@1delta/margin-fetcher 5.0.52 → 5.0.54

package/dist/index.d.ts

@@ -12179,12 +12179,23 @@ interface EarnExclusions {
     lowTvl: number;
     /** Above the risk ceiling the rest of the API also applies. */
     highRisk: number;
+    /**
+     * Rows whose position is a multi-token LP (`basket`), hidden by default.
+     *
+     * Excluded unasked because the row names ONE token while the position holds
+     * several in a split the pool keeps moving — so a depositor reading it as
+     * "USDC at 10 %" ends up carrying the other leg's price risk. Reported here
+     * so a UI can offer `?lp=include` rather than let the rows vanish silently.
+     */
+    lp: number;
 }
 interface EarnAppliedDefaults {
     minTvlUsd: number;
     maxRiskScore: number;
     excludePassthrough: boolean;
     excludeIlliquid: boolean;
+    /** LP / auto-rebalancing positions are hidden unless `?lp=include`. */
+    excludeLp: boolean;
 }
 /**
  * The filter vocabulary, published rather than hard-coded.

package/dist/index.js

@@ -3,7 +3,7 @@ import './chunk-BYTNVMX7.js';
 import './chunk-PR4QN5HX.js';
 import { Lender, isExactly, isMidnight, isTerm, isTermMax, isTeller, isListaDao, isLiquityFamily, isRiver, isInverse, isDssType, isCompoundV3Type, isFluid, isGearboxV3, isLlamaLend, isFrankencoin, isResupply, isCurvance, isTwyne, isFraxlend, LIQUITY_FAMILY_LENDERS, isAaveType, isCompoundV3, isMultiMarket, isSiloV2Type, isSiloV3Type, isDolomite, hasCrossMarginRisk, isEulerType, isAaveV4Type, isInit, isMorphoType, isCompoundV2Type, isVenusType, isSumerType, AAVE_V3_LENDERS, AAVE_V2_LENDERS, isMorphoBlue, isAaveV2Type, isAaveV32Type, isAaveV3Type, isUsdd, isSky, isYLDR, isLista, hasSubAccounts, isTectonicType, isKineticType, isBenqiType } from '@1delta/lender-registry';
 export { hasCrossMarginRisk, isAaveType, isAaveV2Type, isAaveV32Type, isAaveV3Type, isCompoundV3, isCompoundV3Type, isInit, isMorphoType, isMultiMarket, isYLDR } from '@1delta/lender-registry';
-import { fetchTokenLists, fetchTokenList, aavePools, compoundV3Pools, initConfig, morphoPools, compoundV2Pools, eulerVaults, siloMarkets, siloV2LenderKey, siloMarketsV3, siloV3LenderKey, aaveV4Spokes, aaveV4SpokeLenderKey, fluidResolvers, gearboxResolvers, dolomiteConfigs, midnightConfig, termConfig, termMarketsByChain, exactlyConfig, liquityLendersByChain, riverLendersByChain, inverseLendersByChain, llamaLendLendersByChain, usddLendersByChain, skyLendersByChain, frankencoinLendersByChain, resupplyLendersByChain, curvanceLendersByChain, fraxlendLendersByChain, tellerConfigByChain, tellerPoolsByChain, termMaxConfigByChain, aaveReserves, compoundV3Reserves, liquityConfigFor, liquityBranchesByChain, riverConfigFor, riverChainData, termMaxApiBaseUrl, termMaxLenderKey, inverseConfigFor, inverseChainData, llamaLendConfigFor, llamaLendChainData, llamaLendApiBaseUrl, resupplyConfigFor, fraxlendConfigFor, dssConfigFor, dssChainData, dssDebtToken, dssDebtJoin, frankencoinConfigFor, frankencoinChainData, aaveOracles, morphoTypeMarkets, resolveMidnightApiBase, resolveTermApiBase, llamaLendMarketByVault, getSiloV2MarketEntry, getSiloV3MarketEntry, dolomiteEmode, curvanceConfigFor, aaveTokens, morphoTypeVaults, listaCollateralProvider, eulerConfigs, gearboxMarketCompressor, gearboxMarketConfigurators, gearboxV3LenderKey, midnightMarketsByChain, twyneConfigFor, twyneChainData, parseAaveV4SpokeLenderKey, fraxlendPairsFor, gearboxAccountCompressor, compoundV2Tokens, exactlyMarketsByChain, aaveOraclesConfig, compoundV2Oracles, compoundV2TokenArray, compoundV2OraclesConfig, compoundV3OraclesData, compoundV3BaseData, compoundV2Reserves, aaveV4Oracles } from '@1delta/data-sdk';
