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

package/cjs/types/portfolio.d.ts

@@ -1,15 +1,16 @@
-import { AaveV2PositionData, AaveV3PositionData, AaveVersions } from './aave';
-import { AaveV4AccountData, AaveV4SpokesType } from './aaveV4';
+import { AaveV2MarketData, AaveV2PositionData, AaveV3MarketData, AaveV3PositionData, AaveVersions } from './aave';
+import { AaveV4AccountData, AaveV4SpokeData, AaveV4SpokesType } from './aaveV4';
 import { EthAddress } from './common';
-import { CompoundV2PositionData, CompoundV3PositionData, CompoundVersions } from './compound';
-import { CrvUSDUserData, CrvUSDVersions } from './curveUsd';
-import { FluidVaultData } from './fluid';
+import { CompoundV2MarketsData, CompoundV2PositionData, CompoundV3MarketsData, CompoundV3PositionData, CompoundVersions } from './compound';
+import { CrvUSDGlobalMarketData, CrvUSDUserData, CrvUSDVersions } from './curveUsd';
+import { FluidMarketData, FluidVaultData } from './fluid';
 import { LiquityTroveInfo } from './liquity';
-import { LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
-import { CdpData } from './maker';
-import { MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
-import { MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
-import { SparkPositionData, SparkVersions } from './spark';
+import { LiquityV2MarketData } from './liquityV2';
+import { LlamaLendGlobalMarketData, LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
+import { CdpData, IlkInfo } from './maker';
+import { MorphoBlueMarketInfo, MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
+import { MorphoMidnightMarketInfo, MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
+import { SparkMarketsData, SparkPositionData, SparkVersions } from './spark';
 export interface PortfolioProtocolData<T> {
     error: string;
     data: T | null;
@@ -59,3 +60,18 @@ export interface PortfolioPositionsDataForAddress {
 export interface PortfolioPositionsData {
     [key: EthAddress]: PortfolioPositionsDataForAddress;
 }
+export interface PortfolioMarketsData {
+    morphoMarketsData: Record<string, MorphoBlueMarketInfo>;
+    morphoMidnightMarketsData: Record<string, MorphoMidnightMarketInfo>;
+    compoundV3MarketsData: Record<string, CompoundV3MarketsData>;
+    sparkMarketsData: Record<string, SparkMarketsData>;
+    aaveV3MarketsData: Record<string, AaveV3MarketData>;
+    aaveV2MarketsData: Record<string, AaveV2MarketData>;
+    compoundV2MarketsData: Record<string, CompoundV2MarketsData>;
+    crvUsdMarketsData: Record<string, CrvUSDGlobalMarketData>;
+    llamaLendMarketsData: Record<string, LlamaLendGlobalMarketData>;
+    liquityV2MarketsData: Record<string, LiquityV2MarketData>;
+    aaveV4SpokesData: Record<string, AaveV4SpokeData>;
+    fluidMarketsData: Record<string, FluidMarketData>;
+    makerMarketsData: Record<string, IlkInfo>;
+}

package/cjs/types/spark.d.ts

@@ -85,6 +85,7 @@ export interface SparkAggregatedPositionData {
     leftToBorrowUsd: string;
     ratio: string;
     collRatio: string;
+    safetyRatio: string;
     netApy: string;
     incentiveUsd: string;
     totalInterestUsd: string;
@@ -104,6 +105,7 @@ export interface SparkPositionData extends MMPositionData {
     ratio: string;
     minRatio: string;
     collRatio: string;
+    safetyRatio?: string;
     suppliedUsd: string;
     borrowedUsd: string;
     borrowLimitUsd: string;

package/esm/aaveV2/index.js

@@ -167,6 +167,8 @@ export const _getAaveV2AccountData = (provider, network, address, assetsData, ma
     payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
         ? new Dec(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/esm/claiming/compV3.js

@@ -15,7 +15,6 @@ import { ClaimType } from '../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 BaseError))

package/esm/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/esm/config/contracts.js

@@ -1126,6 +1126,10 @@ export const MorphoBlueView = {
 export const 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/esm/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/esm/fluid/index.js

