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

package/cjs/contracts.js

@@ -33,8 +33,8 @@ var __importStar = (this && this.__importStar) || (function () {
     };
 })();
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.SparkRewardsControllerViem = exports.UUPSViem = exports.LiquityStabilityPoolViem = exports.LiquityLQTYStakingViem = exports.AaveUmbrellaViewViem = exports.AaveIncentivesControllerViem = exports.FluidViewContractViem = exports.LiquityV2LegacyViewContractViem = exports.LiquityV2ViewContractViem = exports.LiquityActivePoolContractViem = exports.LiquityPriceFeedContractViem = exports.LiquityTroveManagerContractViem = exports.LiquityCollSurplusPoolContractViem = exports.LiquityViewContractViem = exports.BTCPriceFeedContractViem = exports.WeETHPriceFeedContractViem = exports.ComptrollerContractViem = exports.CompoundLoanInfoContractViem = exports.McdJugContractViem = exports.McdDogContractViem = exports.McdSpotterContractViem = exports.McdVatContractViem = exports.McdViewContractViem = exports.McdGetCdpsContractViem = exports.LlamaLendViewContractViem = exports.CrvUSDFactoryContractViem = exports.CrvUSDViewContractViem = exports.EulerV2ViewContractViem = exports.SparkIncentiveDataProviderContractViem = exports.SparkViewContractViem = exports.CompV3ViewContractViem = exports.WstETHPriceFeedContractViem = exports.USDCPriceFeedContractViem = exports.ETHPriceFeedContractViem = exports.COMPPriceFeedContractViem = exports.DFSFeedRegistryContractViem = exports.FeedRegistryContractViem = exports.AaveIncentiveDataProviderV3ContractViem = exports.AaveV3ViewContractViem = exports.AaveLoanInfoV2ContractViem = exports.MorphoBlueViewContractViem = exports.getYearnV3VaultContractViem = exports.getErc4626ContractViem = exports.getErc20ContractViem = exports.getSparkSavingsVaultContractViem = exports.getYearnVaultContractViem = exports.getMorphoVaultContractViem = exports.createViemContractFromConfigFunc = exports.getConfigContractAbi = exports.getConfigContractAddress = void 0;
-exports.AaveV4ViewContractViem = exports.SkySavingsContractView = exports.MakerDsrContractViem = exports.YearnViewContractViem = exports.StkAAVEViem = exports.LiquityV2sBoldVaultViem = exports.AaveRewardsControllerViem = void 0;
+exports.UUPSViem = exports.LiquityStabilityPoolViem = exports.LiquityLQTYStakingViem = exports.AaveUmbrellaViewViem = exports.AaveIncentivesControllerViem = exports.FluidViewContractViem = exports.LiquityV2LegacyViewContractViem = exports.LiquityV2ViewContractViem = exports.LiquityActivePoolContractViem = exports.LiquityPriceFeedContractViem = exports.LiquityTroveManagerContractViem = exports.LiquityCollSurplusPoolContractViem = exports.LiquityViewContractViem = exports.BTCPriceFeedContractViem = exports.WeETHPriceFeedContractViem = exports.ComptrollerContractViem = exports.CompoundLoanInfoContractViem = exports.McdJugContractViem = exports.McdDogContractViem = exports.McdSpotterContractViem = exports.McdVatContractViem = exports.McdViewContractViem = exports.McdGetCdpsContractViem = exports.LlamaLendViewContractViem = exports.CrvUSDFactoryContractViem = exports.CrvUSDViewContractViem = exports.EulerV2ViewContractViem = exports.SparkIncentiveDataProviderContractViem = exports.SparkViewContractViem = exports.CompV3ViewContractViem = exports.WstETHPriceFeedContractViem = exports.USDCPriceFeedContractViem = exports.ETHPriceFeedContractViem = exports.COMPPriceFeedContractViem = exports.DFSFeedRegistryContractViem = exports.FeedRegistryContractViem = exports.AaveIncentiveDataProviderV3ContractViem = exports.AaveV3ViewContractViem = exports.AaveLoanInfoV2ContractViem = exports.MorphoMidnightViewContractViem = exports.MorphoBlueViewContractViem = exports.getYearnV3VaultContractViem = exports.getErc4626ContractViem = exports.getErc20ContractViem = exports.getSparkSavingsVaultContractViem = exports.getYearnVaultContractViem = exports.getMorphoVaultContractViem = exports.createViemContractFromConfigFunc = exports.getConfigContractAbi = exports.getConfigContractAddress = void 0;
+exports.AaveV4ViewContractViem = exports.SkySavingsContractView = exports.MakerDsrContractViem = exports.YearnViewContractViem = exports.StkAAVEViem = exports.LiquityV2sBoldVaultViem = exports.AaveRewardsControllerViem = exports.SparkRewardsControllerViem = void 0;
 const viem_1 = require("viem");
 const configRaw = __importStar(require("./config/contracts"));
 // @ts-ignore
@@ -140,6 +140,7 @@ const getYearnV3VaultContractViem = (client, address) => {
 };
 exports.getYearnV3VaultContractViem = getYearnV3VaultContractViem;
 exports.MorphoBlueViewContractViem = (0, exports.createViemContractFromConfigFunc)('MorphoBlueView');
+exports.MorphoMidnightViewContractViem = (0, exports.createViemContractFromConfigFunc)('MidnightView');
 exports.AaveLoanInfoV2ContractViem = (0, exports.createViemContractFromConfigFunc)('AaveLoanInfoV2');
 exports.AaveV3ViewContractViem = (0, exports.createViemContractFromConfigFunc)('AaveV3View');
 exports.AaveIncentiveDataProviderV3ContractViem = (0, exports.createViemContractFromConfigFunc)('AaveUiIncentiveDataProviderV3');

