@defisaver/positions-sdk 2.1.151 → 2.1.152-shifter-v2-2-dev

package/cjs/aaveV2/index.js

@@ -177,6 +177,8 @@ const _getAaveV2AccountData = (provider, network, address, assetsData, market) =
     payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
         ? new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
         : '0';
+    // Aave v2 has no LTV-0 fallback (AaveV3View only), so its safety ratio is the plain ratio.
+    payload.safetyRatio = payload.ratio;
     // Calculate borrow limits per asset
     Object.values(payload.usedAssets).forEach((item) => {
         if (item.isBorrowed) {

package/cjs/claiming/compV3.js

@@ -18,7 +18,6 @@ const claiming_1 = require("../types/claiming");
 // `rewardConfig` set - such a market never accrues COMP, so there is nothing to claim.
 // Not decodable by name, since the error lives in CometRewards' ABI and we call through CompV3View.
 const NOT_SUPPORTED_ERROR_SIG = '0x9c58e3b6';
-// Only an actual on-chain revert counts - viem reports transport failures as ContractFunctionExecutionError too.
 const isMarketWithoutRewardsConfig = (err) => {
     var _a;
     if (!(err instanceof viem_1.BaseError))

package/cjs/config/contracts.d.ts

@@ -89746,6 +89746,10 @@ export declare const MidnightView: {
         readonly type: "function";
     }];
     readonly networks: {
+        readonly "1": {
+            readonly address: "0xB64FBf011343961D9AC4A04b714414E35ebE6BE0";
+            readonly createdBlock: 25938908;
+        };
         readonly "8453": {
             readonly address: "0x3aa272f329E8B562A3bA56Bb6979a44D23A28839";
             readonly createdBlock: 48932293;

package/cjs/config/contracts.js

@@ -1131,6 +1131,10 @@ exports.MorphoBlueView = {
 exports.MidnightView = {
     "abi": [{ "inputs": [{ "internalType": "bytes32", "name": "_id", "type": "bytes32" }], "name": "getMarketInfo", "outputs": [{ "components": [{ "internalType": "bytes32", "name": "id", "type": "bytes32" }, { "internalType": "uint128", "name": "totalUnits", "type": "uint128" }, { "internalType": "uint128", "name": "lossFactor", "type": "uint128" }, { "internalType": "uint128", "name": "withdrawable", "type": "uint128" }, { "internalType": "uint128", "name": "continuousFeeCredit", "type": "uint128" }, { "internalType": "uint16[7]", "name": "settlementFees", "type": "uint16[7]" }, { "internalType": "uint32", "name": "continuousFee", "type": "uint32" }, { "internalType": "uint8", "name": "tickSpacing", "type": "uint8" }, { "internalType": "uint256[]", "name": "prices", "type": "uint256[]" }], "internalType": "struct MidnightView.MarketInfo", "name": "info", "type": "tuple" }], "stateMutability": "view", "type": "function" }, { "inputs": [{ "internalType": "bytes32", "name": "_id", "type": "bytes32" }, { "internalType": "address", "name": "_user", "type": "address" }], "name": "getPositionInfo", "outputs": [{ "components": [{ "internalType": "uint128", "name": "credit", "type": "uint128" }, { "internalType": "uint128", "name": "pendingFee", "type": "uint128" }, { "internalType": "uint128", "name": "debt", "type": "uint128" }, { "internalType": "uint128", "name": "collateralBitmap", "type": "uint128" }, { "internalType": "uint128[]", "name": "collateral", "type": "uint128[]" }, { "internalType": "uint256", "name": "ratio", "type": "uint256" }], "internalType": "struct MidnightView.PositionInfo", "name": "pos", "type": "tuple" }], "stateMutability": "view", "type": "function" }, { "inputs": [{ "internalType": "bytes32", "name": "_id", "type": "bytes32" }, { "internalType": "address", "name": "_user", "type": "address" }], "name": "getRatio", "outputs": [{ "internalType": "uint256", "name": "ratio", "type": "uint256" }], "stateMutability": "view", "type": "function" }, { "inputs": [{ "components": [{ "internalType": "uint256", "name": "chainId", "type": "uint256" }, { "internalType": "address", "name": "midnight", "type": "address" }, { "internalType": "address", "name": "loanToken", "type": "address" }, { "components": [{ "internalType": "address", "name": "token", "type": "address" }, { "internalType": "uint256", "name": "lltv", "type": "uint256" }, { "internalType": "uint256", "name": "liquidationCursor", "type": "uint256" }, { "internalType": "address", "name": "oracle", "type": "address" }], "internalType": "struct CollateralParams[]", "name": "collateralParams", "type": "tuple[]" }, { "internalType": "uint256", "name": "maturity", "type": "uint256" }, { "internalType": "uint256", "name": "rcfThreshold", "type": "uint256" }, { "internalType": "address", "name": "enterGate", "type": "address" }, { "internalType": "address", "name": "liquidatorGate", "type": "address" }], "internalType": "struct Market", "name": "_market", "type": "tuple" }], "name": "toId", "outputs": [{ "internalType": "bytes32", "name": "id", "type": "bytes32" }], "stateMutability": "pure", "type": "function" }, { "inputs": [{ "internalType": "bytes32", "name": "_id", "type": "bytes32" }], "name": "toMarket", "outputs": [{ "components": [{ "internalType": "uint256", "name": "chainId", "type": "uint256" }, { "internalType": "address", "name": "midnight", "type": "address" }, { "internalType": "address", "name": "loanToken", "type": "address" }, { "components": [{ "internalType": "address", "name": "token", "type": "address" }, { "internalType": "uint256", "name": "lltv", "type": "uint256" }, { "internalType": "uint256", "name": "liquidationCursor", "type": "uint256" }, { "internalType": "address", "name": "oracle", "type": "address" }], "internalType": "struct CollateralParams[]", "name": "collateralParams", "type": "tuple[]" }, { "internalType": "uint256", "name": "maturity", "type": "uint256" }, { "internalType": "uint256", "name": "rcfThreshold", "type": "uint256" }, { "internalType": "address", "name": "enterGate", "type": "address" }, { "internalType": "address", "name": "liquidatorGate", "type": "address" }], "internalType": "struct Market", "name": "market", "type": "tuple" }], "stateMutability": "view", "type": "function" }],
     "networks": {
+        "1": {
+            "address": "0xB64FBf011343961D9AC4A04b714414E35ebE6BE0",
+            "createdBlock": 25938908,
+        },
         "8453": {
             "address": "0x3aa272f329E8B562A3bA56Bb6979a44D23A28839",
             "createdBlock": 48932293,

