@1delta/margin-fetcher 5.0.10 → 5.0.12

package/dist/index.d.ts

@@ -3323,6 +3323,16 @@ interface ResupplyPairIdentity {
     underlying: string;
     collateralDecimals: number;
     underlyingDecimals: number;
+    /**
+     * The asset the WRAPPED market lends against (sfrxUSD, WBTC, …), read from
+     * the collateral vault itself. Immutable, so it is cached with the identity.
+     *
+     * This is the per-market image source: every CurveLend pair's own two rows
+     * are crvUSD/reUSD, so nothing else distinguishes them visually.
+     */
+    wrappedCollateralToken?: string;
+    /** Which family answered — `collateral_token()` vs `collateralContract()`. */
+    wrappedFamily?: 'curvelend' | 'fraxlend';
 }
 /**
  * One Resupply pair after the state batch. Raw bigints; `null` = failed
@@ -3431,6 +3441,12 @@ declare function fetchResupplyMarkets(lender: string, chainId: string): Promise<
  * `CurveLend:` names map to LlamaLend `version: 1` and `CurveLendV2:` to
  * `version: 2`. The other 5 are Fraxlend pairs, which we do not integrate as a
  * lender, so they resolve to `provider: 'fraxlend'` with no market key.
+ *
+ * The roster is an ENRICHMENT, not the source of the identity: the wrapped
+ * collateral is read from the vault itself (`collateral_token()` on a Curve
+ * Lend vault, `collateralContract()` on a Fraxlend pair — the same probe
+ * Resupply's own `Utilities` uses to tell the families apart), so all 21 pairs
+ * carry one whether or not LlamaLend metadata is published.
  */
 interface ResupplyWrappedMarket {
     /** Which protocol the collateral position lives in. */
@@ -3449,7 +3465,32 @@ interface ResupplyWrappedMarket {
     version?: 1 | 2;
     /** What the wrapped market lends against, e.g. `sfrxUSD`. */
     collateralSymbol?: string;
+    /**
+     * The wrapped market's collateral TOKEN.
+     *
+     * This is the per-market image source. Every CurveLend pair looks identical
+     * on our two rows — both are crvUSD/reUSD — so the only thing that visually
+     * distinguishes `crvUSD/sfrxUSD` from `crvUSD/WBTC` is the asset the WRAPPED
+     * market lends against, which is not one of our rows. Consumers resolve the
+     * token icon from this address; the brand icon (`lenderIcon`) stays the
+     * fallback and is deliberately still one image for all 21 pairs.
+     */
+    collateralToken?: string;
+    collateralDecimals?: number;
 }
+/**
+ * Human label for a pair, from its on-chain `name()`.
+ *
+ * The pair deployer emits `Resupply Pair (CurveLend: crvUSD/sfrxUSD) - 1`:
+ * the useful part is inside the parentheses — it names the WRAPPED market,
+ * which is the only thing distinguishing one Resupply pair from another. The
+ * `- N` suffix is a redeploy counter (there are two `crvUSD/sDOLA` pairs), so
+ * it is kept only when it is not `- 1`.
+ *
+ * Falls back to the raw name rather than inventing one: a pair whose name
+ * stops matching this shape should read oddly, not silently lose its identity.
+ */
+declare function resupplyMarketLabel(rawName: string): string;
 /**
  * Synthesized per-pair lender key, e.g. `RESUPPLY_1_C5184CCC…`. The chain id
  * rides in the key (Fluid/River/Frankencoin convention) even though Resupply
@@ -4759,6 +4800,64 @@ type ListaMarketOverrides = {
     [chainId: string]: ListaMarketOverride[];
 };
 
+/**
+ * Curve LlamaLend oracle fetcher — DERIVED (Pass 2).
+ *
+ * Each market's price feed is `price_oracle()` on its own LLAMMA. Three
+ * properties of that read drive every decision in this file:
+ *
+ *  1. **It is always WAD**, regardless of either token's decimals. Verified
+ *     on-chain across the decimal spread: the 8-decimal WBTC / crvUSD market
+ *     returns `65042815002675129318680` (= 65,042.82) and the 18-decimal
+ *     sfrxUSD market returns `1205489834170667241` (= 1.2055). So this fetcher
+ *     divides by 1e18 and NEVER consults token decimals — unlike Morpho, whose
+ *     oracles scale by `10^(36 + loanDec - collDec)`.
