@1delta/margin-fetcher 0.0.8 → 0.0.9

package/dist/lending/user-data/compound-v3/addresses.js

@@ -1,4 +1,4 @@
-import { Chain, COMETS_PER_CHAIN_MAP, COMPOUND_BASE_TOKENS, Lender, SWAYLEND_BASE_TOKENS } from "@1delta/asset-registry";
+import { Chain, COMETS_PER_CHAIN_MAP, COMPOUND_BASE_TOKENS, Lender, SWAYLEND_BASE_TOKENS, } from "@1delta/asset-registry";
 export function getCompoundV3CometAddress(chainId, lender = Lender.COMPOUND_V3_USDCE) {
     return COMETS_PER_CHAIN_MAP[chainId]?.[lender];
 }
@@ -13,20 +13,21 @@ export function getCompoundV3CometLens(chainId) {
 }
 const addressesCompoundV3 = {
     lens: {
-        [Chain.POLYGON_MAINNET]: '0x4eDA401658c5286d16c4d342884F32280B4E8b1b',
-        [Chain.MANTLE]: '0x32B31A066c8dd3F7b77283Ba1d89Ddaf6DA0a8aE',
-        [Chain.ARBITRUM_ONE]: '0x13D9c35f4901491Ac4FFebd3100238BBfFBD7181',
+        [Chain.POLYGON_MAINNET]: "0x4eDA401658c5286d16c4d342884F32280B4E8b1b",
+        [Chain.MANTLE]: "0x32B31A066c8dd3F7b77283Ba1d89Ddaf6DA0a8aE",
+        [Chain.ARBITRUM_ONE]: "0x13D9c35f4901491Ac4FFebd3100238BBfFBD7181",
         [Chain.BASE]: "0x7e2D250E4FD0EeD6BD2cB3DC525A2b9f12508152",
         [Chain.OP_MAINNET]: "0xA453ba397c61B0c292EA3959A858821145B2707F",
     },
     cometRewards: {
         [Chain.POLYGON_MAINNET]: "0x45939657d1CA34A8FA39A924B71D28Fe8431e581",
         [Chain.MANTLE]: "0xCd83CbBFCE149d141A5171C3D6a0F0fCCeE225Ab",
-        [Chain.ARBITRUM_ONE]: '0x88730d254A2f7e6AC8388c3198aFd694bA9f7fae',
+        [Chain.ARBITRUM_ONE]: "0x88730d254A2f7e6AC8388c3198aFd694bA9f7fae",
         [Chain.BASE]: "0x123964802e6ABabBE1Bc9547D72Ef1B69B00A6b1",
         [Chain.OP_MAINNET]: "0x443EA0340cb75a160F31A440722dec7b5bc3C2E9",
-    }
+    },
 };
 export function getCompoundV3BaseAsset(lender, chainId) {
-    return COMPOUND_BASE_TOKENS[lender]?.[chainId] ?? SWAYLEND_BASE_TOKENS[lender]?.[chainId];
+    return (COMPOUND_BASE_TOKENS[lender]?.[chainId] ??
+        SWAYLEND_BASE_TOKENS[lender]?.[chainId]);
 }

package/dist/lending/user-data/compound-v3/userCallParse.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"userCallParse.d.ts","sourceRoot":"","sources":["../../../../src/lending/user-data/compound-v3/userCallParse.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,wBAAwB,CAAA;AAE/C,OAAO,EAAE,6BAA6B,EAAwC,MAAM,UAAU,CAAA;AAO9F,eAAO,MAAM,8BAA8B,GACzC,QAAQ,MAAM,EACd,SAAS,MAAM,EACf,SAAS,MAAM,EACf,QAAQ;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACnC,YAAY;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACvC,YAAY,GAAG,KACd,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,6BAA6B,GAAG,SAAS,EAAE,MAAM,CA4GrE,CAAA"}
+{"version":3,"file":"userCallParse.d.ts","sourceRoot":"","sources":["../../../../src/lending/user-data/compound-v3/userCallParse.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,wBAAwB,CAAA;AAC/C,OAAO,EAAE,6BAA6B,EAAE,MAAM,UAAU,CAAA;AAOxD,eAAO,MAAM,8BAA8B,GACzC,QAAQ,MAAM,EACd,SAAS,MAAM,EACf,SAAS,MAAM,EACf,QAAQ;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACnC,YAAY;IAAE,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EACvC,YAAY,GAAG,KACd,CAAC,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,6BAA6B,GAAG,SAAS,EAAE,MAAM,CA6GrE,CAAA"}

