@1delta/margin-fetcher 5.0.23 → 5.0.26

package/dist/index.d.ts

@@ -3,7 +3,7 @@ import { Lender } from '@1delta/lender-registry';
 export { hasCrossMarginRisk, isAaveType, isAaveV2Type, isAaveV32Type, isAaveV3Type, isCompoundV3, isCompoundV3Type, isInit, isMorphoType, isMultiMarket, isYLDR } from '@1delta/lender-registry';
 import { DebitData, LenderDebitData, LstAcceptedInput } from '@1delta/calldata-sdk';
 import { RelayProxyConfig } from '@1delta/proxy-fetch';
-import { TermMarketConfig, LiquityBranchConfig, LiquityConfigChain, RiverMarketConfig, RiverConfigChain, RiverChainData, InverseMarketConfig, InverseConfigChain, InverseChainData, ResupplyConfigChain, LlamaLendMarketConfig, LlamaLendConfigChain, LlamaLendChainData, UsddMarketConfig, UsddConfigChain, UsddChainData, FrankencoinMarketConfig, FrankencoinConfigChain, FrankencoinChainData, TellerPoolConfig, MorphoTypeVaultEntry } from '@1delta/data-sdk';
+import { TermMarketConfig, LiquityBranchConfig, LiquityConfigChain, RiverMarketConfig, RiverConfigChain, RiverChainData, InverseMarketConfig, InverseConfigChain, InverseChainData, FraxlendConfigChain, ResupplyConfigChain, LlamaLendMarketConfig, LlamaLendConfigChain, LlamaLendChainData, UsddMarketConfig, UsddConfigChain, UsddChainData, FrankencoinMarketConfig, FrankencoinConfigChain, FrankencoinChainData, TellerPoolConfig, MorphoTypeVaultEntry } from '@1delta/data-sdk';
 export { MorphoLensAbi } from '@1delta/abis';
 
 interface GenericCurrency {
@@ -3395,6 +3395,174 @@ declare function convertInverseMarketsToResponse(raw: InverseMarketsRaw, chainId
     [m: string]: MorphoGeneralPublicResponse;
 };
 
+/**
+ * One Fraxlend pair as read from the chain.
+ *
+ * A pair is an ISOLATED 2-asset market and a single contract: `asset` is the
+ * supply + borrow leg (the pair itself is that leg's ERC-4626 vault) and
+ * `collateral` is deposit-only. There is no supply side on the collateral leg
+ * and no borrow side on the collateral leg — that asymmetry is the whole shape.
+ */
+interface FraxlendPairRaw {
+    /** The `FraxlendPair` contract — the market id. */
+    pair: string;
+    /** The pair's own fToken symbol, e.g. `ffrxUSD(sfrxETH)-58`. */
+    symbol: string;
+    /** fToken share decimals. */
+    decimals: number;
+    asset: string;
+    assetSymbol: string;
+    assetName: string;
+    assetDecimals: number;
+    collateral: string;
+    collateralSymbol: string;
+    collateralName: string;
+    collateralDecimals: number;
+    /** RAW `maxLTV`, scaled by `ltvPrecision` (1e5) — 75 % reads `75000`. */
+    maxLtv: bigint;
+    ltvPrecision: bigint;
+    exchangePrecision: bigint;
+    /** Liquidation fees, scaled by `liqPrecision`. */
+    cleanLiquidationFee: bigint;
+    dirtyLiquidationFee: bigint;
+    protocolLiquidationFee: bigint;
+    liqPrecision: bigint;
+    depositLimit: bigint;
+    borrowLimit: bigint;
+    totalAssetAmount: bigint;
+    totalAssetShares: bigint;
+    totalBorrowAmount: bigint;
+    totalBorrowShares: bigint;
+    totalCollateral: bigint;
+    oracle: string;
+    /** The two-sided band. BOTH are COLLATERAL-PER-ASSET, i.e. INVERTED, and
+     *  they must not be collapsed into one number: the protocol values
+     *  collateral with the HIGH rate for a borrow and the LOW rate for a
+     *  liquidation check. Equal on pairs whose oracle is a deterministic
+     *  ERC-4626 share price. */
+    lowExchangeRate: bigint;
+    highExchangeRate: bigint;
