@defisaver/positions-sdk 2.1.127-dev → 2.1.127-midnight-1-dev

package/esm/types/morphoMidnight.d.ts

@@ -0,0 +1,94 @@
+import { EthAddress, IncentiveData, LeverageType, MMUsedAssets, NetworkNumber } from './common';
+export declare enum MorphoMidnightVersions {
+    MorphoMidnightCbBTCUSDC_860_20260731_Base = "morphomidnightcbbtcusdc_860_20260731_base",
+    MorphoMidnightCbBTCUSDC_860_20260828_Base = "morphomidnightcbbtcusdc_860_20260828_base",
+    MorphoMidnightCbBTCUSDC_860_20260925_Base = "morphomidnightcbbtcusdc_860_20260925_base",
+    MorphoMidnightCbBTCUSDC_860_20261030_Base = "morphomidnightcbbtcusdc_860_20261030_base",
+    MorphoMidnightCbBTCUSDC_860_20261127_Base = "morphomidnightcbbtcusdc_860_20261127_base",
+    MorphoMidnightCbBTCUSDC_860_20261225_Base = "morphomidnightcbbtcusdc_860_20261225_base"
+}
+export interface MorphoMidnightCollateralParams {
+    token: EthAddress;
+    lltv: number | string;
+    liquidationCursor: number | string;
+    oracle: EthAddress;
+}
+export interface MorphoMidnightMarketData {
+    chainIds: NetworkNumber[];
+    label: string;
+    shortLabel: string;
+    url: string;
+    value: MorphoMidnightVersions;
+    midnight: EthAddress;
+    loanToken: EthAddress;
+    collaterals: MorphoMidnightCollateralParams[];
+    maturity: number;
+    rcfThreshold: number | string;
+    enterGate: EthAddress;
+    liquidatorGate: EthAddress;
+    marketId: string;
+    protocolName: string;
+}
+export interface MorphoMidnightAssetData {
+    symbol: string;
+    address: string;
+    price: string;
+    supplyRate: string;
+    borrowRate: string;
+    supplyIncentives: IncentiveData[];
+    borrowIncentives: IncentiveData[];
+    totalSupply?: string;
+    totalBorrow?: string;
+    canBeSupplied?: boolean;
+    canBeBorrowed?: boolean;
+    lltv?: string;
+}
+export type MorphoMidnightAssetsData = {
+    [key: string]: MorphoMidnightAssetData;
+};
+export interface MorphoMidnightMarketInfo {
+    id: string;
+    loanToken: string;
+    collaterals: string[];
+    maturity: number;
+    isMatured: boolean;
+    totalUnits: string;
+    withdrawable: string;
+    totalDebt: string;
+    lossFactor: string;
+    tickSpacing: number;
+    utillization: string;
+    assetsData: MorphoMidnightAssetsData;
+}
+export interface MorphoMidnightAggregatedPositionData {
+    suppliedUsd: string;
+    suppliedCollateralUsd: string;
+    borrowedUsd: string;
+    borrowLimitUsd: string;
+    liquidationLimitUsd: string;
+    leftToBorrowUsd: string;
+    leftToBorrow: string;
+    netApy: string;
+    incentiveUsd: string;
+    totalInterestUsd: string;
+    ltv: string;
+    ratio: string;
+    healthRatio: string;
+    leveragedType: LeverageType;
+    leveragedAsset?: string;
+    currentVolatilePairRatio?: string;
+    liquidationPrice?: string;
+    minCollRatio?: string;
+    collLiquidationRatio?: string;
+    exposure: string;
+}
+export interface MorphoMidnightPositionData extends MorphoMidnightAggregatedPositionData {
+    usedAssets: MMUsedAssets;
+    credit: string;
+    debt: string;
+    borrowRate: string;
+    debtBase: string;
+    debtInterest: string;
+    maturity: number;
+    isMatured: boolean;
+}

package/esm/types/morphoMidnight.js

@@ -0,0 +1,12 @@
+export var MorphoMidnightVersions;
+(function (MorphoMidnightVersions) {
+    // BASE
+    // Fixed-term markets are disambiguated by maturity (YYYYMMDD), so the same pair recurs across dates.
+    // Sourced from the official listing at https://markets.morpho.org/fixed/base (see sitemap.xml).
+    MorphoMidnightVersions["MorphoMidnightCbBTCUSDC_860_20260731_Base"] = "morphomidnightcbbtcusdc_860_20260731_base";
+    MorphoMidnightVersions["MorphoMidnightCbBTCUSDC_860_20260828_Base"] = "morphomidnightcbbtcusdc_860_20260828_base";
+    MorphoMidnightVersions["MorphoMidnightCbBTCUSDC_860_20260925_Base"] = "morphomidnightcbbtcusdc_860_20260925_base";
+    MorphoMidnightVersions["MorphoMidnightCbBTCUSDC_860_20261030_Base"] = "morphomidnightcbbtcusdc_860_20261030_base";
+    MorphoMidnightVersions["MorphoMidnightCbBTCUSDC_860_20261127_Base"] = "morphomidnightcbbtcusdc_860_20261127_base";
+    MorphoMidnightVersions["MorphoMidnightCbBTCUSDC_860_20261225_Base"] = "morphomidnightcbbtcusdc_860_20261225_base";
+})(MorphoMidnightVersions || (MorphoMidnightVersions = {}));