package/cjs/helpers/index.d.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/cjs/helpers/index.js

@@ -33,13 +33,14 @@ var __importStar = (this && this.__importStar) || (function () {
     };
 })();
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.aaveV4Helpers = exports.fluidHelpers = exports.eulerV2Helpers = exports.liquityV2Helpers = exports.llamaLendHelpers = exports.morphoBlueHelpers = exports.makerHelpers = exports.curveUsdHelpers = exports.sparkHelpers = exports.compoundHelpers = exports.aaveHelpers = void 0;
+exports.aaveV4Helpers = exports.fluidHelpers = exports.eulerV2Helpers = exports.liquityV2Helpers = exports.llamaLendHelpers = exports.morphoMidnightHelpers = exports.morphoBlueHelpers = exports.makerHelpers = exports.curveUsdHelpers = exports.sparkHelpers = exports.compoundHelpers = exports.aaveHelpers = void 0;
 exports.aaveHelpers = __importStar(require("./aaveHelpers"));
 exports.compoundHelpers = __importStar(require("./compoundHelpers"));
 exports.sparkHelpers = __importStar(require("./sparkHelpers"));
 exports.curveUsdHelpers = __importStar(require("./curveUsdHelpers"));
 exports.makerHelpers = __importStar(require("./makerHelpers"));
 exports.morphoBlueHelpers = __importStar(require("./morphoBlueHelpers"));
+exports.morphoMidnightHelpers = __importStar(require("./morphoMidnightHelpers"));
 exports.llamaLendHelpers = __importStar(require("./llamaLendHelpers"));
 exports.liquityV2Helpers = __importStar(require("./liquityV2Helpers"));
 exports.eulerV2Helpers = __importStar(require("./eulerHelpers"));

package/cjs/helpers/morphoBlueHelpers/index.js

@@ -361,7 +361,6 @@ const getRewardsForMarket = (marketId_1, ...args_1) => __awaiter(void 0, [market
             query: REWARDS_QUERY,
             variables: { marketId, chainId: network },
         }),
-        signal: AbortSignal.timeout(utils_1.LONGER_TIMEOUT),
     });
     const data = yield response.json();
     const marketData = (_a = data === null || data === void 0 ? void 0 : data.data) === null || _a === void 0 ? void 0 : _a.marketById;

