@defisaver/positions-sdk 2.1.160-morpho-stakehouse-dev → 2.1.160-shifter-v2-dev

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

@@ -208,6 +208,7 @@ 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.d.ts

@@ -1,9 +1,11 @@
 import { CrvUSDAggregatedPositionData, CrvUSDMarketData, CrvUSDUsedAssets } from '../../types';
 import { NetworkNumber } from '../../types/common';
-export declare const getCrvUsdAggregatedData: ({ loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest }: {
+export declare const getCrvUsdAggregatedData: ({ loanExists, usedAssets, network, selectedMarket, numOfBands, borrowRate, collStakingApy, ...rest }: {
     loanExists: boolean;
     usedAssets: CrvUSDUsedAssets;
     network: NetworkNumber;
     selectedMarket: CrvUSDMarketData;
     numOfBands: number | string;
+    borrowRate?: string;
+    collStakingApy?: string;
 }) => CrvUSDAggregatedPositionData;

package/esm/helpers/curveUsdHelpers/index.js

@@ -12,9 +12,10 @@ var __rest = (this && this.__rest) || function (s, e) {
 import Dec from 'decimal.js';
 import { calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos, } from '../../moneymarket';
 import { mapRange } from '../../services/utils';
+import { calculateNetApyFromRates } from '../../staking';
 export const getCrvUsdAggregatedData = (_a) => {
-    var _b;
-    var { loanExists, usedAssets, network, selectedMarket, numOfBands } = _a, rest = __rest(_a, ["loanExists", "usedAssets", "network", "selectedMarket", "numOfBands"]);
+    var _b, _c;
+    var { loanExists, usedAssets, network, selectedMarket, numOfBands, borrowRate = '0', collStakingApy = '0' } = _a, rest = __rest(_a, ["loanExists", "usedAssets", "network", "selectedMarket", "numOfBands", "borrowRate", "collStakingApy"]);
     const payload = {};
     payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }) => isSupplied, ({ supplied }) => supplied); // this is wrong if we are in soft-liquidations
     payload.borrowed = getAssetsTotal(usedAssets, ({ isBorrowed }) => isBorrowed, ({ borrowed }) => borrowed);
@@ -28,6 +29,8 @@ 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)
@@ -41,5 +44,16 @@ export const getCrvUsdAggregatedData = (_a) => {
         payload.liquidationPrice = calcLeverageLiqPrice(leveragedType, usedAssets[selectedMarket.collAsset].price, payload.borrowedUsd, payload.borrowLimitUsd);
     }
     payload.exposure = getExposure(payload.borrowedUsd, payload.suppliedUsd);
+    // crvUSD debt accrues the market borrow rate. Collateral (including crvUSD held during soft liquidation) earns
+    // nothing from the protocol itself; only the native yield of staked collateral is counted, as an incentive.
+    const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
+        suppliedUsd: payload.suppliedUsd,
+        borrowedUsd: payload.borrowedUsd,
+        borrowRate,
+        incentives: [{ apy: collStakingApy, amountUsd: ((_c = usedAssets === null || usedAssets === void 0 ? void 0 : usedAssets[selectedMarket.collAsset]) === null || _c === void 0 ? void 0 : _c.suppliedUsd) || '0' }],
+    });
+    payload.netApy = netApy;
+    payload.totalInterestUsd = totalInterestUsd;
+    payload.incentiveUsd = incentiveUsd;
     return payload;
 };

