@1delta/margin-fetcher 0.0.341 → 0.0.342

package/dist/lending/public-data/fluid/publicCallParse.d.ts

@@ -1,43 +0,0 @@
-import { AdditionalYields, GenericTokenList } from '../../../types';
-/**
- * Per-token Liquidity-layer state relevant for the IRM.
- *
- * `utilization` is `lastStoredUtilization` scaled to a 0-1 fraction. It is
- * read from the same packed storage slot as the current borrow rate, so it is
- * the exact x-coordinate on the token's rate curve that produced the rate —
- * the canonical "current utilization" for IRM charts and simulations.
- */
-export interface FluidLiquidityTokenState {
-    /** Liquidity-layer utilization (0-1 fraction; the IRM input) */
-    utilization: number;
-    /** Liquidity revenue fee (0-1 fraction of borrow interest) */
-    fee: number;
-    /** Utilization cap (0-1 fraction; 1 when unset) */
-    maxUtilization: number;
-    /** Total token supply at the Liquidity layer (raw token units, string) */
-    totalSupply: string;
-    /** Total token borrow at the Liquidity layer (raw token units, string) */
-    totalBorrow: string;
-    /** Liquidity-layer borrow APR % */
-    borrowRate: number;
-    /** Liquidity-layer supply APR % */
-    supplyRate: number;
-}
-/**
- * Parser for the two-call Fluid public data fetch built by `buildFluidCall`.
- *
- * data[0] = VaultEntireData[]   (VaultResolver.getVaultsEntireData)
- * data[1] = OverallTokenData[]  (LiquidityResolver.getAllOverallTokensData)
- *
- * Emits one bucket per vault under lender key `FLUID_<chainId>_<vaultId>` (mirrors the
- * Morpho Blue pattern of one lender per isolated market).
- *
- * fTokens are NOT handled here — they are standalone ERC-4626 vaults on the
- * shared Liquidity Layer, not a lending market, so they are out of scope.
- */
-export declare const getFluidPublicDataConverter: (_lender: string, chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields: AdditionalYields, tokenList?: GenericTokenList) => [(data: any[]) => {
-    [lender: string]: any;
-} | undefined, number];
-//# sourceMappingURL=publicCallParse.d.ts.map

package/dist/lending/public-data/fluid/publicCallParse.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallParse.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/fluid/publicCallParse.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAyBnE;;;;;;;GAOG;AACH,MAAM,WAAW,wBAAwB;IACvC,gEAAgE;IAChE,WAAW,EAAE,MAAM,CAAA;IACnB,8DAA8D;IAC9D,GAAG,EAAE,MAAM,CAAA;IACX,mDAAmD;IACnD,cAAc,EAAE,MAAM,CAAA;IACtB,0EAA0E;IAC1E,WAAW,EAAE,MAAM,CAAA;IACnB,0EAA0E;IAC1E,WAAW,EAAE,MAAM,CAAA;IACnB,mCAAmC;IACnC,UAAU,EAAE,MAAM,CAAA;IAClB,mCAAmC;IACnC,UAAU,EAAE,MAAM,CAAA;CACnB;AA4CD;;;;;;;;;;;GAWG;AACH,eAAO,MAAM,2BAA2B,GACtC,SAAS,MAAM,EACf,SAAS,MAAM,EACf,QAAQ;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACnC,kBAAkB,gBAAgB,EAClC,YAAW,gBAAqB,KAC/B,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK;IAAE,CAAC,MAAM,EAAE,MAAM,GAAG,GAAG,CAAA;CAAE,GAAG,SAAS,EAAE,MAAM,CAmCjE,CAAA"}

package/dist/lending/public-data/gearbox/index.d.ts

@@ -1,3 +0,0 @@
-export * from './publicCallBuild';
-export * from './publicCallParse';
-//# sourceMappingURL=index.d.ts.map

package/dist/lending/public-data/gearbox/index.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/gearbox/index.ts"],"names":[],"mappings":"AAAA,cAAc,mBAAmB,CAAA;AACjC,cAAc,mBAAmB,CAAA"}

