@defisaver/positions-sdk 2.1.159-shifter-v2-dev → 2.1.160-dev

package/esm/types/fluid.d.ts

@@ -323,7 +323,6 @@ export interface FluidAggregatedVaultData {
     merklBorrowIncentives: IncentiveData[];
     ratio: string;
     collRatio: string;
-    safetyRatio: string;
     minRatio: string;
     totalInterestUsd: string;
     leveragedType?: LeverageType;

package/esm/types/liquity.d.ts

@@ -24,7 +24,6 @@ export interface LiquityTroveInfo {
     totalETH: string;
     totalLUSD: string;
     minCollateralRatio: number;
-    safetyRatio: string;
     priceForRecovery: string;
     debtInFront: string;
     exposure: string;

package/esm/types/liquityV2.d.ts

@@ -94,7 +94,6 @@ export interface LiquityV2AggregatedTroveData {
     liquidationPrice: string;
     ratio: string;
     collRatio: string;
-    safetyRatio: string;
     exposure: string;
 }
 export interface LiquityV2TroveData {
@@ -102,7 +101,6 @@ export interface LiquityV2TroveData {
     troveId: string;
     ratio: string;
     collRatio: string;
-    safetyRatio?: string;
     liqRatio: string;
     borrowLimitRatio: string;
     interestRate: string;

package/esm/types/maker.d.ts

@@ -43,7 +43,6 @@ export interface CdpData {
     debtAssetMarketPrice: string;
     liquidationPrice: string;
     ratio: string;
-    safetyRatio: string;
     liqRatio: string;
     liqPercent: number;
     assetPrice: string;

package/esm/types/morphoBlue.d.ts

@@ -185,7 +185,6 @@ export interface MorphoBlueAggregatedPositionData {
     totalInterestUsd: string;
     ltv: string;
     ratio: string;
-    safetyRatio: string;
     leveragedType: LeverageType;
     leveragedAsset?: string;
     currentVolatilePairRatio?: string;
@@ -208,7 +207,6 @@ export interface MorphoBluePositionData {
     totalInterestUsd: string;
     ltv: string;
     ratio: string;
-    safetyRatio?: string;
     leveragedType: LeverageType;
     leveragedAsset?: string;
     currentVolatilePairRatio?: string;

package/esm/types/morphoMidnight.d.ts

@@ -170,7 +170,6 @@ export interface MorphoMidnightAggregatedPositionData {
     ltv: string;
     ratio: string;
     healthRatio: string;
-    safetyRatio: string;
     leveragedType: LeverageType;
     leveragedAsset?: string;
     currentVolatilePairRatio?: string;

package/esm/types/portfolio.d.ts

@@ -1,16 +1,15 @@
-import { AaveV2MarketData, AaveV2PositionData, AaveV3MarketData, AaveV3PositionData, AaveVersions } from './aave';
-import { AaveV4AccountData, AaveV4SpokeData, AaveV4SpokesType } from './aaveV4';
+import { AaveV2PositionData, AaveV3PositionData, AaveVersions } from './aave';
+import { AaveV4AccountData, AaveV4SpokesType } from './aaveV4';
 import { EthAddress } from './common';
-import { CompoundV2MarketsData, CompoundV2PositionData, CompoundV3MarketsData, CompoundV3PositionData, CompoundVersions } from './compound';
-import { CrvUSDGlobalMarketData, CrvUSDUserData, CrvUSDVersions } from './curveUsd';
-import { FluidMarketData, FluidVaultData } from './fluid';
+import { CompoundV2PositionData, CompoundV3PositionData, CompoundVersions } from './compound';
+import { CrvUSDUserData, CrvUSDVersions } from './curveUsd';
+import { FluidVaultData } from './fluid';
 import { LiquityTroveInfo } from './liquity';
-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';
+import { LlamaLendUserData, LlamaLendVersionsType } from './llamaLend';
+import { CdpData } from './maker';
+import { MorphoBluePositionData, MorphoBlueVersions } from './morphoBlue';
+import { MorphoMidnightPositionData, MorphoMidnightVersions } from './morphoMidnight';
+import { SparkPositionData, SparkVersions } from './spark';
 export interface PortfolioProtocolData<T> {
     error: string;
     data: T | null;
@@ -60,18 +59,3 @@ 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