+ *  2. **It is denominated in the BORROWED token**, not USD. Hence Pass 2 with
+ *     `updatePrices=false`: `collateralUSD = ratio × borrowedUSD`, where the
+ *     borrowed token's direct USD price came from Pass 1. This is the
+ *     Morpho/Midnight/Teller shape, so the derivation class is `'derived'`.
+ *     It matters for real markets, not just in theory — 8 of ~99 markets
+ *     borrow something other than crvUSD (CRV, WETH, tBTC, ynETH, USDC,
+ *     wstETH), where treating the ratio as USD would be badly wrong.
+ *  3. **It lives on the AMM, and only on the AMM.** A Curve
+ *     `price_oracle_contract` is a different contract exposing `price()`, and
+ *     the LLAMMA does NOT implement `price()`. That distinction is the whole
+ *     reason this fetcher exists: LlamaLend markets used to fall through a
+ *     catch-all `else` into the MORPHO override bucket, which called `price()`
+ *     on the LLAMMA — reverting, mapping to '0x', and dropping every market
+ *     silently. Had the address been a `price_oracle_contract` instead, the
+ *     call would have SUCCEEDED and been rescaled by 1e36, i.e. ~1e18 off.
+ *
+ * Markets are sourced exclusively from overrides (the database), like Morpho
+ * and Lista. There is no on-chain market enumeration to fall back on.
+ */
+/**
+ * One LlamaLend market, as supplied by the caller's database.
+ */
+interface LlamaLendMarketOverride {
+    /**
+     * The market's LLAMMA. `price_oracle()` is read from here — NOT from the
+     * generic `oracle` column, which is written as the AMM but would silently
+     * become unreadable if a `price_oracle_contract` were ever stored there.
+     */
+    amm: string;
+    /** Borrowed token — the oracle's unit of account. */
+    loanAsset: string;
+    collateralAsset: string;
+    /** Present for symmetry with the other override types; NOT used for scaling. */
+    loanAssetDecimals?: number;
+    /** Present for symmetry with the other override types; NOT used for scaling. */
+    collateralAssetDecimals?: number;
+    /**
+     * Controller address, 0x-stripped and uppercased — the suffix of the
+     * per-market lender key the lending converter emits.
+     */
+    marketId: string;
+}
+type LlamaLendMarketOverrides = {
+    [chainId: string]: LlamaLendMarketOverride[];
+};
+
 /**
  * Token list type expected by this function
  * Token decimals are read from list[chainId].list[address].decimals
@@ -4810,9 +4909,9 @@ interface FetchOraclePricesOptions {
     probeFeedStaleness?: boolean;
     /**
      * Only run these fetcher groups. Useful for debugging individual protocols.
-     * Values: 'aave', 'compoundV2', 'compoundV3', 'lista', 'eulerV2', 'aaveV4',
-     * 'morpho', 'midnight', 'exactly', 'term', 'liquity', 'river', 'teller',
-     * 'siloV2', 'siloV3', 'fluid'.
+     * Values: 'aave', 'compoundV2', 'compoundV3', 'lista', 'llamalend',
+     * 'eulerV2', 'aaveV4', 'morpho', 'midnight', 'exactly', 'term', 'liquity',
+     * 'river', 'teller', 'siloV2', 'siloV3', 'fluid'.
      * If omitted, all fetchers run.
      */
     onlyFetchers?: string[];
@@ -4832,7 +4931,14 @@ declare function fetchOraclePrices(chainIds: string[], rpcOverrides?: {
     [chainId: string]: string[];
 }, lists?: TokenListInput, retries?: number, batchSize?: {
     [chainId: string]: number;
-} | undefined, allowFailure?: boolean, basePrices?: USDPriceMap, morphoMarketOverrides?: MorphoMarketOverrides, listaMarketOverrides?: ListaMarketOverrides, stalenessThresholdSeconds?: number, onlyFetchers?: string[], probeFeedStaleness?: boolean): Promise<OraclePricesResult>;
+} | undefined, allowFailure?: boolean, basePrices?: USDPriceMap, morphoMarketOverrides?: MorphoMarketOverrides, listaMarketOverrides?: ListaMarketOverrides, stalenessThresholdSeconds?: number, onlyFetchers?: string[], probeFeedStaleness?: boolean, 
+/**
+ * Curve LlamaLend markets. Appended LAST rather than slotted next to the
+ * other two override params on purpose — ~50 call sites already pass all 12
+ * positional arguments, and inserting here would silently shift
+ * `onlyFetchers` / `probeFeedStaleness` in every one of them.
