@defisaver/positions-sdk 2.1.160-shifter-v2-dev → 2.1.161-portfolio-api-dev

package/esm/types/compound.d.ts

@@ -52,6 +52,7 @@ export interface CompoundAssetData extends MMAssetData {
     sortIndex?: number;
 }
 export interface CompoundV2AssetData extends CompoundAssetData {
+    exchangeRate?: string;
 }
 export interface CompoundV3AssetData extends CompoundAssetData {
     borrowCollateralFactor: string;
@@ -63,6 +64,17 @@ export interface CompoundV3AssetData extends CompoundAssetData {
     supplyCap: string;
     priceInBaseAsset: string;
     canBeWithdrawn: boolean;
+    tokenAddr?: EthAddress;
+    isBase?: boolean;
+    baseBorrowMin?: string;
+    baseTrackingBorrowRewardsSpeed?: string;
+    baseTrackingSupplyRewardsSpeed?: string;
+    borrowIndex?: string;
+    supplyIndex?: string;
+    trackingBorrowIndex?: string;
+    trackingSupplyIndex?: string;
+    rewardSupplySpeed?: string;
+    rewardBorrowSpeed?: string;
 }
 export interface CompoundAssetsData<T> {
     [token: string]: T;
@@ -96,7 +108,6 @@ export interface CompoundAggregatedPositionData {
     leftToBorrowUsd: string;
     ratio: string;
     collRatio: string;
-    safetyRatio: string;
     netApy: string;
     incentiveUsd: string;
     totalInterestUsd: string;
@@ -116,7 +127,6 @@ export interface CompoundAggregatedPositionData {
 export interface CompoundPositionData extends MMPositionData {
     ratio: string;
     minRatio: string;
-    safetyRatio?: string;
     suppliedUsd: string;
     borrowedUsd: string;
     borrowLimitUsd: string;
@@ -125,9 +135,21 @@ export interface CompoundPositionData extends MMPositionData {
     isSubscribedToAutomation?: boolean;
     automationResubscribeRequired?: boolean;
 }
-export interface CompoundV2PositionData extends CompoundPositionData {
+/**
+ * Fields getCompoundV2AggregatedData adds to every Compound V2 position at runtime — a subset of
+ * CompoundAggregatedPositionData. Optional, so code that builds a position by hand keeps compiling.
+ */
+export type CompoundV2PositionAggregatedFields = Partial<Pick<CompoundAggregatedPositionData, 'suppliedCollateralUsd' | 'liquidationLimitUsd' | 'leftToBorrowUsd' | 'collRatio' | 'leveragedType' | 'leveragedAsset' | 'liquidationPrice'>>;
+/**
+ * Fields getCompoundV3AggregatedData adds to every Compound V3 position at runtime, on top of those declared in
+ * CompoundPositionData. Optional, so code that builds a position by hand keeps compiling.
+ */
+export type CompoundV3PositionAggregatedFields = Partial<Omit<CompoundAggregatedPositionData, keyof MMPositionData | 'ratio' | 'minRatio' | 'suppliedUsd' | 'borrowedUsd' | 'borrowLimitUsd' | 'incentiveUsd' | 'totalInterestUsd'>>;
+export interface CompoundV2PositionData extends CompoundPositionData, CompoundV2PositionAggregatedFields {
     usedAssets: CompoundV2UsedAssets;
+    borrowStableSupplyUnstable?: boolean;
 }
-export interface CompoundV3PositionData extends CompoundPositionData {
+export interface CompoundV3PositionData extends CompoundPositionData, CompoundV3PositionAggregatedFields {
     usedAssets: CompoundV3UsedAssets;
+    isAllowed?: boolean;
 }

