@1delta/margin-fetcher 5.0.9 → 5.0.11

package/dist/index.js

@@ -7,9 +7,9 @@ import { fetchTokenLists, fetchTokenList, aavePools, compoundV3Pools, initConfig
 import lodash from 'lodash';
 import { Chain } from '@1delta/chain-registry';
 import { multicallRetryUniversal, getEvmClient, getEvmChain, getEvmClientUniversal } from '@1delta/providers';
-import { LiquityTroveManagerAbi, LiquityActivePoolAbi, LiquityStabilityPoolAbi, LiquityPriceFeedAbi, LiquitySortedTrovesAbi, RiverTroveManagerAbi, RiverStabilityPoolAbi, TellerMarketRegistryAbi, TellerV2Abi, InverseMarketAbi, InverseOracleAbi, InverseDbrAbi, Erc20Abi, LlamaLendControllerAbi, LlamaLendControllerV1Abi, LlamaLendControllerV2Abi, LlamaLendVaultAbi, LlamaLendAmmAbi, MetaMorphoAbi, ExactlyPreviewerAbi, ExactlyAuditorAbi, LenderCommitmentGroupAbi, ResupplyRegistryAbi, ResupplyPairAbi, UsddVatAbi, UsddJugAbi, UsddSpotAbi, FrankencoinPositionAbi, FluidLendingResolverAbi, FluidVaultResolverAbi, FluidLiquidityResolverAbi, MoolahVaultAbi, ResupplyUtilitiesAbi, MorphoLensAbi, AaveV4SpokeAbi, AaveV4OracleAbi, AaveV4HubAbi, DolomiteMarginAbi, GearboxMarketCompressorV310Abi, MorphoBlueAbi, MidnightAbi, TermRepoTokenAbi, TermRepoServicerAbi, TermRepoCollateralManagerAbi, LiquityTroveNFTAbi, LiquityCollSurplusPoolAbi, TellerCollateralManagerAbi, TermMaxViewerAbi, InverseEscrowAbi, CurvanceMarketManagerAbi, CurvanceCTokenAbi, GearboxCreditAccountCompressorV310Abi, UsddCdpManagerAbi, UsddProxyRegistryAbi, CurvanceProtocolReaderAbi, CurvanceCentralRegistryAbi, TermPriceConsumerAbi, CurvanceOracleManagerAbi, TermMaxOracleAggregatorV2Abi } from '@1delta/abis';
+import { LiquityTroveManagerAbi, LiquityActivePoolAbi, LiquityStabilityPoolAbi, LiquityPriceFeedAbi, LiquitySortedTrovesAbi, RiverTroveManagerAbi, RiverStabilityPoolAbi, TellerMarketRegistryAbi, TellerV2Abi, InverseMarketAbi, InverseOracleAbi, InverseDbrAbi, Erc20Abi, LlamaLendControllerAbi, LlamaLendControllerV1Abi, LlamaLendControllerV2Abi, LlamaLendVaultAbi, LlamaLendAmmAbi, MetaMorphoAbi, ExactlyPreviewerAbi, ExactlyAuditorAbi, LenderCommitmentGroupAbi, ResupplyRegistryAbi, ResupplyPairAbi, ResupplyUtilitiesAbi, ResupplyRewardHandlerAbi, ResupplyPairEmissionsAbi, ConvexPoolUtilAbi, UsddVatAbi, UsddJugAbi, UsddSpotAbi, FrankencoinPositionAbi, FluidLendingResolverAbi, FluidVaultResolverAbi, FluidLiquidityResolverAbi, MoolahVaultAbi, MorphoLensAbi, AaveV4SpokeAbi, AaveV4OracleAbi, AaveV4HubAbi, DolomiteMarginAbi, GearboxMarketCompressorV310Abi, MorphoBlueAbi, MidnightAbi, TermRepoTokenAbi, TermRepoServicerAbi, TermRepoCollateralManagerAbi, LiquityTroveNFTAbi, LiquityCollSurplusPoolAbi, TellerCollateralManagerAbi, TermMaxViewerAbi, InverseEscrowAbi, CurvanceMarketManagerAbi, CurvanceCTokenAbi, GearboxCreditAccountCompressorV310Abi, UsddCdpManagerAbi, UsddProxyRegistryAbi, CurvanceProtocolReaderAbi, CurvanceCentralRegistryAbi, TermPriceConsumerAbi, CurvanceOracleManagerAbi, TermMaxOracleAggregatorV2Abi } from '@1delta/abis';
 export { MorphoLensAbi } from '@1delta/abis';
-import { prepareDebitDataMulticall, prepareLenderDebitMulticall, parseDebitDataResult, parseLenderDebitResult, getPermit2ContractAddress, getCompoundV3CometAddress as getCompoundV3CometAddress$1, getMorphoAddress, getAaveCollateralTokenAddress, getSiloHalfForUnderlying, InitMarginAddresses, getLstAcceptedInputs } from '@1delta/calldata-sdk';