+ */
+llamaLendMarketOverrides?: LlamaLendMarketOverrides): Promise<OraclePricesResult>;
 
 /**
  * Self-calibrating per-feed quality stats.
@@ -6062,7 +6168,7 @@ 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' | 'susd3Cooldown' | 'strataCooldown' | 'swellNft' | 'stakeWiseSubgraph' | 'mantleCallerSuppliedIds' | 'pufferCallerSuppliedIds' | 'trufinCallerSuppliedIds' | 'lairCallerSuppliedIds' | 'stceloAccountQueue' | 'kinetiqQueue' | 'beHypeQueue' | 'valantisBurnQueue' | 'listaQueue' | 'iberaQueue' | 'primeStakingQueue' | 'berapawRedeemQueue' | 'eventsOnly' | 'noQueue' | 'unverified';
+type LstWithdrawalReaderKind = 'lidoQueue' | 'etherfiNft' | 'yieldNestNft' | 'staderEthxQueue' | 'staderMaticXQueue' | 'renzoQueue' | 'kelpQueue' | 'benqiSavaxQueue' | 'beetsStSQueue' | 'hyperbeatBeHype7540' | 'erc7540' | 'binanceWbethQueue' | 'ethenaCooldown' | 'susd3Cooldown' | 'strataCooldown' | 'swellNft' | 'stakeWiseSubgraph' | 'mantleCallerSuppliedIds' | 'pufferCallerSuppliedIds' | 'trufinCallerSuppliedIds' | 'lairCallerSuppliedIds' | 'stceloAccountQueue' | 'kinetiqQueue' | 'beHypeQueue' | 'valantisBurnQueue' | 'listaQueue' | 'iberaQueue' | 'primeStakingQueue' | 'berapawRedeemQueue' | '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
@@ -8910,6 +9016,31 @@ interface LiquidationTerms {
     bandLtv?: Record<string, number>;
     /** Band count `ltv` / `liquidationLtv` were computed at. */
     defaultBands?: number;
+    /**
+     * The knob the BORROWER turns at open, when the factors above depend on one.
+     *
+     * Mirrors `ConfigEntry.openParameter` — it is the same descriptor, surfaced on
+     * the term sheet because that is where a UI edits terms rather than reads
+     * them. Describes the DOMAIN only; the value a given position chose lives in
+     * the per-position `modes[posId]` slot.
+     *
+     * Prefer this over {@link bandLtv}: the curve is sampled at four points and is
+     * absent whenever it could not be computed, whereas this is the whole domain
+     * and is always available. See POSITION_PARAMETERS_PLAN.md.
+     */
+    openParameter?: {
+        kind: 'llamalend-bands' | 'interest-rate';
+        dimension: 'collateralFactor' | 'rate';
+        domain: {
+            min: number;
+            max: number;
+        } | {
+            values: number[];
+        };
+        default: number;
+        immutableAfterOpen: boolean;
+        adjustCooldownSeconds?: number;
+    };
     /**
      * Aave-style escalation: the close factor rises to 1 once health falls below
      * this. Without it, `closeFactor: 0.5` understates the worst case.