package/cjs/fluid/index.d.ts

@@ -133,6 +133,7 @@ export declare const _getUserPositions: (provider: PublicClient, network: Networ
         merklBorrowIncentives: import("../types").IncentiveData[];
         ratio: string;
         collRatio: string;
+        safetyRatio: string;
         minRatio: string;
         totalInterestUsd: string;
         leveragedType?: import("../types").LeverageType;
@@ -167,6 +168,7 @@ export declare const getUserPositions: (provider: EthereumProvider, network: Net
         merklBorrowIncentives: import("../types").IncentiveData[];
         ratio: string;
         collRatio: string;
+        safetyRatio: string;
         minRatio: string;
         totalInterestUsd: string;
         leveragedType?: import("../types").LeverageType;
@@ -201,6 +203,7 @@ export declare const _getUserPositionsPortfolio: (provider: PublicClient, networ
         merklBorrowIncentives: import("../types").IncentiveData[];
         ratio: string;
         collRatio: string;
+        safetyRatio: string;
         minRatio: string;
         totalInterestUsd: string;
         leveragedType?: import("../types").LeverageType;
@@ -221,3 +224,5 @@ export declare const _getUserPositionsPortfolio: (provider: PublicClient, networ
         nftId: string;
     } | undefined;
 }[]>;
+export declare const _getAllFluidMarketDataPortfolio: (provider: PublicClient, network: NetworkNumber) => Promise<Record<string, FluidMarketData>>;
+export declare const getAllFluidMarketDataPortfolio: (provider: EthereumProvider, network: NetworkNumber) => Promise<Record<string, FluidMarketData>>;