package/esm/types/portfolio.d.ts

@@ -9,6 +9,7 @@ import { LiquityTroveInfo } from './liquity';
 import { LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
 import { CdpData } from './maker';
 import { MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
+import { MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
 import { SparkPositionData, SparkVersions } from './spark';
 export interface PortfolioProtocolData<T> {
     error: string;
@@ -21,6 +22,9 @@ export interface PortfolioPositionsDataForAddress {
     morphoBlue: {
         [key in MorphoBlueVersions]?: PortfolioProtocolData<MorphoBluePositionData>;
     };
+    morphoMidnight: {
+        [key in MorphoMidnightVersions]?: PortfolioProtocolData<MorphoMidnightPositionData>;
+    };
     compoundV3: {
         [key in CompoundVersions]?: PortfolioProtocolData<CompoundV3PositionData>;
     };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@defisaver/positions-sdk",
-  "version": "2.1.127-dev",
+  "version": "2.1.127-midnight-1-dev",
   "description": "",
   "main": "./cjs/index.js",
   "module": "./esm/index.js",

package/src/config/contracts.ts

@@ -1113,6 +1113,15 @@ export const MorphoBlueView =  {
       }
     },
   } as const;
+export const MidnightView =  {
+    "abi": [{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"}],"name":"getMarketInfo","outputs":[{"components":[{"internalType":"bytes32","name":"id","type":"bytes32"},{"internalType":"uint128","name":"totalUnits","type":"uint128"},{"internalType":"uint128","name":"lossFactor","type":"uint128"},{"internalType":"uint128","name":"withdrawable","type":"uint128"},{"internalType":"uint128","name":"continuousFeeCredit","type":"uint128"},{"internalType":"uint16[7]","name":"settlementFees","type":"uint16[7]"},{"internalType":"uint32","name":"continuousFee","type":"uint32"},{"internalType":"uint8","name":"tickSpacing","type":"uint8"},{"internalType":"uint256[]","name":"prices","type":"uint256[]"}],"internalType":"struct MidnightView.MarketInfo","name":"info","type":"tuple"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"address","name":"_user","type":"address"}],"name":"getPositionInfo","outputs":[{"components":[{"internalType":"uint128","name":"credit","type":"uint128"},{"internalType":"uint128","name":"pendingFee","type":"uint128"},{"internalType":"uint128","name":"debt","type":"uint128"},{"internalType":"uint128","name":"collateralBitmap","type":"uint128"},{"internalType":"uint128[]","name":"collateral","type":"uint128[]"},{"internalType":"uint256","name":"ratio","type":"uint256"}],"internalType":"struct MidnightView.PositionInfo","name":"pos","type":"tuple"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"address","name":"_user","type":"address"}],"name":"getRatio","outputs":[{"internalType":"uint256","name":"ratio","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"components":[{"internalType":"uint256","name":"chainId","type":"uint256"},{"internalType":"address","name":"midnight","type":"address"},{"internalType":"address","name":"loanToken","type":"address"},{"components":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"lltv","type":"uint256"},{"internalType":"uint256","name":"liquidationCursor","type":"uint256"},{"internalType":"address","name":"oracle","type":"address"}],"internalType":"struct CollateralParams[]","name":"collateralParams","type":"tuple[]"},{"internalType":"uint256","name":"maturity","type":"uint256"},{"internalType":"uint256","name":"rcfThreshold","type":"uint256"},{"internalType":"address","name":"enterGate","type":"address"},{"internalType":"address","name":"liquidatorGate","type":"address"}],"internalType":"struct Market","name":"_market","type":"tuple"}],"name":"toId","outputs":[{"internalType":"bytes32","name":"id","type":"bytes32"}],"stateMutability":"pure","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"}],"name":"toMarket","outputs":[{"components":[{"internalType":"uint256","name":"chainId","type":"uint256"},{"internalType":"address","name":"midnight","type":"address"},{"internalType":"address","name":"loanToken","type":"address"},{"components":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"lltv","type":"uint256"},{"internalType":"uint256","name":"liquidationCursor","type":"uint256"},{"internalType":"address","name":"oracle","type":"address"}],"internalType":"struct CollateralParams[]","name":"collateralParams","type":"tuple[]"},{"internalType":"uint256","name":"maturity","type":"uint256"},{"internalType":"uint256","name":"rcfThreshold","type":"uint256"},{"internalType":"address","name":"enterGate","type":"address"},{"internalType":"address","name":"liquidatorGate","type":"address"}],"internalType":"struct Market","name":"market","type":"tuple"}],"stateMutability":"view","type":"function"}],
+    "networks": {
+      "8453": {
+        "address": "0x3aa272f329E8B562A3bA56Bb6979a44D23A28839",
+        "createdBlock": 48932293,
+      }
+    },
+  } as const;
 export const FeedRegistry =  {