+    /** Unix seconds of the last oracle refresh. Can be DAYS old — Fraxlend runs
+     *  at ~2.4 tx/day protocol-wide and the rate only updates on interaction. */
+    exchangeRateLastTimestamp: bigint;
+    maxOracleDeviation: number;
+    /** Per-second, 1e18-scaled. */
+    ratePerSec: bigint;
+    /** The STATEFUL term of the V3 IRM: the rate at 100 % utilization, which
+     *  decays toward the current utilization with a 2-day half-life. Any offline
+     *  reproduction of the curve needs this AND a delta-time. */
+    fullUtilizationRate: bigint;
+    /** Protocol cut of borrower interest, `feeToProtocolRate / 1e5`. */
+    feeToProtocolRate: number;
+    rateLastTimestamp: bigint;
+    /** The `VariableInterestRateV3` contract. Its `getNewRate` is a plain view,
+     *  so exact rate-at-depth needs no modelling. */
+    rateContract: string;
+    isRepayPaused: boolean;
+    isWithdrawPaused: boolean;
+    isLiquidatePaused: boolean;
+    isInterestPaused: boolean;
+    /**
+     * `swappers(cfg.leverageSwapper)` — read LIVE, per pair, every refresh.
+     *
+     * THE gate for native looping. Owner-mutable in both directions and set per
+     * pair, so it can never be cached across a roster or inferred from config.
+     * `false` here means `leveragedPosition` reverts `BadSwapper()`.
+     */
+    leverageSwapperApproved: boolean;
+    /** Echo of which swapper was probed, so a consumer can encode the loop
+     *  without re-reading config. Undefined when none is configured. */
+    leverageSwapper?: string;
+}
+interface FraxlendPairsRaw {
+    lender: string;
+    config?: FraxlendConfigChain;
+    pairs: FraxlendPairRaw[];
+}
+
+declare function fetchFraxlendPairs(lender: string, chainId: string): Promise<FraxlendPairsRaw>;
+
+/**
+ * Synthesized per-pair lender key, e.g. `FRAXLEND_1_AB3CB84C…`. The chain id
+ * rides in the key (the Fluid / River / Resupply / Curvance convention) even
+ * though Fraxlend is Ethereum-only today.
+ */
+declare function fraxlendLenderKey(lender: string, chainId: string | number, pair: string): string;
+/** Recover `{ lender, chainId, pair }` from a per-pair key. */
+declare function fraxlendKeyParts(key: string): {
+    lender: string;
+    chainId: string;
+    pair: string;
+} | undefined;
+/**
+ * How many ASSET units one COLLATERAL unit is worth, per the pair's own oracle.
+ *
+ * **`exchangeRate` is COLLATERAL-PER-ASSET — it is INVERTED relative to every
+ * other lender we carry**, and it is NOT decimal-normalised. Fraxlend's own LTV
+ * math is
+ *   `ltv = borrowAmount * exchangeRate * LTV_PRECISION
+ *          / (collateralAmount * EXCHANGE_PRECISION)`
+ * which is only dimensionless if `exchangeRate` carries units of
+ * collateral-per-asset in RAW BASE UNITS. So inverting it needs the decimal
+ * correction too:
+ *
+ *   assetPerCollateral = (EXCHANGE_PRECISION / exchangeRate)
+ *                        * 10^(collateralDecimals - assetDecimals)
+ *
+ * Verified on-chain 2026-08-11 across three decimal shapes: frxUSD/sfrxETH
+ * (18/18) -> 2162.2, frxUSD/WBTC (18/**8**) -> 60,386.5, frxUSD/sfrxUSD
+ * (18/18) -> 1.2009. The WBTC pair is the one that catches a missing decimal
+ * term — without it the price comes out 1e10 too large. The sfrxUSD figure was
+ * independently confirmed against a simulated swap through the pair's approved
+ * leverage swapper (1e18 frxUSD -> 0.8327e18 sfrxUSD = 1/1.2009).
