@1delta/margin-fetcher 0.0.341 → 0.0.342

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

@@ -1,53 +0,0 @@
-export declare const WAD = 1000000000000000000n;
-export declare const LN_ONE_PLUS_DELTA = 4987541511039073n;
-export declare const LN_2 = 693147180559945309n;
-export declare const EXP_OFFSET = 322611214989459870n;
-export declare const MAX_TICK = 6744n;
-export declare const PRICE_ROUNDING_STEP = 100000000000n;
-export declare const SECONDS_PER_YEAR = 31536000n;
-/** WAD-scaled exponential approximation used by the Midnight tick curve. */
-export declare function wExp(x: bigint): bigint;
-/** Convert a Midnight tick into a WAD zero-coupon price (rounded to the step). */
-export declare function tickToPrice(tick: bigint): bigint;
-/** Convert a Midnight tick into a WAD fixed *period* rate (`1/price - 1`). */
-export declare function tickToRate(tick: bigint): bigint;
-/**
- * Convert a Midnight tick into a WAD simple APR, annualizing the period rate
- * over `timeToMaturity` seconds. Returns 0 for non-positive time-to-maturity
- * (matured / mispriced markets) rather than throwing.
- */
-export declare function tickToApr(tick: bigint, timeToMaturity: bigint): bigint;
-/** APR as a plain fraction (e.g. `0.0512` for 5.12%). Convenience for display. */
-export declare function tickToAprNumber(tick: bigint, timeToMaturity: bigint): number;
-/**
- * Midnight max liquidation-incentive factor (LIF), WAD-scaled, mirroring the
- * on-chain `ConstantsLib.maxLif`:
- *   `LIF = WAD² / (WAD − liquidationCursor·(WAD − lltv)/WAD)`
- * i.e. `1 / (1 − cursor·(1 − lltv))`. Unlike Morpho Blue, Midnight makes the
- * `liquidationCursor` a per-collateral market parameter and applies NO fixed
- * cap (Morpho hardcodes cursor = 0.3 and caps LIF at 1.15). Inputs are WAD.
- */
-export declare function midnightMaxLif(lltv: bigint, liquidationCursor: bigint): bigint;
-/**
- * Midnight liquidation penalty as a plain fraction (`LIF − 1`, e.g. `0.0438`
- * for a 4.38% liquidator bonus) — the value surfaced as `liquidationPenalty` in
- * the public store. Derived from the market's own `liquidationCursor`, so it
- * stays correct if a market deviates from the 0.3 cursor the Morpho
- * approximation assumes. Returns 0 when either input is non-positive.
- */
-export declare function midnightLiquidationPenaltyNumber(lltv: bigint, liquidationCursor: bigint): number;
-/**
- * Effective Midnight settlement fee as a plain fraction (e.g. `0.005` = 50 bps)
- * for a given time-to-maturity, mirroring the on-chain piecewise-linear curve
- * over the 7 cbp breakpoints. Post-maturity (ttm ≤ 0) uses the 0d breakpoint;
- * ttm ≥ 360d uses the 360d breakpoint; in between it linearly interpolates.
- * Returns 0 when the fee array is missing/short.
- */
-export declare function midnightSettlementFeeForTtm(settlementFeeCbp: number[] | undefined, ttmSecs: number): number;
-/**
- * Annualized Midnight continuous fee as a PERCENT (e.g. `1` = 1%/yr). The raw
- * value is a per-second WAD rate (uint32); annual fraction =
- * raw·SECONDS_PER_YEAR/1e18. Returns 0 for missing/zero input.
- */
-export declare function midnightContinuousFeeAprPercent(continuousFeeRaw: string | bigint | undefined): number;
-//# sourceMappingURL=math.d.ts.map