@@ -85,7 +85,6 @@ export interface SparkAggregatedPositionData {
     leftToBorrowUsd: string;
     ratio: string;
     collRatio: string;
-    safetyRatio: string;
     netApy: string;
     incentiveUsd: string;
     totalInterestUsd: string;
@@ -105,7 +104,6 @@ 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": "2.1.159-shifter-v2-dev",
+  "version": "2.1.160-dev",
   "description": "",
   "main": "./cjs/index.js",
   "module": "./esm/index.js",

package/src/aaveV2/index.ts

@@ -210,8 +210,6 @@ 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/constants/index.ts

@@ -9,4 +9,8 @@ export const ZERO_ADDRESS = '0x0000000000000000000000000000000000000000';
 export const ZERO_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
 export const WAD = 1e18;
 export const USD_QUOTE = '0x0000000000000000000000000000000000000348';
-export const borrowOperations = ['borrow', 'payback'];
+export const borrowOperations = ['borrow', 'payback'];
+
+// Proxies Morpho's GraphQL API through the DFS backend, which attaches the private API key
+// for better rate limits (DEV-13673)
+export const MORPHO_API_URL = 'https://fe.defisaver.com/api/morpho/graphql';

package/src/fluid/index.ts

@@ -1830,43 +1830,3 @@ 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

@@ -169,9 +169,6 @@ 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

@@ -270,7 +270,6 @@ 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

@@ -139,7 +139,6 @@ 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) => {
@@ -186,7 +185,6 @@ 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

@@ -26,8 +26,6 @@ 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

@@ -143,7 +143,6 @@ 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

@@ -69,7 +69,6 @@ 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

@@ -38,8 +38,6 @@ 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/makerHelpers/index.ts

@@ -10,7 +10,6 @@ export const parseCollateralInfo = (
   _rate: string,
   _spot: string,
   _line: string,
-  _dust: string,
   _duty: string,
   _futureRate: string,
   _chop: string,
@@ -21,7 +20,7 @@ export const parseCollateralInfo = (
   const rate = new Dec(_rate).toString();
   const spot = new Dec(_spot).div(1e27).toString();
   const line = new Dec(_line).div(1e45).toString();
-  const dust = new Dec(_dust).div(1e45).toString(); // Vat.ilks.dust, rad (1e45) -> DAI
+  const dust = new Dec(_rate).div(1e45).toString();
   const duty = new Dec(_duty).toString();
   const futureRate = new Dec(_futureRate).toString();
   const chop = new Dec(_chop).div(1e18).toString();

package/src/helpers/morphoBlueHelpers/index.ts

@@ -12,7 +12,9 @@ import {
   MorphoBluePublicAllocatorItem,
   MorphoBlueRealloactionMarketData,
 } from '../../types';
-import { borrowOperations, SECONDS_PER_YEAR, WAD } from '../../constants';
+import {
+  borrowOperations, MORPHO_API_URL, SECONDS_PER_YEAR, WAD,
+} from '../../constants';
 import { MorphoBlueViewContractViem } from '../../contracts';
 import { compareAddresses, LONGER_TIMEOUT, wethToEth } from '../../services/utils';
 import { getViemProvider } from '../../services/viem';
@@ -52,8 +54,6 @@ 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;
@@ -149,7 +149,6 @@ export const getApyAfterValuesEstimation = async (selectedMarket: MorphoBlueMark
   return { borrowRate, supplyRate };
 };
 
-const API_URL = 'https://api.morpho.org/graphql';
 // Morpho Blue ACRM (Adaptive Curve IRM) always targets 90% utilization — protocol constant
 const ACRM_TARGET_UTILIZATION = '900000000000000000';
 
@@ -228,7 +227,7 @@ const REWARDS_QUERY = `
 */
 export const getReallocatableLiquidity = async (marketId: string, network: NetworkNumber = NetworkNumber.Eth): Promise<{ reallocatableLiquidity: string, targetBorrowUtilization: string }> => {
   try {
-    const response = await fetch(API_URL, {
+    const response = await fetch(MORPHO_API_URL, {
       method: 'POST',
       headers: { 'Content-Type': 'application/json' },
       body: JSON.stringify({
@@ -293,7 +292,7 @@ export const getLiquidityToAllocate = (amountToBorrow: string, totalBorrow: stri
 export const getReallocation = async (market: MorphoBlueMarketData, assetsData: MorphoBlueAssetsData, amountToBorrow: string, network: NetworkNumber = NetworkNumber.Eth): Promise<{ vaults: string[], withdrawals: (string | string[])[][][] }> => {
   try {
     const { marketId, loanToken } = market;
-    const response = await fetch(API_URL, {
+    const response = await fetch(MORPHO_API_URL, {
       method: 'POST',
       headers: { 'Content-Type': 'application/json' },
       body: JSON.stringify({
@@ -384,7 +383,7 @@ export const getReallocation = async (market: MorphoBlueMarketData, assetsData:
 };
 
 export const getRewardsForMarket = async (marketId: string, network: NetworkNumber = NetworkNumber.Eth) => {
-  const response = await fetch(API_URL, {
+  const response = await fetch(MORPHO_API_URL, {
     method: 'POST',
     headers: { 'Content-Type': 'application/json' },
     body: JSON.stringify({

package/src/helpers/morphoMidnightHelpers/index.ts

@@ -102,8 +102,6 @@ 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/sparkHelpers/index.ts