+import { fetchTokenLists, fetchTokenList, aavePools, compoundV3Pools, initConfig, morphoPools, compoundV2Pools, eulerVaults, siloMarkets, siloV2LenderKey, siloMarketsV3, siloV3LenderKey, aaveV4Spokes, aaveV4SpokeLenderKey, fluidResolvers, gearboxResolvers, dolomiteConfigs, midnightConfig, termConfig, termMarketsByChain, exactlyConfig, liquityLendersByChain, riverLendersByChain, inverseLendersByChain, llamaLendLendersByChain, usddLendersByChain, skyLendersByChain, frankencoinLendersByChain, resupplyLendersByChain, curvanceLendersByChain, fraxlendLendersByChain, twyneLendersByChain, tellerConfigByChain, tellerPoolsByChain, termMaxConfigByChain, aaveReserves, compoundV3Reserves, liquityConfigFor, liquityBranchesByChain, riverConfigFor, riverChainData, termMaxApiBaseUrl, termMaxLenderKey, inverseConfigFor, inverseChainData, llamaLendConfigFor, llamaLendChainData, llamaLendApiBaseUrl, resupplyConfigFor, fraxlendConfigFor, dssConfigFor, dssChainData, dssDebtToken, dssDebtJoin, frankencoinConfigFor, frankencoinChainData, aaveOracles, morphoTypeMarkets, resolveMidnightApiBase, resolveTermApiBase, llamaLendMarketByVault, getSiloV2MarketEntry, getSiloV3MarketEntry, dolomiteEmode, curvanceConfigFor, aaveTokens, morphoTypeVaults, listaCollateralProvider, eulerConfigs, gearboxMarketCompressor, gearboxMarketConfigurators, gearboxV3LenderKey, midnightMarketsByChain, twyneConfigFor, twyneChainData, parseAaveV4SpokeLenderKey, fraxlendPairsFor, gearboxAccountCompressor, compoundV2Tokens, exactlyMarketsByChain, aaveOraclesConfig, compoundV2Oracles, compoundV2TokenArray, compoundV2OraclesConfig, compoundV3OraclesData, compoundV3BaseData, compoundV2Reserves, aaveV4Oracles } from '@1delta/data-sdk';
 import lodash from 'lodash';
 import { Chain } from '@1delta/chain-registry';
 import { multicallRetryUniversal, getEvmClient, getEvmChain, getEvmClientUniversal } from '@1delta/providers';
@@ -6439,6 +6439,9 @@ var getLendersForChain = (c) => {
   for (const l of fraxlendLendersByChain(c)) {
     lenders.push(l);
   }
+  for (const l of twyneLendersByChain(c)) {
+    lenders.push(l);
+  }
   if (tellerConfigByChain(c)?.tellerV2 && tellerPoolsByChain(c).length > 0) {
     lenders.push(Lender.TELLER);
   }
@@ -19473,6 +19476,10 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList, liquidi
     }
     return value > 0 ? weighted / value : legs[0]?.rate ?? 0;
   };
+  const smartLegTokens = /* @__PURE__ */ new Set([
+    ...isSmartCol ? colLegs.map((l) => l.token.toLowerCase()) : [],
+    ...isSmartDebt ? debtLegs.map((l) => l.token.toLowerCase()) : []
+  ]);
   const basketSupplyRate = isSmartCol ? basketRate(colLegs) : void 0;
   const basketBorrowRate = isSmartDebt ? basketRate(debtLegs) : void 0;
   const irmTotals = (state, decimals) => state ? {
@@ -19561,7 +19568,7 @@ function parseVault(vault, chainId, prices, additionalYields, tokenList, liquidi
        * NOT the position's rate (use the basket rate); and an exit has to be
        * sized in shares rather than in this token.
