@compass-labs/api-sdk 2.2.100 → 2.2.102

package/src/models/components/creditborrowparams.ts

@@ -54,11 +54,24 @@ export type CreditBorrowParams = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**

package/src/models/components/creditborrowrequest.ts

@@ -67,11 +67,24 @@ export type CreditBorrowRequest = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**

package/src/models/components/creditenablecollateralparams.ts

@@ -29,11 +29,24 @@ export type CreditEnableCollateralParams = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**

package/src/models/components/creditlooprequest.ts

@@ -11,7 +11,7 @@ import {
 } from "./creditprotocol.js";
 
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 export const CreditLoopRequestChain = {
   Arbitrum: "arbitrum",
@@ -22,12 +22,12 @@ export const CreditLoopRequestChain = {
   Tempo: "tempo",
 } as const;
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 export type CreditLoopRequestChain = ClosedEnum<typeof CreditLoopRequestChain>;
 
 /**
- * Collateral (in token units) already held in the Credit Account to seed the loop.
+ * Collateral (in token units) that the Credit Account must ALREADY hold when this is called — the loop never pulls from the owner's wallet mid-transaction. Fund the account first via /v2/credit/transfer (action=DEPOSIT).
  */
 export type CreditLoopRequestInitialCollateralAmount = number | string;
 
@@ -37,7 +37,7 @@ export type CreditLoopRequestInitialCollateralAmount = number | string;
 export type CreditLoopRequestMultiplier = number | string;
 
 /**
- * Per-iteration borrow LTV in percent. Must not exceed the protocol's maximum for the market (Aave reserve/e-mode LTV; Morpho LLTV with a safety margin); borrows are sized slightly inside the requested value so no leg sits on the protocol's revert boundary.
+ * Per-iteration borrow LTV in percent. Must not exceed the protocol's maximum for the market (Aave reserve/e-mode LTV; Morpho LLTV with a safety margin; Euler's borrow LTV for the collateral vault); borrows are sized slightly inside the requested value so no leg sits on the protocol's revert boundary.
  */
 export type CreditLoopRequestLoanToValue = number | string;
 
@@ -49,7 +49,7 @@ export type CreditLoopRequestMaxSlippagePercent = number | string;
 /**
  * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing).
  */
-export const Pricing = {
+export const CreditLoopRequestPricing = {
   Auto: "auto",
   Firm: "firm",
   Market: "market",
@@ -57,7 +57,9 @@ export const Pricing = {
 /**
  * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing).
  */
-export type Pricing = ClosedEnum<typeof Pricing>;
+export type CreditLoopRequestPricing = ClosedEnum<
+  typeof CreditLoopRequestPricing
+>;
 