package/esm/types/curveUsd.d.ts

@@ -60,6 +60,7 @@ export interface CrvUSDGlobalMarketData {
     leftToBorrow: string;
     bands: BandData[];
     loanDiscount: string;
+    A?: bigint;
 }
 export interface CrvUSDAggregatedPositionData {
     ratio: string;
@@ -73,9 +74,6 @@ export interface CrvUSDAggregatedPositionData {
     collFactor: string;
     leveragedType: LeverageType;
     exposure: string;
-    netApy: string;
-    totalInterestUsd: string;
-    incentiveUsd: string;
     leveragedAsset?: string;
     liquidationPrice?: string;
 }
@@ -94,7 +92,8 @@ export interface CrvUSDUsedAsset {
 export interface CrvUSDUsedAssets {
     [key: string]: CrvUSDUsedAsset;
 }
-export interface CrvUSDUserData {
+export type CrvUSDPositionAggregatedFields = Partial<Pick<CrvUSDAggregatedPositionData, 'borrowLimitUsd' | 'minAllowedRatio' | 'collFactor' | 'leveragedType' | 'leveragedAsset' | 'liquidationPrice'>>;
+export interface CrvUSDUserData extends CrvUSDPositionAggregatedFields {
     debtAmount: string;
     health: string;
     healthPercent: string;
@@ -116,7 +115,10 @@ export interface CrvUSDUserData {
     collateralPrice: string;
     collRatio: string;
     exposure: string;
-    netApy: string;
-    totalInterestUsd: string;
-    incentiveUsd: string;
+    marketCollateralAmount?: bigint;
+    curveUsdCollateralAmount?: bigint;
+    N?: bigint;
+    bandRange?: readonly [bigint, bigint];
+    usersBands?: readonly [readonly bigint[], readonly bigint[]];
+    isInSoftLiquidation?: boolean;
 }

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

@@ -24,11 +24,7 @@ export interface LiquityTroveInfo {
     totalETH: string;
     totalLUSD: string;
     minCollateralRatio: number;
-    safetyRatio: string;
     priceForRecovery: string;
     debtInFront: string;
     exposure: string;
-    netApy: string;
-    totalInterestUsd: string;
-    incentiveUsd: 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/llamaLend.d.ts

@@ -138,7 +138,8 @@ export interface LlamaLendUsedAsset {
 export interface LlamaLendUsedAssets {
     [key: string]: LlamaLendUsedAsset;
 }
-export interface LlamaLendUserData {
+export type LlamaLendPositionAggregatedFields = Partial<Pick<LlamaLendAggregatedPositionData, 'borrowLimitUsd' | 'minAllowedRatio' | 'collFactor' | 'leveragedType' | 'leveragedAsset' | 'liquidationPrice' | 'netApy' | 'incentiveUsd' | 'totalInterestUsd'>>;
+export interface LlamaLendUserData extends LlamaLendPositionAggregatedFields {
     debtAmount: string;
     health: string;
     healthPercent: string;
@@ -157,4 +158,14 @@ export interface LlamaLendUserData {
     loanExists: boolean;
     borrowRate?: string;
     exposure: string;
+    collateralPrice?: bigint;
+    marketCollateralAmount?: bigint;
+    debtTokenCollateralAmount?: bigint;
+    N?: bigint;
+    bandRange?: readonly [bigint, bigint];
+    usersBands?: readonly [readonly bigint[], readonly bigint[]];
+    collRatio?: bigint;
+    isInSoftLiquidation?: boolean;
+    debtTokenSuppliedShares?: bigint;
+    debtTokenSuppliedAssets?: bigint;
 }

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;
@@ -59,7 +58,4 @@ export interface CdpData {
     liquidationFee: string;
     lastUpdated: number;
     exposure: string;
-    netApy: string;
-    totalInterestUsd: string;
-    incentiveUsd: 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;
@@ -216,6 +214,8 @@ export interface MorphoBluePositionData {
     supplyShares: string;
     borrowShares: string;
     exposure: string;
+    minCollRatio?: string;
+    collLiquidationRatio?: string;
 }
 export interface MorphoBlueEarnData {
     apy: 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

@@ -46,6 +46,21 @@ export interface SparkAssetData extends MMAssetData {
     eModeCategory: number;
     liquidationBonus: string;
     liquidationRatio: string;
+    debtCeilingForIsolationMode?: string;
+    isSiloed?: boolean;
+    isolationModeTotalDebt?: string;
+    isolationModeBorrowingEnabled?: boolean;
+    assetId?: number;
+    borrowRateStable?: string;
+    supplyCap?: string;
+    isInactive?: boolean;
+    isFrozen?: boolean;
+    isPaused?: boolean;
+    canBeWithdrawn?: boolean;
+    canBePayBacked?: boolean;
+    disabledStableBorrowing?: boolean;
+    isFlashLoanEnabled?: boolean;
+    aTokenAddress?: EthAddress;
 }
 export interface SparkAssetsData {
     [token: string]: SparkAssetData;
@@ -85,7 +100,6 @@ export interface SparkAggregatedPositionData {
     leftToBorrowUsd: string;
     ratio: string;
     collRatio: string;
-    safetyRatio: string;
     netApy: string;
     incentiveUsd: string;
     totalInterestUsd: string;
@@ -101,11 +115,15 @@ export interface SparkAggregatedPositionData {
     minHealthRatio: string;
     exposure: string;
 }
-export interface SparkPositionData extends MMPositionData {
+/**
+ * Fields sparkGetAggregatedPositionData adds to every Spark position at runtime, on top of those declared below.
+ * Optional, so code that builds a position by hand keeps compiling.
+ */
+export type SparkPositionAggregatedFields = Partial<Omit<SparkAggregatedPositionData, keyof MMPositionData | 'ratio' | 'collRatio' | 'suppliedUsd' | 'borrowedUsd' | 'borrowLimitUsd' | 'suppliedCollateralUsd' | 'incentiveUsd' | 'totalInterestUsd'>>;
+export interface SparkPositionData extends MMPositionData, SparkPositionAggregatedFields {
     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": "2.1.160-shifter-v2-dev",
+  "version": "2.1.161-portfolio-api-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/curveUsd/index.ts