package/dist/lending/public-data/gearbox/publicCallBuild.d.ts

@@ -1,27 +0,0 @@
-/**
- * Builds the multicall descriptor for Gearbox V3.1 public data.
- *
- * Single call to `MarketCompressor.getMarkets(filter)` with:
- *   - `configurators`: all curators registered for the chain (cp0x,
- *     Chaos Labs, Re7, …) — discovered from the resolver JSON
- *   - `pools: []` — no narrowing, return every market run by those
- *     configurators
- *   - `underlying: 0x0` — no underlying filter
- *
- * The response carries pool + creditManagers + facades + oracle info
- * in one nested struct per market. Parser fans out to per-CM
- * `GEARBOX_V3_<CM_HEX>` buckets.
- *
- * Returns `[]` when the chain has no configurators or MarketCompressor
- * isn't configured — safe no-op.
- */
-export declare const buildGearboxCall: (chainId: string, _lender?: string) => {
-    address: string;
-    name: string;
-    params: {
-        configurators: string[];
-        pools: string[];
-        underlying: "0x0000000000000000000000000000000000000000";
-    }[];
-}[];
-//# sourceMappingURL=publicCallBuild.d.ts.map

package/dist/lending/public-data/gearbox/publicCallBuild.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallBuild.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/gearbox/publicCallBuild.ts"],"names":[],"mappings":"AAMA;;;;;;;;;;;;;;;;GAgBG;AACH,eAAO,MAAM,gBAAgB,GAAI,SAAS,MAAM,EAAE,UAAU,MAAM;;;;;eAe3C,MAAM,EAAE;;;GAM9B,CAAA"}

package/dist/lending/public-data/gearbox/publicCallParse.d.ts

@@ -1,35 +0,0 @@
-import { AdditionalYields, GenericTokenList } from '../../../types';
-/**
- * Parser for the single-call Gearbox V3.1 public data fetch.
- *
- * data[0] = MarketData[]   (MarketCompressor.getMarkets(filter))
- *
- * MarketCompressor collapses the old `getPoolsV3List + getCreditManagersV3List`
- * pair into one nested struct per market:
- *
- *     MarketData { pool, quotaKeeper, priceOracle, creditManagers[], ... }
- *
- * Each `creditManagers[i]` carries its own `creditFacade` sub-struct
- * (with minDebt / maxDebt / expirationDate / isPaused / degenNFT /
- * forbiddenTokensMask) plus the `creditManager` sub-struct
- * (collateralTokens[{token, liquidationThreshold}], maxEnabledTokens,
- * fees). We fan out to per-CM `GEARBOX_V3_<CM_HEX>` buckets — one CA is
- * bound to exactly one CM, so CMs are the isolation unit.
- *
- * Filtering applied here:
- *   - skip the whole market if the pool is paused
- *   - skip individual CMs that are paused, expired, or in degen-NFT mode
- *     (can't be operated without a DegenNFT, which we don't support)
- *
- * Per-CM totals (totalDebt, availableToBorrow) come from the pool's
- * `creditManagerDebtParams[]` array, indexed by the CM address.
- *
- * The passive ERC-4626 lender side (PoolV3) is NOT modeled here — it's a
- * standalone vault with no borrow and lives under `vaults/gearbox/`.
- */
-export declare const getGearboxV3PublicDataConverter: (_lender: string, chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields: AdditionalYields, tokenList?: GenericTokenList) => [(data: any[]) => {
-    [lender: string]: any;
-} | undefined, number];
-//# sourceMappingURL=publicCallParse.d.ts.map

package/dist/lending/public-data/gearbox/publicCallParse.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallParse.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/gearbox/publicCallParse.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAmBnE;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,eAAO,MAAM,+BAA+B,GAC1C,SAAS,MAAM,EACf,SAAS,MAAM,EACf,QAAQ;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACnC,kBAAkB,gBAAgB,EAClC,YAAW,gBAAqB,KAC/B,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK;IAAE,CAAC,MAAM,EAAE,MAAM,GAAG,GAAG,CAAA;CAAE,GAAG,SAAS,EAAE,MAAM,CAyUjE,CAAA"}