        */
-      ...isSmartVault ? { autoBalanced: true } : {},
+      ...smartLegTokens.has(leg.token.toLowerCase()) ? { autoBalanced: true } : {},
       fluid: isSmartVault ? {
         vaultType,
         /**
@@ -24644,6 +24651,7 @@ async function fetchTwyneMarkets(lender, chainId) {
     allowFailure: true
   });
   const out = [];
+  const pendingDebtBalances = [];
   markets.forEach((m, i) => {
     const c = i * 8;
     const creditTotalAssets = big3(creditReads[c]);
@@ -24657,6 +24665,7 @@ async function fetchTwyneMarkets(lender, chainId) {
     let externalSupplyRate;
     let externalBorrowRate;
     let externalBorrowLiquidity;
+    let debtAToken;
     if (aaveIdx >= 0) {
       const emode = aaveEmode[aaveIdx];
       const collReserve = aaveReserves6[aaveIdx * 2];
@@ -24666,6 +24675,12 @@ async function fetchTwyneMarkets(lender, chainId) {
         externalSupplyRate = Number(collReserve.currentLiquidityRate) / RAY4;
       if (ok(debtReserve) && debtReserve?.currentVariableBorrowRate !== void 0)
         externalBorrowRate = Number(debtReserve.currentVariableBorrowRate) / RAY4;
+      if (ok(debtReserve)) {
+        const virtual = big3(debtReserve.virtualUnderlyingBalance);
+        if (virtual !== void 0 && virtual > 0n) externalBorrowLiquidity = virtual;
+        else if (typeof debtReserve.aTokenAddress === "string")
+          debtAToken = debtReserve.aTokenAddress;
+      }
     } else if (eulerIdx >= 0) {
       const e = eulerIdx * 7;
       externalLiqLtv = big3(eulerReads[e]);
@@ -24682,7 +24697,10 @@ async function fetchTwyneMarkets(lender, chainId) {
       }
     }
     const s = i * 3;
-    if (externalBorrowLiquidity === void 0) externalBorrowLiquidity = big3(scaleReads[s + 2]);
+    if (externalBorrowLiquidity === void 0 && !debtAToken) {
+      externalBorrowLiquidity = big3(scaleReads[s + 2]);
+    }
+    if (debtAToken) pendingDebtBalances.push({ index: out.length, token: m.targetAsset, holder: debtAToken });
     out.push({
       market: m,
       creditTotalAssets,
@@ -24708,6 +24726,22 @@ async function fetchTwyneMarkets(lender, chainId) {
       paused
     });
   });
+  if (pendingDebtBalances.length > 0) {
+    const balances = await multicallRetryUniversal({
+      chain: chainId,
+      calls: pendingDebtBalances.map((p) => ({
+        address: p.token,
+        name: "balanceOf",
+        args: [p.holder]
+      })),
+      abi: ERC20_ABI,
+      allowFailure: true
+    });
+    pendingDebtBalances.forEach((p, i) => {
+      const v = big3(balances[i]);
+      if (v !== void 0 && out[p.index]) out[p.index].externalBorrowLiquidity = v;
+    });
+  }
   if (out.length === 0) return void 0;
   return { lender, chainId, config, markets: out };
 }
@@ -55610,16 +55644,116 @@ var fetchGearboxV3Pools = async (chainId, multicallRetry, prices = {}, tokenList
   return converter(raw) ?? {};
 };
 
+// src/vaults/curatorName.ts
+var STOP_WORDS = /* @__PURE__ */ new Set([
+  "vault",
+  "vaults",
+  "savings",
+  "yield",
+  "exclusive",
+  "dao",
+  "x",
+  "pt",
+  "prime",
+  "staked",
+  "core",
+  "rwa",
+  "lista",
+  // protocol brand; a bare "Lista …" vault has no distinct curator
+  "moolah"
+]);
+var ASSET_TOKENS = /* @__PURE__ */ new Set([
+  "usdc",
+  "usdt",
+  "usd1",
+  "usds",
+  "dai",
+  "usde",
+  "susde",
