@1delta/margin-fetcher 0.0.338 → 0.0.339

package/dist/lending/public-data/liquity/convertPublic.d.ts

@@ -19,6 +19,26 @@ export declare function liquityKeyParts(key: string): {
     chainId: string;
     collIndex: number;
 } | undefined;
+/**
+ * Human USD price of a branch's collateral from its `lastGoodPrice()` read.
+ *
+ * The feed is WAD-USD on canonical (18-dec) collateral, but forks that list
+ * NON-18-dec collateral split into two camps:
+ *  - the feed stays 1e18 and the fork normalizes collateral to 18 decimals
+ *    inside its CR math (Enosys: 6-dec FXRP/stXRP);
+ *  - the FEED absorbs the scaling and returns USD x 10^(36 - collDecimals),
+ *    leaving trove collateral in raw token units (Ebisu: 8-dec WBTC/LBTC,
+ *    6-dec XAUt0/syrupUSDT).
+ * Both satisfy `collRaw * price / 1e18 = USD_WAD`, so no on-chain read tells
+ * them apart — `branch.priceDecimals` pins it per branch when metadata has it.
+ *
+ * Absent metadata, auto-detect: the two candidates differ by
+ * 10^(18 - collDecimals) (>= 1e10 on every listed branch), so at most one can
+ * land in a sane USD band. Prefer the 1e18 reading, fall back to the
+ * decimals-adjusted one only when 1e18 is implausibly large, and return 0
+ * (unknown -> caller falls back to the shared price map) if neither fits.
+ */
+export declare function liquityCollateralPrice(raw: bigint | null | undefined, collDecimals: number, priceDecimals?: number): number;
 /**
  * Map one deployment's on-chain branch batch into the shared
  * `MorphoGeneralPublicResponse` shape (identical to Midnight/Term/Exactly),

package/dist/lending/public-data/liquity/convertPublic.d.ts.map

@@ -1 +1 @@
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package/dist/lending/public-data/liquity/types.d.ts

@@ -18,7 +18,11 @@ export interface LiquityBranchRaw {
     aggWeightedDebtSum: bigint | null;
     /** StabilityPool.getTotalBoldDeposits() — the branch "earn" pool size */
     spDeposits: bigint | null;
-    /** PriceFeed price, 1e18 USD (fetchPrice preferred, lastGoodPrice fallback) */
+    /**
+     * PriceFeed.lastGoodPrice() — USD scaled by `branch.priceDecimals` (1e18 on
+     * canonical 18-dec collateral; fork-dependent otherwise). Always read it
+     * through `liquityCollateralPrice`, never a bare `/1e18`.
+     */
     collPrice: bigint | null;
     /** SortedTroves.getSize() — live (non-zombie) trove count */
     troveCount: bigint | null;

package/dist/lending/public-data/liquity/types.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/liquity/types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,kBAAkB,EAAE,MAAM,kBAAkB,CAAA;AAE/E;;;;GAIG;AACH,MAAM,WAAW,gBAAgB;IAC/B,MAAM,EAAE,mBAAmB,CAAA;IAC3B,oFAAoF;IACpF,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,mEAAmE;IACnE,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,+DAA+D;IAC/D,YAAY,EAAE,MAAM,GAAG,IAAI,CAAA;IAC3B,qFAAqF;IACrF,eAAe,EAAE,MAAM,GAAG,IAAI,CAAA;IAC9B,2FAA2F;IAC3F,kBAAkB,EAAE,MAAM,GAAG,IAAI,CAAA;IACjC,yEAAyE;IACzE,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB;;;;OAIG;IACH,SAAS,EAAE,MAAM,GAAG,IAAI,CAAA;IACxB,6DAA6D;IAC7D,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;CAC1B;AAED,sEAAsE;AACtE,MAAM,WAAW,iBAAiB;IAChC,iFAAiF;IACjF,MAAM,EAAE,MAAM,CAAA;IACd,MAAM,EAAE,kBAAkB,GAAG,SAAS,CAAA;IACtC,QAAQ,EAAE,gBAAgB,EAAE,CAAA;CAC7B"}

package/dist/prices/oracle-prices/fetchers/liquity.d.ts

@@ -1,9 +1,33 @@
 import { FetcherResult, OraclePriceEntry, ParseContext } from '../types';
+/**
+ * Liquity-family oracle price fetcher (Liquity V2 + friendly forks: Felix,
+ * USDaf, Nerite, Quill, Enosys, Soneta, Ebisu).
+ *
+ * Each branch's `PriceFeed.lastGoodPrice()` returns the COLLATERAL price in USD
+ * (1e18-scaled on canonical 18-dec collateral; see `liquityCollateralPrice` for
+ * the fork-dependent scale on non-18-dec branches) — the same value the branch
+ * uses for its collateral ratio, and the same read the public-data fetcher
+ * already makes. So these are DIRECT USD prices (PASS 1) that feed the shared
+ * `usdPrices` map.
+ *
+ * Why a dedicated fetcher (not cross-protocol flattening): the family spans
+ * chains where no other integrated protocol prices the collateral (Felix/HYPE
+ * on HyperEVM, Enosys on Flare, Soneta on Sonic, Ebisu on Plasma, plus bespoke
+ * LST/stable collateral on mainnet). Without this those branches would serve a
+ * null oracle price. It also uses each branch's OWN feed — the correct oracle
+ * for risk. `lastGoodPrice` is a view (fresh on any active branch), so one call
+ * per branch. The stablecoin (BOLD / USDaf / satUSD-like) is the debt asset and
+ * is emitted pegged to $1 (the same peg `convertPublic` uses) so debt is priced.
+ */
 interface LiquityBranchMeta {
     lender: string;
     chainId: string;
     collIndex: number;
     collToken: string;
+    /** Collateral token decimals — sets the feed scale (see below). */
+    collDecimals: number;
+    /** Feed decimals from metadata when known; auto-detected otherwise. */
+    priceDecimals?: number;
     /** Stable/debt token (pegged to 1). Emitted once per branch. */
     debtToken?: string;
 }

package/dist/prices/oracle-prices/fetchers/liquity.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@1delta/margin-fetcher",
-  "version": "0.0.338",
+  "version": "0.0.339",
   "description": "",
   "type": "module",
   "files": [
@@ -23,12 +23,12 @@
     "async-retry": "^1.3.3",
     "lodash": "^4.17.23",
     "@1delta/abis": "0.0.27",
+    "@1delta/data-sdk": "0.0.35",
     "@1delta/calldata-sdk": "0.0.161",
-    "@1delta/lender-registry": "0.0.36",
-    "@1delta/data-sdk": "0.0.34",
     "@1delta/dex-registry": "0.0.104",
-    "@1delta/providers": "0.0.62",
-    "@1delta/proxy-fetch": "0.0.1"
+    "@1delta/lender-registry": "0.0.36",
+    "@1delta/proxy-fetch": "0.0.1",
+    "@1delta/providers": "0.0.62"
   },
   "devDependencies": {
     "@types/async-retry": "^1.4.9",