     "abi": [{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"}],"name":"OwnershipTransferRequested","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"}],"name":"OwnershipTransferred","type":"event"},{"inputs":[],"name":"acceptOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"address","name":"aggregator","type":"address"}],"name":"confirmFeed","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"decimals","outputs":[{"internalType":"uint8","name":"","type":"uint8"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"description","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getAccessController","outputs":[{"internalType":"contract AccessControllerInterface","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint256","name":"roundId","type":"uint256"}],"name":"getAnswer","outputs":[{"internalType":"int256","name":"answer","type":"int256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"getCurrentPhaseId","outputs":[{"internalType":"uint16","name":"currentPhaseId","type":"uint16"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"getFeed","outputs":[{"internalType":"contract AggregatorV2V3Interface","name":"aggregator","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint80","name":"roundId","type":"uint80"}],"name":"getNextRoundId","outputs":[{"internalType":"uint80","name":"nextRoundId","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint16","name":"phaseId","type":"uint16"}],"name":"getPhase","outputs":[{"components":[{"internalType":"uint16","name":"phaseId","type":"uint16"},{"internalType":"uint80","name":"startingAggregatorRoundId","type":"uint80"},{"internalType":"uint80","name":"endingAggregatorRoundId","type":"uint80"}],"internalType":"struct FeedRegistryInterface.Phase","name":"phase","type":"tuple"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint16","name":"phaseId","type":"uint16"}],"name":"getPhaseFeed","outputs":[{"internalType":"contract AggregatorV2V3Interface","name":"aggregator","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint16","name":"phaseId","type":"uint16"}],"name":"getPhaseRange","outputs":[{"internalType":"uint80","name":"startingRoundId","type":"uint80"},{"internalType":"uint80","name":"endingRoundId","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint80","name":"roundId","type":"uint80"}],"name":"getPreviousRoundId","outputs":[{"internalType":"uint80","name":"previousRoundId","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"getProposedFeed","outputs":[{"internalType":"contract AggregatorV2V3Interface","name":"proposedAggregator","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint80","name":"_roundId","type":"uint80"}],"name":"getRoundData","outputs":[{"internalType":"uint80","name":"roundId","type":"uint80"},{"internalType":"int256","name":"answer","type":"int256"},{"internalType":"uint256","name":"startedAt","type":"uint256"},{"internalType":"uint256","name":"updatedAt","type":"uint256"},{"internalType":"uint80","name":"answeredInRound","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint80","name":"roundId","type":"uint80"}],"name":"getRoundFeed","outputs":[{"internalType":"contract AggregatorV2V3Interface","name":"aggregator","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint256","name":"roundId","type":"uint256"}],"name":"getTimestamp","outputs":[{"internalType":"uint256","name":"timestamp","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"aggregator","type":"address"}],"name":"isFeedEnabled","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"latestAnswer","outputs":[{"internalType":"int256","name":"answer","type":"int256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"latestRound","outputs":[{"internalType":"uint256","name":"roundId","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"latestRoundData","outputs":[{"internalType":"uint80","name":"roundId","type":"uint80"},{"internalType":"int256","name":"answer","type":"int256"},{"internalType":"uint256","name":"startedAt","type":"uint256"},{"internalType":"uint256","name":"updatedAt","type":"uint256"},{"internalType":"uint80","name":"answeredInRound","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"latestTimestamp","outputs":[{"internalType":"uint256","name":"timestamp","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"owner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"address","name":"aggregator","type":"address"}],"name":"proposeFeed","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"},{"internalType":"uint80","name":"roundId","type":"uint80"}],"name":"proposedGetRoundData","outputs":[{"internalType":"uint80","name":"id","type":"uint80"},{"internalType":"int256","name":"answer","type":"int256"},{"internalType":"uint256","name":"startedAt","type":"uint256"},{"internalType":"uint256","name":"updatedAt","type":"uint256"},{"internalType":"uint80","name":"answeredInRound","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"proposedLatestRoundData","outputs":[{"internalType":"uint80","name":"id","type":"uint80"},{"internalType":"int256","name":"answer","type":"int256"},{"internalType":"uint256","name":"startedAt","type":"uint256"},{"internalType":"uint256","name":"updatedAt","type":"uint256"},{"internalType":"uint80","name":"answeredInRound","type":"uint80"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract AccessControllerInterface","name":"_accessController","type":"address"}],"name":"setAccessController","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"to","type":"address"}],"name":"transferOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"typeAndVersion","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"pure","type":"function"},{"inputs":[{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"quote","type":"address"}],"name":"version","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"}],
     "networks": {