+import { prepareDebitDataMulticall, prepareLenderDebitMulticall, parseDebitDataResult, parseLenderDebitResult, getPermit2ContractAddress, getCompoundV3CometAddress as getCompoundV3CometAddress$1, getMorphoAddress, getAaveCollateralTokenAddress, getSiloHalfForUnderlying, bandLtvCurve, InitMarginAddresses, getLstAcceptedInputs } from '@1delta/calldata-sdk';
 import { proxyNativeFetch } from '@1delta/proxy-fetch';
 import { BALANCER_V2_FORKS, BALANCER_V3_FORKS, UNISWAP_V4_FORKS, isFlashLoanSourceExcluded, FLASH_LOAN_IDS } from '@1delta/dex-registry';
 
@@ -21401,6 +21401,19 @@ function convertLiquityMarketsToResponse(raw, chainId, prices = {}, _additionalY
       borrowLiquidity = Math.min(borrowLiquidity, Math.max(0, cap - entireDebt));
     }
     if (shutdown) borrowLiquidity = 0;
+    const rateParameter = {
+      kind: "interest-rate",
+      dimension: "rate",
+      domain: {
+        min: Number(cfg.minAnnualInterestRate ?? 0) / 1e18,
+        max: Number(cfg.maxAnnualInterestRate ?? 0) / 1e18
+      },
+      // No protocol default — the borrower must choose. The low end is the
+      // cheapest but the first to be redeemed against.
+      default: Number(cfg.minAnnualInterestRate ?? 0) / 1e18,
+      immutableAfterOpen: false,
+      adjustCooldownSeconds: cfg.interestRateAdjCooldownSeconds ? Number(cfg.interestRateAdjCooldownSeconds) : void 0
+    };
     const entry = { data: {} };
     const collUid = createMarketUid(chainId, lenderKey, collAddr);
     entry.data[collUid] = {
@@ -21435,7 +21448,18 @@ function convertLiquityMarketsToResponse(raw, chainId, prices = {}, _additionalY
           liquidationPenalty: liqPenalty,
           closeFactor: 1,
           collateralDisabled: false,
-          debtDisabled: true
+          debtDisabled: true,
+          /**
+           * Liquity's borrower picks their own interest rate at open, and it
+           * sets redemption priority as well as cost — so it is a real
+           * parameter, not a quoted rate.
+           *
+           * The MUTABLE case: adjustable in place, but rate-limited by
+           * `interestRateAdjCooldownSeconds` and fee-charged if adjusted
+           * early. The per-trove value lives in `modes[troveId]`, because one
+           * address can hold several troves at different rates at once.
+           */
+          openParameter: rateParameter
         }
       },
       closeFactor: 1,
@@ -22991,16 +23015,22 @@ var maxBorrowableCall = (m, oneUnit, n) => m.version === 1 ? {
   name: "max_borrowable",
   params: [oneUnit, BigInt(n), ZERO]
 };
-var buildBandLtv = (perBand, borrowedDecimals, collateralPrice) => {
-  if (!collateralPrice || collateralPrice <= 0) return null;
-  const out = {};
-  for (const { n, maxBorrowable } of perBand) {
-    const borrowable = human(maxBorrowable, borrowedDecimals);
-    if (borrowable === null || borrowable <= 0) continue;
-    const ltv = borrowable / collateralPrice;
-    if (ltv > 0 && ltv <= 1) out[String(n)] = ltv;
+var buildBandLtv = (market) => {
+  if (!market.ammA || !market.loanDiscount) return null;
+  try {
+    const curve = bandLtvCurve({
+      ammA: BigInt(market.ammA),
+      loanDiscount: BigInt(market.loanDiscount),
+      // Reference size only — it feeds the DEAD_SHARES cushion, which is
+      // negligible at any realistic position size and converges as it grows.
