@kestrelfi/lyc-sdk 1.0.1 → 1.0.3

package/dist/shared/lending-platforms/src/utils/kamino.d.ts

@@ -1,87 +0,0 @@
-import { RewardInfo } from "@kamino-finance/farms-sdk";
-import { BN } from "@anchor-lang/core";
-import { LendingMarket } from "@kamino-finance/klend-sdk";
-import { Address } from "@solana/kit";
-import { KaminoReserveData } from "../data";
-import { KaminoExtraFarmData } from "../types";
-/**
- * Fetches extra farm configurations from Kamino's CDN.
- */
-export declare function fetchExtraFarms(): Promise<KaminoExtraFarmData[]>;
-/**
- * Fetches all Kamino lending markets from on-chain program accounts.
- * @returns Array of market objects with address, name, and decoded state
- */
-export declare function getAllKaminoMarkets(rpcUrl: string): Promise<{
-    address: Address;
-    name: string;
-    state: LendingMarket;
-}[]>;
-/**
- * Calculates the APY for a farm reward based on current reward emissions and total staked amount.
- * Converts daily reward rate to annualized percentage yield using compound interest formula.
- *
- * @param reserveMint - The mint address of the reserve's underlying token
- * @param rewardInfo - Farm reward configuration containing emission rate and token info
- * @param totalStakedRaw - Total amount staked in the farm (raw units as string)
- * @param stakedTokenDecimals - Decimal places for the staked token
- * @param exchangeRate - Exchange rate between staked shares and underlying tokens
- * @param rewardMintPrice - USD price of the reward token (used for non-stablecoin rewards)
- * @param requiresPairReserve - If the Kamino incentive requires a pair reserve in order to be eligible
- * @returns Annualized percentage yield as a decimal (e.g., 0.05 = 5% APY)
- */
-export declare function calculateRewardAPY(reserveMint: Address, rewardInfo: RewardInfo, totalStakedRaw: string, stakedTokenDecimals: number, exchangeRate: number, rewardMintPrice: number, requiresPairReserve: boolean): number;
-/**
- * Converts a liquidity (underlying token) amount to collateral (cToken) amount
- * using the reserve's estimated exchange rate.
- *
- * Kamino's withdraw V2 instruction expects the amount in cTokens, so this
- * conversion is needed when the caller specifies a liquidity amount to withdraw.
- *
- * @param reserveData - The reserve to use for the exchange rate
- * @param liquidityBaseUnits - Amount in liquidity base units (e.g., USDC smallest unit)
- * @returns Amount in collateral base units (cTokens), floored to avoid overdrawing
- */
-export declare function liquidityToCollateral(reserveData: KaminoReserveData, liquidityBaseUnits: number): number;
-/**
- * Converts a collateral (cToken) amount back to liquidity base units using the
- * same estimated exchange rate as Kamino's reserve math.
- *
- * @param reserveData - The reserve to use for the exchange rate
- * @param collateralBaseUnits - Amount in collateral base units (cTokens)
- * @returns Amount in liquidity base units, floored to preserve withdraw safety
- */
-export declare function collateralToLiquidity(reserveData: KaminoReserveData, collateralBaseUnits: number): number;
-/**
- * Normalizes a requested liquidity withdraw amount to the actual liquidity that
- * Kamino can redeem after converting through collateral shares.
- *
- * Kamino withdraws collateral shares, not raw liquidity. Because the liquidity
- * -> collateral conversion floors, a requested liquidity amount may redeem
- * slightly less liquidity in practice. Round-tripping through collateral shares
- * lets callers pre-snap to the realizable liquidity amount.
- *
- * @param reserveData - Source reserve used for the withdraw
- * @param liquidityBaseUnits - Requested liquidity amount in base units
- * @returns Realizable liquidity amount after liquidity -> collateral -> liquidity
- */
-export declare function normalizeLiquidityWithdrawAmount(reserveData: KaminoReserveData, liquidityBaseUnits: BN | number): BN;
-/**
- * Smallest liquidity (underlying) base-unit withdraw request such that, after Kamino's
- * liquidity→collateral→liquidity rounding ({@link normalizeLiquidityWithdrawAmount}),
- * the **realized** liquidity is still at least `minLiquidityOut`.
- *
- * Used for `burn_token` withdraw CPI sizing: the on-chain program credits `unlent_amount`
- * from the actual token balance delta; if the requested withdraw floors below the burn's
- * `collateral_to_user`, the instruction fails with `InsufficientUnlentCollateral`.
- */
-export declare function minLiquidityWithdrawForPayout(reserveData: KaminoReserveData, minLiquidityOut: BN): BN;
-/**
- * Normalizes a requested UI liquidity withdraw amount to the realizable UI
- * liquidity amount after Kamino rounds through collateral shares.
- *
- * @param reserveData - Source reserve used for the withdraw
- * @param uiAmount - Requested liquidity amount in UI units
- * @returns Realizable liquidity amount in UI units
- */
-export declare function normalizeLiquidityWithdrawUiAmount(reserveData: KaminoReserveData, uiAmount: number): number;

