@defisaver/positions-sdk 2.1.127-midnight-8-dev → 2.1.127-midnight-10-dev

package/cjs/contracts.js

@@ -33,8 +33,8 @@ var __importStar = (this && this.__importStar) || (function () {
     };
 })();
 Object.defineProperty(exports, "__esModule", { value: true });
-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.UniswapTokenDistributorViem = exports.AaveV4ViewContractViem = exports.SkySavingsContractView = exports.MakerDsrContractViem = exports.YearnViewContractViem = exports.StkAAVEViem = exports.LiquityV2sBoldVaultViem = exports.AaveRewardsControllerViem = exports.SparkRewardsControllerViem = void 0;
+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.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.UniswapTokenDistributorViem = exports.AaveV4ViewContractViem = exports.SkySavingsContractView = exports.MakerDsrContractViem = exports.YearnViewContractViem = exports.StkAAVEViem = exports.LiquityV2sBoldVaultViem = exports.AaveRewardsControllerViem = void 0;
 const viem_1 = require("viem");
 const configRaw = __importStar(require("./config/contracts"));
 // @ts-ignore
@@ -153,7 +153,6 @@ exports.WstETHPriceFeedContractViem = (0, exports.createViemContractFromConfigFu
 exports.CompV3ViewContractViem = (0, exports.createViemContractFromConfigFunc)('CompV3View');
 exports.SparkViewContractViem = (0, exports.createViemContractFromConfigFunc)('SparkView');
 exports.SparkIncentiveDataProviderContractViem = (0, exports.createViemContractFromConfigFunc)('SparkIncentiveDataProvider');
-exports.EulerV2ViewContractViem = (0, exports.createViemContractFromConfigFunc)('EulerV2View');
 exports.CrvUSDViewContractViem = (0, exports.createViemContractFromConfigFunc)('crvUSDView');
 exports.CrvUSDFactoryContractViem = (0, exports.createViemContractFromConfigFunc)('crvUSDFactory');
 exports.LlamaLendViewContractViem = (0, exports.createViemContractFromConfigFunc)('LlamaLendView');

package/cjs/helpers/aaveV4Helpers/index.d.ts

@@ -1,5 +1,11 @@
-import { AaveV4AggregatedPositionData, AaveV4AssetsData, AaveV4ReserveAssetData, AaveV4SpokeInfo, AaveV4UsedReserveAsset, AaveV4UsedReserveAssets, EthereumProvider, LeverageType, NetworkNumber } from '../../types';
+import { AaveV4AggregatedPositionData, AaveV4AssetsData, AaveV4ReserveAssetData, AaveV4SpokeInfo, AaveV4UsedReserveAsset, AaveV4UsedReserveAssets, EthereumProvider, IncentiveData, IncentiveSide, LeverageType, NetworkNumber } from '../../types';
 export declare const calcUserRiskPremiumBps: (usedAssets: AaveV4UsedReserveAssets, assetsData: AaveV4AssetsData) => number;
+/**
+ * The incentives that actually accrue to a position on this reserve for the given side: the
+ * intrinsic (staking) incentives plus the single applicable Merkl reward. Display surfaces should
+ * use this rather than picking a scoped list directly, so badges always match the net APY math.
+ */
+export declare const getAaveV4ApplicableIncentives: (assetData: AaveV4ReserveAssetData, side: IncentiveSide) => IncentiveData[];
 export declare const calculateNetApyAaveV4: ({ usedAssets, assetsData, }: {
     usedAssets: AaveV4UsedReserveAssets;
     assetsData: AaveV4AssetsData;