package/cjs/helpers/morphoMidnightHelpers/index.d.ts

@@ -0,0 +1,50 @@
+import Dec from 'decimal.js';
+import { MMUsedAssets } from '../../types/common';
+import { MorphoMidnightAggregatedPositionData, MorphoMidnightAssetsData, MorphoMidnightMarketInfo } from '../../types';
+/**
+ * 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 declare const getMorphoMidnightAggregatedPositionData: ({ usedAssets, assetsData, marketInfo, }: {
+    usedAssets: MMUsedAssets;
+    assetsData: MorphoMidnightAssetsData;
+    marketInfo: MorphoMidnightMarketInfo;
+}) => MorphoMidnightAggregatedPositionData;
+export interface MorphoMidnightBorrowInfo {
+    borrowRate: string;
+    debtBase: string;
+    debtInterest: string;
+    debtTotal: string;
+}
+export interface MorphoMidnightBorrowQuote {
+    bestPrice: string;
+    worstPrice: string;
+    estBorrowRate: string;
+    maxRate: string;
+    newUnits: string;
+    maxUnits: string;
+    availableAssets: string;
+    availableUnits: string;
+    takeableOffers: any[];
+}
+export declare const midnightTimeToMaturityDays: (maturity: number, atSeconds?: number) => number;
+export declare const midnightApyFromPrice: (price: Dec.Value, ttmDays: Dec.Value) => string;
+/**
+ * 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 declare const getMorphoMidnightUserBorrowInfo: (account: string, marketId: string, maturity: number, loanTokenSymbol: string) => Promise<MorphoMidnightBorrowInfo>;
+/**
+ * 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 declare const getMorphoMidnightBorrowQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number) => Promise<MorphoMidnightBorrowQuote>;

