@1delta/margin-fetcher 0.0.67 → 0.0.68

package/dist/index.js

@@ -17738,6 +17738,108 @@ function getDistinctPairsByShortAsset(pairs) {
   return result;
 }
 
+// src/prices/pendle/fetchPendlePrices.ts
+var PENDLE_API_BASE = "https://api-v2.pendle.finance/core";
+var MARKETS_ENDPOINT = `${PENDLE_API_BASE}/v1/markets/all`;
+var PRICES_ENDPOINT = (types) => `${PENDLE_API_BASE}/v1/prices/assets${types ? `?type=${types.join(",")}` : ""}`;
+async function fetchPendleMarkets() {
+  try {
+    const response = await fetch(MARKETS_ENDPOINT);
+    if (!response.ok) {
+      throw new Error(`Failed to fetch all markets data: ${response.status}`);
+    }
+    const data = await response.json();
+    const marketsByChain = {};
+    if (data.markets) {
+      for (const market of data.markets) {
+        const chainId = market.chainId.toString();
+        if (!marketsByChain[chainId]) {
+          marketsByChain[chainId] = [];
+        }
+        marketsByChain[chainId].push(market);
+      }
+    }
+    return marketsByChain;
+  } catch (error) {
+    console.error("Error fetching all markets data:", error);
+    return {};
+  }
+}
+async function fetchPendlePricesForAllChain(lists = {}, assetType = ["YT", "PT"]) {
+  try {
+    const data = await fetchPendlePricesRaw(assetType);
+    let prices = {};
+    Object.entries(data).forEach(([key, val]) => {
+      const [chainId, address] = key.split("-");
+      const assetKey = lists[chainId]?.list?.[address.toLowerCase()]?.assetGroup ?? key;
+      prices[assetKey] = val;
+    });
+    return prices;
+  } catch (error) {
+    console.error(`Error fetching prices pendle prices:`, error);
+    return {};
+  }
+}
+async function fetchPendlePricesRaw(assetType = ["YT", "PT"]) {
+  try {
+    const response = await fetch(PRICES_ENDPOINT(assetType));
+    const data = await response.json();
+    return data.prices;
+  } catch (error) {
+    console.error(`Error fetching prices pendle prices:`, error);
+    return {};
+  }
+}
+async function fetchPendlePrices(lists = {}, assetType = ["YT", "PT"]) {
+  try {
+    const marketsResponse = await fetchPendleMarkets();
+    if (!Object.keys(marketsResponse).length) {
+      return {};
+    }
+    const allPrices = await fetchPendlePricesForAllChain(lists, assetType);
+    return Object.fromEntries(
+      Object.entries(allPrices).filter(([, price]) => !!price)
+    );
+  } catch (error) {
+    console.error("Error in fetchPendlePrices:", error);
+    return {};
+  }
+}
+async function fetchPendleYields(lists = {}) {
+  try {
+    const marketsResponse = await fetchPendleMarkets();
+    if (!Object.keys(marketsResponse).length) {
+      return {};
+    }
+    const prices = await fetchPendlePricesRaw();
+    let yields = {};
+    const now = /* @__PURE__ */ new Date();
+    Object.entries(marketsResponse).forEach(([chain, dataArr]) => {
+      dataArr.forEach((market) => {
+        const ptPrice = prices[market.pt];
+        const ytPrice = prices[market.yt];
+        if (ytPrice && ytPrice > 0) {
+          const yearFraction = yearFractionToExpiry(market.expiry, now);
+          const apr = ytPrice / ptPrice * 100 / yearFraction;
+          const [chainId, address] = market.pt.split("-");
+          const assetKey = lists[chainId]?.list?.[address.toLowerCase()]?.assetGroup ?? market.pt;
+          yields[assetKey] = apr;
+        }
+      });
+    });
+    return yields;
