@defisaver/positions-sdk 2.1.144-dev → 2.1.145

package/cjs/helpers/morphoMidnightHelpers/rate.js

@@ -0,0 +1,62 @@
+"use strict";
+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.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);
+// 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;
+/**
+ * Inverse of `midnightApyFromPrice`: the loan-per-unit price a borrow APY implies,
+ * price = (1 + rate)^(−ttmDays / 365).
+ */
+const midnightPriceFromApy = (ratePercent, ttmDays) => {
+    const rate = new decimal_js_1.default(ratePercent);
+    const ttm = new decimal_js_1.default(ttmDays);
+    if (rate.lte(0) || ttm.lte(0))
+        return '1';
+    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) => {
+    const bestFirst = [...offers].sort((a, b) => new decimal_js_1.default(a.rate).minus(b.rate).mul((0, exports.midnightBookBestFirst)(side)).toNumber());
+    if (bestFirst.length === 0)
+        return null;
+    return {
+        bestRate: bestFirst[0].rate,
+        totalLiquidity: bestFirst.reduce((sum, offer) => sum.add(offer.liquidity), new decimal_js_1.default(0)).toString(),
+        offers: bestFirst,
+    };
+};
+exports.buildMidnightParsedBook = buildMidnightParsedBook;

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

@@ -0,0 +1,129 @@
+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;
+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>;
+/**
+ * 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