package/cjs/helpers/aaveV4Helpers/index.js

@@ -12,7 +12,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getAaveV4ApyAfterValuesEstimation = exports.aaveV4GetAggregatedPositionData = exports.isLeveragedPosAaveV4 = exports.aaveV4GetCollateralFactor = exports.calculateNetApyAaveV4 = exports.calcUserRiskPremiumBps = void 0;
+exports.getAaveV4ApyAfterValuesEstimation = exports.aaveV4GetAggregatedPositionData = exports.isLeveragedPosAaveV4 = exports.aaveV4GetCollateralFactor = exports.calculateNetApyAaveV4 = exports.getAaveV4ApplicableIncentives = exports.calcUserRiskPremiumBps = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const tokens_1 = require("@defisaver/tokens");
 const moneymarket_1 = require("../../moneymarket");
@@ -76,14 +76,26 @@ const calcUserRiskPremiumBps = (usedAssets, assetsData) => {
 exports.calcUserRiskPremiumBps = calcUserRiskPremiumBps;
 /**
  * `spokeXIncentives`/`hubXIncentives` are each the intrinsic `base` list with at most one Merkl
- * reward appended (see attachAaveV4MerklIncentives). Both scopes can apply to the same position at
- * once (spoke-specific + hub-wide), so the full applicable set is base + whatever each scope appended.
+ * reward appended (see attachAaveV4MerklIncentives). Merkl regularly publishes the same reward
+ * stream at both scopes (a spoke campaign and a hub campaign covering the same borrows, e.g. USDC
+ * borrowed from the Prime Hub via the Bluechip Spoke), so the scopes must never be summed — the
+ * more specific spoke reward wins and the hub reward only applies when no spoke campaign exists,
+ * which is also what every per-asset APY badge (and Aave's own UI) shows.
  */
-const mergeScopedIncentives = (base = [], spokeScoped, hubScoped) => [
-    ...base,
-    ...(spokeScoped ? spokeScoped.slice(base.length) : []),
-    ...(hubScoped ? hubScoped.slice(base.length) : []),
-];
+const mergeScopedIncentives = (base = [], spokeScoped, hubScoped) => {
+    const spokeExtras = spokeScoped ? spokeScoped.slice(base.length) : [];
+    const hubExtras = hubScoped ? hubScoped.slice(base.length) : [];
+    return [...base, ...(spokeExtras.length ? spokeExtras : hubExtras)];
+};
+/**
+ * The incentives that actually accrue to a position on this reserve for the given side: the
+ * intrinsic (staking) incentives plus the single applicable Merkl reward. Display surfaces should
+ * use this rather than picking a scoped list directly, so badges always match the net APY math.
+ */
+const getAaveV4ApplicableIncentives = (assetData, side) => (side === types_1.IncentiveSide.Supply
+    ? mergeScopedIncentives(assetData.supplyIncentives, assetData.spokeSupplyIncentives, assetData.hubSupplyIncentives)
+    : mergeScopedIncentives(assetData.borrowIncentives, assetData.spokeBorrowIncentives, assetData.hubBorrowIncentives));
+exports.getAaveV4ApplicableIncentives = getAaveV4ApplicableIncentives;
 const calculateNetApyAaveV4 = ({ usedAssets, assetsData, }) => {
     const riskPremiumBps = (0, exports.calcUserRiskPremiumBps)(usedAssets, assetsData);
     const riskPremiumFraction = new decimal_js_1.default(riskPremiumBps).div(10000);
@@ -97,7 +109,7 @@ const calculateNetApyAaveV4 = ({ usedAssets, assetsData, }) => {
             acc.suppliedUsd = new decimal_js_1.default(acc.suppliedUsd).add(amount).toString();
             const supplyInterest = (0, staking_1.calculateInterestEarned)(amount, assetData.supplyRate, 'year', true);
             acc.supplyInterest = new decimal_js_1.default(acc.supplyInterest).add(supplyInterest.toString()).toString();
-            const supplyIncentives = mergeScopedIncentives(assetData.supplyIncentives, assetData.spokeSupplyIncentives, assetData.hubSupplyIncentives);
+            const supplyIncentives = (0, exports.getAaveV4ApplicableIncentives)(assetData, types_1.IncentiveSide.Supply);
             for (const supplyIncentive of supplyIncentives) {
                 const incentiveInterest = (0, staking_1.calculateInterestEarned)(amount, supplyIncentive.apy, 'year', true);
                 acc.incentiveUsd = new decimal_js_1.default(acc.incentiveUsd).add(incentiveInterest).toString();
@@ -113,7 +125,7 @@ const calculateNetApyAaveV4 = ({ usedAssets, assetsData, }) => {
             const userBorrowRate = (0, moneymarket_1.aprToApy)(userBorrowApr.toString());
             const borrowInterest = (0, staking_1.calculateInterestEarned)(amount, userBorrowRate, 'year', true);
             acc.borrowInterest = new decimal_js_1.default(acc.borrowInterest).sub(borrowInterest.toString()).toString();
-            const borrowIncentives = mergeScopedIncentives(assetData.borrowIncentives, assetData.spokeBorrowIncentives, assetData.hubBorrowIncentives);
+            const borrowIncentives = (0, exports.getAaveV4ApplicableIncentives)(assetData, types_1.IncentiveSide.Borrow);
             for (const borrowIncentive of borrowIncentives) {
                 const incentiveInterest = (0, staking_1.calculateInterestEarned)(amount, borrowIncentive.apy, 'year', true);
                 acc.incentiveUsd = new decimal_js_1.default(acc.incentiveUsd).add(incentiveInterest).toString();

package/cjs/helpers/index.d.ts

@@ -7,6 +7,5 @@ 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';
 export * as fluidHelpers from './fluidHelpers';
 export * as aaveV4Helpers from './aaveV4Helpers';

package/cjs/helpers/index.js

@@ -33,7 +33,7 @@ var __importStar = (this && this.__importStar) || (function () {
     };
 })();
 Object.defineProperty(exports, "__esModule", { value: true });
-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.aaveV4Helpers = exports.fluidHelpers = 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"));
@@ -43,6 +43,5 @@ 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"));
 exports.fluidHelpers = __importStar(require("./fluidHelpers"));
 exports.aaveV4Helpers = __importStar(require("./aaveV4Helpers"));

