@1delta/margin-fetcher 0.0.8 → 0.0.10

package/dist/lending-pairs/computeLendingPairs.js

@@ -1,18 +1,21 @@
 import { getAssetMeta, toGenericPriceKey, toOracleKey } from "../assets";
+import { getLiquidityThresholds, meetsLiquidityThresholds, } from "../assets/liquidityThresholds";
 import { isAaveV3Type, isInit } from "../utils";
-const isEMode = (longData, shortData) => Boolean(longData.eMode) ?
-    Number(longData.eMode?.category) > 0 && Number(longData.eMode?.category) === shortData.eMode?.category : false;
+const isEMode = (longData, shortData) => Boolean(longData.eMode)
+    ? Number(longData.eMode?.category) > 0 &&
+        Number(longData.eMode?.category) === shortData.eMode?.category
+    : false;
 const intersection = (a0, a1) => {
-    return a0.filter(a => a1.includes(a));
+    return a0.filter((a) => a1.includes(a));
 };
 const LENDER_MODE_NO_MODE = 0;
 // calculate the maximum  leverage for a given pair
 const getMaxLeverage = (lender, longData, shortData) => {
     // for Aave V3 we check for eModes
     if (isAaveV3Type(lender)) {
-        const cf = isEMode(longData, shortData) ?
-            longData.config[longData.eMode?.category ?? 0]?.borrowCollateralFactor :
-            longData.config[LENDER_MODE_NO_MODE]?.borrowCollateralFactor;
+        const cf = isEMode(longData, shortData)
+            ? longData.config[longData.eMode?.category ?? 0]?.borrowCollateralFactor
+            : longData.config[LENDER_MODE_NO_MODE]?.borrowCollateralFactor;
         return 1 / (1 - cf);
     }
     // for init, we match the modes and find the one with the highest collatearal factor
@@ -20,11 +23,13 @@ const getMaxLeverage = (lender, longData, shortData) => {
         const modeIntersect = intersection(Object.values(longData.config).map((c) => c.category), Object.values(shortData.config).map((c) => c.category));
         if (modeIntersect.length === 0)
             return 1;
-        const configId = Object.values(longData.config).filter((c) => modeIntersect.includes(c.category)).sort((c, d) => c.borrowCollateralFactor < d.borrowCollateralFactor ? 1 : -1)[0].category;
+        const configId = Object.values(longData.config)
+            .filter((c) => modeIntersect.includes(c.category))
+            .sort((c, d) => c.borrowCollateralFactor < d.borrowCollateralFactor ? 1 : -1)[0].category;
         // we have to use the adjusted formula with the borrowFactor here
         const cf = longData.config[configId]?.borrowCollateralFactor;
         const bf = shortData.config[configId]?.borrowFactor;
-        return 1 / (1 - (cf / bf));
+        return 1 / (1 - cf / bf);
     }
     // all other cases use the default mode no_mode without borrowFactor
     const cf = longData?.config?.[LENDER_MODE_NO_MODE]?.borrowCollateralFactor ?? 0.8;
@@ -35,17 +40,19 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
     const pairs = [];
     for (const chainId in lenderData) {
         const chainEntry = lenderData[chainId];
-        const lenderToData = (chainEntry.data ?? chainEntry);
+        const lenderToData = chainEntry.data ?? chainEntry;
         for (const lender in lenderToData) {
             const lenderEntry = lenderToData[lender];
             // protect agaist error data
-            // @ts-ignore
-            let pools = Object.values(lenderEntry?.data ?? lenderEntry ?? {}).map(a => a?.data ? a.data : a);
+            let pools = Object.values(lenderEntry?.data ?? lenderEntry ?? {}).map((a) => (a?.data ? a.data : a));
             // sometimes error messages are included
-            // @ts-ignore
-            if (pools.includes("No lenders available") || pools.includes("Failed to fetch"))
+            const hasErrorMessages = pools.some((p) => typeof p === "string" &&
+                (p.includes("No lenders available") || p.includes("Failed to fetch")));
+            if (hasErrorMessages)
                 continue;
-            const poolArray = pools.filter(p => !p?.isFrozen);
+            // cast to poolData
+            const validPools = pools.filter((p) => typeof p === "object" && p !== null);
+            const poolArray = validPools.filter((p) => !p?.isFrozen);
             // Loop through all ordered pairs of pools