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

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

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

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

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

@@ -1,74 +0,0 @@
-import type { MidnightMarketConfig } from '@1delta/data-sdk';
-/** One aggregated price level of a Midnight book side (raw bigints, loan-token units). */
-export interface MidnightBookLevel {
-    /** Midnight tick (price point). */
-    tick: bigint;
-    /** Total credit/debt units available at this level. */
-    units: bigint;
-    /** Total loan-token assets implied at this level. */
-    assets: bigint;
-}
-/**
- * Top-of-book snapshot for a single Midnight market, already reduced to the
- * best executable rate per side plus the aggregate depth.
- *
- * Side semantics (Midnight): `bids` are maker BUY offers (makers lending) — a
- * taker consumes them to BORROW. `asks` are maker SELL offers (makers
- * borrowing) — a taker consumes them to LEND. So:
- *   - best BORROW rate  = min period-rate over bids (cheapest to borrow)
- *   - best SUPPLY yield  = max period-rate over asks (highest to lend)
- * Selection is order-agnostic (we scan every level), so it does not depend on
- * the API returning levels best-first.
- */
-export interface MidnightBookTop {
-    /** Tick of the best (lowest-rate) borrow offer, or undefined if the bid side is empty. */
-    bestBorrowTick?: bigint;
-    /** Tick of the best (highest-yield) supply offer, or undefined if the ask side is empty. */
-    bestSupplyTick?: bigint;
-    /** Aggregate borrowable units/assets (bid side). */
-    borrowDepthUnits: bigint;
-    borrowDepthAssets: bigint;
-    /** Aggregate lendable units/assets (ask side). */
-    supplyDepthUnits: bigint;
-    supplyDepthAssets: bigint;
-}
-/**
- * Full order-book ladder for a market — every executable price level per side,
- * pre-sorted BEST-FIRST (unlike {@link MidnightBookTop}, which collapses to the
- * single best level + aggregate depth). Empty levels are dropped.
- */
-export interface MidnightBook {
-    /** Bid levels — maker BUYs / lends, a taker consumes them to BORROW. Best borrow first (tick ↓). */
-    bids: MidnightBookLevel[];
-    /** Ask levels — maker SELLs / borrows, a taker consumes them to LEND. Best supply first (tick ↑). */
-    asks: MidnightBookLevel[];
-}
-/** Pluggable Midnight order-book source — hosted API today, self-indexed mempool later. */
-export interface MidnightBookSource {
-    /** Best-rate + depth snapshot for a market, or null when unavailable. */
-    getBookTop(marketId: string): Promise<MidnightBookTop | null>;
-    /**
-     * Full best-first ladder for a market, or null when unavailable. Optional so
-     * lightweight stubs need only implement `getBookTop`; the hosted API source
-     * provides it for the live "all offers" endpoint.
-     */
-    getBook?(marketId: string): Promise<MidnightBook | null>;
-    /**
-     * ONE fetch: the full-depth aggregate {@link MidnightBookTop} PLUS a bounded
-     * best-first ladder slice (top `maxLevels` per side). Same `/books/{id}` call
-     * as `getBookTop`/`getBook` — the public batch uses this so it gets the top
-     * AND a chunk of the book without a second request. Optional (stubs may omit).
-     */
-    getTopAndBook?(marketId: string, maxLevels?: number): Promise<{
-        top: MidnightBookTop;
-        book: MidnightBook;
-    } | null>;
-}
-/** A Midnight market paired with its current top-of-book (null when the book fetch failed). */
-export interface MidnightMarketRaw {
-    config: MidnightMarketConfig;
-    top: MidnightBookTop | null;
-    /** Bounded best-first ladder slice (top-N levels/side); null/absent when unavailable. */
-    book?: MidnightBook | null;
-}
-//# sourceMappingURL=types.d.ts.map

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

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

@@ -1,7 +0,0 @@
-import { MorphoGeneralPublicResponse, GetMarketsResponse } from '../../../types/lender/morpho-types';
-import { AdditionalYields } from '../../../types';
-import { GenericTokenList } from '../../../types';
-export declare function convertMarketsToMorphoResponse(response: GetMarketsResponse, chainId: string, additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
-    [m: string]: MorphoGeneralPublicResponse;
-};
-//# sourceMappingURL=convertPublic.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/lending/public-data/morpho/fetchMorphoGoldsky.d.ts