package/cjs/helpers/morphoMidnightHelpers/index.js

@@ -0,0 +1,170 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMorphoMidnightBorrowQuote = exports.getMorphoMidnightUserBorrowInfo = exports.midnightApyFromPrice = exports.midnightTimeToMaturityDays = exports.getMorphoMidnightAggregatedPositionData = void 0;
+const decimal_js_1 = __importDefault(require("decimal.js"));
+const tokens_1 = require("@defisaver/tokens");
+const moneymarket_1 = require("../../moneymarket");
+const staking_1 = require("../../staking");
+const common_1 = require("../../types/common");
+const constants_1 = require("../../constants");
+const utils_1 = require("../../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).
+ */
+const getMorphoMidnightAggregatedPositionData = ({ usedAssets, assetsData, marketInfo, }) => {
+    var _a;
+    const payload = {};
+    payload.suppliedUsd = (0, moneymarket_1.getAssetsTotal)(usedAssets, ({ isSupplied }) => isSupplied, ({ suppliedUsd }) => suppliedUsd);
+    payload.suppliedCollateralUsd = (0, moneymarket_1.getAssetsTotal)(usedAssets, ({ isSupplied, collateral }) => isSupplied && collateral, ({ suppliedUsd }) => suppliedUsd);
+    payload.borrowedUsd = (0, moneymarket_1.getAssetsTotal)(usedAssets, ({ isBorrowed }) => isBorrowed, ({ borrowedUsd }) => borrowedUsd);
+    // borrowLimit = Σ collateralUsd_i * lltv_i (per-collateral lltv carried on assetsData)
+    payload.borrowLimitUsd = (0, moneymarket_1.getAssetsTotal)(usedAssets, ({ isSupplied, collateral }) => isSupplied && collateral, ({ symbol, suppliedUsd }) => { var _a; return new decimal_js_1.default(suppliedUsd).mul(((_a = assetsData[symbol]) === null || _a === void 0 ? void 0 : _a.lltv) || 0); });
+    payload.liquidationLimitUsd = payload.borrowLimitUsd;
+    const leftToBorrowUsd = new decimal_js_1.default(payload.borrowLimitUsd).sub(payload.borrowedUsd);
+    payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
+    const loanTokenPrice = ((_a = assetsData[marketInfo.loanToken]) === null || _a === void 0 ? void 0 : _a.price) || '0';
+    payload.leftToBorrow = new decimal_js_1.default(loanTokenPrice).eq(0) ? '0' : new decimal_js_1.default(payload.leftToBorrowUsd).div(loanTokenPrice).toString();
+    const { netApy, incentiveUsd, totalInterestUsd } = (0, staking_1.calculateNetApy)({ usedAssets, assetsData: assetsData });
+    payload.netApy = netApy;
+    payload.incentiveUsd = incentiveUsd;
+    payload.totalInterestUsd = totalInterestUsd;
+    payload.ltv = new decimal_js_1.default(payload.suppliedCollateralUsd).eq(0) ? '0' : new decimal_js_1.default(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
+    payload.ratio = new decimal_js_1.default(payload.borrowedUsd).eq(0) ? '0' : new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
+    payload.healthRatio = new decimal_js_1.default(payload.borrowedUsd).eq(0) ? 'Infinity' : new decimal_js_1.default(payload.liquidationLimitUsd).div(payload.borrowedUsd).toDP(4).toString();
+    const { leveragedType, leveragedAsset } = (0, moneymarket_1.isLeveragedPos)(usedAssets);
+    payload.leveragedType = leveragedType;
+    payload.liquidationPrice = '';
+    if (leveragedType !== '') {
+        payload.leveragedAsset = leveragedAsset;
+        let assetPrice = assetsData[leveragedAsset].price;
+        if (leveragedType === common_1.LeverageType.VolatilePair) {
+            const borrowedAsset = Object.values(usedAssets).find(({ borrowedUsd }) => +borrowedUsd > 0);
+            const borrowedAssetPrice = assetsData[borrowedAsset.symbol].price;
+            const leveragedAssetPrice = assetsData[leveragedAsset].price;
+            const isReverse = new decimal_js_1.default(leveragedAssetPrice).lt(borrowedAssetPrice);
+            if (isReverse) {
+                payload.leveragedType = common_1.LeverageType.VolatilePairReverse;
+                payload.currentVolatilePairRatio = new decimal_js_1.default(borrowedAssetPrice).div(leveragedAssetPrice).toDP(18).toString();
+                assetPrice = new decimal_js_1.default(borrowedAssetPrice).div(assetPrice).toString();
+            }
+            else {
+                assetPrice = new decimal_js_1.default(assetPrice).div(borrowedAssetPrice).toString();
+                payload.currentVolatilePairRatio = new decimal_js_1.default(leveragedAssetPrice).div(borrowedAssetPrice).toDP(18).toString();
+            }
+        }
+        payload.liquidationPrice = (0, moneymarket_1.calcLeverageLiqPrice)(payload.leveragedType, assetPrice, payload.borrowedUsd, payload.liquidationLimitUsd);
+    }
+    payload.minCollRatio = new decimal_js_1.default(payload.borrowLimitUsd).eq(0) ? '0' : new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowLimitUsd).mul(100).toString();
