@1delta/margin-fetcher 0.0.409 → 0.0.411

package/dist/index.d.ts

@@ -3,7 +3,7 @@ import { Lender } from '@1delta/lender-registry';
 export { isAaveType, isAaveV2Type, isAaveV32Type, isAaveV3Type, isCompoundV3, isCompoundV3Type, isInit, isMorphoType, isMultiMarket, isYLDR } from '@1delta/lender-registry';
 import { DebitData, LenderDebitData, LstAcceptedInput } from '@1delta/calldata-sdk';
 import { RelayProxyConfig } from '@1delta/proxy-fetch';
-import { TermMarketConfig, LiquityBranchConfig, LiquityConfigChain, RiverMarketConfig, RiverConfigChain, RiverChainData, InverseMarketConfig, InverseConfigChain, InverseChainData, TellerPoolConfig, MorphoTypeVaultEntry } from '@1delta/data-sdk';
+import { TermMarketConfig, LiquityBranchConfig, LiquityConfigChain, RiverMarketConfig, RiverConfigChain, RiverChainData, InverseMarketConfig, InverseConfigChain, InverseChainData, UsddMarketConfig, UsddConfigChain, UsddChainData, TellerPoolConfig, MorphoTypeVaultEntry } from '@1delta/data-sdk';
 export { MorphoLensAbi } from '@1delta/abis';
 
 interface GenericCurrency {
@@ -444,16 +444,33 @@ interface FixedTermInfo {
      */
     auction?: FixedTermAuction;
 }
-/** A Lista loan, attached to its own entry in the positions array. */
+/**
+ * A single fixed-term loan, attached to its own entry in the positions array.
+ *
+ * Named for Lista (the first producer) but SHARED by every fixed-term lender
+ * that emits per-loan rows — Lista, Exactly, TermMax, Teller. Fields are
+ * therefore mostly optional and several are lender-specific; see
+ * [FIXED_TERM_REPAY_TERMS.md](../../../../FIXED_TERM_REPAY_TERMS.md) for which
+ * lender populates what and for the exact repay economics behind each number.
+ *
+ * `loanId` is the WRITE TARGET and its meaning differs per lender (Lista posId /
+ * Exactly maturity-as-string / TermMax gtId / Teller bidId) — check the lender
+ * before using it. `termId` is the RATE-MENU id and is NOT interchangeable with
+ * it (Exactly is the only lender where the two coincide, both = maturity).
+ */
 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). */
+     *  posId; for the dynamic (flexible) loan it is the dynamic sentinel (type(uint128).max).
+     *  Other lenders reuse the slot: Exactly = String(maturity), TermMax = gtId, Teller = bidId. */
     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) */
+    /** outstanding debt in loan-token units. Lista: principal + accrued interest.
+     *  Static-face-value lenders (Exactly / TermMax / Term): the EXIT-NOW cost —
+     *  for Exactly that is discounted early and penalty-inflated when overdue, so
+     *  compare against `faceValue` rather than assuming it is the face. */
     debt: string;
     /** locked annualised borrow rate in PERCENT (e.g. 3.857 = 3.857% APR) */
     apr?: number;
@@ -462,9 +479,27 @@ interface ListaTermLoan {
     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 */
+    /** early-repayment penalty (loan-token units) to close the loan now; 0 once matured.
+     *  Lista only — the OPPOSITE sign to Exactly's `earlyRepayDiscount` below. */
     earlyRepayPenalty?: string;
     isMatured?: boolean;
+    /** amount owed AT maturity (principal + fee). Static — no accrual index; it
+     *  grows only via a late penalty where the protocol has one. */
+    faceValue?: string;
+    /** Exactly: rebate for repaying BEFORE maturity (`faceValue − debt`). Exactly
+     *  never charges an early-repay fee, but this is 0 when the fixed pool has no
+     *  unassigned earnings left, so it is not a guaranteed saving. */
+    earlyRepayDiscount?: string;
+    /** Exactly: penalty accrued so far past maturity (`debt − faceValue`). */
+    latePenalty?: string;
+    /** Exactly: further penalty per additional day overdue — LINEAR on face, not
+     *  compounding. */
+    latePenaltyPerDay?: string;
+    /** annualized late-penalty rate in PERCENT (Exactly `penaltyRate`; ~164 %/yr).
+     *  A mutable market parameter, snapshotted per fetch. */
+    latePenaltyApr?: number;
+    /** seconds past maturity; 0 until overdue */
+    secondsLate?: number;
 }
 interface MorphoLendingPositions extends BaseLendingPositions {
     isWhitelisted?: boolean;
@@ -1560,6 +1595,26 @@ interface MarketBook {
     bids: PublicBookLevel[];
     asks: PublicBookLevel[];
 }
+/**
+ * One entry in a fixed-term rate menu. Lives on `params.market.terms` for
+ * single-borrowable-asset markets, and on `data[*].terms` for cross-margin
+ * multi-asset lenders (Exactly), where each asset has its own fixed pools.
+ *
+ * `termId` semantics are LENDER-SPECIFIC — Exactly/TermMax = the unix maturity,
+ * Teller = duration in seconds, Lista = the broker product id, Midnight/Term =
+ * `0` placeholder. See FIXED_TERM_REPAY_TERMS.md.
+ */
+interface MarketTermEntry {
+    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;
+}
 interface MorphoMarket {
     /** the 1delta lender enum */
     lender: string;
@@ -1590,19 +1645,13 @@ interface MorphoMarket {
     /** 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;
-    }[];
+     *  Term/Midnight single-maturity markets).
+     *
+     *  MARKET-LEVEL menu, valid only when the lender key has ONE borrowable asset
+     *  (every isolated-market fixed-term lender). CROSS-MARGIN multi-asset
+     *  lenders — Exactly — carry a menu PER ASSET on `data[*].terms` instead,
+     *  since each asset has its own fixed pools. */
+    terms?: MarketTermEntry[];
     /**
      * Canonical cross-protocol fixed-term descriptor (Lista brokered + Morpho
      * Midnight). Present on fixed-rate/fixed-maturity markets only. See
@@ -1653,7 +1702,7 @@ interface MorphoGeneralPublicResponse {
              *  - `'zeroInterest'` — NO ongoing rate at all (River/Satoshi). The borrow
              *                    cost is the one-off `originationFee`, not an APR.
              */
-            rateModel?: 'variable' | 'userSet' | 'fixedTerm' | 'zeroInterest';
+            rateModel?: 'variable' | 'userSet' | 'fixedTerm' | 'zeroInterest' | 'dbr' | 'protocolSet';
             /**
              * 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
@@ -1663,6 +1712,20 @@ interface MorphoGeneralPublicResponse {
              * only for an effective-cost-since-open view.