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

@@ -1,7 +1,7 @@
 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 { buildMidnightParsedBook, midnightApyFromPrice, midnightBookBestFirst, midnightBoundPrice, midnightPriceFromApy, midnightTimeToMaturityDays, MIDNIGHT_DEFAULT_RATE_SLIPPAGE, } from './rate';
 export { tenorBookKeyFor, tenorBookRateToApyPercent, tenorOfferFillToApiFill, tenorOfferToApiOffer, } from './tenor';
 /**
  * Aggregate a Morpho Midnight position. Midnight markets are multi-collateral, so the borrow limit is
@@ -88,59 +88,6 @@ export declare const getMorphoMidnightUserBorrowInfo: (account: string, marketId
  * JSON, so without the `res.ok` check it parses as an empty book and the market silently vanishes.
  */
 export declare const getMorphoMidnightMarketBook: (market: MorphoMidnightMarketData, network: NetworkNumber, side?: MorphoMidnightBookSide) => Promise<MorphoMidnightParsedBook | null>;
-/**
- * Quote a prospective borrow against the Midnight order book: the estimated rate, the debt units it adds,
- * and the `maxUnits` cap sent on-chain to protect the user if better offers get filled first. `assetsRaw`
- * (and the returned `newUnits`/`maxUnits`) are raw loan-token base units — callers convert to/from human
- * amounts. Throws if the book can't fill the amount (caller handles).
- *
- * Two ways to set the cap:
- *  - `maxBorrowRate` — an absolute APY ceiling, honoured **exactly**: the cap price is derived locally via
- *    `midnightPriceFromApy`. Prefer this when a user pins a max rate.
- *  - otherwise `slippagePercent`, the API's own knob. Note it is a **price**-level slippage, not APY points:
- *    near maturity the annualisation factor (365 / ttmDays) multiplies it heavily, so on a 22-day market a
- *    slippage of 0.5 permitted an APY ~9pp above the estimate, not 0.5pp. It also saturates at the book's
- *    cheapest bid. `maxRate` therefore reports what the cap actually permits, derived from the cap price.
- *
- * 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, 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
- * the cheap offers get taken first. `assetsRaw` is the amount **spent** (raw loan-token base units) —
- * matching `MidnightPaybackFromOrders`, whose `amount` is what leaves the wallet; the units bought, and
- * therefore the debt retired, exceed it because a unit costs less than one loan token before maturity.
- * Throws if the book can't fill the amount (caller handles).
- *
- * The mirror image of the borrow quote in every respect. A repayer wants a *high* rate, i.e. cheap units,
- * so the guard is a floor rather than a ceiling:
- *  - `minPaybackRate` — an absolute APY floor, honoured **exactly** via `midnightPriceFromApy`. Prefer
- *    this when a user pins a min rate.
- *  - otherwise `slippagePercent`, the API's own price-level knob, whose APY effect is amplified by the
- *    annualisation factor near maturity. `minRate` reports what the floor actually permits.
- *
- * 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, 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>;
+export declare const getMorphoMidnightBorrowQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, maxBorrowRate?: Dec.Value, taker?: string, rateSlippagePercent?: Dec.Value) => Promise<MorphoMidnightBorrowQuote>;
+export declare const getMorphoMidnightPaybackQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string, rateSlippagePercent?: Dec.Value) => Promise<MorphoMidnightPaybackQuote>;
+export declare const getMorphoMidnightPaybackUnitsQuote: (marketId: string, unitsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string, rateSlippagePercent?: Dec.Value) => Promise<MorphoMidnightPaybackUnitsQuote>;

