@1delta/margin-fetcher 0.0.340 → 0.0.342

package/dist/types/lender/morpho-types.d.ts

@@ -1,219 +0,0 @@
-import { GenericCurrency } from '../general';
-import type { FixedTermInfo } from '../lenderTypes';
-export type GetMarketsResponse = {
-    markets: {
-        items: {
-            uniqueKey: string;
-            irmAddress: string;
-            oracleAddress: string;
-            lltv: string;
-            whitelisted: boolean;
-            loanAsset: {
-                address: string;
-                name: string;
-                symbol: string;
-                decimals: number;
-                priceUsd: string;
-            };
-            collateralAsset: {
-                address: string;
-                name: string;
-                symbol: string;
-                decimals: number;
-                priceUsd: string;
-            };
-            state: {
-                borrowApy: string;
-                supplyApy: string;
-                price: string;
-                rewards: {
-                    asset: {
-                        address: string;
-                    };
-                    supplyApr: number;
-                    borrowApr: number;
-                }[];
-                borrowAssets: string;
-                borrowAssetsUsd: string;
-                supplyAssets: string;
-                supplyAssetsUsd: string;
-                collateralAssets: string;
-                collateralAssetsUsd: string;
-                fee: string;
-                rateAtTarget: string;
-            };
-        }[];
-    };
-};
-export interface BaseYields {
-    variableBorrowRate: number;
-    stableBorrowRate: number;
-    depositRate: number;
-}
-export type RewardsMap = {
-    [rewardId: string]: BaseYields;
-};
-export interface RewardEntry extends BaseYields {
-    asset: string;
-}
-export type RewardsList = RewardEntry[];
-/**
- * One aggregated level of an order-book side, provider-agnostic (rate + size).
- * Emitted best-first (best executable offer first). Used by fixed-rate
- * order-book lenders (Morpho Midnight, Term Finance) to carry a bounded slice of
- * the live book so consumers can filter later (rate-at-size, dust removal, …).
- */
-export interface PublicBookLevel {
-    /** annualised rate at this level, PERCENT. */
-    apr: number;
-    /** aggregate size at this level, loan-token base units (raw string). */
-    units: string;
-    /** aggregate size at this level, loan-token assets (human number). */
-    assets: number;
-}
-/**
- * Bounded top-of-book slice (best-first, capped per side). `bids` = the BORROW
- * side (take to borrow), `asks` = the LEND side (take to lend). Either side may
- * be empty (e.g. a one-sided secondary market). Present only on order-book
- * fixed-rate markets.
- */
-export interface MarketBook {
-    bids: PublicBookLevel[];
-    asks: PublicBookLevel[];
-}
-export interface MorphoMarket {
-    /** the 1delta lender enum */
-    lender: string;
-    collateralDecimals?: number;
-    loanDecimals?: number;
-    /** the market hash */
-    id: string;
-    /** market params */
-    lltv: string;
-    oracle: string;
-    irm: string;
-    collateralAddress: string;
-    loanAddress: string;
-    /** Lista extensions */
-    minLoan?: string;
-    broker?: string;
-    loanProvider?: string;
-    collateralProvider?: string;
-    hasWhitelist?: boolean;
-    /** false when the market has been removed from the Morpho whitelist */
-    isListed?: boolean;
-    /** protocol fee */
-    fee?: string;
-    /** IRM rate at target utilization */
-    rateAtTarget?: string;
-    /** IRM rate cap */
-    rateCap?: string;
-    /** IRM rate floor */
-    rateFloor?: string;
-    /** Fixed-term rate menu — available term products (Lista brokered markets,
-     *  Term/Midnight single-maturity markets, Exactly multi-maturity markets —
-     *  for Exactly `termId` = the pool's unix maturity timestamp). */
-    terms?: {
-        termId: number;
-        durationSecs: number;
-        durationDays: number;
-        /** annualised borrow rate in PERCENT (e.g. 3.857 = 3.857% APR) */
-        apr: number;
-        /** annualised fixed LEND rate in PERCENT at this maturity (Exactly only) */
-        depositApr?: number;
-        /** borrowable liquidity at this maturity, loan-token human units (Exactly only) */
-        available?: number;
-    }[];
-    /**
-     * Canonical cross-protocol fixed-term descriptor (Lista brokered + Morpho
-     * Midnight). Present on fixed-rate/fixed-maturity markets only. See
-     * {@link FixedTermInfo}.