              */
             originationFee?: number;
+            /**
+             * PER-ASSET fixed-term rate menu, for CROSS-MARGIN multi-asset fixed-term
+             * lenders (Exactly): one lender key covers every asset, and each asset has
+             * its own fixed pools, so the menu cannot live on `params.market`.
+             * Isolated-market fixed-term lenders (Midnight, Term, Lista broker,
+             * TermMax, Teller) keep using `params.market.terms` — read that as the
+             * fallback when this is absent.
+             */
+            terms?: MarketTermEntry[];
+            /**
+             * PER-ASSET fixed-term descriptor, same rationale as `terms` above
+             * (Exactly). Falls back to `params.market.fixedTerm` when absent.
+             */
+            fixedTerm?: FixedTermInfo;
             rewards?: RewardsList;
             decimals: number;
             config: {
@@ -2521,26 +2584,46 @@ interface ExactlyMarketsRaw {
  */
 declare function fetchExactlyMarkets(chainId: string): Promise<ExactlyMarketsRaw>;
 
-/** Synthesized per-market lender key, e.g. `EXACTLY_<MARKET_ADDRESS_HEX_UPPER>`. */
-declare function exactlyLenderKey(market: string): string;
-/** Recover the Market address from an `EXACTLY_<HEX>` lender key (or undefined). */
-declare function exactlyMarketFromLenderKey(lender: string): string | undefined;
 /**
- * Map the on-chain Previewer batch into the shared `MorphoGeneralPublicResponse`
- * shape (identical to Midnight/Term), keyed by `EXACTLY_<MARKET_ADDRESS>` — one
- * key per asset Market (NOT per maturity; the maturity menu is the market's
- * `params.market.terms[]`, `termId` = maturity timestamp).
+ * The ONE Exactly lender key per chain.
  *
- * Per market:
- *  - the LOAN entry carries the FLOATING rates (`depositRate` /
- *    `variableBorrowRate`) plus the best live fixed borrow APR on
- *    `stableBorrowRate`; its own asset is also collateral (self-pair
- *    adjustFactor²) since Exactly is cross-margin;
- *  - one COLLATERAL entry per SIBLING market (cross-margin: any entered market
- *    collateralizes any borrow) with pairwise LTV = adjF_coll × adjF_borrow
- *    (multiplicative, Dolomite-style) and the Auditor liquidation bonus;
- *  - `params.market.fixedTerm` = `{ model: 'exactly', earlyRepay: 'discount',
- *    fees.latePenaltyApr }` — see the wrapper README for the repay mechanics.
+ * Exactly is a CROSS-MARGIN protocol: a single per-chain `Auditor` (a
+ * Compound-V2-shaped comptroller, NOT a Euler controller) holds one
+ * `enterMarket` bitmap per account, every entered deposit backs debt in ANY
+ * market simultaneously, and health is one global check. The per-asset `Market`
+ * contracts exist because each is the ERC-4626 share token for its asset and
+ * carries that asset's rates / fixed pools — exactly like cUSDC and cETH under
+ * one Comptroller. They are NOT isolated markets.
+ *
+ * So Exactly is modeled like Compound V2: ONE lender key, one entry per asset.
+ * (It was previously split into synthesized `EXACTLY_<MARKET_ADDR>` keys — that
+ * only ever existed because `terms[]` / `fixedTerm` lived on `params.market`,
+ * which assumes one borrowable asset per key. Both now also exist per asset on
+ * `data[*]`, so the split is gone along with the cross-margin collateral
+ * mirroring, the double-count hazard and the optimistic per-key health it
+ * forced. Resolve a Market contract from the ASSET via
+ * `exactlyMarketByAsset(chainId, asset)` — or from the entry's `poolId`.)
+ */
+declare const EXACTLY_LENDER_KEY = "EXACTLY";
+/**
+ * Map the on-chain Previewer batch into the shared `MorphoGeneralPublicResponse`
+ * shape, under the SINGLE cross-margin {@link EXACTLY_LENDER_KEY} — one entry
+ * per ASSET (the Compound V2 shape), never one key per Market.
+ *
+ * Per asset entry:
+ *  - FLOATING rates (`depositRate` / `variableBorrowRate`) plus the best live
+ *    fixed borrow APR on `stableBorrowRate`;
+ *  - its OWN `terms[]` maturity menu (`termId` = the pool's maturity) and its
+ *    OWN `fixedTerm` descriptor pointing at that asset's Market — per-asset
+ *    because each asset has its own fixed pools;
+ *  - risk as `collateralFactor = adjustFactor` + `borrowFactor = 1/adjustFactor`,
+ *    which is the Auditor's own formula (their product = the pairwise LTV);
+ *  - `poolId` / `exactly.market` = the Market contract (the write target).
+ *
+ * Every asset is simultaneously borrowable AND collateral for every other, so
+ * there are no sibling-collateral rows. `params.market` carries only the
+ * pool-wide descriptor (Auditor as `id`, a market-level `fixedTerm` without a
+ * provider address). See the wrapper README for the repay mechanics.
  */
 declare function convertExactlyMarketsToResponse(raw: ExactlyMarketsRaw, chainId: string, prices?: {
     [asset: string]: number;
@@ -2566,7 +2649,15 @@ declare function exactlyPenaltyRateToAprPercent(penaltyRatePerSecond: bigint | u
  */
 declare function exactlyPairLtv(collateralAdjustFactor: bigint | undefined, borrowAdjustFactor: bigint | undefined): number;
 
-/** Per-position fixed-term detail attached to the position row (strings raw). */
+/**
+ * Per-position fixed-term detail attached to the position row (raw strings).
+ *
+ * Carries the FULL exit economics so a repay/withdraw UI needs no second read:
+ * `faceValue` is what is owed/paid at maturity, `previewValue` is what the exit
+ * actually costs/pays RIGHT NOW, and exactly one of `earlyRepayDiscount` /
+ * `earlyExitCost` / `latePenalty` explains the gap. See the "repay terms"
+ * section of the Exactly README for the source-verified formulas.