             for (let i = 0; i < poolArray.length; i++) {
                 for (let j = 0; j < poolArray.length; j++) {
@@ -59,7 +66,7 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
                     if (long.underlying === short.underlying)
                         continue;
                     const maxDepositLeverage = getMaxLeverage(lender, long, short);
-                    const borrowLeverage = (maxDepositLeverage - 1);
+                    const borrowLeverage = maxDepositLeverage - 1;
                     const depositLeverage = borrowLeverage + 1;
                     let collateralRewards = 0;
                     let borrowRewards = 0;
@@ -77,7 +84,8 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
                             : baseYields.variableBorrowRate;
                         borrowRewards += borrowRate;
                         if (borrowRate != 0)
-                            rewards[rewardId] = (rewards[rewardId] ?? 0) + borrowRate * borrowLeverage;
+                            rewards[rewardId] =
+                                (rewards[rewardId] ?? 0) + borrowRate * borrowLeverage;
                     }
                     const depositApr = long.depositRate + long.stakingYield;
                     const borrowApr = short.variableBorrowRate + short.stakingYield;
@@ -89,6 +97,13 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
                     const price24hShort = histPrices[keyShort] ?? priceShort;
                     const price = priceShort !== 0 ? priceLong / priceShort : 0;
                     const price24h = price24hShort !== 0 ? price24hLong / price24hShort : 0;
+                    // only base apr
+                    const baseApr = depositApr * depositLeverage - borrowApr * borrowLeverage;
+                    // only rewards apr
+                    const rewardApr = collateralRewards * depositLeverage +
+                        borrowRewards * borrowLeverage;
+                    // total apr
+                    const totalApr = baseApr + rewardApr;
                     pairs.push({
                         chainId,
                         lender,
@@ -100,8 +115,21 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
                         assetGroupShort,
                         priceChange: price24h === 0 ? 0 : (price - price24h) / price24h,
                         maxLeverage: maxDepositLeverage,
-                        apr: (depositApr + collateralRewards) * depositLeverage + (borrowRewards - borrowApr) * borrowLeverage,
-                        eMode: long.eMode?.category ?? 0
+                        apr: totalApr,
+                        baseApr,
+                        rewardApr,
+                        eMode: long.eMode?.category ?? 0,
+                        longTotalDepositsUSD: long.totalDepositsUSD,
+                        longTotalDebtUSD: long.totalDebtUSD,
+                        longTotalLiquidityUSD: long.totalLiquidityUSD,
+                        shortTotalDepositsUSD: short.totalDepositsUSD,
+                        shortTotalDebtUSD: short.totalDebtUSD,
+                        shortTotalLiquidityUSD: short.totalLiquidityUSD,
+                        longIsActive: long.isActive,
+                        longIsFrozen: long.isFrozen,
+                        shortIsActive: short.isActive,
+                        shortIsFrozen: short.isFrozen,
+                        shortBorrowingEnabled: short.borrowingEnabled,
                     });
                 }
             }
@@ -111,13 +139,56 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
 }
 function getPriceKey(asset, chainId) {
     const assetGroup = getAssetMeta(chainId, asset)?.assetGroup;
-    return [assetGroup, toOracleKey(assetGroup) ?? toGenericPriceKey(asset, chainId)];
+    return [
+        assetGroup,
+        toOracleKey(assetGroup) ?? toGenericPriceKey(asset, chainId),
+    ];
 }
 const MAX_ENTRIES = 10;
+function filterPairsByCategory(pairs, longFilter, shortFilter) {
+    return pairs
+        .filter((p) => {
+        if (!longFilter(p.assetGroupLong) || !shortFilter(p.assetGroupShort)) {
+            return false;
+        }
+        if (p.assetGroupShort?.includes("PT-") ||