package/dist/lending/public-data/gearbox/publicCallParse.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=publicCallParse.test.d.ts.map

package/dist/lending/public-data/gearbox/publicCallParse.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallParse.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/gearbox/publicCallParse.test.ts"],"names":[],"mappings":""}

package/dist/lending/public-data/init/publicCallBuild.d.ts

@@ -1,7 +0,0 @@
-import { Lender } from '@1delta/lender-registry';
-export declare const INIT_MODES: number[];
-export declare const INIT_EMODE_LABELS: {
-    [mode: number]: string;
-};
-export declare const buildInitStyleLenderReserveCall: (chainId: string, lender: Lender) => import("../../../types").GeneralCall[];
-//# sourceMappingURL=publicCallBuild.d.ts.map

package/dist/lending/public-data/init/publicCallBuild.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallBuild.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/init/publicCallBuild.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,yBAAyB,CAAA;AAIhD,eAAO,MAAM,UAAU,UAAqB,CAAA;AAE5C,eAAO,MAAM,iBAAiB,EAAE;IAAE,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,CAAA;CAOvD,CAAA;AAED,eAAO,MAAM,+BAA+B,GAC1C,SAAS,MAAM,EACf,QAAQ,MAAM,2CAYf,CAAA"}

package/dist/lending/public-data/init/publicCallParse.d.ts

@@ -1,10 +0,0 @@
-import { InitGeneralPublicResponse } from '../../../types/lender/init-types';
-import { AdditionalYields } from '../../../types';
-import { GenericTokenList } from '../../../types';
-export declare const INIT_EMODE_LABELS: {
-    [mode: number]: string;
-};
-export declare const getInitReservesDataConverter: (lender: string, chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields: AdditionalYields, tokenList?: GenericTokenList) => [(data: any[]) => InitGeneralPublicResponse | undefined, number];
-//# sourceMappingURL=publicCallParse.d.ts.map

package/dist/lending/public-data/init/publicCallParse.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallParse.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/init/publicCallParse.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,yBAAyB,EAAE,MAAM,kCAAkC,CAAA;AAC5E,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAQjD,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAwBjD,eAAO,MAAM,iBAAiB,EAAE;IAAE,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,CAAA;CAOvD,CAAA;AAED,eAAO,MAAM,4BAA4B,GACvC,QAAQ,MAAM,EACd,SAAS,MAAM,EACf,QAAQ;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACnC,kBAAkB,gBAAgB,EAClC,YAAW,gBAAqB,KAC/B,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,yBAAyB,GAAG,SAAS,EAAE,MAAM,CAkIjE,CAAA"}