-     */
-    fixedTerm?: FixedTermInfo;
-    /**
-     * Bounded top-of-book slice (best-first, capped per side) for order-book
-     * fixed-rate markets (Midnight, Term). Baseline for downstream filtering; the
-     * aggregate best rate + full depth stay on the `data[*]` entries. Absent on
-     * non-order-book markets.
-     */
-    book?: MarketBook;
-}
-export interface MorphoGeneralPublicResponse {
-    data: {
-        [tokenSymbol: string]: {
-            marketUid: string;
-            name?: string;
-            poolId: string;
-            underlying: string;
-            asset: GenericCurrency;
-            totalDeposits: number;
-            totalDebtStable: 0;
-            totalDebt: number;
-            totalLiquidity: number;
-            borrowLiquidity: number;
-            totalLiquidityUSD: number;
-            borrowLiquidityUSD: number;
-            totalDepositsUSD: number;
-            totalDebtStableUSD: 0;
-            totalDebtUSD: number;
-            /** Borrow utilization (0..1). */
-            utilization: number;
-            depositRate: number;
-            variableBorrowRate: number;
-            intrinsicYield: number;
-            /** fixed-term (broker) borrow rate in percent; 0 for non-brokered Morpho-type markets */
-            stableBorrowRate: number;
-            /**
-             * How the ongoing borrow rate (`variableBorrowRate`) is set, so integrators
-             * can label/treat it correctly instead of assuming a pool APR. Absent ⇒
-             * `'variable'` (the pool-lender default).
-             *  - `'variable'`  — utilization-curve pool rate (Aave, Compound, Morpho…).
-             *  - `'userSet'`   — borrower picks the per-position rate (Liquity family).
-             *  - `'fixedTerm'` — fixed rate per maturity (Midnight, Term, Exactly, Lista);
-             *                    see `params.market.fixedTerm` / `terms`.
-             *  - `'zeroInterest'` — NO ongoing rate at all (River/Satoshi). The borrow
-             *                    cost is the one-off `originationFee`, not an APR.
-             */
-            rateModel?: 'variable' | 'userSet' | 'fixedTerm' | 'zeroInterest';
-            /**
-             * One-off fee charged ONCE at borrow time, as a PERCENT of the amount
-             * borrowed (e.g. `0.5` = 0.5%). Front-loaded cost that is NOT an APR and
-             * must never be added into `variableBorrowRate`: River mint fee, Liquity
-             * upfront fee. Absent / `0` ⇒ no origination fee. For an open position it
-             * is already realized into the debt; annualize it over the holding period
-             * only for an effective-cost-since-open view.
-             */
-            originationFee?: number;
-            rewards?: RewardsList;
-            decimals: number;
-            config: {
-                [0]: {
-                    category: number;
-                    borrowCollateralFactor: number;
-                    collateralFactor: number;
-                    borrowFactor: 1;
-                    liquidationPenalty: number;
-                    closeFactor: number;
-                    collateralDisabled: boolean;
-                    debtDisabled: boolean;
-                };
-            };
-            closeFactor: number;
-            collateralActive: boolean;
-            borrowingEnabled: boolean;
-            depositsEnabled: boolean;
-            hasStable: boolean;
-            /** Lista fixed-term broker markets: variable (flexible) borrowing is not available — borrow
-             *  is fixed-term only (via the broker). Supply yield stays variable. False/absent otherwise. */
-            variableBorrowDisabled?: boolean;
-            isActive: true;
-            isFrozen: false;
-        };
-    };
-    /** morpho market info */
-    params: {
-        market: MorphoMarket;
-    };
-    chainId: string;
-}
-//# sourceMappingURL=morpho-types.d.ts.map

package/dist/types/lender/morpho-types.d.ts.map

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package/dist/types/lenderTypes.d.ts

@@ -1,406 +0,0 @@
-import { BaseYields, RewardsList } from './apiReturnType';
-export type SerializedBigNumber = string;
-export type SerializedNumber = string;
-export interface LenderUserQuery {
-    /** the lender enum (Note that for multi-market ones, it is not the lender but the group)  */
-    lender: any;
-    /** user address */
-    account: string;
-    /** custom parameters for fetching e.g. multi-market lenders */
-    params?: any[];
-    /** custom parameters for spceifying assets */
-    assets?: any[];
-}
-/**
- * Collapse per-market queries whose builder + RPC call are identical
- * across every market key into a single query. Without this, a chain
- * with N Gearbox CMs (or N Morpho markets) would fan out into N
- * identical RPC calls — all returning the same owner-scoped data.