package/dist/shared/lending-platforms/src/utils/kamino.js

@@ -1,190 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.fetchExtraFarms = fetchExtraFarms;
-exports.getAllKaminoMarkets = getAllKaminoMarkets;
-exports.calculateRewardAPY = calculateRewardAPY;
-exports.liquidityToCollateral = liquidityToCollateral;
-exports.collateralToLiquidity = collateralToLiquidity;
-exports.normalizeLiquidityWithdrawAmount = normalizeLiquidityWithdrawAmount;
-exports.minLiquidityWithdrawForPayout = minLiquidityWithdrawForPayout;
-exports.normalizeLiquidityWithdrawUiAmount = normalizeLiquidityWithdrawUiAmount;
-const farms_sdk_1 = require("@kamino-finance/farms-sdk");
-const core_1 = require("@anchor-lang/core");
-const klend_sdk_1 = require("@kamino-finance/klend-sdk");
-const common_1 = require("common");
-const decimal_js_1 = __importDefault(require("decimal.js"));
-/**
- * Fetches extra farm configurations from Kamino's CDN.
- */
-async function fetchExtraFarms() {
-    const cdnRes = await (0, common_1.fetchWithRetry)("https://cdn.kamino.finance/resources.json");
-    const allResources = (await cdnRes.json());
-    return allResources["mainnet-beta"]["extraFarms"];
-}
-/**
- * Fetches all Kamino lending markets from on-chain program accounts.
- * @returns Array of market objects with address, name, and decoded state
- */
-async function getAllKaminoMarkets(rpcUrl) {
-    const rpc = (0, common_1.createRpcWithRetry)(rpcUrl);
-    const accounts = await rpc
-        .getProgramAccounts(klend_sdk_1.PROGRAM_ID, {
-        filters: [
-            {
-                dataSize: BigInt(klend_sdk_1.LendingMarket.layout.span + 8), // +8 for discriminator
-            },
-        ],
-        encoding: "base64",
-    })
-        .send();
-    return accounts.map((account) => {
-        const market = klend_sdk_1.LendingMarket.decode(Buffer.from(account.account.data[0], "base64"));
-        const name = Buffer.from(market.name).toString("utf8").replace(/\0/g, "");
-        return {
-            address: account.pubkey,
-            name,
-            state: market,
-        };
-    });
-}
-/**
- * Calculates the APY for a farm reward based on current reward emissions and total staked amount.
- * Converts daily reward rate to annualized percentage yield using compound interest formula.
- *
- * @param reserveMint - The mint address of the reserve's underlying token
- * @param rewardInfo - Farm reward configuration containing emission rate and token info
- * @param totalStakedRaw - Total amount staked in the farm (raw units as string)
- * @param stakedTokenDecimals - Decimal places for the staked token
- * @param exchangeRate - Exchange rate between staked shares and underlying tokens
- * @param rewardMintPrice - USD price of the reward token (used for non-stablecoin rewards)
- * @param requiresPairReserve - If the Kamino incentive requires a pair reserve in order to be eligible
- * @returns Annualized percentage yield as a decimal (e.g., 0.05 = 5% APY)
- */
-function calculateRewardAPY(reserveMint, rewardInfo, totalStakedRaw, stakedTokenDecimals, exchangeRate, rewardMintPrice, requiresPairReserve) {
-    let totalStaked = new decimal_js_1.default((0, common_1.toUiAmount)(BigInt(totalStakedRaw), stakedTokenDecimals));
-    if (!requiresPairReserve) {
-        totalStaked = totalStaked.div(exchangeRate);
-    }
-    if (totalStaked.isZero())
-        return 0;
-    const rewardPerTokenPerSecond = (0, farms_sdk_1.calculateCurrentRewardPerToken)(rewardInfo, new decimal_js_1.default((0, common_1.currentUnixSeconds)()));
-    if (!rewardPerTokenPerSecond)
-        return 0;
-    const divisor = new decimal_js_1.default(10)
-        .pow(new decimal_js_1.default(rewardInfo.rewardsPerSecondDecimals.toString()))
-        .mul(new decimal_js_1.default(10).pow(new decimal_js_1.default(rewardInfo.token.decimals.toString())));
-    const adjustedRewardPerToken = new decimal_js_1.default(rewardPerTokenPerSecond).div(divisor);
-    let dailyRewards = adjustedRewardPerToken.mul(farms_sdk_1.SECONDS_IN_A_DAY);
-    if (common_1.mints.get(rewardInfo.token.mint)?.assetType !== "Stablecoin" &&
-        rewardInfo.token.mint !== reserveMint) {
-        dailyRewards = dailyRewards.mul(new decimal_js_1.default(rewardMintPrice));
-    }
-    const dailyRate = dailyRewards.div(totalStaked);
-    const apy = decimal_js_1.default.pow(dailyRate.plus(1), common_1.DAYS_PER_YEAR).minus(1);
-    return apy.toNumber();
-}
-/**
- * Converts a liquidity (underlying token) amount to collateral (cToken) amount
- * using the reserve's estimated exchange rate.
- *