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

@@ -1,69 +0,0 @@
-import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
-import { AdditionalYields, GenericTokenList } from '../../../types';
-import type { LiquityMarketsRaw } from './types';
-/**
- * Synthesized per-branch lender key, e.g. `LIQUITY_V2_1_1` (= mainnet wstETH
- * branch). The CHAIN ID is part of the key (Fluid convention,
- * `FLUID_<chainId>_<vaultId>`) so keys stay GLOBALLY unique for multi-chain
- * deployments (Ebisu spans Ethereum + Plasma) — labels, yield-tracer rows and
- * anything else keyed by lender_key alone would collide otherwise.
- */
-export declare function liquityLenderKey(lender: string, chainId: string | number, collIndex: number): string;
-/**
- * Recover `{ lender, chainId, collIndex }` from a per-branch key (or
- * undefined for a bare deployment key / non-family key). Fork brands share no
- * prefix, so this matches against the family list.
- */
-export declare function liquityKeyParts(key: string): {
-    lender: 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),
- * keyed by `<LENDER>_<chainId>_<COLL_INDEX>` — one key per collateral branch.
- *
- * Per branch:
- *  - the COLLATERAL entry (branch coll token): totals = branch collateral;
- *    LTV = 1/MCR (a trove is liquidatable below ICR = MCR), liquidation
- *    penalty = the SP-offset penalty; borrowing disabled;
- *  - the LOAN entry (the deployment's stable token): `totalDebt` = branch
- *    debt (incl. accrued interest), `totalDeposits` = the branch Stability
- *    Pool ("earn" side), `depositRate` = SP APR (spYieldSplit × Σ debt·rate /
- *    SP size), `variableBorrowRate` = branch average user-set rate. The
- *    ACTUAL borrow rate is per-trove user-set — bounds + averages live in
- *    `params.market` (`minAnnualInterestRate` / `maxAnnualInterestRate` /
- *    `avgBorrowRate`, WAD strings). BOLD-side deposits do NOT collateralize.
- *  - `borrowLiquidity` = mintable headroom: collateral value / MCR − debt,
- *    additionally capped by the branch debt cap on forks that have one.
- *
- * All fork deviations ride in from metadata via `raw.config` / `raw.branch` —
- * nothing here is deployment-specific.
- */
-export declare function convertLiquityMarketsToResponse(raw: LiquityMarketsRaw, chainId: string, prices?: {
-    [asset: string]: number;
-}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
-    [m: string]: MorphoGeneralPublicResponse;
-};
-//# sourceMappingURL=convertPublic.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"convertPublic.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/liquity/convertPublic.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oCAAoC,CAAA;AAChF,OAAO,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAGnE,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAEhD;;;;;;GAMG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,MAAM,EACd,OAAO,EAAE,MAAM,GAAG,MAAM,EACxB,SAAS,EAAE,MAAM,GAChB,MAAM,CAER;AAED;;;;GAIG;AACH,wBAAgB,eAAe,CAC7B,GAAG,EAAE,MAAM,GACV;IAAE,MAAM,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAC;IAAC,SAAS,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,CAOpE;AAWD;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,sBAAsB,CACpC,GAAG,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAC9B,YAAY,EAAE,MAAM,EACpB,aAAa,CAAC,EAAE,MAAM,GACrB,MAAM,CASR;AAgBD;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,+BAA+B,CAC7C,GAAG,EAAE,iBAAiB,EACtB,OAAO,EAAE,MAAM,EACf,MAAM,GAAE;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAO,EACxC,iBAAiB,GAAE,gBAIlB,EACD,MAAM,GAAE,gBAAqB,GAC5B;IAAE,CAAC,CAAC,EAAE,MAAM,GAAG,2BAA2B,CAAA;CAAE,CAoP9C"}

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

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=convertPublic.test.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"convertPublic.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/liquity/convertPublic.test.ts"],"names":[],"mappings":""}

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

@@ -1,15 +0,0 @@
-import type { LiquityMarketsRaw } from './types';
-/**
- * Fetch all branch data of ONE Liquity-family deployment — FULLY ON-CHAIN via
- * one retrying multicall (no API/indexer; the optional api.liquity.org stats
- * endpoint is display enrichment only and is NOT fetched here, so a dead API
- * can never break the data path). Branch addresses + fork deviation params
- * come from lender-metadata (`liquityConfig`/`liquityMarkets`, keyed
- * lender → chain). `multicallRetryUniversal` rotates RPCs on failure.
- *
- * Price: `lastGoodPrice` (view) — updated on every borrower op, so fresh on
- * any active branch. (`fetchPrice` would be exact but returns a tuple and is
- * nonpayable; revisit if quiet-fork staleness ever matters.)
- */
-export declare function fetchLiquityMarkets(lender: string, chainId: string): Promise<LiquityMarketsRaw>;
-//# sourceMappingURL=fetchPublic.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"fetchPublic.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/liquity/fetchPublic.ts"],"names":[],"mappings":"AASA,OAAO,KAAK,EAAoB,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAgBlE;;;;;;;;;;;GAWG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,MAAM,EACd,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,iBAAiB,CAAC,CAsD5B"}