@@ -1,105 +0,0 @@
-import { GetMarketsResponse } from '../../../types/lender/morpho-types';
-interface SubgraphMarket {
-    id: string;
-    inputToken: {
-        id: string;
-    };
-    borrowedToken: {
-        id: string;
-    };
-    rates: {
-        id: string;
-        rate: string;
-    }[];
-    oracle: {
-        id: string;
-        oracleAddress: string;
-    };
-    maximumLTV: string;
-    liquidationThreshold: string;
-    liquidationPenalty: string;
-    inputTokenPriceUSD: string;
-    reserveFactor: string;
-    totalCollateral: string;
-    totalSupplyShares: string;
-    totalSupply: string;
-    totalBorrow: string;
-    totalBorrowShares: string;
-    interest: string;
-    fee: string;
-    irm: string;
-    lltv: string;
-    lastUpdate: string;
-}
-interface SubgraphMetaMorpho {
-    id: string;
-    name: string;
-    symbol: string;
-    decimals: number;
-    account: {
-        positions: {
-            id: string;
-            market: {
-                id: string;
-            };
-            side: string;
-            balance: string;
-            principal: string;
-            shares: string;
-        }[];
-    };
-    asset: {
-        id: string;
-    };
-    curator: {
-        id: string;
-    } | null;
-    owner: {
-        id: string;
-    };
-    guardian: {
-        id: string;
-    } | null;
-    allocators: {
-        account: {
-            id: string;
-        };
-    }[];
-    timelock: string;
-    fee: string;
-    rate: {
-        id: string;
-        rate: string;
-    } | null;
-    lastTotalAssets: string;
-    totalShares: string;
-    markets: {
-        id: string;
-        market: {
-            id: string;
-        };
-        cap: string;
-        currentPendingCap: {
-            cap: string;
-            validAt: string;
-            status: string;
-        } | null;
-    }[];
-}
-export declare function hasSubgraph(chainId: string): boolean;
-/**
- * Fetches raw market data from the subgraph.
- * Unlike fetchMarketsFromSubgraph, this does NOT filter by token list
- * and returns all markets with their raw subgraph fields.
- * Used by the oracle price fetcher which only needs addresses and decimals.
- */
-export declare function fetchRawSubgraphMarkets(chainId: string): Promise<SubgraphMarket[]>;
-/**
- * Fetches Morpho Blue markets from the Goldsky subgraph and returns
- * them in the same shape as the Morpho API (GetMarketsResponse),
- * so they can be processed by convertMarketsToMorphoResponse.
- */
-export declare function fetchMarketsFromSubgraph(chainId: string): Promise<GetMarketsResponse>;
-export declare function fetchMetaMorphosFromSubgraph(chainId: string): Promise<SubgraphMetaMorpho[]>;
-export {};
-//# sourceMappingURL=fetchMorphoGoldsky.d.ts.map

package/dist/lending/public-data/morpho/fetchMorphoGoldsky.d.ts.map

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

@@ -1,3 +0,0 @@
-export declare const query: (first: number, skip: number, chainId: string, includeUnlisted?: boolean) => string;
-export declare function fetchMorphoMarkets(chainId: string, includeUnlisted?: boolean): Promise<any>;
-//# sourceMappingURL=fetchPublic.d.ts.map

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

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

@@ -1,4 +0,0 @@
-import { AdditionalYields } from '../../../types';
-import { GenericTokenList } from '../../../types';
-export declare function getMorphoMarketDataConverter(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/morpho/getMarketsFromChain.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/morpho/index.d.ts

@@ -1,3 +0,0 @@
-export * from './publicCallBuild';
-export { decodeMarkets, decodeListaMarkets, normalizeToBytes, } from './utils/evmParser';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/morpho/index.ts"],"names":[],"mappings":"AAAA,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,aAAa,EACb,kBAAkB,EAClB,gBAAgB,GACjB,MAAM,mBAAmB,CAAA"}

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

@@ -1,16 +0,0 @@
-import { AdditionalYields } from '../../../types';
-export declare const MARKET_CHUNK_SIZE = 50;
-export declare function fetchMorphoPublicData(chainId: string, yields?: AdditionalYields): Promise<{
-    [m: string]: import("../../../types/lender/morpho-types").MorphoGeneralPublicResponse;
-}>;
-export declare function buildMorphoCall(chainId: string, marketsOverride?: string[]): {
-    address: string;
-    name: string;
-    params: (string | string[])[];
-}[];
-export declare function buildMorphoTypeCall(chainId: string, lender: string, marketsOVerride?: string[]): {
-    address: string;
-    name: string;
-    params: (string | string[])[];
-}[];
-//# sourceMappingURL=publicCallBuild.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallBuild.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/morpho/publicCallBuild.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AASjD,eAAO,MAAM,iBAAiB,KAAK,CAAA;AAEnC,wBAAsB,qBAAqB,CACzC,OAAO,EAAE,MAAM,EACf,MAAM,GAAE,gBAIP;;GAIF;AAED,wBAAgB,eAAe,CAAC,OAAO,EAAE,MAAM,EAAE,eAAe,CAAC,EAAE,MAAM,EAAE;;;;IAa1E;AAED,wBAAgB,mBAAmB,CACjC,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,MAAM,EACd,eAAe,CAAC,EAAE,MAAM,EAAE;;;;IAK3B"}