- * Kamino's withdraw V2 instruction expects the amount in cTokens, so this
- * conversion is needed when the caller specifies a liquidity amount to withdraw.
- *
- * @param reserveData - The reserve to use for the exchange rate
- * @param liquidityBaseUnits - Amount in liquidity base units (e.g., USDC smallest unit)
- * @returns Amount in collateral base units (cTokens), floored to avoid overdrawing
- */
-function liquidityToCollateral(reserveData, liquidityBaseUnits) {
-    const exchangeRate = reserveData.rawData
-        .getEstimatedCollateralExchangeRate(reserveData.slot, 0)
-        .toNumber();
-    return Math.floor(liquidityBaseUnits * exchangeRate);
-}
-/**
- * Converts a collateral (cToken) amount back to liquidity base units using the
- * same estimated exchange rate as Kamino's reserve math.
- *
- * @param reserveData - The reserve to use for the exchange rate
- * @param collateralBaseUnits - Amount in collateral base units (cTokens)
- * @returns Amount in liquidity base units, floored to preserve withdraw safety
- */
-function collateralToLiquidity(reserveData, collateralBaseUnits) {
-    const exchangeRate = reserveData.rawData
-        .getEstimatedCollateralExchangeRate(reserveData.slot, 0)
-        .toNumber();
-    return Math.floor(collateralBaseUnits / exchangeRate);
-}
-/**
- * Normalizes a requested liquidity withdraw amount to the actual liquidity that
- * Kamino can redeem after converting through collateral shares.
- *
- * Kamino withdraws collateral shares, not raw liquidity. Because the liquidity
- * -> collateral conversion floors, a requested liquidity amount may redeem
- * slightly less liquidity in practice. Round-tripping through collateral shares
- * lets callers pre-snap to the realizable liquidity amount.
- *
- * @param reserveData - Source reserve used for the withdraw
- * @param liquidityBaseUnits - Requested liquidity amount in base units
- * @returns Realizable liquidity amount after liquidity -> collateral -> liquidity
- */
-function normalizeLiquidityWithdrawAmount(reserveData, liquidityBaseUnits) {
-    const requestedBaseUnits = typeof liquidityBaseUnits === "number" ? liquidityBaseUnits : liquidityBaseUnits.toNumber();
-    const collateralBaseUnits = liquidityToCollateral(reserveData, requestedBaseUnits);
-    return new core_1.BN(collateralToLiquidity(reserveData, collateralBaseUnits));
-}
-/**
- * Smallest liquidity (underlying) base-unit withdraw request such that, after Kamino's
- * liquidity→collateral→liquidity rounding ({@link normalizeLiquidityWithdrawAmount}),
- * the **realized** liquidity is still at least `minLiquidityOut`.
- *
- * Used for `burn_token` withdraw CPI sizing: the on-chain program credits `unlent_amount`
- * from the actual token balance delta; if the requested withdraw floors below the burn's
- * `collateral_to_user`, the instruction fails with `InsufficientUnlentCollateral`.
- */
-function minLiquidityWithdrawForPayout(reserveData, minLiquidityOut) {
-    const min = new core_1.BN(minLiquidityOut.toString());
-    if (normalizeLiquidityWithdrawAmount(reserveData, min).gte(min)) {
-        return min;
-    }
-    let hi = min.clone();
-    let expanded = false;
-    for (let i = 0; i < 64; i++) {
-        hi = hi.muln(2);
-        if (normalizeLiquidityWithdrawAmount(reserveData, hi).gte(min)) {
-            expanded = true;
-            break;
-        }
-    }
-    if (!expanded) {
-        throw new Error(`minLiquidityWithdrawForPayout: could not bracket min out ${minLiquidityOut.toString()}`);
-    }
-    let loBn = min.clone();
-    let hiBn = hi.clone();
-    while (loBn.lt(hiBn)) {
-        const mid = loBn.add(hiBn).shrn(1);
-        const realized = normalizeLiquidityWithdrawAmount(reserveData, mid);
-        if (realized.gte(min)) {
-            hiBn = mid;
-        }
-        else {
-            loBn = mid.addn(1);
-        }
-    }
-    return loBn;
-}
-/**
- * Normalizes a requested UI liquidity withdraw amount to the realizable UI
- * liquidity amount after Kamino rounds through collateral shares.
- *
- * @param reserveData - Source reserve used for the withdraw
- * @param uiAmount - Requested liquidity amount in UI units
- * @returns Realizable liquidity amount in UI units
- */
-function normalizeLiquidityWithdrawUiAmount(reserveData, uiAmount) {
-    const requestedBaseUnits = (0, common_1.fromUiAmount)(uiAmount, reserveData.mint.mintDecimals);
-    const normalizedBaseUnits = normalizeLiquidityWithdrawAmount(reserveData, requestedBaseUnits);
-    return (0, common_1.toUiAmount)(normalizedBaseUnits, reserveData.mint.mintDecimals);
-}