+ */
 interface ExactlyUserFixedPosition {
     /** unix maturity */
     maturity: number;
@@ -2576,12 +2667,32 @@ interface ExactlyUserFixedPosition {
     principal: string;
     /** face fee locked at trade time (raw asset units) */
     fee: string;
+    /** face value at maturity = principal + fee. Static — Exactly fixed debt does
+     *  NOT accrue an index; it only grows via the late penalty below. */
+    faceValue: string;
     /** live exit value now: withdraw-now / repay-now incl. discount or overdue
      *  penalty (raw asset units) — from the Previewer */
     previewValue: string;
     /** true once maturity passed and the position is still open (borrows accrue
      *  the per-second late penalty until repaid) */
     overdue: boolean;
+    /** seconds past maturity (0 until overdue) */
+    secondsLate: number;
+    /** BORROW before maturity: face − repay-now, the REBATE for repaying early
+     *  (Exactly never charges an early-repay fee). Absent otherwise. */
+    earlyRepayDiscount?: string;
+    /** DEPOSIT before maturity: face − payout-now, the HAIRCUT for exiting a
+     *  fixed deposit early (sold back at the current curve rate). Absent
+     *  otherwise. */
+    earlyExitCost?: string;
+    /** BORROW past maturity: repay-now − face, penalty accrued SO FAR. Absent
+     *  otherwise. */
+    latePenalty?: string;
+    /** BORROW: penalty this position accrues per further day overdue (raw units,
+     *  linear on face — not compounding). Present for borrows only. */
+    latePenaltyPerDay: string;
+    /** market's linear late-penalty rate as an annualized percent (e.g. 164.24) */
+    latePenaltyApr: number;
 }
 
 /**
@@ -2927,6 +3038,108 @@ interface InversePositionInfo {
     dbrSignedBalance: string;
 }
 
+/**
+ * One USDD market (= one collateral ilk) after the on-chain batch.
+ * Raw bigints; `null` = failed allowFailure read. Maker fixed-point:
+ * wad 1e18 / ray 1e27 / rad 1e45.
+ */
+interface UsddMarketRaw {
+    market: UsddMarketConfig;
+    /** Vat.ilks — total normalised debt (wad). */
+    Art: bigint | null;
+    /** Vat.ilks — debt accumulator (ray); debt = Art × rate (rad). */
+    rate: bigint | null;
+    /** Vat.ilks — liquidation-adjusted price (ray): price / (par × mat). */
+    spot: bigint | null;
+    /** Vat.ilks — ilk debt ceiling (rad). */
+    line: bigint | null;
+    /** Vat.ilks — per-urn debt floor (rad). */
+    dust: bigint | null;
+    /** Jug.ilks — per-second stability fee (ray). */
+    duty: bigint | null;
+    /** Spot.ilks — liquidation ratio (ray). */
+    mat: bigint | null;
+    /** gem.balanceOf(gemJoin) — total collateral custodied by the adapter
+     *  (locked ink + unswept gem), gem-native decimals. */
+    joinBalance: bigint | null;
+}
+interface UsddMarketsRaw {
+    lender: string;
+    config?: UsddConfigChain;
+    chainData?: UsddChainData;
+    markets: UsddMarketRaw[];
+}
+
+/** Ilk string → bytes32 (`'WBTC-A'` → right-padded hex). */
+declare const usddIlkBytes32: (ilk: string) => `0x${string}`;
+/**
+ * Fetch all market data of ONE USDD (Maker-fork) deployment — FULLY ON-CHAIN
+ * via one retrying multicall. The ilk roster comes from lender-metadata
+ * (`usddConfig`/`usddMarkets`, discovered + verified by its `update:usdd`
+ * generator); this fetch reads the LIVE Vat/Jug/Spot params per ilk plus the
+ * gem-join balance (total custodied collateral — the Vat keeps no per-ilk
+ * ink total).
+ *
+ * The roster is EMPTY on both EVM chains today (`cdpi() = 0`, no ilk filed —
+ * see USDD_PLAN.md), so this returns zero markets without issuing a
+ * multicall. The code path stays live so the day metadata fills, data flows
+ * with no code change.
+ */
+declare function fetchUsddMarkets(lender: string, chainId: string): Promise<UsddMarketsRaw>;
+
+/**
+ * Synthesized per-ilk lender key, e.g. `USDD_1_WBTC-A`. The CHAIN ID is part
+ * of the key (Fluid/River convention) because Ethereum and BNB run
+ * INDEPENDENT Maker stacks that could file the same ilk string.
+ */
+declare function usddLenderKey(lender: string, chainId: string | number, ilk: string): string;
+/**
+ * Recover `{ lender, chainId, ilk }` from a per-market key (or undefined).
+ * Ilk strings are Maker `<GEM>-<CLASS>` tokens (`WBTC-A`, `PSM-USDT-A`) —
+ * uppercase alphanumerics + dashes; the leading `\d+_` disambiguates from
+ * the bare `USDD` key.
+ */
+declare function usddKeyParts(key: string): {
+    lender: string;
+    chainId: string;
+    ilk: string;
+} | undefined;
+/**
+ * Map one USDD deployment's on-chain batch into the shared
+ * `MorphoGeneralPublicResponse` shape, keyed `USDD_<chainId>_<ILK>` — one key
+ * per collateral ilk.
+ *
+ * Per market:
+ *  - COLLATERAL entry: totals = the gem-join balance (the Vat keeps no
+ *    per-ilk ink total; the adapter custodies locked + unswept gems);
+ *    LTV = 1/mat; liquidation penalty = chop − 1 (Dog.chop, wad).
+ *  - LOAN entry (USDD): `totalDebt` = Art × rate (rad → human);
+ *    `variableBorrowRate` = the stability fee as a nominal APR percent —
+ *    `(duty − RAY)/RAY × YEAR_SECONDS × 100`, the same annualisation as the
+ *    Pot's dsr in the savings fetcher (never `^ seconds − 1`, which is the
+ *    APY); `borrowLiquidity` = ceiling headroom `(line − Art × rate)/1e45`.
+ *    There is NO protocol supply side (USDD is Vat-minted) — the earn side
+ *    is sUSDD, carried by the savings provider, so `totalDeposits` on the
+ *    loan row is 0 and `depositRate` 0 here.
+ *  - Collateral price: Vat.spot × mat (both ray) recovers the par-adjusted
+ *    OSM price without reading the pip (whitelisted `peek` would revert);
+ *    shared price map as fallback.