package/src/contracts.ts

@@ -122,6 +122,7 @@ export const getYearnV3VaultContractViem = (client: Client, address: HexString)
 };
 
 export const MorphoBlueViewContractViem = createViemContractFromConfigFunc('MorphoBlueView');
+export const MorphoMidnightViewContractViem = createViemContractFromConfigFunc('MidnightView');
 export const AaveLoanInfoV2ContractViem = createViemContractFromConfigFunc('AaveLoanInfoV2');
 export const AaveV3ViewContractViem = createViemContractFromConfigFunc('AaveV3View');
 export const AaveIncentiveDataProviderV3ContractViem = createViemContractFromConfigFunc('AaveUiIncentiveDataProviderV3');

package/src/helpers/index.ts

@@ -4,6 +4,7 @@ export * as sparkHelpers from './sparkHelpers';
 export * as curveUsdHelpers from './curveUsdHelpers';
 export * as makerHelpers from './makerHelpers';
 export * as morphoBlueHelpers from './morphoBlueHelpers';
+export * as morphoMidnightHelpers from './morphoMidnightHelpers';
 export * as llamaLendHelpers from './llamaLendHelpers';
 export * as liquityV2Helpers from './liquityV2Helpers';
 export * as eulerV2Helpers from './eulerHelpers';

package/src/helpers/morphoBlueHelpers/index.ts

@@ -389,7 +389,6 @@ export const getRewardsForMarket = async (marketId: string, network: NetworkNumb
       query: REWARDS_QUERY,
       variables: { marketId, chainId: network },
     }),
-    signal: AbortSignal.timeout(LONGER_TIMEOUT),
   });
 
   const data = await response.json();