+  } catch (error) {
+    console.error("Error in fetchPendlePrices:", error);
+    return {};
+  }
+}
+function yearFractionToExpiry(expiryISO, now = /* @__PURE__ */ new Date()) {
+  const expiry = new Date(expiryISO);
+  const diffMs = expiry.getTime() - now.getTime();
+  const yearFraction = diffMs / (1e3 * 60 * 60 * 24 * 365.25);
+  return yearFraction;
+}
+
 // src/yields/yieldTypes.ts
 var addressToAssetYearn = {
   "0xe007ca01894c863d7898045ed5a3b4abf0b18f37": "vbETH yVault::yvvbETH",
@@ -17815,19 +17917,26 @@ var FeedData = {
   SSUPERUSD: "https://www.superreturn.ai/api/trpc/cmc.getUSDCPrice,rewardBackend.getYield,rewardBackend.getTvlChange?batch=1&input=%7B%220%22%3A%7B%22json%22%3Anull%2C%22meta%22%3A%7B%22values%22%3A%5B%22undefined%22%5D%7D%7D%2C%221%22%3A%7B%22json%22%3Anull%2C%22meta%22%3A%7B%22values%22%3A%5B%22undefined%22%5D%7D%7D%2C%222%22%3A%7B%22json%22%3Anull%2C%22meta%22%3A%7B%22values%22%3A%5B%22undefined%22%5D%7D%7D%7D",
   HBHYPE: "https://api.hyperbeat.org/api/v1/staking?address=0xCeaD893b162D38e714D82d06a7fe0b0dc3c38E0b"
 };
-var LenderAPIs = {
-  MERIDIAN: "https://omnidex.bmaa3ajd1gjri.eu-west-2.cs.amazonlightsail.com/lending_yields"
-};
 function averageDataLastN(arr, n = 7) {
   const last = arr.slice(-n);
   if (last.length === 0) return 0;
   return last.reduce((sum, x) => sum + x.data, 0) / last.length;
 }
-function formatMeridianKey(k) {
-  const _k = k.toUpperCase();
-  if (_k === "USDT") return "USDT.E";
-  if (_k === "USDCE") return "USDC.E";
-  return _k;
+var getListUrl = (chainId) => `https://raw.githubusercontent.com/1delta-DAO/asset-lists/main/${chainId}.json`;
+async function getDeltaTokenList(chain) {
+  const data = await fetch(getListUrl(chain));
+  const list = (await data.json()).list;
+  return list;
+}
+async function getListsMulti(chainIds) {
+  const ps = chainIds.map(async (chainId) => await getDeltaTokenList(chainId));
+  const lists = await Promise.all(ps);
+  let res = {};
+  for (let i = 0; i < chainIds.length; i++) {
+    const chainId = chainIds[i];
+    res[chainId] = { list: lists[i] };
+  }
+  return res;
 }
 var safeFetch = async (label, fn) => {
   try {
@@ -18126,19 +18235,18 @@ var fetchGeneralYields = async () => {
       return 0;
     }
   });
-  const meridianPromise = safeFetch("MERIDIAN", async () => {
-    const res = await fetch(LenderAPIs.MERIDIAN).then((r) => r.json());
-    const taikoData = res["taiko" /* TAIKO */];
-    return Object.assign(
-      {},
-      ...Object.keys(taikoData).map((key) => ({
-        [formatMeridianKey(key)]: {
-          deposit: taikoData[key].apy_reward,
-          borrow: taikoData[key].apy_reward_borrow
-        }
-      }))
-    );
-  });
+  const pendlePromise = getListsMulti([
+    Chain.PLASMA_MAINNET,
+    Chain.ETHEREUM_MAINNET,
+    Chain.BERACHAIN,
+    Chain.MANTLE,
+    Chain.BASE,
+    Chain.OP_MAINNET,
+    Chain.ARBITRUM_ONE,
+    Chain.SONIC_MAINNET,
+    Chain.HYPEREVM,
+    Chain.BNB_SMART_CHAIN_MAINNET
+  ]).then((x) => fetchPendleYields(x));
   const [
     wstethData,
     ezethData,
@@ -18148,7 +18256,7 @@ var fetchGeneralYields = async () => {
     methData,
     maticXdata,
     susdeData,
-    meridianData,
+    // meridianData,
     savaxData,
     cbethData,
     rsethData,
@@ -18174,7 +18282,8 @@ var fetchGeneralYields = async () => {
     thBillData,
     yearnKatanaData,
     ssuperusdData,
-    hbhypeData
+    hbhypeData,