package/dist/lending/user-data/compound-v3/userCallParse.js

@@ -22,6 +22,8 @@ export const getCompoundV3UserDataConverter = (lender, chainId, account, prices,
                 const assetMeta = getAssetMeta(chainId, asset);
                 const decimals = assetMeta?.decimals ?? 18;
                 const depositsRaw = data[i][0]?.toString();
+                if (depositsRaw === "0")
+                    continue;
                 const deposits = parseRawAmount(depositsRaw, decimals);
                 const key = toOracleKey(assetMeta?.assetGroup) ?? toGenericPriceKey(asset, chainId);
                 const price = prices[key] ?? 1;

package/dist/lending-pairs/computeLendingPairs.d.ts

@@ -13,6 +13,17 @@ export interface LendingPair {
     apr: number;
     tags?: string[];
     eMode?: number;
+    longTotalDepositsUSD: number;
+    longTotalDebtUSD: number;
+    longTotalLiquidityUSD: number;
+    shortTotalDepositsUSD: number;
+    shortTotalDebtUSD: number;
+    shortTotalLiquidityUSD: number;
+    longIsActive: boolean;
+    longIsFrozen: boolean;
+    shortIsActive: boolean;
+    shortIsFrozen: boolean;
+    shortBorrowingEnabled: boolean;
 }
 /** create array of pairs for given lender data */
 export declare function generateLendingPairs(lenderData: LenderData, prices: {

package/dist/lending-pairs/computeLendingPairs.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"computeLendingPairs.d.ts","sourceRoot":"","sources":["../../src/lending-pairs/computeLendingPairs.ts"],"names":[],"mappings":"AACA,OAAO,EAAe,UAAU,EAAY,MAAM,UAAU,CAAA;AAG5D,MAAM,WAAW,WAAW;IAExB,OAAO,EAAE,MAAM,CAAA;IACf,MAAM,EAAE,MAAM,CAAA;IAEd,SAAS,EAAE,MAAM,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAGlB,cAAc,EAAE,MAAM,CAAA;IAEtB,eAAe,EAAE,MAAM,CAAA;IAEvB,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,WAAW,EAAE,MAAM,CAAA;IAGnB,WAAW,EAAE,MAAM,CAAA;IACnB,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE,MAAM,EAAE,CAAA;IACf,KAAK,CAAC,EAAE,MAAM,CAAA;CACjB;AAwCD,kDAAkD;AAClD,wBAAgB,oBAAoB,CAAC,UAAU,EAAE,UAAU,EAAE,MAAM,EAAE;IAAE,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EAAE,UAAU,EAAE;IAAE,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,GAAG,WAAW,EAAE,CAwFhJ;AASD,wBAAgB,WAAW,CAAC,KAAK,EAAE,WAAW,EAAE;;;;;EAW/C;AAMD,wBAAgB,4BAA4B,CACxC,KAAK,EAAE,WAAW,EAAE,GACrB,WAAW,EAAE,CA6Bf"}
+{"version":3,"file":"computeLendingPairs.d.ts","sourceRoot":"","sources":["../../src/lending-pairs/computeLendingPairs.ts"],"names":[],"mappings":"AAEA,OAAO,EAAe,UAAU,EAAY,MAAM,UAAU,CAAA;AAG5D,MAAM,WAAW,WAAW;IAExB,OAAO,EAAE,MAAM,CAAA;IACf,MAAM,EAAE,MAAM,CAAA;IAEd,SAAS,EAAE,MAAM,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAGlB,cAAc,EAAE,MAAM,CAAA;IAEtB,eAAe,EAAE,MAAM,CAAA;IAEvB,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,WAAW,EAAE,MAAM,CAAA;IAGnB,WAAW,EAAE,MAAM,CAAA;IACnB,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE,MAAM,EAAE,CAAA;IACf,KAAK,CAAC,EAAE,MAAM,CAAA;IAGd,oBAAoB,EAAE,MAAM,CAAA;IAC5B,gBAAgB,EAAE,MAAM,CAAA;IACxB,qBAAqB,EAAE,MAAM,CAAA;IAC7B,qBAAqB,EAAE,MAAM,CAAA;IAC7B,iBAAiB,EAAE,MAAM,CAAA;IACzB,sBAAsB,EAAE,MAAM,CAAA;IAG9B,YAAY,EAAE,OAAO,CAAA;IACrB,YAAY,EAAE,OAAO,CAAA;IACrB,aAAa,EAAE,OAAO,CAAA;IACtB,aAAa,EAAE,OAAO,CAAA;IACtB,qBAAqB,EAAE,OAAO,CAAA;CACjC;AAwCD,kDAAkD;AAClD,wBAAgB,oBAAoB,CAAC,UAAU,EAAE,UAAU,EAAE,MAAM,EAAE;IAAE,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,EAAE,UAAU,EAAE;IAAE,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;CAAE,GAAG,WAAW,EAAE,CAmGhJ;AA0DD,wBAAgB,WAAW,CAAC,KAAK,EAAE,WAAW,EAAE;;;;;EAyB/C;AAMD,wBAAgB,4BAA4B,CACxC,KAAK,EAAE,WAAW,EAAE,GACrB,WAAW,EAAE,CAqEf"}

