@1delta/margin-fetcher 5.0.74 → 5.0.76

package/dist/index.d.ts

@@ -2024,7 +2024,13 @@ interface MorphoMarket {
      *  MARKET-LEVEL menu, valid only when the lender key has ONE borrowable asset
      *  (every isolated-market fixed-term lender). CROSS-MARGIN multi-asset
      *  lenders — Exactly — carry a menu PER ASSET on `data[*].terms` instead,
-     *  since each asset has its own fixed pools. */
+     *  since each asset has its own fixed pools.
+     *
+     *  A market-level card still has to be ATTRIBUTED to a row, and matching
+     *  `loanAddress` against each row's asset is wrong the moment the loan token
+     *  is also a collateral leg (Morpho Midnight permits it). So Midnight ALSO
+     *  puts the card on its loan row (`data[<loan uid>].terms`); prefer the row's
+     *  own card wherever one is present and treat this as the fallback. */
     terms?: MarketTermEntry[];
     /**
      * Canonical cross-protocol fixed-term descriptor (Lista brokered + Morpho
@@ -2090,9 +2096,15 @@ interface MorphoGeneralPublicResponse {
              * PER-ASSET fixed-term rate menu, for CROSS-MARGIN multi-asset fixed-term
              * lenders (Exactly): one lender key covers every asset, and each asset has
              * its own fixed pools, so the menu cannot live on `params.market`.
-             * Isolated-market fixed-term lenders (Midnight, Term, Lista broker,
-             * TermMax, Teller) keep using `params.market.terms` — read that as the
-             * fallback when this is absent.
+             * Isolated-market fixed-term lenders (Term, Lista broker, TermMax,
+             * Teller) keep using `params.market.terms` — read that as the fallback
+             * when this is absent. Morpho Midnight emits BOTH: the card sits on its
+             * loan row as well, so a consumer never has to decide which row of the
+             * market is the borrow side (a loan token can also be a collateral leg
+             * there, and a `loanAddress` match then picks two rows).
+             *
+             * Invariant, whichever level it is read from: a rate card describes a
+             * BORROW side. A row with `borrowingEnabled: false` never carries one.
              */
             terms?: MarketTermEntry[];
             /**
@@ -8656,6 +8668,28 @@ interface SavingsVault extends VaultClassificationFields {
     /** Sum of `supplyRate + rewardsRate` — what a depositor actually
      *  earns. */
     depositRate: number;
+    /**
+     * Incentive APR the vault's POSITION earns that a depositor does NOT, in
+     * percent. Absent ⇒ not established; `0` ⇒ established and currently none.
+     *
+     * Deliberately outside `rewardsRate`/`depositRate`, which are what a
+     * depositor actually earns — this is the opposite claim, and summing it in
+     * would overstate every affected row.
+     *
+     * Venus's Liquidity Hub is the case it exists for. Its Core YieldGroup holds
+     * vTokens, so XVS supply emissions accrue to that contract inside the
+     * Comptroller — but nothing on the Hub, the YieldGroup or `AdapterCoreV1`
+     * claims them, and nothing routes them into `totalAssets()`. After the
+     * permissionless `claimVenus` the XVS sits on the YieldGroup and can only
+     * leave through an ACM-gated `sweep`. The value is real, measurable, and
+     * not the depositor's.
+     *
+     * Publishing it is a MONITOR, not a headline. Every Core market these Hubs
+     * use read `venusSupplySpeeds == 0` at integration, so today this is `0` —
+     * and the day Venus turns emissions back on, this is the only field on the
+     * row that moves.
+     */
+    strandedRewardsRate?: number;
     /** Whether the share token implements ERC-4626. True for every entry
      *  except Native's wNLP, which is a bespoke wrapper (`asset()`,
      *  `totalAssets()` and `convertToAssets()` all revert) — the
@@ -8718,6 +8752,20 @@ interface SavingsVault extends VaultClassificationFields {
      * instant leg at all.
      */
     withdrawFeeBps?: number;
+    /**
+     * ENTRY fee in basis points — the mirror of `withdrawFeeBps`, same units and
+     * same discipline: absent means NOT READ, `0` means read and currently free.
+     *
+     * Charged out of the deposit before shares are minted, so a depositor funds
+     * `assets` and is credited on `assets × (1 − bps/10_000)`. `convertToShares`
+     * on this row is already net of it wherever a reader publishes both, so a
+     * consumer sizing an entry does not need to apply it twice.
+     *
+     * Populated only by readers whose protocol exposes the dial. Saturn's
+     * `sUSDat` is the case: 0 at integration against a `MAX_DEPOSIT_FEE_BPS` of
+     * 500, on a `DEFAULT_ADMIN_ROLE` setter, while its docs claim 10 bps.
+     */
+    depositFeeBps?: number;
     /**
      * Seconds a FRESH deposit earns nothing before the rate applies.
      *
@@ -11423,6 +11471,12 @@ interface ClassifyVaultInput {
     address: string;
     /** Underlying token symbol, when known (drives `denomination`). */
     underlyingSymbol?: string;
+    /**
+     * Underlying token ADDRESS, when known. Consulted against
+     * {@link STABLECOIN_UNDERLYING_OVERRIDES} before the symbol heuristic, for
+     * the underlyings whose ticker cannot identify them.
+     */
+    underlyingAddress?: string;
 }
 /**
  * Classify a vault on both axes. Pure — no I/O. `yieldProfile` is