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

package/src/types/morphoMidnight.ts

@@ -0,0 +1,110 @@
+import {
+  EthAddress, IncentiveData, LeverageType, MMUsedAssets, NetworkNumber,
+} from './common';
+
+export enum 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).
+  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, // unix timestamp (seconds)
+  rcfThreshold: number | string,
+  enterGate: EthAddress,
+  liquidatorGate: EthAddress,
+  marketId: string, // bytes32, precomputed off-chain (verify with MidnightView.toId)
+  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[], // collateral symbols, index-aligned with the market's collateral set
+  maturity: number, // unix timestamp (seconds)
+  isMatured: boolean, // true once now >= maturity; no new debt can be opened
+  totalUnits: string, // face-value units on the market (= totalDebt + withdrawable)
+  withdrawable: string, // loan-token liquidity available for withdraw
+  totalDebt: string,
+  lossFactor: string, // bad-debt socialization factor applied to lender credit
+  tickSpacing: number, // orderbook price granularity (relevant to phase-2 rate math)
+  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, // health ratio as a percentage (from MidnightView.ratio, 1e18-scaled)
+  healthRatio: string, // liquidationLimitUsd / borrowedUsd
+  leveragedType: LeverageType,
+  leveragedAsset?: string,
+  currentVolatilePairRatio?: string,
+  liquidationPrice?: string,
+  minCollRatio?: string,
+  collLiquidationRatio?: string,
+  exposure: string,
+}
+
+// Fixed-rate/YTM (derived from entry price + orderbook) is intentionally absent in MVP:
+// MidnightView exposes no per-position rate, so a variable-MM-style APY would be misleading.
+export interface MorphoMidnightPositionData extends MorphoMidnightAggregatedPositionData {
+  usedAssets: MMUsedAssets,
+  credit: string, // lender credit units, face value at maturity (with interest); 0 for borrowers
+  debt: string, // borrower debt, face value at maturity (with interest); 0 for lenders
+  // Borrow rate + base/interest split are orderbook-derived off-chain (from the Midnight transactions API):
+  // MidnightView only stores `debt` (= face value at maturity), so principal-vs-interest and the effective
+  // rate are computed from the fill history. Default to '0'/`debt`/'0' for lenders or when the API is unavailable.
+  borrowRate: string, // weighted-average borrow APY as a percent
+  debtBase: string, // base borrowed (principal), loan-token units
+  debtInterest: string, // debt − debtBase (fixed interest owed at maturity), loan-token units
+  maturity: number,
+  isMatured: boolean,
+}

package/src/types/portfolio.ts

@@ -10,6 +10,7 @@ import { LiquityV2TroveData, LiquityV2Versions } from './liquityV2';
 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> {
@@ -24,6 +25,9 @@ export interface PortfolioPositionsDataForAddress {
   morphoBlue: {
     [key in MorphoBlueVersions]?: PortfolioProtocolData<MorphoBluePositionData>;
   };
+  morphoMidnight: {
+    [key in MorphoMidnightVersions]?: PortfolioProtocolData<MorphoMidnightPositionData>;
+  };
   compoundV3: {
     [key in CompoundVersions]?: PortfolioProtocolData<CompoundV3PositionData>;
   };