@defisaver/positions-sdk 2.1.127-midnight-4-dev → 2.1.127-midnight-6-dev

package/esm/constants/index.js

@@ -6,6 +6,7 @@ export const SECONDS_PER_WEEK = 7 * SECONDS_PER_DAY;
 export const AVG_BLOCK_TIME = 12;
 export const BLOCKS_IN_A_YEAR = SECONDS_PER_YEAR / AVG_BLOCK_TIME;
 export const ZERO_ADDRESS = '0x0000000000000000000000000000000000000000';
+export const ZERO_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
 export const WAD = 1e18;
 export const USD_QUOTE = '0x0000000000000000000000000000000000000348';
 export const borrowOperations = ['borrow', 'payback'];

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

@@ -1,6 +1,8 @@
 import Dec from 'decimal.js';
 import { MMUsedAssets, NetworkNumber } from '../../types/common';
 import { MorphoMidnightAggregatedPositionData, MorphoMidnightAssetsData, MorphoMidnightBookSide, MorphoMidnightMarketData, MorphoMidnightMarketInfo, MorphoMidnightParsedBook } from '../../types';
+export { buildMidnightParsedBook, midnightApyFromPrice, midnightBookBestFirst, midnightPriceFromApy, midnightTimeToMaturityDays, } from './rate';
+export { tenorBookKeyFor, tenorBookRateToApyPercent, tenorOfferFillToApiFill, tenorOfferToApiOffer, } from './tenor';
 /**
  * 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.
@@ -43,17 +45,17 @@ export interface MorphoMidnightPaybackQuote {
     availableUnits: string;
     takeableOffers: any[];
 }
-export declare const midnightTimeToMaturityDays: (maturity: number, atSeconds?: number) => number;
-export declare const midnightApyFromPrice: (price: Dec.Value, ttmDays: Dec.Value) => string;
-/**
- * Inverse of `midnightApyFromPrice`: the loan-per-unit price a borrow APY implies,
- * price = (1 + rate)^(−ttmDays / 365).
- *
- * This is what turns an absolute rate ceiling into an on-chain `maxUnits` cap (units = assets / price),
- * and equally the principal a unit of borrow power is worth — Midnight debt is recorded at its maturity
- * face value, so borrowing the full limit as principal would overshoot it by the interest.
- */
-export declare const midnightPriceFromApy: (ratePercent: Dec.Value, ttmDays: Dec.Value) => string;
+export interface MorphoMidnightPaybackUnitsQuote {
+    bestPrice: string;
+    worstPrice: string;
+    estPaybackRate: string;
+    minRate: string;
+    newAssets: string;
+    maxAssets: string;
+    availableAssets: string;
+    availableUnits: string;
+    takeableOffers: any[];
+}
 /**
  * Coerce a slippage into what the quote endpoint accepts: 0.1–100 with at most one decimal place. The
  * validation is lexical, so a computed value (`4.15066671050631467`) is rejected outright — without this
@@ -102,8 +104,11 @@ export declare const getMorphoMidnightMarketBook: (market: MorphoMidnightMarketD
  *
  * A `maxBorrowRate` below `estBorrowRate` yields `maxUnits < newUnits` — the borrow would revert on-chain.
  * Compare the two before submitting and tell the user their ceiling is under the market rate.
+ *
+ * Tenor-hosted markets (see `isTenorMidnightMarket`) are quoted against Tenor's router instead of Morpho's
+ * book API. Slippage is applied locally to `maxUnits`; `taker` is the position owner (the smart wallet).
  */
-export declare const getMorphoMidnightBorrowQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, maxBorrowRate?: Dec.Value) => Promise<MorphoMidnightBorrowQuote>;
+export declare const getMorphoMidnightBorrowQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, maxBorrowRate?: Dec.Value, taker?: string) => Promise<MorphoMidnightBorrowQuote>;
 /**
  * Quote a prospective payback against the ask side of the Midnight order book: the rate the repayment
  * retires debt at, the debt units it buys, and the `minUnits` floor sent on-chain to protect the user if
@@ -122,4 +127,20 @@ export declare const getMorphoMidnightBorrowQuote: (marketId: string, assetsRaw:
  * A `minPaybackRate` above `estPaybackRate` yields `minUnits > newUnits` — the payback would revert
  * on-chain. Compare the two before submitting and tell the user their floor is over the market rate.
  */
-export declare const getMorphoMidnightPaybackQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value) => Promise<MorphoMidnightPaybackQuote>;
+export declare const getMorphoMidnightPaybackQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string) => Promise<MorphoMidnightPaybackQuote>;
+/**
+ * Payback quoted against a **units** target instead of a spend: "retire exactly these debt units, and tell
+ * me what that costs". The sibling of `getMorphoMidnightPaybackQuote` in every other respect — same ask
+ * side, same rate floor, same offer list — but with the two amounts swapped, so the on-chain guard becomes
+ * a ceiling on assets spent rather than a floor on units bought.
+ *
+ * This is what a **full close** must be sized with. Retiring N units costs less than N loan tokens before
+ * maturity, so quoting the close as a spend of the debt's face value asks the book for more depth than the
+ * close needs (and can be refused for liquidity that is in fact there), and caps the taker's spend at more
+ * than the position is worth. Callers that cannot refund an overspend — a taker calling the bundler
+ * directly, rather than through an action contract that sweeps the remainder back — need this quote.
+ *
+ * A `minPaybackRate` above `estPaybackRate` yields `maxAssets < newAssets`: the ceiling is under what the
+ * buy costs and it would revert on-chain, the mirror of the assets-target quote's `minUnits > newUnits`.
+ */
+export declare const getMorphoMidnightPaybackUnitsQuote: (marketId: string, unitsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string) => Promise<MorphoMidnightPaybackUnitsQuote>;

