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Get latest lending data (paginated by lender)

GET 
/v1/data/lending/latest

Returns latest per-market lending data for the requested chains, scoped to a specific page of lender keys.

Pagination

Both chains and lenders are required. A maximum of 20 lender keys may be supplied per request. Use GET /v1/data/lending/lenders to enumerate available lender keys (sorted by TVL) and page through them in batches of up to 20:

GET /v1/data/lending/lenders?chains=1,8453            → enumerate keys
GET /v1/data/lending/latest?chains=1,8453&lenders=k1,…,k20    → page 1
GET /v1/data/lending/latest?chains=1,8453&lenders=k21,…,k40   → page 2

Breaking changes vs previous /lending/latest

  • lenders is now required.
  • Hard cap of 20 lender keys per request.
  • Top-level lenderKey field is removed from items — use lenderInfo.key.

Lista DAO fixed-term (brokered) markets: a market is brokered when its terms[] rate card is non-empty and flags.variableBorrowDisabled === true. Such markets report variableBorrowRate = 0 but cannot be borrowed variably through 1delta — read terms[] for the available fixed terms and their APRs, and broker for the gateway contract. See the MarketTerm schema.

Morpho Midnight order-book markets (MORPHO_MIDNIGHT_<id>): liquidity is an order book of maker offers, not a pool. Pass includeOffers=true to attach the live two-sided ladder to each such market's loan leg: offers (bids — the demand a borrower TAKES) and lendOffers (asks — the supply a lender TAKES), both best-first with per-level aprPct, assets, assetsUsd, and cumulativeAssets. Plain pool markets return no offers (their single rate suffices). This is the read side of TAKE; to fill offers use the standard deposit/borrow actions, and to MAKE your own offer see /v1/actions/midnight/make.

Teller markets (TELLER_<pool>): fixed-term, fixed-APR pool loans with TIME-based liquidation — collateral is seized only on a missed payment past the market window, never on a price move (no margin calls). fixedTerm.model = "teller", provider.kind = "pool", rolling duration up to teller.maxLoanDuration. ⚠ AGGRESSIVE default terms — surface these prominently: on default the borrower can lose their ENTIRE escrowed collateral (a liquidator seizes all of it, not just the amount owed — at a 50% LTV that's ~2× the borrowed value), and the grace window after the term can be very short (params.market.teller.paymentDefaultDuration, observed as low as 300 s / 5 min). There is also an upfront origination fee (teller.originationFeePercent = marketFeeBps + protocolFeeBps, also on fixedTerm.fees.originationFeePercent). The market descriptor (params.market.teller) carries the read-side facts the UI should surface: implications (a ready-to-display string list — lead with the full-collateral-liquidation warning), paymentDefaultDuration, originationFeePercent, requiresBorrowerAttestation (this market only lets whitelisted borrowers open loans — a non-attested account is rejected at borrow time, so gate the borrow CTA on this flag), and marketOpen (a closed market reports borrowingEnabled = false). Borrowing is one atomic POST /v1/actions/lending/deposit-and-borrow; closing is a FULL POST /v1/actions/lending/withdraw-and-repay (repays everything and releases all collateral — Teller has no partial collateral withdrawal; posId = the bidId to close). Borrower positions are bidId-keyed sub-accounts.

Term Finance markets (TERM_FINANCE_<termRepoId>): fixed-rate, fixed-maturity tri-party repo. One repo per maturity, so a pair has many lender keys that differ only by date — read lenderInfo.name (e.g. "Term USDC / wstETH — 2026-09-03") rather than the raw key. fixedTerm.model = "term", provider.kind = "auction", flags.variableBorrowDisabled = true (there is no variable rate — a variableBorrowRate of 0 is NOT a free borrow).

⚠ Borrowing is only possible inside a scheduled sealed-bid auction round, and most repos are between rounds at any given time (live Ethereum book: typically ~3 of ~84). fixedTerm.auction carries the window and is the gate:

  • canBorrow — gate the borrow CTA on this, NOT on status or on the presence of a rate. It is true only while a round is accepting submissions.
  • canLend — deliberately independent of canBorrow: lending also works between rounds by buying repo tokens on the secondary market, so a closed round leaves the market lend-only, not inert. Do not grey out the whole market.
  • status — upcoming | open | revealing (bidding shut, prices revealing) | closed (no round listed).
  • secondsUntilClose, startTime, revealTime (the deadline to act), endTime — unix seconds; derive a live countdown from revealTime rather than trusting secondsUntilClose against a cached response.
  • minBorrowAmount / minLendAmount — a real per-round floor in loan-token base units (e.g. 1000 USDC). A smaller amount cannot be submitted at all, so validate before building.
  • implications — ready-to-display string list, most important first (same convention as params.market.teller.implications).