package/dist/lending/public-data/morpho/utils/evmParser.d.ts

@@ -1,50 +0,0 @@
-export type Market = {
-    loanToken: string;
-    collateralToken: string;
-    oracle: string;
-    irm: string;
-    lltv: bigint;
-    price: bigint;
-    loanTokenPrice?: bigint;
-    collateralTokenPrice?: bigint;
-    rateAtTarget: bigint;
-    totalSupplyAssets: bigint;
-    totalSupplyShares: bigint;
-    totalBorrowAssets: bigint;
-    totalBorrowShares: bigint;
-    lastUpdate: bigint;
-    fee: bigint;
-};
-export type ListaMarket = {
-    loanToken: string;
-    collateralToken: string;
-    oracle: string;
-    irm: string;
-    lltv: bigint;
-    price: bigint;
-    loanTokenPrice?: bigint;
-    collateralTokenPrice?: bigint;
-    minLoan?: bigint;
-    rateCap?: bigint;
-    rateFloor?: bigint;
-    hasWhitelist?: boolean;
-    loanProvider?: string;
-    collateralProvider?: string;
-    broker?: string;
-    rateAtTarget: bigint;
-    totalSupplyAssets: bigint;
-    totalSupplyShares: bigint;
-    totalBorrowAssets: bigint;
-    totalBorrowShares: bigint;
-    lastUpdate: bigint;
-    fee: bigint;
-};
-/**
- * Decode packed markets bytes into typed objects.
- * Auto-detects format based on data length and decodes accordingly.
- * Integers are parsed as big-endian BigInt. Addresses are 0x-prefixed lowercase hex.
- */
-export declare function decodeMarkets(input: string | Uint8Array): (Market | ListaMarket)[];
-export declare function decodeListaMarkets(bytes: Uint8Array): ListaMarket[];
-export declare function normalizeToBytes(input: string | Uint8Array): Uint8Array;
-//# sourceMappingURL=evmParser.d.ts.map

package/dist/lending/public-data/morpho/utils/evmParser.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/morpho/utils/mathLib.d.ts