package/cjs/helpers/morphoMidnightHelpers/index.js

@@ -12,7 +12,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMorphoMidnightPaybackUnitsQuote = exports.getMorphoMidnightPaybackQuote = exports.getMorphoMidnightBorrowQuote = exports.getMorphoMidnightMarketBook = exports.getMorphoMidnightUserBorrowInfo = exports.midnightSlippageParam = exports.getMorphoMidnightAggregatedPositionData = exports.tenorOfferToApiOffer = exports.tenorOfferFillToApiFill = exports.tenorBookRateToApyPercent = exports.tenorBookKeyFor = exports.midnightTimeToMaturityDays = exports.midnightPriceFromApy = exports.midnightBookBestFirst = exports.midnightApyFromPrice = exports.buildMidnightParsedBook = void 0;
+exports.getMorphoMidnightPaybackUnitsQuote = exports.getMorphoMidnightPaybackQuote = exports.getMorphoMidnightBorrowQuote = exports.getMorphoMidnightMarketBook = exports.getMorphoMidnightUserBorrowInfo = exports.midnightSlippageParam = exports.getMorphoMidnightAggregatedPositionData = exports.tenorOfferToApiOffer = exports.tenorOfferFillToApiFill = exports.tenorBookRateToApyPercent = exports.tenorBookKeyFor = exports.MIDNIGHT_DEFAULT_RATE_SLIPPAGE = exports.midnightTimeToMaturityDays = exports.midnightPriceFromApy = exports.midnightBoundPrice = exports.midnightBookBestFirst = exports.midnightApyFromPrice = exports.buildMidnightParsedBook = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const tokens_1 = require("@defisaver/tokens");
 const moneymarket_1 = require("../../moneymarket");
@@ -27,8 +27,10 @@ var rate_2 = require("./rate");
 Object.defineProperty(exports, "buildMidnightParsedBook", { enumerable: true, get: function () { return rate_2.buildMidnightParsedBook; } });
 Object.defineProperty(exports, "midnightApyFromPrice", { enumerable: true, get: function () { return rate_2.midnightApyFromPrice; } });
 Object.defineProperty(exports, "midnightBookBestFirst", { enumerable: true, get: function () { return rate_2.midnightBookBestFirst; } });
+Object.defineProperty(exports, "midnightBoundPrice", { enumerable: true, get: function () { return rate_2.midnightBoundPrice; } });
 Object.defineProperty(exports, "midnightPriceFromApy", { enumerable: true, get: function () { return rate_2.midnightPriceFromApy; } });
 Object.defineProperty(exports, "midnightTimeToMaturityDays", { enumerable: true, get: function () { return rate_2.midnightTimeToMaturityDays; } });
+Object.defineProperty(exports, "MIDNIGHT_DEFAULT_RATE_SLIPPAGE", { enumerable: true, get: function () { return rate_2.MIDNIGHT_DEFAULT_RATE_SLIPPAGE; } });
 var tenor_2 = require("./tenor");
 Object.defineProperty(exports, "tenorBookKeyFor", { enumerable: true, get: function () { return tenor_2.tenorBookKeyFor; } });
 Object.defineProperty(exports, "tenorBookRateToApyPercent", { enumerable: true, get: function () { return tenor_2.tenorBookRateToApyPercent; } });
@@ -194,39 +196,17 @@ const fetchMorphoMidnightQuote = (marketId, side, size, slippagePercent) => __aw
         takeableOffers: d.takeable_offers || [],
     };
 });
-/**
- * Quote a prospective borrow against the Midnight order book: the estimated rate, the debt units it adds,
- * and the `maxUnits` cap sent on-chain to protect the user if better offers get filled first. `assetsRaw`
- * (and the returned `newUnits`/`maxUnits`) are raw loan-token base units — callers convert to/from human
- * amounts. Throws if the book can't fill the amount (caller handles).
- *
- * Two ways to set the cap:
- *  - `maxBorrowRate` — an absolute APY ceiling, honoured **exactly**: the cap price is derived locally via
- *    `midnightPriceFromApy`. Prefer this when a user pins a max rate.
- *  - otherwise `slippagePercent`, the API's own knob. Note it is a **price**-level slippage, not APY points:
- *    near maturity the annualisation factor (365 / ttmDays) multiplies it heavily, so on a 22-day market a
- *    slippage of 0.5 permitted an APY ~9pp above the estimate, not 0.5pp. It also saturates at the book's
- *    cheapest bid. `maxRate` therefore reports what the cap actually permits, derived from the cap price.
- *
- * 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).
- */
-const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker) => __awaiter(void 0, void 0, void 0, function* () {
+const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker, rateSlippagePercent) => __awaiter(void 0, void 0, void 0, function* () {
     if ((0, morphoMidnight_1.isTenorMidnightMarket)(marketId)) {
-        return (0, tenor_1.getTenorBorrowQuote)(marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker);
+        return (0, tenor_1.getTenorBorrowQuote)(marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker, rateSlippagePercent);
     }
     const quote = yield fetchMorphoMidnightQuote(marketId, 'bids', { assets: assetsRaw }, slippagePercent);
-    const { bestPrice, worstPrice } = quote;
+    const { bestPrice } = quote;
     const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
     const estBorrowRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
     // Price the cap sits at, and the rate that price represents — one derivation, so `maxRate` and
     // `maxUnits` can never disagree about what the user is protected at.
-    const capPrice = maxBorrowRate !== undefined && new decimal_js_1.default(maxBorrowRate).gt(0)
-        ? (0, rate_1.midnightPriceFromApy)(maxBorrowRate, ttmDays)
-        : worstPrice;
+    const capPrice = (0, rate_1.midnightBoundPrice)(estBorrowRate, ttmDays, 'ceiling', maxBorrowRate, rateSlippagePercent);
     const maxRate = (0, rate_1.midnightApyFromPrice)(capPrice, ttmDays);
     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(capPrice).lte(0) ? '0' : new decimal_js_1.default(assetsRaw).div(capPrice).toFixed(0);
@@ -236,35 +216,15 @@ const getMorphoMidnightBorrowQuote = (marketId, assetsRaw, slippagePercent, matu
         maxUnits });
 });
 exports.getMorphoMidnightBorrowQuote = getMorphoMidnightBorrowQuote;
-/**
- * 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
- * the cheap offers get taken first. `assetsRaw` is the amount **spent** (raw loan-token base units) —
- * matching `MidnightPaybackFromOrders`, whose `amount` is what leaves the wallet; the units bought, and
- * therefore the debt retired, exceed it because a unit costs less than one loan token before maturity.
- * Throws if the book can't fill the amount (caller handles).
- *
- * The mirror image of the borrow quote in every respect. A repayer wants a *high* rate, i.e. cheap units,
- * so the guard is a floor rather than a ceiling:
- *  - `minPaybackRate` — an absolute APY floor, honoured **exactly** via `midnightPriceFromApy`. Prefer
- *    this when a user pins a min rate.
- *  - otherwise `slippagePercent`, the API's own price-level knob, whose APY effect is amplified by the
- *    annualisation factor near maturity. `minRate` reports what the floor actually permits.
- *
- * 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.
- */
-const getMorphoMidnightPaybackQuote = (marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker) => __awaiter(void 0, void 0, void 0, function* () {
+const getMorphoMidnightPaybackQuote = (marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker, rateSlippagePercent) => __awaiter(void 0, void 0, void 0, function* () {
     if ((0, morphoMidnight_1.isTenorMidnightMarket)(marketId)) {
-        return (0, tenor_1.getTenorPaybackQuote)(marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker);
+        return (0, tenor_1.getTenorPaybackQuote)(marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker, rateSlippagePercent);
     }
     const quote = yield fetchMorphoMidnightQuote(marketId, 'asks', { assets: assetsRaw }, slippagePercent);
-    const { bestPrice, worstPrice } = quote;
+    const { bestPrice } = quote;
     const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
     const estPaybackRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
-    const capPrice = minPaybackRate !== undefined && new decimal_js_1.default(minPaybackRate).gt(0)
-        ? (0, rate_1.midnightPriceFromApy)(minPaybackRate, ttmDays)
-        : worstPrice;
+    const capPrice = (0, rate_1.midnightBoundPrice)(estPaybackRate, ttmDays, 'floor', minPaybackRate, rateSlippagePercent);
     const minRate = (0, rate_1.midnightApyFromPrice)(capPrice, ttmDays);
     // Rounded down on both counts: `newUnits` must not overstate the debt the user sees retired, and a
     // `minUnits` rounded up would be a stricter floor than asked for and revert a payback that was fine.
@@ -276,32 +236,15 @@ const getMorphoMidnightPaybackQuote = (marketId, assetsRaw, slippagePercent, mat
         minUnits });
 });
 exports.getMorphoMidnightPaybackQuote = getMorphoMidnightPaybackQuote;
-/**
- * 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`.
- */
-const getMorphoMidnightPaybackUnitsQuote = (marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker) => __awaiter(void 0, void 0, void 0, function* () {
+const getMorphoMidnightPaybackUnitsQuote = (marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker, rateSlippagePercent) => __awaiter(void 0, void 0, void 0, function* () {
     if ((0, morphoMidnight_1.isTenorMidnightMarket)(marketId)) {
-        return (0, tenor_1.getTenorPaybackUnitsQuote)(marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker);
+        return (0, tenor_1.getTenorPaybackUnitsQuote)(marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker, rateSlippagePercent);
     }
     const quote = yield fetchMorphoMidnightQuote(marketId, 'asks', { units: unitsRaw }, slippagePercent);
-    const { bestPrice, worstPrice } = quote;
+    const { bestPrice } = quote;
     const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
     const estPaybackRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
-    const capPrice = minPaybackRate !== undefined && new decimal_js_1.default(minPaybackRate).gt(0)
-        ? (0, rate_1.midnightPriceFromApy)(minPaybackRate, ttmDays)
-        : worstPrice;
+    const capPrice = (0, rate_1.midnightBoundPrice)(estPaybackRate, ttmDays, 'floor', minPaybackRate, rateSlippagePercent);
     const minRate = (0, rate_1.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