+ *
+ * `which`: the protocol is deliberately two-sided. Use the HIGH rate to value
+ * collateral for a BORROW (conservative: collateral looks cheaper) and the LOW
+ * rate for a liquidation check. They are equal on pairs whose oracle is a
+ * deterministic ERC-4626 share price.
+ */
+declare function fraxlendAssetPerCollateral(p: FraxlendPairRaw, which?: 'low' | 'high'): number;
+/**
+ * Map one Fraxlend deployment's on-chain batch into the shared
+ * `MorphoGeneralPublicResponse` shape, keyed `FRAXLEND_<chainId>_<PAIR>`.
+ *
+ * Modelling decisions worth knowing:
+ *
+ *  - **A pair publishes TWO rows and they are ASYMMETRIC.** The `asset` leg is
+ *    supply + borrow (the pair itself is that leg's ERC-4626 vault). The
+ *    `collateral` leg is deposit-only: no lender side, no borrow side, 0 %
+ *    supply rate. That is not a gap in the data — Fraxlend genuinely pays
+ *    nothing on posted collateral, and its return is the underlying's own
+ *    intrinsic yield, which the yields layer attaches separately. Publishing a
+ *    supply rate there would double-count.
+ *  - **`maxLTV` is scaled by `LTV_PRECISION = 1e5`**, not WAD and not bps.
+ *  - **The LTV belongs to the COLLATERAL row.** Fraxlend has exactly one
+ *    collateral and one debt, so the pair-level `maxLTV` IS that row's
+ *    borrow-collateral factor; the asset row is never collateral.
+ *  - **Liquidation threshold == maxLTV.** Fraxlend has a single ratio: the
+ *    same `maxLTV` gates both opening a borrow and being liquidated
+ *    (`_isSolvent` uses it verbatim). There is no separate LT, so publishing
+ *    one would invent a safety buffer that does not exist.
+ *  - **Prices are derived from the pair's own oracle where possible.** The
+ *    shared price map covers the asset leg (frxUSD / FRAX / crvUSD / DOLA are
+ *    all well-priced), and the collateral leg is then priced RELATIVELY via
+ *    `fraxlendAssetPerCollateral`. That is strictly better than looking the
+ *    collateral up independently: it is the same number the protocol enforces
+ *    limits with, so health factors we publish agree with the chain. We fall
+ *    back to the price map only if the oracle read is unusable.
+ *  - **Caps are `type(uint256).max` on every live pair.** A pair is frozen by
+ *    setting them to 0, since v3.1.0 has NO deposit/borrow pause flag — the
+ *    four flags it does have cover repay / withdraw / liquidate / interest.
+ *  - **`isFrozen` means "cannot be entered", not "dead".** Exits stay open by
+ *    design so users can close; the Lista lesson is that a market in run-off
+ *    must keep its UI.
+ */
+declare function convertFraxlendPairsToResponse(raw: FraxlendPairsRaw, chainId: string, prices?: {
+    [asset: string]: number;
+}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
+    [m: string]: MorphoGeneralPublicResponse;
+};
+
 /**
  * The immutable half of a Resupply pair. Cached across refreshes because none
  * of it can change: `collateral` and `underlying` are set in the pair's
@@ -10812,6 +10980,16 @@ interface EarnRisk {
     denomination?: Denomination;
     /** The trust question, one field. */
     counterparty?: CounterpartyTerms['solvency'];
+    /**
+     * `GREATEST(chain, lender, propagated_token)` — **higher is worse**. The rest
+     * of the API lists `<= 4` by default and this surface matches it, so the earn
+     * list does not disagree with `/pools` about what is listable.
+     */
+    score?: number;
+    /** Human band for `score` — 'low' | 'medium' | 'high' | … */
+    label?: string;
+    /** Claims a same-block exit but reports zero liquidity. See `isIlliquid`. */
+    illiquid?: boolean;
 }
 interface EarnRefs {
     /** Lending only — the full market (borrow side, pairs, IRM). */
@@ -10898,12 +11076,29 @@ interface EarnResponse {
      * is opt-in.