package/esm/helpers/morphoMidnightHelpers/index.js

@@ -12,8 +12,13 @@ import { assetAmountInEth, getAssetInfoByAddress } from '@defisaver/tokens';
 import { calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos, } from '../../moneymarket';
 import { calculateNetApy } from '../../staking';
 import { LeverageType, } from '../../types/common';
-import { SECONDS_PER_DAY, WAD } from '../../constants';
+import { WAD } from '../../constants';
 import { LONGER_TIMEOUT } from '../../services/utils';
+import { isTenorMidnightMarket } from '../../markets/morphoMidnight';
+import { buildMidnightParsedBook, midnightApyFromPrice, midnightPriceFromApy, midnightTimeToMaturityDays, } from './rate';
+import { getTenorBorrowQuote, getTenorMarketBook, getTenorPaybackQuote, getTenorPaybackUnitsQuote, } from './tenor';
+export { buildMidnightParsedBook, midnightApyFromPrice, midnightBookBestFirst, midnightPriceFromApy, midnightTimeToMaturityDays, } from './rate';
+export { tenorBookKeyFor, tenorBookRateToApyPercent, tenorOfferFillToApiFill, tenorOfferToApiOffer, } from './tenor';
 /**
  * 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.
@@ -78,7 +83,6 @@ export const getMorphoMidnightAggregatedPositionData = ({ usedAssets, assetsData
 // 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);
 // The book endpoint is markedly slower than the rest of the API — `LONGER_TIMEOUT` (5s) aborts it often
 // enough that markets drop out of the list for no reason.
 const MIDNIGHT_BOOK_TIMEOUT = 30000;
@@ -86,34 +90,6 @@ const MIDNIGHT_BOOK_TIMEOUT = 30000;
 // place (`0.50` is rejected even though `0.5` passes). See `midnightSlippageParam`.
 const MIDNIGHT_SLIPPAGE_MIN = 0.1;
 const MIDNIGHT_SLIPPAGE_MAX = 100;
-// Days remaining until maturity, optionally measured at a past timestamp (for historical fills).
-export const midnightTimeToMaturityDays = (maturity, atSeconds = nowInSeconds()) => 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, ttmDays) => {
-    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();
-};
-/**
- * Inverse of `midnightApyFromPrice`: the loan-per-unit price a borrow APY implies,
- * price = (1 + rate)^(−ttmDays / 365).
- *
- * This is what turns an absolute rate ceiling into an on-chain `maxUnits` cap (units = assets / price),
- * and equally the principal a unit of borrow power is worth — Midnight debt is recorded at its maturity
- * face value, so borrowing the full limit as principal would overshoot it by the interest.
- */
-export const midnightPriceFromApy = (ratePercent, ttmDays) => {
-    const rate = new Dec(ratePercent);
-    const ttm = new Dec(ttmDays);
-    if (rate.lte(0) || ttm.lte(0))
-        return '1';
-    return new Dec(1).div(new Dec(1).add(rate.div(100)).pow(ttm.div(365))).toString();
-};
 /**
  * Coerce a slippage into what the quote endpoint accepts: 0.1–100 with at most one decimal place. The
  * validation is lexical, so a computed value (`4.15066671050631467`) is rejected outright — without this
@@ -159,26 +135,20 @@ export const getMorphoMidnightUserBorrowInfo = (account, marketId, loanTokenSymb
  */
 export const getMorphoMidnightMarketBook = (market_1, network_1, ...args_1) => __awaiter(void 0, [market_1, network_1, ...args_1], void 0, function* (market, network, side = 'bids') {
     var _a;
+    if (isTenorMidnightMarket(market)) {
+        return getTenorMarketBook(market, network, side);
+    }
     const loanSymbol = getAssetInfoByAddress(market.loanToken, network).symbol;
     const res = yield fetch(`${MIDNIGHT_API_BASE}/books/${market.marketId}`, { signal: AbortSignal.timeout(MIDNIGHT_BOOK_TIMEOUT) });
     if (!res.ok)
         throw new Error(`Midnight book request failed for ${market.value} (${res.status})`);