package/cjs/fluid/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._getUserPositionsPortfolio = exports.getUserPositions = exports._getUserPositions = exports.getAllUserEarnPositionsWithFTokens = exports._getAllUserEarnPositionsWithFTokens = exports.getFluidDepositData = exports._getFluidDepositData = exports.getFluidTokenData = exports._getFluidTokenData = exports.getAllFluidMarketDataChunked = exports._getAllFluidMarketDataChunked = exports.getFluidPositionWithMarket = exports._getFluidPositionWithMarket = exports.getFluidPosition = exports._getFluidPosition = exports.getFluidVaultIdsForUser = exports._getFluidVaultIdsForUser = exports.getFluidMarketData = exports._getFluidMarketData = exports.EMPTY_FLUID_DATA = exports.EMPTY_USED_ASSET = exports.attachFluidMerklIncentives = exports.getFluidMerklCampaigns = exports.buildFluidMerklRewardMap = exports.FluidMerklOpportunityType = void 0;
+exports.getAllFluidMarketDataPortfolio = exports._getAllFluidMarketDataPortfolio = exports._getUserPositionsPortfolio = exports.getUserPositions = exports._getUserPositions = exports.getAllUserEarnPositionsWithFTokens = exports._getAllUserEarnPositionsWithFTokens = exports.getFluidDepositData = exports._getFluidDepositData = exports.getFluidTokenData = exports._getFluidTokenData = exports.getAllFluidMarketDataChunked = exports._getAllFluidMarketDataChunked = exports.getFluidPositionWithMarket = exports._getFluidPositionWithMarket = exports.getFluidPosition = exports._getFluidPosition = exports.getFluidVaultIdsForUser = exports._getFluidVaultIdsForUser = exports.getFluidMarketData = exports._getFluidMarketData = exports.EMPTY_FLUID_DATA = exports.EMPTY_USED_ASSET = exports.attachFluidMerklIncentives = exports.getFluidMerklCampaigns = exports.buildFluidMerklRewardMap = exports.FluidMerklOpportunityType = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const tokens_1 = require("@defisaver/tokens");
 const common_1 = require("../types/common");
@@ -1410,3 +1410,38 @@ const _getUserPositionsPortfolio = (provider, network, user) => __awaiter(void 0
     })).filter(md => md.marketData !== undefined);
 });
 exports._getUserPositionsPortfolio = _getUserPositionsPortfolio;
+const _getAllFluidMarketDataPortfolio = (provider, network) => __awaiter(void 0, void 0, void 0, function* () {
+    const versions = (0, markets_1.getFluidVersionsDataForNetwork)(network);
+    if (versions.length === 0)
+        return {};
+    const view = (0, contracts_1.FluidViewContractViem)(provider, network);
+    const vaultsData = yield Promise.all(versions.map((version) => view.read.getVaultData([version.marketAddress])));
+    const tokens = Array.from(new Set(vaultsData.map((vaultData) => {
+        const vaultTokens = [(0, tokens_1.getAssetInfoByAddress)(vaultData.supplyToken0, network).symbol, (0, tokens_1.getAssetInfoByAddress)(vaultData.borrowToken0, network).symbol];
+        if (vaultData.supplyToken1 && !(0, utils_1.compareAddresses)(constants_1.ZERO_ADDRESS, vaultData.supplyToken1))
+            vaultTokens.push((0, tokens_1.getAssetInfoByAddress)(vaultData.supplyToken1, network).symbol);
+        if (vaultData.borrowToken1 && !(0, utils_1.compareAddresses)(constants_1.ZERO_ADDRESS, vaultData.borrowToken1))
+            vaultTokens.push((0, tokens_1.getAssetInfoByAddress)(vaultData.borrowToken1, network).symbol);
+        return vaultTokens;
+    }).flat()));
+    // ETH and WBTC needed for other tokens prices
+    if (!tokens.includes('ETH'))
+        tokens.push('ETH');
+    if (!tokens.includes('WBTC'))
+        tokens.push('WBTC');
+    const [tokenPrices, merklCampaigns] = yield Promise.all([
+        getTokensPricesForPortfolio(tokens, provider, network),
+        (0, merkl_1.getFluidMerklCampaigns)(network),
+    ]);
+    const parsedMarketsData = yield Promise.all(vaultsData.map((vaultData) => __awaiter(void 0, void 0, void 0, function* () { return parseMarketData(provider, vaultData, network, tokenPrices); })));
+    const marketsData = {};
+    parsedMarketsData.forEach((marketData, i) => {
+        if (!marketData)
+            return;
+        marketsData[versions[i].value] = (0, merkl_1.attachFluidMerklIncentives)(marketData, merklCampaigns);
+    });
+    return marketsData;
+});
+exports._getAllFluidMarketDataPortfolio = _getAllFluidMarketDataPortfolio;
+const getAllFluidMarketDataPortfolio = (provider, network) => __awaiter(void 0, void 0, void 0, function* () { return (0, exports._getAllFluidMarketDataPortfolio)((0, viem_1.getViemProvider)(provider, network, { batch: { multicall: true } }), network); });
+exports.getAllFluidMarketDataPortfolio = getAllFluidMarketDataPortfolio;

package/cjs/helpers/aaveHelpers/index.js

@@ -140,6 +140,9 @@ const aaveAnyGetAggregatedPositionData = (_a) => {
         return new decimal_js_1.default(suppliedUsd).mul(effectiveLtv);
     });
     payload.safetyRatioWithLtvZeroFallback = +payload.suppliedUsd ? new decimal_js_1.default(payload.borrowLimitWithLtvZeroFallbackUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    // Normalised safety ratio (100 = liquidation on every protocol): the automation ratio above, falling back
+    // to the regular ratio when the fallback carries its '0' placeholder.
+    payload.safetyRatio = +payload.safetyRatioWithLtvZeroFallback ? payload.safetyRatioWithLtvZeroFallback : payload.ratio;
     payload.liqRatio = new decimal_js_1.default(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
     payload.liqPercent = new decimal_js_1.default(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
     const { leveragedType, leveragedAsset } = (0, moneymarket_1.isLeveragedPos)(usedAssets);

package/cjs/helpers/aaveV4Helpers/index.js

@@ -209,6 +209,7 @@ const aaveV4GetAggregatedPositionData = ({ usedAssets, assetsData, network, useU
     payload.ratio = +payload.suppliedUsd ? new decimal_js_1.default(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.minRatio = '100';
     payload.collRatio = +payload.suppliedUsd ? new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    payload.safetyRatio = payload.ratio;
     payload.liqRatio = new decimal_js_1.default(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
     payload.liqPercent = new decimal_js_1.default(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
     const { leveragedType, leveragedAsset } = (0, exports.isLeveragedPosAaveV4)(usedAssets);

