import type { MidnightMarketConfig } from '@1delta/data-sdk';
import { MorphoGeneralPublicResponse } from '../../../types/lender/morpho-types';
import { AdditionalYields, GenericTokenList } from '../../../types';
import type { MidnightMarketRaw } from './types';
/** Synthesized per-market lender key, e.g. `MORPHO_MIDNIGHT_<MARKETID_HEX_UPPER>`. */
export declare function midnightLenderKey(marketId: string): string;
/**
 * Map fetched Midnight markets into the shared `MorphoGeneralPublicResponse`
 * shape used by every collateralized-borrow lender, keyed by the synthesized
 * `MORPHO_MIDNIGHT_<id>` lender key.
 *
 * One LOAN entry per market carries the fixed rates:
 *   - `variableBorrowRate` = best fixed BORROW APR (from bids), in percent
 *   - `depositRate`        = best fixed SUPPLY/lend APR (from asks), in percent
 * plus order-book depth as the "liquidity" proxy. One COLLATERAL entry per
 * collateral leg carries the per-leg LLTV → collateralFactor + liquidation
 * penalty. `params.market` carries the full Midnight market struct + maturity.
 */
export declare function convertMidnightMarketsToResponse(raw: MidnightMarketRaw[], chainId: string, prices?: {
    [asset: string]: number;
}, _additionalYields?: AdditionalYields, tokens?: GenericTokenList): {
    [m: string]: MorphoGeneralPublicResponse;
};
export type { MidnightMarketConfig };
//# sourceMappingURL=convertPublic.d.ts.map