+ */
+declare function convertUsddMarketsToResponse(raw: UsddMarketsRaw, chainId: string, prices?: {
+    [asset: string]: number;
+}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
+    [m: string]: MorphoGeneralPublicResponse;
+};
+
+/** Per-CDP position detail attached to the debt row (raw strings). */
+interface UsddPositionInfo {
+    /** DssCdpManager id — the sub-account id and every write op's target. */
+    cdpId: string;
+    /** Urn handle in the Vat. */
+    urn: string;
+    ilk: string;
+}
+
 /**
  * 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
@@ -5018,11 +5231,41 @@ interface LstWithdrawalRequest {
      *  ERC-7540 requestId, …). Encoded as a string for cross-protocol
      *  uniformity. */
     requestId: string;
-    /** Raw underlying amount the request will return on claim. Wei-like
-     *  integer string. Some protocols only know this at claim time
-     *  (queue-finalization with floating finalization rate) — those
-     *  surface the **expected** amount at request time. */
+    /** Raw amount the request will return on claim, in the token that
+     *  escrow actually pays out. Wei-like integer string. Some protocols
+     *  only know this at claim time (queue-finalization with a floating
+     *  finalization rate) — those surface the **expected** amount at
+     *  request time.
+     *
+     *  Strata is the one entry where the denomination is not simply the
+     *  vault's underlying, and it is easy to get wrong: the escrow is
+     *  **keyed** by the collateral token (`finalize(sUSDe, user)`) but the
+     *  amount it records is whatever that leg settles in — the tranche's
+     *  `asset()` (USDe) on the UnstakeCooldown, which books Ethena's
+     *  unstake output, and collateral-token shares on the ERC20Cooldown.
+     *  We do not normalize between them; read `withdrawQueue` to tell the
+     *  legs apart. Fork-verified for the UnstakeCooldown leg 2026-08-04
+     *  (10,000 USDe in → 9,997.5 USDe out at a 2.49 bps exit fee, with
+     *  zero sUSDe paid); the ERC20Cooldown denomination is read off the
+     *  strategy source, which escrows `sUSDe.previewWithdraw(baseAssets)`
+     *  shares. */
     amountUnderlying: string;
+    /** Raw share amount of the request, for protocols whose claim call
+     *  takes shares (ERC-7540 `redeem`, sUSD3's plain 4626 `redeem`).
+     *  Passed back verbatim into the claim builder. */
+    shares?: string;
+    /** The escrow contract this request actually lives on, when the
+     *  protocol runs more than one and the registry's default is not
+     *  necessarily the right claim target. Strata gives each market both
+     *  an `UnstakeCooldown` (base-asset leg) and an `ERC20Cooldown`
+     *  (collateral-token leg) — a claim built against the wrong one is a
+     *  no-op — so the reader reports which. Passed back verbatim into
+     *  the claim builder. */
+    withdrawQueue?: string;
+    /** The token the escrow books this request under, when the claim
+     *  call takes it as an argument (Strata's
+     *  `finalize(claimToken, user)`). Passed back verbatim. */
+    claimToken?: string;
     /** Status discriminator. */
     status: LstWithdrawalStatus;
     /** Unix seconds when the request becomes claimable. Set for
@@ -5059,7 +5302,7 @@ type LstWithdrawalStatus =
  | 'expired';
 /** Withdrawal-reader implementation kind — drives which enumeration
  *  function the user is queried against. */
-type LstWithdrawalReaderKind = 'lidoQueue' | 'etherfiNft' | 'yieldNestNft' | 'staderEthxQueue' | 'staderMaticXQueue' | 'renzoQueue' | 'kelpQueue' | 'benqiSavaxQueue' | 'beetsStSQueue' | 'hyperbeatBeHype7540' | 'erc7540' | 'ethenaCooldown' | 'swellNft' | 'stakeWiseSubgraph' | 'mantleCallerSuppliedIds' | 'pufferCallerSuppliedIds' | 'trufinCallerSuppliedIds' | 'lairCallerSuppliedIds' | 'stceloAccountQueue' | 'kinetiqQueue' | 'beHypeQueue' | 'valantisBurnQueue' | 'listaQueue' | 'iberaQueue' | 'primeStakingQueue' | 'berapawRedeemQueue' | 'stellaUnbondQueue' | 'eventsOnly' | 'noQueue' | 'unverified';
+type LstWithdrawalReaderKind = 'lidoQueue' | 'etherfiNft' | 'yieldNestNft' | 'staderEthxQueue' | 'staderMaticXQueue' | 'renzoQueue' | 'kelpQueue' | 'benqiSavaxQueue' | 'beetsStSQueue' | 'hyperbeatBeHype7540' | 'erc7540' | 'ethenaCooldown' | 'susd3Cooldown' | 'strataCooldown' | 'swellNft' | 'stakeWiseSubgraph' | 'mantleCallerSuppliedIds' | 'pufferCallerSuppliedIds' | 'trufinCallerSuppliedIds' | 'lairCallerSuppliedIds' | 'stceloAccountQueue' | 'kinetiqQueue' | 'beHypeQueue' | 'valantisBurnQueue' | 'listaQueue' | 'iberaQueue' | 'primeStakingQueue' | 'berapawRedeemQueue' | 'stellaUnbondQueue' | 'eventsOnly' | 'noQueue' | 'unverified';
 /** Map keyed by lowercased LST share-token address. The orchestrator
  *  fetches all LSTs on a chain in parallel and returns this map
  *  (possibly with empty arrays for LSTs the user has no requests
@@ -5105,6 +5348,17 @@ interface LstWithdrawalRegistryEntry {
     /** Polygon IStakeManager — only for `staderMaticXQueue`. The
      *  finalization check requires `epoch()` + `withdrawalDelay()`. */
     polygonStakeManager?: string;
+    /** Second escrow contract probed with the same reader — only for
+     *  `strataCooldown`, where a market runs both an `UnstakeCooldown`
+     *  (base-asset leg, in `withdrawalContract`) and an `ERC20Cooldown`
+     *  (collateral-token leg). Lowercased. */
+    secondaryWithdrawalContract?: string;
+    /** The token an escrow's requests are booked under — only for
+     *  `strataCooldown` (`balanceOf(escrowToken, user)` /
+     *  `finalize(escrowToken, user)`). The market's staked collateral
+     *  (sUSDe, sNUSD, mHYPER, …), NOT the tranche's `asset()`.