package/cjs/helpers/compoundHelpers/index.js

@@ -102,6 +102,7 @@ const getCompoundV2AggregatedData = (_a) => {
     payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
         ? new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString()
         : '0';
+    payload.safetyRatio = payload.ratio;
     // Calculate borrow limits per asset
     Object.values(usedAssets).forEach((item) => {
         if (item.isBorrowed) {
@@ -144,6 +145,7 @@ const getCompoundV3AggregatedData = (_a) => {
     payload.incentiveUsd = incentiveUsd;
     payload.totalInterestUsd = totalInterestUsd;
     payload.minRatio = '100';
+    payload.safetyRatio = payload.ratio;
     payload.liqRatio = new decimal_js_1.default(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
     payload.liqPercent = new decimal_js_1.default(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
     payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;

package/cjs/helpers/curveUsdHelpers/index.js

@@ -34,6 +34,8 @@ const getCrvUsdAggregatedData = (_a) => {
         : '0';
     // this is all approximation
     payload.minAllowedRatio = (0, utils_1.mapRange)(numOfBands, 4, 50, 115, 140); // collateral ratio
+    // Collateral ratio rebased so 100 sits on the band-derived minimum (normalised safety ratio, same scale as the other protocols).
+    payload.safetyRatio = loanExists && payload.minAllowedRatio ? new decimal_js_1.default(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
     payload.collFactor = new decimal_js_1.default(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
     // only take in consideration collAsset
     payload.borrowLimitUsd = ((_b = usedAssets === null || usedAssets === void 0 ? void 0 : usedAssets[selectedMarket.collAsset]) === null || _b === void 0 ? void 0 : _b.isSupplied)

package/cjs/helpers/fluidHelpers/index.js

@@ -85,6 +85,7 @@ const getFluidAggregatedData = ({ usedAssets, assetsData, marketData, }, supplyS
     payload.ratio = +payload.suppliedUsd ? new decimal_js_1.default(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.collRatio = +payload.suppliedUsd ? new decimal_js_1.default(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.minRatio = marketData.minRatio;
+    payload.safetyRatio = payload.ratio;
     const { leveragedType, leveragedAsset } = (0, moneymarket_1.isLeveragedPos)(usedAssets);
     payload.leveragedType = leveragedType;
     payload.liquidationPrice = '';

package/cjs/helpers/liquityV2Helpers/index.js

@@ -48,6 +48,7 @@ const getLiquityV2AggregatedPositionData = ({ usedAssets, assetsData, minCollRat
     payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
     payload.ratio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new decimal_js_1.default(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.collRatio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new decimal_js_1.default(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    payload.safetyRatio = payload.ratio;
     const { netApy, incentiveUsd, totalInterestUsd } = (0, exports.calculateNetApyLiquityV2)(usedAssets, assetsData, interestRate);
     payload.netApy = netApy;
     payload.incentiveUsd = incentiveUsd;

package/cjs/helpers/llamaLendHelpers/index.js

@@ -42,6 +42,8 @@ const getLlamaLendAggregatedData = (_a) => {
         : '0';
     // this is all approximation
     payload.minAllowedRatio = (0, utils_1.mapRange)(numOfBands, 4, 50, 115, 140); // collateral ratio
+    // Collateral ratio rebased so 100 sits on the band-derived minimum (normalised safety ratio, same scale as the other protocols).
+    payload.safetyRatio = loanExists && payload.minAllowedRatio ? new decimal_js_1.default(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
     payload.collFactor = new decimal_js_1.default(1).div(payload.minAllowedRatio).mul(100).toString(); // collateral factor = 1 / collateral ratio
     // only take in consideration collAsset
     payload.borrowLimitUsd = ((_b = usedAssets === null || usedAssets === void 0 ? void 0 : usedAssets[collAsset]) === null || _b === void 0 ? void 0 : _b.isSupplied)

package/cjs/helpers/morphoBlueHelpers/index.js

@@ -46,6 +46,8 @@ const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, marketInf
     payload.ltv = new decimal_js_1.default(((_c = usedAssets[loanToken]) === null || _c === void 0 ? void 0 : _c.borrowed) || 0).div(oracle).div(((_d = usedAssets[collateralToken]) === null || _d === void 0 ? void 0 : _d.supplied) || 1).toString(); // default to 1 because can't div 0
     payload.ratio = new decimal_js_1.default(((_e = usedAssets[collateralToken]) === null || _e === void 0 ? void 0 : _e.supplied) || 0).mul(oracle).div(((_f = usedAssets[loanToken]) === null || _f === void 0 ? void 0 : _f.borrowed) || 1).mul(100)
         .toString();
+    // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
+    payload.safetyRatio = +payload.borrowedUsd > 0 ? new decimal_js_1.default(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     const { leveragedType, leveragedAsset } = (0, moneymarket_1.isLeveragedPos)(usedAssets);
     payload.leveragedType = leveragedType;
     payload.liquidationPrice = '';

package/cjs/helpers/morphoMidnightHelpers/index.js

@@ -77,6 +77,8 @@ const getMorphoMidnightAggregatedPositionData = ({ usedAssets, assetsData, marke
     payload.ltv = new decimal_js_1.default(payload.suppliedCollateralUsd).eq(0) ? '0' : new decimal_js_1.default(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
     payload.ratio = new decimal_js_1.default(payload.borrowedUsd).eq(0) ? '0' : new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
     payload.healthRatio = new decimal_js_1.default(payload.borrowedUsd).eq(0) ? 'Infinity' : new decimal_js_1.default(payload.liquidationLimitUsd).div(payload.borrowedUsd).toDP(4).toString();
+    // Borrow limit over debt, so 100 sits on the market's LLTV however low it is (`ratio` is the raw collateral ratio).
+    payload.safetyRatio = +payload.borrowedUsd > 0 ? new decimal_js_1.default(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     const { leveragedType, leveragedAsset } = (0, moneymarket_1.isLeveragedPos)(usedAssets);
     payload.leveragedType = leveragedType;
     payload.liquidationPrice = '';