package/dist/lending-pairs/computeLendingPairs.js

@@ -1,4 +1,5 @@
 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;
@@ -101,7 +102,18 @@ export function generateLendingPairs(lenderData, prices, histPrices) {
                         priceChange: price24h === 0 ? 0 : (price - price24h) / price24h,
                         maxLeverage: maxDepositLeverage,
                         apr: (depositApr + collateralRewards) * depositLeverage + (borrowRewards - borrowApr) * borrowLeverage,
-                        eMode: long.eMode?.category ?? 0
+                        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
                     });
                 }
             }
@@ -114,10 +126,46 @@ function getPriceKey(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 +177,38 @@ 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

@@ -1,5 +1,5 @@
 import { GetEvmClientFunction } from '../../types';
-export declare const formatAavePrice: (price: string, chainId: string, isV2?: boolean) => number;
+export declare const formatAavePrice: (price: string, isV2?: boolean) => number;
 export declare const parseRawAmount: (answer?: string, decimals?: number) => 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":"AAeA,OAAO,EAAE,oBAAoB,EAAE,MAAM,aAAa,CAAA;AAElD,eAAO,MAAM,eAAe,GAAI,OAAO,MAAM,EAAE,cAAY,KAAG,MAK7D,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"}

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

@@ -12,7 +12,7 @@ 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) => {
+export const formatAavePrice = (price, isV2 = false) => {
     return Number(formatEther(BigInt(price ?? '0') * (
     // 10^(18 - decimals)
     10n ** (isV2 ? 0n : 10n))));
@@ -179,6 +179,15 @@ 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
@@ -192,7 +201,7 @@ const parseAaveResults = (chainId, data, queries) => {
         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));
+            prices[oracleId] = formatAavePrice(d[j].toString(), lowDecimalOracle(chainId, details.fork));
         });
     });
     return prices;