     const json = yield res.json();
     const ttmDays = midnightTimeToMaturityDays(market.maturity);
-    const bestFirst = side === 'asks' ? -1 : 1;
-    const offers = (((_a = json === null || json === void 0 ? void 0 : json.data) === null || _a === void 0 ? void 0 : _a[side]) || [])
-        .map((offer) => ({
+    const offers = (((_a = json === null || json === void 0 ? void 0 : json.data) === null || _a === void 0 ? void 0 : _a[side]) || []).map((offer) => ({
         rate: midnightApyFromPrice(new Dec(offer.price).div(WAD), ttmDays),
         liquidity: assetAmountInEth(offer.assets, loanSymbol),
-    }))
-        .sort((a, b) => new Dec(a.rate).minus(b.rate).mul(bestFirst).toNumber());
-    if (offers.length === 0)
-        return null;
-    return {
-        bestRate: offers[0].rate,
-        totalLiquidity: offers.reduce((sum, offer) => sum.add(offer.liquidity), new Dec(0)).toString(),
-        offers,
-    };
+    }));
+    return buildMidnightParsedBook(offers, side);
 });
 // The API says why a quote failed — NOT_FOUND (market matured or not open yet), INSUFFICIENT_LIQUIDITY
 // (book can't fill the size), VALIDATION_ERROR (bad param, with the offending field in `details`).
@@ -189,8 +159,9 @@ const midnightQuoteError = (error) => {
     return reason ? `Morpho Midnight quote unavailable: ${reason}` : 'Morpho Midnight quote unavailable';
 };
 // The raw quote both sides share: prices descaled from WAD, everything else forwarded verbatim.
-const fetchMorphoMidnightQuote = (marketId, side, assetsRaw, slippagePercent) => __awaiter(void 0, void 0, void 0, function* () {
-    const url = `${MIDNIGHT_API_BASE}/books/${marketId}/${side}/quote?assets=${assetsRaw}&slippage=${midnightSlippageParam(slippagePercent)}`;
+const fetchMorphoMidnightQuote = (marketId, side, size, slippagePercent) => __awaiter(void 0, void 0, void 0, function* () {
+    const [sizeParam, sizeValue] = 'assets' in size ? ['assets', size.assets] : ['units', size.units];
+    const url = `${MIDNIGHT_API_BASE}/books/${marketId}/${side}/quote?${sizeParam}=${sizeValue}&slippage=${midnightSlippageParam(slippagePercent)}`;
     const res = yield fetch(url, { signal: AbortSignal.timeout(LONGER_TIMEOUT) });
     const json = yield res.json();
     const d = json === null || json === void 0 ? void 0 : json.data;
@@ -220,9 +191,15 @@ const fetchMorphoMidnightQuote = (marketId, side, assetsRaw, slippagePercent) =>
  *
  * A `maxBorrowRate` below `estBorrowRate` yields `maxUnits < newUnits` — the borrow would revert on-chain.
  * Compare the two before submitting and tell the user their ceiling is under the market rate.
+ *
+ * Tenor-hosted markets (see `isTenorMidnightMarket`) are quoted against Tenor's router instead of Morpho's
+ * book API. Slippage is applied locally to `maxUnits`; `taker` is the position owner (the smart wallet).
  */
-export const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate) => __awaiter(void 0, void 0, void 0, function* () {
-    const quote = yield fetchMorphoMidnightQuote(marketId, 'bids', assetsRaw, slippagePercent);
+export const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker) => __awaiter(void 0, void 0, void 0, function* () {
+    if (isTenorMidnightMarket(marketId)) {
+        return getTenorBorrowQuote(marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker);
+    }
+    const quote = yield fetchMorphoMidnightQuote(marketId, 'bids', { assets: assetsRaw }, slippagePercent);
     const { bestPrice, worstPrice } = quote;
     const ttmDays = midnightTimeToMaturityDays(maturity);
     const estBorrowRate = midnightApyFromPrice(bestPrice, ttmDays);
@@ -257,8 +234,11 @@ export const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercen
