upfront origination fee of ${originationFeePercent}% is charged on the borrow (market ${marketFeeBps / 100}% + protocol ${protocolFeeBps / 100}%).`
+      );
+    implications.push(
+      "Fixed-term, fixed-APR: the rate is locked at borrow time for a duration you choose (up to the pool max)."
+    );
+    implications.push(
+      "Closing is a FULL repayment: it repays principal + interest and releases ALL collateral in one tx (a partial repay keeps the collateral escrowed)."
+    );
     if (p.requiresBorrowerAttestation)
       implications.push(
         "This market requires borrower ATTESTATION \u2014 the borrower must be whitelisted by the market owner before borrowing."
@@ -22985,7 +23048,7 @@ function convertTellerMarketsToResponse(raw, chainId, prices = {}, _additionalYi
         fixedTerm: {
           model: "teller",
           maturity: void 0,
-          fees: {},
+          fees: originationFeeBps > 0 ? { originationFeePercent } : {},
           earlyRepay: { kind: "none" },
           provider: { kind: "pool", address: cfg.pool.toLowerCase() }
         },
@@ -23001,6 +23064,13 @@ function convertTellerMarketsToResponse(raw, chainId, prices = {}, _additionalYi
           // UI/allocator). `marketOpen` = MarketRegistry.isMarketOpen.
           requiresBorrowerAttestation: p.requiresBorrowerAttestation,
           marketOpen: p.marketOpen,
+          // Fees (bps + combined percent) — upfront origination fee on the borrow.
+          marketFeeBps: p.marketFeeBps,
+          protocolFeeBps: p.protocolFeeBps,
+          originationFeePercent: originationFeeBps > 0 ? originationFeePercent : void 0,
+          /** Grace window (secs) after the term before DEFAULT + full-collateral
+           *  liquidation. Can be very short (observed 300s = 5 min). */
+          paymentDefaultDuration: p.paymentDefaultDuration,
           /** Human-readable caveats for the UI to surface (see above). */
           implications,
           minInterestRateBps: p.minRateBps ?? void 0,
@@ -39711,19 +39781,12 @@ function parseTellerResults(data, meta, context) {
   const principal = meta.principal;
   const collateral = meta.collateral;
   const lenderKey = tellerLenderKey(meta.pool);
-  const principalOracleKey = tokenList?.[principal]?.assetGroup ?? `${chainId}-${principal}`;
-  const principalUSD = usdPrices[principalOracleKey] ?? usdPrices[principal];
-  if (!principalUSD) return entries;
-  entries.push({
-    asset: principal,
-    price: 1,
-    priceUSD: principalUSD,
-    marketUid: createMarketUid(chainId, lenderKey, principal),
-    targetLender: lenderKey,
-    description: "Teller principal asset",
-    staticBase: true,
-    baseAsset: principal
-  });
+  const usdOf = (addr) => {
+    const key = tokenList?.[addr]?.assetGroup ?? `${chainId}-${addr}`;
+    return usdPrices[key] ?? usdPrices[addr];
+  };
+  const principalUSD = usdOf(principal);
+  const collateralUSD = usdOf(collateral);
   const rawCollateral = data?.[0];
   if (rawCollateral == null || rawCollateral === "0x") return entries;
   let equivalent;
@@ -39734,17 +39797,48 @@ function parseTellerResults(data, meta, context) {
   }
   if (equivalent <= 0n) return entries;
   const collateralDecimals = meta.collateralDecimals ?? tokenList?.[collateral]?.decimals ?? 18;
-  const priceCollateralInPrincipal = 10 ** collateralDecimals / Number(equivalent);
-  if (!(priceCollateralInPrincipal > 0)) return entries;
-  entries.push({
-    asset: collateral,
-    price: priceCollateralInPrincipal,
-    // raw: collateral price in principal terms
-    priceUSD: priceCollateralInPrincipal * principalUSD,
-    marketUid: createMarketUid(chainId, lenderKey, collateral),
-    targetLender: lenderKey,
-    baseAsset: principal
-  });
+  const collPerPrincipal = Number(equivalent) / 10 ** collateralDecimals;
+  if (!(collPerPrincipal > 0)) return entries;
+  if (principalUSD) {
+    const collateralPriceInPrincipal = 1 / collPerPrincipal;
+    entries.push({
+      asset: principal,
+      price: 1,
+      priceUSD: principalUSD,
+      marketUid: createMarketUid(chainId, lenderKey, principal),
+      targetLender: lenderKey,
+      description: "Teller principal asset",
+      staticBase: true,
+      baseAsset: principal
+    });
+    entries.push({
+      asset: collateral,
+      price: collateralPriceInPrincipal,
+      priceUSD: collateralPriceInPrincipal * principalUSD,
+      marketUid: createMarketUid(chainId, lenderKey, collateral),
+      targetLender: lenderKey,
+      baseAsset: principal
+    });
+  } else if (collateralUSD) {
+    entries.push({
+      asset: collateral,
+      price: 1,
+      priceUSD: collateralUSD,
+      marketUid: createMarketUid(chainId, lenderKey, collateral),
+      targetLender: lenderKey,
+      description: "Teller collateral asset",
+      staticBase: true,
+      baseAsset: collateral
+    });
+    entries.push({
+      asset: principal,
+      price: collPerPrincipal,
+      priceUSD: collPerPrincipal * collateralUSD,
+      marketUid: createMarketUid(chainId, lenderKey, principal),
+      targetLender: lenderKey,
+      baseAsset: collateral
+    });
+  }
   return entries;
 }
 function getTellerAbi() {