 /**
  * Open a leveraged loop: repeatedly supply collateral, borrow, and swap the
@@ -72,7 +74,7 @@ export type CreditLoopRequest = {
    */
   owner: string;
   /**
-   * Blockchain network.
+   * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
    */
   chain: CreditLoopRequestChain;
   /**
@@ -81,11 +83,24 @@ export type CreditLoopRequest = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**
@@ -113,7 +128,7 @@ export type CreditLoopRequest = {
    */
   borrowToken: string;
   /**
-   * Collateral (in token units) already held in the Credit Account to seed the loop.
+   * Collateral (in token units) that the Credit Account must ALREADY hold when this is called — the loop never pulls from the owner's wallet mid-transaction. Fund the account first via /v2/credit/transfer (action=DEPOSIT).
    */
   initialCollateralAmount: number | string;
   /**
@@ -121,7 +136,7 @@ export type CreditLoopRequest = {
    */
   multiplier: number | string;
   /**
-   * Per-iteration borrow LTV in percent. Must not exceed the protocol's maximum for the market (Aave reserve/e-mode LTV; Morpho LLTV with a safety margin); borrows are sized slightly inside the requested value so no leg sits on the protocol's revert boundary.
+   * Per-iteration borrow LTV in percent. Must not exceed the protocol's maximum for the market (Aave reserve/e-mode LTV; Morpho LLTV with a safety margin; Euler's borrow LTV for the collateral vault); borrows are sized slightly inside the requested value so no leg sits on the protocol's revert boundary.
    */
   loanToValue: number | string;
   /**
@@ -129,7 +144,7 @@ export type CreditLoopRequest = {
    */
   maxSlippagePercent?: number | string | undefined;
   /**
-   * Aave only: e-mode category to enable before looping (higher LTV for correlated pairs, e.g. ETH-correlated).
+   * Aave only: e-mode category to enable before looping (higher LTV for correlated pairs, e.g. ETH-correlated). Both tokens must belong to the category or the build returns a 422. On Hyperlend (chain=hyperevm) category 1 is the HYPE-correlated set covering wstHYPE and WHYPE.
    */
   emodeCategory?: number | null | undefined;
   /**
@@ -137,13 +152,13 @@ export type CreditLoopRequest = {
    */
   gasSponsorship?: boolean | undefined;
   /**
-   * If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null) and no transaction is returned. How the estimate is priced follows `pricing`: on a firm-covered pair under 'auto' or 'firm' it is computed from the firm venue's live price levels (swap_provider='bebop', indicative); otherwise swap legs are priced by the default aggregator. Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+   * If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent transaction: on a pair no firm provider covers, and under pricing=market, the call still falls through to the aggregator and returns a signable transaction. How the estimate is priced follows `pricing`: on a firm-covered pair under 'auto' or 'firm' it is computed from the firm provider's live price levels (indicative); otherwise swap legs are priced by the default aggregator. Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
    */
   preview?: boolean | undefined;
   /**
    * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing).
    */
-  pricing?: Pricing | undefined;
+  pricing?: CreditLoopRequestPricing | undefined;
 };
 
 /** @internal */
@@ -233,8 +248,9 @@ export function creditLoopRequestMaxSlippagePercentToJSON(
 }
 
 /** @internal */
-export const Pricing$outboundSchema: z.ZodNativeEnum<typeof Pricing> = z
-  .nativeEnum(Pricing);
+export const CreditLoopRequestPricing$outboundSchema: z.ZodNativeEnum<
+  typeof CreditLoopRequestPricing
+> = z.nativeEnum(CreditLoopRequestPricing);
 
 /** @internal */
 export type CreditLoopRequest$Outbound = {
@@ -279,7 +295,7 @@ export const CreditLoopRequest$outboundSchema: z.ZodType<
   emodeCategory: z.nullable(z.number().int()).optional(),
   gasSponsorship: z.boolean().optional(),
   preview: z.boolean().optional(),
-  pricing: Pricing$outboundSchema.optional(),
+  pricing: CreditLoopRequestPricing$outboundSchema.optional(),
 }).transform((v) => {
   return remap$(v, {
     marketId: "market_id",

package/src/models/components/creditloopresponse.ts

@@ -22,14 +22,14 @@ import {
 } from "./unsignedtransaction.js";
 