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+"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.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");
+const types_1 = require("../../types");
+const morphoMidnight_1 = require("../../markets/morphoMidnight");
+const rate_1 = require("./rate");
+// Notion doc by Rajko: https://app.notion.com/p/defisaver/Tenor-API-3ba0be682adc80dfad35c81a9a4cb442
+const TENOR_QUOTES_URL = 'https://router.tenor.finance/v1/quotes';
+const TENOR_ORDERBOOK_URL = 'https://router.tenor.finance/v1/orderbook';
+const TENOR_TIMEOUT_MS = 15000;
+const TENOR_ALGORITHM = 'branch_and_bound';
+const tenorQuoteError = (reason) => (reason ? `Morpho Midnight quote unavailable: ${reason}` : 'Morpho Midnight quote unavailable');
+const tenorBookKeyFor = (side) => (side === 'bids' ? 'asks' : 'bids');
+exports.tenorBookKeyFor = tenorBookKeyFor;
+// Tenor order-book levels are annualized APR in basis points: 25 → 0.25%, 700 → 7%.
+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());
+/**
+ * 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.
+ */
+const tenorOfferToApiOffer = (offer) => ({
+    market: {
+        chain_id: offer.chain_id,
+        midnight: morphoMidnight_1.MIDNIGHT_BASE,
+        loan_token: offer.loan_token_address,
+        collaterals: offer.collaterals || [],
+        maturity: offer.maturity,
+        rcf_threshold: offer.rcf_threshold,
+        enter_gate: offer.enter_gate,
+        liquidator_gate: offer.liquidator_gate,
+    },
+    buy: offer.buy,
+    maker: offer.maker,
+    start: offer.start,
+    expiry: offer.expiry,
+    tick: offer.tick,
+    group: offer.group || constants_1.ZERO_BYTES32,
+    callback: offer.callback || constants_1.ZERO_ADDRESS,
+    callback_data: offer.callback_data || '0x',
+    receiver_if_maker_is_seller: offer.receiver_if_maker_is_seller || constants_1.ZERO_ADDRESS,
+    ratifier: offer.ratifier || constants_1.ZERO_ADDRESS,
+    reduce_only: offer.reduce_only,
+    max_units: offer.max_units,
+    max_assets: offer.max_assets,
+    continuous_fee_cap: offer.continuous_fee_cap,
+});
+exports.tenorOfferToApiOffer = tenorOfferToApiOffer;
+const tenorOfferFillToApiFill = (fill) => ({
+    units: fill.units,
+    offer: (0, exports.tenorOfferToApiOffer)(fill.offer),
+    ratifier_data: fill.offer.ratifier_data || '0x',
+    market_id: '',
+});
+exports.tenorOfferFillToApiFill = tenorOfferFillToApiFill;
+const tenorBookBuckets = (side) => {
+    if (!side)
+        return [];
+    if (Array.isArray(side))
+        return side;
+    return side.buckets || [];
+};
+/** The levels resting on the Tenor side a taker of `side` fills, in raw loan-token base units. */
+const parseTenorBookSide = (json, side) => tenorBookBuckets(json[(0, exports.tenorBookKeyFor)(side)])
+    .map((bucket) => ({
+    rate: (0, exports.tenorBookRateToApyPercent)(bucket.rate),
+    liquidityRaw: new decimal_js_1.default(bucket.liquidity || 0).toFixed(0),
+}))
+    .filter((offer) => new decimal_js_1.default(offer.liquidityRaw).gt(0));
+exports.parseTenorBookSide = parseTenorBookSide;
+const parseTenorOrderBook = (json, side, loanSymbol) => {
+    const offers = (0, exports.parseTenorBookSide)(json, side).map((offer) => ({
+        rate: offer.rate,
+        liquidity: (0, tokens_1.assetAmountInEth)(offer.liquidityRaw, loanSymbol),
+    }));
+    return (0, rate_1.buildMidnightParsedBook)(offers, side);
+};
+exports.parseTenorOrderBook = parseTenorOrderBook;
+const fetchTenorBook = (marketId, network) => __awaiter(void 0, void 0, void 0, function* () {
+    const res = yield fetch(`${TENOR_ORDERBOOK_URL}/${marketId}?chain_id=${network}`, { signal: AbortSignal.timeout(TENOR_TIMEOUT_MS) });
+    if (!res.ok)
+        throw new Error(`Midnight book request failed for ${marketId} (${res.status})`);
+    return res.json();
+});
+const getTenorMarketBook = (market_1, network_1, ...args_1) => __awaiter(void 0, [market_1, network_1, ...args_1], void 0, function* (market, network, side = 'bids') {
+    const loanSymbol = (0, tokens_1.getAssetInfoByAddress)(market.loanToken, network).symbol;
+    return (0, exports.parseTenorOrderBook)(yield fetchTenorBook(market.marketId, network), side, loanSymbol);
+});
+exports.getTenorMarketBook = getTenorMarketBook;
+const tenorBookAvailableAssetsRaw = (marketId, network, side) => __awaiter(void 0, void 0, void 0, function* () {
+    try {
+        const json = yield fetchTenorBook(marketId, network);
+        return (0, exports.parseTenorBookSide)(json, side).reduce((sum, offer) => sum.add(offer.liquidityRaw), new decimal_js_1.default(0)).toFixed(0);
+    }
+    catch (_a) {
+        return '0';
+    }
+});
+const fetchTenorQuote = (_a) => __awaiter(void 0, [_a], void 0, function* ({ marketId, side, assets, units, taker, network = types_1.NetworkNumber.Base, }) {
+    var _b;
+    const hasAssets = assets !== undefined && assets !== null;
+    const hasUnits = units !== undefined && units !== null;
+    if (hasAssets === hasUnits) {
+        throw new Error(tenorQuoteError('Either assets or units must be provided'));
+    }
+    if (side !== 'asks' && side !== 'bids') {
+        throw new Error(tenorQuoteError(`Unsupported Tenor quote side: ${side}`));
+    }
+    const isBuy = side === 'asks';
+    const amount = (hasAssets ? assets : units);
+    const res = yield fetch(TENOR_QUOTES_URL, {
+        method: 'POST',
+        headers: { 'Content-Type': 'application/json' },
+        body: JSON.stringify({
+            market_hashes: [marketId],
+            amount,
+            chain_id: network,
+            is_buy: isBuy,
+            is_exact_in: hasAssets ? isBuy : !isBuy,
+            limit_rate: null,
+            valid_for: null,
+            algorithm: TENOR_ALGORITHM,
+            allow_partial: false,
+            taker: taker || constants_1.ZERO_ADDRESS,
+        }),
+        signal: AbortSignal.timeout(TENOR_TIMEOUT_MS),
+    });
+    const result = yield res.json().catch(() => ({}));
+    if (!res.ok) {
+        throw new Error(tenorQuoteError(result.error || result.message || `Tenor quote request failed with status ${res.status}`));
+    }
+    const payload = ((_b = result.quotes) === null || _b === void 0 ? void 0 : _b[0]) || result;
+    const quotedUnits = new decimal_js_1.default(payload.units || result.units || 0);
+    const offers = payload.offers || result.offers || [];
+    // A book that can't fill the size comes back 200 with everything zeroed rather than as an error.
+    if (quotedUnits.lte(0) || offers.length === 0) {
+        throw new Error(tenorQuoteError('INSUFFICIENT_LIQUIDITY'));
+    }
+    return {
+        units: quotedUnits.toFixed(0),
+        buyerAssets: (payload.buyer_assets || result.buyer_assets || '0').toString(),
+        offerFills: offers.map(exports.tenorOfferFillToApiFill),
+    };
+});
+const TENOR_NO_AVAILABLE_UNITS = '0';
+/**
+ * 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}`));
+    }
+    const [quote, availableAssets] = yield Promise.all([
+        fetchTenorQuote({
+            marketId, side: 'bids', assets: assetsRaw, taker, network,
+        }),
+        tenorBookAvailableAssetsRaw(marketId, network, 'bids'),
+    ]);
+    const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
+    const bestPrice = tenorFillPrice(assetsRaw, quote.units);
+    const estBorrowRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
+    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 {
+        bestPrice,
+        worstPrice: capPrice,
+        estBorrowRate,
+        maxRate,
+        newUnits: quote.units,
+        maxUnits,
+        availableAssets,
+        availableUnits: TENOR_NO_AVAILABLE_UNITS,
+        takeableOffers: quote.offerFills,
+    };
+});
+exports.getTenorBorrowQuote = getTenorBorrowQuote;
+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}`));
+    }
+    const [quote, availableAssets] = yield Promise.all([
+        fetchTenorQuote({
+            marketId, side: 'asks', assets: assetsRaw, taker, network,
+        }),
+        tenorBookAvailableAssetsRaw(marketId, network, 'asks'),
+    ]);
+    const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
+    const bestPrice = tenorFillPrice(assetsRaw, quote.units);
+    const estPaybackRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
+    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 {
+        bestPrice,
+        worstPrice: capPrice,
+        estPaybackRate,
+        minRate,
+        newUnits: quote.units,
+        minUnits,
+        availableAssets,
+        availableUnits: TENOR_NO_AVAILABLE_UNITS,
+        takeableOffers: quote.offerFills,
+    };
+});
+exports.getTenorPaybackQuote = getTenorPaybackQuote;
+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}`));
+    }
+    const [quote, availableAssets] = yield Promise.all([
+        fetchTenorQuote({
+            marketId, side: 'asks', units: unitsRaw, taker, network,
+        }),
+        tenorBookAvailableAssetsRaw(marketId, network, 'asks'),
+    ]);
+    const ttmDays = (0, rate_1.midnightTimeToMaturityDays)(maturity);
+    const newAssets = quote.buyerAssets;
+    const bestPrice = tenorFillPrice(newAssets, unitsRaw);
+    const estPaybackRate = (0, rate_1.midnightApyFromPrice)(bestPrice, ttmDays);
+    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 {
+        bestPrice,
+        worstPrice: capPrice,
+        estPaybackRate,
+        minRate,
+        newAssets,
+        maxAssets,
+        availableAssets,
+        availableUnits: TENOR_NO_AVAILABLE_UNITS,
+        takeableOffers: quote.offerFills,
+    };
+});
+exports.getTenorPaybackUnitsQuote = getTenorPaybackUnitsQuote;