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

@@ -41,11 +41,15 @@ interface TenorOfferFill {
 /**
  * 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.
+ *
+ * The core address is the one field Tenor's offer does not carry, so it is derived from the offer's own
+ * `chain_id` rather than the caller's network — an offer names the chain it was made on, and taking it
+ * against another chain's core would address a market that does not exist.
  */
 export declare const tenorOfferToApiOffer: (offer: TenorOffer) => {
     market: {
         chain_id: string | number;
-        midnight: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A";
+        midnight: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A" | "0x471686c42792F93528B000beF54bC10E3aa2045f";
         loan_token: string;
         collaterals: TenorOfferCollateral[];
         maturity: string | number;
@@ -73,7 +77,7 @@ export declare const tenorOfferFillToApiFill: (fill: TenorOfferFill) => {
     offer: {
         market: {
             chain_id: string | number;
-            midnight: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A";
+            midnight: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A" | "0x471686c42792F93528B000beF54bC10E3aa2045f";
             loan_token: string;
             collaterals: TenorOfferCollateral[];
             maturity: string | number;

package/cjs/helpers/morphoMidnightHelpers/tenor.js

@@ -34,11 +34,15 @@ const tenorFillPrice = (assets, units) => (new decimal_js_1.default(units).lte(0
 /**
  * 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.
+ *
+ * The core address is the one field Tenor's offer does not carry, so it is derived from the offer's own
+ * `chain_id` rather than the caller's network — an offer names the chain it was made on, and taking it
+ * against another chain's core would address a market that does not exist.
  */
 const tenorOfferToApiOffer = (offer) => ({
     market: {
         chain_id: offer.chain_id,
-        midnight: morphoMidnight_1.MIDNIGHT_BASE,
+        midnight: (0, morphoMidnight_1.midnightCoreAddress)(Number(offer.chain_id)),
         loan_token: offer.loan_token_address,
         collaterals: offer.collaterals || [],
         maturity: offer.maturity,

package/cjs/helpers/sparkHelpers/index.js

@@ -81,6 +81,7 @@ const sparkGetAggregatedPositionData = (_a) => {
     payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
     payload.ratio = +payload.suppliedUsd ? new decimal_js_1.default(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.collRatio = +payload.suppliedUsd ? new decimal_js_1.default(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    payload.safetyRatio = payload.ratio;
     const { netApy, incentiveUsd, totalInterestUsd } = (0, staking_1.calculateNetApy)({ usedAssets, assetsData });
     payload.netApy = netApy;
     payload.incentiveUsd = incentiveUsd;

package/cjs/liquity/index.js

@@ -77,6 +77,11 @@ const _getLiquityTroveInfo = (provider, network, address) => __awaiter(void 0, v
         _getDebtInFront(viewContract, address),
     ]);
     const recoveryMode = troveInfo[6];
+    const minCollateralRatio = recoveryMode ? exports.LIQUITY_RECOVERY_MODE_RATIO : exports.LIQUITY_NORMAL_MODE_RATIO;
+    const collateral = (0, tokens_1.assetAmountInEth)(troveInfo[1].toString());
+    const debtInAsset = (0, tokens_1.assetAmountInEth)(troveInfo[2].toString());
+    const collRatio = +debtInAsset ? new decimal_js_1.default(collateral).mul((0, tokens_1.assetAmountInEth)(assetPrice.toString())).div(debtInAsset).mul(100)
+        .toString() : '0';
     const payload = {
         troveStatus: types_1.LIQUITY_TROVE_STATUS_ENUM[+(troveInfo[0].toString())],
         collateral: (0, tokens_1.assetAmountInEth)(troveInfo[1].toString()),
@@ -89,7 +94,9 @@ const _getLiquityTroveInfo = (provider, network, address) => __awaiter(void 0, v
         totalETH: totalETH.toString(),
         totalLUSD: totalLUSD.toString(),
         debtInFront: debtInFront.toString(),
-        minCollateralRatio: recoveryMode ? exports.LIQUITY_RECOVERY_MODE_RATIO : exports.LIQUITY_NORMAL_MODE_RATIO,
+        minCollateralRatio,
+        // Collateral ratio rebased so 100 sits on the trove's minimum collateral ratio (normalised safety ratio).
+        safetyRatio: +minCollateralRatio > 0 ? new decimal_js_1.default(collRatio).div(minCollateralRatio).mul(100).toString() : '0',
         priceForRecovery: new decimal_js_1.default(recoveryMode ? exports.LIQUITY_RECOVERY_MODE_RATIO : exports.LIQUITY_NORMAL_MODE_RATIO).mul(totalLUSD).div(totalETH).div(100)
             .toString(),
         exposure: (0, moneymarket_1.getExposure)((0, tokens_1.assetAmountInEth)(troveInfo[2].toString()), new decimal_js_1.default((0, tokens_1.assetAmountInEth)(troveInfo[1].toString())).mul(assetPrice).toString()),