@@ -1381,3 +1381,36 @@ export const _getUserPositionsPortfolio = (provider, network, user) => __awaiter
         userData: userData[i],
     })).filter(md => md.marketData !== undefined);
 });
+export const _getAllFluidMarketDataPortfolio = (provider, network) => __awaiter(void 0, void 0, void 0, function* () {
+    const versions = getFluidVersionsDataForNetwork(network);
+    if (versions.length === 0)
+        return {};
+    const view = 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 = [getAssetInfoByAddress(vaultData.supplyToken0, network).symbol, getAssetInfoByAddress(vaultData.borrowToken0, network).symbol];
+        if (vaultData.supplyToken1 && !compareAddresses(ZERO_ADDRESS, vaultData.supplyToken1))
+            vaultTokens.push(getAssetInfoByAddress(vaultData.supplyToken1, network).symbol);
+        if (vaultData.borrowToken1 && !compareAddresses(ZERO_ADDRESS, vaultData.borrowToken1))
+            vaultTokens.push(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),
+        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] = attachFluidMerklIncentives(marketData, merklCampaigns);
+    });
+    return marketsData;
+});
+export const getAllFluidMarketDataPortfolio = (provider, network) => __awaiter(void 0, void 0, void 0, function* () { return _getAllFluidMarketDataPortfolio(getViemProvider(provider, network, { batch: { multicall: true } }), network); });

package/esm/helpers/aaveHelpers/index.js

@@ -125,6 +125,9 @@ export const aaveAnyGetAggregatedPositionData = (_a) => {
         return new Dec(suppliedUsd).mul(effectiveLtv);
     });
     payload.safetyRatioWithLtvZeroFallback = +payload.suppliedUsd ? new Dec(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 Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
     payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
     const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);

package/esm/helpers/aaveV4Helpers/index.js

@@ -198,6 +198,7 @@ export const aaveV4GetAggregatedPositionData = ({ usedAssets, assetsData, networ
     payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.minRatio = '100';
     payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    payload.safetyRatio = payload.ratio;
     payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
     payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
     const { leveragedType, leveragedAsset } = isLeveragedPosAaveV4(usedAssets);

package/esm/helpers/compoundHelpers/index.js

@@ -93,6 +93,7 @@ export const getCompoundV2AggregatedData = (_a) => {
     payload.collRatio = payload.borrowedUsd && payload.borrowedUsd !== '0'
         ? new Dec(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) {
@@ -134,6 +135,7 @@ export const getCompoundV3AggregatedData = (_a) => {
     payload.incentiveUsd = incentiveUsd;
     payload.totalInterestUsd = totalInterestUsd;
     payload.minRatio = '100';
+    payload.safetyRatio = payload.ratio;
     payload.liqRatio = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).toString();
     payload.liqPercent = new Dec(payload.borrowLimitUsd).div(payload.liquidationLimitUsd).mul(100).toString();
     payload.minDebt = assetsData[selectedMarket.baseAsset].minDebt;

package/esm/helpers/curveUsdHelpers/index.js

@@ -28,6 +28,8 @@ export const getCrvUsdAggregatedData = (_a) => {
         : '0';
     // this is all approximation
     payload.minAllowedRatio = 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 Dec(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
     payload.collFactor = new Dec(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/esm/helpers/fluidHelpers/index.js

@@ -78,6 +78,7 @@ export const getFluidAggregatedData = ({ usedAssets, assetsData, marketData, },
     payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.minRatio = marketData.minRatio;
+    payload.safetyRatio = payload.ratio;
     const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
     payload.leveragedType = leveragedType;
     payload.liquidationPrice = '';

package/esm/helpers/liquityV2Helpers/index.js

@@ -41,6 +41,7 @@ export const getLiquityV2AggregatedPositionData = ({ usedAssets, assetsData, min
     payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
     payload.ratio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.collRatio = (+payload.suppliedUsd && +payload.borrowedUsd) ? new Dec(payload.suppliedUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    payload.safetyRatio = payload.ratio;
     const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApyLiquityV2(usedAssets, assetsData, interestRate);
     payload.netApy = netApy;
     payload.incentiveUsd = incentiveUsd;

package/esm/helpers/llamaLendHelpers/index.js

@@ -36,6 +36,8 @@ export const getLlamaLendAggregatedData = (_a) => {
         : '0';
     // this is all approximation
     payload.minAllowedRatio = 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 Dec(payload.ratio).div(payload.minAllowedRatio).mul(100).toString() : '0';
     payload.collFactor = new Dec(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/esm/helpers/morphoBlueHelpers/index.js