@@ -9772,4 +9903,4 @@ interface TermAdapter {
 declare const TERM_ADAPTERS: TermAdapter[];
 declare function resolveAdapter(lender: string): TermAdapter | undefined;
 
-export { type AaveMetadata, type AaveV2Public, type AaveV2UserReserveResponse, type AaveV3Public, type AaveV3UserReserveResponse, type AdditionalYields, type AdminKind, ApiBookSource, type AprData, type AprPercent, type AssetQuality, type AssetRiskIndex, type AuctionWindow, type AvailabilityTerms, type BalanceData, type BaseLendingPosition, type BasicReserveResponse, type BorrowExitTerms, type BorrowTermSheet, type BuildTermSheetOptions, type ChainDiagnostic, type ChainLinkResponse, type ChainQuery, type ChainSummary, type CompoundV2Metadata, type CompoundV3Public, type CompoundV3UserReserveResponse, type ConfigEntry, type ConvertLenderUserDataOptions, type CoreValidators, type CounterpartyTerms, type CoverageInfo, DEFAULT_MIDNIGHT_API, DEFAULT_OUTLIER_GUARD, DEFAULT_PROFILE_ID, DEFAULT_STALE_REJECT_SECONDS, DEFAULT_TERMMAX_API, type DeepPartial, type Denomination, type DepthMap, EMPTY_BALANCE, type EModeAssets, type EModeData, type EModeResult, EXACTLY_LENDER_KEY, type EndpointFailure, type EnrichmentIndex, type EulerEarnVault, type EulerEarnVaults, type EulerV2Metadata, type ExactlyFixedPool, type ExactlyFixedPosition, type ExactlyMarketAccount, type ExactlyMarketsRaw, type ExactlyUserFixedPosition, type ExposureEntry, type ExposureTerms, type ExtraValidationCall, type FeeTerm, type FeeWhen, type FeedObservation, type FeedStat, type FeedStatsMap, type FeedTimestampMap, type FetchListaVaultsFromChainOptions, type FetchMorphoVaultsFromChainOptions, type FetchOraclePricesOptions, type FetchTokenBalancesOptions, type FlattenPriorityConfig, type FluidFToken, type FluidFTokens, type FrankencoinMarketRaw, type FrankencoinMarketsRaw, type FrankencoinPositionInfo, 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 GovernancePower, type GovernanceRow, type GovernanceTerms, 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 IncompleteLenderRead, type IncompleteReason, type InitMetadata, type InitPublic, type InitUserReserveResponse, type InterfaceKind, type InvariantViolation, 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 LiquidationPenaltyTerm, type LiquidationTerms, type LiquityBranchRaw, type LiquityDiscoveredTrove, type LiquityDiscovery, type LiquityMarketsRaw, type LiquitySpInfo, type LiquityTroveInfo, type ListaMarketOverrides, type LlamaLendMarketRaw, type LlamaLendMarketsRaw, type LlamaLendPositionInfo, type LoopPostTradeMetrics, type LstDelegation, type LstDelegationKind, type LstValidator, type LstWithdrawalFetchOptions, type LstWithdrawalRegistryEntry, type LstWithdrawalRequest, type LstWithdrawalRequestsByLst, type LstWithdrawalStatus, MORPHO_LENS, MULTICALL_FAILURE, type MaturityTerms, MaxParamThresholds, type MergedUserData, type MidnightBook, type MidnightBookLevel, type MidnightBookSource, type ModeBase, type ModeVariant, type MorphoMarketOverrides, type MorphoSubgraphProxyConfig, type MorphoUserMarketBalance, type MorphoUserReserveResponse, type MorphoVault, type MorphoVaults, type MulticallEndpointOptions, type MulticallRpcBatch, type NumberMap, type Open, type OracleBand, type OracleDiagnostics, type OraclePriceEntry, type OraclePricesResult, type OracleRiskRow, type OracleTerms, type OutlierGuardConfig, type ParsedBalanceData, type ParsedResponse, type ParsedUserBalance, type PermissionKind, type PermissionParams, type PoolData, type PoolWithMeta, type PortfolioSummary, type PortfolioTotals, type PositionConstraints, type PostTradeMetrics, type PreparedCall, type PreparedMergedMulticallParams, type PreparedMergedRpcCalls, type PreparedTokenBalanceRpcCalls, type PreparedUserDataRpcCalls, type PriceDerivation, type PriceSelection, type