+    payload.collLiquidationRatio = new decimal_js_1.default(payload.liquidationLimitUsd).eq(0) ? '0' : new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.liquidationLimitUsd).mul(100).toString();
+    payload.exposure = (0, moneymarket_1.getExposure)(payload.borrowedUsd, payload.suppliedUsd);
+    return payload;
+};
+exports.getMorphoMidnightAggregatedPositionData = getMorphoMidnightAggregatedPositionData;
+// ── 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);
+// Days remaining until maturity, optionally measured at a past timestamp (for historical fills).
+const midnightTimeToMaturityDays = (maturity, atSeconds = nowInSeconds()) => new decimal_js_1.default(maturity).sub(atSeconds).div(constants_1.SECONDS_PER_DAY).toNumber();
+exports.midnightTimeToMaturityDays = midnightTimeToMaturityDays;
+// 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.
+const midnightApyFromPrice = (price, ttmDays) => {
+    const p = new decimal_js_1.default(price);
+    const ttm = new decimal_js_1.default(ttmDays);
+    if (p.lte(0) || ttm.lte(0))
+        return '0';
+    return new decimal_js_1.default(1).div(p).pow(new decimal_js_1.default(365).div(ttm)).sub(1)
+        .mul(100)
+        .toString();
+};
+exports.midnightApyFromPrice = midnightApyFromPrice;
+/**
+ * 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.
+ */
+const getMorphoMidnightUserBorrowInfo = (account, marketId, maturity, loanTokenSymbol) => __awaiter(void 0, void 0, void 0, function* () {
+    const res = yield fetch(`${MIDNIGHT_API_BASE}/users/${account}/transactions`, { signal: AbortSignal.timeout(utils_1.LONGER_TIMEOUT) });
+    const json = yield res.json();
+    const borrows = ((json === null || json === void 0 ? void 0 : json.data) || []).filter((t) => { var _a; return t.event_type === 'borrow' && ((_a = t.market_id) === null || _a === void 0 ? void 0 : _a.toLowerCase()) === marketId.toLowerCase(); });
+    let sumSeller = new decimal_js_1.default(0); // Σ seller_assets (base), raw
+    let sumUnits = new decimal_js_1.default(0); // Σ units (debt at maturity), raw
+    let weightedApy = new decimal_js_1.default(0); // Σ seller_assets × APYᵢ
+    borrows.forEach((t) => {
+        var _a, _b;
+        const sellerAssets = new decimal_js_1.default(((_a = t.data) === null || _a === void 0 ? void 0 : _a.seller_assets) || 0);
+        const units = new decimal_js_1.default(((_b = t.data) === null || _b === void 0 ? void 0 : _b.units) || 0);
+        if (sellerAssets.lte(0) || units.lte(0))
+            return;
+        const ttmDays = (0, exports.midnightTimeToMaturityDays)(maturity, t.created_at);
+        const apy = (0, exports.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 = (0, tokens_1.assetAmountInEth)(sumSeller.toFixed(0), loanTokenSymbol);
+    const debtTotal = (0, tokens_1.assetAmountInEth)(sumUnits.toFixed(0), loanTokenSymbol);
+    const debtInterest = decimal_js_1.default.max(new decimal_js_1.default(debtTotal).sub(debtBase), 0).toString();
+    return {
+        borrowRate, debtBase, debtInterest, debtTotal,
+    };
+});
+exports.getMorphoMidnightUserBorrowInfo = getMorphoMidnightUserBorrowInfo;
+/**
+ * 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).
+ */
+const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercent, maturity) => __awaiter(void 0, void 0, void 0, function* () {
+    const url = `${MIDNIGHT_API_BASE}/books/${marketId}/bids/quote?assets=${assetsRaw}&slippage=${slippagePercent}`;
+    const res = yield fetch(url, { signal: AbortSignal.timeout(utils_1.LONGER_TIMEOUT) });
+    const json = yield res.json();
+    const d = json === null || json === void 0 ? void 0 : json.data;
+    if (!(d === null || d === void 0 ? void 0 : d.average_best_price))
+        throw new Error('Morpho Midnight quote unavailable');
+    const bestPrice = new decimal_js_1.default(d.average_best_price).div(constants_1.WAD).toString();
+    const worstPrice = new decimal_js_1.default(d.average_worst_price).div(constants_1.WAD).toString();
+    const ttmDays = (0, exports.midnightTimeToMaturityDays)(maturity);
+    const estBorrowRate = (0, exports.midnightApyFromPrice)(bestPrice, ttmDays);
+    const maxRate = new decimal_js_1.default(estBorrowRate).add(slippagePercent).toString();
+    const newUnits = new decimal_js_1.default(bestPrice).lte(0) ? '0' : new decimal_js_1.default(assetsRaw).div(bestPrice).toFixed(0);
+    const maxUnits = new decimal_js_1.default(worstPrice).lte(0) ? '0' : new decimal_js_1.default(assetsRaw).div(worstPrice).toFixed(0);
+    return {
+        bestPrice,
+        worstPrice,
+        estBorrowRate,
+        maxRate,
+        newUnits,
+        maxUnits,
+        availableAssets: d.available_assets,
+        availableUnits: d.available_units,
+        takeableOffers: d.takeable_offers || [],
+    };
+});
+exports.getMorphoMidnightBorrowQuote = getMorphoMidnightBorrowQuote;