@@ -40,6 +40,8 @@ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, ma
     payload.ltv = new Dec(((_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 Dec(((_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 Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
     payload.leveragedType = leveragedType;
     payload.liquidationPrice = '';

package/esm/helpers/morphoMidnightHelpers/index.js

@@ -58,6 +58,8 @@ export const getMorphoMidnightAggregatedPositionData = ({ usedAssets, assetsData
     payload.ltv = new Dec(payload.suppliedCollateralUsd).eq(0) ? '0' : new Dec(payload.borrowedUsd).div(payload.suppliedCollateralUsd).toString();
     payload.ratio = new Dec(payload.borrowedUsd).eq(0) ? '0' : new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString();
     payload.healthRatio = new Dec(payload.borrowedUsd).eq(0) ? 'Infinity' : new Dec(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 Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     const { leveragedType, leveragedAsset } = isLeveragedPos(usedAssets);
     payload.leveragedType = leveragedType;
     payload.liquidationPrice = '';

package/esm/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/esm/helpers/morphoMidnightHelpers/tenor.js

@@ -11,7 +11,7 @@ import Dec from 'decimal.js';
 import { assetAmountInEth, getAssetInfoByAddress } from '@defisaver/tokens';
 import { ZERO_ADDRESS, ZERO_BYTES32 } from '../../constants';
 import { NetworkNumber, } from '../../types';
-import { isTenorMidnightMarket, MIDNIGHT_BASE } from '../../markets/morphoMidnight';
+import { isTenorMidnightMarket, midnightCoreAddress } from '../../markets/morphoMidnight';
 import { buildMidnightParsedBook, midnightApyFromPrice, midnightBoundPrice, midnightTimeToMaturityDays, } from './rate';
 // Notion doc by Rajko: https://app.notion.com/p/defisaver/Tenor-API-3ba0be682adc80dfad35c81a9a4cb442
 const TENOR_QUOTES_URL = 'https://router.tenor.finance/v1/quotes';
@@ -26,11 +26,15 @@ const tenorFillPrice = (assets, units) => (new Dec(units).lte(0) ? '0' : new Dec
 /**
  * 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 const tenorOfferToApiOffer = (offer) => ({
     market: {
         chain_id: offer.chain_id,
-        midnight: MIDNIGHT_BASE,
+        midnight: midnightCoreAddress(Number(offer.chain_id)),
         loan_token: offer.loan_token_address,
         collaterals: offer.collaterals || [],
         maturity: offer.maturity,

package/esm/helpers/sparkHelpers/index.js

@@ -70,6 +70,7 @@ export const sparkGetAggregatedPositionData = (_a) => {
     payload.leftToBorrowUsd = leftToBorrowUsd.lte('0') ? '0' : leftToBorrowUsd.toString();
     payload.ratio = +payload.suppliedUsd ? new Dec(payload.borrowLimitUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
     payload.collRatio = +payload.suppliedUsd ? new Dec(payload.suppliedCollateralUsd).div(payload.borrowedUsd).mul(100).toString() : '0';
+    payload.safetyRatio = payload.ratio;
     const { netApy, incentiveUsd, totalInterestUsd } = calculateNetApy({ usedAssets, assetsData });
     payload.netApy = netApy;
     payload.incentiveUsd = incentiveUsd;

package/esm/liquity/index.js

@@ -68,6 +68,11 @@ export const _getLiquityTroveInfo = (provider, network, address) => __awaiter(vo
         _getDebtInFront(viewContract, address),
     ]);
     const recoveryMode = troveInfo[6];
+    const minCollateralRatio = recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO;
+    const collateral = assetAmountInEth(troveInfo[1].toString());
+    const debtInAsset = assetAmountInEth(troveInfo[2].toString());
+    const collRatio = +debtInAsset ? new Dec(collateral).mul(assetAmountInEth(assetPrice.toString())).div(debtInAsset).mul(100)
+        .toString() : '0';
     const payload = {
         troveStatus: LIQUITY_TROVE_STATUS_ENUM[+(troveInfo[0].toString())],
         collateral: assetAmountInEth(troveInfo[1].toString()),
@@ -80,7 +85,9 @@ export const _getLiquityTroveInfo = (provider, network, address) => __awaiter(vo
         totalETH: totalETH.toString(),
         totalLUSD: totalLUSD.toString(),
         debtInFront: debtInFront.toString(),
-        minCollateralRatio: recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : 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 Dec(collRatio).div(minCollateralRatio).mul(100).toString() : '0',
         priceForRecovery: new Dec(recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO).mul(totalLUSD).div(totalETH).div(100)
             .toString(),
         exposure: getExposure(assetAmountInEth(troveInfo[2].toString()), new Dec(assetAmountInEth(troveInfo[1].toString())).mul(assetPrice).toString()),