+      collateral: 10n ** BigInt(market.collateralDecimals + 3),
+      collateralDecimals: market.collateralDecimals,
+      bandCounts: bandGrid(market)
+    });
+    return Object.keys(curve).length > 0 ? curve : null;
+  } catch {
+    return null;
   }
-  return Object.keys(out).length > 0 ? out : null;
 };
 async function fetchChainExtras(chainId, markets) {
   const perMarketCalls = markets.map((m) => {
@@ -23043,17 +23073,9 @@ async function fetchChainExtras(chainId, markets) {
     const nLoansRaw = toBig5(results[cursor + 2]);
     const maxDepositRaw = toBig5(results[cursor + 3]);
     const borrowCapRaw = toBig5(results[cursor + 4]);
-    const perBand = grid.map((n, i) => ({
-      n,
-      maxBorrowable: toBig5(results[cursor + 5 + i])
-    }));
     cursor += 5 + grid.length;
     const collateralPrice = priceRaw === null ? null : Number(priceRaw) / 1e18;
-    const bandLtv = buildBandLtv(
-      perBand,
-      market.borrowedDecimals,
-      collateralPrice
-    );
+    const bandLtv = buildBandLtv(market);
     const defaultN = String(bandsFor(market));
     out[market.controller.toLowerCase()] = {
       collateralPrice,
@@ -23204,8 +23226,24 @@ var VAULT_PRICE_ABI = [
     outputs: [{ type: "uint256" }]
   }
 ];
+var WRAPPED_COLLATERAL_ABI = [
+  {
+    name: "collateral_token",
+    type: "function",
+    stateMutability: "view",
+    inputs: [],
+    outputs: [{ type: "address" }]
+  },
+  {
+    name: "collateralContract",
+    type: "function",
+    stateMutability: "view",
+    inputs: [],
+    outputs: [{ type: "address" }]
+  }
+];
 var IDENTITY_READS = 3;
-var STATE_READS = 12;
+var STATE_READS = 14;
 var ONE = 10n ** 18n;
 var identityCache = /* @__PURE__ */ new Map();
 var identityKey = (chainId, pair) => `${chainId}:${pair.toLowerCase()}`;
@@ -23288,30 +23326,54 @@ async function fetchResupplyMarkets(lender, chainId) {
           chain: chainId,
           calls: pending.flatMap((p) => [
             { address: p.collateral, name: "decimals", params: [] },
-            { address: p.underlying, name: "decimals", params: [] }
+            { address: p.underlying, name: "decimals", params: [] },
+            { address: p.collateral, name: "collateral_token", params: [] },
+            { address: p.collateral, name: "collateralContract", params: [] }
+          ]),
+          abi: pending.flatMap(() => [
+            erc20Abi,
+            erc20Abi,
+            WRAPPED_COLLATERAL_ABI,
+            WRAPPED_COLLATERAL_ABI
           ]),
-          abi: pending.flatMap(() => [erc20Abi, erc20Abi]),
           allowFailure: true
         });
       } catch {
         dec = [];
       }
+      const addr2 = (v) => typeof v === "string" && /^0x[0-9a-fA-F]{40}$/.test(v) && !/^0x0+$/.test(v) ? v : void 0;
+      const wrapped = pending.map((_3, i) => {
+        const curve = addr2(dec[i * 4 + 2]);
+        const frax = addr2(dec[i * 4 + 3]);
+        return {
+          token: curve ?? frax,
+          family: curve ? "curvelend" : frax ? "fraxlend" : void 0
+        };
+      });
       pending.forEach((p, i) => {
-        const cd = Number(dec[i * 2]);
-        const ud = Number(dec[i * 2 + 1]);
+        const cd = Number(dec[i * 4]);
+        const ud = Number(dec[i * 4 + 1]);
+        const w = wrapped[i];
         identityCache.set(identityKey(chainId, p.pair), {
           pair: p.pair,
           name: p.name,
           collateral: p.collateral,
           underlying: p.underlying,
           collateralDecimals: Number.isFinite(cd) && cd > 0 ? cd : 18,
-          underlyingDecimals: Number.isFinite(ud) && ud > 0 ? ud : 18
+          underlyingDecimals: Number.isFinite(ud) && ud > 0 ? ud : 18,
+          wrappedCollateralToken: w?.token,
+          wrappedFamily: w?.family
         });
       });
     }
   }
   const identities = discovered.map((p) => identityCache.get(identityKey(chainId, p))).filter((x) => !!x);
   if (identities.length === 0) return { lender, config, pairs: [] };
+  const { rsup, pairEmissions, convexPoolUtil } = await readRewardContext(
+    chainId,
+    config.registry,
+    config.utilities
+  );
   const utilities = config.utilities;
   const calls = [];
   const abis = [];
@@ -23328,7 +23390,16 @@ async function fetchResupplyMarkets(lender, chainId) {
       // The collateral vault's own share price — the exact input Resupply's
       // `BasicVaultOracle` uses. Read LIVE rather than inverting the pair's
       // cached `exchangeRate`, which only moves when someone writes.
-      { address: id.collateral, name: "convertToAssets", params: [ONE] }
+      { address: id.collateral, name: "convertToAssets", params: [ONE] },
+      // Rewards. `convexPid == 0` means the collateral is not staked, so there
+      // is nothing to report; the weight is this pair's slice of the RSUP
+      // stream. Both are governance-mutable, so neither is cached.