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

@@ -7,5 +7,9 @@ export declare const midnightApyFromPrice: (price: Dec.Value, ttmDays: Dec.Value
  * price = (1 + rate)^(−ttmDays / 365).
  */
 export declare const midnightPriceFromApy: (ratePercent: Dec.Value, ttmDays: Dec.Value) => string;
+export declare const MIDNIGHT_DEFAULT_RATE_SLIPPAGE = 0.1;
+/** Which side of the estimate a guard sits on: a ceiling for borrows, a floor for paybacks. */
+export type MidnightRateBoundKind = 'ceiling' | 'floor';
+export declare const midnightBoundPrice: (estRate: Dec.Value, ttmDays: Dec.Value, kind: MidnightRateBoundKind, boundRate?: Dec.Value, rateSlippagePercent?: Dec.Value) => string;
 export declare const midnightBookBestFirst: (side: MorphoMidnightBookSide) => 1 | -1;
 export declare const buildMidnightParsedBook: (offers: MorphoMidnightBookOffer[], side: MorphoMidnightBookSide) => MorphoMidnightParsedBook | null;

package/cjs/helpers/morphoMidnightHelpers/rate.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildMidnightParsedBook = exports.midnightBookBestFirst = exports.midnightPriceFromApy = exports.midnightApyFromPrice = exports.midnightTimeToMaturityDays = void 0;
+exports.buildMidnightParsedBook = exports.midnightBookBestFirst = exports.midnightBoundPrice = exports.MIDNIGHT_DEFAULT_RATE_SLIPPAGE = exports.midnightPriceFromApy = exports.midnightApyFromPrice = exports.midnightTimeToMaturityDays = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const constants_1 = require("../../constants");
 const nowInSeconds = () => Math.floor(Date.now() / 1000);
@@ -34,6 +34,19 @@ const midnightPriceFromApy = (ratePercent, ttmDays) => {
     return new decimal_js_1.default(1).div(new decimal_js_1.default(1).add(rate.div(100)).pow(ttm.div(365))).toString();
 };
 exports.midnightPriceFromApy = midnightPriceFromApy;
+exports.MIDNIGHT_DEFAULT_RATE_SLIPPAGE = 0.1;
+const MIDNIGHT_MIN_FLOOR_RATIO = 0.5;
+const midnightBoundPrice = (estRate, ttmDays, kind, boundRate, rateSlippagePercent = exports.MIDNIGHT_DEFAULT_RATE_SLIPPAGE) => {
+    if (boundRate !== undefined && new decimal_js_1.default(boundRate).gt(0))
+        return (0, exports.midnightPriceFromApy)(boundRate, ttmDays);
+    const est = new decimal_js_1.default(estRate);
+    const slippage = new decimal_js_1.default(rateSlippagePercent);
+    const bound = kind === 'ceiling'
+        ? est.add(slippage)
+        : decimal_js_1.default.max(est.sub(slippage), est.mul(MIDNIGHT_MIN_FLOOR_RATIO));
+    return (0, exports.midnightPriceFromApy)(bound, ttmDays);
+};
+exports.midnightBoundPrice = midnightBoundPrice;
 const midnightBookBestFirst = (side) => (side === 'asks' ? -1 : 1);
 exports.midnightBookBestFirst = midnightBookBestFirst;
 const buildMidnightParsedBook = (offers, side) => {