+            p.assetGroupLong?.includes("PT-")) {
+            return false;
+        }
+        if (!p.longIsActive ||
+            p.longIsFrozen ||
+            !p.shortIsActive ||
+            p.shortIsFrozen) {
+            return false;
+        }
+        if (!p.shortBorrowingEnabled) {
+            return false;
+        }
+        // apply liquidity thresholds
+        const longThresholds = getLiquidityThresholds(p.chainId, p.assetLong, p.assetGroupLong);
+        const shortThresholds = getLiquidityThresholds(p.chainId, p.assetShort, p.assetGroupShort);
+        const longMeetsThresholds = meetsLiquidityThresholds({
+            totalDepositsUSD: p.longTotalDepositsUSD,
+            totalDebtUSD: p.longTotalDebtUSD,
+            totalLiquidityUSD: p.longTotalLiquidityUSD,
+        }, longThresholds);
+        const shortMeetsThresholds = meetsLiquidityThresholds({
+            totalDepositsUSD: p.shortTotalDepositsUSD,
+            totalDebtUSD: p.shortTotalDebtUSD,
+            totalLiquidityUSD: p.shortTotalLiquidityUSD,
+        }, shortThresholds);
+        if (!longMeetsThresholds || !shortMeetsThresholds) {
+            return false;
+        }
+        return true;
+    })
+        .sort((a, b) => b.apr - a.apr)
+        .slice(0, MAX_ENTRIES);
+}
 export function getTopPairs(pairs) {
-    const stables = pairs.filter(p => p.assetGroupLong?.includes("USD") && p.assetGroupShort?.includes("USD") && !p.assetGroupShort?.includes("PT-")).sort((a, b) => a.apr > b.apr ? -1 : 1).slice(0, MAX_ENTRIES);
-    const btcLst = pairs.filter(p => p.assetGroupLong?.includes("BTC") && p.assetGroupShort?.includes("BTC") && !p.assetGroupShort?.includes("PT-")).sort((a, b) => a.apr > b.apr ? -1 : 1).slice(0, MAX_ENTRIES);
-    const ethLst = pairs.filter(p => p.assetGroupLong?.includes("ETH") && p.assetGroupShort?.includes("ETH") && !p.assetGroupShort?.includes("PT-")).sort((a, b) => a.apr > b.apr ? -1 : 1).slice(0, MAX_ENTRIES);
+    const stables = filterPairsByCategory(pairs, (group) => group?.includes("USD") ?? false, (group) => group?.includes("USD") ?? false);
+    const btcLst = filterPairsByCategory(pairs, (group) => group?.includes("BTC") ?? false, (group) => group?.includes("BTC") ?? false);
+    const ethLst = filterPairsByCategory(pairs, (group) => group?.includes("ETH") ?? false, (group) => group?.includes("ETH") ?? false);
     return {
         stables,
         btcLst,
@@ -129,7 +200,42 @@ function isStable(assetGroup) {
     return assetGroup.includes("USD");
 }
 export function getDistinctPairsByShortAsset(pairs) {
-    const sorted = [...pairs].sort((a, b) => b.priceChange - a.priceChange);
+    const qualityPairs = pairs.filter((p) => {
+        if (!isFinite(p.apr) || !isFinite(p.priceChange)) {
+            return false;
+        }
+        if (!p.longIsActive ||
+            p.longIsFrozen ||
+            !p.shortIsActive ||
+            p.shortIsFrozen) {
+            return false;
+        }
+        if (!p.shortBorrowingEnabled) {
+            return false;
+        }
+        // Apply liquidity thresholds
+        const longThresholds = getLiquidityThresholds(p.chainId, p.assetLong, p.assetGroupLong);
+        const shortThresholds = getLiquidityThresholds(p.chainId, p.assetShort, p.assetGroupShort);
+        const longMeetsThresholds = meetsLiquidityThresholds({
+            totalDepositsUSD: p.longTotalDepositsUSD,
+            totalDebtUSD: p.longTotalDebtUSD,
+            totalLiquidityUSD: p.longTotalLiquidityUSD,
+        }, longThresholds);
+        const shortMeetsThresholds = meetsLiquidityThresholds({
+            totalDepositsUSD: p.shortTotalDepositsUSD,
+            totalDebtUSD: p.shortTotalDebtUSD,
+            totalLiquidityUSD: p.shortTotalLiquidityUSD,
+        }, shortThresholds);
+        if (!longMeetsThresholds || !shortMeetsThresholds) {
+            return false;
+        }
+        if (p.assetGroupShort?.includes("PT-") ||
+            p.assetGroupLong?.includes("PT-")) {
+            return false;
+        }
+        return true;
+    });
+    const sorted = [...qualityPairs].sort((a, b) => b.priceChange - a.priceChange);
     const blacklist = new Set();
     const blacklistLong = new Set();
     const result = [];