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

@@ -1 +1 @@
-{"version":3,"file":"parsing.d.ts","sourceRoot":"","sources":["../../src/utils/parsing.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,MAAM,EAAE,MAAM,wBAAwB,CAAA;AAItD,eAAO,MAAM,GAAG,QAAQ,CAAA;AAExB,eAAO,MAAM,cAAc,GAAI,SAAS,MAAM,EAAE,iBAAa,KAAG,MAO/D,CAAA;AAED,oBAAY,SAAS;IACjB,KAAK,IAAA;IACL,EAAE,IAAA;CACL;AAYD,eAAO,MAAM,QAAQ,GAAI,KAAK,MAAM,WAEnC,CAAA;AAED,eAAO,MAAM,QAAQ,GAAI,KAAK,MAAM,WAEnC,CAAA;AAGD,eAAO,MAAM,uBAAuB,GAAI,IAAI,MAAM,GAAG,MAAM,KAAG,MAG7D,CAAA;AAGD,eAAO,MAAM,wBAAwB,GACjC,GAAG,MAAM,EACT,SAAS,MAAM,EACf,eAAiC,KAClC,MAYF,CAAA;AACD,eAAO,MAAM,qBAAqB,GAAI,KAAK,MAAM,GAAG,MAAM,GAAG,SAAS,WAGrE,CAAA;AAKD,eAAO,MAAM,gBAAgB,GAAI,eAAe,MAAM,GAAG,MAAM,WAI9D,CAAA"}
+{"version":3,"file":"parsing.d.ts","sourceRoot":"","sources":["../../src/utils/parsing.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,MAAM,EAAE,MAAM,wBAAwB,CAAC;AAIvD,eAAO,MAAM,GAAG,QAAQ,CAAC;AAEzB,eAAO,MAAM,cAAc,GAAI,SAAS,MAAM,EAAE,iBAAa,KAAG,MAO/D,CAAC;AAEF,oBAAY,SAAS;IACnB,KAAK,IAAA;IACL,EAAE,IAAA;CACH;AAYD,eAAO,MAAM,QAAQ,GAAI,KAAK,MAAM,WAEnC,CAAC;AAEF,eAAO,MAAM,QAAQ,GAAI,KAAK,MAAM,WAEnC,CAAC;AAEF,eAAO,MAAM,uBAAuB,GAAI,IAAI,MAAM,GAAG,MAAM,KAAG,MAG7D,CAAC;AAEF,eAAO,MAAM,wBAAwB,GACnC,GAAG,MAAM,EACT,SAAS,MAAM,EACf,eAAiC,KAChC,MAgBF,CAAC;AACF,eAAO,MAAM,qBAAqB,GAAI,KAAK,MAAM,GAAG,MAAM,GAAG,SAAS,WAGrE,CAAC;AAGF,eAAO,MAAM,gBAAgB,GAAI,eAAe,MAAM,GAAG,MAAM,WAI9D,CAAC"}

package/dist/utils/parsing.js

@@ -6,7 +6,7 @@ export const parseRawAmount = (answer, decimals = 18) => {
     if (!answer || answer === "0x")
         return "0";
     try {
-        return (formatUnits(BigInt(answer ?? '0'), decimals ?? 18));
+        return formatUnits(BigInt(answer ?? "0"), decimals ?? 18);
     }
     catch (e) {
         return "0";
@@ -45,7 +45,9 @@ export const calculateRateForCompound = (n, chainId, lender = Lender.COMPOUND_V3
     }
     const rate = Number(formatEther(BigInt(n)));
     if (scale === TimeScale.BLOCK)
-        return (Math.pow((rate * 60 * 60 * 24) / (BLOCK_TIMES[chainId] ?? 1) + 1, 365) - 1) * 100;
+        return ((Math.pow((rate * 60 * 60 * 24) / (BLOCK_TIMES[chainId] ?? 1) + 1, 365) -
+            1) *
+            100);
     return (Math.pow(rate * 60 * 60 * 24 + 1, 365) - 1) * 100;
 };
 export const formatAaveRawApyToApr = (raw) => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@1delta/margin-fetcher",
-  "version": "0.0.8",
+  "version": "0.0.9",
   "description": "",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -20,7 +20,7 @@
     "@types/async-retry": "^1.4.9",
     "async-retry": "^1.3.3",
     "typescript": "^5.8.3",
-    "@1delta/providers": "0.0.1"
+    "@1delta/providers": "0.0.3"
   },
   "scripts": {
     "build": "tsc",