+      { address: id.pair, name: "convexPid", params: [] },
+      {
+        address: pairEmissions ?? id.pair,
+        name: pairEmissions ? "balanceOf" : "convexPid",
+        params: pairEmissions ? [id.pair] : []
+      }
     );
     abis.push(
       ResupplyPairAbi,
@@ -23339,7 +23410,9 @@ async function fetchResupplyMarkets(lender, chainId) {
       ResupplyPairAbi,
       ResupplyPairAbi,
       ResupplyPairAbi,
-      VAULT_PRICE_ABI
+      VAULT_PRICE_ABI,
+      ResupplyPairAbi,
+      pairEmissions ? ResupplyPairEmissionsAbi : ResupplyPairAbi
     );
     if (utilities) {
       calls.push(
@@ -23397,11 +23470,118 @@ async function fetchResupplyMarkets(lender, chainId) {
       ratePerSec: tuple(rateInfo, 1),
       exchangeRate: tuple(exchangeInfo, 2),
       collateralPrice: big(results[base + 8]),
-      liveRatePerSec: utilities ? big(results[base + 9]) : null,
-      underlyingSupplyRatePerSec: utilities ? big(results[base + 10]) : null
+      // Indices follow the PUSH ORDER above exactly: the two reward reads sit
+      // at +9/+10, BEFORE the lens block, so the lens reads are +11/+12.
+      // (Getting this wrong is silent — it produced a 3-billion-percent APR
+      // before the numbers were checked against a hand computation.)
+      convexPid: big(results[base + 9]),
+      rsupWeight: pairEmissions ? big(results[base + 10]) : null,
+      liveRatePerSec: utilities ? big(results[base + 11]) : null,
+      underlyingSupplyRatePerSec: utilities ? big(results[base + 12]) : null,
+      collateralRewards: []
+    };
+  });
+  await attachCollateralRewards(chainId, convexPoolUtil, pairs);
+  return { lender, config, pairs, rsup };
+}
+async function readRewardContext(chainId, registry, utilities) {
+  const addr2 = (v) => typeof v === "string" && v.startsWith("0x") && !/^0x0+$/.test(v) ? v : void 0;
+  try {
+    const first = await multicallRetryUniversal({
+      chain: chainId,
+      calls: [
+        { address: registry, name: "rewardHandler", params: [] },
+        { address: registry, name: "govToken", params: [] },
+        ...utilities ? [{ address: utilities, name: "convexPoolUtil", params: [] }] : []
+      ],
+      abi: [
+        ResupplyRegistryAbi,
+        ResupplyRegistryAbi,
+        ...utilities ? [ResupplyUtilitiesAbi] : []
+      ],
+      allowFailure: true
+    });
+    const rewardHandler = addr2(first[0]);
+    const govToken = addr2(first[1]);
+    const convexPoolUtil = utilities ? addr2(first[2]) : void 0;
+    if (!rewardHandler || !govToken) return { convexPoolUtil };
+    const [emissions] = await multicallRetryUniversal({
+      chain: chainId,
+      calls: [{ address: rewardHandler, name: "pairEmissions", params: [] }],
+      abi: ResupplyRewardHandlerAbi,
+      allowFailure: true
+    });
+    const pairEmissions = addr2(emissions);
+    if (!pairEmissions) return { convexPoolUtil };
+    const stream = await multicallRetryUniversal({
+      chain: chainId,
+      calls: [
+        { address: pairEmissions, name: "periodFinish", params: [] },
+        { address: pairEmissions, name: "rewardRate", params: [] },
+        { address: pairEmissions, name: "totalSupply", params: [] }
+      ],
+      abi: [
+        ResupplyPairEmissionsAbi,
+        ResupplyPairEmissionsAbi,
+        ResupplyPairEmissionsAbi
+      ],
+      allowFailure: true
+    });
+    const periodFinish = big(stream[0]);
+    const rewardRate = big(stream[1]);
+    const totalWeight = big(stream[2]);
+    if (periodFinish === null || rewardRate === null || totalWeight === null || totalWeight === 0n) {
+      return { pairEmissions, convexPoolUtil };
+    }
+    if (periodFinish <= BigInt(Math.floor(Date.now() / 1e3))) {
+      return { pairEmissions, convexPoolUtil };
+    }
+    return {
+      rsup: { govToken, rewardRate, totalWeight, periodFinish },
+      pairEmissions,
+      convexPoolUtil
     };
+  } catch {
+    return {};
+  }
+}
+async function attachCollateralRewards(chainId, convexPoolUtil, pairs) {
+  if (!convexPoolUtil) return;
+  const staked = pairs.filter((p) => (p.convexPid ?? 0n) > 0n);