- *
- * - **Morpho** (`MORPHO_BLUE_*` / `LISTA_DAO_*`): one query per family,
- *   `params` carries the original per-market lender keys.
- * - **Gearbox V3** (`GEARBOX_V3_*`): one `Lender.GEARBOX_V3` query per
- *   chain; `AccountCompressor.getCreditAccounts` already scopes by
- *   `configurators` + `owner`, so we only need to run the call once.
- *   `params` carries the requested per-CM lender keys in case the
- *   parser wants to emit empty buckets for CMs the user has no CAs
- *   in (currently it only emits populated ones — same outcome, but
- *   without the 24-duplicate-RPC-call penalty).
- */
-export declare function organizeUserQueries(queries: LenderUserQuery[]): LenderUserQuery[];
-export interface UserLendingPosition {
-    deposits: string;
-    debt: string;
-    debtStable: number;
-    depositsUSD: number;
-    debtUSD: number;
-    debtStableUSD: number;
-    collateralEnabled: boolean;
-    claimableRewards: number;
-}
-export type UserRewardEntry = {
-    asset: string;
-    totalRewards: number;
-    claimableRewards: number;
-}[];
-export interface LenderUserResponse {
-    chainId: string;
-    account: string;
-    lendingPositions: {
-        [lender: string]: {
-            [marketUid: string]: UserLendingPosition;
-        };
-    };
-    rewards: UserRewardEntry;
-}
-export declare enum AaveV2TypeGetUserReserveData {
-    currentATokenBalance = 0,
-    currentStableDebt = 1,
-    currentVariableDebt = 2,
-    principalStableDebt = 3,
-    scaledVariableDebt = 4,
-    stableBorrowRate = 5,
-    liquidityRate = 6,
-    stableRateLastUpdated = 7,
-    usageAsCollateralEnabled = 8
-}
-export declare enum AaveV3TypeGetUserReserveData {
-    currentATokenBalance = 0,
-    currentStableDebt = 1,
-    currentVariableDebt = 2,
-    principalStableDebt = 3,
-    scaledVariableDebt = 4,
-    stableBorrowRate = 5,
-    liquidityRate = 6,
-    stableRateLastUpdated = 7,
-    usageAsCollateralEnabled = 8
-}
-export interface AaveV2UserReserveResponse {
-    chainId: string;
-    account: string;
-    lendingPositions: {
-        [marketUid: string]: BaseLendingPositions;
-    };
-    rewards: UserRewardEntry;
-}
-export interface CompoundV2UserReserveResponse extends AaveV2UserReserveResponse {
-}
-export interface BaseLendingPositions {
-    marketUid: string;
-    /**
-     * Optional loan binding. Absent ⇒ the position applies to ALL loans (e.g. shared collateral);
-     * present ⇒ the position is strictly tied to that loan. (Distinct from sub-account `accountId`.)