  * A `minPaybackRate` above `estPaybackRate` yields `minUnits > newUnits` — the payback would revert
  * on-chain. Compare the two before submitting and tell the user their floor is over the market rate.
  */
-export const getMorphoMidnightPaybackQuote = (marketId, assetsRaw, slippagePercent, maturity, minPaybackRate) => __awaiter(void 0, void 0, void 0, function* () {
-    const quote = yield fetchMorphoMidnightQuote(marketId, 'asks', assetsRaw, slippagePercent);
+export const getMorphoMidnightPaybackQuote = (marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker) => __awaiter(void 0, void 0, void 0, function* () {
+    if (isTenorMidnightMarket(marketId)) {
+        return getTenorPaybackQuote(marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker);
+    }
+    const quote = yield fetchMorphoMidnightQuote(marketId, 'asks', { assets: assetsRaw }, slippagePercent);
     const { bestPrice, worstPrice } = quote;
     const ttmDays = midnightTimeToMaturityDays(maturity);
     const estPaybackRate = midnightApyFromPrice(bestPrice, ttmDays);
@@ -275,3 +255,40 @@ export const getMorphoMidnightPaybackQuote = (marketId, assetsRaw, slippagePerce
         newUnits,
         minUnits });
 });
+/**
+ * Payback quoted against a **units** target instead of a spend: "retire exactly these debt units, and tell
+ * me what that costs". The sibling of `getMorphoMidnightPaybackQuote` in every other respect — same ask
+ * side, same rate floor, same offer list — but with the two amounts swapped, so the on-chain guard becomes
+ * a ceiling on assets spent rather than a floor on units bought.
+ *
+ * This is what a **full close** must be sized with. Retiring N units costs less than N loan tokens before
+ * maturity, so quoting the close as a spend of the debt's face value asks the book for more depth than the
+ * close needs (and can be refused for liquidity that is in fact there), and caps the taker's spend at more
+ * than the position is worth. Callers that cannot refund an overspend — a taker calling the bundler
+ * directly, rather than through an action contract that sweeps the remainder back — need this quote.
+ *
+ * A `minPaybackRate` above `estPaybackRate` yields `maxAssets < newAssets`: the ceiling is under what the
+ * buy costs and it would revert on-chain, the mirror of the assets-target quote's `minUnits > newUnits`.
+ */
+export const getMorphoMidnightPaybackUnitsQuote = (marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker) => __awaiter(void 0, void 0, void 0, function* () {
+    if (isTenorMidnightMarket(marketId)) {
+        return getTenorPaybackUnitsQuote(marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker);
+    }
+    const quote = yield fetchMorphoMidnightQuote(marketId, 'asks', { units: unitsRaw }, slippagePercent);
+    const { bestPrice, worstPrice } = quote;
+    const ttmDays = midnightTimeToMaturityDays(maturity);
+    const estPaybackRate = midnightApyFromPrice(bestPrice, ttmDays);
+    const capPrice = minPaybackRate !== undefined && new Dec(minPaybackRate).gt(0)
+        ? midnightPriceFromApy(minPaybackRate, ttmDays)
+        : worstPrice;
+    const minRate = midnightApyFromPrice(capPrice, ttmDays);
+    // Rounded UP on both counts — the mirror of the assets-target quote's ROUND_DOWN. Here the figures are
+    // what the taker SPENDS, so a value rounded down understates the cost by a base unit and would leave the
+    // buy short of the units it was asked for.
+    const newAssets = new Dec(unitsRaw).mul(bestPrice).toFixed(0, Dec.ROUND_UP);
+    const maxAssets = new Dec(unitsRaw).mul(capPrice).toFixed(0, Dec.ROUND_UP);
+    return Object.assign(Object.assign({}, quote), { estPaybackRate,
+        minRate,
+        newAssets,
+        maxAssets });
+});