+  if (staked.length === 0) return;
+  let res = [];
+  try {
+    res = await multicallRetryUniversal({
+      chain: chainId,
+      calls: staked.map((p) => ({
+        address: convexPoolUtil,
+        name: "rewardRates",
+        params: [p.convexPid]
+      })),
+      abi: staked.map(() => ConvexPoolUtilAbi),
+      allowFailure: true
+    });
+  } catch {
+    return;
+  }
+  staked.forEach((p, i) => {
+    const entry = res[i];
+    if (!Array.isArray(entry)) return;
+    const [tokens, rates] = entry;
+    if (!Array.isArray(tokens) || !Array.isArray(rates)) return;
+    const byToken = /* @__PURE__ */ new Map();
+    tokens.forEach((t, j) => {
+      const rate = rates[j];
+      if (typeof t !== "string" || typeof rate !== "bigint" || rate === 0n) {
+        return;
+      }
+      const key2 = t.toLowerCase();
+      byToken.set(key2, (byToken.get(key2) ?? 0n) + rate);
+    });
+    p.collateralRewards = [...byToken.entries()].map(
+      ([token, ratePerSecPerShare]) => ({ token, ratePerSecPerShare })
+    );
   });
-  return { lender, config, pairs };
 }
 
 // src/prices/oracle-prices/fetchers/curvanceRoster.ts
@@ -23991,6 +24171,8 @@ function currencyFor9(address, decimals, symbol, tokens) {
   const lower3 = address.toLowerCase();
   return tokens[lower3] ?? { address: lower3, symbol, name: symbol, decimals };
 }
+var LLAMALEND_MIN_BANDS = 4;
+var LLAMALEND_MAX_BANDS = 50;
 function convertLlamaLendMarketsToResponse(raw, chainId, prices = {}, additionalYields = {
   intrinsicYields: {},
   lenderRewards: {},
@@ -24027,6 +24209,13 @@ function convertLlamaLendMarketsToResponse(raw, chainId, prices = {}, additional
     const liqPenalty = Number(market.liquidationDiscount) / 1e18 || 0;
     const closeFactor = 1;
     const depositsEnabled = (m.maxDeposit ?? 0) > 0;
+    const bandParameter = {
+      kind: "llamalend-bands",
+      dimension: "collateralFactor",
+      domain: { min: LLAMALEND_MIN_BANDS, max: LLAMALEND_MAX_BANDS },
+      default: market.defaultBands ?? 10,
+      immutableAfterOpen: true
+    };
     const entry = { data: {} };
     const collUid = createMarketUid(chainId, lenderKey, collAddr);
     entry.data[collUid] = {
@@ -24064,7 +24253,8 @@ function convertLlamaLendMarketsToResponse(raw, chainId, prices = {}, additional
           liquidationPenalty: liqPenalty,
           closeFactor,
           collateralDisabled: false,
-          debtDisabled: true
+          debtDisabled: true,
+          openParameter: bandParameter
         }
       },
       closeFactor,
@@ -24218,8 +24408,24 @@ function convertLlamaLendMarketsToResponse(raw, chainId, prices = {}, additional
   }
   return out;
 }
+function resupplyMarketLabel(rawName) {
+  const inner = rawName.match(/\(([^)]+)\)/)?.[1];
+  if (!inner) return rawName;
+  const suffix = rawName.match(/\)\s*-\s*(\d+)\s*$/)?.[1];
+  return suffix && suffix !== "1" ? `${inner} - ${suffix}` : inner;
+}
+function wrappedCollateralSymbol(rawName) {
+  const inner = rawName.match(/\(([^)]+)\)/)?.[1];
+  const sym = inner?.split("/").pop()?.trim();
+  return sym && sym.length > 0 ? sym : void 0;
+}
 var llamaLendKey = (controller) => `LLAMALEND_${controller.replace(/^0x/i, "").toUpperCase()}`;
-function resolveWrappedMarket(chainId, collateralVault, pairName) {
+function resolveWrappedMarket(chainId, identity) {
+  const collateralVault = identity.collateral;
+  const onChain = {
+    collateralToken: identity.wrappedCollateralToken,
+    collateralSymbol: wrappedCollateralSymbol(identity.name)
+  };
   const market = llamaLendMarketByVault("LLAMALEND", chainId, collateralVault);
   if (market) {
     return {
@@ -24229,13 +24435,19 @@ function resolveWrappedMarket(chainId, collateralVault, pairName) {
       controller: market.controller,
       amm: market.amm,
       version: market.version,
-      collateralSymbol: market.collateralSymbol
+      // Roster first (curated symbols/decimals), on-chain as the backstop, so
+      // an unpublished or lagging roster degrades a label rather than the
+      // image address.