-     */
-    loanId?: string;
-    deposits: string;
-    debt: string;
-    debtStable: string;
-    depositsUSD: number;
-    debtUSD: number;
-    debtStableUSD: number;
-    depositsUSDOracle?: number;
-    debtUSDOracle?: number;
-    debtStableUSDOracle?: number;
-    collateralEnabled: boolean;
-    claimableRewards: number;
-    /** max withdrawable token amount (capped at deposit balance) */
-    withdrawable?: string;
-    /** max borrowable token amount */
-    borrowable?: string;
-    /** remaining deposit capacity in token units (null = uncapped) */
-    depositable?: string;
-    /** Underlying asset info (asset metadata, prices, oracle price) */
-    underlyingInfo?: {
-        asset: any;
-        oraclePrice?: any;
-        prices: any;
-    };
-    /** Standard collateral deposit amount (borrowable, accrues interest) */
-    depositsStandard?: string;
-    /** Protected collateral deposit amount (non-borrowable, no interest accrual) */
-    depositsProtected?: string;
-    /** Collateral share exchange rate: assets per 10^decimals shares */
-    collateralRate?: string;
-}
-/**
- * Early-repayment policy for a fixed-term market. `none` = a borrower can exit
- * any time at the current market price with no penalty (Morpho Midnight buys the
- * debt units back on the order book). `penalty` = a per-loan penalty applies
- * (Lista); the concrete amount is position-level, on `ListaTermLoan.earlyRepayPenalty`.
- * `discount` = repaying early costs LESS than face value (Exactly: the pool's
- * unassigned earnings are rebated to the early repayer — the exact amount comes
- * from `previewRepayAtMaturity` at repay time). Note that a `discount` lender
- * can still have a LATE-repay penalty (see `fees.latePenaltyApr`).
- */
-export type FixedTermEarlyRepay = {
-    kind: 'none' | 'penalty' | 'discount';
-};
-/**
- * Who fronts a fixed term — the cross-protocol answer to "who is offering these
- * borrow/lend terms". Consistent across lenders even though the shape differs:
- *  - `broker`: a single market broker sets the term (Lista LendingBroker proxy).
- *    `address` is that broker contract — one per market, stable, public.
- *  - `orderbook`: the term is an aggregate of many signed maker offers (Morpho
- *    Midnight) or continuous repo-token listings (Term Finance secondary
- *    market). There is no single provider at the market level, so `address` is
- *    omitted; the concrete maker(s) are per-offer and only known at quote time.
- *  - `auction`: the term is discovered by a periodic sealed-bid auction (Term
- *    Finance primary market). `address` is the per-repo auction/servicer venue.
- *  - `pool`: the term is fronted by a passive liquidity pool with a
- *    utilization-curve rate (Exactly fixed pools backed by the floating pool).
- *    `address` is the Market contract.
- */
-export interface FixedTermProvider {
-    kind: 'broker' | 'orderbook' | 'auction' | 'pool';
-    /** The single counterparty/venue contract, when there is one (Lista broker, Term servicer). */
-    address?: string;
-}
-/**
- * Canonical fixed-term market descriptor, emitted on `params.market.fixedTerm`
- * for EVERY fixed-rate / fixed-maturity market (Lista brokered + Morpho
- * Midnight) so consumers read ONE shape instead of branching per protocol. The
- * rate-card menu stays on `params.market.terms`; this carries the cross-protocol
- * maturity + fee + early-repay facts. Absent on non-fixed-term markets.
- */
-export interface FixedTermInfo {
-    /** Underlying fixed-term protocol shape. */
-    model: 'lista' | 'midnight' | 'term' | 'exactly' | 'teller';
-    /**
-     * Single fixed calendar maturity (unix secs). Undefined for rolling-duration
-     * menus (Lista) and multi-maturity markets (Exactly — the maturity menu lives
-     * on `params.market.terms`, keyed by `termId` = maturity timestamp).
-     */
-    maturity?: number;
-    /** Market-level fees. Empty for lenders without them (Lista); values are 0 when genuinely off. */
-    fees: {
-        /** Continuous fee, %/yr — ongoing lender-side haircut (Midnight). */
-        continuousFeeApr?: number;
-        /** Settlement fee as a fraction at the current time-to-maturity (Midnight). */
-        settlementFee?: number;
-        /**
-         * LATE-repayment penalty, %/yr, accruing per second on overdue debt after
-         * maturity until repaid (Exactly `penaltyRate`). Absent for lenders whose
-         * overdue handling is liquidation-only (Midnight/Term).