terms[] is emitted ONLY while canBorrow is true, so an empty rate card on a Term market means "not borrowable right now", not "no offers". When a round is open on a repo that has never cleared, terms[] is legitimately empty and variableBorrowRate is 0: the rate is whatever you bid, set at clearing. Any rate shown outside an open round is the previous round's clearing rate — historical, not obtainable (it still prices the secondary lend book, which is why it is reported at all).

Term sheets (termSheet): every market carries a structured description of its lend and borrow offer under one shape, for every lender we serve — pool lenders, fixed-term lenders, CDPs and vaults alike. termSheet.supply and termSheet.borrow each answer rate, maturity, fees, exit terms, liquidation, counterparty and availability; termSheet.governance, .oracle, .utilization and .constraints describe the market as a whole. Absence of a side is meaningful: no borrow means the market cannot be borrowed.

Read info.headline and info.tags for a ready-to-render summary, and info.implications[] (ordered most-important-first) for the consequences that a rate alone hides — a Teller borrow can lose its ENTIRE collateral after a grace window as short as 300 s, a TermMax lender can be settled in collateral instead of the asset they lent, and a Liquity trove can be redeemed at par while perfectly healthy. coverage distinguishes "does not apply here" (notApplicable, e.g. Teller genuinely has no oracle) from "not classified yet" (pending) — a missing block is never a claim of absence.

Every string field is an OPEN enum: new members are added additively and MUST NOT break a client. Give every switch a default branch and fall back to info.headline, which is always populated.

Oracle risk: each market carries an oracleInfo object classifying its price oracle's feed correctness (provider, reported vs intended pair, a 0–100 worstScore/worstBand, and flags such as wrong-asset/correlated-proxy/cross-numeraire). This is distinct from the price-staleness signal in risk.breakdown[oracle]. See the OracleInfo schema for the full scoring model.

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

Parameters

ParameterInTypeRequiredDescription
includeAMMquerybooleannoInclude Fluid smart (T2/T3/T4) vault markets — the vaults whose collateral and/or debt is a two-token Fluid DEX LP. Excluded by default: their rows are per-leg projections of one LP position (the row names one token, the position holds both), so includeAMM=true opts in. Opted-in rows carry fluid and autoBalanced. A vault is hidden whole, every leg on both sides. 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.
chainsquerystring[]yesChain IDs to query (repeatable, CSV also accepted)
lendersquerystring[]yesLender keys to fetch (repeatable, CSV also accepted). Max 20 per request. See the LenderId schema for the full set of accepted values.
maxRiskScorequeryintegernoMax risk score (1–5; 6 = compromised — drained / insolvent / abandoned). Defaults to 4; a 6 is only returned when set to 6 explicitly.
termsquerydigest, full, nonenoTerm-sheet depth attached to every market as termSheet. digest (default) is the compact form — headline, description, tags, rate/maturity/exit/liquidation summary and the exposure ROLLUP, but no items[]. It is enough to render a row without a second call. full inlines the complete sheet including backedBy.items[] / acceptedCollateral.items[] and info.implications[]. none omits the field entirely. Every exposure item carries its own marketUid, so digest is not a dead end — resolve the ones you need in one call.
includeOffersquerybooleannoOrder-book markets (Morpho Midnight) only. When true, attach the live maker-offer ladder to each order-book market’s loan leg (offers = bids, lendOffers = asks). Ignored for pool markets. Defaults to false.