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/makerHelpers/index.d.ts

@@ -1,4 +1,4 @@
-export declare const parseCollateralInfo: (ilk: string, _par: string, _mat: string, _art: string, _rate: string, _spot: string, _line: string, _duty: string, _futureRate: string, _chop: string) => {
+export declare const parseCollateralInfo: (ilk: string, _par: string, _mat: string, _art: string, _rate: string, _spot: string, _line: string, _dust: string, _duty: string, _futureRate: string, _chop: string) => {
     ilkLabel: string;
     currentRate: string;
     futureRate: string;

package/esm/helpers/makerHelpers/index.js

@@ -1,14 +1,14 @@
 import Dec from 'decimal.js';
 import { SECONDS_PER_YEAR } from '../../constants';
 import { bytesToString } from '../../services/utils';
-export const parseCollateralInfo = (ilk, _par, _mat, _art, _rate, _spot, _line, _duty, _futureRate, _chop) => {
+export const parseCollateralInfo = (ilk, _par, _mat, _art, _rate, _spot, _line, _dust, _duty, _futureRate, _chop) => {
     const par = new Dec(_par).div(1e27).toString();
     const mat = new Dec(_mat).div(1e27).toString();
     const art = new Dec(_art).toString();
     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(_rate).div(1e45).toString();
+    const dust = new Dec(_dust).div(1e45).toString(); // Vat.ilks.dust, rad (1e45) -> DAI
     const duty = new Dec(_duty).toString();
     const futureRate = new Dec(_futureRate).toString();
     const chop = new Dec(_chop).div(1e18).toString();

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/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

@@ -16,6 +16,7 @@ import { ZERO_ADDRESS } from '../constants';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
 import { getEthAmountForDecimals } from '../services/utils';
 import { getExposure } from '../moneymarket';
+import { calculateNetApyFromRates } from '../staking';
 export const LIQUITY_NORMAL_MODE_RATIO = 110; // MCR
 export const LIQUITY_RECOVERY_MODE_RATIO = 150; // CCR
 export const _getLiquityAccountBalances = (provider, network, block, addressMapping, address) => __awaiter(void 0, void 0, void 0, function* () {
@@ -68,6 +69,14 @@ 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 collateralUsd = new Dec(collateral).mul(assetAmountInEth(assetPrice.toString())).toString();
+    const collRatio = +debtInAsset ? new Dec(collateralUsd).div(debtInAsset).mul(100).toString() : '0';
+    // LUSD debt is interest free (only a one-off borrowing fee on issuance) and ETH collateral earns no yield,
+    // so a trove's net APY is always 0. It is exposed for parity with the other protocols.
+    const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({ suppliedUsd: collateralUsd, borrowedUsd: debtInAsset });
     const payload = {
         troveStatus: LIQUITY_TROVE_STATUS_ENUM[+(troveInfo[0].toString())],
         collateral: assetAmountInEth(troveInfo[1].toString()),
@@ -80,10 +89,15 @@ 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()),
+        exposure: getExposure(debtInAsset, collateralUsd),
+        netApy,
+        totalInterestUsd,
+        incentiveUsd,
     };
     return payload;
 });