-         */
-        latePenaltyApr?: number;
-        /**
-         * UPFRONT origination fee as a percent of the borrowed principal, charged
-         * once at borrow time (Teller: market fee + protocol fee). Not an APR.
-         */
-        originationFeePercent?: number;
-    };
-    /** Early-repayment policy. */
-    earlyRepay: FixedTermEarlyRepay;
-    /** Who offers the term (Lista broker vs Midnight order book). */
-    provider?: FixedTermProvider;
-}
-/** A Lista loan, attached to its own entry in the positions array. */
-export interface ListaTermLoan {
-    /** loanId — the repay target for the LISTA_BROKER_REPAY composer op. For fixed loans this is the
-     *  posId; for the dynamic (flexible) loan it is the dynamic sentinel (type(uint128).max). */
-    loanId: string;
-    /** true for the flexible (dynamic / variable-rate) loan; fixed loans omit it */
-    isDynamic?: boolean;
-    /** best-effort term product id (matched from duration vs the current menu); may be undefined */
-    termId?: number;
-    /** outstanding debt in loan-token units (principal + accrued interest) */
-    debt: string;
-    /** locked annualised borrow rate in PERCENT (e.g. 3.857 = 3.857% APR) */
-    apr?: number;
-    /** unix maturity timestamp */
-    maturity?: number;
-    termDays?: number;
-    /** outstanding accrued interest in loan-token units */
-    accruedInterest?: string;
-    /** early-repayment penalty (loan-token units) to close the loan now; 0 once matured */
-    earlyRepayPenalty?: string;
-    isMatured?: boolean;
-}
-interface MorphoLendingPositions extends BaseLendingPositions {
-    isWhitelisted?: boolean;
-    /**
-     * Lista fixed-term loan detail. A brokered market emits, under the same accountId, one extra
-     * positions[] entry per fixed-term loan carrying this `term` (with termId + term data); its
-     * debt sits in `debtStable` and `loanId` is the repay target. The aggregate loan position
-     * (no `term`) carries the rollup `debtStable` total for health.
-     */
-    term?: ListaTermLoan;
-}
-export interface AaveV3UserReserveResponse {
-    chainId: string;
-    lendingPositions: {
-        [marketUid: string]: BaseLendingPositions;
-    };
-    userEMode: number;
-    rewards?: any;
-    account: string;
-}
-export interface MorphoUserReserveResponse {
-    chainId: string;
-    lendingPositions: {
-        [marketUid: string]: MorphoLendingPositions;
-    };
-    id: string;
-    rewards?: any;
-    account: string;
-}
-export interface CompoundV3UserReserveResponse {
-    lendingPositions: {
-        [marketUid: string]: {
-            deposits: string;
-            debt: string;
-            debtStable: string;
-            depositsUSD: number;
-            debtUSD: number;
-            debtStableUSD: number;
-            collateralEnabled: boolean;
-            isAllowed: boolean;
-        };
-    };
-    chainId: string;
-    baseAsset: string;
-    rewards: UserRewardEntry;
-    account: string;
-}
-export interface AaveV3Public extends LenderPublicBase {
-    lastUpdateTimestamp?: number;
-    collateralActive?: boolean;
-    hasStable?: boolean;
-    isActive?: boolean;
-    isFrozen?: boolean;
-    eMode?: EModeData;
-    debtCeiling: number;
-    supplyCap: number;
-    borrowCap: number;
-    config: {
-        [modeId: string]: LenderConfigData;
-    };
-}
-/**
- * Interface shared by all lenders
- */
-export interface LenderPublicBase extends LenderYields, LenderTotalAmounts {
-    borrowingEnabled: boolean;
-    depositsEnabled: boolean;
-    /**
-     * Max fraction of a borrower's debt repayable in one liquidation (0..1).
