@1delta/margin-fetcher 0.0.341 → 0.0.400

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

@@ -1,32 +0,0 @@
-import type { RiverChainData, RiverConfigChain, RiverMarketConfig } from '@1delta/data-sdk';
-/**
- * Raw per-TroveManager on-chain snapshot of a River deployment. All bigints
- * are raw units straight from the multicall; `null` marks a failed
- * (allowFailure) read — the converter degrades gracefully per field.
- */
-export interface RiverMarketRaw {
-    market: RiverMarketConfig;
-    /** TroveManager.getEntireSystemDebt() — total market debt incl. redistribution */
-    entireDebt: bigint | null;
-    /** TroveManager.getEntireSystemColl() */
-    entireColl: bigint | null;
-    /** TroveManager.getBorrowingRateWithDecay() — the CURRENT one-off mint-fee rate (WAD) */
-    mintFeeRate: bigint | null;
-    /** TroveManager.interestRate() — ongoing annual borrow rate (WAD; 0 = no interest, Prisma model) */
-    interestRate: bigint | null;
-    /** TroveManager.fetchPrice() — oracle price, 1e18 USD (nonpayable, simulated) */
-    price: bigint | null;
-    /** TroveManager.getTroveOwnersCount() */
-    troveCount: bigint | null;
-}
-/** Raw public-data batch for ONE River deployment (lender) on one chain. */
-export interface RiverMarketsRaw {
-    /** The deployment's bare lender key, `RIVER`. */
-    lender: string;
-    config: RiverConfigChain | undefined;
-    chainData: RiverChainData | undefined;
-    /** Single per-chain StabilityPool size (diamond facet). */
-    spDeposits: bigint | null;
-    markets: RiverMarketRaw[];
-}
-//# sourceMappingURL=types.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v2/convertPublic.d.ts

@@ -1,28 +0,0 @@
-import type { AdditionalYields } from '../../../types';
-import type { GenericTokenList } from '../../../types/general';
-import type { SiloApiEntry } from './fetchPublic';
-/**
- * Convert a Silo GraphQL `silos.items` response into the same per-pair
- * shape emitted by the on-chain Silo v2 parser
- * (`getSiloV2ReservesDataConverter`).
- *
- * Per API silo entry we emit exactly one per-pair lender key
- * (`SILO_V2_<configAddress>`) carrying BOTH sides of the pair as reserve
- * entries, keyed by `createMarketUid(chainId, lender, siloAddress)`.
- *
- * The API's dynamic fields (`supply`, `borrowed`, `borrowRate`,
- * `depositRate`, `supplyUsd`, `borrowedUsd`) are decimal strings already
- * denominated in token units — we consume them directly without any wei /
- * 1e18 shifting. `lt` and `maxLtv` stay as 1e18-scaled bigint strings.
- *
- * Static metadata the API does not expose (protected share token, per-side
- * IRM address unless present, hook receiver) is pulled from the data-sdk
- * registry via `getSiloV2MarketEntry`. If the registry has no entry for a
- * given `configAddress` we skip it — the on-chain path owns discovery.
- */
-export declare function convertSiloMarketsToPublicResponse(apiItems: SiloApiEntry[], chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields?: AdditionalYields, tokenList?: GenericTokenList): {
-    [lender: string]: any;
-};
-//# sourceMappingURL=convertPublic.d.ts.map

package/dist/lending/public-data/silo-v2/convertPublic.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v2/fetchPublic.d.ts