package/dist/prices/main-prices/fetchOracleData.d.ts

@@ -1,6 +1,5 @@
 import { GetEvmClientFunction } from '../../types';
-export declare const formatAavePrice: (price: string, chainId: string, isV2?: boolean) => number;
-export declare const parseRawAmount: (answer?: string, decimals?: number) => number;
+export declare const formatAavePrice: (price: string, isV2?: boolean) => number;
 interface OracleData {
     [key: string]: number;
 }

package/dist/prices/main-prices/fetchOracleData.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"fetchOracleData.d.ts","sourceRoot":"","sources":["../../../src/prices/main-prices/fetchOracleData.ts"],"names":[],"mappings":"AAeA,OAAO,EAAE,oBAAoB,EAAE,MAAM,aAAa,CAAA;AAElD,eAAO,MAAM,eAAe,GAAI,OAAO,MAAM,EAAE,SAAS,MAAM,EAAE,cAAY,KAAG,MAK9E,CAAA;AAED,eAAO,MAAM,cAAc,GAAI,SAAS,MAAM,EAAE,iBAAa,KAAG,MAO/D,CAAA;AAOD,UAAU,UAAU;IAClB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;CACtB;AAID;;GAEG;AACH,eAAO,MAAM,eAAe,GAAU,UAAU,MAAM,EAAE,EAAE,cAAc,oBAAoB,KAAG,OAAO,CAAC,UAAU,CA8EhH,CAAA"}
+{"version":3,"file":"fetchOracleData.d.ts","sourceRoot":"","sources":["../../../src/prices/main-prices/fetchOracleData.ts"],"names":[],"mappings":"AAmBA,OAAO,EAAE,oBAAoB,EAAE,MAAM,aAAa,CAAA;AAGlD,eAAO,MAAM,eAAe,GAAI,OAAO,MAAM,EAAE,cAAY,KAAG,MAQ7D,CAAA;AAOD,UAAU,UAAU;IAClB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;CACtB;AAID;;GAEG;AACH,eAAO,MAAM,eAAe,GAC1B,UAAU,MAAM,EAAE,EAClB,cAAc,oBAAoB,KACjC,OAAO,CAAC,UAAU,CA8GpB,CAAA"}

package/dist/prices/main-prices/fetchOracleData.js

@@ -5,27 +5,18 @@ import { Api3OracleAbi } from '../../abis/oracle/Api3Oracle';
 import { RWADynamicOracleAbi } from '../../abis/oracle/RWADynamicOracle';
 import { api3OracleAddresses } from './addresses/api3';
 import { AAVE_V2_LENDERS, ASSET_META, Chain } from '@1delta/asset-registry';
-import { formatEther, formatUnits } from 'viem';
+import { formatEther } from 'viem';
 import { getAaveAssets } from '../../assets';
-import { chainlinkOracles, getChainLinkKeys, ChainlinkAggregatorIndexes } from './addresses/chainlink';
+import { chainlinkOracles, getChainLinkKeys, ChainlinkAggregatorIndexes, } from './addresses/chainlink';
 import { fetchDefillamaData } from '../defillama';
 import { multicallViemAbiArray } from '../../utils/multicall';
 import { AAVE_STYLE_ORACLES } from './addresses/aaveOracles';
 import { AAVES_PER_CHAIN } from '../../utils';
-export const formatAavePrice = (price, chainId, isV2 = false) => {
-    return Number(formatEther(BigInt(price ?? '0') * (
-    // 10^(18 - decimals)
-    10n ** (isV2 ? 0n : 10n))));
-};
-export const parseRawAmount = (answer, decimals = 18) => {
-    if (!answer || answer === "0x")
-        return 0;
-    try {
-        return Number(formatUnits(BigInt(answer ?? '0'), decimals ?? 18));
-    }
-    catch (e) {
-        return 0;
-    }
+import { parseRawAmount } from '../../utils/parsing';
+export const formatAavePrice = (price, isV2 = false) => {
+    return Number(formatEther(BigInt(price ?? '0') *
+        // 10^(18 - decimals)
+        10n ** (isV2 ? 0n : 10n)));
 };
 const LENDLE_PAIR_MANTLE = '0x4c57BE599d0e0414785943569E9B6A66dA79Aa6b';
 const AU_PAIR_MANTLE = '0x709503fbb50b10f921e812c48fbd5c5522a0b20c';
@@ -35,16 +26,20 @@ const RWA_DYNAMIC_ORACLE = '0xA96abbe61AfEdEB0D14a20440Ae7100D9aB4882f';
  * Fetches Aave and uniswap V2 oracle data
  */
 export const fetchMainPrices = async (chainIds, getEvmClient) => {
-    let promises = chainIds.map(chainId => {
+    let promises = chainIds.map((chainId) => {
         const aaveForks = AAVES_PER_CHAIN[chainId];
-        let reservesToQuery = aaveForks.map(a => ({ fork: a, assets: getAaveAssets(chainId, a) }));
+        let reservesToQuery = aaveForks.map((a) => ({ fork: a, assets: getAaveAssets(chainId, a) }));
         let handled = [];
         let queries = [];
-        reservesToQuery.forEach(e => {
-            const newOnes = e.assets.filter(a => !handled.includes(a));
+        reservesToQuery.forEach((e) => {
+            const newOnes = e.assets.filter((a) => !handled.includes(a));
             if (newOnes.length > 0) {
-                // @ts-ignore
-                queries.push({ assets: newOnes, oracle: AAVE_STYLE_ORACLES[e.fork][chainId], fork: e.fork });