package/esm/helpers/morphoMidnightHelpers/rate.d.ts

@@ -0,0 +1,11 @@
+import Dec from 'decimal.js';
+import { MorphoMidnightBookOffer, MorphoMidnightBookSide, MorphoMidnightParsedBook } from '../../types';
+export declare const midnightTimeToMaturityDays: (maturity: number, atSeconds?: number) => number;
+export declare const midnightApyFromPrice: (price: Dec.Value, ttmDays: Dec.Value) => string;
+/**
+ * Inverse of `midnightApyFromPrice`: the loan-per-unit price a borrow APY implies,
+ * price = (1 + rate)^(−ttmDays / 365).
+ */
+export declare const midnightPriceFromApy: (ratePercent: Dec.Value, ttmDays: Dec.Value) => string;
+export declare const midnightBookBestFirst: (side: MorphoMidnightBookSide) => 1 | -1;
+export declare const buildMidnightParsedBook: (offers: MorphoMidnightBookOffer[], side: MorphoMidnightBookSide) => MorphoMidnightParsedBook | null;

package/esm/helpers/morphoMidnightHelpers/rate.js

@@ -0,0 +1,38 @@
+import Dec from 'decimal.js';
+import { SECONDS_PER_DAY } from '../../constants';
+const nowInSeconds = () => Math.floor(Date.now() / 1000);
+// Days remaining until maturity, optionally measured at a past timestamp (for historical fills).
+export const midnightTimeToMaturityDays = (maturity, atSeconds = nowInSeconds()) => 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, ttmDays) => {
+    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();
+};
+/**
+ * Inverse of `midnightApyFromPrice`: the loan-per-unit price a borrow APY implies,
+ * price = (1 + rate)^(−ttmDays / 365).
+ */
+export const midnightPriceFromApy = (ratePercent, ttmDays) => {
+    const rate = new Dec(ratePercent);
+    const ttm = new Dec(ttmDays);
+    if (rate.lte(0) || ttm.lte(0))
+        return '1';
+    return new Dec(1).div(new Dec(1).add(rate.div(100)).pow(ttm.div(365))).toString();
+};
+export const midnightBookBestFirst = (side) => (side === 'asks' ? -1 : 1);
+export const buildMidnightParsedBook = (offers, side) => {
+    const bestFirst = [...offers].sort((a, b) => new Dec(a.rate).minus(b.rate).mul(midnightBookBestFirst(side)).toNumber());
+    if (bestFirst.length === 0)
+        return null;
+    return {
+        bestRate: bestFirst[0].rate,
+        totalLiquidity: bestFirst.reduce((sum, offer) => sum.add(offer.liquidity), new Dec(0)).toString(),
+        offers: bestFirst,
+    };
+};