@@ -96,7 +96,6 @@ 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

@@ -89,11 +89,6 @@ 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())],
@@ -107,9 +102,7 @@ export const _getLiquityTroveInfo = async (provider: Client, network: NetworkNum
     totalETH: totalETH.toString(),
     totalLUSD: totalLUSD.toString(),
     debtInFront: debtInFront.toString(),
-    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',
+    minCollateralRatio: recoveryMode ? LIQUITY_RECOVERY_MODE_RATIO : LIQUITY_NORMAL_MODE_RATIO,
     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

@@ -1,17 +1,15 @@
 import Dec from 'decimal.js';
 import {
-  assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset, stringToBytes,
+  assetAmountInEth, bytesToString, getAssetInfo, ilkToAsset,
 } from '@defisaver/tokens';
 import { Client, PublicClient } from 'viem';
 import {
-  Blockish, EthAddress, EthereumProvider, HexString, NetworkNumber, PositionBalances,
+  Blockish, EthAddress, EthereumProvider, NetworkNumber, PositionBalances,
 } from '../types/common';
 import {
   getConfigContractAddress, McdDogContractViem, McdGetCdpsContractViem, McdJugContractViem, McdSpotterContractViem, McdVatContractViem, McdViewContractViem,
 } from '../contracts';
-import {
-  CdpData, CdpInfo, CdpType, IlkInfo,
-} from '../types';
+import { CdpData, CdpInfo, CdpType } from '../types';
 import { wethToEth } from '../services/utils';
 import { parseCollateralInfo } from '../helpers/makerHelpers';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
@@ -50,7 +48,7 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
   const [
     par,
     [_, mat],
-    [artGlobal, rate, spot, line, dust],
+    [artGlobal, rate, spot, line],
     [duty],
     futureRate,
     chop,
@@ -71,7 +69,6 @@ export const _getMakerAccountBalances = async (provider: PublicClient, network:
     rate.toString(),
     spot.toString(),
     line.toString(),
-    dust.toString(),
     duty.toString(),
     futureRate.toString(),
     chop.toString(),
@@ -132,71 +129,44 @@ export const getUserCdps = async (
   userAddress: EthAddress,
 ): Promise<CdpInfo[]> => _getUserCdps(getViemProvider(provider, network), network, userAddress);
 
-export const _getMakerIlksData = async (provider: Client, network: NetworkNumber, ilkLabels: string[]): Promise<Record<string, IlkInfo>> => {
+export const _getMakerCdpData = async (provider: Client, network: NetworkNumber, cdp: CdpInfo): Promise<CdpData> => {
   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, dust],
-      [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(),
-      dust.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,
-    fetchedIlkInfo,
+    par,
+    [_, mat],
+    [artGlobal, rate, spot, line],
+    [duty],
+    futureRate,
+    chop,
   ] = await Promise.all([
     vatContract.read.urns([cdp.ilk, cdp.urn]),
     vatContract.read.gem([cdp.ilk, cdp.urn]),
-    ilkInfo || _getMakerIlksData(provider, network, [cdp.ilkLabel]).then((ilks) => ilks[cdp.ilkLabel]),
+    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]),
   ]);
 
-  const collInfo = fetchedIlkInfo;
+  const collInfo = parseCollateralInfo(
+    cdp.ilk,
+    par.toString(),
+    mat.toString(),
+    artGlobal.toString(),
+    rate.toString(),
+    spot.toString(),
+    line.toString(),
+    duty.toString(),
+    futureRate.toString(),
+    chop.toString(),
+  );
 
   const collateral = assetAmountInEth(ink.toString(), `MCD-${cdp.asset}`);
 
@@ -210,8 +180,6 @@ 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);
 
@@ -233,7 +201,6 @@ 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

@@ -30,5 +30,4 @@ export {
   getFTokenAddress,
   getFluidMarketInfoByAddress,
 } from './fluid';
-export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';
-export { MakerActiveIlks } from './maker';
+export { AaveV4Spokes, findAaveV4SpokeByAddress } from './aaveV4';