Get lending pairs

GET 
/v1/data/lending/pairs

Returns paginated leverage pair data with optional filters and sorting. Backed by the same origin route as /v1/data/lending/pairs/leverage, so it shares that endpoint's behaviour — including dropping pairs whose collateral leg has no remaining supply capacity (includeIlliquid=true keeps them).

Lista DAO fixed-term (brokered) debt side: when the short (debt) market is brokered, variableBorrowDisabledShort is true and termsShort[] lists the fixed-term loop options (each a MarketTerm). The pair has one loop option per term rather than a single variable-rate loop — use the per-term APR from termsShort[] in place of variableBorrowRateShort (which is 0/undefined for these pairs).

Credit desks: every row carries collateralDesk and debtDesk (see CreditDesk; null when the leg asset names no desk). Group strategies by collateralDesk — a stablecoin debt is not an exposure: a USDC-funded sUSDe loop is Ethena credit, not Circle credit.

Plain-text reference — GET /v1/data/lending/pairs

Parameters

Parameter	In	Type	Required	Description
includeAMM	query	boolean	no	Include pairs with a Fluid smart (T2/T3/T4) vault on either leg. Excluded by default — the collateral or debt of those vaults is a two-token DEX LP; includeAMM=true opts in. Tokenized LP collateral (Lista …-SmartLP, Pendle LP) is an ordinary row and is not affected. Alias: includeAmm. The value is case-insensitive (true / 1); the parameter name is not.
chainId	query	string	no	Filter by chain ID See the ChainId schema for the full set of supported chains.
lender	query	string	no	Filter by lender key See the LenderId schema for the full set of accepted values.
assetGroupLong	query	string	no	Filter by collateral asset group
assetGroupShort	query	string	no	Filter by debt asset group
collateralIssuers	query	string	no	CSV of issuer ids the collateral (long) asset must be issued by, e.g. sky, ethena. WHOSE CREDIT the asset is — not the money it is worth (USDe and USDC are both USD and are not the same credit), not the venue or curator that hosts it, not the chain or bridge it arrived over. OR-ed across the listed ids; there is no all mode, since an asset has at most one desk per axis. Assets with no issuer (WETH, BNB, AVAX) never match. Matches the asset's own desk OR its exposure desk by default; narrow with issuerMatch.
debtIssuers	query	string	no	CSV of issuer ids the debt (short) asset must be issued by. Asked per LEG, never per pair.
collateralAssetClasses	query	string	no	CSV of asset classes the collateral (long) asset must be of: stock, etf, pre-ipo, fund, credit, commodity, or the aliases stocks / equity (stock + etf + pre-ipo) and rwa (every class). Matches collateralAssetClass. Read verbatim off token-lists props.rwa (equity/stock → stock, equity/pre-ipo → pre-ipo, fund/etf → etf, other funds → fund, credit → credit, commodity → commodity), never from a ticker. An asset with no class (crypto) never matches; an unknown value is a 400 naming the valid ones. Forwarded to the origin and applied again by the 1delta API on the stamped rows, so an origin that ignores it cannot widen the answer (the page may then come back short of count).
debtAssetClasses	query	string	no	CSV of asset classes the debt (short) asset must be of; same values. Matches debtAssetClass. Asked per LEG, like debtIssuers.
collateralUnderlyingTickers	query	string	no	CSV of real-world tickers the collateral must track (collateralUnderlyingTicker, case-insensitive; equity classes only). ANDed with collateralAssetClasses.
debtUnderlyingTickers	query	string	no	CSV of real-world tickers the debt asset must track (debtUnderlyingTicker). ANDed with debtAssetClasses.
issuerMatch	query	any, direct, exposure, credit	no	Which desk the issuer filter matches. any (default) spans BOTH the asset's own desk and the desk its underlying resolves to — a PT over sUSDe is Pendle's INSTRUMENT and Ethena's CREDIT, so it answers to issuers=pendle and to issuers=ethena in one call, with no client-side union. direct = only that desk's own instruments. exposure = only wrappers whose underlying resolves to it. credit = only assets whose CREDIT DESK (see CreditDesk) is one of the ids: every asset has at most one, so under credit the issuers filter PARTITIONS the result (a PT-sUSDe answers to ethena and never to pendle). Applied per leg (collateralIssuers against collateralDesk, debtIssuers against debtDesk). credit is served by the 1delta API over the origin's any superset, scanning up to 20 origin pages; total is null (and truncated: true is set) when the scan stopped before the end.
minApr	query	number	no	Minimum total APR
minLeverage	query	number	no	Minimum max leverage
minLiquidityUsd	query	number	no	Minimum liquidity in USD
includeIlliquid	query	boolean	no	Keep pairs whose collateral leg has no remaining supply capacity (un-openable at any size). Off by default.
sortBy	query	aprTotal, maxLeverage, totalDepositsUsdLong, totalDebtUsdShort	no	Sort field
sortDir	query	asc, desc	no	Sort direction
start	query	integer	no	Pagination start index
count	query	integer	no	Page size