+     *  Lowercased. */
+    escrowToken?: string;
 }
 /** Returns the withdrawal-registry entries for a chain, or `[]`. */
 declare const getLstWithdrawalRegistry: (chainId: string, extraEntries?: LstWithdrawalRegistryEntry[]) => LstWithdrawalRegistryEntry[];
@@ -7458,4 +7712,4 @@ interface FetchTokenBalancesOptions {
  */
 declare function fetchTokenBalances(chainId: string, account: string, tokens: string[], options?: FetchTokenBalancesOptions): Promise<TokenBalanceResult>;
 
-export { type AaveMetadata, type AaveV2Public, type AaveV2UserReserveResponse, type AaveV3Public, type AaveV3UserReserveResponse, type AdditionalYields, ApiBookSource, type AprData, type BalanceData, type BaseLendingPosition, type BasicReserveResponse, type ChainDiagnostic, type ChainLinkResponse, type ChainQuery, type ChainSummary, type CompoundV2Metadata, type CompoundV3Public, type CompoundV3UserReserveResponse, type ConfigEntry, type CoreValidators, DEFAULT_MIDNIGHT_API, DEFAULT_OUTLIER_GUARD, DEFAULT_STALE_REJECT_SECONDS, DEFAULT_TERMMAX_API, type Denomination, type DepthMap, EMPTY_BALANCE, type EModeAssets, type EModeData, type EModeResult, type EulerEarnVault, type EulerEarnVaults, type EulerV2Metadata, type ExactlyFixedPool, type ExactlyFixedPosition, type ExactlyMarketAccount, type ExactlyMarketsRaw, type ExactlyUserFixedPosition, type ExtraValidationCall, type FeedObservation, type FeedStat, type FeedStatsMap, type FeedTimestampMap, type FetchListaVaultsFromChainOptions, type FetchMorphoVaultsFromChainOptions, type FetchOraclePricesOptions, type FetchTokenBalancesOptions, type FlattenPriorityConfig, type FluidFToken, type FluidFTokens, type FullLenderRewardsMap, GMX_API_HOSTS, GMX_READ_CONTRACTS, GMX_SUPPORTED_CHAINS, type GenericCurrency, type GenericTokenList, type GetVaultPublicDataAllOptions, type GmxExecutionFees, type GmxPendingDeposit, type GmxPendingWithdrawal, type GmxReadContracts, type GmxUserBalance, type GmxUserPositions, type GmxUserPositionsOptions, type GmxVault, type GmxVaultKind, type GmxVaults, type GmxVaultsFetchOptions, type GroupAccumulator, HYPERCORE_VAULT_REGISTRY, type HypercoreLockStatus, type HypercoreUserPositionsOptions, type HypercoreVault, type HypercoreVaultPosition, type HypercoreVaultRegistryEntry, type HypercoreVaults, type HypercoreVaultsFetchOptions, IDLE_MARKET_ID, INTERFACE_IDS, type InitMetadata, type InitPublic, type InitUserReserveResponse, type InterfaceKind, type InverseMarketRaw, type InverseMarketsRaw, type InversePositionInfo, LAGOON_API_URL, LAGOON_CHAIN_IDS, type LagoonApiVault, type LagoonSyncMode, type LagoonVault, type LagoonVaults, type LenderConfigData, type LenderConfigMap, type LenderCrossPoolMeta, type LenderData, type LenderDataEntry, type LenderInfo, type LenderInfoMap, type LenderPublicBase, type LenderRewardsMap, type LenderSummary, type LenderToLenderCrossPoolMeta, type LenderTotalAmounts, type LenderUserQuery, type LenderUserResponse, type LenderYieldComplete, type LenderYields$1 as LenderYields, LendingMode, type LiquityBranchRaw, type LiquityDiscoveredTrove, type LiquityDiscovery, type LiquityMarketsRaw, type LiquitySpInfo, type LiquityTroveInfo, type ListaMarketOverrides, type LoopPostTradeMetrics, type LstDelegation, type LstDelegationKind, type LstValidator, type LstWithdrawalFetchOptions, type LstWithdrawalRegistryEntry, type LstWithdrawalRequest, type LstWithdrawalRequestsByLst, type LstWithdrawalStatus, MORPHO_LENS, MaxParamThresholds, type MergedUserData, type MidnightBook, type MidnightBookLevel, type MidnightBookSource, type ModeBase, type MorphoMarketOverrides, type MorphoSubgraphProxyConfig, type MorphoUserMarketBalance, type MorphoUserReserveResponse, type MorphoVault, type MorphoVaults, type MulticallRpcBatch, type NumberMap, type OracleDiagnostics, type OraclePriceEntry, type OraclePricesResult, type OutlierGuardConfig, type ParsedBalanceData, type ParsedResponse, type ParsedUserBalance, type PermissionParams, type PoolData, type PoolWithMeta, type PortfolioSummary, type PortfolioTotals, type PostTradeMetrics, type PreparedCall, type PreparedMergedMulticallParams, type PreparedMergedRpcCalls, type PreparedTokenBalanceRpcCalls, type PreparedUserDataRpcCalls, type PriceDerivation, type PriceSelection, type ProtocolParams, type ProviderOptions, type RawRpcBatch, type RawRpcCall, type RawRpcResponse, type RiverMarketRaw, type RiverMarketsRaw, type RiverPositionInfo, STABLECOIN_SYMBOLS, STCELO_MANAGER_ADDRESS, type SelectPricesOptions, type SiloVault, type SiloVaults, type StCeloValidatorGroup, type StaleFeedEntry, type StructuredOraclePrices, type SubAccountSummary, type SumerPositionInput, type SummaryAprData, type SummaryBalanceData, TELLER_CALLS_PER_BID, TERMMAX_CALLS_PER_ACCOUNT, DECIMAL_BASE as TERMMAX_DECIMAL_BASE, TERMMAX_LIQUIDATION_PENALTY, TERMMAX_LIQUIDATION_WINDOW_SECS, TERMMAX_LIQUIDATOR_BONUS, TERMMAX_PARTIAL_CLOSE_FACTOR, TERMMAX_PARTIAL_LIQUIDATION_THRESHOLD_USD, type TellerDiscoveredBid, type TellerDiscovery, type TellerMarketsRaw, type TellerPoolRaw, type TermAuctionOrder, type TermAuctionOrders, type TermBookSource, type TermBookTop, type TermListing, type TermMarketRaw, TermMaxApiSource, type TermMaxBookTop, type TermMaxCurveSegment, type TermMaxDataSource, type TermMaxDiscovery, type TermMaxFeeConfig, type TermMaxMarketConfig, type TermMaxMarketRaw, type TermMaxOrderState, TermSubgraphSource, type TokenApprovalMeta, type TokenApprovalParams, type