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

@@ -1,4 +0,0 @@
-export { fetchLiquityMarkets } from './fetchPublic';
-export { convertLiquityMarketsToResponse, liquityLenderKey, liquityKeyParts, } from './convertPublic';
-export type { LiquityBranchRaw, LiquityMarketsRaw } from './types';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/liquity/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAA;AACnD,OAAO,EACL,+BAA+B,EAC/B,gBAAgB,EAChB,eAAe,GAChB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA"}

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

@@ -1,37 +0,0 @@
-import type { LiquityBranchConfig, LiquityConfigChain } from '@1delta/data-sdk';
-/**
- * Raw per-branch on-chain snapshot of a Liquity-family deployment. All bigints
- * are raw WAD/base units straight from the multicall; `null` marks a failed
- * (allowFailure) read — the converter degrades gracefully per field.
- */
-export interface LiquityBranchRaw {
-    branch: LiquityBranchConfig;
-    /** TroveManager.getEntireBranchDebt() — total branch debt incl. accrued interest */
-    entireDebt: bigint | null;
-    /** TroveManager.getEntireBranchColl() — total branch collateral */
-    entireColl: bigint | null;
-    /** TroveManager.shutdownTime() — 0 while the branch is live */
-    shutdownTime: bigint | null;
-    /** ActivePool.aggRecordedDebt() — recorded aggregate debt (interest accrual base) */
-    aggRecordedDebt: bigint | null;
-    /** ActivePool.aggWeightedDebtSum() — Σ debt·rate (1e36 scale): drives avg rate + SP APR */
-    aggWeightedDebtSum: bigint | null;
-    /** StabilityPool.getTotalBoldDeposits() — the branch "earn" pool size */
-    spDeposits: bigint | null;
-    /**
-     * 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;
-}
-/** Raw public-data batch for ONE deployment (lender) on one chain. */
-export interface LiquityMarketsRaw {
-    /** The deployment's bare lender key, e.g. `LIQUITY_V2` — keys the config row. */
-    lender: string;
-    config: LiquityConfigChain | undefined;
-    branches: LiquityBranchRaw[];
-}
-//# sourceMappingURL=types.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/lending/public-data/lista/getMarketsFromChain.d.ts

@@ -1,4 +0,0 @@
-import { AdditionalYields } from '../../../types';
-import { GenericTokenList } from '../../../types';
-export declare function getListaMarketDataConverter(lender: string, chainId: string, prices: any, additionalYields?: AdditionalYields, tokens?: GenericTokenList, marketsOverride?: string[]): [(data: any[]) => any | undefined, number];
-//# sourceMappingURL=getMarketsFromChain.d.ts.map

package/dist/lending/public-data/lista/getMarketsFromChain.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"getMarketsFromChain.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/lista/getMarketsFromChain.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AACjD,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAgBjD,wBAAgB,2BAA2B,CACzC,MAAM,EAAE,MAAM,EACd,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,GAAG,EACX,gBAAgB,GAAE,gBAIjB,EACD,MAAM,GAAE,gBAAqB,EAC7B,eAAe,CAAC,EAAE,MAAM,EAAE,GACzB,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,GAAG,GAAG,SAAS,EAAE,MAAM,CAAC,CAuR5C"}

package/dist/lending/public-data/lista/getMarketsOnChain.d.ts

@@ -1,6 +0,0 @@
-export declare function getMarketsOnChain(chainId: string, pools: any): Promise<{
-    markets: {
-        items: any[];
-    };
-}>;
-//# sourceMappingURL=getMarketsOnChain.d.ts.map

package/dist/lending/public-data/lista/getMarketsOnChain.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"getMarketsOnChain.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/lista/getMarketsOnChain.ts"],"names":[],"mappings":"AAcA,wBAAsB,iBAAiB,CAAC,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG;;;;GA6ClE"}