package/dist/shared/lending-platforms/src/utils/lendingPlatform.d.ts

@@ -1,6 +0,0 @@
-import { LendingPlatform } from "../types";
-import { KaminoClient } from "../services";
-/**
- * Get a lending platform client. Markets are loaded lazily on first use.
- */
-export declare function getLpClient(lendingPlatform: LendingPlatform, rpcUrl: string, rpcUrls?: string[]): KaminoClient;

package/dist/shared/lending-platforms/src/utils/lendingPlatform.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getLpClient = getLpClient;
-const types_1 = require("../types");
-const services_1 = require("../services");
-/**
- * Get a lending platform client. Markets are loaded lazily on first use.
- */
-function getLpClient(lendingPlatform, rpcUrl, rpcUrls = [rpcUrl]) {
-    if (lendingPlatform === types_1.LendingPlatform.Kamino) {
-        return new services_1.KaminoClient(rpcUrl, rpcUrls);
-    }
-    else {
-        throw new Error("Lending platform not yet supported");
-    }
-}

package/dist/shared/lending-platforms/src/utils/math.d.ts

@@ -1,47 +0,0 @@
-/**
- * LTV utilization math (same definition as `ReservesManager.calcLtvUtilizationRateBps` /
- * Kamino `borrowedValueUsd / borrowLimit`):
- *
- * ```
- * ltvUtilization = debtUsd / (collateralUsd × maxLtv)
- * ```
- *
- * **Assumptions:** debt USD fixed; only collateral USD moves. Liquidation uses a one-collateral sketch
- * (`debt ≤ collateral × liquidationThreshold`). Real obligations are multi-asset.
- */
-/**
- * If collateral drops X% (positive `drawdownPercent`), what **current** LTV utilization (decimal) stays
- * within the constraint? With `liquidationThreshold`, caps so that after the drop the sketch stays solvent:
- * `target ≤ (1 − drawdown/100) × liquidationThreshold / maxLtv`.
- *
- * Without `liquidationThreshold`, caps so post-drop utilization ≤ `targetMaxBorrowUtilizationAfter` (default 1).
- */
-export declare function maxLtvUtilBeforeCollDrawdown(params: {
-    drawdownPercent: number;
-    ltv: number;
-    targetMaxBorrowUtilizationAfter?: number;
-    liquidationThreshold?: number;
-}): number;
-/**
- * LTV utilization after collateral **USD** moves by `collateralPricePctChg`, with debt USD unchanged.
- *
- * `collateralPricePctChg`: signed percent on collateral price, e.g. `10` = +10% rally, `-30` = −30% crash.
- * Formula: `newUtil = currentUtil / (1 + collateralPricePctChg/100)`.
- */
-export declare function ltvUtilAfterCollateralPricePctChg(currentLtvUtilization: number, collateralPricePctChg: number): number;
-/**
- * If you sit at **target** utilization and collateral **rallies** `rallyPercentPositive` (e.g. `25` = +25%),
- * utilization falls. This returns how far **below** target it lands — the width of `maxDeviationBelowTarget`
- * that lines up with that rally for carry-style triggers.
- *
- * Equivalent to: `target − ltvUtilAfterCollateralPricePctChg(target, rallyPercentPositive)`.
- */
-export declare function ltvUtilDeltaBelowTargForRallyPct(targetLtvUtilization: number, rallyPercentPositive: number): number;
-/**
- * If you sit at **target** utilization and collateral **falls** `dropPercentPositive` (e.g. `20` = −20%),
- * utilization rises. This returns how far **above** target it lands — the width of `maxDeviationAboveTarget`
- * that lines up with that drop for carry-style triggers.
- *
- * Equivalent to: `ltvUtilAfterCollateralPricePctChg(target, -dropPercentPositive) − target`.
- */
-export declare function ltvUtilDeltaAboveTargForDropPct(targetLtvUtilization: number, dropPercentPositive: number): number;