TokenBalanceEntry, type TokenBalanceQuery, type TokenBalanceResult, type TokenEntry, type TokenList, type TokenListInput, type TrackerDiagnostic, UPSHIFT_CHAIN_IDS, UPSHIFT_VAULTS_URL, type USDPriceMap, type UpshiftApiAsset, type UpshiftApiVault, type UpshiftVault, type UpshiftVaults, type UserApr, type UserConfig, type UserData, type UserDataResult, type UserLendingPosition, VAULT_SHARE_PRICE_PROBE, VOLATILE_VAULT_OVERRIDES, type VaultAprResult, type VaultClassification, type VaultClassificationFields, type VaultLookupEntry, type VaultMarketExposure, type VaultProvider, type VaultPublicDataAll, type VaultPublicDataResult, type VaultYieldSeries, type VaultYieldSnapshot, type YDaemonVault, YEARN_CHAIN_IDS, YEARN_YDAEMON_BASE, type YearnVault, type YearnVaultKind, type YearnVaults, type YieldProfile, accountDepositListKey, accountWithdrawalListKey, appendSnapshot, applyPositionDelta, attachPricesToFlashLiquidity, buildFluidFTokensCall, buildLiquityUserCall, buildLoopResult, buildMorphoTypeCall, buildMorphoTypeUserCallWithLens, buildPortfolioTotals, buildSumerAccumulators, buildSummaries, buildTellerUserCall, buildTermMaxUserCall, buildVaultLookup, calculateLeverage, calculateNetApr, calculateOverallNetApr, calculateWeightedAverage, classifyFreshness, classifyReliability, classifyVault, collectFeedObservations, computeBorrowDelta, computeCloseTradeDeltas, computeCollateralSwapDeltas, computeDebtSwapDeltas, computeDepositDelta, computeEModeAnalysis, computeOpenTradeDeltas, computePostTradeMetrics, computeRepayDelta, computeSumerBorrowDelta, computeSumerDepositDelta, computeSumerRepayDelta, computeSumerWaterfall, computeSumerWithdrawDelta, computeVaultApr, computeWithdrawDelta, computeZapTradeDeltas, consensusReference, convertExactlyMarketsToResponse, convertInverseMarketsToResponse, convertLenderUserDataResult, convertLiquityMarketsToResponse, convertRiverMarketsToResponse, convertTellerMarketsToResponse, convertTermMarketsToResponse, convertTermMaxMarketsToResponse, createMarketUid, createMidnightBookSource, createMulticallRpcCall, createRawRpcCalls, createTermBookSource, createTermMaxDataSource, decodeListaMarkets, decodeMarkets, decodePackedListaUserDataset, decodePackedMorphoUserDataset, detectInterfaceKinds, encodeBalanceFetcherCalldata, exactlyLenderKey, exactlyMarketFromLenderKey, exactlyPairLtv, exactlyPenaltyRateToAprPercent, exactlyWadRateToPercent, feedKeyOf, feedStatKey, fetchDolomiteAccountNumbers, fetchEulerEarnVaults, fetchEulerEarnVaultsFromSubgraph, fetchEulerSubAccountIndexes, fetchExactlyMarkets, fetchFlashLiquidityForChain, fetchFluidFTokens, fetchGeneralYields, fetchGeneralYieldsByMarketUid, fetchGmxExecutionFees, fetchGmxTickerPrices, fetchGmxVaults, fetchHypercoreVaults, fetchInverseMarkets, fetchLagoonApiVaults, fetchLagoonVaults, fetchLiquityMarkets, fetchListaVaultsFromChain, fetchMorphoUserBalances, fetchMorphoUserPositionMarkets, fetchMorphoVaults, fetchMorphoVaultsFromApi, fetchMorphoVaultsFromChain, fetchOraclePrices, fetchPendlePrices, fetchRiverMarkets, fetchSiloVaults, fetchTellerMarkets, fetchTermMarkets, fetchTermMaxMarkets, fetchTokenBalances, fetchTokenMetadata, fetchUpshiftApiVaults, fetchUpshiftVaults, fetchYearnApiVaults, fetchYearnVaults, filterActiveLenders, filterLendersByProtocol, fuseLenderData, generateLendingPools, getAavesForChain, getAssetConfig, getBalanceForMarketUid, getBorrowCapacity, getCachedLiquityTroves, getCachedTellerBids, getCachedTermMaxDiscovery, getCachedTermMaxMarket, getCachedTermMaxMarkets, getCoreValidators, getFluidFTokensConverter, getGmxApiHost, getGmxReadContracts, getGmxUserPositions, getHealthFactor, getHypercoreUserPositions, getHypercoreVaultRegistry, getLenderAssets, getLenderPublicData, getLenderPublicDataAll, getLenderPublicDataViaApi, getLenderUserDataMulti, getLenderUserDataResult, getLendersForChain, getLstDelegation, getLstValidators, getLstWithdrawalRegistry, getLstWithdrawalRequests, getMaxAmountClose, getMaxAmountCollateralSwap, getMaxAmountDebtSwap, getMaxAmountOpen, getMergedUserData, getMorphoTypeMarketConverter, getResolvedDolomiteAccountNumbers, getStCeloValidatorGroups, getSubAccountAddress, getSubAccountIndex, getVaultPublicDataAll, getVaultWithdrawalRequests, hasEulerEarnVaultSubgraph, hasLagoonVaults, hasMorphoPositionIndex, hasMorphoUserApi, hasMorphoUserSubgraph, hasUpshiftVaults, hasYearnVaults, inverseKeyParts, inverseLenderKey, isStablecoinSymbol, isYearnV3, keysFromMaps, lenderApiOnly, lenderFamily, liquityCandidateTroveIds, liquityKeyParts, liquityLenderKey, multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseMergedResult, parseMulticallRpcResponses, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, positivePart, predictInverseEscrow, prepareLenderUserDataRpcCalls, prepareMergedMulticallParams, prepareMergedRpcCalls, prepareMulticallInputs, prepareTokenBalanceRpcCalls, priceGlvVaults, priceGmMarkets, probeAaveFeedTimestamps, pruneFeedStats, readVaultSharePrices, rejectOutliers as rejectPriceOutliers, resolveDerivation, resolveStCeloDepositGroup, riverKeyParts, riverLenderKey, selectAssetGroupPrices, stampVaultClassification, tellerBpsToPercent, tellerImpliedLtv, tellerLenderKey, tellerPoolFromLenderKey, termLenderKey, termMaxApiBase, borrowNif as termMaxBorrowNif, curveApr as termMaxCurveApr, curveAprNumber as termMaxCurveAprNumber, daysToMaturity as termMaxDaysToMaturity, lendNif as termMaxLendNif, mintGtFeeRatio as termMaxMintGtFeeRatio, ratioToNumber as termMaxRatioToNumber, ratioToPercent as termMaxRatioToPercent, tickToAprNumber, tickToPrice, unflattenLenderData, updateFeedStats };