package/src/helpers/morphoMidnightHelpers/index.ts

@@ -0,0 +1,219 @@
+import Dec from 'decimal.js';
+import { assetAmountInEth } from '@defisaver/tokens';
+import {
+  calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
+} from '../../moneymarket';
+import { calculateNetApy } from '../../staking';
+import {
+  LeverageType, MMAssetsData, MMUsedAsset, MMUsedAssets,
+} from '../../types/common';
+import { MorphoMidnightAggregatedPositionData, MorphoMidnightAssetsData, MorphoMidnightMarketInfo } from '../../types';
+import { SECONDS_PER_DAY, WAD } from '../../constants';
+import { LONGER_TIMEOUT } from '../../services/utils';
+
+/**
+ * Aggregate a Morpho Midnight position. Midnight markets are multi-collateral, so the borrow limit is
+ * the sum of each collateral's USD value times its own lltv (Aave-v4 style), rather than a single pair.
+ *
+ * Note on amounts: `borrowedUsd` is derived from the position's `debt`, which is the face value owed at
+ * maturity (principal + fixed interest). Health is therefore measured against the full maturity debt,
+ * matching how MidnightView computes `ratio`. Fixed-rate APY is not derived on-chain in MVP, so
+ * `netApy` reflects the `'0'` rates in `assetsData` (see the module getter).
+ */
+export const getMorphoMidnightAggregatedPositionData = ({
+  usedAssets,
+  assetsData,
+  marketInfo,
+}: {
+  usedAssets: MMUsedAssets,
+  assetsData: MorphoMidnightAssetsData,
+  marketInfo: MorphoMidnightMarketInfo,
+}): MorphoMidnightAggregatedPositionData => {
+  const payload = {} as MorphoMidnightAggregatedPositionData;
+
+  payload.suppliedUsd = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
+  payload.suppliedCollateralUsd = getAssetsTotal(usedAssets, ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral, ({ suppliedUsd }: { suppliedUsd: string }) => suppliedUsd);
+  payload.borrowedUsd = getAssetsTotal(usedAssets, ({ isBorrowed }: { isBorrowed: boolean }) => isBorrowed, ({ borrowedUsd }: { borrowedUsd: string }) => borrowedUsd);
+
+  // borrowLimit = Σ collateralUsd_i * lltv_i (per-collateral lltv carried on assetsData)
+  payload.borrowLimitUsd = getAssetsTotal(
+    usedAssets,
+    ({ isSupplied, collateral }: { isSupplied: boolean, collateral: boolean }) => isSupplied && collateral,
+    ({ symbol, suppliedUsd }: { symbol: string, suppliedUsd: string }) => new Dec(suppliedUsd).mul(assetsData[symbol]?.lltv || 0),
+  );
+  payload.liquidationLimitUsd = payload.borrowLimitUsd;
+
+  const leftToBorrowUsd = new Dec(payload.borrowLimitUsd).sub(payload.borrowedUsd);
+  payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
+
+  const loanTokenPrice = assetsData[marketInfo.loanToken]?.price || '0';
+  payload.leftToBorrow = new Dec(loanTokenPrice).eq(0) ? '0' : new Dec(payload.leftToBorrowUsd).div(loanTokenPrice).toString();
+
+  const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData: assetsData as unknown as MMAssetsData });
+  payload.netApy = netApy;
+  payload.incentiveUsd = incentiveUsd;
+  payload.totalInterestUsd = totalInterestUsd;
+
+  payload.ltv = new Dec(payload.suppliedCollateralUsd).eq(0) ? '0' : new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
+  payload.ratio = new Dec(payload.borrowedUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
+  payload.healthRatio = new Dec(payload.borrowedUsd).eq(0) ? 'Infinity' : new Dec(payload.liquidationLimitUsd).div(payload.borrowedUsd).toDP(4).toString();
+
+  const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
+  payload.leveragedType = leveragedType;
+  payload.liquidationPrice = '';
+  if (leveragedType !== '') {
+    payload.leveragedAsset = leveragedAsset;
+    let assetPrice = assetsData[leveragedAsset].price;
+    if (leveragedType === LeverageType.VolatilePair) {
+      const borrowedAsset = (Object.values(usedAssets) as MMUsedAsset[]).find(({ borrowedUsd }: { borrowedUsd: string }) => +borrowedUsd > 0);
+      const borrowedAssetPrice = assetsData[borrowedAsset!.symbol].price;
+      const leveragedAssetPrice = assetsData[leveragedAsset].price;
+      const isReverse = new Dec(leveragedAssetPrice).lt(borrowedAssetPrice);
+      if (isReverse) {
+        payload.leveragedType = LeverageType.VolatilePairReverse;
+        payload.currentVolatilePairRatio = new Dec(borrowedAssetPrice).div(leveragedAssetPrice).toDP(18).toString();
+        assetPrice = new Dec(borrowedAssetPrice).div(assetPrice).toString();
+      } else {
+        assetPrice = new Dec(assetPrice).div(borrowedAssetPrice).toString();
+        payload.currentVolatilePairRatio = new Dec(leveragedAssetPrice).div(borrowedAssetPrice).toDP(18).toString();
+      }
+    }
+    payload.liquidationPrice = calcLeverageLiqPrice(payload.leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
+  }
+
+  payload.minCollRatio = new Dec(payload.borrowLimitUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
+  payload.collLiquidationRatio = new Dec(payload.liquidationLimitUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
+  payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
+
+  return payload;
+};
+
+// ── Off-chain order-book rate helpers ──────────────────────────────────────────────────────────────
+// notion: https://app.notion.com/p/defisaver/Estimate-borrow-rate-and-slippage-before-execution-3a70be682adc80c783c8c11fdb761dd2
+// the borrow rate is not exposed on-chain (MidnightView only stores total debt at maturity in `units`).
+// derive the rate + interest from Morpho's public keyless Midnight API
+// Quote prices are WAD-scaled
+// loan-per-unit ratios (< 1 for a discounted fixed-term borrow); annualizing them yields the borrow APY.
+
+const MIDNIGHT_API_BASE = 'https://api.morpho.org/v0/midnight';
+const nowInSeconds = () => Math.floor(Date.now() / 1000);