+      collateralSymbol: market.collateralSymbol ?? onChain.collateralSymbol,
+      collateralToken: market.collateralToken ?? onChain.collateralToken,
+      collateralDecimals: market.collateralDecimals
     };
   }
-  const isFraxlend = /fraxlend/i.test(pairName);
+  const family = identity.wrappedFamily ?? (/fraxlend/i.test(identity.name) ? "fraxlend" : void 0);
   return {
-    provider: isFraxlend ? "fraxlend" : "unknown",
-    vault: collateralVault
+    provider: family === "fraxlend" ? "fraxlend" : family === "curvelend" ? "llamalend" : "unknown",
+    vault: collateralVault,
+    ...onChain
   };
 }
 function resupplyLenderKey(lender, chainId, pair) {
@@ -24263,6 +24475,52 @@ function ratePerSecToApr(rate) {
   if (rate === null) return 0;
   return Number(rate) / 1e18 * SECONDS_PER_YEAR9 * 100;
 }
+function buildRewardEntries(p, rsup, chainId, prices, tokens, collateralUsd, debtUsd) {
+  const priceOf = (address) => {
+    const lower3 = address.toLowerCase();
+    const token = tokens[lower3];
+    const key2 = toOracleKey(token?.assetGroup) || toGenericPriceKey(lower3, chainId);
+    return prices[key2] ?? 0;
+  };
+  const collateral = [];
+  if (collateralUsd > 0) {
+    for (const r of p.collateralRewards ?? []) {
+      const price2 = priceOf(r.token);
+      if (price2 <= 0) continue;
+      const decimals = tokens[r.token.toLowerCase()]?.decimals ?? 18;
+      const perSecond = Number(r.ratePerSecPerShare) * Number(p.totalCollateral ?? 0n) / 1e18;
+      const usdPerYear = perSecond / 10 ** decimals * SECONDS_PER_YEAR9 * price2;
+      const apr = usdPerYear / collateralUsd * 100;
+      if (!Number.isFinite(apr) || apr <= 0) continue;
+      collateral.push({
+        asset: r.token,
+        depositRate: apr,
+        variableBorrowRate: 0,
+        stableBorrowRate: 0
+      });
+    }
+  }
+  const borrow = [];
+  if (rsup && debtUsd > 0 && (p.rsupWeight ?? 0n) > 0n) {
+    const price2 = priceOf(rsup.govToken);
+    if (price2 > 0) {
+      const decimals = tokens[rsup.govToken.toLowerCase()]?.decimals ?? 18;
+      const perSecond = Number(rsup.rewardRate) * Number(p.rsupWeight) / Number(rsup.totalWeight);
+      const usdPerYear = perSecond / 10 ** decimals * SECONDS_PER_YEAR9 * price2;
+      const apr = usdPerYear / debtUsd * 100;
+      if (Number.isFinite(apr) && apr > 0) {
+        borrow.push({
+          asset: rsup.govToken,
+          depositRate: 0,
+          // A REBATE on the borrow cost, not a charge.
+          variableBorrowRate: apr,
+          stableBorrowRate: 0
+        });
+      }
+    }
+  }
+  return { collateral, borrow };
+}
 function convertResupplyMarketsToResponse(raw, chainId, prices = {}, _additionalYields = {
   intrinsicYields: {},
   lenderRewards: {},
@@ -24297,7 +24555,17 @@ function convertResupplyMarketsToResponse(raw, chainId, prices = {}, _additional
     const borrowLimit = p.borrowLimit !== null ? Number(p.borrowLimit) / 10 ** debtDecimals : 0;
     const borrowLiquidity = Math.max(borrowLimit - totalDebt, 0);
     const halted = (p.borrowLimit ?? 0n) === 0n;
-    const wrappedMarket = resolveWrappedMarket(chainId, id.collateral, id.name);
+    const wrappedMarket = resolveWrappedMarket(chainId, id);
+    const marketLabel = resupplyMarketLabel(id.name);
+    const rewardEntries = buildRewardEntries(
+      p,
+      raw.rsup,
+      chainId,
+      prices,
+      tokens,
+      totalColl * collPrice,
+      totalDebt * debtPrice
+    );
     const maxLtv = p.maxLTV !== null ? Number(p.maxLTV) / LTV_PRECISION : 0;
     const liquidationPenalty = p.liquidationFee !== null ? Number(p.liquidationFee) / LTV_PRECISION : 0;
     const mintFeePct = p.mintFee !== null ? Number(p.mintFee) / LTV_PRECISION * 100 : 0;
@@ -24328,11 +24596,14 @@ function convertResupplyMarketsToResponse(raw, chainId, prices = {}, _additional
       // The wrapped Curve Lend / Fraxlend supply rate — this collateral is a
       // lending position and earns while it sits here.
       intrinsicYield: collateralIntrinsicApr,
-      rewards: void 0,
+      // CRV/CVX from the Convex position the pair stakes the collateral into.
