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

package/esm/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/esm/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/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@defisaver/positions-sdk",
-  "version": "2.1.151",
+  "version": "2.1.152-shifter-v2-2-dev",
   "description": "",
   "main": "./cjs/index.js",
   "module": "./esm/index.js",

package/src/aaveV2/index.ts

@@ -210,6 +210,8 @@ export const _getAaveV2AccountData = async (provider: Client, network: NetworkNu
   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) => {

package/src/claiming/compV3.ts

@@ -9,7 +9,6 @@ import { ClaimType } from '../types/claiming';
 // 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: unknown) => {
   if (!(err instanceof BaseError)) return false;
   const revert = err.walk((e) => e instanceof ContractFunctionRevertedError);

package/src/config/contracts.ts

@@ -1128,6 +1128,10 @@ 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/src/fluid/index.ts

@@ -1830,3 +1830,43 @@ export const _getUserPositionsPortfolio = async (provider: PublicClient, network
     userData: userData[i],
   })).filter(md => md.marketData !== undefined);
 };
+
+
+export const _getAllFluidMarketDataPortfolio = async (provider: PublicClient, network: NetworkNumber): Promise<Record<string, FluidMarketData>> => {
+  const versions = getFluidVersionsDataForNetwork(network);
+  if (versions.length === 0) return {};
+
+  const view = FluidViewContractViem(provider, network);
+  const vaultsData = await 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] = await Promise.all([
+    getTokensPricesForPortfolio(tokens, provider, network),
+    getFluidMerklCampaigns(network),
+  ]);
+
+  const parsedMarketsData = await Promise.all(vaultsData.map(async (vaultData) => parseMarketData(provider, vaultData, network, tokenPrices)));
+
+  const marketsData: Record<string, FluidMarketData> = {};
+  parsedMarketsData.forEach((marketData, i) => {
+    if (!marketData) return;
+    marketsData[versions[i].value] = attachFluidMerklIncentives(marketData, merklCampaigns);
+  });
+
+  return marketsData;
+};
+
+export const getAllFluidMarketDataPortfolio = async (
+  provider: EthereumProvider,
+  network: NetworkNumber,
+): Promise<Record<string, FluidMarketData>> => _getAllFluidMarketDataPortfolio(getViemProvider(provider, network, { batch: { multicall: true } }), network);

package/src/helpers/aaveHelpers/index.ts

@@ -169,6 +169,9 @@ export const aaveAnyGetAggregatedPositionData = ({
     },
   );
   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/src/helpers/aaveV4Helpers/index.ts

@@ -258,6 +258,7 @@ export const aaveV4GetAggregatedPositionData = ({
   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/src/helpers/compoundHelpers/index.ts

@@ -139,6 +139,7 @@ export const getCompoundV2AggregatedData = ({
   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) => {
@@ -185,6 +186,7 @@ export const getCompoundV3AggregatedData = ({
   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/src/helpers/curveUsdHelpers/index.ts

@@ -26,6 +26,8 @@ export const getCrvUsdAggregatedData = ({
 
   // 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 = usedAssets?.[selectedMarket.collAsset]?.isSupplied

package/src/helpers/fluidHelpers/index.ts

@@ -143,6 +143,7 @@ borrowShares?: string,
   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;

package/src/helpers/liquityV2Helpers/index.ts

@@ -69,6 +69,7 @@ export const getLiquityV2AggregatedPositionData = ({
   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/src/helpers/llamaLendHelpers/index.ts

@@ -38,6 +38,8 @@ export const getLlamaLendAggregatedData = ({
 
   // 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 = usedAssets?.[collAsset]?.isSupplied

package/src/helpers/morphoBlueHelpers/index.ts

@@ -52,6 +52,8 @@ export const getMorphoBlueAggregatedPositionData = ({ usedAssets, assetsData, ma
   payload.ltv = new Dec(usedAssets[loanToken]?.borrowed || 0).div(oracle).div(usedAssets[collateralToken]?.supplied || 1).toString(); // default to 1 because can't div 0
   payload.ratio = new Dec(usedAssets[collateralToken]?.supplied || 0).mul(oracle).div(usedAssets[loanToken]?.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;

package/src/helpers/morphoMidnightHelpers/index.ts

@@ -102,6 +102,8 @@ export const getMorphoMidnightAggregatedPositionData = ({
   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;

package/src/helpers/morphoMidnightHelpers/tenor.ts

@@ -8,7 +8,7 @@ import {
   MorphoMidnightParsedBook,
   NetworkNumber,
 } from '../../types';
-import { isTenorMidnightMarket, MIDNIGHT_BASE } from '../../markets/morphoMidnight';
+import { isTenorMidnightMarket, midnightCoreAddress } from '../../markets/morphoMidnight';
 import type {
   MorphoMidnightBorrowQuote,
   MorphoMidnightPaybackQuote,
@@ -83,11 +83,15 @@ 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 const tenorOfferToApiOffer = (offer: TenorOffer) => ({
   market: {
     chain_id: offer.chain_id,
-    midnight: MIDNIGHT_BASE,
+    midnight: midnightCoreAddress(Number(offer.chain_id) as NetworkNumber),
     loan_token: offer.loan_token_address,
     collaterals: offer.collaterals || [],
     maturity: offer.maturity,

package/src/helpers/sparkHelpers/index.ts

@@ -96,6 +96,7 @@ export const sparkGetAggregatedPositionData = ({
   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/src/liquity/index.ts