package/src/abis/aave/AaveOracle.ts

@@ -1,4 +1,17 @@
 export const AaveOracleAbi = [
+   {
+    "inputs": [],
+    "name": "BASE_CURRENCY_UNIT",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "inputs": [
       {

package/src/abis/oracle/AaveOracle.ts

@@ -1,4 +1,17 @@
 export const AaveOracleAbi = [
+    {
+    "inputs": [],
+    "name": "BASE_CURRENCY_UNIT",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "inputs": [
       {

package/src/assets/index.ts

@@ -1,82 +1,101 @@
-import { AAVE_FORK_POOL_DATA, AAVE_STYLE_RESERVE_ASSETS, AAVE_STYLE_TOKENS, ASSET_META, COMPOUND_STYLE_RESERVE_ASSETS, COMPOUND_V2_STYLE_RESERVE_ASSETS, INIT_STYLE_RESERVE_ASSETS, Lender, SWAYLEND_RESERVE_ASSETS } from "@1delta/asset-registry"
-import { isAaveType, isCompoundV3, isInit, isSwaylend } from "../utils"
+import {
+  AAVE_FORK_POOL_DATA,
+  AAVE_STYLE_RESERVE_ASSETS,
+  AAVE_STYLE_TOKENS,
+  ASSET_META,
+  COMPOUND_STYLE_RESERVE_ASSETS,
+  COMPOUND_V2_STYLE_RESERVE_ASSETS,
+  INIT_STYLE_RESERVE_ASSETS,
+  Lender,
+  SWAYLEND_RESERVE_ASSETS,
+} from "@1delta/asset-registry";
+import { isAaveType, isCompoundV3, isInit, isSwaylend } from "../utils";
 
 /** No specific configuration */
-export const LENDER_MODE_NO_MODE = 0
-
+export const LENDER_MODE_NO_MODE = 0;
 
 export function getAaveStyleProtocolTokenMap(chainId: string, lender: string) {
-    return AAVE_STYLE_TOKENS[lender]?.[chainId] as any
+  return AAVE_STYLE_TOKENS[lender]?.[chainId] as any;
 }
 
-
 export const getAaveAssets = (
-    chainId: string | undefined,
-    lendingProtocol: string = Lender.AAVE_V3
+  chainId: string | undefined,
+  lendingProtocol: string = Lender.AAVE_V3
 ): string[] => {
-    if (isAaveType(lendingProtocol)) return AAVE_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    return []
-}
+  if (isAaveType(lendingProtocol))
+    return AAVE_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? [];
+  return [];
+};
 
 export const getInitAssets = (
-    chainId: string | undefined,
-    lendingProtocol = Lender.INIT
+  chainId: string | undefined,
+  lendingProtocol = Lender.INIT
 ): string[] => {
-    if (isInit(lendingProtocol)) return INIT_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    return []
-}
+  if (isInit(lendingProtocol))
+    return INIT_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? [];
+  return [];
+};
 
 export const getCompoundV3Assets = (
-    chainId: string | undefined,
-    lendingProtocol = Lender.COMPOUND_V3_USDCE
+  chainId: string | undefined,
+  lendingProtocol = Lender.COMPOUND_V3_USDCE
 ): string[] => {
-    if (isCompoundV3(lendingProtocol)) return COMPOUND_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    return []
-}
+  if (isCompoundV3(lendingProtocol))
+    return (
+      COMPOUND_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
+    );
+  return [];
+};
 
 export const getCompoundV2Assets = (
-    chainId: string | undefined,
-    lendingProtocol = Lender.VENUS
+  chainId: string | undefined,
+  lendingProtocol = Lender.VENUS
 ): string[] => {
-    if (isCompoundV3(lendingProtocol)) return COMPOUND_V2_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    return []
-}
-
+  if (isCompoundV3(lendingProtocol))
+    return (
+      COMPOUND_V2_STYLE_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
+    );
+  return [];
+};
 