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

@@ -4,7 +4,6 @@ import type { MorphoMidnightBorrowQuote, MorphoMidnightPaybackQuote, MorphoMidni
 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;
@@ -119,7 +118,12 @@ export declare const parseTenorBookSide: (json: TenorBookResponse, side: MorphoM
 }[];
 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>;
+/**
+ * Tenor's router takes no slippage of its own — it prices the fill and hands back the offers. `slippagePercent`
+ * is therefore accepted only to keep the signature aligned with the Morpho-hosted quote that `index.ts`
+ * forwards to positionally; the guard comes from `rateSlippagePercent` via `midnightBoundPrice`.
+ */
+export declare const getTenorBorrowQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, maxBorrowRate?: Dec.Value, taker?: string, rateSlippagePercent?: Dec.Value, network?: NetworkNumber) => Promise<MorphoMidnightBorrowQuote>;
+export declare const getTenorPaybackQuote: (marketId: string, assetsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string, rateSlippagePercent?: Dec.Value, network?: NetworkNumber) => Promise<MorphoMidnightPaybackQuote>;
+export declare const getTenorPaybackUnitsQuote: (marketId: string, unitsRaw: string, slippagePercent: Dec.Value, maturity: number, minPaybackRate?: Dec.Value, taker?: string, rateSlippagePercent?: Dec.Value, network?: NetworkNumber) => Promise<MorphoMidnightPaybackUnitsQuote>;
 export {};