package/dist/shared/lending-platforms/src/utils/math.js

@@ -1,123 +0,0 @@
-"use strict";
-/**
- * LTV utilization math (same definition as `ReservesManager.calcLtvUtilizationRateBps` /
- * Kamino `borrowedValueUsd / borrowLimit`):
- *
- * ```
- * ltvUtilization = debtUsd / (collateralUsd × maxLtv)
- * ```
- *
- * **Assumptions:** debt USD fixed; only collateral USD moves. Liquidation uses a one-collateral sketch
- * (`debt ≤ collateral × liquidationThreshold`). Real obligations are multi-asset.
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.maxLtvUtilBeforeCollDrawdown = maxLtvUtilBeforeCollDrawdown;
-exports.ltvUtilAfterCollateralPricePctChg = ltvUtilAfterCollateralPricePctChg;
-exports.ltvUtilDeltaBelowTargForRallyPct = ltvUtilDeltaBelowTargForRallyPct;
-exports.ltvUtilDeltaAboveTargForDropPct = ltvUtilDeltaAboveTargForDropPct;
-function clampUnitInterval(x) {
-    if (x <= 0)
-        return 0;
-    if (x >= 1)
-        return 1;
-    return x;
-}
-function assertLtv(ltv) {
-    if (!(ltv > 0) || ltv > 1) {
-        throw new RangeError("ltv must be in (0, 1] (e.g. 0.8 for 80% max LTV)");
-    }
-}
-function assertLiquidationThreshold(t) {
-    if (!(t > 0) || t > 1) {
-        throw new RangeError("liquidationThreshold must be in (0, 1] (e.g. 0.85)");
-    }
-}
-function maxLtvUtilBeforeCollUsdMultiplierInternal(params) {
-    const { collateralUsdMultiplier: mult, ltv, liquidationThreshold, targetMaxBorrowUtilizationAfter = 1, } = params;
-    assertLtv(ltv);
-    if (!(mult > 0)) {
-        throw new RangeError("collateralUsdMultiplier must be positive");
-    }
-    if (liquidationThreshold !== undefined) {
-        assertLiquidationThreshold(liquidationThreshold);
-        return clampUnitInterval((mult * liquidationThreshold) / ltv);
-    }
-    if (!(targetMaxBorrowUtilizationAfter > 0) || targetMaxBorrowUtilizationAfter > 1) {
-        throw new RangeError("targetMaxBorrowUtilizationAfter must be in (0, 1] (1 = 100% of borrow limit)");
-    }
-    return clampUnitInterval(mult * targetMaxBorrowUtilizationAfter);
-}
-/**
- * If collateral drops X% (positive `drawdownPercent`), what **current** LTV utilization (decimal) stays
- * within the constraint? With `liquidationThreshold`, caps so that after the drop the sketch stays solvent:
- * `target ≤ (1 − drawdown/100) × liquidationThreshold / maxLtv`.
- *
- * Without `liquidationThreshold`, caps so post-drop utilization ≤ `targetMaxBorrowUtilizationAfter` (default 1).
- */
-function maxLtvUtilBeforeCollDrawdown(params) {
-    if (!(params.drawdownPercent >= 0)) {
-        throw new RangeError("drawdownPercent must be non-negative (e.g. 30 for a 30% drop)");
-    }
-    const collateralUsdMultiplier = 1 - params.drawdownPercent / 100;
-    if (!(collateralUsdMultiplier > 0)) {
-        throw new RangeError("drawdownPercent must be less than 100 so collateral USD remains positive");
-    }
-    return maxLtvUtilBeforeCollUsdMultiplierInternal({
-        collateralUsdMultiplier,
-        ltv: params.ltv,
-        targetMaxBorrowUtilizationAfter: params.targetMaxBorrowUtilizationAfter,
-        liquidationThreshold: params.liquidationThreshold,
-    });
-}
-/**
- * LTV utilization after collateral **USD** moves by `collateralPricePctChg`, with debt USD unchanged.
- *
- * `collateralPricePctChg`: signed percent on collateral price, e.g. `10` = +10% rally, `-30` = −30% crash.
- * Formula: `newUtil = currentUtil / (1 + collateralPricePctChg/100)`.
- */
-function ltvUtilAfterCollateralPricePctChg(currentLtvUtilization, collateralPricePctChg) {
-    if (!(currentLtvUtilization >= 0) || currentLtvUtilization > 1) {
-        throw new RangeError("currentLtvUtilization must be in [0, 1]");
-    }
-    const mult = 1 + collateralPricePctChg / 100;
-    if (!(mult > 0)) {
-        throw new RangeError("collateralPricePctChg must be greater than -100 so collateral USD stays positive");
-    }
-    return currentLtvUtilization / mult;
-}
-/**
- * If you sit at **target** utilization and collateral **rallies** `rallyPercentPositive` (e.g. `25` = +25%),
- * utilization falls. This returns how far **below** target it lands — the width of `maxDeviationBelowTarget`
- * that lines up with that rally for carry-style triggers.
- *
- * Equivalent to: `target − ltvUtilAfterCollateralPricePctChg(target, rallyPercentPositive)`.
- */
-function ltvUtilDeltaBelowTargForRallyPct(targetLtvUtilization, rallyPercentPositive) {
-    if (!(targetLtvUtilization > 0) || targetLtvUtilization > 1) {
-        throw new RangeError("targetLtvUtilization must be in (0, 1]");
-    }
-    if (!Number.isFinite(rallyPercentPositive) || rallyPercentPositive <= 0) {
-        throw new RangeError("rallyPercentPositive must be finite and positive");
-    }
-    const after = ltvUtilAfterCollateralPricePctChg(targetLtvUtilization, rallyPercentPositive);
-    return targetLtvUtilization - after;
-}
-/**
- * If you sit at **target** utilization and collateral **falls** `dropPercentPositive` (e.g. `20` = −20%),
- * utilization rises. This returns how far **above** target it lands — the width of `maxDeviationAboveTarget`
- * that lines up with that drop for carry-style triggers.
- *
- * Equivalent to: `ltvUtilAfterCollateralPricePctChg(target, -dropPercentPositive) − target`.
- */
-function ltvUtilDeltaAboveTargForDropPct(targetLtvUtilization, dropPercentPositive) {
-    if (!(targetLtvUtilization > 0) || targetLtvUtilization > 1) {
-        throw new RangeError("targetLtvUtilization must be in (0, 1]");
-    }
-    if (!Number.isFinite(dropPercentPositive) ||
-        dropPercentPositive <= 0 ||
-        dropPercentPositive >= 100) {
-        throw new RangeError("dropPercentPositive must be in (0, 100)");
-    }
-    const after = ltvUtilAfterCollateralPricePctChg(targetLtvUtilization, -dropPercentPositive);
-    return after - targetLtvUtilization;
-}