package/cjs/index.d.ts

@@ -16,10 +16,11 @@ 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';
 import * as claiming from './claiming';
 import * as savings from './savings';
 export * from './types';
-export { aaveV2, aaveV3, aaveV4, compoundV2, compoundV3, spark, curveUsd, liquity, liquityV2, maker, exchange, staking, moneymarket, markets, helpers, morphoBlue, llamaLend, eulerV2, fluid, portfolio, claiming, savings, };
+export { aaveV2, aaveV3, aaveV4, compoundV2, compoundV3, spark, curveUsd, liquity, liquityV2, maker, exchange, staking, moneymarket, markets, helpers, morphoBlue, morphoMidnight, llamaLend, eulerV2, fluid, portfolio, claiming, savings, };

package/cjs/index.js

@@ -36,7 +36,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.savings = exports.claiming = exports.portfolio = exports.fluid = exports.eulerV2 = exports.llamaLend = exports.morphoBlue = exports.helpers = exports.markets = exports.moneymarket = exports.staking = exports.exchange = exports.maker = exports.liquityV2 = exports.liquity = exports.curveUsd = exports.spark = exports.compoundV3 = exports.compoundV2 = exports.aaveV4 = exports.aaveV3 = exports.aaveV2 = void 0;
+exports.savings = exports.claiming = exports.portfolio = exports.fluid = exports.eulerV2 = exports.llamaLend = exports.morphoMidnight = exports.morphoBlue = exports.helpers = exports.markets = exports.moneymarket = exports.staking = exports.exchange = exports.maker = exports.liquityV2 = exports.liquity = exports.curveUsd = exports.spark = exports.compoundV3 = exports.compoundV2 = exports.aaveV4 = exports.aaveV3 = exports.aaveV2 = void 0;
 require("./setup");
 const fluid = __importStar(require("./fluid"));
 exports.fluid = fluid;
@@ -72,6 +72,8 @@ const exchange = __importStar(require("./exchange"));
 exports.exchange = exchange;
 const morphoBlue = __importStar(require("./morphoBlue"));
 exports.morphoBlue = morphoBlue;
+const morphoMidnight = __importStar(require("./morphoMidnight"));
+exports.morphoMidnight = morphoMidnight;
 const llamaLend = __importStar(require("./llamaLend"));
 exports.llamaLend = llamaLend;
 const eulerV2 = __importStar(require("./eulerV2"));

package/cjs/markets/index.d.ts

@@ -3,6 +3,7 @@ export { CompoundMarkets, compoundV2CollateralAssets, v3ETHCollAssets, v3USDbCCo
 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/cjs/markets/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.findAaveV4SpokeByAddress = exports.AaveV4Spokes = exports.getFluidMarketInfoByAddress = exports.getFTokenAddress = exports.getFluidMarketInfoById = exports.getFluidVersionsDataForNetwork = exports.FluidMarkets = exports.EulerV2Markets = exports.findLiquityV2MarketByAddress = exports.LiquityV2Markets = exports.LlamaLendMarkets = exports.findMorphoBlueMarket = exports.MorphoBlueMarkets = exports.CrvUsdMarkets = exports.SparkMarkets = exports.v3USDTCollAssets = exports.v3USDCeCollAssets = exports.v3USDCCollAssets = exports.v3USDbCCollAssets = exports.v3ETHCollAssets = exports.compoundV2CollateralAssets = exports.CompoundMarkets = exports.getAaveV3MarketByMarketAddress = exports.aaveV3AssetsDefaultMarket = exports.aaveV2AssetsDefaultMarket = exports.aaveV1AssetsDefaultMarket = exports.AaveMarkets = void 0;
+exports.findAaveV4SpokeByAddress = exports.AaveV4Spokes = exports.getFluidMarketInfoByAddress = exports.getFTokenAddress = exports.getFluidMarketInfoById = exports.getFluidVersionsDataForNetwork = exports.FluidMarkets = exports.EulerV2Markets = exports.findLiquityV2MarketByAddress = exports.LiquityV2Markets = exports.LlamaLendMarkets = exports.findMorphoMidnightMarket = exports.MorphoMidnightMarkets = exports.findMorphoBlueMarket = exports.MorphoBlueMarkets = exports.CrvUsdMarkets = exports.SparkMarkets = exports.v3USDTCollAssets = exports.v3USDCeCollAssets = exports.v3USDCCollAssets = exports.v3USDbCCollAssets = exports.v3ETHCollAssets = exports.compoundV2CollateralAssets = exports.CompoundMarkets = exports.getAaveV3MarketByMarketAddress = exports.aaveV3AssetsDefaultMarket = exports.aaveV2AssetsDefaultMarket = exports.aaveV1AssetsDefaultMarket = exports.AaveMarkets = void 0;
 var aave_1 = require("./aave");
 Object.defineProperty(exports, "AaveMarkets", { enumerable: true, get: function () { return aave_1.AaveMarkets; } });
 Object.defineProperty(exports, "aaveV1AssetsDefaultMarket", { enumerable: true, get: function () { return aave_1.aaveV1AssetsDefaultMarket; } });
@@ -22,6 +22,9 @@ Object.defineProperty(exports, "CrvUsdMarkets", { enumerable: true, get: functio
 var morphoBlue_1 = require("./morphoBlue");
 Object.defineProperty(exports, "MorphoBlueMarkets", { enumerable: true, get: function () { return morphoBlue_1.MorphoBlueMarkets; } });
 Object.defineProperty(exports, "findMorphoBlueMarket", { enumerable: true, get: function () { return morphoBlue_1.findMorphoBlueMarket; } });
+var morphoMidnight_1 = require("./morphoMidnight");
+Object.defineProperty(exports, "MorphoMidnightMarkets", { enumerable: true, get: function () { return morphoMidnight_1.MorphoMidnightMarkets; } });
+Object.defineProperty(exports, "findMorphoMidnightMarket", { enumerable: true, get: function () { return morphoMidnight_1.findMorphoMidnightMarket; } });
 var llamaLend_1 = require("./llamaLend");
 Object.defineProperty(exports, "LlamaLendMarkets", { enumerable: true, get: function () { return llamaLend_1.LlamaLendMarkets; } });
 var liquityV2_1 = require("./liquityV2");