      */
     excluded: EarnExclusions;
+    /**
+     * What the server filtered WITHOUT being asked. Echoed so a default is never
+     * invisible — an unseen filter is indistinguishable from missing data.
+     */
+    appliedDefaults?: EarnAppliedDefaults;
     /** What a client can filter by, derived from the data. See {@link EarnFacets}. */
     facets: EarnFacets;
 }
 interface EarnExclusions {
     /** Rows hidden because the venue adds ~nothing over the asset's own yield. */
     passthrough: number;
+    /** Claims a same-block exit but reports zero liquidity. */
+    illiquid: number;
+    /** Below the TVL floor — an APR there is a rounding artefact. */
+    lowTvl: number;
+    /** Above the risk ceiling the rest of the API also applies. */
+    highRisk: number;
+}
+interface EarnAppliedDefaults {
+    minTvlUsd: number;
+    maxRiskScore: number;
+    excludePassthrough: boolean;
+    excludeIlliquid: boolean;
 }
 /**
  * The filter vocabulary, published rather than hard-coded.
@@ -10920,6 +11115,14 @@ interface EarnExclusions {
  * the other options vanish from the dropdown.
  */
 interface EarnFacets {
+    /**
+     * Underlying assets by SYMBOL.
+     *
+     * Keyed by symbol rather than `assetGroup` because `assetGroup` is frequently
+     * null, which left an asset dropdown built on it mostly empty. A symbol is
+     * always present.
+     */
+    assets: EarnFacetBucket[];
     /**
      * Venues grouped by BRAND — the dimension a filter UI should offer.
      *
@@ -11021,6 +11224,67 @@ type EarnLabelDimension = keyof typeof EARN_LABELS;
  */
 declare function earnLabel(dimension: EarnLabelDimension, key: string): string;
 declare function earnDescription(dimension: keyof typeof EARN_DESCRIPTIONS, key: string): string | undefined;
+interface EarnMarketLabelInput {
+    /** The asset being supplied, e.g. `USDC`. */
+    assetSymbol?: string;
+    /**
+     * Symbols of the collateral(s) that can be posted against this market.
+     *
+     * Length is the whole signal — see {@link earnMarketLabel}. Pass the real
+     * list; do not pre-truncate it, or a shared pool with 30 collaterals becomes
+     * indistinguishable from an isolated pair with 1.
+     */
+    collateralSymbols?: string[];
+    /** The fetcher's own name, used as the fallback. */
+    fallbackName?: string;
+}
+/**
+ * A market label that actually distinguishes one market from another.
+ *
+ * The problem this solves: an isolated market is a **(collateral, loan) pair**,
+ * but the fetcher emits it as two rows each naming only its own leg — so a
+ * chain with 300 Morpho Blue markets renders 300 rows all reading
+ * "Loan USDC". The identity lives in the relationship between the legs, and
+ * neither leg's name can express it.
+ *
+ * **The collateral is named exactly when the market is ISOLATED**, i.e. exactly
+ * one collateral pairs with it:
+ *
+ * ```
+ * 1 collateral   → 'USDC · vs wstETH'   the collateral IS the identity
+ * many           → 'USDC'               a shared pool; naming 1 of 30 misleads
+ * none           → 'USDC'               collateral-only or unpaired
+ * ```
+ *
+ * Derived, never configured. No table says "Morpho is isolated, Aave is not" —
+ * the pair count says it, so a newly integrated isolated lender labels itself
+ * correctly with no code change here.
+ */
+declare function earnMarketLabel(input: EarnMarketLabelInput): string;
+/**
+ * Can the money actually leave?
+ *
+ * A venue advertising a same-block exit while reporting ZERO liquidity against
+ * a non-zero balance is enterable but not exitable — the Clearstar shape: $1.8M
+ * of TVL, an "Instant" exit, and nothing to withdraw.
+ *
+ * Two conditions are load-bearing:
+ *
+ *  - **Only same-block modes qualify.** A cooldown or request-based vault
+ *    legitimately reports no instant liquidity; that is its design, not a
+ *    defect, and flagging it would condemn every well-behaved queued vault.