+
+interface MidnightTransaction {
+  event_type: string,
+  market_id: string,
+  created_at: number,
+  data: { seller_assets?: string, units?: string },
+}
+
+export interface MorphoMidnightBorrowInfo {
+  borrowRate: string, // weighted-average borrow APY as a percent
+  debtBase: string, // base borrowed (Σ seller_assets), loan-token units
+  debtInterest: string, // debtTotal − debtBase (interest owed at maturity), loan-token units
+  debtTotal: string, // Σ units = on-chain debt at maturity, loan-token units
+}
+
+export interface MorphoMidnightBorrowQuote {
+  bestPrice: string, // average_best_price, loan-per-unit
+  worstPrice: string, // average_worst_price, slippage-adjusted
+  estBorrowRate: string, // estimated borrow APY as a percent
+  maxRate: string, // estBorrowRate + slippage (display only, not sent on-chain)
+  newUnits: string, // debt added at best price, raw loan-token base units
+  maxUnits: string, // slippage-capped debt (on-chain cap), raw loan-token base units
+  availableAssets: string,
+  availableUnits: string,
+  takeableOffers: any[], // opaque orderbook offers, forwarded verbatim to on-chain execution
+}
+
+// Days remaining until maturity, optionally measured at a past timestamp (for historical fills).
+export const midnightTimeToMaturityDays = (maturity: number, atSeconds: number = nowInSeconds()): number => new Dec(maturity).sub(atSeconds).div(SECONDS_PER_DAY).toNumber();
+
+// Annualize a fixed-term discount price into an APY percent: (1 / price)^(365 / ttmDays) − 1.
+// `price` is loan-per-unit (assets received / units owed), so 1/price ≥ 1.
+export const midnightApyFromPrice = (price: Dec.Value, ttmDays: Dec.Value): string => {
+  const p = new Dec(price);
+  const ttm = new Dec(ttmDays);
+  if (p.lte(0) || ttm.lte(0)) return '0';
+  return new Dec(1).div(p).pow(new Dec(365).div(ttm)).sub(1)
+    .mul(100)
+    .toString();
+};
+
+/**
+ * Current borrower rate + debt breakdown from the Midnight transactions API. On-chain we can only read the
+ * total debt at maturity (`units`); the base-vs-interest split and the effective borrow rate require the
+ * fill history. Per fill the rate is (units / seller_assets)^(365 / ttmAtFill) − 1, weighted by base amount.
+ * The caller swallows errors — a missing rate must never block position rendering.
+ */
+export const getMorphoMidnightUserBorrowInfo = async (
+  account: string,
+  marketId: string,
+  maturity: number,
+  loanTokenSymbol: string,
+): Promise<MorphoMidnightBorrowInfo> => {
+  const res = await fetch(`${MIDNIGHT_API_BASE}/users/${account}/transactions`, { signal: AbortSignal.timeout(LONGER_TIMEOUT) });
+  const json: { data?: MidnightTransaction[] } = await res.json();
+  const borrows = (json?.data || []).filter((t) => t.event_type === 'borrow' && t.market_id?.toLowerCase() === marketId.toLowerCase());
+
+  let sumSeller = new Dec(0); // Σ seller_assets (base), raw
+  let sumUnits = new Dec(0); // Σ units (debt at maturity), raw
+  let weightedApy = new Dec(0); // Σ seller_assets × APYᵢ
+
+  borrows.forEach((t) => {
+    const sellerAssets = new Dec(t.data?.seller_assets || 0);
+    const units = new Dec(t.data?.units || 0);
+    if (sellerAssets.lte(0) || units.lte(0)) return;
+    const ttmDays = midnightTimeToMaturityDays(maturity, t.created_at);
+    const apy = midnightApyFromPrice(sellerAssets.div(units), ttmDays); // price = seller_assets / units
+    sumSeller = sumSeller.add(sellerAssets);
+    sumUnits = sumUnits.add(units);
+    weightedApy = weightedApy.add(sellerAssets.mul(apy));
+  });
+
+  const borrowRate = sumSeller.lte(0) ? '0' : weightedApy.div(sumSeller).toString();
+  const debtBase = assetAmountInEth(sumSeller.toFixed(0), loanTokenSymbol);
+  const debtTotal = assetAmountInEth(sumUnits.toFixed(0), loanTokenSymbol);
+  const debtInterest = Dec.max(new Dec(debtTotal).sub(debtBase), 0).toString();
+
+  return {
+    borrowRate, debtBase, debtInterest, debtTotal,
+  };
+};
+
+/**
+ * Estimate the borrow rate + slippage cap for a prospective borrow by quoting the Midnight order book.
+ * `assetsRaw` (and the returned `newUnits`/`maxUnits`) are raw loan-token base units — callers convert to/from
+ * human amounts. `maxUnits` (from the slippage-adjusted worst price) is the cap sent on-chain to protect the
+ * user if better offers get filled first. Throws if the book can't fill the amount (caller handles).
+ */
+export const getMorphoMidnightBorrowQuote = async (
+  marketId: string,
+  assetsRaw: string,
+  slippagePercent: Dec.Value,
+  maturity: number,
+): Promise<MorphoMidnightBorrowQuote> => {
+  const url = `${MIDNIGHT_API_BASE}/books/${marketId}/bids/quote?assets=${assetsRaw}&slippage=${slippagePercent}`;
+  const res = await fetch(url, { signal: AbortSignal.timeout(LONGER_TIMEOUT) });
+  const json: { data?: any } = await res.json();
+  const d = json?.data;
+  if (!d?.average_best_price) throw new Error('Morpho Midnight quote unavailable');
+
+  const bestPrice = new Dec(d.average_best_price).div(WAD).toString();
+  const worstPrice = new Dec(d.average_worst_price).div(WAD).toString();
+  const ttmDays = midnightTimeToMaturityDays(maturity);
+  const estBorrowRate = midnightApyFromPrice(bestPrice, ttmDays);
+  const maxRate = new Dec(estBorrowRate).add(slippagePercent).toString();
+  const newUnits = new Dec(bestPrice).lte(0) ? '0' : new Dec(assetsRaw).div(bestPrice).toFixed(0);
+  const maxUnits = new Dec(worstPrice).lte(0) ? '0' : new Dec(assetsRaw).div(worstPrice).toFixed(0);
+
+  return {
+    bestPrice,
+    worstPrice,
+    estBorrowRate,
+    maxRate,
+    newUnits,
+    maxUnits,
+    availableAssets: d.available_assets,
+    availableUnits: d.available_units,
+    takeableOffers: d.takeable_offers || [],
+  };
+};