Response 200

Field	Type	Description
success	True
data	object
data.start	integer
data.count	integer	Number of entries in items.
data.items	object[]	The result set for this response.
data.items[].chainId	string	EVM chain id, as a decimal string. See the ChainId schema.
data.items[].lender	string	Protocol identifier. See the LenderId schema.
data.items[].marketLongUid	string	Market UID of the collateral side
data.items[].marketShortUid	string	Market UID of the debt side
data.items[].collateralDesk	object	The CREDIT DESK of the collateral (long) asset — the strategy's exposure and what to group strategies by. null when the asset names no issuer.
data.items[].debtDesk	object	The credit desk of the debt (short) asset — only whose money you OWE. A debt is not an exposure; never group strategies by it.
data.items[].collateralAssetClass	stock, etf, pre-ipo, fund, credit, commodity, … (7 values)	WHAT KIND of real-world asset the collateral (long) asset is, from token-lists props.rwa; null = not a tokenized real-world asset. What collateralAssetClasses= matches.
data.items[].debtAssetClass	stock, etf, pre-ipo, fund, credit, commodity, … (7 values)	The same for the debt (short) asset. What debtAssetClasses= matches.
data.items[].collateralUnderlyingTicker	string	The real-world ticker the collateral tracks (TSLA); equity classes only. What collateralUnderlyingTickers= matches.
data.items[].debtUnderlyingTicker	string	The real-world ticker the debt asset tracks; equity classes only. What debtUnderlyingTickers= matches.
data.items[].marketNameLong	string	Display name of the collateral market/vault (e.g. the Euler eVault name). Disambiguates rows that share the collateral/debt token symbols and lender.
data.items[].marketNameShort	string	Display name of the debt market/vault. For Euler this is the controller (debt) eVault — the primary way to tell otherwise-identical WETH→USDC rows apart.
data.items[].curatorNameLong	string	Curator/brand of the collateral market (Euler: resolved from the vault governor). Null for lenders without a curator, or until the curator registry is seeded. Render as "curatorName + symbol", falling back to marketNameLong.
data.items[].curatorNameShort	string	Curator/brand of the debt (controller) market. Same semantics as curatorNameLong.
data.items[].assetLong	string	Collateral asset address
data.items[].assetShort	string	Debt asset address
data.items[].assetGroupLong	string
data.items[].assetGroupShort	string
data.items[].symbolLong	string	Collateral token symbol
data.items[].nameLong	string	Collateral token name
data.items[].symbolShort	string	Debt token symbol
data.items[].nameShort	string	Debt token name
data.items[].collateralFactorLong	number	Liquidation collateral factor for the long side
data.items[].borrowCollateralFactorLong	number	Borrow-adjusted collateral factor for the long side
data.items[].borrowFactorLong	number	Borrow factor for the long side
data.items[].collateralDisabledLong	boolean	Whether collateral is disabled for the long asset
data.items[].debtDisabledLong	boolean	Whether debt is disabled for the long asset
data.items[].collateralFactorShort	number	Liquidation collateral factor for the short side
data.items[].borrowCollateralFactorShort	number	Borrow-adjusted collateral factor for the short side
data.items[].borrowFactorShort	number	Borrow factor for the short side
data.items[].collateralDisabledShort	boolean	Whether collateral is disabled for the short asset
data.items[].debtDisabledShort	boolean	Whether debt is disabled for the short asset
data.items[].eModeConfigId	string	E-mode configuration ID
data.items[].eMode	string	E-mode category
data.items[].aprBase	number	Base APR (deposit - borrow + intrinsic, before rewards)

Request

Responses

200

Pair data

400

Validation error

429

Rate limited. Unauthenticated callers share a per-IP budget; send an x-api-key header to lift it. Retry with exponential backoff.

500

Unexpected server error. Safe to retry with backoff.

502

An upstream data source or protocol origin failed (error.code is ORIGIN_FAILED). error.details carries the per-origin status. This is also what a missing or malformed required parameter currently returns, rather than a 400.