+                queries.push({
+                    assets: newOnes,
+                    // @ts-ignore
+                    oracle: AAVE_STYLE_ORACLES[e.fork][chainId],
+                    fork: e.fork,
+                });
                 handled = [...handled, ...newOnes];
             }
         });
@@ -53,25 +48,53 @@ export const fetchMainPrices = async (chainIds, getEvmClient) => {
         const uniswapV2Calls = getUniswapV2Calls(chainId);
         const [api3Calls, api3Names] = getApi3Calls(chainId);
         const [rwaCalls, rwaNames] = getRWADynamicOracleCalls(chainId);
-        return multicallViemAbiArray(chainId, [...ChainLinkAggregatorAbi, ...UniswapV2PairAbi, ...AaveOracleAbi, ...Api3OracleAbi, ...RWADynamicOracleAbi], [...callsChainLink, ...callAave, ...uniswapV2Calls, ...api3Calls, ...rwaCalls], getEvmClient).then(multicallResult => {
+        return multicallViemAbiArray(chainId, [
+            ...ChainLinkAggregatorAbi,
+            ...UniswapV2PairAbi,
+            ...AaveOracleAbi,
+            ...Api3OracleAbi,
+            ...RWADynamicOracleAbi,
+        ], [
+            ...callsChainLink,
+            ...callAave,
+            ...uniswapV2Calls,
+            ...api3Calls,
+            ...rwaCalls,
+        ], getEvmClient).then((multicallResult) => {
             const chainLinkResults = multicallResult.slice(0, callsChainLink.length);
             const aaveResult = multicallResult.slice(callsChainLink.length, callsChainLink.length + callAave.length);
             const chainLinkData = parseChainLinkResults(chainId, chainLinkResults, chainLinkNames);
             // @ts-ignore
             const aaveData = parseAaveResults(chainId, aaveResult, queries);
             const uniswapResult = multicallResult.slice(callsChainLink.length + callAave.length, callsChainLink.length + callAave.length + uniswapV2Calls.length);
-            const api3Result = multicallResult.slice(callsChainLink.length + callAave.length + uniswapV2Calls.length, callsChainLink.length + callAave.length + uniswapV2Calls.length + api3Calls.length);
+            const api3Result = multicallResult.slice(callsChainLink.length + callAave.length + uniswapV2Calls.length, callsChainLink.length +
+                callAave.length +
+                uniswapV2Calls.length +
+                api3Calls.length);
             const uniswapData = parseUniswapV2results(uniswapResult, chainId);
             const api3Data = parseApi3Results(chainId, api3Result, api3Names);
-            const rwaResult = multicallResult.slice(callsChainLink.length + callAave.length + uniswapV2Calls.length + api3Calls.length, callsChainLink.length + callAave.length + uniswapV2Calls.length + api3Calls.length + rwaCalls.length);
+            const rwaResult = multicallResult.slice(callsChainLink.length +
+                callAave.length +
+                uniswapV2Calls.length +
+                api3Calls.length, callsChainLink.length +
+                callAave.length +
+                uniswapV2Calls.length +
+                api3Calls.length +
+                rwaCalls.length);
             const rwaData = parseRWADynamicOracleResults(chainId, rwaResult, rwaNames);
-            return { ...uniswapData, ...aaveData, ...chainLinkData, ...api3Data, ...rwaData, };
+            return {
+                ...uniswapData,
+                ...aaveData,
+                ...chainLinkData,
+                ...api3Data,
+                ...rwaData,
+            };
         });
     });
     promises.push(fetchDefillamaData());
     const result = await Promise.all(promises);
     let data = {};
-    result.forEach(r => {
+    result.forEach((r) => {
         data = { ...data, ...r };
     });
     return data;
@@ -88,17 +111,17 @@ const getUniswapV2Calls = (chainId) => {
                 {
                     address: WMNT_USDT_PAIR,
                     name: 'getReserves',
-                    params: []
+                    params: [],
                 },
                 {
                     address: LENDLE_PAIR_MANTLE,
                     name: 'getReserves',
-                    params: []
+                    params: [],
                 },
                 {
                     address: AU_PAIR_MANTLE,