package/src/index.ts

@@ -17,6 +17,7 @@ import * as markets from './markets';
 import * as helpers from './helpers';
 import * as exchange from './exchange';
 import * as morphoBlue from './morphoBlue';
+import * as morphoMidnight from './morphoMidnight';
 import * as llamaLend from './llamaLend';
 import * as eulerV2 from './eulerV2';
 import * as portfolio from './portfolio';
@@ -42,6 +43,7 @@ export {
   markets,
   helpers,
   morphoBlue,
+  morphoMidnight,
   llamaLend,
   eulerV2,
   fluid,

package/src/markets/index.ts

@@ -17,6 +17,7 @@ export {
 export { SparkMarkets } from './spark';
 export { CrvUsdMarkets } from './curveUsd';
 export { MorphoBlueMarkets, findMorphoBlueMarket } from './morphoBlue';
+export { MorphoMidnightMarkets, findMorphoMidnightMarket } from './morphoMidnight';
 export { LlamaLendMarkets } from './llamaLend';
 export { LiquityV2Markets, findLiquityV2MarketByAddress } from './liquityV2';
 export { EulerV2Markets } from './euler';

package/src/markets/morphoMidnight/index.ts

@@ -0,0 +1,161 @@
+import { MorphoMidnightMarketData, MorphoMidnightVersions, NetworkNumber } from '../../types';
+
+// Morpho Midnight core contract on Base (same for every market).
+const MIDNIGHT_BASE = '0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A';
+const ZERO_ADDRESS = '0x0000000000000000000000000000000000000000';
+
+// Curated Morpho Midnight markets. Each market is fixed-term: it is uniquely identified on-chain by
+// `marketId` (bytes32), derived from the static struct below via MidnightView.toId. Because markets
+// churn as maturities roll, this list is hand-maintained for the pairs/maturities the app supports.
+// Sourced from the official listing at https://markets.morpho.org/fixed/base (see its sitemap.xml) —
+// currently a single USDC/cbBTC pair offered on a monthly maturity ladder; new maturities are added
+// there progressively. Every `marketId` here is verified against MidnightView.toId(marketStruct) in
+// tests/morphoMidnight.ts.
+
+// BASE — USDC/cbBTC, 86% LLTV, monthly maturity ladder
+
+export const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731 = (networkId = NetworkNumber.Base): MorphoMidnightMarketData => ({
+  chainIds: [NetworkNumber.Base],
+  label: 'Morpho Midnight cbBTC/USDC',
+  shortLabel: 'cbBTC/USDC',
+  url: 'cbbtc-usdc-20260731',
+  value: MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260731_Base,
+  midnight: MIDNIGHT_BASE,
+  loanToken: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913', // USDC
+  collaterals: [{
+    token: '0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf', // cbBTC
+    lltv: 0.86,
+    liquidationCursor: '300000000000000000',
+    oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',
+  }],
+  maturity: 1785510000, // 2026-07-31T15:00:00Z
+  rcfThreshold: '3000000000',
+  enterGate: ZERO_ADDRESS,
+  liquidatorGate: ZERO_ADDRESS,
+  marketId: '0x168e31250e0008b50d2255a5ab85e0265acd6c12e4f9a1336134b36a65a47937',
+  protocolName: 'morpho-midnight',
+});
+
+export const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828 = (networkId = NetworkNumber.Base): MorphoMidnightMarketData => ({
+  chainIds: [NetworkNumber.Base],
+  label: 'Morpho Midnight cbBTC/USDC',
+  shortLabel: 'cbBTC/USDC',
+  url: 'cbbtc-usdc-20260828',
+  value: MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260828_Base,
+  midnight: MIDNIGHT_BASE,
+  loanToken: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913', // USDC
+  collaterals: [{
+    token: '0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf', // cbBTC
+    lltv: 0.86,
+    liquidationCursor: '300000000000000000',
+    oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',
+  }],
+  maturity: 1787929200, // 2026-08-28T15:00:00Z
+  rcfThreshold: '3000000000',
+  enterGate: ZERO_ADDRESS,
+  liquidatorGate: ZERO_ADDRESS,
+  marketId: '0x05959752fdeff325962b9d263edb421efc6e2186a49360dba6c32e86ebf6c84c',
+  protocolName: 'morpho-midnight',
+});
+
+export const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925 = (networkId = NetworkNumber.Base): MorphoMidnightMarketData => ({
+  chainIds: [NetworkNumber.Base],
+  label: 'Morpho Midnight cbBTC/USDC',
+  shortLabel: 'cbBTC/USDC',
+  url: 'cbbtc-usdc-20260925',
+  value: MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260925_Base,
+  midnight: MIDNIGHT_BASE,
+  loanToken: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913', // USDC
+  collaterals: [{
+    token: '0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf', // cbBTC