package/dist/shared/lending-platforms/src/utils/scope.d.ts

@@ -1,38 +0,0 @@
-import { OraclePrices } from "@kamino-finance/scope-sdk/dist/@codegen/scope/accounts";
-import { Address, Rpc, SolanaRpcApi } from "@solana/kit";
-import { KaminoReserveData } from "../data/reserve/kamino";
-type OracleMappings = {
-    refPrice: number[];
-    priceTypes: number[];
-    priceInfoAccounts: Address[];
-    generic: number[][];
-};
-/**
- * Recursively collects a token and all its Scope dependency tokens.
- *
- * Handles three dependency mechanisms:
- * - `refPrice`: ScopeTwap and similar read from a single reference index
- * - `generic` (MostRecentOf): stores up to 4 source token indices as u16 LE
- * - `generic` (CappedFloored): stores sourceEntry, capEntry, floorEntry
- */
-export declare function collectTokenDependencies(token: number, mappings: OracleMappings, result: Set<number>, depth?: number): void;
-/**
- * Checks if a reserve's Scope price chain has any stale entries by comparing
- * each entry's `unixTimestamp` against the reserve's configured max price age.
- * @param reserveData - The reserve to check
- * @param oraclePrices - The fetched Scope OraclePrices account
- * @param bufferSeconds - Lookahead buffer (same semantics as KaminoReserveData.requiresRefresh)
- */
-export declare function isScopePriceStale(reserveData: KaminoReserveData, oraclePrices: OraclePrices, bufferSeconds?: number): boolean;
-/**
- * Returns the external PythPull / PythPullEMA oracle accounts from the Scope
- * dependency tree for the given Kamino reserves. These are the accounts whose
- * data Scope reads during RefreshPriceList — streaming them on a localnet fork
- * keeps Scope prices fresh.
- *
- * Only Pyth accounts are returned. Switchboard and other oracle types are
- * intentionally excluded because their on-chain data format can produce corrupt
- * values when streamed through Surfpool's account mirroring.
- */
-export declare function getScopePythAccounts(rpc: Rpc<SolanaRpcApi>, reserves: KaminoReserveData[]): Promise<Address[]>;
-export {};