+  "lisusd",
+  "gho",
+  "frax",
+  "pyusd",
+  "rusd",
+  "usr",
+  "rlp",
+  "eth",
+  "weth",
+  "wsteth",
+  "reth",
+  "steth",
+  "cbeth",
+  "weeth",
+  "ezeth",
+  "btc",
+  "wbtc",
+  "btcb",
+  "cbbtc",
+  "tbtc",
+  "xaut",
+  "xrp",
+  "bnb",
+  "wbnb",
+  "sol",
+  "op",
+  "arb",
+  "avax",
+  "pol",
+  "matic",
+  "sei",
+  "celo",
+  "hype",
+  "plume",
+  "s"
+]);
+var isAssetToken = (tl, asset) => {
+  if (asset && tl === asset || ASSET_TOKENS.has(tl) || tl.includes("usd")) {
+    return true;
+  }
+  const unwrapped = tl.replace(/^(cb|wst|ws|w|st)/, "");
+  return unwrapped !== tl && ASSET_TOKENS.has(unwrapped);
+};
+function curatorNameFromVaultName(name, assetSymbol) {
+  if (!name) return void 0;
+  if (/\b(test|testing|fake)\b/i.test(name)) return void 0;
+  const by = /\bby\s+(.{2,})$/i.exec(name);
+  if (by) {
+    const suffix = by[1].trim().split(/\s+/).slice(0, 3).join(" ");
+    if (suffix.length >= 2 && !isAssetToken(suffix.toLowerCase(), (assetSymbol ?? "").toLowerCase())) {
+      return suffix;
+    }
+  }
+  const cleaned = name.replace(/\([^)]*\)\s*$/, "").split(":")[0].trim();
+  if (!cleaned) return void 0;
+  const tokens = cleaned.split(/[\s/]+/).flatMap((t) => t.split("-")).filter(Boolean);
+  const asset = (assetSymbol ?? "").toLowerCase();
+  const out = [];
+  let terminated = false;
+  for (const tok of tokens) {
+    const tl = tok.toLowerCase();
+    if (STOP_WORDS.has(tl) || isAssetToken(tl, asset)) {
+      terminated = true;
+      break;
+    }
+    out.push(tok);
+    if (out.length >= 3) break;
+  }
+  if (!terminated || out.length === tokens.length) return void 0;
+  const curator = out.join(" ").trim();
+  return curator.length >= 2 ? curator : void 0;
+}
+
 // src/vaults/morpho/fetchFromApi.ts
 var MORPHO_SHARE_DECIMALS = 18;
 var MORPHO_API_URL = "https://blue-api.morpho.org/graphql";
 var PAGE_SIZE2 = 200;
+var MIN_TOTAL_ASSETS_USD = 100;
 var vaultsQuery = (first, skip, chainId) => `
 query GetVaults {
   vaults(
     first: ${first},
     skip: ${skip},
-    where: { chainId_in: [${chainId}], listed: true },
+    where: { chainId_in: [${chainId}], totalAssetsUsd_gte: ${MIN_TOTAL_ASSETS_USD} },
     orderBy: TotalAssetsUsd,
     orderDirection: Desc
   ) {
@@ -55738,6 +55872,7 @@ function parseVault2(v, chainId, prices, tokenList) {
   const totalAssetsUsd = apiTotalAssetsUsd || totalAssetsFormatted * resolvedPriceUsd;
   const curators = parseCurators(state.curators);
   const primaryCurator = curators?.[0];
+  const curatorName = primaryCurator?.name ?? curatorNameFromVaultName(v.name, v.asset?.symbol ?? assetMeta?.symbol);
   return {
     address,
     underlying: assetAddr,
@@ -55745,7 +55880,7 @@ function parseVault2(v, chainId, prices, tokenList) {
     name: v.name ?? "",
     displayName: composeVaultDisplayName(
       "Morpho",
-      primaryCurator?.name,
+      curatorName,
       assetMeta,
       v.name ?? void 0
     ),
@@ -55758,11 +55893,13 @@ function parseVault2(v, chainId, prices, tokenList) {
     depositRate: supplyRate + rewardsRate,
     fee: Number(state.fee ?? 0) * 100,
     timelock: Number(state.timelock ?? 0),
+    // Since Aug-2026 `listed` means "listed in the Morpho app" (a far smaller
+    // set than the old curated flag) — informational only, never a row filter.