Response 200

FieldTypeDescription
successTrue
dataobjectLatest lending market data as a flat list of lender/chain entries. Returns only the lender keys requested via lenders=… (max 20 per request).
data.countintegerNumber of lender/chain entries
data.itemsobject[]Flat array of lender/chain entries
data.items[].chainIdstringEVM chain id, as a decimal string. See the ChainId schema.
data.items[].lenderInfoobjectProtocol/lender metadata (name, logo).
data.items[].lenderInfo.keystringLender key identifier
data.items[].lenderInfo.namestringHuman-readable lender name
data.items[].lenderInfo.logoURIstringLender logo URL
data.items[].lastFetchednumberEpoch ms of latest snapshot
data.items[].totalDepositsUsdnumberTotal deposits across all markets in USD
data.items[].totalDebtUsdnumberTotal debt across all markets in USD
data.items[].tvlUsdnumberTotal value locked in USD (deposits - debt)
data.items[].paramsobjectLender-specific parameters. Only present for Morpho/Lista lenders (e.g. { market: { … } }).
data.items[].fixedTermobjectFixed-term descriptor for this lender key. Absent/null on variable-rate lenders. For Term Finance read fixedTerm.auction.canBorrow before offering a borrow — most repos sit between auction rounds and cannot be borrowed even though they quote a rate.
data.items[].marketsobject[]Individual lending markets for this lender on this chain
data.items[].markets[].lenderKeystringProtocol identifier
data.items[].markets[].poolIdstringPool/vault address or protocol-specific ID
data.items[].markets[].depositRatenumberDeposit APR (percent)
data.items[].markets[].variableBorrowRatenumberVariable borrow APR (percent)
data.items[].markets[].stableBorrowRatenumberStable borrow APR (percent)
data.items[].markets[].intrinsicYieldnumberIntrinsic yield APR from underlying asset (e.g. stETH staking)
data.items[].markets[].totalDepositsnumberTotal deposits in token units
data.items[].markets[].totalDebtStablenumberTotal stable debt in token units
data.items[].markets[].totalDebtnumberTotal variable debt in token units
data.items[].markets[].totalLiquiditynumberAvailable liquidity (totalDeposits - totalDebt) in token units
data.items[].markets[].totalDepositsUsdnumberTotal deposits in USD
data.items[].markets[].totalDebtStableUsdnumberTotal stable debt in USD
data.items[].markets[].totalDebtUsdnumberTotal variable debt in USD
data.items[].markets[].totalLiquidityUsdnumberAvailable liquidity in USD
data.items[].markets[].utilizationnumberUtilization ratio (totalDebt / totalDeposits)
data.items[].markets[].decimalsintegerToken decimals — divide raw amounts by 10 ** decimals.
data.items[].markets[].underlyingInfoobjectNested asset metadata, oracle prices, and market prices for a lending market.
data.items[].markets[].oracleInfoobjectOracle feed-correctness classification for the market's price oracle(s). null when the market has no oracle classification. This is feed correctness — does the oracle price the right asset in the right unit — and is distinct from the price-staleness signal carried in risk.breakdown[oracle] (a 1–5 score). A market can have several feeds (Compound comets price each collateral asset; Fluid prices each vault side), so feeds is an array and worstScore/worstBand summarize the riskiest one. Scoring (per feed, additive): score = provider base + flag penalties, clamped 0–100. Provider base (oracle mechanism; first match wins): | Provider | Base | |---|---| | chainlink, price-cap | 10 | | redstone/pyth/chronicle/… and unrecognized | 18 | | composite / cross-feed | 22 | | exchange-rate / pendle-pt / LST rate adapters | 28 | | twap/uniswap/DEX | 30 | | fixed-rate / constant | 55 | Flag penalties (added on top): wrong-asset +45 · correlated-proxy +18 · cross-numeraire +18 · undecoded-source +8. Bands: LOW < 25 · MEDIUM 25–49 · HIGH 50–74 · CRITICAL ≥ 75.
data.items[].markets[].capsobjectSupply, borrow, and debt ceiling caps for a lending market.
data.items[].markets[].flagsobjectBoolean flags describing the operational status of a lending market. Values may be null if unavailable from the protocol.
data.items[].markets[].rewardsobject[]Active reward programs. Defaults to [] when none.
data.items[].markets[].configobjectRisk config keyed by mode/category ID (e.g. "0" for default, "1" for e-mode)
data.items[].markets[].termsobject[]Fixed-term rate card. Non-empty ⇒ this market offers fixed terms and a borrower picks a termId; null ⇒ a regular variable-rate market. Served by every fixed-term lender, not only Lista — on Exactly each entry is a maturity. On a Lista brokered market it is also the brokered-market signal (with flags.variableBorrowDisabled), and it sits only on the LOAN-token row, never the collateral one. This is the value DOMAIN a capabilities[] entry points at via domainField.
data.items[].markets[].capabilitiesobject[]Actions this row supports, declared rather than inferred. Complete over the actions it models — see MarketCapability. Defaults to [].

Request​

Responses​

Latest lending data