package/dist/shared/lending-platforms/src/utils/scope.js

@@ -1,144 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.collectTokenDependencies = collectTokenDependencies;
-exports.isScopePriceStale = isScopePriceStale;
-exports.getScopePythAccounts = getScopePythAccounts;
-const scope_sdk_1 = require("@kamino-finance/scope-sdk");
-const common_1 = require("common");
-const ORACLE_TYPE_MOST_RECENT_OF = 28;
-const ORACLE_TYPE_CAPPED_FLOORED = 33;
-const MOST_RECENT_OF_UNUSED = 512;
-/**
- * Recursively collects a token and all its Scope dependency tokens.
- *
- * Handles three dependency mechanisms:
- * - `refPrice`: ScopeTwap and similar read from a single reference index
- * - `generic` (MostRecentOf): stores up to 4 source token indices as u16 LE
- * - `generic` (CappedFloored): stores sourceEntry, capEntry, floorEntry
- */
-function collectTokenDependencies(token, mappings, result, depth = 0) {
-    if (result.has(token) || depth > 5)
-        return;
-    const isValidDep = (dep) => dep !== undefined &&
-        dep !== token &&
-        dep < mappings.priceInfoAccounts.length &&
-        mappings.priceInfoAccounts[dep] !== common_1.DEFAULT_PUBLIC_KEY;
-    const recurse = (dep) => collectTokenDependencies(dep, mappings, result, depth + 1);
-    if (mappings.priceTypes[token] === ORACLE_TYPE_MOST_RECENT_OF) {
-        const raw = mappings.generic[token];
-        if (raw?.length >= 8) {
-            for (let i = 0; i < 4; i++) {
-                const src = raw[i * 2] | (raw[i * 2 + 1] << 8);
-                if (src !== MOST_RECENT_OF_UNUSED && isValidDep(src)) {
-                    recurse(src);
-                }
-            }
-        }
-    }
-    else if (mappings.priceTypes[token] === ORACLE_TYPE_CAPPED_FLOORED) {
-        const raw = mappings.generic[token];
-        if (raw?.length >= 7) {
-            const sourceEntry = raw[0] | (raw[1] << 8);
-            if (isValidDep(sourceEntry))
-                recurse(sourceEntry);
-            // borsh Option<u16>: 1-byte tag (0=None,1=Some) + u16 value
-            if (raw[2] === 1) {
-                const capEntry = raw[3] | (raw[4] << 8);
-                if (isValidDep(capEntry))
-                    recurse(capEntry);
-            }
-            const floorOffset = raw[2] === 1 ? 5 : 3;
-            if (raw[floorOffset] === 1) {
-                const floorEntry = raw[floorOffset + 1] | (raw[floorOffset + 2] << 8);
-                if (isValidDep(floorEntry))
-                    recurse(floorEntry);
-            }
-        }
-    }
-    const dep = mappings.refPrice[token];
-    if (isValidDep(dep)) {
-        recurse(dep);
-    }
-    result.add(token);
-}
-/**
- * Checks if a reserve's Scope price chain has any stale entries by comparing
- * each entry's `unixTimestamp` against the reserve's configured max price age.
- * @param reserveData - The reserve to check
- * @param oraclePrices - The fetched Scope OraclePrices account
- * @param bufferSeconds - Lookahead buffer (same semantics as KaminoReserveData.requiresRefresh)
- */
-function isScopePriceStale(reserveData, oraclePrices, bufferSeconds = 10) {
-    const SCOPE_CHAIN_END = 65535; // U16_MAX — terminates the price chain