@@ -1,85 +0,0 @@
-/**
- * Chains for which the Silo GraphQL indexer has data. For any chain not in
- * this set, the caller must fall back to the on-chain path.
- */
-export declare const SILO_API_SUPPORTED_CHAIN_IDS: Set<string>;
-export type SiloApiMarket = {
-    index: number;
-    inputTokenId: string;
-    inputToken?: {
-        id: string;
-        symbol: string;
-        decimals: number;
-    } | null;
-    lt: string;
-    maxLtv: string;
-    liquidationTargetLtv?: string | null;
-    daoFee?: string | null;
-    deployerFee?: string | null;
-    liquidationFee?: string | null;
-    flashLoanFee?: string | null;
-    borrowRate: string;
-    depositRate: string;
-    supply: string;
-    borrowed: string;
-    supplyUsd: number | null;
-    borrowedUsd: number | null;
-    liquidityUsd?: number | null;
-    utilization: string;
-    collateralAssetsSupply?: string | null;
-    collateralAssetsSupplyUsd?: number | null;
-    liquidity?: string | null;
-    solvencyOracleAddress?: string | null;
-    maxLtvOracleAddress?: string | null;
-    interestRateModelId?: string | null;
-    sTokenId?: string | null;
-    spTokenId?: string | null;
-    dTokenId?: string | null;
-    solvencyOracle?: {
-        id: string;
-        quote: string;
-        quoteTimestamp: string;
-        baseTokenId: string;
-        quoteTokenId: string;
-    } | null;
-    maxLtvOracle?: {
-        id: string;
-        quote: string;
-        quoteTimestamp: string;
-    } | null;
-};
-export type SiloApiEntry = {
-    id: string;
-    chainId: number;
-    configAddress: string;
-    name?: string | null;
-    protocol?: {
-        protocolVersion: string;
-    } | null;
-    market1: SiloApiMarket;
-    market2: SiloApiMarket;
-};
-/**
- * Lightweight Silo GraphQL fetch that requests ONLY the fields the
- * oracle-price prefetch parser consumes (`siloV{2,3}Graphql.ts`).
- *
- * Same endpoint and filter semantics as `fetchSiloMarkets`, but the trimmed
- * payload is small enough to avoid the per-IP rate-limiting the full query
- * triggers when run frequently across multiple chains.
- */
-export declare function fetchSiloMarketsLite(chainId: string, options?: {
-    protocolVersion?: 'v2' | 'v3';
-    limit?: number;
-}): Promise<SiloApiEntry[]>;
-/**
- * Fetch all Silo v2/v3 silos for a single chain from the GraphQL indexer.
- *
- * Returns the raw `silos.items` list (optionally filtered to a specific
- * protocol version). Throws on HTTP / GraphQL errors so the caller can
- * distinguish "API failed → fall back to RPC" from "API returned nothing".
- */
-export declare function fetchSiloMarkets(chainId: string, options?: {
-    protocolVersion?: 'v2' | 'v3';
-    limit?: number;
-}): Promise<SiloApiEntry[]>;
-//# sourceMappingURL=fetchPublic.d.ts.map

package/dist/lending/public-data/silo-v2/fetchPublic.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v2/irmRates.d.ts

@@ -1,38 +0,0 @@
-/**
- * Silo V2 InterestRateModelV2 rate computation — stripped-down transplant
- * of the logic in `@1delta/irm-sdk/models/silo/kink-v2.ts`.
- *
- * Kept here so the margin-fetcher doesn't need to depend on the full
- * irm-sdk for a single rate call. The model shape is shared between
- * Silo v2 and v3 (v3 reuses the exact same IRM contract), so this helper
- * serves both parsers.
- */
-import type { SiloHalfStatic } from '@1delta/data-sdk';
-/** Raw IRM params (int256 values at 1e18 scale). */
-export interface SiloIRMParams {
-    uopt: bigint;
-    ucrit: bigint;
-    ulow: bigint;
-    klin: bigint;
-    ki: bigint;
-    kcrit: bigint;
-    klow: bigint;
-    beta: bigint;
-    ri: bigint;
-    Tcrit: bigint;
-    /** Decimal fraction (0..1), optional. */
-    daoFee?: number;
-    /** Decimal fraction (0..1), optional. */
-    deployerFee?: number;
-}
-/**
- * Parse the IRM.getConfig(silo) tuple into `SiloIRMParams`.
- * Returns null when the call reverted or returned an unexpected shape.
- */
-export declare function parseIRMConfig(raw: any, half: SiloHalfStatic): SiloIRMParams | null;
-/** Borrow + deposit rates (APR %) given the IRM state and utilization. */
-export declare function calculateSiloRates(utilization: number, params: SiloIRMParams): {
-    borrowRate: number;
-    depositRate: number;
-};
-//# sourceMappingURL=irmRates.d.ts.map

package/dist/lending/public-data/silo-v2/irmRates.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v2/publicCallBuild.d.ts