@@ -14,13 +14,6 @@ import { getCrvUsdAggregatedData } from '../helpers/curveUsdHelpers';
 import { CrvUsdMarkets } from '../markets';
 import { wethToEth } from '../services/utils';
 import { getViemProvider, setViemBlockNumber } from '../services/viem';
-import { getStakingApy, STAKING_ASSETS } from '../staking';
-
-/** Converts a per-second AMM rate (wei, 18 decimals) into a yearly compounded borrow APY in %. */
-const ammRateToBorrowApy = (rateWei: string) => {
-  const exponent = new Dec(assetAmountInEth(rateWei)).mul(365).mul(86400);
-  return new Dec(new Dec(2.718281828459).pow(exponent).minus(1)).mul(100).toString();
-};
 
 const getAndFormatBands = async (provider: Client, network: NetworkNumber, selectedMarket: CrvUSDMarketData, _minBand: string, _maxBand: string) => {
   const contract = CrvUSDViewContractViem(provider, network);
@@ -76,8 +69,15 @@ export const _getCurveUsdGlobalData = async (provider: Client, network: NetworkN
   const totalDebt = assetAmountInEth(data.totalDebt.toString(), debtAsset);
   const ammPrice = assetAmountInEth(data.ammPrice.toString(), debtAsset);
 
-  const borrowRate = ammRateToBorrowApy(data.ammRate.toString());
-  const futureBorrowRate = ammRateToBorrowApy(data.monetaryPolicyRate.toString());
+  const rate = assetAmountInEth(data.ammRate.toString());
+  const futureRate = assetAmountInEth(data.monetaryPolicyRate.toString());
+
+  const exponentRate = new Dec(rate).mul(365).mul(86400);
+  const exponentFutureRate = new Dec(futureRate).mul(365).mul(86400);
+  const borrowRate = new Dec(new Dec(2.718281828459).pow(exponentRate).minus(1)).mul(100)
+    .toString();
+  const futureBorrowRate = new Dec(new Dec(2.718281828459).pow(exponentFutureRate).minus(1)).mul(100)
+    .toString();
 
   const bandsData = await getAndFormatBands(provider, network, selectedMarket, data.minBand.toString(), data.maxBand.toString());
 
@@ -164,22 +164,13 @@ export const getCrvUsdAccountBalances = async (
   controllerAddress: EthAddress,
 ): Promise<PositionBalances> => _getCrvUsdAccountBalances(getViemProvider(provider, network), network, block, addressMapping, address, controllerAddress);
 
-/**
- * @param borrowRate market borrow APY in % (`CrvUSDGlobalMarketData.borrowRate`); when omitted it is read from the view contract
- */
-export const _getCurveUsdUserData = async (provider: Client, network: NetworkNumber, address: EthAddress, selectedMarket: CrvUSDMarketData, activeBand: string, borrowRate?: string): Promise<CrvUSDUserData> => {
+export const _getCurveUsdUserData = async (provider: Client, network: NetworkNumber, address: EthAddress, selectedMarket: CrvUSDMarketData, activeBand: string): Promise<CrvUSDUserData> => {
   const contract = CrvUSDViewContractViem(provider, network);
+
+  const data = await contract.read.userData([selectedMarket.controllerAddress, address]);
   const collAsset = selectedMarket.collAsset;
   const debtAsset = selectedMarket.baseAsset;
 