package/cjs/markets/morphoMidnight/index.d.ts

@@ -0,0 +1,16 @@
+import { MorphoMidnightMarketData, NetworkNumber } from '../../types';
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MorphoMidnightMarkets: (networkId: NetworkNumber) => {
+    readonly morphomidnightcbbtcusdc_860_20260731_base: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20260828_base: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20260925_base: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20261030_base: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20261127_base: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20261225_base: MorphoMidnightMarketData;
+};
+export declare const findMorphoMidnightMarket: (marketId: string, network?: NetworkNumber) => MorphoMidnightMarketData | undefined;

package/cjs/markets/morphoMidnight/index.js

@@ -0,0 +1,159 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.findMorphoMidnightMarket = exports.MorphoMidnightMarkets = exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225 = exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127 = exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030 = exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925 = exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828 = exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731 = void 0;
+const types_1 = require("../../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
+const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731 = (networkId = types_1.NetworkNumber.Base) => ({
+    chainIds: [types_1.NetworkNumber.Base],
+    label: 'Morpho Midnight cbBTC/USDC',
+    shortLabel: 'cbBTC/USDC',
+    url: 'cbbtc-usdc-20260731',
+    value: types_1.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',
+});
+exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731 = MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731;
+const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828 = (networkId = types_1.NetworkNumber.Base) => ({
+    chainIds: [types_1.NetworkNumber.Base],
+    label: 'Morpho Midnight cbBTC/USDC',
+    shortLabel: 'cbBTC/USDC',
+    url: 'cbbtc-usdc-20260828',
+    value: types_1.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',
+});
+exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828 = MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828;
+const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925 = (networkId = types_1.NetworkNumber.Base) => ({
+    chainIds: [types_1.NetworkNumber.Base],
+    label: 'Morpho Midnight cbBTC/USDC',
+    shortLabel: 'cbBTC/USDC',
+    url: 'cbbtc-usdc-20260925',
+    value: types_1.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',
+});
+exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925 = MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925;
+const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030 = (networkId = types_1.NetworkNumber.Base) => ({
+    chainIds: [types_1.NetworkNumber.Base],
+    label: 'Morpho Midnight cbBTC/USDC',
+    shortLabel: 'cbBTC/USDC',
+    url: 'cbbtc-usdc-20261030',
+    value: types_1.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',
+});
+exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030 = MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030;
+const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127 = (networkId = types_1.NetworkNumber.Base) => ({
+    chainIds: [types_1.NetworkNumber.Base],
+    label: 'Morpho Midnight cbBTC/USDC',
+    shortLabel: 'cbBTC/USDC',
+    url: 'cbbtc-usdc-20261127',
+    value: types_1.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',
+});
+exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127 = MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127;
+const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225 = (networkId = types_1.NetworkNumber.Base) => ({
+    chainIds: [types_1.NetworkNumber.Base],
+    label: 'Morpho Midnight cbBTC/USDC',
+    shortLabel: 'cbBTC/USDC',
+    url: 'cbbtc-usdc-20261225',
+    value: types_1.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',
+});
+exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225 = MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225;
+const MorphoMidnightMarkets = (networkId) => ({
+    // BASE
+    [types_1.MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260731_Base]: (0, exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260731)(networkId),
+    [types_1.MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260828_Base]: (0, exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260828)(networkId),
+    [types_1.MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20260925_Base]: (0, exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925)(networkId),
+    [types_1.MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261030_Base]: (0, exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030)(networkId),
+    [types_1.MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261127_Base]: (0, exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127)(networkId),
+    [types_1.MorphoMidnightVersions.MorphoMidnightCbBTCUSDC_860_20261225_Base]: (0, exports.MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225)(networkId),
+});
+exports.MorphoMidnightMarkets = MorphoMidnightMarkets;
+const findMorphoMidnightMarket = (marketId, network = types_1.NetworkNumber.Base) => Object.values((0, exports.MorphoMidnightMarkets)(network)).find((market) => market.marketId.toLowerCase() === marketId.toLowerCase());
+exports.findMorphoMidnightMarket = findMorphoMidnightMarket;