                     name: 'getReserves',
-                    params: []
+                    params: [],
                 },
             ];
         default:
@@ -114,11 +137,13 @@ const getUniswapV2Calls = (chainId) => {
 const getAaveCalls = (query) => {
     if (query.length === 0)
         return [];
-    return query.map(({ oracle, assets }) => ({
+    return query
+        .map(({ oracle, assets }) => ({
         address: oracle,
         name: 'getAssetsPrices',
         params: [assets],
-    })).flat();
+    }))
+        .flat();
 };
 /**
  * Create calldata for chainLink oracles
@@ -131,7 +156,7 @@ const getChainLinkCalls = (chainId) => {
         case Chain.MANTLE:
             return [[], []];
         default: {
-            const keys = getChainLinkKeys(chainId).filter(k => k.split('-')[1] === 'USD');
+            const keys = getChainLinkKeys(chainId).filter((k) => k.split('-')[1] === 'USD');
             // @ts-ignore
             const addresses = keys.map((k) => chainlinkOracles[k][chainId]);
             return [
@@ -142,7 +167,7 @@ const getChainLinkCalls = (chainId) => {
                         params: [],
                     };
                 }),
-                keys.map(k => k.split('-')[0])
+                keys.map((k) => k.split('-')[0]),
             ];
         }
     }
@@ -160,16 +185,16 @@ const parseUniswapV2results = (data, chainId) => {
             if (data.length > 0) {
                 const reserves = data[1];
                 // lendle and wmnt are respective token0s
-                const lendleReserve = parseRawAmount(reserves[0].toString(), 18);
-                const wmntReserve = parseRawAmount(reserves[1].toString(), 18);
+                const lendleReserve = Number(parseRawAmount(reserves[0].toString(), 18));
+                const wmntReserve = Number(parseRawAmount(reserves[1].toString(), 18));
                 const auReserves = data[2];
-                const auReserve = parseRawAmount(auReserves[1].toString(), 18);
-                const wmntReserve_au = parseRawAmount(auReserves[0].toString(), 18);
+                const auReserve = Number(parseRawAmount(auReserves[1].toString(), 18));
+                const wmntReserve_au = Number(parseRawAmount(auReserves[0].toString(), 18));
                 const reservesWmntUsdt = data[0];
-                const usdtReserve = parseRawAmount(reservesWmntUsdt[0].toString(), 6);
-                const wmnt2Reserve = parseRawAmount(reservesWmntUsdt[1].toString(), 18);
-                const lendPrice = wmntReserve / lendleReserve / wmnt2Reserve * usdtReserve;
-                const auPrice = wmntReserve_au / auReserve / wmnt2Reserve * usdtReserve;
+                const usdtReserve = Number(parseRawAmount(reservesWmntUsdt[0].toString(), 6));
+                const wmnt2Reserve = Number(parseRawAmount(reservesWmntUsdt[1].toString(), 18));
+                const lendPrice = (wmntReserve / lendleReserve / wmnt2Reserve) * usdtReserve;
+                const auPrice = (wmntReserve_au / auReserve / wmnt2Reserve) * usdtReserve;
                 uniswapData['LEND'] = lendPrice;
                 uniswapData['AU'] = auPrice;
             }
@@ -179,6 +204,14 @@ const parseUniswapV2results = (data, chainId) => {
             return {};
     }
 };
+function lowDecimalOracle(chainId, fork) {
+    // some chains only have high decimal oracles
+    if (chainId === Chain.AVALANCHE_C_CHAIN || chainId === Chain.MODE) {
+        return false;
+    }
+    // otherwise, it depends on whether it is aave V3
+    return AAVE_V2_LENDERS.includes(fork);
+}
 /**
  * Parser for aave results in ulticall slice
  * @param chainId network
@@ -191,8 +224,10 @@ const parseAaveResults = (chainId, data, queries) => {
     data.forEach((d, i) => {
         const details = queries[i];
         details.assets.forEach((a, j) => {
-            const oracleId = ASSET_META[chainId][a]?.assetGroup ?? ASSET_META[chainId]?.[a]?.symbol ?? chainId + "-" + a;
-            prices[oracleId] = formatAavePrice(d[j].toString(), chainId, AAVE_V2_LENDERS.includes(details.fork));
+            const oracleId = ASSET_META[chainId][a]?.assetGroup ??
+                ASSET_META[chainId]?.[a]?.symbol ??