@@ -1,25 +0,0 @@
-/**
- * Per Silo v2 pair we emit 6 multicall entries (3 per side):
- *   silo0.totalAssets()       — total deposits incl. accrued interest
- *   silo0.getDebtAssets()     — total borrows
- *   irm0.getConfig(silo0)     — full IRM config for rate derivation
- *   silo1.totalAssets()
- *   silo1.getDebtAssets()
- *   irm1.getConfig(silo1)
- *
- * Each pair lives under its own per-pair lender key (`SILO_V2_<HEX>`),
- * resolved via `getSiloV2MarketEntry`. All static metadata (oracle, lt,
- * fees, decimals, share tokens) still lives on the entry so it's never
- * fetched.
- *
- * Rates are computed in the parser from the IRM config + current utilization
- * (see `publicCallParse.ts`). We call the silo's own `interestRateModel`
- * directly instead of `SiloLens.get{Deposit,Borrow}APR` — the lens ABI has
- * varied across deployments, while the IRM's `getConfig(silo)` shape is
- * stable. If a particular IRM reverts or returns an unexpected layout, the
- * parser falls back to 0% rather than poisoning the whole batch.
- */
-export declare const SILO_V2_CALLS_PER_SIDE = 3;
-export declare const SILO_V2_CALLS_PER_PAIR: number;
-export declare function buildSiloV2LenderReserveCall(_chainId: string, lender: string): any[];
-//# sourceMappingURL=publicCallBuild.d.ts.map

package/dist/lending/public-data/silo-v2/publicCallBuild.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v2/publicCallParse.d.ts

@@ -1,25 +0,0 @@
-import type { AdditionalYields } from '../../../types';
-import type { GenericTokenList } from '../../../types/general';
-/**
- * Parse the dynamic state returned by `buildSiloV2LenderReserveCall` for a
- * single Silo v2 pair (one per-pair lender key `SILO_V2_<HEX>`).
- *
- * Result layout (6 slots):
- *   [totalAssets0, debtAssets0, depositAPR0, totalAssets1, debtAssets1, depositAPR1]
- *
- * Both sides are borrowable and serve as collateral for the OPPOSITE side, so
- * each silo emits a reserve entry whose `borrowingEnabled` and
- * `collateralActive` flags are both true. The collateral factor / LLTV used
- * for the reserve is the LLTV of the *other* silo (the side that holds the
- * collateral when borrowing this asset).
- *
- * Static metadata (decimals, oracle, lt, fees, share tokens) comes entirely
- * from `getSiloV2MarketEntry()` and never hits the chain on this code path.
- */
-export declare const getSiloV2ReservesDataConverter: (lender: string, chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields: AdditionalYields, tokenList?: GenericTokenList) => [(data: any[]) => {
-    data: any;
-    chainId: string;
-} | undefined, number];
-//# sourceMappingURL=publicCallParse.d.ts.map

package/dist/lending/public-data/silo-v2/publicCallParse.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v3/convertPublic.d.ts

@@ -1,9 +0,0 @@
-import type { AdditionalYields } from '../../../types';
-import type { GenericTokenList } from '../../../types/general';
-import type { SiloApiEntry } from '../silo-v2/fetchPublic';
-export declare function convertSiloV3MarketsToPublicResponse(apiItems: SiloApiEntry[], chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields?: AdditionalYields, tokenList?: GenericTokenList): {
-    [lender: string]: any;
-};
-//# sourceMappingURL=convertPublic.d.ts.map

package/dist/lending/public-data/silo-v3/convertPublic.d.ts.map

@@ -1 +0,0 @@
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package/dist/lending/public-data/silo-v3/publicCallBuild.d.ts