-  const [data, collStakingApy, marketBorrowRate] = await Promise.all([
-    contract.read.userData([selectedMarket.controllerAddress, address]),
-    STAKING_ASSETS.includes(collAsset) ? getStakingApy(collAsset) : Promise.resolve('0'),
-    borrowRate !== undefined
-      ? Promise.resolve(borrowRate)
-      : contract.read.globalData([selectedMarket.controllerAddress]).then((globalData) => ammRateToBorrowApy(globalData.ammRate.toString())),
-  ]);
-
   const health = assetAmountInEth(data.health.toString());
   const healthPercent = new Dec(health).mul(100).toString();
   const collPrice = assetAmountInEth(data.collateralPrice.toString(), debtAsset);
@@ -211,7 +202,7 @@ export const _getCurveUsdUserData = async (provider: Client, network: NetworkNum
       isBorrowed: new Dec(debtBorrowed).gt('0'),
       symbol: 'crvUSD',
       price: '1',
-      interestRate: marketBorrowRate,
+      interestRate: '0',
     },
   } : {};
 
@@ -241,15 +232,8 @@ export const _getCurveUsdUserData = async (provider: Client, network: NetworkNum
     numOfBands: data.N.toString(),
     usedAssets,
     status,
-    borrowRate: marketBorrowRate,
     ...getCrvUsdAggregatedData({
-      loanExists: data.loanExists,
-      usedAssets,
-      network: NetworkNumber.Eth,
-      selectedMarket,
-      numOfBands: data.N.toString(),
-      borrowRate: marketBorrowRate,
-      collStakingApy,
+      loanExists: data.loanExists, usedAssets, network: NetworkNumber.Eth, selectedMarket, numOfBands: data.N.toString(),
     }),
     userBands,
   };
@@ -261,11 +245,10 @@ export const getCurveUsdUserData = async (
   address: EthAddress,
   selectedMarket: CrvUSDMarketData,
   activeBand: string,
-  borrowRate?: string,
-): Promise<CrvUSDUserData> => _getCurveUsdUserData(getViemProvider(provider, network), network, address, selectedMarket, activeBand, borrowRate);
+): Promise<CrvUSDUserData> => _getCurveUsdUserData(getViemProvider(provider, network), network, address, selectedMarket, activeBand);
 
 export const getCurveUsdFullPositionData = async (provider: EthereumProvider, network: NetworkNumber, address: EthAddress, selectedMarket: CrvUSDMarketData): Promise<CrvUSDUserData> => {
   const marketData = await getCurveUsdGlobalData(provider, network, selectedMarket);
-  const positionData = await getCurveUsdUserData(provider, network, address, selectedMarket, marketData.activeBand, marketData.borrowRate);
+  const positionData = await getCurveUsdUserData(provider, network, address, selectedMarket, marketData.activeBand);
   return positionData;
 };

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

@@ -5,18 +5,11 @@ import {
   calcLeverageLiqPrice, getAssetsTotal, getExposure, isLeveragedPos,
 } from '../../moneymarket';
 import { mapRange } from '../../services/utils';
-import { calculateNetApyFromRates } from '../../staking';
 
 export const getCrvUsdAggregatedData = ({
-  loanExists, usedAssets, network, selectedMarket, numOfBands, borrowRate = '0', collStakingApy = '0', ...rest
+  loanExists, usedAssets, network, selectedMarket, numOfBands, ...rest
 }:{
-  loanExists: boolean,
-  usedAssets: CrvUSDUsedAssets,
-  network: NetworkNumber,
-  selectedMarket: CrvUSDMarketData,
-  numOfBands: number | string,
-  borrowRate?: string, // market borrow APY in %, see `CrvUSDGlobalMarketData.borrowRate`
-  collStakingApy?: string, // native yield APY in % of the collateral asset, if it is a staked asset
+  loanExists: boolean, usedAssets: CrvUSDUsedAssets, network: NetworkNumber, selectedMarket: CrvUSDMarketData, numOfBands: number | string
 }): CrvUSDAggregatedPositionData => {
   const payload = {} as CrvUSDAggregatedPositionData;
   payload.supplied = getAssetsTotal(usedAssets, ({ isSupplied }: { isSupplied: boolean }) => isSupplied, ({ supplied }: { supplied: string }) => supplied); // this is wrong if we are in soft-liquidations
@@ -33,8 +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
@@ -51,17 +42,5 @@ export const getCrvUsdAggregatedData = ({
 
   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: usedAssets?.[selectedMarket.collAsset]?.suppliedUsd || '0' }],
-  });
-  payload.netApy = netApy;
-  payload.totalInterestUsd = totalInterestUsd;
-  payload.incentiveUsd = incentiveUsd;
-
   return payload;
 };

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

@@ -54,8 +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;

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;