+                chainId + '-' + a;
+            prices[oracleId] = formatAavePrice(d[j].toString(), lowDecimalOracle(chainId, details.fork));
         });
     });
     return prices;
@@ -209,7 +244,7 @@ const parseChainLinkResults = (chainId, data, assetName) => {
         default: {
             return Object.assign({}, ...data.map((entry, index) => {
                 return {
-                    [assetName[index]]: parseRawAmount(entry?.[ChainlinkAggregatorIndexes.answer]?.toString() ?? '0', 8)
+                    [assetName[index]]: Number(parseRawAmount(entry?.[ChainlinkAggregatorIndexes.answer]?.toString() ?? '0', 8)),
                 };
             }));
         }
@@ -223,7 +258,7 @@ const parseChainLinkResults = (chainId, data, assetName) => {
 const getApi3Calls = (chainId) => {
     switch (chainId) {
         case Chain.MANTLE: {
-            const keys = ["WETH", "METH", "FBTC", "CMETH"];
+            const keys = ['WETH', 'METH', 'FBTC', 'CMETH'];
             const addresses = keys.map((k) => api3OracleAddresses[chainId][k]);
             return [
                 addresses.map((tk) => {
@@ -233,7 +268,7 @@ const getApi3Calls = (chainId) => {
                         params: [],
                     };
                 }),
-                keys
+                keys,
             ];
         }
         default:
@@ -252,12 +287,12 @@ const parseApi3Results = (chainId, data, assetName) => {
         case Chain.MANTLE: {
             let prices = Object.assign({}, ...data.map((entry, index) => {
                 return {
-                    [assetName[index]]: parseRawAmount(entry?.[0]?.toString() ?? '0', 18)
+                    [assetName[index]]: Number(parseRawAmount(entry?.[0]?.toString() ?? '0', 18)),
                 };
             }));
-            // METH is given in mETH/WETH 
-            prices["METH"] = prices["METH"] * prices["WETH"];
-            prices["CMETH"] = prices["CMETH"] * prices["METH"];
+            // METH is given in mETH/WETH
+            prices['METH'] = prices['METH'] * prices['WETH'];
+            prices['CMETH'] = prices['CMETH'] * prices['METH'];
             return prices;
         }
         default: {
@@ -273,12 +308,17 @@ const parseApi3Results = (chainId, data, assetName) => {
 const getRWADynamicOracleCalls = (chainId) => {
     switch (chainId) {
         case Chain.MANTLE: {
-            const keys = ["USDY_MUSD"];
-            return [[{
+            const keys = ['USDY_MUSD'];
+            return [
+                [
+                    {
                         address: RWA_DYNAMIC_ORACLE,
                         name: 'getPrice',
                         params: [],
-                    }], keys];
+                    },
+                ],
+                keys,
+            ];
         }
         default:
             return [[], []];
@@ -296,7 +336,7 @@ const parseRWADynamicOracleResults = (chainId, data, assetName) => {
         case Chain.MANTLE: {
             let prices = Object.assign({}, ...data.map((entry, index) => {
                 return {
-                    [assetName[index]]: parseRawAmount(entry?.toString() ?? '0', 18)
+                    [assetName[index]]: Number(parseRawAmount(entry?.toString() ?? '0', 18)),
                 };
             }));
             return prices;

package/dist/utils/index.d.ts

@@ -11,6 +11,8 @@ export declare function isCompoundV3Type(lender: string): boolean;
 export declare function isInit(lender: string): lender is Lender.INIT;
 export declare function isSwaylend(lender: string): boolean;
 export declare const getLendersForChain: (c: string) => string[];
+/** Filter lenders by protocol list */
+export declare const filterLendersByProtocol: (allLenders: string[], protocolList?: string[]) => string[];
 /** All aave protocols per chain */
 export declare const AAVES_PER_CHAIN: {
     [c: string]: string[];