@@ -1,22 +0,0 @@
-/**
- * Silo v3 on-chain public-data call builder.
- *
- * Mirror of `silo-v2/publicCallBuild.ts`. v3 reuses the v2 on-chain ABI
- * (`Silo.sol` → `totalAssets()` / `getDebtAssets()`) and IRM shape
- * (`InterestRateModelV2.getConfig(silo)`). The only difference is the
- * registry getter (`getSiloV3MarketEntry`).
- *
- * Per Silo v3 pair we emit 6 multicall entries (3 per side):
- *   silo0.totalAssets()
- *   silo0.getDebtAssets()
- *   irm0.getConfig(silo0)
- *   silo1.totalAssets()
- *   silo1.getDebtAssets()
- *   irm1.getConfig(silo1)
- *
- * Rates are derived in the parser from the IRM config + current utilization.
- */
-export declare const SILO_V3_CALLS_PER_SIDE = 3;
-export declare const SILO_V3_CALLS_PER_PAIR: number;
-export declare function buildSiloV3LenderReserveCall(_chainId: string, lender: string): any[];
-//# sourceMappingURL=publicCallBuild.d.ts.map

package/dist/lending/public-data/silo-v3/publicCallBuild.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"publicCallBuild.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/silo-v3/publicCallBuild.ts"],"names":[],"mappings":"AAIA;;;;;;;;;;;;;;;;;GAiBG;AACH,eAAO,MAAM,sBAAsB,IAAI,CAAA;AACvC,eAAO,MAAM,sBAAsB,QAA6B,CAAA;AAEhE,wBAAgB,4BAA4B,CAC1C,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,MAAM,SA6Bf"}

package/dist/lending/public-data/silo-v3/publicCallParse.d.ts

@@ -1,9 +0,0 @@
-import type { AdditionalYields } from '../../../types';
-import type { GenericTokenList } from '../../../types/general';
-export declare const getSiloV3ReservesDataConverter: (lender: string, chainId: string, prices: {
-    [asset: string]: number;
-}, additionalYields: AdditionalYields, tokenList?: GenericTokenList) => [(data: any[]) => {
-    data: any;
-    chainId: string;
-} | undefined, number];
-//# sourceMappingURL=publicCallParse.d.ts.map

package/dist/lending/public-data/silo-v3/publicCallParse.d.ts.map

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

@@ -1,32 +0,0 @@
-import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
-import { AdditionalYields, GenericTokenList } from '../../../types';
-import type { TellerMarketsRaw } from './types';
-/** Synthesized per-pool lender key, e.g. `TELLER_<POOL_ADDRESS_HEX_UPPER>`. */
-export declare function tellerLenderKey(pool: string): string;
-/** Recover the pool address from a `TELLER_<HEX>` lender key (or undefined). */
-export declare function tellerPoolFromLenderKey(lender: string): string | undefined;
-/**
- * Map the on-chain Teller pool batch into the shared `MorphoGeneralPublicResponse`
- * shape (identical to Exactly/Midnight/Term/River), keyed by
- * `TELLER_<POOL_ADDRESS>` — one key per `LenderCommitmentGroup` pool.
- *
- * Per pool (a fixed principal↔collateral pair):
- *  - a LOAN entry on the principal token: `borrowLiquidity` =
- *    `getPrincipalAmountAvailableToBorrow` (the liquidity gate); the fixed borrow
- *    APR sits on `stableBorrowRate` (fixed-rate convention, like Exactly/Term/
- *    Lista — `variableBorrowRate` stays 0, Teller has no floating leg);
- *  - a COLLATERAL entry on the collateral token with the implied origination LTV
- *    and `liquidationPenalty: 0` (Teller liquidation is TIME-based — a missed
- *    payment past the market window seizes collateral, there is no price-based
- *    penalty parameter);
- *  - `params.market.fixedTerm` = `{ model: 'teller', earlyRepay: 'none' (full
- *    early repay is pro-rata, penalty-free), provider: { kind: 'pool' } }` — a
- *    rolling duration (borrower picks ≤ `maxLoanDuration`), so no market-level
- *    calendar maturity.
- */
-export declare function convertTellerMarketsToResponse(raw: TellerMarketsRaw, chainId: string, prices?: {
-    [asset: string]: number;
-}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
-    [m: string]: MorphoGeneralPublicResponse;
-};
-//# sourceMappingURL=convertPublic.d.ts.map