-     * Protocol-level constant for most lenders (Aave `0.5`, Compound V2
-     * `closeFactorMantissa`); `1` (full liquidation) for isolated /
-     * credit-account protocols. Defaults to `1` when not applicable.
-     */
-    closeFactor: number;
-    /**
-     * Liquidation target health factor (e.g. 1.05) for protocols that liquidate
-     * to a target HF rather than by a fixed close factor (Aave V4, spoke-level).
-     * `undefined` where the protocol has no such parameter.
-     */
-    targetHealthFactor?: number;
-    config: LenderConfigMap;
-}
-export interface LenderYields extends BaseYields {
-    intrinsicYield: number;
-    rewards?: RewardsList;
-}
-export interface LenderTotalAmounts {
-    totalDebt: number;
-    totalDebtStable: number;
-    totalDeposits: number;
-    totalLiquidity: number;
-    /** USD values */
-    totalDebtUSD: number;
-    totalDebtStableUSD: number;
-    totalDepositsUSD: number;
-    totalLiquidityUSD: number;
-}
-export interface LenderConfigMap {
-    [modeId: string]: LenderConfigData;
-}
-/**
- * The Mode-specific configuration for a lender asset
- */
-export interface LenderConfigData {
-    label?: string;
-    category: number;
-    borrowCollateralFactor: number;
-    collateralFactor: number;
-    borrowFactor: number;
-    /**
-     * Liquidation penalty for this mode, as a fraction of repaid debt the
-     * liquidator receives on top of par (e.g. `0.05` = 5% bonus). Mode-specific
-     * where the protocol supports it (Aave e-modes, Dolomite categories, Euler
-     * vaults); `0` when not liquidatable in this mode or unsupported.
-     */
-    liquidationPenalty: number;
-    /**
-     * Max fraction of debt repayable in a single liquidation (0..1). Mirrors the
-     * pool-level {@link LenderPublicBase.closeFactor}; identical across every mode
-     * of a market (no supported protocol varies close factor by e-mode).
-     */
-    closeFactor: number;
-    /**
-     * Liquidation target health factor (e.g. 1.05) for protocols that liquidate
-     * to a target HF rather than by a fixed close factor (Aave V4, spoke-level).
-     * Mirrors {@link LenderPublicBase.targetHealthFactor}; `undefined` otherwise.
-     */
-    targetHealthFactor?: number;
-    collateralDisabled?: boolean;
-    debtDisabled?: boolean;
-}
-export interface ModeBase {
-    category: number;
-    label: string;
-}
-export interface EModeData extends ModeBase {
-    borrowCollateralFactor: number;
-    collateralFactor: number;
-    priceSource: string;
-}
-export interface AaveV2Public extends LenderPublicBase {
-    lastUpdateTimestamp?: number;
-    decimals?: number;
-    reserveFactor?: SerializedBigNumber;
-    collateralActive?: boolean;
-    hasStable?: boolean;
-    isActive?: boolean;
-    isFrozen?: boolean;
-}
-export interface CompoundV3Public extends LenderPublicBase {
-    supplyCap: number;
-    collateralActive: boolean;
-    utilization: number;
-}
-export interface UserApr {
-    apr: number;
-    borrowApr: number;
-    depositApr: number;
-}
-export interface InitUserReserveResponse {
-    chainId: string;
-    lendingPositions: {
-        [posId: string]: {
-            [marketUid: string]: {
-                deposits: string;
-                debt: string;
-                depositsUSD: number;
-                debtUSD: number;
-                debtStable: '0';
-                debtStableUSD: 0;
-                collateralEnabled: boolean;
-                isAllowed: boolean;
-            };
-        };
-    };
-    /** Mode per position ID, separated from positions for clean array serialization */
-    modes: {
-        [posId: string]: any;
-    };
-    account: string;
-}
-export interface InitPublic extends LenderPublicBase {
-    collateralActive?: boolean;
-    debtCeiling: number;
-    supplyCap: number;
-    borrowCap: number;
-}
-export {};
-//# sourceMappingURL=lenderTypes.d.ts.map

package/dist/types/lenderTypes.d.ts.map

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