package/dist/lending/public-data/lista/listaBroker.d.ts

@@ -1,76 +0,0 @@
-import { getEvmClient } from '@1delta/providers';
-import { Hex } from 'viem';
-/**
- * Factory for the EVM client used by the broker reads. Callers that execute against a custom RPC
- * (e.g. a fork) must pass their own factory so the per-user broker reads (`userFixedPositions`,
- * …) hit the SAME chain as the rest of the user-data multicall — otherwise the loan created on a
- * fork is invisible (the default client points at the configured mainnet RPC).
- */
-type EvmClientFactory = (chainId: string, rpcId?: number) => ReturnType<typeof getEvmClient>;
-/** One term product offered by a broker (the borrow menu). Named generically (`ListaTerm`/`terms`)
- *  rather than "fixed" — Lista may add floating-rate terms later. */
-export interface ListaTerm {
-    termId: number;
-    durationSecs: number;
-    durationDays: number;
-    /** annualised borrow rate in PERCENT (e.g. 3.857 = 3.857% APR), matching the other rate fields */
-    apr: number;
-}
-/** One term loan tranche held by a user (debt only — collateral is shared). */
-export interface ListaFixedLoan {
-    /** global position id — the "loanId" consumed by the LISTA_BROKER_REPAY composer op */
-    posId: string;
-    /** best-effort term product id, matched from the loan's duration against the current
-     *  getFixedTerms menu. Not stored on-chain per loan; undefined if no menu match. */
-    termId?: number;
-    principal: string;
-    /** principal - principalRepaid */
-    outstanding: string;
-    /** annualised borrow rate in PERCENT */
-    apr: number;
-    start: number;
-    end: number;
-    termDays: number;
-    /** outstanding accrued interest (gross accrued - interestRepaid), in loan-token units */
-    accruedInterest: string;
-    /**
-     * early-repayment penalty (loan-token units) charged to close the full outstanding principal
-     * right now; `0` once matured. Levied on top of outstanding + accruedInterest by the broker.
-     */
-    earlyRepayPenalty: string;
-    isMatured: boolean;
-}
-/** Aggregated broker debt for one user in one market. */
-export interface ListaBrokerUserData {
-    /** broker.getUserTotalDebt — principal + all interest, the authoritative debt */
-    totalDebt: string;
-    dynamic?: {
-        principal: string;
-        normalizedDebt: string;
-    };
-    fixedLoans: ListaFixedLoan[];
-}
-/** Normalise a market key ('LISTA_DAO_<HEX>' or '0x<hash>') to a lowercase bytes32 id. */
-export declare function toBytes32MarketId(key: string): Hex;
-/**
- * Resolve the broker address for each Lista market via `Moolah.brokers(id)`.
- * Returns a map keyed by the bytes32 market id (lowercase). Results are cached forever
- * (broker registration is immutable per market). Markets without a broker resolve to undefined.
- */
-export declare function resolveListaBrokers(chainId: string, marketKeys: string[], getClient?: EvmClientFactory): Promise<Record<string, string>>;
-/**
- * Fetch the fixed-term menu (`getFixedTerms`) for every brokered Lista market and cache it.
- * Returns a map keyed by the bytes32 market id.
- */
-export declare function fetchListaFixedTerms(chainId: string, marketKeys: string[]): Promise<Record<string, ListaTerm[]>>;
-/** Read the cached fixed-term menu for a market (warm via {@link fetchListaFixedTerms}). */
-export declare function getCachedListaFixedTerms(chainId: string, marketKey: string): ListaTerm[] | undefined;
-/**
- * Fetch the per-user broker debt breakdown (fixed loans + dynamic + total debt) for every
- * brokered market and stash it in the per-account cache for the sync converter to read.
- */
-export declare function fetchListaBrokerUserData(chainId: string, account: string, marketKeys: string[], nowSecs?: number, getClient?: EvmClientFactory): Promise<Record<string, ListaBrokerUserData>>;
-/** Read the cached per-user broker data for a market (warm via {@link fetchListaBrokerUserData}). */
-export declare function getCachedListaBrokerUserData(chainId: string, account: string, marketKey: string): ListaBrokerUserData | undefined;
-export {};
-//# sourceMappingURL=listaBroker.d.ts.map

package/dist/lending/public-data/lista/listaBroker.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/lista/publicCallBuild.d.ts