package/cjs/helpers/morphoMidnightHelpers/tenor.js

@@ -12,7 +12,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTenorPaybackUnitsQuote = exports.getTenorPaybackQuote = exports.getTenorBorrowQuote = exports.getTenorMarketBook = exports.parseTenorOrderBook = exports.parseTenorBookSide = exports.tenorOfferFillToApiFill = exports.tenorOfferToApiOffer = exports.tenorCapPrice = exports.tenorBookRateToApyPercent = exports.tenorBookKeyFor = void 0;
+exports.getTenorPaybackUnitsQuote = exports.getTenorPaybackQuote = exports.getTenorBorrowQuote = exports.getTenorMarketBook = exports.parseTenorOrderBook = exports.parseTenorBookSide = exports.tenorOfferFillToApiFill = exports.tenorOfferToApiOffer = exports.tenorBookRateToApyPercent = exports.tenorBookKeyFor = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const tokens_1 = require("@defisaver/tokens");
 const constants_1 = require("../../constants");
@@ -31,13 +31,6 @@ exports.tenorBookKeyFor = tenorBookKeyFor;
 const tenorBookRateToApyPercent = (rate) => new decimal_js_1.default(rate || 0).div(100).toString();
 exports.tenorBookRateToApyPercent = tenorBookRateToApyPercent;
 const tenorFillPrice = (assets, units) => (new decimal_js_1.default(units).lte(0) ? '0' : new decimal_js_1.default(assets).div(units).toString());
-const tenorCapPrice = (bestPrice, slippagePercent, direction, ttmDays, boundRate) => {
-    if (boundRate !== undefined && new decimal_js_1.default(boundRate).gt(0))
-        return (0, rate_1.midnightPriceFromApy)(boundRate, ttmDays);
-    const band = new decimal_js_1.default(1).add(new decimal_js_1.default(slippagePercent || 0).div(100).mul(direction));
-    return decimal_js_1.default.max(0, new decimal_js_1.default(bestPrice).mul(band)).toString();
-};
-exports.tenorCapPrice = tenorCapPrice;
 /**
  * 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.
@@ -166,7 +159,12 @@ const fetchTenorQuote = (_a) => __awaiter(void 0, [_a], void 0, function* ({ mar
     };
 });
 const TENOR_NO_AVAILABLE_UNITS = '0';
-const getTenorBorrowQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, maxBorrowRate_1, taker_1, ...args_1) => __awaiter(void 0, [marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, maxBorrowRate_1, taker_1, ...args_1], void 0, function* (marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker, network = types_1.NetworkNumber.Base) {
+/**
+ * Tenor's router takes no slippage of its own — it prices the fill and hands back the offers. `slippagePercent`
+ * is therefore accepted only to keep the signature aligned with the Morpho-hosted quote that `index.ts`
+ * forwards to positionally; the guard comes from `rateSlippagePercent` via `midnightBoundPrice`.
+ */
+const getTenorBorrowQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, maxBorrowRate_1, taker_1, rateSlippagePercent_1, ...args_1) => __awaiter(void 0, [marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, maxBorrowRate_1, taker_1, rateSlippagePercent_1, ...args_1], void 0, function* (marketId, assetsRaw, slippagePercent, maturity, maxBorrowRate, taker, rateSlippagePercent, network = types_1.NetworkNumber.Base) {
     if (!(0, morphoMidnight_1.isTenorMidnightMarket)(marketId)) {
         throw new Error(tenorQuoteError(`Not a Tenor Midnight market: ${marketId}`));
     }
@@ -179,7 +177,7 @@ const getTenorBorrowQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturit
     const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
     const bestPrice = tenorFillPrice(assetsRaw, quote.units);
     const estBorrowRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
-    const capPrice = (0, exports.tenorCapPrice)(bestPrice, slippagePercent, -1, ttmDays, maxBorrowRate);
+    const capPrice = (0, rate_1.midnightBoundPrice)(estBorrowRate, ttmDays, 'ceiling', maxBorrowRate, rateSlippagePercent);
     const maxRate = (0, rate_1.midnightApyFromPrice)(capPrice, ttmDays);
     const maxUnits = new decimal_js_1.default(capPrice).lte(0) ? '0' : new decimal_js_1.default(assetsRaw).div(capPrice).toFixed(0);
     return {
@@ -195,7 +193,7 @@ const getTenorBorrowQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturit
     };
 });
 exports.getTenorBorrowQuote = getTenorBorrowQuote;
-const getTenorPaybackQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, ...args_1) => __awaiter(void 0, [marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, ...args_1], void 0, function* (marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker, network = types_1.NetworkNumber.Base) {
+const getTenorPaybackQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, rateSlippagePercent_1, ...args_1) => __awaiter(void 0, [marketId_1, assetsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, rateSlippagePercent_1, ...args_1], void 0, function* (marketId, assetsRaw, slippagePercent, maturity, minPaybackRate, taker, rateSlippagePercent, network = types_1.NetworkNumber.Base) {
     if (!(0, morphoMidnight_1.isTenorMidnightMarket)(marketId)) {
         throw new Error(tenorQuoteError(`Not a Tenor Midnight market: ${marketId}`));
     }
@@ -208,7 +206,7 @@ const getTenorPaybackQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturi
     const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
     const bestPrice = tenorFillPrice(assetsRaw, quote.units);
     const estPaybackRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
-    const capPrice = (0, exports.tenorCapPrice)(bestPrice, slippagePercent, 1, ttmDays, minPaybackRate);
+    const capPrice = (0, rate_1.midnightBoundPrice)(estPaybackRate, ttmDays, 'floor', minPaybackRate, rateSlippagePercent);
     const minRate = (0, rate_1.midnightApyFromPrice)(capPrice, ttmDays);
     const minUnits = new decimal_js_1.default(capPrice).lte(0) ? '0' : new decimal_js_1.default(assetsRaw).div(capPrice).toFixed(0, decimal_js_1.default.ROUND_DOWN);
     return {
@@ -224,7 +222,7 @@ const getTenorPaybackQuote = (marketId_1, assetsRaw_1, slippagePercent_1, maturi
     };
 });
 exports.getTenorPaybackQuote = getTenorPaybackQuote;
-const getTenorPaybackUnitsQuote = (marketId_1, unitsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, ...args_1) => __awaiter(void 0, [marketId_1, unitsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, ...args_1], void 0, function* (marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker, network = types_1.NetworkNumber.Base) {
+const getTenorPaybackUnitsQuote = (marketId_1, unitsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, rateSlippagePercent_1, ...args_1) => __awaiter(void 0, [marketId_1, unitsRaw_1, slippagePercent_1, maturity_1, minPaybackRate_1, taker_1, rateSlippagePercent_1, ...args_1], void 0, function* (marketId, unitsRaw, slippagePercent, maturity, minPaybackRate, taker, rateSlippagePercent, network = types_1.NetworkNumber.Base) {
     if (!(0, morphoMidnight_1.isTenorMidnightMarket)(marketId)) {
         throw new Error(tenorQuoteError(`Not a Tenor Midnight market: ${marketId}`));
     }
@@ -238,7 +236,7 @@ const getTenorPaybackUnitsQuote = (marketId_1, unitsRaw_1, slippagePercent_1, ma
     const newAssets = quote.buyerAssets;
     const bestPrice = tenorFillPrice(newAssets, unitsRaw);
     const estPaybackRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
-    const capPrice = (0, exports.tenorCapPrice)(bestPrice, slippagePercent, 1, ttmDays, minPaybackRate);
+    const capPrice = (0, rate_1.midnightBoundPrice)(estPaybackRate, ttmDays, 'floor', minPaybackRate, rateSlippagePercent);
     const minRate = (0, rate_1.midnightApyFromPrice)(capPrice, ttmDays);
     const maxAssets = new decimal_js_1.default(unitsRaw).mul(capPrice).toFixed(0, decimal_js_1.default.ROUND_UP);
     return {

package/cjs/index.d.ts

@@ -18,9 +18,8 @@ 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, morphoMidnight, 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, 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.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;
+exports.savings = exports.claiming = exports.portfolio = exports.fluid = 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;
@@ -76,8 +76,6 @@ const morphoMidnight = __importStar(require("./morphoMidnight"));
 exports.morphoMidnight = morphoMidnight;
 const llamaLend = __importStar(require("./llamaLend"));
 exports.llamaLend = llamaLend;
-const eulerV2 = __importStar(require("./eulerV2"));
-exports.eulerV2 = eulerV2;
 const portfolio = __importStar(require("./portfolio"));
 exports.portfolio = portfolio;
 const claiming = __importStar(require("./claiming"));

package/cjs/markets/index.d.ts

@@ -6,6 +6,5 @@ export { MorphoBlueMarkets, findMorphoBlueMarket } from './morphoBlue';
 export { MorphoMidnightMarkets, findMorphoMidnightMarket, isTenorMidnightMarket, morphoMidnightMarketCollateralParams, } from './morphoMidnight';
 export { LlamaLendMarkets } from './llamaLend';
 export { LiquityV2Markets, findLiquityV2MarketByAddress } from './liquityV2';
-export { EulerV2Markets } from './euler';
 export { FluidMarkets, getFluidVersionsDataForNetwork, getFluidMarketInfoById, getFTokenAddress, getFluidMarketInfoByAddress, } from './fluid';
 export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';