+    lltv: 0.86,
+    liquidationCursor: '300000000000000000',
+    oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',
+  }],
+  maturity: 1790348400, // 2026-09-25T15:00:00Z
+  rcfThreshold: '3000000000',
+  enterGate: ZERO_ADDRESS,
+  liquidatorGate: ZERO_ADDRESS,
+  marketId: '0x549cd072daf99328554f3a6d2d4d6f4a07f1c59369e891e6391946f9cf75f221',
+  protocolName: 'morpho-midnight',
+});
+
+export const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030 = (networkId = NetworkNumber.Base): MorphoMidnightMarketData => ({
+  chainIds: [NetworkNumber.Base],
+  label: 'Morpho Midnight cbBTC/USDC',
+  shortLabel: 'cbBTC/USDC',
+  url: 'cbbtc-usdc-20261030',
+  value: MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261030_Base,
+  midnight: MIDNIGHT_BASE,
+  loanToken: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913', // USDC
+  collaterals: [{
+    token: '0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf', // cbBTC
+    lltv: 0.86,
+    liquidationCursor: '300000000000000000',
+    oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',
+  }],
+  maturity: 1793372400, // 2026-10-30T15:00:00Z
+  rcfThreshold: '3000000000',
+  enterGate: ZERO_ADDRESS,
+  liquidatorGate: ZERO_ADDRESS,
+  marketId: '0x43d6120738c57b2bc5835901f8250fdf7fc8054efbb006c6ccba61ec898e5ed9',
+  protocolName: 'morpho-midnight',
+});
+
+export const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127 = (networkId = NetworkNumber.Base): MorphoMidnightMarketData => ({
+  chainIds: [NetworkNumber.Base],
+  label: 'Morpho Midnight cbBTC/USDC',
+  shortLabel: 'cbBTC/USDC',
+  url: 'cbbtc-usdc-20261127',
+  value: MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261127_Base,
+  midnight: MIDNIGHT_BASE,
+  loanToken: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913', // USDC
+  collaterals: [{
+    token: '0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf', // cbBTC
+    lltv: 0.86,
+    liquidationCursor: '300000000000000000',
+    oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',
+  }],
+  maturity: 1795791600, // 2026-11-27T15:00:00Z
+  rcfThreshold: '3000000000',
+  enterGate: ZERO_ADDRESS,
+  liquidatorGate: ZERO_ADDRESS,
+  marketId: '0xe1878eec035b601f301484e63a49a428f8e008e2bf57a2fd88a3fc3a4c1b1acd',
+  protocolName: 'morpho-midnight',
+});
+
+export const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225 = (networkId = NetworkNumber.Base): MorphoMidnightMarketData => ({
+  chainIds: [NetworkNumber.Base],
+  label: 'Morpho Midnight cbBTC/USDC',
+  shortLabel: 'cbBTC/USDC',
+  url: 'cbbtc-usdc-20261225',
+  value: MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261225_Base,
+  midnight: MIDNIGHT_BASE,
+  loanToken: '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913', // USDC
+  collaterals: [{
+    token: '0xcbB7C0000aB88B473b1f5aFd9ef808440eed33Bf', // cbBTC
+    lltv: 0.86,
+    liquidationCursor: '300000000000000000',
+    oracle: '0x663BECd10daE6C4A3Dcd89F1d76c1174199639B9',
+  }],
+  maturity: 1798210800, // 2026-12-25T15:00:00Z
+  rcfThreshold: '3000000000',
+  enterGate: ZERO_ADDRESS,
+  liquidatorGate: ZERO_ADDRESS,
+  marketId: '0x9593c3a6dba45b6106af8dc8b45ba8c505d90d3d68a3d33f7c278dd921b637da',
+  protocolName: 'morpho-midnight',
+});
+
+export const MorphoMidnightMarkets = (networkId: NetworkNumber) => ({
+  // BASE
+  [MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260731_Base]: MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731(networkId),
+  [MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260828_Base]: MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828(networkId),
+  [MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260925_Base]: MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925(networkId),
+  [MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261030_Base]: MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030(networkId),
+  [MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261127_Base]: MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127(networkId),
+  [MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261225_Base]: MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225(networkId),
+}) as const;
+
+export const findMorphoMidnightMarket = (marketId: string, network: NetworkNumber = NetworkNumber.Base): MorphoMidnightMarketData | undefined => Object.values(MorphoMidnightMarkets(network)).find(
+  (market) => market.marketId.toLowerCase() === marketId.toLowerCase(),
+);