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

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

@@ -1,16 +0,0 @@
-import type { TellerMarketsRaw } from './types';
-/**
- * Fetch all Teller pool data for a chain — FULLY ON-CHAIN (no API/indexer):
- *  1. one retrying multicall reads each curated `LenderCommitmentGroup` pool's
- *     live state (borrowable liquidity, committed principal, min borrow rate,
- *     collateral requirement, max duration, marketId);
- *  2. a second multicall reads each UNIQUE market's `MarketRegistry`
- *     attestation requirement + open flag — so we can surface which pools gate
- *     borrowers (a permissionless integration must know).
- *
- * The pool list comes from lender-metadata (`tellerPools`). Returns an empty
- * batch when the chain has no Teller pools or the read fails (the converter then
- * emits nothing).
- */
-export declare function fetchTellerMarkets(chainId: string): Promise<TellerMarketsRaw>;
-//# sourceMappingURL=fetchPublic.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"fetchPublic.d.ts","sourceRoot":"","sources":["../../../../src/lending/public-data/teller/fetchPublic.ts"],"names":[],"mappings":"AAOA,OAAO,KAAK,EAAE,gBAAgB,EAAiB,MAAM,SAAS,CAAA;AAS9D;;;;;;;;;;;;GAYG;AACH,wBAAsB,kBAAkB,CACtC,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,gBAAgB,CAAC,CAgK3B"}

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

@@ -1,5 +0,0 @@
-export { fetchTellerMarkets } from './fetchPublic';
-export { convertTellerMarketsToResponse, tellerLenderKey, tellerPoolFromLenderKey, } from './convertPublic';
-export { tellerBpsToPercent, tellerImpliedLtv, tellerToHuman } from './math';
-export type { TellerPoolRaw, TellerMarketsRaw } from './types';
-//# sourceMappingURL=index.d.ts.map

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

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

@@ -1,18 +0,0 @@
-/**
- * Teller rate/scale helpers. Teller expresses APR / interest rates as a `uint16`
- * in BASIS POINTS where 10000 = 100% (NumbersLib `PCT_100 = 1e4`), so the
- * interest on a loan is `principal * apr * duration / (365d * 10000)`.
- */
-/** uint16 basis points → percent (1000 bps → 10). */
-export declare function tellerBpsToPercent(bps: number | null | undefined): number;
-/** raw base units → human number. */
-export declare function tellerToHuman(raw: bigint | null | undefined, decimals: number): number;
-/**
- * Implied max origination LTV of a pool: value of 1 principal token divided by
- * the value of the collateral the pool requires to back it. Note Teller has NO
- * price liquidation — this is the collateral requirement at ORIGINATION, not an
- * ongoing liquidation threshold. Returns 0 when prices or the collateral read
- * are unavailable (informational only).
- */
-export declare function tellerImpliedLtv(collateralPerPrincipal: bigint | null | undefined, collateralDecimals: number, principalPrice: number, collateralPrice: number): number;
-//# sourceMappingURL=math.d.ts.map