ProtocolParams, type ProviderOptions, type RateKind, type RateMenuEntry, type RateTerms, type RawRpcBatch, type RawRpcCall, type RawRpcResponse, type ReadFailurePolicy, type RedemptionTerms, type ResupplyMarketsRaw, type ResupplyPairIdentity, type ResupplyPairRaw, type ResupplyPositionInfo, type ResupplyWrappedMarket, type RewardTerm, type RiverMarketRaw, type RiverMarketsRaw, type RiverPositionInfo, STABLECOIN_SYMBOLS, STCELO_MANAGER_ADDRESS, type SelectPricesOptions, type Severity, type SeverityFinding, type SiloVault, type SiloVaults, type StCeloValidatorGroup, type StaleFeedEntry, type StampOptions, type StructuredOraclePrices, type SubAccountSummary, type SumerPositionInput, type SummaryAprData, type SummaryBalanceData, type SupplyExitMode, type SupplyExitTerms, type SupplyTermSheet, 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, TERM_ADAPTERS, TERM_PROFILES, TERM_SHEET_SCHEMA_VERSION, type TellerDiscoveredBid, type TellerDiscovery, type TellerMarketsRaw, type TellerPoolRaw, type TermAdapter, type TermAssetRef, type TermAuctionOrder, type TermAuctionOrders, type TermBookSource, type TermBookTop, type TermInfo, type TermListing, type TermMarketRaw, TermMaxApiSource, type TermMaxBookTop, type TermMaxCurveSegment, type TermMaxDataSource, type TermMaxDiscovery, type TermMaxFeeConfig, type TermMaxMarketConfig, type TermMaxMarketRaw, type TermMaxOrderState, type TermProfile, type TermSheet, type TermSheetDigest, type TermSheetInput, type TermSheetViolation, TermSubgraphSource, type TermTag, 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, type UtilizationTerms, VAULT_SHARE_PRICE_PROBE, VOLATILE_VAULT_OVERRIDES, type ValidationResult, 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, __resetResupplyUserCaches, accountDepositListKey, accountWithdrawalListKey, appendSnapshot, applyPositionDelta, attachImplications, attachPricesToFlashLiquidity, borrowDescription, borrowFindings, borrowHeadline, buildExposures, buildFluidFTokensCall, buildLiquityUserCall, buildLoopResult, buildMorphoTypeCall, buildMorphoTypeUserCallWithLens, buildPortfolioTotals, buildSumerAccumulators, buildSummaries, buildTellerUserCall, buildTermMaxUserCall, buildTermSheet, buildTermSheetsForGroup, 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, convertFrankencoinMarketsToResponse, convertInverseMarketsToResponse, convertLenderUserDataResult, convertLiquityMarketsToResponse, convertLlamaLendMarketsToResponse, convertResupplyMarketsToResponse, convertRiverMarketsToResponse, convertTellerMarketsToResponse, convertTermMarketsToResponse, convertTermMaxMarketsToResponse, convertUsddMarketsToResponse, createMarketUid, createMidnightBookSource, createMulticallRpcCall, createRawRpcCalls, createTermBookSource, createTermMaxDataSource, decodeListaMarkets, decodeMarkets, decodePackedListaUserDataset, decodePackedMorphoUserDataset, deriveBorrowTags, deriveSupplyTags, detectInterfaceKinds, duration, encodeBalanceFetcherCalldata, enrichTermSheet, enrichmentIndexFromRows, exactlyPairLtv, exactlyPenaltyRateToAprPercent, exactlyWadRateToPercent, feePhrase, feedKeyOf, feedStatKey, fetchDolomiteAccountNumbers, fetchEulerEarnVaults, fetchEulerEarnVaultsFromSubgraph, fetchEulerSubAccountIndexes, fetchExactlyMarkets, fetchFlashLiquidityForChain, fetchFluidFTokens, fetchFrankencoinMarkets, fetchGeneralYields, fetchGeneralYieldsByMarketUid, fetchGmxExecutionFees, fetchGmxTickerPrices, fetchGmxVaults, fetchHypercoreVaults, fetchInverseMarkets, fetchLagoonApiVaults, fetchLagoonVaults, fetchLiquityMarkets, fetchListaVaultsFromChain, fetchLlamaLendMarkets, fetchMorphoUserBalances, fetchMorphoUserPositionMarkets, fetchMorphoVaults, fetchMorphoVaultsFromApi, fetchMorphoVaultsFromChain, fetchOraclePrices, fetchPendlePrices, fetchResupplyMarkets, fetchRiverMarkets, fetchSiloVaults, fetchTellerMarkets, fetchTermMarkets, fetchTermMaxMarkets, fetchTokenBalances, fetchTokenMetadata, fetchUpshiftApiVaults, fetchUpshiftVaults, fetchUsddMarkets, fetchYearnApiVaults, fetchYearnVaults, filterActiveLenders, filterLendersByProtocol, finalizeInfo, findingsFor, frankencoinKeyParts, frankencoinLenderKey, 