     whitelisted: v.whitelisted ?? true,
     owner: state.owner?.toLowerCase() || void 0,
     curator: state.curator?.toLowerCase() || void 0,
     guardian: state.guardian?.toLowerCase() || void 0,
-    curatorName: primaryCurator?.name,
+    curatorName,
     curatorImage: primaryCurator?.image,
     curators,
     asset: assetMeta,
@@ -55774,7 +55911,7 @@ function parseVault2(v, chainId, prices, tokenList) {
     liquidityUsd: liquidityUsd || liquidityFormatted * resolvedPriceUsd
   };
 }
-async function fetchMorphoVaultsFromApi(chainId, prices = {}, tokenList = {}, maxItems = 600) {
+async function fetchMorphoVaultsFromApi(chainId, prices = {}, tokenList = {}, maxItems = 1e3) {
   const out = {};
   let skip = 0;
   while (skip < maxItems) {
@@ -56415,107 +56552,6 @@ var fetchMorphoVaults = async (chainId, multicallRetry, prices = {}, tokenList =
   }
   return fetchMorphoVaultsFromApi(chainId, prices, tokenList);
 };
-
-// src/vaults/curatorName.ts
-var STOP_WORDS = /* @__PURE__ */ new Set([
-  "vault",
-  "vaults",
-  "savings",
-  "yield",
-  "exclusive",
-  "dao",
-  "x",
-  "pt",
-  "prime",
-  "staked",
-  "core",
-  "rwa",
-  "lista",
-  // protocol brand; a bare "Lista …" vault has no distinct curator
-  "moolah"
-]);
-var ASSET_TOKENS = /* @__PURE__ */ new Set([
-  "usdc",
-  "usdt",
-  "usd1",
-  "usds",
-  "dai",
-  "usde",
-  "susde",
-  "lisusd",
-  "gho",
-  "frax",
-  "pyusd",
-  "rusd",
-  "usr",
-  "rlp",
-  "eth",
-  "weth",
-  "wsteth",
-  "reth",
-  "steth",
-  "cbeth",
-  "weeth",
-  "ezeth",
-  "btc",
-  "wbtc",
-  "btcb",
-  "cbbtc",
-  "tbtc",
-  "xaut",
-  "xrp",
-  "bnb",
-  "wbnb",
-  "sol",
-  "op",
-  "arb",
-  "avax",
-  "pol",
-  "matic",
-  "sei",
-  "celo",
-  "hype",
-  "plume",
-  "s"
-]);
-var isAssetToken = (tl, asset) => {
-  if (asset && tl === asset || ASSET_TOKENS.has(tl) || tl.includes("usd")) {
-    return true;
-  }
-  const unwrapped = tl.replace(/^(cb|wst|ws|w|st)/, "");
-  return unwrapped !== tl && ASSET_TOKENS.has(unwrapped);
-};
-function curatorNameFromVaultName(name, assetSymbol) {
-  if (!name) return void 0;
-  if (/\b(test|testing|fake)\b/i.test(name)) return void 0;
-  const by = /\bby\s+(.{2,})$/i.exec(name);
-  if (by) {
-    const suffix = by[1].trim().split(/\s+/).slice(0, 3).join(" ");
-    if (suffix.length >= 2 && !isAssetToken(suffix.toLowerCase(), (assetSymbol ?? "").toLowerCase())) {
-      return suffix;
-    }
-  }
-  const cleaned = name.replace(/\([^)]*\)\s*$/, "").split(":")[0].trim();
-  if (!cleaned) return void 0;
-  const tokens = cleaned.split(/[\s/]+/).flatMap((t) => t.split("-")).filter(Boolean);
-  const asset = (assetSymbol ?? "").toLowerCase();
-  const out = [];
-  let terminated = false;
-  for (const tok of tokens) {
-    const tl = tok.toLowerCase();
-    if (STOP_WORDS.has(tl) || isAssetToken(tl, asset)) {
-      terminated = true;
-      break;
-    }
-    out.push(tok);
-    if (out.length >= 3) break;
-  }
-  if (!terminated || out.length === tokens.length) return void 0;
-  const curator = out.join(" ").trim();
-  return curator.length >= 2 ? curator : void 0;
-}
-
-// src/vaults/morpho/fetchListaFromChain.ts
 var { chunk: chunk6 } = lodash;
 var LISTA_PROTOCOL = "LISTA_DAO";
 var LISTA_LENS_ABI = parseAbi([
@@ -72451,7 +72487,10 @@ var twyneAdapter = {
           description: [
             `Your collateral stays in ${externalName}; Twyne only reserves other lenders\u2019 unused borrowing power so the same collateral supports a larger loan.`,
             bandNote,
-            creditApr != null ? `On top of ${externalName}\u2019s borrow rate you pay ${creditApr.toFixed(3)} % a year on the RESERVED CREDIT only \u2014 not on your debt \u2014 and it is charged in the collateral asset.` : void 0
+            creditApr != null ? `On top of ${externalName}\u2019s borrow rate you pay ${creditApr.toFixed(3)} % a year on the RESERVED CREDIT only \u2014 not on your debt \u2014 and it is charged in the collateral asset.` : void 0,
+            // The loan is perpetual; the COLLATERAL is what expires. Said here
+            // rather than in `maturity`, which would mis-type the loan itself.