+    pendleData
   ] = await Promise.all([
     wstethPromise,
     ezethPromise,
@@ -18184,7 +18293,7 @@ var fetchGeneralYields = async () => {
     methPromise,
     maticxPromise,
     susdePromise,
-    meridianPromise,
+    // meridianPromise,
     savaxPromise,
     cbethPromise,
     rsethPromise,
@@ -18210,7 +18319,8 @@ var fetchGeneralYields = async () => {
     thbillPromise,
     yearnKatanaPromise,
     ssuperusdPromise,
-    hbhypePromise
+    hbhypePromise,
+    pendlePromise
   ]);
   const data = {
     intrinsicYields: {
@@ -18250,12 +18360,13 @@ var fetchGeneralYields = async () => {
       ...rtokensData,
       ...hypeData,
       ...angleData,
-      ...yearnKatanaData
+      ...yearnKatanaData,
+      ...pendleData
     },
     lenderRewards: {
-      "167000": {
-        MERIDIAN: meridianData
-      }
+      // '167000': {
+      //   MERIDIAN: meridianData,
+      // },
     }
   };
   return data;
@@ -19991,73 +20102,6 @@ var getChainLinkKeys = (chainId) => {
   }
 });
 
-// src/prices/pendle/fetchPendlePrices.ts
-var PENDLE_API_BASE = "https://api-v2.pendle.finance/core";
-var MARKETS_ENDPOINT = `${PENDLE_API_BASE}/v1/markets/all`;
-var PRICES_ENDPOINT = (types) => `${PENDLE_API_BASE}/v1/prices/assets${types ? `?type=${types.join(",")}` : ""}`;
-var marketsCache = {};
-var marketsCacheTimestamp = 0;
-var MARKETS_CACHE_TTL = 5 * 60 * 1e3;
-async function fetchPendleMarkets() {
-  if (Object.keys(marketsCache).length && marketsCacheTimestamp > Date.now() - MARKETS_CACHE_TTL) {
-    return marketsCache;
-  }
-  try {
-    const response = await fetch(MARKETS_ENDPOINT);
-    if (!response.ok) {
-      throw new Error(`Failed to fetch all markets data: ${response.status}`);
-    }
-    const data = await response.json();
-    const marketsByChain = {};
-    if (data.markets) {
-      for (const market of data.markets) {
-        const chainId = market.chainId.toString();
-        if (!marketsByChain[chainId]) {
-          marketsByChain[chainId] = [];
-        }
-        marketsByChain[chainId].push(market);
-      }
-    }
-    marketsCache = marketsByChain;
-    marketsCacheTimestamp = Date.now();
-    return marketsByChain;
-  } catch (error) {
-    console.error("Error fetching all markets data:", error);
-    return {};
-  }
-}
-async function fetchPendlePricesForAllChain(lists = {}, assetType = ["YT", "PT"]) {
-  try {
-    const response = await fetch(PRICES_ENDPOINT(assetType));
-    const data = await response.json();
-    let prices = {};
-    Object.entries(data.prices).forEach(([key, val]) => {
-      const [chainId, address] = key.split("-");
-      const assetKey = lists[chainId]?.list?.[address.toLowerCase()]?.assetGroup ?? key;
-      prices[assetKey] = val;
-    });
-    return prices;
-  } catch (error) {
-    console.error(`Error fetching prices pendle prices:`, error);
-    return {};
-  }
-}
-async function fetchPendlePrices(lists = {}) {
-  try {
-    const marketsResponse = await fetchPendleMarkets();
-    if (!Object.keys(marketsResponse).length) {
-      return {};
-    }
-    const allPrices = await fetchPendlePricesForAllChain(lists);
-    return Object.fromEntries(
-      Object.entries(allPrices).filter(([, price]) => !!price)
-    );
-  } catch (error) {
-    console.error("Error in fetchPendlePrices:", error);
-    return {};
-  }
-}
-
 // src/abis/oracle/ProxyOracle.ts
 var ProxyOracleAbi = [
   {