@@ -1,135 +0,0 @@
-export type RoundingDirection = 'Up' | 'Down';
-/**
- * Library to manage fixed-point arithmetic.
- * https://github.com/morpho-org/morpho-blue/blob/main/src/libraries/MathLib.sol
- */
-export declare namespace MathLib {
-    const WAD = 1000000000000000000n;
-    const RAY = 1000000000000000000000000000n;
-    const MAX_UINT_256: bigint;
-    const MAX_UINT_160: bigint;
-    const MAX_UINT_128: bigint;
-    const MAX_UINT_48: bigint;
-    function maxUint(nBits: number): bigint;
-    /**
-     * Returns the absolute value of a number
-     * @param a The number
-     */
-    function abs(a: bigint): bigint;
-    /**
-     * Returns the smallest number given as param
-     * @param x The first number
-     * @param y The second number
-     */
-    function min(...xs: bigint[]): bigint;
-    /**
-     * Returns the greatest number given as param
-     * @param x The first number
-     * @param y The second number
-     */
-    function max(...xs: bigint[]): bigint;
-    /**
-     * Returns the subtraction of b from a, floored to zero if negative
-     * @param x The first number
-     * @param y The second number
-     */
-    function zeroFloorSub(x: bigint, y: bigint): bigint;
-    /**
-     * Perform the WAD-based multiplication of 2 numbers, rounded down
-     * @param x The first number
-     * @param y The second number
-     */
-    function wMulDown(x: bigint, y: bigint): bigint;
-    /**
-     * Perform the WAD-based multiplication of 2 numbers, rounded up
-     * @param x The first number
-     * @param y The second number
-     */
-    function wMulUp(x: bigint, y: bigint): bigint;
-    /**
-     * Perform the WAD-based multiplication of 2 numbers with a provided rounding direction
-     * @param x The first number
-     * @param y The second number
-     */
-    function wMul(x: bigint, y: bigint, rounding: RoundingDirection): bigint;
-    /**
-     * Perform the WAD-based division of 2 numbers, rounded down
-     * @param x The first number
-     * @param y The second number
-     */
-    function wDivDown(x: bigint, y: bigint): bigint;
-    /**
-     * Perform the WAD-based multiplication of 2 numbers, rounded up
-     * @param x The first number
-     * @param y The second number
-     */
-    function wDivUp(x: bigint, y: bigint): bigint;
-    /**
-     * Perform the WAD-based multiplication of 2 numbers with a provided rounding direction
-     * @param x The first number
-     * @param y The second number
-     */
-    function wDiv(x: bigint, y: bigint, rounding: RoundingDirection): bigint;
-    /**
-     * Multiply two numbers and divide by a denominator, rounding down the result
-     * @param x The first number
-     * @param y The second number
-     * @param denominator The denominator
-     */
-    function mulDivDown(x: bigint, y: bigint, denominator: bigint): bigint;
-    /**
-     * Multiply two numbers and divide by a denominator, rounding up the result
-     * @param x The first number
-     * @param y The second number
-     * @param denominator The denominator
-     */
-    function mulDivUp(x: bigint, y: bigint, denominator: bigint): bigint;
-    function mulDiv(x: bigint, y: bigint, denominator: bigint, rounding: RoundingDirection): bigint;
-    /**
-     * The sum of the first three non-zero terms of a Taylor expansion of e^(nx) - 1,
-     * to approximate a continuously compounded interest rate.
-     *
-     * @param x The base of the exponent
-     * @param n The exponent
-     */
-    function wTaylorCompounded(x: bigint, n: bigint): bigint;
-    /**
-     * Converts a WAD-based quantity to a RAY-based quantity.
-     * @param x The WAD-based quantity.
-     */
-    function wToRay(x: bigint): bigint;
-    /**
-     * Returns the market's utilization rate (scaled by WAD).
-     * @param market The market state.
-     */
-    function getUtilization({ totalSupplyAssets, totalBorrowAssets, }: {
-        totalSupplyAssets: bigint;
-        totalBorrowAssets: bigint;
-    }): bigint;
-    /**
-     * The market's instantaneous supply-side Annual Percentage Yield (APY) at the given timestamp,
-     * if the state remains unchanged (not accrued) (scaled by WAD).
-     * @param timestamp The timestamp at which to calculate the supply APY.
-     * Must be greater than or equal to `lastUpdate`.
-     * Defaults to `Time.timestamp()` (returns the current supply APY).
-     */
-    function getSupplyApy(borrowApy: bigint, utilization: bigint, fee: bigint): bigint;
-    function getBorrowApy(rateAtTarget: bigint | null, utilization: bigint, _timestamp: number | undefined, _lastUpdate: number): bigint;
-    /**
-     * Lista DAO IRM: computes borrow APY with rate cap/floor clamping.
-     *
-     * Matches the on-chain InterestRateModel._borrowRate logic:
-     * 1. Compute adaptive rate (same as Morpho)
-     * 2. Resolve effective cap: rateCap (or DEFAULT_RATE_CAP if 0), floored by minCap
-     * 3. Clamp avgRate to [rateFloor, cap]
-     * 4. Clamp endRateAtTarget to cap/4
-     */
-    function getListaBorrowApy(rateAtTarget: bigint | null, utilization: bigint, _timestamp: number | undefined, _lastUpdate: number, rateCap?: bigint, rateFloor?: bigint): bigint;
-    function wExp(x: bigint): bigint;
-    function _getBorrowRate(startUtilization: bigint, startRateAtTarget: bigint, elapsed: bigint): {
-        avgBorrowRate: bigint;
-        endBorrowRate: bigint;
-        endRateAtTarget: bigint;
-    };
-}
-//# sourceMappingURL=mathLib.d.ts.map

package/dist/lending/public-data/morpho/utils/mathLib.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/morpho/utils/parsers.d.ts

@@ -1,18 +0,0 @@
-export declare const SECONDS_PER_YEAR = 31556952n;
-/**
- * Returns the per-second rate continuously compounded over a year (scaled by WAD),
- * as calculated in Morpho Blue assuming the market is frequently accrued onchain.
- * @param rate The per-second rate to compound annually (scaled by WAD).
- */
-export declare function rateToApy(rate: bigint): bigint;
-export declare function parseLtv(ltv: bigint | number | string): number;
-/**
- * Morpho Blue liquidation incentive factor (LIF) and penalty fraction.
- * The protocol defines LIF = min(1.15, 1 / (0.3 * lltv + 0.7)) where `lltv`
- * is the loan-to-value as a 0..1 fraction. The liquidation penalty a
- * liquidator earns is the fraction `LIF - 1` (e.g. 0.05 = 5%).
- * Moolah (Lista) reuses the same Morpho-style constants.
- */
-export declare function liquidationPenaltyFromLltv(lltv: number): number;
-export declare function formatNr(n: string | bigint, d: number): number;
-//# sourceMappingURL=parsers.d.ts.map

