@1delta/margin-fetcher 0.0.335 → 0.0.337

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';
@@ -20464,6 +20464,16 @@ var getGearboxV3PublicDataConverter = (_lender, chainId, prices, additionalYield
           0
         );
         const poolUtilization = poolExpectedLiquidity > 0 ? poolIrmDebt / poolExpectedLiquidity : 0;
+        const quotaRatePctByToken = {};
+        const quotaSrc = Array.isArray(m?.quotaKeeper?.quotas) && m.quotaKeeper.quotas || Array.isArray(m?.rateKeeper?.rates) && m.rateKeeper.rates || [];
+        for (const q of quotaSrc) {
+          const t = (q?.token ?? "").toString().toLowerCase();
+          if (!t) continue;
+          if (q?.isActive === false) continue;
+          const rate = Number(q?.rate ?? 0);
+          if (!(rate > 0)) continue;
+          quotaRatePctByToken[t] = rate / 100;
+        }
         for (const cm of m.creditManagers ?? []) {
           const facade = cm?.creditFacade;
           const manager = cm?.creditManager;
@@ -20561,6 +20571,8 @@ var getGearboxV3PublicDataConverter = (_lender, chainId, prices, additionalYield
             const ctPriceKey = toOracleKey(ctMeta?.assetGroup) ?? toGenericPriceKey(token, chainId);
             const colMarketUid = createMarketUid(chainId, lender, token);
             if (colMarketUid === loanMarketUid) continue;
+            const quotaRate = quotaRatePctByToken[token] ?? 0;
+            const grossIntrinsic = additionalYields?.intrinsicYields?.[ctPriceKey] ?? 0;
             data2[colMarketUid] = {
               marketUid: colMarketUid,
               name: "Collateral " + (ctMeta?.symbol ?? ""),
@@ -20581,7 +20593,8 @@ var getGearboxV3PublicDataConverter = (_lender, chainId, prices, additionalYield
               depositRate: 0,
               variableBorrowRate: 0,
               stableBorrowRate: 0,
-              intrinsicYield: additionalYields?.intrinsicYields?.[ctPriceKey] ?? 0,
+              intrinsicYield: grossIntrinsic - quotaRate,
+              quotaRate,
               rewards: [],
               decimals: ctDecimals,
               config: {
@@ -22667,7 +22680,8 @@ function convertRiverMarketsToResponse(raw, chainId, prices = {}, _additionalYie
   return out;
 }
 var READS_PER_POOL = 7;
-var READS_PER_MARKET = 2;
+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: [] };
@@ -22734,6 +22748,8 @@ async function fetchTellerMarkets(chainId) {
     };
   });
   const attByMarket = /* @__PURE__ */ new Map();
+  let protocolFeeBps;
+  const proto = tellerConfigByChain(chainId);
   if (marketRegistry) {
     const uniqueMarkets = [
       ...new Set(
@@ -22741,28 +22757,45 @@ 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 {
@@ -22774,7 +22807,10 @@ 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 };
@@ -22812,6 +22848,12 @@ 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${sec < 172800 ? "" : "s"}`;
+}
 function priceFor(address, chainId, tokens, prices) {
   const lower = address.toLowerCase();
   const token = tokens[lower];
@@ -22967,11 +23009,31 @@ function convertTellerMarketsToResponse(raw, chainId, prices = {}, _additionalYi
       isActive: true,
       isFrozen: false
     };
-    const implications = [
-      "Fixed-term, fixed-APR loan: the rate is locked at borrow time for a duration you choose (up to the pool max).",
-      "TIME-based liquidation only \u2014 collateral is seized if a payment is missed past the market window. There is NO price-based liquidation and NO margin call.",
-      "Closing is a FULL repayment: it repays principal + interest and releases ALL collateral in one tx (no partial collateral withdrawal; a partial repay keeps the collateral escrowed)."
-    ];
+    const marketFeeBps = p.marketFeeBps ?? 0;
+    const protocolFeeBps = p.protocolFeeBps ?? 0;
+    const originationFeeBps = marketFeeBps + protocolFeeBps;
+    const originationFeePercent = originationFeeBps / 100;
+    const graceSec = p.paymentDefaultDuration;
+    const graceHuman = fmtDuration(graceSec);
+    const ltvPct = ltv > 0 ? Math.round(ltv * 100) : void 0;
+    const lossX = ltv > 0 ? (1 / ltv).toFixed(1) : void 0;
+    const implications = [];
+    implications.push(
+      graceSec != null ? `\u26A0 FULL-COLLATERAL liquidation: after the loan term you have only a SHORT grace window (~${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."
@@ -22999,7 +23061,7 @@ 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() }
         },
@@ -23015,6 +23077,13 @@ 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,