package/esm/helpers/morphoMidnightHelpers/tenor.d.ts

@@ -0,0 +1,125 @@
+import Dec from 'decimal.js';
+import { MorphoMidnightBookSide, MorphoMidnightMarketData, MorphoMidnightParsedBook, NetworkNumber } from '../../types';
+import type { MorphoMidnightBorrowQuote, MorphoMidnightPaybackQuote, MorphoMidnightPaybackUnitsQuote } from './index';
+type TenorBookKey = 'asks' | 'bids';
+export declare const tenorBookKeyFor: (side: MorphoMidnightBookSide) => TenorBookKey;
+export declare const tenorBookRateToApyPercent: (rate: Dec.Value) => string;
+export declare const tenorCapPrice: (bestPrice: string, slippagePercent: Dec.Value, direction: 1 | -1, ttmDays: Dec.Value, boundRate?: Dec.Value) => string;
+interface TenorOfferCollateral {
+    token: string;
+    lltv: string | number;
+    liquidation_cursor: string | number;
+    oracle: string;
+}
+interface TenorOffer {
+    start: string | number;
+    group?: string;
+    callback?: string;
+    tick: string | number;
+    chain_id: string | number;
+    maturity: string | number;
+    buy: boolean;
+    maker: string;
+    loan_token_address: string;
+    callback_data?: string;
+    expiry: string | number;
+    ratifier?: string;
+    collaterals: TenorOfferCollateral[];
+    continuous_fee_cap: string | number;
+    enter_gate: string;
+    liquidator_gate: string;
+    max_assets: string | number;
+    max_units: string | number;
+    ratifier_data?: string;
+    rcf_threshold: string | number;
+    receiver_if_maker_is_seller?: string;
+    reduce_only: boolean;
+}
+interface TenorOfferFill {
+    units: string | number;
+    offer: TenorOffer;
+}
+/**
+ * Tenor's offer JSON is flat (market fields live on the offer). Morpho's is nested, and that nested
+ * shape is what the app encodes for `Midnight.take`. Map Tenor into that shape so recipes stay on one encoder.
+ */
+export declare const tenorOfferToApiOffer: (offer: TenorOffer) => {
+    market: {
+        chain_id: string | number;
+        midnight: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A";
+        loan_token: string;
+        collaterals: TenorOfferCollateral[];
+        maturity: string | number;
+        rcf_threshold: string | number;
+        enter_gate: string;
+        liquidator_gate: string;
+    };
+    buy: boolean;
+    maker: string;
+    start: string | number;
+    expiry: string | number;
+    tick: string | number;
+    group: string;
+    callback: string;
+    callback_data: string;
+    receiver_if_maker_is_seller: string;
+    ratifier: string;
+    reduce_only: boolean;
+    max_units: string | number;
+    max_assets: string | number;
+    continuous_fee_cap: string | number;
+};
+export declare const tenorOfferFillToApiFill: (fill: TenorOfferFill) => {
+    units: string | number;
+    offer: {
+        market: {
+            chain_id: string | number;
+            midnight: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A";
+            loan_token: string;
+            collaterals: TenorOfferCollateral[];
+            maturity: string | number;
+            rcf_threshold: string | number;
+            enter_gate: string;
+            liquidator_gate: string;
+        };
+        buy: boolean;
+        maker: string;
+        start: string | number;
+        expiry: string | number;
+        tick: string | number;
+        group: string;
+        callback: string;
+        callback_data: string;
+        receiver_if_maker_is_seller: string;
+        ratifier: string;
+        reduce_only: boolean;
+        max_units: string | number;
+        max_assets: string | number;
+        continuous_fee_cap: string | number;
+    };
+    ratifier_data: string;
+    market_id: string;
+};
+interface TenorBookBucket {
+    rate: number | string;
+    liquidity: number | string;
+    cumulative_liquidity?: number | string;
+}
+interface TenorBookSidePayload {
+    buckets?: TenorBookBucket[];
+}
+interface TenorBookResponse {
+    asks?: TenorBookSidePayload | TenorBookBucket[];
+    bids?: TenorBookSidePayload | TenorBookBucket[];
+}
+/** The levels resting on the Tenor side a taker of `side` fills, in raw loan-token base units. */
+export declare const parseTenorBookSide: (json: TenorBookResponse, side: MorphoMidnightBookSide) => {
+    rate: string;
+    liquidityRaw: string;
+}[];
+export declare const parseTenorOrderBook: (json: TenorBookResponse, side: MorphoMidnightBookSide, loanSymbol: string) => MorphoMidnightParsedBook | null;
+export declare const getTenorMarketBook: (market: MorphoMidnightMarketData, network: NetworkNumber, side?: MorphoMidnightBookSide) => Promise<MorphoMidnightParsedBook | null>;
+export declare const getTenorBorrowQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, maxBorrowRate?: Dec.Value, taker?: string, network?: NetworkNumber) => Promise<MorphoMidnightBorrowQuote>;
+export declare const getTenorPaybackQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string, network?: NetworkNumber) => Promise<MorphoMidnightPaybackQuote>;
+export declare const getTenorPaybackUnitsQuote: (marketId: string, unitsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string, network?: NetworkNumber) => Promise<MorphoMidnightPaybackUnitsQuote>;
+export {};