+      // Empty (not undefined) when the pair does not stake — `convexPid == 0`.
+      rewards: rewardEntries.collateral,
       decimals: collDecimals,
       config: {
         0: {
           category: 0,
+          label: marketLabel,
           borrowCollateralFactor: maxLtv,
           collateralFactor: maxLtv,
           borrowFactor: 1,
@@ -24385,11 +24656,14 @@ function convertResupplyMarketsToResponse(raw, chainId, prices = {}, _additional
       // but it is governance-settable.
       originationFee: mintFeePct,
       intrinsicYield: 0,
-      rewards: void 0,
+      // RSUP emissions to BORROWERS — a rebate on `variableBorrowRate`, not a
+      // deposit yield. Empty when the emission stream has expired.
+      rewards: rewardEntries.borrow,
       decimals: debtDecimals,
       config: {
         0: {
           category: 0,
+          label: marketLabel,
           borrowCollateralFactor: 0,
           collateralFactor: 0,
           borrowFactor: 1,
@@ -24411,7 +24685,7 @@ function convertResupplyMarketsToResponse(raw, chainId, prices = {}, _additional
     entry.params = {
       market: {
         lender: lenderKey,
-        name: id.name,
+        name: marketLabel,
         loanDecimals: debtDecimals,
         collateralDecimals: collDecimals,
         id: id.pair.toLowerCase(),
@@ -24426,6 +24700,9 @@ function convertResupplyMarketsToResponse(raw, chainId, prices = {}, _additional
         // worker-api resolvers and the loop quoter) ---
         resupply: {
           pair: id.pair,
+          /** The pair's raw on-chain `name()`, before the label is derived. */
+          rawName: id.name,
+          label: marketLabel,
           /** The ERC-4626 share the pair actually books as collateral. */
           collateralVault: id.collateral,
           collateralVaultDecimals: id.collateralDecimals,
@@ -31141,7 +31418,7 @@ var getLiquityUserDataConverter = (lender, chainId, account, meta) => {
               troveInfo
             }
           };
-          modes[t.troveId] = 0;
+          modes[t.troveId] = Number(troveInfo.annualInterestRate) / 1e18;
           hist[t.troveId] = {
             totalDeposits24h: collNum * collHist,
             totalDebt24h: debtNum * loanHist
@@ -31601,7 +31878,7 @@ var getLlamaLendUserDataConverter = (lender, chainId, account, meta) => {
             }
           }
         };
-        const modes = { "0": 0 };
+        const modes = { "0": bandCount };
         const hist = {
           "0": {
             totalDeposits24h: collNum * collHist + bandBorrowedNum * loanHist,
@@ -64417,6 +64694,26 @@ var llamaLendAdapter = {
           ] : void 0,
           bandLtv,
           defaultBands: typeof ll.defaultBands === "number" ? ll.defaultBands : void 0,
+          /**
+           * The band count as an editable TERM, not just a curve to read.
+           *
+           * `bandLtv` alone cannot drive a control: it is four sampled points,
+           * and it is missing on any market whose curve could not be computed.
+           * The domain is always known — `MIN_TICKS`/`MAX_TICKS` are 4..50 on
+           * both generations — so the control works even where the curve does
+           * not.
+           *
+           * `immutableAfterOpen` is what tells the UI to render this read-only
+           * on an existing loan: `_add_collateral_borrow` reuses the tick
+           * width, so changing N means closing and reopening.