package/cjs/maker/index.d.ts

@@ -1,9 +1,14 @@
 import { Client, PublicClient } from 'viem';
 import { Blockish, EthAddress, EthereumProvider, NetworkNumber, PositionBalances } from '../types/common';
-import { CdpData, CdpInfo } from '../types';
+import { CdpData, CdpInfo, IlkInfo } from '../types';
 export declare const _getMakerAccountBalances: (provider: PublicClient, network: NetworkNumber, block: Blockish, addressMapping: boolean, cdpId: string, _managerAddress?: EthAddress) => Promise<PositionBalances>;
 export declare const getMakerAccountBalances: (provider: EthereumProvider, network: NetworkNumber, block: Blockish, addressMapping: boolean, cdpId: string, _managerAddress?: EthAddress) => Promise<PositionBalances>;
 export declare const _getUserCdps: (provider: Client, network: NetworkNumber, userAddress: EthAddress) => Promise<CdpInfo[]>;
 export declare const getUserCdps: (provider: EthereumProvider, network: NetworkNumber, userAddress: EthAddress) => Promise<CdpInfo[]>;
-export declare const _getMakerCdpData: (provider: Client, network: NetworkNumber, cdp: CdpInfo) => Promise<CdpData>;
+export declare const _getMakerIlksData: (provider: Client, network: NetworkNumber, ilkLabels: string[]) => Promise<Record<string, IlkInfo>>;
+export declare const getMakerIlksData: (provider: EthereumProvider, network: NetworkNumber, ilkLabels: string[]) => Promise<Record<string, IlkInfo>>;
+/**
+ * @param ilkInfo optional precomputed ilk data (from `_getMakerIlksData`); when provided the per-ilk reads are skipped
+ */
+export declare const _getMakerCdpData: (provider: Client, network: NetworkNumber, cdp: CdpInfo, ilkInfo?: IlkInfo) => Promise<CdpData>;
 export declare const getMakerCdpData: (provider: EthereumProvider, network: NetworkNumber, cdp: CdpInfo) => Promise<CdpData>;