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, getReadFailurePolicy, getResolvedDolomiteAccountNumbers, getStCeloValidatorGroups, getSubAccountAddress, getSubAccountIndex, getTermProfile, getVaultPublicDataAll, getVaultWithdrawalRequests, hasCritical, hasEulerEarnVaultSubgraph, hasLagoonVaults, hasMorphoPositionIndex, hasMorphoUserApi, hasMorphoUserSubgraph, hasUpshiftVaults, hasYearnVaults, inverseKeyParts, inverseLenderKey, isFailedCall, isStablecoinSymbol, isYearnV3, keysFromMaps, lenderApiOnly, lenderFamily, liquityCandidateTroveIds, liquityKeyParts, liquityLenderKey, llamaLendKeyParts, llamaLendLenderKey, mergeDeep, multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseMergedResult, parseMulticallRpcResponses, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, pct, positivePart, predictInverseEscrow, prepareLenderUserDataRpcCalls, prepareMergedMulticallParams, prepareMergedRpcCalls, prepareMulticallInputs, prepareTokenBalanceRpcCalls, priceGlvVaults, priceGmMarkets, probeAaveFeedTimestamps, pruneFeedStats, rankFindings, readVaultSharePrices, rejectOutliers as rejectPriceOutliers, resolveAdapter, resolveDerivation, resolveStCeloDepositGroup, resupplyKeyParts, resupplyLenderKey, riverKeyParts, riverLenderKey, selectAssetGroupPrices, shortDate, stampVaultClassification, supplyDescription, supplyFindings, supplyHeadline, 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, toDigest, toTermSheetInput, unflattenLenderData, updateFeedStats, usddIlkBytes32, usddKeyParts, usddLenderKey, validateTermSheet, validateTermSheets, validateUserData };
+export { type AaveMetadata, type AaveV2Public, type AaveV2UserReserveResponse, type AaveV3Public, type AaveV3UserReserveResponse, type AdditionalYields, type AdminKind, ApiBookSource, type AprData, type AprPercent, type AssetQuality, type AssetRiskIndex, type AuctionWindow, type AvailabilityTerms, type BalanceData, type BaseLendingPosition, type BasicReserveResponse, type BorrowExitTerms, type BorrowTermSheet, type BuildTermSheetOptions, type ChainDiagnostic, type ChainLinkResponse, type ChainQuery, type ChainSummary, type CompoundV2Metadata, type CompoundV3Public, type CompoundV3UserReserveResponse, type ConfigEntry, type ConvertLenderUserDataOptions, type CoreValidators, type CounterpartyTerms, type CoverageInfo, DEFAULT_MIDNIGHT_API, DEFAULT_OUTLIER_GUARD, DEFAULT_PROFILE_ID, DEFAULT_STALE_REJECT_SECONDS, DEFAULT_TERMMAX_API, type DeepPartial, type Denomination, type DepthMap, EMPTY_BALANCE, type EModeAssets, type EModeData, type EModeResult, EXACTLY_LENDER_KEY, type EndpointFailure, type EnrichmentIndex, type EulerEarnVault, type EulerEarnVaults, type EulerV2Metadata, type ExactlyFixedPool, type ExactlyFixedPosition, type ExactlyMarketAccount, type ExactlyMarketsRaw, type ExactlyUserFixedPosition, type ExposureEntry, type ExposureTerms, type ExtraValidationCall, type FeeTerm, type FeeWhen, type FeedObservation, type FeedStat, type FeedStatsMap, type FeedTimestampMap, type FetchListaVaultsFromChainOptions, type FetchMorphoVaultsFromChainOptions, type FetchOraclePricesOptions, type FetchTokenBalancesOptions, type FlattenPriorityConfig, type FluidFToken, type FluidFTokens, type FrankencoinMarketRaw, type FrankencoinMarketsRaw, type FrankencoinPositionInfo, 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 GovernancePower, type GovernanceRow, type GovernanceTerms, 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 