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

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

@@ -1,44 +0,0 @@
-import type { TellerPoolConfig } from '@1delta/data-sdk';
-/**
- * Raw on-chain read for ONE Teller `LenderCommitmentGroup` pool. All amounts are
- * raw token base units; `minRateBps` is the pool's min borrow APR in BASIS
- * POINTS (10000 = 100%). Failed reads (allowFailure multicall) arrive as null.
- */
-export interface TellerPoolRaw {
-    /** The curated pool config (addresses + token metadata) from data-sdk. */
-    config: TellerPoolConfig;
-    /** getPrincipalAmountAvailableToBorrow — the live liquidity gate (raw). */
-    available: bigint | null;
-    /** totalPrincipalTokensCommitted — total supplied principal (raw). */
-    committed: bigint | null;
-    /** getMinInterestRate(0) — min borrow APR at current utilization (bps). */
-    minRateBps: number | null;
-    /** getCollateralRequiredForPrincipalAmount(1 principal token) — raw collateral units. */
-    collateralPerPrincipal: bigint | null;
-    /** getMaxLoanDuration() (seconds) — on-chain, authoritative over config. */
-    maxLoanDuration: number | null;
-    /** totalAssets() — ERC-4626 CURRENT principal TVL (V2/V3); null on V1 pools
-     *  (fall back to `committed`). This is the correct "deposits" metric —
-     *  `committed` is a cumulative lifetime counter. */
-    totalAssets: bigint | null;
-    /** getMarketId() — the MarketRegistry market this pool lends into. */
-    marketId: bigint | null;
-    /** Market requires borrower attestation (whitelist) to borrow. Undefined when
-     *  the MarketRegistry read was unavailable. */
-    requiresBorrowerAttestation?: boolean;
-    /** MarketRegistry.isMarketOpen(marketId). Undefined when the read failed. */
-    marketOpen?: boolean;
-    /** Upfront market fee (bps) charged on the borrow (getMarketplaceFee). */
-    marketFeeBps?: number;
-    /** Global TellerV2 protocol fee (bps), added to the market fee. */
-    protocolFeeBps?: number;
-    /** Grace window (seconds) after a payment is due before DEFAULT +
-     *  full-collateral liquidation (getPaymentDefaultDuration). */
-    paymentDefaultDuration?: number;
-}
-/** Raw public-data batch: one multicall over the chain's curated pool list. */
-export interface TellerMarketsRaw {
-    chainId: string;
-    pools: TellerPoolRaw[];
-}
-//# sourceMappingURL=types.d.ts.map

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

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

@@ -1,44 +0,0 @@
-import type { TermMarketConfig } from '@1delta/data-sdk';
-import type { TermAuctionOrders, TermBook, TermBookSource, TermBookTop, TermListing } from './types';
-/** Default Ormi core subgraph endpoints (org 05e9a4e2-…) by chainId. */
-export declare const TERM_SUBGRAPH_BY_CHAIN: Record<string, string>;
-type FetchLike = typeof fetch;
-/** Resolve a chain's Term subgraph URL (override/config → per-chain default → ''). */
-export declare function termApiBaseUrl(chainId: string): string;
-/**
- * GraphQL subgraph source. `getBookTop` derives the fixed APR from the repo's
- * latest completed auction clearing price and open-order depth; `getListings`
- * returns the open secondary-market repo-token orders.
- */
-export declare class TermSubgraphSource implements TermBookSource {
-    private readonly url;
-    private readonly fetchImpl;
-    constructor(url: string, fetchImpl?: FetchLike);
-    private gql;
-    getBookTop(config: TermMarketConfig): Promise<TermBookTop | null>;
-    /**
-     * ONE query → the aggregate top (best APR + FULL depth) PLUS a bounded book
-     * slice (top `maxLevels` open orders per side). `asks` = orders selling repo
-     * tokens (the secondary LEND book); `bids` = the rest (borrow side, usually
-     * empty — Term borrow is sealed-bid auction, not a continuous book). Term
-     * secondary orders carry no per-order rate, so every level shares the market's
-     * clearing APR; the levels expose per-order SIZE for filtering.
-     */
-    getTopAndBook(config: TermMarketConfig, maxLevels?: number): Promise<{
-        top: TermBookTop;
-        book: TermBook;
-    } | null>;
-    getListings(config: TermMarketConfig): Promise<TermListing[] | null>;
-    /**
-     * A user's primary-auction offers + bids for a repo. Offers/bids link to an
-     * `auction`, which links to a `term` (the repo) — so we filter by the
-     * submitter AND the nested `auction_.term`. The revealed price is 0 (Bytes
-     * `unrevealed*Price` still sealed) until the reveal window; `active` marks
-     * submissions whose auction is neither complete nor cancelled.
-     */
-    getAuctionOrders(config: TermMarketConfig, account: string): Promise<TermAuctionOrders | null>;
-}
-/** Default Term public-data source for a chain (subgraph via resolved URL). */
-export declare function createTermBookSource(chainId: string, fetchImpl?: FetchLike): TermBookSource;
-export {};
-//# sourceMappingURL=apiClient.d.ts.map