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

@@ -8,13 +8,14 @@ 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';
 import { getExposure } from '../moneymarket';
+import { calculateNetApyFromRates, getStakingApy, STAKING_ASSETS } from '../staking';
 export const _getMakerAccountBalances = (provider, network, block, addressMapping, cdpId, _managerAddress) => __awaiter(void 0, void 0, void 0, function* () {
     let balances = {
         collateral: {},
@@ -38,7 +39,7 @@ export const _getMakerAccountBalances = (provider, network, block, addressMappin
     // [urn, owner, userAddr, ilk, collateral, debt]
     const cdpInfo = yield viewContract.read.getCdpInfo((needsIlk ? [managerAddress, cdpId, ilk] : [cdpId]), setViemBlockNumber(block));
     cdpInfo.ilk = cdpInfo[3];
-    const [par, [_, mat], [artGlobal, rate, spot, line], [duty], futureRate, chop,] = yield Promise.all([
+    const [par, [_, mat], [artGlobal, rate, spot, line, dust], [duty], futureRate, chop,] = yield Promise.all([
         spotterContract.read.par(setViemBlockNumber(block)),
         spotterContract.read.ilks(needsIlk ? [ilk] : [cdpInfo.ilk], setViemBlockNumber(block)),
         vatContract.read.ilks(needsIlk ? [ilk] : [cdpInfo.ilk], setViemBlockNumber(block)),
@@ -46,7 +47,7 @@ export const _getMakerAccountBalances = (provider, network, block, addressMappin
         jugContract.read.drip(needsIlk ? [ilk] : [cdpInfo.ilk], setViemBlockNumber(block)),
         dogContract.read.chop(needsIlk ? [ilk] : [cdpInfo.ilk], setViemBlockNumber(block)),
     ]);
-    const ilkInfo = parseCollateralInfo(needsIlk ? ilk : cdpInfo.ilk, par.toString(), mat.toString(), artGlobal.toString(), rate.toString(), spot.toString(), line.toString(), duty.toString(), futureRate.toString(), chop.toString());
+    const ilkInfo = parseCollateralInfo(needsIlk ? ilk : cdpInfo.ilk, par.toString(), mat.toString(), artGlobal.toString(), rate.toString(), spot.toString(), line.toString(), dust.toString(), duty.toString(), futureRate.toString(), chop.toString());
     const collateral = cdpInfo[4];
     const debt = cdpInfo[5];
     const asset = wethToEth(ilkToAsset(needsIlk ? ilk : cdpInfo.ilk));
@@ -80,22 +81,38 @@ 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, dust], [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(), dust.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, collStakingApy,] = 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]),
+        STAKING_ASSETS.includes(cdp.asset) ? getStakingApy(cdp.asset) : Promise.resolve('0'),
     ]);
-    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()
@@ -107,7 +124,17 @@ 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);
+    // DAI debt accrues the ilk's stability fee. Collateral earns nothing inside the vault, except for the
+    // native yield of staked collateral (e.g. wstETH), which is tracked as an incentive.
+    const { netApy, totalInterestUsd, incentiveUsd } = calculateNetApyFromRates({
+        suppliedUsd: collateralUsd,
+        borrowedUsd: assetAmountInEth(debt, 'DAI'),
+        borrowRate: collInfo.stabilityFee.toString(),
+        incentives: [{ apy: collStakingApy, amountUsd: collateralUsd }],
+    });
     return {
         owner: cdp.owner,
         id: cdp.id.toString(),
@@ -126,6 +153,7 @@ 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,
@@ -141,6 +169,9 @@ export const _getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, vo
         liquidationFee: collInfo.liquidationFee,
         lastUpdated: Date.now(),
         exposure: getExposure(assetAmountInEth(debt, 'DAI'), collateralUsd),
+        netApy,
+        totalInterestUsd,
+        incentiveUsd,
     };
 });
 export const getMakerCdpData = (provider, network, cdp) => __awaiter(void 0, void 0, void 0, function* () { return _getMakerCdpData(getViemProvider(provider, network), network, cdp); });

package/esm/markets/index.d.ts

@@ -8,3 +8,4 @@ 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

@@ -8,3 +8,4 @@ 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',
+];

package/esm/portfolio/index.d.ts

@@ -1,9 +1,13 @@
 import { EthAddress, EthereumProvider, NetworkNumber } from '../types/common';
-import { PortfolioPositionsData } from '../types';
+import { PortfolioMarketsData, PortfolioPositionsData } from '../types';
 export declare function getPortfolioData(provider: EthereumProvider, network: NetworkNumber, defaultProvider: EthereumProvider, addresses: EthAddress[], isSim?: boolean): Promise<{
     positions: PortfolioPositionsData;
     stakingPositions: any;
     rewardsData: any;
     markets: any;
 }>;
+export declare function getShifterPortfolioData(provider: EthereumProvider, network: NetworkNumber, defaultProvider: EthereumProvider, addresses: EthAddress[], isSim?: boolean): Promise<{
+    positions: PortfolioPositionsData;
+    markets: PortfolioMarketsData;
+}>;
 export * from './discovery';