+export { type AaveMetadata, type AaveV2Public, type AaveV2UserReserveResponse, type AaveV3Public, type AaveV3UserReserveResponse, type AdditionalYields, ApiBookSource, type AprData, type BalanceData, type BaseLendingPosition, type BasicReserveResponse, type ChainDiagnostic, type ChainLinkResponse, type ChainQuery, type ChainSummary, type CompoundV2Metadata, type CompoundV3Public, type CompoundV3UserReserveResponse, type ConfigEntry, type CoreValidators, DEFAULT_MIDNIGHT_API, DEFAULT_OUTLIER_GUARD, DEFAULT_STALE_REJECT_SECONDS, DEFAULT_TERMMAX_API, type Denomination, type DepthMap, EMPTY_BALANCE, type EModeAssets, type EModeData, type EModeResult, EXACTLY_LENDER_KEY, type EulerEarnVault, type EulerEarnVaults, type EulerV2Metadata, type ExactlyFixedPool, type ExactlyFixedPosition, type ExactlyMarketAccount, type ExactlyMarketsRaw, type ExactlyUserFixedPosition, type ExtraValidationCall, type FeedObservation, type FeedStat, type FeedStatsMap, type FeedTimestampMap, type FetchListaVaultsFromChainOptions, type FetchMorphoVaultsFromChainOptions, type FetchOraclePricesOptions, type FetchTokenBalancesOptions, type FlattenPriorityConfig, type FluidFToken, type FluidFTokens, type FullLenderRewardsMap, GMX_API_HOSTS, GMX_READ_CONTRACTS, GMX_SUPPORTED_CHAINS, type GenericCurrency, type GenericTokenList, type GetVaultPublicDataAllOptions, type GmxExecutionFees, type GmxPendingDeposit, type GmxPendingWithdrawal, type GmxReadContracts, type GmxUserBalance, type GmxUserPositions, type GmxUserPositionsOptions, type GmxVault, type GmxVaultKind, type GmxVaults, type GmxVaultsFetchOptions, type GroupAccumulator, HYPERCORE_VAULT_REGISTRY, type HypercoreLockStatus, type HypercoreUserPositionsOptions, type HypercoreVault, type HypercoreVaultPosition, type HypercoreVaultRegistryEntry, type HypercoreVaults, type HypercoreVaultsFetchOptions, IDLE_MARKET_ID, INTERFACE_IDS, type InitMetadata, type InitPublic, type InitUserReserveResponse, type InterfaceKind, type InverseMarketRaw, type InverseMarketsRaw, type InversePositionInfo, LAGOON_API_URL, LAGOON_CHAIN_IDS, type LagoonApiVault, type LagoonSyncMode, type LagoonVault, type LagoonVaults, type LenderConfigData, type LenderConfigMap, type LenderCrossPoolMeta, type LenderData, type LenderDataEntry, type LenderInfo, type LenderInfoMap, type LenderPublicBase, type LenderRewardsMap, type LenderSummary, type LenderToLenderCrossPoolMeta, type LenderTotalAmounts, type LenderUserQuery, type LenderUserResponse, type LenderYieldComplete, type LenderYields$1 as LenderYields, LendingMode, type LiquityBranchRaw, type LiquityDiscoveredTrove, type LiquityDiscovery, type LiquityMarketsRaw, type LiquitySpInfo, type LiquityTroveInfo, type ListaMarketOverrides, type LoopPostTradeMetrics, type LstDelegation, type LstDelegationKind, type LstValidator, type LstWithdrawalFetchOptions, type LstWithdrawalRegistryEntry, type LstWithdrawalRequest, type LstWithdrawalRequestsByLst, type LstWithdrawalStatus, MORPHO_LENS, MaxParamThresholds, type MergedUserData, type MidnightBook, type MidnightBookLevel, type MidnightBookSource, type ModeBase, type MorphoMarketOverrides, type MorphoSubgraphProxyConfig, type MorphoUserMarketBalance, type MorphoUserReserveResponse, type MorphoVault, type MorphoVaults, type MulticallRpcBatch, type NumberMap, type OracleDiagnostics, type OraclePriceEntry, type OraclePricesResult, type OutlierGuardConfig, type ParsedBalanceData, type ParsedResponse, type ParsedUserBalance, type PermissionParams, type PoolData, type PoolWithMeta, type PortfolioSummary, type PortfolioTotals, type PostTradeMetrics, type PreparedCall, type PreparedMergedMulticallParams, type PreparedMergedRpcCalls, type PreparedTokenBalanceRpcCalls, type PreparedUserDataRpcCalls, type PriceDerivation, type PriceSelection, type ProtocolParams, type ProviderOptions, type RawRpcBatch, type RawRpcCall, type RawRpcResponse, type RiverMarketRaw, type RiverMarketsRaw, type RiverPositionInfo, STABLECOIN_SYMBOLS, STCELO_MANAGER_ADDRESS, type SelectPricesOptions, type SiloVault, type SiloVaults, type StCeloValidatorGroup, type StaleFeedEntry, type StructuredOraclePrices, type SubAccountSummary, type SumerPositionInput, type SummaryAprData, type SummaryBalanceData, TELLER_CALLS_PER_BID, TERMMAX_CALLS_PER_ACCOUNT, DECIMAL_BASE as TERMMAX_DECIMAL_BASE, TERMMAX_LIQUIDATION_PENALTY, TERMMAX_LIQUIDATION_WINDOW_SECS, TERMMAX_LIQUIDATOR_BONUS, TERMMAX_PARTIAL_CLOSE_FACTOR, TERMMAX_PARTIAL_LIQUIDATION_THRESHOLD_USD, type TellerDiscoveredBid, type TellerDiscovery, type TellerMarketsRaw, type TellerPoolRaw, type TermAuctionOrder, type TermAuctionOrders, type TermBookSource, type TermBookTop, type TermListing, type TermMarketRaw, TermMaxApiSource, type TermMaxBookTop, type TermMaxCurveSegment, type TermMaxDataSource, type TermMaxDiscovery, type TermMaxFeeConfig, type TermMaxMarketConfig, type TermMaxMarketRaw, type TermMaxOrderState, TermSubgraphSource, type TokenApprovalMeta, type TokenApprovalParams, type TokenBalanceEntry, type TokenBalanceQuery, type TokenBalanceResult, type TokenEntry, type TokenList, type TokenListInput, type TrackerDiagnostic, UPSHIFT_CHAIN_IDS, UPSHIFT_VAULTS_URL, type USDPriceMap, type UpshiftApiAsset, type UpshiftApiVault, type UpshiftVault, type UpshiftVaults, type