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

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

@@ -1,21 +0,0 @@
-import type { TermMarketConfig } from '@1delta/data-sdk';
-import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
-import { AdditionalYields, GenericTokenList } from '../../../types';
-import type { TermMarketRaw } from './types';
-/** Synthesized per-market lender key, e.g. `TERM_FINANCE_<TERM_REPO_ID_HEX_UPPER>`. */
-export declare function termLenderKey(termRepoId: string): string;
-/**
- * Map fetched Term repos into the shared `MorphoGeneralPublicResponse` shape
- * (identical to Midnight), keyed by the synthesized `TERM_FINANCE_<id>` lender
- * key. One LOAN entry carries the fixed rates (`variableBorrowRate` = auction
- * borrow APR, `depositRate` = lend APR) + order-book depth as liquidity; one
- * COLLATERAL entry per leg carries the maintenance-ratio → collateralFactor +
- * liquidated-damages → penalty. `params.market.fixedTerm.model = 'term'`.
- */
-export declare function convertTermMarketsToResponse(raw: TermMarketRaw[], chainId: string, prices?: {
-    [asset: string]: number;
-}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
-    [m: string]: MorphoGeneralPublicResponse;
-};
-export type { TermMarketConfig };
-//# sourceMappingURL=convertPublic.d.ts.map

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

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

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

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

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

@@ -1,14 +0,0 @@
-import type { TermBookSource, TermMarketRaw } from './types';
-/**
- * Fetch the current top-of-book + a bounded book chunk for every configured
- * Term repo on a chain.
- *
- * Public data = static repo config (from the `termMarkets` registry) + live
- * secondary-listing / auction rates + depth (from the subgraph source). The
- * aggregate best rate + FULL depth live on `top`; `book` carries the best
- * `TERM_BOOK_LEVELS` open orders per side for downstream filtering. Both are
- * null when the fetch failed and no recent snapshot is cached, and when no data
- * endpoint is configured (rates fall back to 0).
- */
-export declare function fetchTermMarkets(chainId: string, source?: TermBookSource): Promise<TermMarketRaw[]>;
-//# sourceMappingURL=fetchPublic.d.ts.map

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

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

@@ -1,6 +0,0 @@
-export { fetchTermMarkets } from './fetchPublic';
-export { convertTermMarketsToResponse, termLenderKey } from './convertPublic';
-export { TermSubgraphSource, createTermBookSource, termApiBaseUrl, } from './apiClient';
-export { termMaintenanceRatioToLtv, termLiquidatedDamagesToPenalty, termDiscountRateToAprPct, } from './math';
-export type { TermAuctionOrder, TermAuctionOrders, TermBook, TermBookLevel, TermBookSource, TermBookTop, TermListing, TermMarketRaw, } from './types';
-//# sourceMappingURL=index.d.ts.map

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

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

@@ -1,24 +0,0 @@
-/**
- * Term Finance rate/ratio helpers. Term is fixed-rate, so most rates arrive
- * pre-computed from the subgraph; these cover the on-chain-derived cases.
- */
-declare const WAD = 1000000000000000000;
-declare const SECONDS_PER_YEAR: number;
-/**
- * Convert a WAD-scaled maintenance collateral ratio into a loan-to-value
- * fraction. Term over-collateralizes: `maintenanceRatio` is collateral/loan
- * (e.g. 1.25e18 = 125%), so LTV = 1 / (ratio/1e18). Returns 0 for bad input.
- */
-export declare function termMaintenanceRatioToLtv(maintenanceRatio: string | undefined): number;
-/** Convert a WAD-scaled liquidated-damages factor into a penalty fraction (0.05 = 5%). */
-export declare function termLiquidatedDamagesToPenalty(liquidatedDamages: string | undefined): number;
-/**
- * Convert a per-annum discount rate (percent) into the implied fixed lend APR
- * for a repo maturing in `ttmSecs`. For a zero-coupon repo token bought at a
- * discount, the realized annualized yield ≈ the discount rate itself, so this
- * is mostly a pass-through with a floor at 0; kept as a seam for a more precise
- * present-value calc if needed.
- */
-export declare function termDiscountRateToAprPct(discountRatePct: number, _ttmSecs: number): number;
-export { WAD as TERM_WAD, SECONDS_PER_YEAR as TERM_SECONDS_PER_YEAR };
-//# sourceMappingURL=math.d.ts.map

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