+            maturity != null && matured ? "This market\u2019s collateral has already matured. Existing positions can still be repaid and closed, but nothing new should be opened against it." : maturity != null ? `Your loan has no end date, but the collateral is a fixed-maturity token that stops accreting on ${new Date(maturity * 1e3).toISOString().slice(0, 10)}, and ${externalName}\u2019s risk parameters move as that date approaches.` : void 0
           ].filter(Boolean).join(" ")
         },
         availability: {
@@ -72485,21 +72524,20 @@ var twyneAdapter = {
             description: `Twyne liquidates first, above your chosen LTV. ${externalName}\u2019s own threshold of ${pct2(externalLiqLtv)} is the backstop, and reaching it is the bad case.`
           } : {}
         },
-        // The collateral has a maturity even though the loan does not — a PT
-        // stops accreting at expiry and the external threshold ramps out from
-        // under it, so this is a date the borrower has to act on.
-        ...maturity ? {
-          maturity: {
-            kind: "fixed-date",
-            maturity,
-            maturityIso: new Date(maturity * 1e3).toISOString(),
-            ...matured ? {
-              description: "This market\u2019s collateral has already matured. Existing positions can still be repaid and closed, but no new borrowing should be opened against it."
-            } : {
-              description: "The collateral is a fixed-maturity token. The loan itself has no end date, but the collateral stops accreting at maturity and the underlying market\u2019s risk parameters move as that date approaches."
-            }
-          }
-        } : {}
+        // THE LOAN IS PERPETUAL. Only the COLLATERAL expires.
+        //
+        // The first version of this adapter put the PT's expiry on
+        // `borrow.maturity` with `kind: 'fixed-date'`, and that is wrong in a
+        // way that shows up immediately in a UI: every consumer reads that field
+        // as "this is a fixed-TERM loan", so the market rendered with a `Fixed`
+        // borrow-rate badge and no APR — a fixed-rate product Twyne does not
+        // offer. A Twyne loan has no end date, no rollover and no settlement;
+        // it accrues at the external market's variable rate until repaid.
+        //
+        // What the collateral's expiry actually means is carried where it
+        // belongs: `twyne.collateralMaturity` / `collateralMatured` on the
+        // market descriptor (computed at read time), and stated in prose here.
+        maturity: { kind: "perpetual" }
       }
     };
   }
@@ -73104,6 +73142,10 @@ function resolveBasket(row) {
   const f = row.fluid;
   if (f && f.isSmartCol !== true) return void 0;
   const legs = (f?.collateralPair ?? []).map((a) => addr3(a)).filter((a) => !!a).map((address) => ({ address }));
+  if (legs.length > 0) {
+    const rowAsset = addr3(row.underlying) ?? addr3(row.asset?.address);
+    if (!rowAsset || !legs.some((l) => l.address === rowAsset)) return void 0;
+  }
   return {
     // Fluid emits one row PER LEG of the pool, so this row is a leg and a
     // consumer that sums the listing without deduping counts the position