package/esm/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/esm/maker/index.js

@@ -8,9 +8,9 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 import Dec from 'decimal.js';
-import { assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset, } from '@defisaver/tokens';
+import { assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset, stringToBytes, } from '@defisaver/tokens';
 import { getConfigContractAddress, McdDogContractViem, McdGetCdpsContractViem, McdJugContractViem, McdSpotterContractViem, McdVatContractViem, McdViewContractViem, } from '../contracts';
-import { CdpType } from '../types';
+import { CdpType, } from '../types';
 import { wethToEth } from '../services/utils';
 import { parseCollateralInfo } from '../helpers/makerHelpers';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
@@ -80,22 +80,37 @@ export const _getUserCdps = (provider, network, userAddress) => __awaiter(void 0
     return parsedStandardCdps;
 });
 export const getUserCdps = (provider, network, userAddress) => __awaiter(void 0, void 0, void 0, function* () { return _getUserCdps(getViemProvider(provider, network), network, userAddress); });
-export const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, void 0, void 0, function* () {
+export const _getMakerIlksData = (provider, network, ilkLabels) => __awaiter(void 0, void 0, void 0, function* () {
     const vatContract = McdVatContractViem(provider, network);
     const spotterContract = McdSpotterContractViem(provider, network);
     const dogContract = McdDogContractViem(provider, network);
     const jugContract = 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 = 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 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]));
+});
+export const getMakerIlksData = (provider, network, ilkLabels) => __awaiter(void 0, void 0, void 0, function* () { return _getMakerIlksData(getViemProvider(provider, network, { batch: { multicall: true } }), network, ilkLabels); });
+/**
+ * @param ilkInfo optional precomputed ilk data (from `_getMakerIlksData`); when provided the per-ilk reads are skipped
+ */
+export const _getMakerCdpData = (provider, network, cdp, ilkInfo) => __awaiter(void 0, void 0, void 0, function* () {
+    const vatContract = 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 || _getMakerIlksData(provider, network, [cdp.ilkLabel]).then((ilks) => ilks[cdp.ilkLabel]),
     ]);
-    const collInfo = 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 = assetAmountInEth(ink.toString(), `MCD-${cdp.asset}`);
     const collateralUsd = new Dec(collateral).mul(collInfo.assetPrice).toString();
     const debt = new Dec(art).times(collInfo.currentRate).div(1e27).floor()
@@ -107,6 +122,8 @@ export const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, vo
         .toString();
     if (new Dec(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 Dec(ratio).div(collInfo.liqPercent).mul(100).toString() : '0';
     const debtTooLow = new Dec(debt).gt(0) && new Dec(assetAmountInEth(debt, 'DAI')).lt(collInfo.minDebt);
     return {
         owner: cdp.owner,
@@ -126,6 +143,7 @@ export const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, vo
         debtAssetMarketPrice: '1',
         liquidationPrice,
         ratio,
+        safetyRatio,
         liqRatio: collInfo.liqRatio.toString(),
         liqPercent: parseFloat(collInfo.liqPercent.toString()),
         assetPrice: collInfo.assetPrice,

package/esm/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/esm/markets/index.js

@@ -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/esm/markets/maker/index.d.ts

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

package/esm/markets/maker/index.js

@@ -0,0 +1,10 @@
+export const MakerActiveIlks = [
+    'ETH-A',
+    'ETH-B',
+    'ETH-C',
+    'WSTETH-A',
+    'WSTETH-B',
+    'WBTC-A',
+    'WBTC-B',
+    'WBTC-C',
+];