IncompleteLenderRead, type IncompleteReason, type InitMetadata, type InitPublic, type InitUserReserveResponse, type InterfaceKind, type InvariantViolation, 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 LiquidationPenaltyTerm, type LiquidationTerms, type LiquityBranchRaw, type LiquityDiscoveredTrove, type LiquityDiscovery, type LiquityMarketsRaw, type LiquitySpInfo, type LiquityTroveInfo, type ListaMarketOverrides, type LlamaLendMarketOverride, type LlamaLendMarketOverrides, type LlamaLendMarketRaw, type LlamaLendMarketsRaw, type LlamaLendPositionInfo, type LoopPostTradeMetrics, type LstDelegation, type LstDelegationKind, type LstValidator, type LstWithdrawalFetchOptions, type LstWithdrawalRegistryEntry, type LstWithdrawalRequest, type LstWithdrawalRequestsByLst, type LstWithdrawalStatus, MORPHO_LENS, MULTICALL_FAILURE, type MaturityTerms, MaxParamThresholds, type MergedUserData, type MidnightBook, type MidnightBookLevel, type MidnightBookSource, type ModeBase, type ModeVariant, type MorphoMarketOverrides, type MorphoSubgraphProxyConfig, type MorphoUserMarketBalance, type MorphoUserReserveResponse, type MorphoVault, type MorphoVaults, type MulticallEndpointOptions, type MulticallRpcBatch, type NumberMap, type Open, type OracleBand, type OracleDiagnostics, type OraclePriceEntry, type OraclePricesResult, type OracleRiskRow, type OracleTerms, type OutlierGuardConfig, type ParsedBalanceData, type ParsedResponse, type ParsedUserBalance, type PermissionKind, type PermissionParams, type PoolData, type PoolWithMeta, type PortfolioSummary, type PortfolioTotals, type PositionConstraints, type PostTradeMetrics, type PreparedCall, type PreparedMergedMulticallParams, type PreparedMergedRpcCalls, type PreparedTokenBalanceRpcCalls, type PreparedUserDataRpcCalls, type PriceDerivation, type PriceSelection, type ProtocolParams, type ProviderOptions, type RateKind, type RateMenuEntry, type RateTerms, type RawRpcBatch, type RawRpcCall, type RawRpcResponse, type ReadFailurePolicy, type RedemptionTerms, type ResupplyMarketsRaw, type ResupplyPairIdentity, type ResupplyPairRaw, type ResupplyPositionInfo, type ResupplyWrappedMarket, type RewardTerm, type RiverMarketRaw, type RiverMarketsRaw, type RiverPositionInfo, STABLECOIN_SYMBOLS, STCELO_MANAGER_ADDRESS, type SelectPricesOptions, type Severity, type SeverityFinding, type SiloVault, type SiloVaults, type StCeloValidatorGroup, type StaleFeedEntry, type StampOptions, type StructuredOraclePrices, type SubAccountSummary, type SumerPositionInput, type SummaryAprData, type SummaryBalanceData, type SupplyExitMode, type SupplyExitTerms, type SupplyTermSheet, 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, TERM_ADAPTERS, TERM_PROFILES, TERM_SHEET_SCHEMA_VERSION, type TellerDiscoveredBid, type TellerDiscovery, type TellerMarketsRaw, type TellerPoolRaw, type TermAdapter, type TermAssetRef, type TermAuctionOrder, type TermAuctionOrders, type TermBookSource, type TermBookTop, type TermInfo, type TermListing, type TermMarketRaw, TermMaxApiSource, type TermMaxBookTop, type TermMaxCurveSegment, type TermMaxDataSource, type TermMaxDiscovery, type TermMaxFeeConfig, type TermMaxMarketConfig, type TermMaxMarketRaw, type TermMaxOrderState, type TermProfile, type TermSheet, type TermSheetDigest, type TermSheetInput, type TermSheetViolation, TermSubgraphSource, type TermTag, 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, type UtilizationTerms, VAULT_SHARE_PRICE_PROBE, VOLATILE_VAULT_OVERRIDES, type ValidationResult, 