package/dist/lending/public-data/morpho/utils/parsers.d.ts.map

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

@@ -1,42 +0,0 @@
-import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
-import { AdditionalYields, GenericTokenList } from '../../../types';
-import type { RiverMarketsRaw } from './types';
-/**
- * Synthesized per-TroveManager lender key, e.g. `RIVER_8453_2` (= Base cbBTC
- * market). The CHAIN ID is part of the key (Fluid convention) so keys stay
- * GLOBALLY unique — River deploys the same factory indexes on BNB, Base and
- * Hemi with different collaterals.
- */
-export declare function riverLenderKey(lender: string, chainId: string | number, index: number): string;
-/** Recover `{ lender, chainId, index }` from a per-market key (or undefined). */
-export declare function riverKeyParts(key: string): {
-    lender: string;
-    chainId: string;
-    index: number;
-} | undefined;
-/**
- * Map one River deployment's on-chain batch into the shared
- * `MorphoGeneralPublicResponse` shape, keyed by `RIVER_<chainId>_<TM_INDEX>` — one key
- * per TroveManager (collateral market).
- *
- * Per market:
- *  - COLLATERAL entry: totals = market collateral; LTV = 1/MCR; the
- *    "liquidation penalty" is approximated as MCR − 1 (V1-style liquidation
- *    hands the SP the WHOLE trove collateral, so the borrower's max loss at
- *    liquidation ≈ the ICR buffer — there is no fixed penalty parameter);
- *  - LOAN entry (satUSD): `totalDebt` = market debt; the interest rate is
- *    PROTOCOL-SET (currently 0% → `variableBorrowRate` 0); the one-off
- *    decaying-baseRate MINT FEE is NOT an APR and therefore lives in
- *    `params.market.river.mintFeeRate` (WAD string), not in the rate fields;
- *    `borrowLiquidity` = min(coll·price/MCR − debt, maxSystemDebt − debt).
- *  - The single per-chain StabilityPool ("earn") is attached to market
- *    index 0 ONLY (its loan-row `totalDeposits`); other markets report 0 so
- *    chain aggregates do not double-count. SP yield is 0 while the protocol
- *    rate is 0% (SP earns liquidation gains + OSHI emissions only).
- */
-export declare function convertRiverMarketsToResponse(raw: RiverMarketsRaw, chainId: string, prices?: {
-    [asset: string]: number;
-}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
-    [m: string]: MorphoGeneralPublicResponse;
-};
-//# sourceMappingURL=convertPublic.d.ts.map

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

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

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

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

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

@@ -1,11 +0,0 @@
-import type { RiverMarketsRaw } from './types';
-/**
- * Fetch all market data of ONE River deployment — FULLY ON-CHAIN via one
- * retrying multicall (no API/indexer). TroveManager list + owner-mutable
- * params come from lender-metadata (`riverConfig`/`riverMarkets`, keyed
- * lender → chain); this fetch reads the LIVE totals + current mint-fee rate +
- * oracle price. `fetchPrice` is nonpayable but simulates fine under the
- * multicall eth_call (same trick as Liquity).
- */
-export declare function fetchRiverMarkets(lender: string, chainId: string): Promise<RiverMarketsRaw>;
-//# sourceMappingURL=fetchPublic.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"fetchPublic.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/river/fetchPublic.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAkB,eAAe,EAAE,MAAM,SAAS,CAAA;AAW9D;;;;;;;GAOG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,MAAM,EACd,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,eAAe,CAAC,CA2D1B"}

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

@@ -1,4 +0,0 @@
-export { fetchRiverMarkets } from './fetchPublic';
-export { convertRiverMarketsToResponse, riverLenderKey, riverKeyParts, } from './convertPublic';
-export type { RiverMarketRaw, RiverMarketsRaw } from './types';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/river/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,eAAe,CAAA;AACjD,OAAO,EACL,6BAA6B,EAC7B,cAAc,EACd,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,cAAc,EAAE,eAAe,EAAE,MAAM,SAAS,CAAA"}