UsddMarketRaw, type UsddMarketsRaw, type UsddPositionInfo, type UserApr, type UserConfig, type UserData, type UserDataResult, type UserLendingPosition, VAULT_SHARE_PRICE_PROBE, VOLATILE_VAULT_OVERRIDES, type VaultAprResult, type VaultClassification, type VaultClassificationFields, type VaultLookupEntry, type VaultMarketExposure, type VaultProvider, type VaultPublicDataAll, type VaultPublicDataResult, type VaultYieldSeries, type VaultYieldSnapshot, type YDaemonVault, YEARN_CHAIN_IDS, YEARN_YDAEMON_BASE, type YearnVault, type YearnVaultKind, type YearnVaults, type YieldProfile, accountDepositListKey, accountWithdrawalListKey, appendSnapshot, applyPositionDelta, attachPricesToFlashLiquidity, buildFluidFTokensCall, buildLiquityUserCall, buildLoopResult, buildMorphoTypeCall, buildMorphoTypeUserCallWithLens, buildPortfolioTotals, buildSumerAccumulators, buildSummaries, buildTellerUserCall, buildTermMaxUserCall, buildVaultLookup, calculateLeverage, calculateNetApr, calculateOverallNetApr, calculateWeightedAverage, classifyFreshness, classifyReliability, classifyVault, collectFeedObservations, computeBorrowDelta, computeCloseTradeDeltas, computeCollateralSwapDeltas, computeDebtSwapDeltas, computeDepositDelta, computeEModeAnalysis, computeOpenTradeDeltas, computePostTradeMetrics, computeRepayDelta, computeSumerBorrowDelta, computeSumerDepositDelta, computeSumerRepayDelta, computeSumerWaterfall, computeSumerWithdrawDelta, computeVaultApr, computeWithdrawDelta, computeZapTradeDeltas, consensusReference, convertExactlyMarketsToResponse, convertInverseMarketsToResponse, convertLenderUserDataResult, convertLiquityMarketsToResponse, convertRiverMarketsToResponse, convertTellerMarketsToResponse, convertTermMarketsToResponse, convertTermMaxMarketsToResponse, convertUsddMarketsToResponse, createMarketUid, createMidnightBookSource, createMulticallRpcCall, createRawRpcCalls, createTermBookSource, createTermMaxDataSource, decodeListaMarkets, decodeMarkets, decodePackedListaUserDataset, decodePackedMorphoUserDataset, detectInterfaceKinds, encodeBalanceFetcherCalldata, exactlyPairLtv, exactlyPenaltyRateToAprPercent, exactlyWadRateToPercent, feedKeyOf, feedStatKey, fetchDolomiteAccountNumbers, fetchEulerEarnVaults, fetchEulerEarnVaultsFromSubgraph, fetchEulerSubAccountIndexes, fetchExactlyMarkets, fetchFlashLiquidityForChain, fetchFluidFTokens, fetchGeneralYields, fetchGeneralYieldsByMarketUid, fetchGmxExecutionFees, fetchGmxTickerPrices, fetchGmxVaults, fetchHypercoreVaults, fetchInverseMarkets, fetchLagoonApiVaults, fetchLagoonVaults, fetchLiquityMarkets, fetchListaVaultsFromChain, fetchMorphoUserBalances, fetchMorphoUserPositionMarkets, fetchMorphoVaults, fetchMorphoVaultsFromApi, fetchMorphoVaultsFromChain, fetchOraclePrices, fetchPendlePrices, fetchRiverMarkets, fetchSiloVaults, fetchTellerMarkets, fetchTermMarkets, fetchTermMaxMarkets, fetchTokenBalances, fetchTokenMetadata, fetchUpshiftApiVaults, fetchUpshiftVaults, fetchUsddMarkets, fetchYearnApiVaults, fetchYearnVaults, filterActiveLenders, filterLendersByProtocol, fuseLenderData, generateLendingPools, getAavesForChain, getAssetConfig, getBalanceForMarketUid, getBorrowCapacity, getCachedLiquityTroves, getCachedTellerBids, getCachedTermMaxDiscovery, getCachedTermMaxMarket, getCachedTermMaxMarkets, getCoreValidators, getFluidFTokensConverter, getGmxApiHost, getGmxReadContracts, getGmxUserPositions, getHealthFactor, getHypercoreUserPositions, getHypercoreVaultRegistry, getLenderAssets, getLenderPublicData, getLenderPublicDataAll, getLenderPublicDataViaApi, getLenderUserDataMulti, getLenderUserDataResult, getLendersForChain, getLstDelegation, getLstValidators, getLstWithdrawalRegistry, getLstWithdrawalRequests, getMaxAmountClose, getMaxAmountCollateralSwap, getMaxAmountDebtSwap, getMaxAmountOpen, getMergedUserData, getMorphoTypeMarketConverter, getResolvedDolomiteAccountNumbers, getStCeloValidatorGroups, getSubAccountAddress, getSubAccountIndex, getVaultPublicDataAll, getVaultWithdrawalRequests, hasEulerEarnVaultSubgraph, hasLagoonVaults, hasMorphoPositionIndex, hasMorphoUserApi, hasMorphoUserSubgraph, hasUpshiftVaults, hasYearnVaults, inverseKeyParts, inverseLenderKey, isStablecoinSymbol, isYearnV3, keysFromMaps, lenderApiOnly, lenderFamily, liquityCandidateTroveIds, liquityKeyParts, liquityLenderKey, multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseMergedResult, parseMulticallRpcResponses, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, positivePart, predictInverseEscrow, prepareLenderUserDataRpcCalls, prepareMergedMulticallParams, prepareMergedRpcCalls, prepareMulticallInputs, prepareTokenBalanceRpcCalls, priceGlvVaults, priceGmMarkets, probeAaveFeedTimestamps, pruneFeedStats, readVaultSharePrices, rejectOutliers as rejectPriceOutliers, resolveDerivation, resolveStCeloDepositGroup, riverKeyParts, riverLenderKey, selectAssetGroupPrices, stampVaultClassification, tellerBpsToPercent, tellerImpliedLtv, tellerLenderKey, tellerPoolFromLenderKey, termLenderKey, termMaxApiBase, borrowNif as termMaxBorrowNif, curveApr as termMaxCurveApr, curveAprNumber as termMaxCurveAprNumber, daysToMaturity as termMaxDaysToMaturity, lendNif as termMaxLendNif, mintGtFeeRatio as termMaxMintGtFeeRatio, ratioToNumber as termMaxRatioToNumber, ratioToPercent as termMaxRatioToPercent, tickToAprNumber, tickToPrice, unflattenLenderData, updateFeedStats, usddIlkBytes32, usddKeyParts, usddLenderKey };