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, __resetResupplyUserCaches, accountDepositListKey, accountWithdrawalListKey, appendSnapshot, applyPositionDelta, attachImplications, attachPricesToFlashLiquidity, borrowDescription, borrowFindings, borrowHeadline, buildExposures, buildFluidFTokensCall, buildLiquityUserCall, buildLoopResult, buildMorphoTypeCall, buildMorphoTypeUserCallWithLens, buildPortfolioTotals, buildSumerAccumulators, buildSummaries, buildTellerUserCall, buildTermMaxUserCall, buildTermSheet, buildTermSheetsForGroup, 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, convertFrankencoinMarketsToResponse, convertInverseMarketsToResponse, convertLenderUserDataResult, convertLiquityMarketsToResponse, convertLlamaLendMarketsToResponse, convertResupplyMarketsToResponse, convertRiverMarketsToResponse, convertTellerMarketsToResponse, convertTermMarketsToResponse, convertTermMaxMarketsToResponse, convertUsddMarketsToResponse, createMarketUid, createMidnightBookSource, createMulticallRpcCall, createRawRpcCalls, createTermBookSource, createTermMaxDataSource, decodeListaMarkets, decodeMarkets, decodePackedListaUserDataset, decodePackedMorphoUserDataset, deriveBorrowTags, deriveSupplyTags, detectInterfaceKinds, duration, encodeBalanceFetcherCalldata, enrichTermSheet, enrichmentIndexFromRows, exactlyPairLtv, exactlyPenaltyRateToAprPercent, exactlyWadRateToPercent, feePhrase, feedKeyOf, feedStatKey, fetchDolomiteAccountNumbers, fetchEulerEarnVaults, fetchEulerEarnVaultsFromSubgraph, fetchEulerSubAccountIndexes, fetchExactlyMarkets, fetchFlashLiquidityForChain, fetchFluidFTokens, fetchFrankencoinMarkets, fetchGeneralYields, fetchGeneralYieldsByMarketUid, fetchGmxExecutionFees, fetchGmxTickerPrices, fetchGmxVaults, fetchHypercoreVaults, fetchInverseMarkets, fetchLagoonApiVaults, fetchLagoonVaults, fetchLiquityMarkets, fetchListaVaultsFromChain, fetchLlamaLendMarkets, fetchMorphoUserBalances, fetchMorphoUserPositionMarkets, fetchMorphoVaults, fetchMorphoVaultsFromApi, fetchMorphoVaultsFromChain, fetchOraclePrices, fetchPendlePrices, fetchResupplyMarkets, fetchRiverMarkets, fetchSiloVaults, fetchTellerMarkets, fetchTermMarkets, fetchTermMaxMarkets, fetchTokenBalances, fetchTokenMetadata, fetchUpshiftApiVaults, fetchUpshiftVaults, fetchUsddMarkets, fetchYearnApiVaults, fetchYearnVaults, filterActiveLenders, filterLendersByProtocol, finalizeInfo, findingsFor, frankencoinKeyParts, frankencoinLenderKey, 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, getReadFailurePolicy, getResolvedDolomiteAccountNumbers, getStCeloValidatorGroups, getSubAccountAddress, getSubAccountIndex, getTermProfile, getVaultPublicDataAll, getVaultWithdrawalRequests, hasCritical, hasEulerEarnVaultSubgraph, hasLagoonVaults, hasMorphoPositionIndex, hasMorphoUserApi, hasMorphoUserSubgraph, hasUpshiftVaults, hasYearnVaults, inverseKeyParts, inverseLenderKey, isFailedCall, isStablecoinSymbol, isYearnV3, keysFromMaps, lenderApiOnly, lenderFamily, liquityCandidateTroveIds, liquityKeyParts, liquityLenderKey, llamaLendKeyParts, llamaLendLenderKey, mergeDeep, multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseMergedResult, parseMulticallRpcResponses, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, pct, positivePart, predictInverseEscrow, prepareLenderUserDataRpcCalls, prepareMergedMulticallParams, prepareMergedRpcCalls, prepareMulticallInputs, prepareTokenBalanceRpcCalls, priceGlvVaults, priceGmMarkets, probeAaveFeedTimestamps, pruneFeedStats, rankFindings, readVaultSharePrices, rejectOutliers as rejectPriceOutliers, resolveAdapter, resolveDerivation, resolveStCeloDepositGroup, resupplyKeyParts, resupplyLenderKey, resupplyMarketLabel, riverKeyParts, riverLenderKey, selectAssetGroupPrices, shortDate, stampVaultClassification, supplyDescription, supplyFindings, supplyHeadline, 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, toDigest, toTermSheetInput, unflattenLenderData, updateFeedStats, usddIlkBytes32, usddKeyParts, usddLenderKey, validateTermSheet, validateTermSheets, validateUserData };