@@ -1,9 +0,0 @@
-import { AdditionalYields, GenericTokenList } from '../../../types';
-export declare const LISTA_MARKET_CHUNK_SIZE = 100;
-export declare function fetchListaPublicData(chainId: string, yields?: AdditionalYields, prices?: Record<string, number>, tokens?: GenericTokenList): Promise<any>;
-export declare function buildListaCall(chainId: string, marketsOverride?: string[]): {
-    address: string;
-    name: string;
-    params: (string | string[])[];
-}[];
-//# sourceMappingURL=publicCallBuild.d.ts.map

package/dist/lending/public-data/lista/publicCallBuild.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/midnight/apiClient.d.ts

@@ -1,48 +0,0 @@
-import type { MidnightBook, MidnightBookSource, MidnightBookTop } from './types';
-/** Default hosted Midnight API (see @morpho-org/midnight-sdk MidnightApi). */
-export declare const DEFAULT_MIDNIGHT_API = "https://api.morpho.org/v0/midnight";
-type FetchLike = typeof fetch;
-/** Resolve a chain's Midnight API base URL (runtime override → config → hosted default). */
-export declare function midnightApiBaseUrl(chainId: string): string;
-/**
- * Hosted-API book source. Reads `GET {base}/books/{marketId}` and reduces the
- * `asks`/`bids` price levels to a {@link MidnightBookTop}. This is the swappable
- * seam: a self-indexed mempool source can implement the same interface later.
- */
-export declare class ApiBookSource implements MidnightBookSource {
-    private readonly baseUrl;
-    private readonly fetchImpl;
-    constructor(baseUrl: string, fetchImpl?: FetchLike);
-    getBookTop(marketId: string): Promise<MidnightBookTop | null>;
-    /**
-     * Full ladder for a market — every level per side, best-first (unlike
-     * `getBookTop`, which collapses to the best level + aggregate depth). Same
-     * `GET {base}/books/{marketId}` fetch; empty levels are dropped and each side
-     * is sorted so the best executable offer is first (bids by tick ↓ = cheapest
-     * borrow, asks by tick ↑ = highest lend yield). The caller derives per-level
-     * APR (from tick + TTM) and applies count/size filters.
-     */
-    getBook(marketId: string): Promise<MidnightBook | null>;
-    /**
-     * ONE fetch → the full-depth aggregate top + a bounded best-first ladder slice
-     * (top `maxLevels` per side). Same `/books/{marketId}` call as `getBookTop`, so
-     * the public batch captures a chunk of the book for free (no extra request).
-     */
-    getTopAndBook(marketId: string, maxLevels?: number): Promise<{
-        top: MidnightBookTop;
-        book: MidnightBook;
-    } | null>;
-    /**
-     * Maker addresses per price level, keyed by tick string. `getBook` levels are
-     * aggregated by tick and carry NO maker (a level can be several makers), so
-     * this reads the individual offers from the `{side}/quote` endpoint (which the
-     * book endpoint lacks) and groups their makers by tick. `assets` should be the
-     * book's total depth so the quote returns EVERY offer (it returns none when the
-     * target exceeds depth). Best-effort: `{}` on any failure.
-     */
-    getOfferMakers(marketId: string, side: 'bids' | 'asks', assets: bigint): Promise<Record<string, string[]>>;
-}
-/** Build the default (hosted-API) book source for a chain. */
-export declare function createMidnightBookSource(chainId: string, fetchImpl?: FetchLike): MidnightBookSource;
-export {};
-//# sourceMappingURL=apiClient.d.ts.map

package/dist/lending/public-data/midnight/apiClient.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/midnight/apiClient.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=apiClient.test.d.ts.map

package/dist/lending/public-data/midnight/apiClient.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"apiClient.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/apiClient.test.ts"],"names":[],"mappings":""}