+           */
+          openParameter: {
+            kind: "llamalend-bands",
+            dimension: "collateralFactor",
+            domain: { min: 4, max: 50 },
+            default: typeof ll.defaultBands === "number" ? ll.defaultBands : 10,
+            immutableAfterOpen: true
+          },
           badDebt: "socialized"
         },
         counterparty: { kind: "pool", solvency: "overcollateralized" }
@@ -65145,6 +65442,6 @@ function validateTermSheets(sheets) {
   return sheets.flatMap((s) => validateTermSheet(s));
 }
 
-export { ApiBookSource, DEFAULT_MIDNIGHT_API, DEFAULT_OUTLIER_GUARD, DEFAULT_PROFILE_ID, DEFAULT_STALE_REJECT_SECONDS, DEFAULT_TERMMAX_API, EMPTY_BALANCE, EXACTLY_LENDER_KEY, GMX_API_HOSTS, GMX_READ_CONTRACTS, GMX_SUPPORTED_CHAINS, HYPERCORE_VAULT_REGISTRY, IDLE_MARKET_ID, INTERFACE_IDS, LAGOON_API_URL, LAGOON_CHAIN_IDS, MORPHO_LENS, MULTICALL_FAILURE, MaxParamThresholds, STABLECOIN_SYMBOLS, STCELO_MANAGER_ADDRESS, 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, TermMaxApiSource, TermSubgraphSource, UPSHIFT_CHAIN_IDS, UPSHIFT_VAULTS_URL, VAULT_SHARE_PRICE_PROBE, VOLATILE_VAULT_OVERRIDES, YEARN_CHAIN_IDS, YEARN_YDAEMON_BASE, __resetResupplyUserCaches, accountDepositListKey, accountWithdrawalListKey, appendSnapshot, applyPositionDelta, attachImplications, attachPricesToFlashLiquidity, borrowDescription, borrowFindings, borrowHeadline, buildExposures2 as buildExposures, buildFluidFTokensCall, buildLiquityUserCall, buildLoopResult, buildMorphoTypeCall, buildMorphoTypeUserCallWithLens, buildPortfolioTotals, buildSumerAccumulators, buildSummaries, buildTellerUserCall, buildTermMaxUserCall, buildTermSheet, buildTermSheetsForGroup, buildVaultLookup, calculateLeverage, calculateNetApr, calculateOverallNetApr, calculateWeightedAverage, classifyFreshness, classifyReliability, classifyVault, collectFeedObservations, computeBorrowDelta2 as computeBorrowDelta, computeCloseTradeDeltas, computeCollateralSwapDeltas, computeDebtSwapDeltas, computeDepositDelta2 as computeDepositDelta, computeEModeAnalysis, computeOpenTradeDeltas, computePostTradeMetrics, computeRepayDelta2 as computeRepayDelta, computeSumerBorrowDelta, computeSumerDepositDelta, computeSumerRepayDelta, computeSumerWaterfall, computeSumerWithdrawDelta, computeVaultApr, computeWithdrawDelta2 as 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, multicall3Abi2 as multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseMergedResult, parseMulticallRpcResponses, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, pct, positivePart2 as 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 { ApiBookSource, DEFAULT_MIDNIGHT_API, DEFAULT_OUTLIER_GUARD, DEFAULT_PROFILE_ID, DEFAULT_STALE_REJECT_SECONDS, DEFAULT_TERMMAX_API, EMPTY_BALANCE, EXACTLY_LENDER_KEY, GMX_API_HOSTS, GMX_READ_CONTRACTS, GMX_SUPPORTED_CHAINS, HYPERCORE_VAULT_REGISTRY, IDLE_MARKET_ID, INTERFACE_IDS, LAGOON_API_URL, LAGOON_CHAIN_IDS, MORPHO_LENS, MULTICALL_FAILURE, MaxParamThresholds, STABLECOIN_SYMBOLS, STCELO_MANAGER_ADDRESS, 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, TermMaxApiSource, TermSubgraphSource, UPSHIFT_CHAIN_IDS, UPSHIFT_VAULTS_URL, VAULT_SHARE_PRICE_PROBE, VOLATILE_VAULT_OVERRIDES, YEARN_CHAIN_IDS, YEARN_YDAEMON_BASE, __resetResupplyUserCaches, accountDepositListKey, accountWithdrawalListKey, appendSnapshot, applyPositionDelta, attachImplications, attachPricesToFlashLiquidity, borrowDescription, borrowFindings, borrowHeadline, buildExposures2 as buildExposures, buildFluidFTokensCall, buildLiquityUserCall, buildLoopResult, buildMorphoTypeCall, buildMorphoTypeUserCallWithLens, buildPortfolioTotals, buildSumerAccumulators, buildSummaries, buildTellerUserCall, buildTermMaxUserCall, buildTermSheet, buildTermSheetsForGroup, buildVaultLookup, calculateLeverage, calculateNetApr, calculateOverallNetApr, calculateWeightedAverage, classifyFreshness, classifyReliability, classifyVault, collectFeedObservations, computeBorrowDelta2 as computeBorrowDelta, computeCloseTradeDeltas, computeCollateralSwapDeltas, computeDebtSwapDeltas, computeDepositDelta2 as computeDepositDelta, computeEModeAnalysis, computeOpenTradeDeltas, computePostTradeMetrics, computeRepayDelta2 as computeRepayDelta, computeSumerBorrowDelta, computeSumerDepositDelta, computeSumerRepayDelta, computeSumerWaterfall, computeSumerWithdrawDelta, computeVaultApr, computeWithdrawDelta2 as 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, multicall3Abi2 as multicall3Abi, nanTo, needsLenderApproval, needsTokenApproval, noOpResult, normalizeToBytes, parseBalanceFetcherResult, parseMergedResult, parseMulticallRpcResponses, parseRawRpcBatchResponses, parseRawRpcResponses, parseTermMaxLtv, parseTokenBalanceResult, pct, positivePart2 as 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 };
 //# sourceMappingURL=index.js.map
 //# sourceMappingURL=index.js.map