 export const getSwaylendAssets = (
-    chainId: string | undefined,
-    lendingProtocol = Lender.SWAYLEND_USDC
+  chainId: string | undefined,
+  lendingProtocol = Lender.SWAYLEND_USDC
 ): string[] => {
-    if (isSwaylend(lendingProtocol)) return SWAYLEND_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? []
-    return []
+  if (isSwaylend(lendingProtocol))
+    return SWAYLEND_RESERVE_ASSETS[lendingProtocol]?.[chainId ?? "0"] ?? [];
+  return [];
+};
+
+export function getAaveTypePoolDataProviderAddress(
+  chainId: string,
+  lender: string
+) {
+  // @ts-ignore
+  return AAVE_FORK_POOL_DATA[lender]?.[chainId]?.protocolDataProvider;
 }
 
-export function getAaveTypePoolDataProviderAddress(chainId: string, lender: string) {
-    // @ts-ignore
-    return AAVE_FORK_POOL_DATA[lender]?.[chainId]?.protocolDataProvider
+export function getAaveTypePoolAddress(
+  chainId: string,
+  lender: string
+): string {
+  // @ts-ignore
+  return AAVE_FORK_POOL_DATA[lender]?.[chainId]?.pool;
 }
 
-
-export function getAaveTypePoolAddress(chainId: string, lender: string): string {
-    // @ts-ignore
-    return AAVE_FORK_POOL_DATA[lender]?.[chainId]?.pool
-}
-
-
 export function getAssetMeta(chainId: string, asset: string | undefined) {
-    return ASSET_META[chainId ?? "0"]?.[asset?.toLowerCase() ?? ""] as any
+  return ASSET_META[chainId ?? "0"]?.[asset?.toLowerCase() ?? ""] as any;
 }
 
-
 /**
-* Convert a string (asset symbol) to a Supported asset, considering also naming conflicts
-* @param a string
-* @returns SupportedAsset
-*/
+ * Convert a string (asset symbol) to a Supported asset, considering also naming conflicts
+ * @param a string
+ * @returns SupportedAsset
+ */
 export const toOracleKey = (a: string) => {
-    return a
-}
+  return a;
+};
 
 export const toGenericPriceKey = (assetAddress: string, chainId: string) => {
-    return chainId + "-" + assetAddress
-}
+  return chainId + "-" + assetAddress;
+};