package/dist/utils/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/utils/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAQL,MAAM,EAGP,MAAM,wBAAwB,CAAA;AAQ/B,eAAO,MAAM,mBAAmB,UAAkE,CAAA;AAElG,wBAAgB,YAAY,CAAC,MAAM,EAAE,MAAM,WAE1C;AAED,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,MAAM,WAE9C;AAED,wBAAgB,YAAY,CAAC,MAAM,EAAE,MAAM,WAE1C;AAED,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,yBAEpC;AAED,wBAAgB,aAAa,CAAC,MAAM,EAAE,MAAM,WAE3C;AAED,wBAAgB,UAAU,CAAC,MAAM,EAAE,MAAM,WAExC;AAED,wBAAgB,YAAY,CAAC,MAAM,EAAE,MAAM,WAE1C;AAED,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,MAAM,WAE9C;AAED,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,yBAEpC;AAED,wBAAgB,UAAU,CAAC,MAAM,EAAE,MAAM,WAExC;AAED,eAAO,MAAM,kBAAkB,GAAI,GAAG,MAAM,aAqB3C,CAAA;AAED,sCAAsC;AACtC,eAAO,MAAM,uBAAuB,GAAI,YAAY,MAAM,EAAE,EAAE,eAAe,MAAM,EAAE,KAAG,MAAM,EAQ7F,CAAA;AAaD,mCAAmC;AACnC,eAAO,MAAM,eAAe;;CAAqB,CAAA;AAEjD,eAAO,MAAM,kBAAkB,GAAI,SAAS,MAAM,KAAG,MAEpD,CAAA;AAED,eAAO,MAAM,eAAe,GAAI,SAAS,MAAM,GAAG,MAAM,GAAG,SAAS,EAAE,wBAAgC,KAAG,MAAM,EAO9G,CAAA"}

package/dist/utils/index.js

@@ -1,24 +1,40 @@
-import { AAVE_FORK_POOL_DATA, AAVE_STYLE_RESERVE_ASSETS, AAVE_V2_LENDERS, AAVE_V3_LENDERS, COMPOUND_BASE_TOKENS, COMPOUND_STYLE_RESERVE_ASSETS, INIT_STYLE_RESERVE_ASSETS, Lender, SWAYLEND_RESERVE_ASSETS, INIT_CONFIG_DATA } from "@1delta/asset-registry";
+import { AAVE_FORK_POOL_DATA, AAVE_STYLE_RESERVE_ASSETS, AAVE_V2_LENDERS, AAVE_V3_LENDERS, COMPOUND_BASE_TOKENS, COMPOUND_STYLE_RESERVE_ASSETS, INIT_STYLE_RESERVE_ASSETS, Lender, SWAYLEND_RESERVE_ASSETS, INIT_CONFIG_DATA, } from "@1delta/asset-registry";
 import { uniq } from "lodash";
 import { COMPOSERS } from "./constants";
-export const AAVE_V3_2_PROTOCOLS = [
-    Lender.AAVE_V3,
-    Lender.AAVE_V3_ETHER_FI,
-    Lender.AAVE_V3_PRIME,
-];
-export function isAaveV3Type(lender) { return AAVE_V3_LENDERS.includes(lender); }
 const AAVE_V3_KEY = "AAVE_V3";
-export function isAaveV3Original(lender) { return lender.startsWith(AAVE_V3_KEY); }
-export function isAaveV2Type(lender) { return AAVE_V2_LENDERS.includes(lender); }
-export function isYLDR(lender) { return lender === Lender.YLDR; }
-export function isAaveV32Type(lender) { return AAVE_V3_2_PROTOCOLS.includes(lender); }
-export function isAaveType(lender) { return [...AAVE_V3_LENDERS, ...AAVE_V2_LENDERS].includes(lender); }
 const COMPOUND_V3_KEY = "COMPOUND_V3";
-export function isCompoundV3(lender) { return lender.startsWith(COMPOUND_V3_KEY); }
-export function isCompoundV3Type(lender) { return lender.startsWith(COMPOUND_V3_KEY); }
-export function isInit(lender) { return lender === Lender.INIT; }
 const SWAYLEND_KEY = "SWAYLEND";
-export function isSwaylend(lender) { return lender.startsWith(SWAYLEND_KEY); }
+export const AAVE_V3_2_PROTOCOLS = [Lender.AAVE_V3, Lender.AAVE_V3_ETHER_FI, Lender.AAVE_V3_PRIME];
+export function isAaveV3Type(lender) {
+    return AAVE_V3_LENDERS.includes(lender);
+}
+export function isAaveV3Original(lender) {
+    return lender.startsWith(AAVE_V3_KEY);
+}
+export function isAaveV2Type(lender) {
+    return AAVE_V2_LENDERS.includes(lender);
+}
+export function isYLDR(lender) {
+    return lender === Lender.YLDR;
+}
+export function isAaveV32Type(lender) {
+    return AAVE_V3_2_PROTOCOLS.includes(lender);
+}
+export function isAaveType(lender) {
+    return [...AAVE_V3_LENDERS, ...AAVE_V2_LENDERS].includes(lender);
+}
+export function isCompoundV3(lender) {
+    return lender.startsWith(COMPOUND_V3_KEY);
+}
+export function isCompoundV3Type(lender) {
+    return lender.startsWith(COMPOUND_V3_KEY);
+}
+export function isInit(lender) {
+    return lender === Lender.INIT;
+}
+export function isSwaylend(lender) {
+    return lender.startsWith(SWAYLEND_KEY);
+}
 export const getLendersForChain = (c) => {
     let lenders = [];
     // aaves
@@ -41,6 +57,15 @@ export const getLendersForChain = (c) => {
     });
     return lenders;
 };
+/** Filter lenders by protocol list */
+export const filterLendersByProtocol = (allLenders, protocolList) => {
+    // return all lenders if no filter is provided
+    if (!protocolList || protocolList.length === 0) {
+        return allLenders;
+    }
+    // Filter lenders based on protocol list
+    return allLenders.filter((lender) => protocolList.includes(lender));
+};
 const getAavesForChain = () => {
     let lenders = {};
     Object.entries(AAVE_FORK_POOL_DATA).forEach(([l, data]) => {

package/dist/utils/parsing.d.ts.map

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