package/cjs/index.d.ts

@@ -16,9 +16,10 @@ 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 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, 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.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.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 portfolio = __importStar(require("./portfolio"));

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, isTenorMidnightMarket, morphoMidnightMarketCollateralParams, } from './morphoMidnight';
 export { LlamaLendMarkets } from './llamaLend';
 export { LiquityV2Markets, findLiquityV2MarketByAddress } from './liquityV2';
 export { FluidMarkets, getFluidVersionsDataForNetwork, getFluidMarketInfoById, getFTokenAddress, getFluidMarketInfoByAddress, } from './fluid';

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.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.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; } });
@@ -22,6 +22,11 @@ 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; } });
+Object.defineProperty(exports, "isTenorMidnightMarket", { enumerable: true, get: function () { return morphoMidnight_1.isTenorMidnightMarket; } });
+Object.defineProperty(exports, "morphoMidnightMarketCollateralParams", { enumerable: true, get: function () { return morphoMidnight_1.morphoMidnightMarketCollateralParams; } });
 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 +1,60 @@
+import { MorphoMidnightCollateralParams, MorphoMidnightMarketData, NetworkNumber } from '../../types';
+/**
+ * Morpho Midnight core contract on Base. Every Midnight market trades against this one, whoever curates
+ * its order book — it is part of the market struct the id is hashed from, and it is what offer tuples
+ * encode for `Midnight.take`.
+ */
+export declare const MIDNIGHT_BASE: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A";
+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 MORPHO_MIDNIGHT_TENOR_CBBTC_USDC_860_20260827: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBBTC_USDC_860_20260924: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBBTC_USDC_860_20261022: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBBTC_USDC_860_20261119: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBBTC_USDC_860_20261217: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20260827: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20260924: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20261022: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20261119: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20261217: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20260827: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20260924: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20261022: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20261119: (networkId?: NetworkNumber) => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20261217: (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;
+    readonly morphomidnighttenorcbbtcusdc_20260827_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbbtcusdc_20260924_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbbtcusdc_20261022_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbbtcusdc_20261119_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbbtcusdc_20261217_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20260827_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20260924_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20261022_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20261119_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20261217_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbethweth_20260827_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbethweth_20260924_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbethweth_20261022_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbethweth_20261119_base: MorphoMidnightMarketData;
+    readonly morphomidnighttenorcbethweth_20261217_base: MorphoMidnightMarketData;
+};
+export declare const isTenorMidnightMarket: (market: Pick<MorphoMidnightMarketData, "curator"> | string) => boolean;
+export declare const findMorphoMidnightMarket: (marketId: string, network?: NetworkNumber) => MorphoMidnightMarketData | undefined;
+/**
+ * The market's collateral set as the chain knows it: the listed collaterals followed by the curator's
+ * hidden ones. This — not `collaterals` — is what a `Market` struct takes, since the market id is the hash
+ * of that struct. Anything assembling one for a contract call goes through here so it can't quietly build
+ * a market of its own instead.
+ */
+export declare const morphoMidnightMarketCollateralParams: (market: Pick<MorphoMidnightMarketData, "collaterals" | "hiddenCollaterals">) => MorphoMidnightCollateralParams[];