-    const tokenInfo = reserveData.rawData.state.config.tokenInfo;
-    const { priceChain, twapChain } = tokenInfo.scopeConfiguration;
-    const isTwapEnabled = tokenInfo.maxTwapDivergenceBps.toNumber() > 0;
-    const now = (0, common_1.currentUnixSeconds)();
-    const isChainStale = (chain, maxAge) => {
-        for (const index of chain) {
-            if (index === SCOPE_CHAIN_END)
-                break;
-            const datedPrice = oraclePrices.prices[index];
-            if (!datedPrice || now - datedPrice.unixTimestamp.toNumber() > maxAge - bufferSeconds) {
-                return true;
-            }
-        }
-        return false;
-    };
-    const spotMaxAge = tokenInfo.maxAgePriceSeconds.toNumber();
-    if (isChainStale(priceChain, spotMaxAge))
-        return true;
-    if (isTwapEnabled) {
-        const twapMaxAge = tokenInfo.maxAgeTwapSeconds.toNumber();
-        if (isChainStale(twapChain, twapMaxAge))
-            return true;
-    }
-    return false;
-}
-const ORACLE_TYPE_PYTH_PULL = 21;
-const ORACLE_TYPE_PYTH_PULL_EMA = 22;
-const SCOPE_CHAIN_END = 65535;
-/**
- * Returns the external PythPull / PythPullEMA oracle accounts from the Scope
- * dependency tree for the given Kamino reserves. These are the accounts whose
- * data Scope reads during RefreshPriceList — streaming them on a localnet fork
- * keeps Scope prices fresh.
- *
- * Only Pyth accounts are returned. Switchboard and other oracle types are
- * intentionally excluded because their on-chain data format can produce corrupt
- * values when streamed through Surfpool's account mirroring.
- */
-async function getScopePythAccounts(rpc, reserves) {
-    const scope = new scope_sdk_1.Scope("mainnet-beta", rpc);
-    const accounts = new Set();
-    for (const reserve of reserves) {
-        const scopeFeed = reserve.getOracleAccounts().scope;
-        if (!scopeFeed)
-            continue;
-        const [configAddr] = await scope.getSingleFeedConfiguration({ prices: scopeFeed });
-        const mappings = await scope.getOracleMappings({ config: configAddr });
-        const { priceChain, twapChain } = reserve.rawData.state.config.tokenInfo.scopeConfiguration;
-        const chainTokens = new Set();
-        for (const chain of [priceChain, twapChain]) {
-            for (const index of chain) {
-                if (index === SCOPE_CHAIN_END)
-                    break;
-                chainTokens.add(index);
-            }
-        }
-        const allTokens = new Set();
-        for (const token of chainTokens) {
-            collectTokenDependencies(token, mappings, allTokens);
-        }
-        for (const token of allTokens) {
-            const type = mappings.priceTypes[token];
-            if (type === ORACLE_TYPE_PYTH_PULL || type === ORACLE_TYPE_PYTH_PULL_EMA) {
-                const account = mappings.priceInfoAccounts[token];
-                if (account && account !== common_1.DEFAULT_PUBLIC_KEY) {
-                    accounts.add(account);
-                }
-            }
-        }
-    }
-    return [...accounts];
-}

package/dist/shared/oracle-service/src/constants/index.d.ts

@@ -1,3 +0,0 @@
-export * from "./pyth";
-export * from "./splStake";
-export * from "./switchboard";