+ *  - **`undefined` is not zero.** Several providers do not report liquidity at
+ *    all. Treating "not published" as "none" would condemn them on a field they
+ *    never sent, so an unknown liquidity is never flagged.
+ *
+ * Mirrored by the `illiquid` column in the `v_earn_latest` migration; a test in
+ * yield-tracer pins the two against each other.
+ */
+declare function isIlliquid(input: {
+    exitMode?: string;
+    tvlUsd?: number;
+    liquidityUsd?: number;
+}): boolean;
 
 /**
  * Multiply a formatted (human-unit) amount by a USD price.
@@ -11060,6 +11324,15 @@ interface VaultSourceRow {
     decimals?: number;
     assetDecimals?: number;
     curatorName?: string;
+    /**
+     * The vault origin names this `rating`, not `risk`, and uses `level` where
+     * pools use `label`. Two shapes for one concept — read both explicitly
+     * rather than assuming either.
+     */
+    rating?: {
+        level?: string;
+        score?: number | string;
+    };
     sharePrice?: number | string;
     sharePriceUsd?: number | string;
     rates?: {
@@ -11227,6 +11500,14 @@ interface PoolSourceRow {
     totalLiquidityUSD?: number | string;
     totalLiquidityUsd?: number | string;
     utilization?: number | string;
+    /**
+     * NESTED on the origin response — `risk: { score, label, breakdown }` — not
+     * flat `riskScore`. Reading the flat form silently yielded no risk at all.
+     */
+    risk?: {
+        score?: number | string;
+        label?: string;
+    };
     supplyCap?: number | string;
     caps?: {
         supplyCap?: number | string;
@@ -11277,4 +11558,4 @@ declare const PASSTHROUGH_RATE_EPSILON = 0.01;
  */
 declare function stampCapabilities(row: EarnMarket): EarnMarket;
 
-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, type DssMarketRaw, type DssMarketsRaw, type DssPositionInfo, EARN_DESCRIPTIONS, EARN_LABELS, EMPTY_BALANCE, type EModeAssets, type EModeData, type EModeResult, EXACTLY_LENDER_KEY, type EarnActionKind, type EarnAmount, type EarnAsset, type EarnAvailability, type EarnCapability, type EarnExclusions, type EarnExit, type EarnFacetBucket, type EarnFacets, type EarnGating, type EarnLabelDimension, type EarnMarket, type EarnRate, type EarnRateSource, type EarnRefs, type EarnResponse, type EarnRisk, type EarnShareToken, type EarnSourceStatus, type EarnVaultNormalizeOptions, type EarnVenueKind, type EarnVocabulary, 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, FRACTION_RATE_PROVIDERS, type FeeTerm, type FeeWhen, type FeedObservation, type FeedStat, type FeedStatsMap, type FeedTimestampMap, type FetchListaVaultsFromChainOptions, type FetchMorphoVaultsFromChainOptions, type FetchOraclePricesOptions, type FetchPendlePtOptions, 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 LenderAssetReward, 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, PASSTHROUGH_RATE_EPSILON, PENDLE_ASSETS_URL, PENDLE_CHAIN_IDS, PENDLE_MARKETS_URL, type ParsedBalanceData, type ParsedEarnUid, type ParsedLendingEarnUid, type ParsedResponse, type ParsedUserBalance, type ParsedVaultEarnUid, type PendleApiAsset, type PendleApiMarket, type PendleApiMarketDetails, type PendlePtMarket, type PendlePtMarkets, type PermissionKind, type PermissionParams, type PoolData, type PoolSourceRow, 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 RewardSourceRef, type RewardStream, type RewardTerm, type RewardTokenRef, type RiverMarketRaw, type RiverMarketsRaw, type RiverPositionInfo, SDK_FRACTION_RATE_PROVIDERS, 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 DssPositionInfo as