package/cjs/maker/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.getMakerCdpData = exports._getMakerCdpData = exports.getUserCdps = exports._getUserCdps = exports.getMakerAccountBalances = exports._getMakerAccountBalances = void 0;
+exports.getMakerCdpData = exports._getMakerCdpData = exports.getMakerIlksData = exports._getMakerIlksData = exports.getUserCdps = exports._getUserCdps = exports.getMakerAccountBalances = exports._getMakerAccountBalances = void 0;
 const decimal_js_1 = __importDefault(require("decimal.js"));
 const tokens_1 = require("@defisaver/tokens");
 const contracts_1 = require("../contracts");
@@ -90,22 +90,39 @@ const _getUserCdps = (provider, network, userAddress) => __awaiter(void 0, void
 exports._getUserCdps = _getUserCdps;
 const getUserCdps = (provider, network, userAddress) => __awaiter(void 0, void 0, void 0, function* () { return (0, exports._getUserCdps)((0, viem_1.getViemProvider)(provider, network), network, userAddress); });
 exports.getUserCdps = getUserCdps;
-const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, void 0, void 0, function* () {
+const _getMakerIlksData = (provider, network, ilkLabels) => __awaiter(void 0, void 0, void 0, function* () {
     const vatContract = (0, contracts_1.McdVatContractViem)(provider, network);
     const spotterContract = (0, contracts_1.McdSpotterContractViem)(provider, network);
     const dogContract = (0, contracts_1.McdDogContractViem)(provider, network);
     const jugContract = (0, contracts_1.McdJugContractViem)(provider, network);
-    const [[ink, art], coll, par, [_, mat], [artGlobal, rate, spot, line], [duty], futureRate, chop,] = yield Promise.all([
+    const par = yield spotterContract.read.par();
+    const ilksInfo = yield Promise.all(ilkLabels.map((ilkLabel) => __awaiter(void 0, void 0, void 0, function* () {
+        const ilk = (0, tokens_1.stringToBytes)(ilkLabel);
+        const [[_, mat], [artGlobal, rate, spot, line], [duty], futureRate, chop,] = yield Promise.all([
+            spotterContract.read.ilks([ilk]),
+            vatContract.read.ilks([ilk]),
+            jugContract.read.ilks([ilk]),
+            jugContract.read.drip([ilk]),
+            dogContract.read.chop([ilk]),
+        ]);
+        return (0, makerHelpers_1.parseCollateralInfo)(ilk, par.toString(), mat.toString(), artGlobal.toString(), rate.toString(), spot.toString(), line.toString(), duty.toString(), futureRate.toString(), chop.toString());
+    })));
+    return Object.fromEntries(ilksInfo.map((ilkInfo) => [ilkInfo.ilkLabel, ilkInfo]));
+});
+exports._getMakerIlksData = _getMakerIlksData;
+const getMakerIlksData = (provider, network, ilkLabels) => __awaiter(void 0, void 0, void 0, function* () { return (0, exports._getMakerIlksData)((0, viem_1.getViemProvider)(provider, network, { batch: { multicall: true } }), network, ilkLabels); });
+exports.getMakerIlksData = getMakerIlksData;
+/**
+ * @param ilkInfo optional precomputed ilk data (from `_getMakerIlksData`); when provided the per-ilk reads are skipped
+ */
+const _getMakerCdpData = (provider, network, cdp, ilkInfo) => __awaiter(void 0, void 0, void 0, function* () {
+    const vatContract = (0, contracts_1.McdVatContractViem)(provider, network);
+    const [[ink, art], coll, fetchedIlkInfo,] = yield Promise.all([
         vatContract.read.urns([cdp.ilk, cdp.urn]),
         vatContract.read.gem([cdp.ilk, cdp.urn]),
-        spotterContract.read.par(),
-        spotterContract.read.ilks([cdp.ilk]),
-        vatContract.read.ilks([cdp.ilk]),
-        jugContract.read.ilks([cdp.ilk]),
-        jugContract.read.drip([cdp.ilk]),
-        dogContract.read.chop([cdp.ilk]),
+        ilkInfo || (0, exports._getMakerIlksData)(provider, network, [cdp.ilkLabel]).then((ilks) => ilks[cdp.ilkLabel]),
     ]);
-    const collInfo = (0, makerHelpers_1.parseCollateralInfo)(cdp.ilk, par.toString(), mat.toString(), artGlobal.toString(), rate.toString(), spot.toString(), line.toString(), duty.toString(), futureRate.toString(), chop.toString());
+    const collInfo = fetchedIlkInfo;
     const collateral = (0, tokens_1.assetAmountInEth)(ink.toString(), `MCD-${cdp.asset}`);
     const collateralUsd = new decimal_js_1.default(collateral).mul(collInfo.assetPrice).toString();
     const debt = new decimal_js_1.default(art).times(collInfo.currentRate).div(1e27).floor()
@@ -117,6 +134,8 @@ const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, void 0, v
         .toString();
     if (new decimal_js_1.default(debt).eq(0))
         ratio = '0';
+    // Collateral ratio rebased so 100 sits on the ilk's liquidation ratio (normalised safety ratio).
+    const safetyRatio = +collInfo.liqPercent > 0 ? new decimal_js_1.default(ratio).div(collInfo.liqPercent).mul(100).toString() : '0';
     const debtTooLow = new decimal_js_1.default(debt).gt(0) && new decimal_js_1.default((0, tokens_1.assetAmountInEth)(debt, 'DAI')).lt(collInfo.minDebt);
     return {
         owner: cdp.owner,
@@ -136,6 +155,7 @@ const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, void 0, v
         debtAssetMarketPrice: '1',
         liquidationPrice,
         ratio,
+        safetyRatio,
         liqRatio: collInfo.liqRatio.toString(),
         liqPercent: parseFloat(collInfo.liqPercent.toString()),
         assetPrice: collInfo.assetPrice,

package/cjs/markets/index.d.ts

@@ -3,8 +3,9 @@ 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 { MorphoMidnightMarkets, findMorphoMidnightMarket, isTenorMidnightMarket, morphoMidnightMarketCollateralParams, morphoMidnightVisibleCollaterals, } from './morphoMidnight';
 export { LlamaLendMarkets } from './llamaLend';
 export { LiquityV2Markets, findLiquityV2MarketByAddress } from './liquityV2';
 export { FluidMarkets, getFluidVersionsDataForNetwork, getFluidMarketInfoById, getFTokenAddress, getFluidMarketInfoByAddress, } from './fluid';
 export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
+export { MakerActiveIlks } from './maker';

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.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.MakerActiveIlks = exports.findAaveV4SpokeByAddress = exports.AaveV4Spokes = exports.getFluidMarketInfoByAddress = exports.getFTokenAddress = exports.getFluidMarketInfoById = exports.getFluidVersionsDataForNetwork = exports.FluidMarkets = exports.findLiquityV2MarketByAddress = exports.LiquityV2Markets = exports.LlamaLendMarkets = exports.morphoMidnightVisibleCollaterals = 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; } });
@@ -27,6 +27,7 @@ Object.defineProperty(exports, "MorphoMidnightMarkets", { enumerable: true, get:
 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; } });
+Object.defineProperty(exports, "morphoMidnightVisibleCollaterals", { enumerable: true, get: function () { return morphoMidnight_1.morphoMidnightVisibleCollaterals; } });
 var llamaLend_1 = require("./llamaLend");
 Object.defineProperty(exports, "LlamaLendMarkets", { enumerable: true, get: function () { return llamaLend_1.LlamaLendMarkets; } });
 var liquityV2_1 = require("./liquityV2");
@@ -41,3 +42,5 @@ Object.defineProperty(exports, "getFluidMarketInfoByAddress", { enumerable: true
 var aaveV4_1 = require("./aaveV4");
 Object.defineProperty(exports, "AaveV4Spokes", { enumerable: true, get: function () { return aaveV4_1.AaveV4Spokes; } });
 Object.defineProperty(exports, "findAaveV4SpokeByAddress", { enumerable: true, get: function () { return aaveV4_1.findAaveV4SpokeByAddress; } });
+var maker_1 = require("./maker");
+Object.defineProperty(exports, "MakerActiveIlks", { enumerable: true, get: function () { return maker_1.MakerActiveIlks; } });

