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Rate-at-depth (rate vs borrow/supply amount)

GET 
/v1/data/lending/irm/depth

Return rate-at-depth data — the amount-axis complement of /v1/data/lending/irm (rate vs utilization).

Two shapes, both optional:

  • grid (default): a borrow/supply sweep from 0 to the fillable ceiling — for charts. Disable with grid=false.
  • rateAtAmount: pass amount(s) (token units) and/or amount(s)Usd (USD) to get the rate + resulting utilization + fillable ceiling at each specific size — the answer to "what rate to borrow X".

For a utilization pool the whole balance re-prices to one rate, so rateAtAmount is the marginal spot rate at the post-action utilization (marginal == average). Order-book venues (Midnight) fill best-first, so their rateAtAmount is a volume-weighted average over the consumed ladder. Lista's brokered borrow leg is a flat fixed rate up to capacity. Rates are APR %.

Caching: computed grids/points cached server-side for 1 hour (keyed by UIDs + side + points + amounts).

Request​

Responses​

Depth grids and/or rate-at-amount points per market