UsddPositionInfo, type UserApr, type UserConfig, type UserData, type UserDataResult, type UserLendingPosition, type UtilizationTerms, VAULT_SHARE_PRICE_PROBE, VAULT_VENUE_PREFIX, VOLATILE_VAULT_OVERRIDES, type ValidationResult, type VaultAprResult, type VaultClassification, type VaultClassificationFields, type VaultLookupEntry, type VaultMarketExposure, type VaultProvider, type VaultPublicDataAll, type VaultPublicDataResult, type VaultSourceRow, 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, buildVaultEarnUid, buildVaultLookup, calculateLeverage, calculateNetApr, calculateOverallNetApr, calculateWeightedAverage, classifyFreshness, classifyReliability, classifyVault, clearPendleMarketsCache, collectFeedObservations, computeBorrowDelta, computeCloseTradeDeltas, computeCollateralSwapDeltas, computeDebtSwapDeltas, computeDepositDelta, computeEModeAnalysis, computeOpenTradeDeltas, computePostTradeMetrics, computeRepayDelta, computeSumerBorrowDelta, computeSumerDepositDelta, computeSumerRepayDelta, computeSumerWaterfall, computeSumerWithdrawDelta, computeVaultApr, computeWithdrawDelta, computeZapTradeDeltas, consensusReference, convertDssMarketsToResponse, 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, dssIlkBytes32, dssKeyParts, dssLenderKey, duration, earnDescription, earnLabel, earnMarketFromPool, earnMarketFromVault, earnUidFromMarketUid, earnVenueKind, encodeBalanceFetcherCalldata, enrichTermSheet, enrichmentIndexFromRows, exactlyPairLtv, exactlyPenaltyRateToAprPercent, exactlyWadRateToPercent, feePhrase, feedKeyOf, feedStatKey, fetchDolomiteAccountNumbers, fetchDssMarkets, 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, fetchPendleApiAssets, fetchPendleApiMarkets, fetchPendlePrices, fetchPendlePtMarkets, fetchResupplyMarkets, fetchRiverMarkets, fetchSiloVaults, fetchTellerMarkets, fetchTermMarkets, fetchTermMaxMarkets, fetchTokenBalances, fetchTokenMetadata, fetchUpshiftApiVaults, fetchUpshiftVaults, fetchUsddMarkets, fetchYearnApiVaults, fetchYearnVaults, filterActiveLenders, filterLendersByProtocol, finalizeInfo, findingsFor, formatRaw, 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, hasPendleMarkets, hasUpshiftVaults, hasYearnVaults, ilkToKeySegment, implausibleRatePercent, inverseKeyParts, inverseLenderKey, isFailedCall, isLiveMarket as isLivePendleMarket, isStablecoinSymbol, isVaultVenue, isYearnV3, keySegmentToIlk, keysFromMaps, lenderApiOnly, lenderFamily, liquityCandidateTroveIds, liquityKeyParts, liquityLenderKey, llamaLendKeyParts, llamaLendLenderKey, mergeDeep, multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseEarnUid, parseMergedResult, parseMulticallRpcResponses, parseExpirySeconds as parsePendleExpirySeconds, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, pct, assetKey as pendleAssetKey, positivePart, predictInverseEscrow, prepareLenderUserDataRpcCalls, prepareMergedMulticallParams, prepareMergedRpcCalls, prepareMulticallInputs, prepareTokenBalanceRpcCalls, priceGlvVaults, priceGmMarkets, probeAaveFeedTimestamps, pruneFeedStats, rankFindings, ratePercent, readVaultSharePrices, rejectOutliers as rejectPriceOutliers, resolveAdapter, resolveDerivation, resolveStCeloDepositGroup, resupplyKeyParts, resupplyLenderKey, resupplyMarketLabel, riverKeyParts, riverLenderKey, selectAssetGroupPrices, shortDate, splitChainScopedAddress as splitPendleChainScopedAddress, stampCapabilities, 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, tryParseEarnUid, unflattenLenderData, updateFeedStats, usdValue, usddIlkBytes32, usddKeyParts, usddLenderKey, validateTermSheet, validateTermSheets, validateUserData, vaultVenue, venueBrand };