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

@@ -0,0 +1 @@
+export declare const MakerActiveIlks: string[];

package/cjs/markets/maker/index.js

@@ -0,0 +1,13 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MakerActiveIlks = void 0;
+exports.MakerActiveIlks = [
+    'ETH-A',
+    'ETH-B',
+    'ETH-C',
+    'WSTETH-A',
+    'WSTETH-B',
+    'WBTC-A',
+    'WBTC-B',
+    'WBTC-C',
+];

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

@@ -1,10 +1,13 @@
 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`.
+ * Morpho Midnight core contract, one per chain. Every Midnight market on a chain trades against its core,
+ * whoever curates the order book — it is part of the market struct the id is hashed from, and it is what
+ * offer tuples encode for `Midnight.take`. Listed at
+ * https://docs.morpho.org/get-started/resources/addresses/.
  */
 export declare const MIDNIGHT_BASE: "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A";
+export declare const MIDNIGHT_ETH: "0x471686c42792F93528B000beF54bC10E3aa2045f";
+export declare const midnightCoreAddress: (network: NetworkNumber) => "0xAdedD8ab6dE832766Fedf0FaC4992E5C4D3EA18A" | "0x471686c42792F93528B000beF54bC10E3aa2045f";
 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;
@@ -37,6 +40,48 @@ export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20261030: () => Morpho
 export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20261127: () => MorphoMidnightMarketData;
 export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20261225: () => MorphoMidnightMarketData;
 export declare const MORPHO_MIDNIGHT_TENOR_CBETH_WETH_945_20270129: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20270129_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20270226_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_WBTC_USDC_860_20270326_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20270129_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20270226_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_CBBTC_USDC_860_20270326_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_REUSD_USDC_915_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_REUSD_USDC_915_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_REUSD_USDC_915_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_REUSD_USDC_915_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_SIUSD_USDC_915_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_SIUSD_USDC_915_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_SIUSD_USDC_915_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_SIUSD_USDC_915_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_STRUSD_USDC_860_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_STRUSD_USDC_860_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_STRUSD_USDC_860_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_STRUSD_USDC_860_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_USD3_USDC_915_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_USD3_USDC_915_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_USD3_USDC_915_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_USD3_USDC_915_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WETH_USDC_860_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSRUSD_USDC_945_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSRUSD_USDC_945_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSRUSD_USDC_945_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSRUSD_USDC_945_20261225_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSTETH_WETH_965_20260925_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSTETH_WETH_965_20261030_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSTETH_WETH_965_20261127_ETH: () => MorphoMidnightMarketData;
+export declare const MORPHO_MIDNIGHT_TENOR_WSTETH_WETH_965_20261225_ETH: () => MorphoMidnightMarketData;
 export declare const MorphoMidnightMarkets: (networkId: NetworkNumber) => {
     readonly morphomidnightcbbtcusdc_860_20260731_base: MorphoMidnightMarketData;
     readonly morphomidnightcbbtcusdc_860_20260828_base: MorphoMidnightMarketData;
@@ -70,13 +115,50 @@ export declare const MorphoMidnightMarkets: (networkId: NetworkNumber) => {
     readonly morphomidnighttenorcbethweth_20261127_base: MorphoMidnightMarketData;
     readonly morphomidnighttenorcbethweth_20261225_base: MorphoMidnightMarketData;
     readonly morphomidnighttenorcbethweth_20270129_base: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20270129_eth: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20270226_eth: MorphoMidnightMarketData;
+    readonly morphomidnightwbtcusdc_860_20270326_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20270129_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20270226_eth: MorphoMidnightMarketData;
+    readonly morphomidnightcbbtcusdc_860_20270326_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorreusdusdc_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorreusdusdc_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorreusdusdc_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorreusdusdc_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorsiusdusdc_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorsiusdusdc_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorsiusdusdc_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorsiusdusdc_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorstrusdusdc_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorstrusdusdc_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorstrusdusdc_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorstrusdusdc_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorusd3usdc_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorusd3usdc_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorusd3usdc_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorusd3usdc_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwethusdc_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwsrusdusdc_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwsrusdusdc_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwsrusdusdc_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwsrusdusdc_20261225_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwstethweth_20260925_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwstethweth_20261030_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwstethweth_20261127_eth: MorphoMidnightMarketData;
+    readonly morphomidnighttenorwstethweth_20261225_eth: 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[];
+export declare const morphoMidnightMarketCollateralParams: (market: Pick<MorphoMidnightMarketData, "collaterals">) => MorphoMidnightCollateralParams[];
+export declare const morphoMidnightVisibleCollaterals: (market: Pick<MorphoMidnightMarketData, "collaterals">) => MorphoMidnightCollateralParams[];