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

@@ -1,25 +0,0 @@
-import type { MidnightMarketConfig } from '@1delta/data-sdk';
-import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
-import { AdditionalYields, GenericTokenList } from '../../../types';
-import type { MidnightMarketRaw } from './types';
-/** Synthesized per-market lender key, e.g. `MORPHO_MIDNIGHT_<MARKETID_HEX_UPPER>`. */
-export declare function midnightLenderKey(marketId: string): string;
-/**
- * Map fetched Midnight markets into the shared `MorphoGeneralPublicResponse`
- * shape used by every collateralized-borrow lender, keyed by the synthesized
- * `MORPHO_MIDNIGHT_<id>` lender key.
- *
- * One LOAN entry per market carries the fixed rates:
- *   - `variableBorrowRate` = best fixed BORROW APR (from bids), in percent
- *   - `depositRate`        = best fixed SUPPLY/lend APR (from asks), in percent
- * plus order-book depth as the "liquidity" proxy. One COLLATERAL entry per
- * collateral leg carries the per-leg LLTV → collateralFactor + liquidation
- * penalty. `params.market` carries the full Midnight market struct + maturity.
- */
-export declare function convertMidnightMarketsToResponse(raw: MidnightMarketRaw[], chainId: string, prices?: {
-    [asset: string]: number;
-}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
-    [m: string]: MorphoGeneralPublicResponse;
-};
-export type { MidnightMarketConfig };
-//# sourceMappingURL=convertPublic.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/lending/public-data/midnight/convertPublic.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=convertPublic.test.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"convertPublic.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/convertPublic.test.ts"],"names":[],"mappings":""}

package/dist/lending/public-data/midnight/fetchPublic.d.ts

@@ -1,15 +0,0 @@
-import type { MidnightBookSource, MidnightMarketRaw } from './types';
-/**
- * Fetch the current top-of-book + a bounded book chunk for every configured
- * Midnight market on a chain.
- *
- * Public data = static market config (from `midnightMarkets` registry) + live
- * order-book rates/depth (from the book source). No RPC is required for the
- * public view: LLTVs / maturities / decimals come from config, rates from the
- * API. The aggregate best rate + FULL depth live on `top`; `book` carries the
- * best `MIDNIGHT_BOOK_LEVELS` levels per side for downstream filtering. Both are
- * null only when the book fetch failed AND no recent snapshot is cached (the
- * converter still emits the market with zeroed rates in that case).
- */
-export declare function fetchMidnightMarkets(chainId: string, source?: MidnightBookSource): Promise<MidnightMarketRaw[]>;
-//# sourceMappingURL=fetchPublic.d.ts.map

package/dist/lending/public-data/midnight/fetchPublic.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/midnight/fetchPublic.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=fetchPublic.test.d.ts.map

package/dist/lending/public-data/midnight/fetchPublic.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"fetchPublic.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/fetchPublic.test.ts"],"names":[],"mappings":""}

package/dist/lending/public-data/midnight/index.d.ts

@@ -1,6 +0,0 @@
-export { fetchMidnightMarkets } from './fetchPublic';
-export { convertMidnightMarketsToResponse, midnightLenderKey, } from './convertPublic';
-export { ApiBookSource, createMidnightBookSource, midnightApiBaseUrl, DEFAULT_MIDNIGHT_API, } from './apiClient';
-export { tickToPrice, tickToRate, tickToApr, tickToAprNumber, } from './math';
-export type { MidnightBookSource, MidnightBookTop, MidnightBookLevel, MidnightMarketRaw, } from './types';
-//# sourceMappingURL=index.d.ts.map

package/dist/lending/public-data/midnight/index.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EACL,gCAAgC,EAChC,iBAAiB,GAClB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,aAAa,EACb,wBAAwB,EACxB,kBAAkB,EAClB,oBAAoB,GACrB,MAAM,aAAa,CAAA;AACpB,OAAO,EACL,WAAW,EACX,UAAU,EACV,SAAS,EACT,eAAe,GAChB,MAAM,QAAQ,CAAA;AACf,YAAY,EACV,kBAAkB,EAClB,eAAe,EACf,iBAAiB,EACjB,iBAAiB,GAClB,MAAM,SAAS,CAAA"}

package/dist/lending/public-data/midnight/live.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=live.test.d.ts.map

package/dist/lending/public-data/midnight/live.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"live.test.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/midnight/live.test.ts"],"names":[],"mappings":""}