+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, type DssMarketRaw, type DssMarketsRaw, type DssPositionInfo, EARN_DESCRIPTIONS, EARN_LABELS, EMPTY_BALANCE, type EModeAssets, type EModeData, type EModeResult, EXACTLY_LENDER_KEY, type EarnActionKind, type EarnAmount, type EarnAppliedDefaults, type EarnAsset, type EarnAvailability, type EarnCapability, type EarnExclusions, type EarnExit, type EarnFacetBucket, type EarnFacets, type EarnGating, type EarnLabelDimension, type EarnMarket, type EarnMarketLabelInput, type EarnRate, type EarnRateSource, type EarnRefs, type EarnResponse, type EarnRisk, type EarnShareToken, type EarnSourceStatus, type EarnVaultNormalizeOptions, type EarnVenueKind, type EarnVocabulary, 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, FRACTION_RATE_PROVIDERS, type FeeTerm, type FeeWhen, type FeedObservation, type FeedStat, type FeedStatsMap, type FeedTimestampMap, type FetchListaVaultsFromChainOptions, type FetchMorphoVaultsFromChainOptions, type FetchOraclePricesOptions, type FetchPendlePtOptions, type FetchTokenBalancesOptions, type FlattenPriorityConfig, type FluidFToken, type FluidFTokens, type FrankencoinMarketRaw, type FrankencoinMarketsRaw, type FrankencoinPositionInfo, type FraxlendPairRaw, type FraxlendPairsRaw, 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 LenderAssetReward, 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, PASSTHROUGH_RATE_EPSILON, PENDLE_ASSETS_URL, PENDLE_CHAIN_IDS, PENDLE_MARKETS_URL, type ParsedBalanceData, type ParsedEarnUid, type ParsedLendingEarnUid, type ParsedResponse, type ParsedUserBalance, type ParsedVaultEarnUid, type PendleApiAsset, type PendleApiMarket, type PendleApiMarketDetails, type PendlePtMarket, type PendlePtMarkets, type PermissionKind, type PermissionParams, type PoolData, type PoolSourceRow, 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 RewardSourceRef, type RewardStream, type RewardTerm, type RewardTokenRef, type RiverMarketRaw, type RiverMarketsRaw, type RiverPositionInfo, SDK_FRACTION_RATE_PROVIDERS, 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 DssPositionInfo as UsddPositionInfo, type UserApr, type UserConfig, type UserData, type UserDataResult, type UserLendingPosition, type UtilizationTerms, VAULT_SHARE_PRICE_PROBE, VAULT_VENUE_PREFIX, VOLATILE_VAULT_OVERRIDES, type ValidationResult, type VaultAprResult, type VaultClassification, type VaultClassificationFields, type VaultLookupEntry, type VaultMarketExposure, type VaultProvider, type VaultPublicDataAll, type VaultPublicDataResult, type VaultSourceRow, 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, buildVaultEarnUid, buildVaultLookup, calculateLeverage, calculateNetApr, calculateOverallNetApr, calculateWeightedAverage, classifyFreshness, classifyReliability, classifyVault, clearPendleMarketsCache, collectFeedObservations, computeBorrowDelta, computeCloseTradeDeltas, computeCollateralSwapDeltas, computeDebtSwapDeltas, computeDepositDelta, computeEModeAnalysis, computeOpenTradeDeltas, computePostTradeMetrics, computeRepayDelta, computeSumerBorrowDelta, computeSumerDepositDelta, computeSumerRepayDelta, computeSumerWaterfall, computeSumerWithdrawDelta, computeVaultApr, computeWithdrawDelta, computeZapTradeDeltas, consensusReference, convertDssMarketsToResponse, convertExactlyMarketsToResponse, convertFrankencoinMarketsToResponse, convertFraxlendPairsToResponse, convertInverseMarketsToResponse, convertLenderUserDataResult, convertLiquityMarketsToResponse, convertLlamaLendMarketsToResponse, convertResupplyMarketsToResponse, convertRiverMarketsToResponse, convertTellerMarketsToResponse, convertTermMarketsToResponse, convertTermMaxMarketsToResponse, convertUsddMarketsToResponse, createMarketUid, createMidnightBookSource, createMulticallRpcCall, createRawRpcCalls, createTermBookSource, createTermMaxDataSource, decodeListaMarkets, decodeMarkets, decodePackedListaUserDataset, decodePackedMorphoUserDataset, deriveBorrowTags, deriveSupplyTags, detectInterfaceKinds, dssIlkBytes32, dssKeyParts, dssLenderKey, duration, earnDescription, earnLabel, earnMarketFromPool, earnMarketFromVault, earnMarketLabel, earnUidFromMarketUid, earnVenueKind, encodeBalanceFetcherCalldata, enrichTermSheet, enrichmentIndexFromRows, exactlyPairLtv, exactlyPenaltyRateToAprPercent, exactlyWadRateToPercent, feePhrase, feedKeyOf, feedStatKey, fetchDolomiteAccountNumbers, fetchDssMarkets, fetchEulerEarnVaults, fetchEulerEarnVaultsFromSubgraph, fetchEulerSubAccountIndexes, fetchExactlyMarkets, fetchFlashLiquidityForChain, fetchFluidFTokens, fetchFrankencoinMarkets, fetchFraxlendPairs, fetchGeneralYields, fetchGeneralYieldsByMarketUid, fetchGmxExecutionFees, fetchGmxTickerPrices, fetchGmxVaults, fetchHypercoreVaults, fetchInverseMarkets, fetchLagoonApiVaults, fetchLagoonVaults, fetchLiquityMarkets, fetchListaVaultsFromChain, fetchLlamaLendMarkets, fetchMorphoUserBalances, fetchMorphoUserPositionMarkets, fetchMorphoVaults, fetchMorphoVaultsFromApi, fetchMorphoVaultsFromChain, fetchOraclePrices, fetchPendleApiAssets, fetchPendleApiMarkets, fetchPendlePrices, fetchPendlePtMarkets, fetchResupplyMarkets, fetchRiverMarkets, fetchSiloVaults, fetchTellerMarkets, fetchTermMarkets, fetchTermMaxMarkets, fetchTokenBalances, fetchTokenMetadata, fetchUpshiftApiVaults, fetchUpshiftVaults, fetchUsddMarkets, fetchYearnApiVaults, fetchYearnVaults, filterActiveLenders, filterLendersByProtocol, finalizeInfo, findingsFor, formatRaw, frankencoinKeyParts, frankencoinLenderKey, fraxlendAssetPerCollateral, fraxlendKeyParts, fraxlendLenderKey, 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, hasPendleMarkets, hasUpshiftVaults, hasYearnVaults, ilkToKeySegment, implausibleRatePercent, inverseKeyParts, inverseLenderKey, isFailedCall, isIlliquid, isLiveMarket as isLivePendleMarket, isStablecoinSymbol, isVaultVenue, isYearnV3, keySegmentToIlk, keysFromMaps, lenderApiOnly, lenderFamily, liquityCandidateTroveIds, liquityKeyParts, liquityLenderKey, llamaLendKeyParts, llamaLendLenderKey, mergeDeep, multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseEarnUid, parseMergedResult, parseMulticallRpcResponses, parseExpirySeconds as parsePendleExpirySeconds, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, pct, assetKey as pendleAssetKey, positivePart, predictInverseEscrow, prepareLenderUserDataRpcCalls, prepareMergedMulticallParams, prepareMergedRpcCalls, prepareMulticallInputs, prepareTokenBalanceRpcCalls, priceGlvVaults, priceGmMarkets, probeAaveFeedTimestamps, pruneFeedStats, rankFindings, ratePercent, readVaultSharePrices, rejectOutliers as rejectPriceOutliers, resolveAdapter, resolveDerivation, resolveStCeloDepositGroup, resupplyKeyParts, resupplyLenderKey, resupplyMarketLabel, riverKeyParts, riverLenderKey, selectAssetGroupPrices, shortDate, splitChainScopedAddress as splitPendleChainScopedAddress, stampCapabilities, 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, tryParseEarnUid, unflattenLenderData, updateFeedStats, usdValue, usddIlkBytes32, usddKeyParts, usddLenderKey, validateTermSheet, validateTermSheets, validateUserData, vaultVenue, venueBrand };