package/src/assets/liquidityThresholds.ts

@@ -0,0 +1,83 @@
+import { Chain } from "@1delta/asset-registry";
+
+export interface LiquidityThresholds {
+  /** Minimum total deposits in USD */
+  minDepositsUSD: number;
+  /** Minimum total debt/borrows in USD */
+  minDebtUSD: number;
+  /** Minimum total liquidity in USD */
+  minLiquidityUSD: number;
+}
+
+export const DEFAULT_LIQUIDITY_THRESHOLDS: LiquidityThresholds = {
+  minDepositsUSD: 50_000,  
+  minDebtUSD: 10_000,      
+  minLiquidityUSD: 25_000, 
+};
+
+export const ASSET_GROUP_LIQUIDITY_THRESHOLDS: { [assetGroup: string]: LiquidityThresholds } = {
+  'USDC': {
+    minDepositsUSD: 25_000,
+    minDebtUSD: 5_000,
+    minLiquidityUSD: 15_000,
+  },
+};
+
+export const CHAIN_THRESHOLD_MULTIPLIERS: { [chainId: string]: number } = {
+  [Chain.POLYGON_MAINNET]: 1.0,  
+  [Chain.ARBITRUM_ONE]: 1.0,
+  [Chain.OP_MAINNET]: 1.0,
+  [Chain.BASE]: 1.0,
+  [Chain.MANTLE]: 0.8,
+  [Chain.LINEA]: 0.8,
+  [Chain.ZKSYNC_MAINNET]: 0.8,
+  [Chain.SCROLL]: 0.8,
+  [Chain.TAIKO_ALETHIA]: 0.6,
+  [Chain.HEMI_NETWORK]: 0.6,
+};
+
+/**
+ * Asset based overrides (per chain)
+ * assetKey format: "chainId-assetAddress" (lowercase)
+ */
+export const ASSET_SPECIFIC_THRESHOLDS: { [assetKey: string]: LiquidityThresholds } = {
+
+};
+
+
+
+
+export function getLiquidityThresholds(
+  chainId: string, 
+  assetAddress: string, 
+  assetGroup?:string,
+): LiquidityThresholds {
+  // Check for asset overrides
+  const assetKey = `${chainId}-${assetAddress.toLowerCase()}`;
+  if (ASSET_SPECIFIC_THRESHOLDS[assetKey]) {
+    return ASSET_SPECIFIC_THRESHOLDS[assetKey];
+  }
+
+  let baseThresholds = assetGroup && ASSET_GROUP_LIQUIDITY_THRESHOLDS[assetGroup] 
+    ? ASSET_GROUP_LIQUIDITY_THRESHOLDS[assetGroup]
+    : DEFAULT_LIQUIDITY_THRESHOLDS;
+  
+  const chainMultiplier = CHAIN_THRESHOLD_MULTIPLIERS[chainId] ?? 1.0;
+  
+  return {
+    minDepositsUSD: Math.floor(baseThresholds.minDepositsUSD * chainMultiplier),
+    minDebtUSD: Math.floor(baseThresholds.minDebtUSD * chainMultiplier),
+    minLiquidityUSD: Math.floor(baseThresholds.minLiquidityUSD * chainMultiplier),
+  };
+}
+
+export function meetsLiquidityThresholds(
+  pool: { totalDepositsUSD: number; totalDebtUSD: number; totalLiquidityUSD: number },
+  thresholds: LiquidityThresholds
+): boolean {
+  return (
+    pool.totalDepositsUSD >= thresholds.minDepositsUSD &&
+    pool.totalDebtUSD >= thresholds.minDebtUSD &&
+    pool.totalLiquidityUSD >= thresholds.minLiquidityUSD
+  );
+}

package/src/lending/aave-v2-type/publicCallParse.ts

@@ -46,7 +46,7 @@ export const getAaveV2ReservesDataConverter = (
             const liquidity = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.availableLiquidity]?.toString(), decimals)
             const totalAToken = Number(liquidity) + Number(totalStableDebt) + Number(totalVariableDebt)
 
-            const oracleKey = toOracleKey(assetMeta?.symbol) ?? toGenericPriceKey(asset, chainId)
+            const oracleKey = toOracleKey(assetMeta?.assetGroup) ?? toGenericPriceKey(asset, chainId)
             const price = prices[oracleKey] ?? 1
 
             const totalDepositsUSD = totalAToken * price
@@ -148,7 +148,7 @@ export const getAaveV2ReservesDataConverter = (
             const totalVariableDebt = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.totalVariableDebt]?.toString(), decimals)
             const liquidity = parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.availableLiquidity]?.toString(), decimals)
             const totalAToken = Number(liquidity) + Number(totalStableDebt) + Number(totalVariableDebt)
-            const oracleKey = toOracleKey(assetMeta?.symbol) ?? toGenericPriceKey(asset, chainId)
+            const oracleKey = toOracleKey(assetMeta?.assetGroup) ?? toGenericPriceKey(asset, chainId)
             const price = prices?.[oracleKey] ?? 1
 
             const totalDepositsUSD = totalAToken * price
@@ -235,7 +235,7 @@ export const getAaveV2ReservesDataConverter = (
             const liquidity = Number(parseRawAmount(reserveData?.[AaveV2TypeGetReserveDataIndexes.availableLiquidity]?.toString(), decimals))
             const totalAToken = liquidity + Number(totalStableDebt) + Number(totalVariableDebt)
 
-            const oracleKey = toOracleKey(assetMeta?.symbol) ?? toGenericPriceKey(asset, chainId)
+            const oracleKey = toOracleKey(assetMeta?.assetGroup) ?? toGenericPriceKey(asset, chainId)
             const price = prices[oracleKey] ?? 1
 
             const totalDepositsUSD = Number(totalAToken) * price