@@ -89,6 +89,11 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
   ]);
 
   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())],
@@ -102,7 +107,9 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
     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/src/maker/index.ts

@@ -1,15 +1,17 @@
 import Dec from 'decimal.js';
 import {
-  assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset,
+  assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset, stringToBytes,
 } from '@defisaver/tokens';
 import { Client, PublicClient } from 'viem';
 import {
-  Blockish, EthAddress, EthereumProvider, NetworkNumber, PositionBalances,
+  Blockish, EthAddress, EthereumProvider, HexString, NetworkNumber, PositionBalances,
 } from '../types/common';
 import {
   getConfigContractAddress, McdDogContractViem, McdGetCdpsContractViem, McdJugContractViem, McdSpotterContractViem, McdVatContractViem, McdViewContractViem,
 } from '../contracts';
-import { CdpData, CdpInfo, CdpType } from '../types';
+import {
+  CdpData, CdpInfo, CdpType, IlkInfo,
+} from '../types';
 import { wethToEth } from '../services/utils';
 import { parseCollateralInfo } from '../helpers/makerHelpers';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
@@ -129,44 +131,70 @@ export const getUserCdps = async (
   userAddress: EthAddress,
 ): Promise<CdpInfo[]> => _getUserCdps(getViemProvider(provider, network), network, userAddress);
 
-export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo): Promise<CdpData> => {
+export const _getMakerIlksData = async (provider: Client, network: NetworkNumber, ilkLabels: string[]): Promise<Record<string, IlkInfo>> => {
   const vatContract = McdVatContractViem(provider, network);
   const spotterContract = McdSpotterContractViem(provider, network);
   const dogContract = McdDogContractViem(provider, network);
   const jugContract = McdJugContractViem(provider, network);
 
+  const par = await spotterContract.read.par();
+
+  const ilksInfo = await Promise.all(ilkLabels.map(async (ilkLabel) => {
+    const ilk = stringToBytes(ilkLabel) as HexString;
+    const [
+      [_, mat],
+      [artGlobal, rate, spot, line],
+      [duty],
+      futureRate,
+      chop,
+    ] = await 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 = async (
+  provider: EthereumProvider,
+  network: NetworkNumber,
+  ilkLabels: string[],
+): Promise<Record<string, IlkInfo>> => _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 = async (provider: Client, network: NetworkNumber, cdp: CdpInfo, ilkInfo?: IlkInfo): Promise<CdpData> => {
+  const vatContract = McdVatContractViem(provider, network);
+
   const [
     [ink, art],
     coll,
-    par,
-    [_, mat],
-    [artGlobal, rate, spot, line],
-    [duty],
-    futureRate,
-    chop,
+    fetchedIlkInfo,
   ] = await 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}`);
 
@@ -180,6 +208,8 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
   let ratio = new Dec(ink).times(collInfo.assetPrice).div(debt).times(100)
     .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);
 
@@ -201,6 +231,7 @@ export const _getMakerCdpData = async (provider: Client, network: NetworkNumber,
     debtAssetMarketPrice: '1',
     liquidationPrice,
     ratio,
+    safetyRatio,
     liqRatio: collInfo.liqRatio.toString(),
     liqPercent: parseFloat(collInfo.liqPercent.toString()),
     assetPrice: collInfo.assetPrice,

package/src/markets/index.ts

@@ -19,6 +19,7 @@ export { CrvUsdMarkets } from './curveUsd';
 export { MorphoBlueMarkets, findMorphoBlueMarket } from './morphoBlue';
 export {
   MorphoMidnightMarkets, findMorphoMidnightMarket, isTenorMidnightMarket, morphoMidnightMarketCollateralParams,
+  morphoMidnightVisibleCollaterals,
 } from './morphoMidnight';
 export { LlamaLendMarkets } from './llamaLend';
 export { LiquityV2Markets, findLiquityV2MarketByAddress } from './liquityV2';
@@ -29,4 +30,5 @@ export {
   getFTokenAddress,
   getFluidMarketInfoByAddress,
 } from './fluid';
-export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
+export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
+export { MakerActiveIlks } from './maker';

package/src/markets/maker/index.ts

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