package/cjs/morphoBlue/index.d.ts

@@ -1,16 +1,14 @@
 import { Client } from 'viem';
 import { Blockish, EthAddress, EthereumProvider, NetworkNumber, PositionBalances } from '../types/common';
-import { MorphoBlueEarnData, MorphoBlueMarketData, MorphoBlueMarketInfo, MorphoBlueMarketRewards, MorphoBluePositionData } from '../types';
-export declare const addMorphoBlueRewardsToMarketInfo: (marketInfo: MorphoBlueMarketInfo, rewards: MorphoBlueMarketRewards) => MorphoBlueMarketInfo;
+import { MorphoBlueMarketData, MorphoBlueMarketInfo, MorphoBluePositionData } from '../types';
 export declare function _getMorphoBlueMarketData(provider: Client, network: NetworkNumber, selectedMarket: MorphoBlueMarketData): Promise<MorphoBlueMarketInfo>;
-export declare function _getMorphoBluePortfolioMarketData(provider: Client, network: NetworkNumber, selectedMarket: MorphoBlueMarketData): Promise<MorphoBlueMarketInfo>;
 export declare function getMorphoBlueMarketData(provider: EthereumProvider, network: NetworkNumber, selectedMarket: MorphoBlueMarketData): Promise<MorphoBlueMarketInfo>;
-export declare function getMorphoBluePortfolioMarketData(provider: EthereumProvider, network: NetworkNumber, selectedMarket: MorphoBlueMarketData): Promise<MorphoBlueMarketInfo>;
-export declare const getMorphoBluePositionDataWithMarketInfo: (data: MorphoBluePositionData, marketInfo: MorphoBlueMarketInfo) => MorphoBluePositionData;
-export declare const getMorphoEarnDataWithMarketInfo: (data: MorphoBlueEarnData, marketInfo: MorphoBlueMarketInfo) => MorphoBlueEarnData;
-export declare function getMorphoBlueMarketRewards(network: NetworkNumber, selectedMarket: MorphoBlueMarketData): Promise<MorphoBlueMarketRewards>;
 export declare const _getMorphoBlueAccountBalances: (provider: Client, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress, selectedMarket: MorphoBlueMarketData) => Promise<PositionBalances>;
 export declare const getMorphoBlueAccountBalances: (provider: EthereumProvider, network: NetworkNumber, block: Blockish, addressMapping: boolean, address: EthAddress, selectedMarket: MorphoBlueMarketData) => Promise<PositionBalances>;
 export declare function _getMorphoBlueAccountData(provider: Client, network: NetworkNumber, account: EthAddress, selectedMarket: MorphoBlueMarketData, marketInfo: MorphoBlueMarketInfo): Promise<MorphoBluePositionData>;
 export declare function getMorphoBlueAccountData(provider: EthereumProvider, network: NetworkNumber, account: EthAddress, selectedMarket: MorphoBlueMarketData, marketInfo: MorphoBlueMarketInfo): Promise<MorphoBluePositionData>;
-export declare function getMorphoEarn(provider: Client, network: NetworkNumber, account: EthAddress, selectedMarket: MorphoBlueMarketData, marketInfo: MorphoBlueMarketInfo): Promise<MorphoBlueEarnData>;
+export declare function getMorphoEarn(provider: Client, network: NetworkNumber, account: EthAddress, selectedMarket: MorphoBlueMarketData, marketInfo: MorphoBlueMarketInfo): Promise<{
+    apy: string;
+    amount: string;
+    amountUsd: string;
+}>;