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.morphoMidnightMarketCollateralParams = exports.isTenorMidnightMarket = 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;
+exports.findAaveV4SpokeByAddress = exports.AaveV4Spokes = exports.getFluidMarketInfoByAddress = exports.getFTokenAddress = exports.getFluidMarketInfoById = exports.getFluidVersionsDataForNetwork = exports.FluidMarkets = exports.findLiquityV2MarketByAddress = exports.LiquityV2Markets = exports.LlamaLendMarkets = exports.morphoMidnightMarketCollateralParams = exports.isTenorMidnightMarket = 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; } });
@@ -32,8 +32,6 @@ Object.defineProperty(exports, "LlamaLendMarkets", { enumerable: true, get: func
 var liquityV2_1 = require("./liquityV2");
 Object.defineProperty(exports, "LiquityV2Markets", { enumerable: true, get: function () { return liquityV2_1.LiquityV2Markets; } });
 Object.defineProperty(exports, "findLiquityV2MarketByAddress", { enumerable: true, get: function () { return liquityV2_1.findLiquityV2MarketByAddress; } });
-var euler_1 = require("./euler");
-Object.defineProperty(exports, "EulerV2Markets", { enumerable: true, get: function () { return euler_1.EulerV2Markets; } });
 var fluid_1 = require("./fluid");
 Object.defineProperty(exports, "FluidMarkets", { enumerable: true, get: function () { return fluid_1.FluidMarkets; } });
 Object.defineProperty(exports, "getFluidVersionsDataForNetwork", { enumerable: true, get: function () { return fluid_1.getFluidVersionsDataForNetwork; } });

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

@@ -65,6 +65,8 @@ export declare const MORPHO_BLUE_WBTC_USDT_860: (networkId?: NetworkNumber) => M
 export declare const MORPHO_BLUE_WSTETH_USDT_860: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_SYRUPUSDC_RLUSD_915: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_WEETH_USDC_770: (networkId?: NetworkNumber) => MorphoBlueMarketData;
+export declare const MORPHO_BLUE_WEETH_USDC_860: (networkId?: NetworkNumber) => MorphoBlueMarketData;
+export declare const MORPHO_BLUE_WEETH_USDC_860_85252BB8: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_ETH_USDC_860_94B823E6: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_USD3_USDC_915: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_STUSDS_USDC_860: (networkId?: NetworkNumber) => MorphoBlueMarketData;
@@ -72,6 +74,7 @@ export declare const MORPHO_BLUE_CBBTC_RLUSD_860: (networkId?: NetworkNumber) =>
 export declare const MORPHO_BLUE_WBTC_ETH_915: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_CBBTC_ETH_915_12DBF493: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_WEETH_USDT_860: (networkId?: NetworkNumber) => MorphoBlueMarketData;
+export declare const MORPHO_BLUE_WEETH_USDT_860_A6A4C1F1: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_SYRUPUSDT_USDT_915: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_CBBTC_PYUSD_860: (networkId?: NetworkNumber) => MorphoBlueMarketData;
 export declare const MORPHO_BLUE_WEETH_USDT_770: (networkId?: NetworkNumber) => MorphoBlueMarketData;
@@ -185,6 +188,8 @@ export declare const MorphoBlueMarkets: (networkId: NetworkNumber) => {
     readonly morphobluewstethusdt_860: MorphoBlueMarketData;
     readonly morphobluesyrupusdcrlusd_915: MorphoBlueMarketData;
     readonly morphoblueweethusdc_770: MorphoBlueMarketData;
+    readonly morphoblueweethusdc_860: MorphoBlueMarketData;
+    readonly morphoblueweethusdc_860_85252bb8: MorphoBlueMarketData;
     readonly morphoblueethusdc_860_94b823e6: MorphoBlueMarketData;
     readonly morphoblueusd3usdc_915: MorphoBlueMarketData;
     readonly morphobluestusdsusdc_860: MorphoBlueMarketData;
@@ -192,6 +197,7 @@ export declare const MorphoBlueMarkets: (networkId: NetworkNumber) => {
     readonly morphobluewbtceth_915: MorphoBlueMarketData;
     readonly morphobluecbbtceth_915_12dbf493: MorphoBlueMarketData;
     readonly morphoblueweethusdt_860: MorphoBlueMarketData;
+    readonly morphoblueweethusdt_860_a6a4c1f1: MorphoBlueMarketData;
     readonly morphobluesyrupusdtusdt_915: MorphoBlueMarketData;
     readonly morphobluecbbtcpyusd_860: MorphoBlueMarketData;
     readonly morphoblueweethusdt_770: MorphoBlueMarketData;