 /**
- * Which venue priced the swap leg(s): 'one_inch' (iterative loop, slippage-bounded floors) or 'bebop' (firm zero-slippage quotes, one per swap leg, each partially filled at the leg's size — exact fills, zero dust). On preview=true responses, 'bebop' means the numbers are INDICATIVE, computed from the firm venue's live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks.
+ * Identifies which route priced the swap leg(s): a DEX AGGREGATOR (iterative loop across pool liquidity, slippage-bounded floors) or a FIRM provider (zero-slippage quotes, one per swap leg, each partially filled at the leg's size — exact fills, zero dust). On preview=true responses a firm value means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field.
  */
 export const CreditLoopResponseSwapProvider = {
   OneInch: "one_inch",
   Bebop: "bebop",
 } as const;
 /**
- * Which venue priced the swap leg(s): 'one_inch' (iterative loop, slippage-bounded floors) or 'bebop' (firm zero-slippage quotes, one per swap leg, each partially filled at the leg's size — exact fills, zero dust). On preview=true responses, 'bebop' means the numbers are INDICATIVE, computed from the firm venue's live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks.
+ * Identifies which route priced the swap leg(s): a DEX AGGREGATOR (iterative loop across pool liquidity, slippage-bounded floors) or a FIRM provider (zero-slippage quotes, one per swap leg, each partially filled at the leg's size — exact fills, zero dust). On preview=true responses a firm value means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field.
  */
 export type CreditLoopResponseSwapProvider = ClosedEnum<
   typeof CreditLoopResponseSwapProvider
@@ -40,7 +40,7 @@ export type CreditLoopResponseSwapProvider = ClosedEnum<
  */
 export type CreditLoopResponse = {
   /**
-   * Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true with swap_provider='bebop'), which carry numbers only: the firm quotes are fetched at execution time, so there is no payload to sign yet.
+   * Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true on a firm-priced build), which carry numbers only: the firm quotes are fetched at execution time, so there is no payload to sign yet.
    */
   transaction?: UnsignedTransaction | null | undefined;
   /**
@@ -52,11 +52,11 @@ export type CreditLoopResponse = {
    */
   preview: CreditLoopPreview | null;
   /**
-   * Which venue priced the swap leg(s): 'one_inch' (iterative loop, slippage-bounded floors) or 'bebop' (firm zero-slippage quotes, one per swap leg, each partially filled at the leg's size — exact fills, zero dust). On preview=true responses, 'bebop' means the numbers are INDICATIVE, computed from the firm venue's live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks.
+   * Identifies which route priced the swap leg(s): a DEX AGGREGATOR (iterative loop across pool liquidity, slippage-bounded floors) or a FIRM provider (zero-slippage quotes, one per swap leg, each partially filled at the leg's size — exact fills, zero dust). On preview=true responses a firm value means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field.
    */
   swapProvider?: CreditLoopResponseSwapProvider | undefined;
   /**
-   * Deadline of the firm swap quotes (the earliest across the loop's swap legs) — sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Present only on executable swap_provider='bebop' builds; null on previews (no quote is spent for a preview).
+   * Deadline of the firm swap quotes (the earliest across the loop's swap legs) — sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Present only on executable firm-priced builds; null on previews (no quote is spent for a preview).
    */
   quoteExpiresAt?: Date | null | undefined;
   /**

package/src/models/components/creditprotocol.ts

@@ -11,11 +11,24 @@ import { ClosedEnum } from "../../types/enums.js";
  * @remarks
  *
  * ``AAVE`` is the default so existing callers (which never send a ``protocol``
- * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
- * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
- * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
- * supports isolated per-sub-account positions (``sub_account_id``). All three
- * support the loop/unloop leverage endpoints.
+ * field) keep hitting the unchanged Aave code path; markets are named by token
+ * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+ * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+ * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+ * per-sub-account positions (``sub_account_id``).
+ *
+ * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+ * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+ * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+ * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+ *
+ * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+ * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+ * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+ * silently absent there rather than an error, so read it from
+ * ``/v2/credit/positions`` instead. (EULER still appears in the
+ * ``looped_positions`` response enum because this enum is shared; it is never
+ * emitted.)
  */
 export const CreditProtocol = {
   Aave: "AAVE",
@@ -28,11 +41,24 @@ export const CreditProtocol = {
  * @remarks
  *
  * ``AAVE`` is the default so existing callers (which never send a ``protocol``
- * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
- * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
- * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
- * supports isolated per-sub-account positions (``sub_account_id``). All three
- * support the loop/unloop leverage endpoints.
+ * field) keep hitting the unchanged Aave code path; markets are named by token
+ * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+ * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+ * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+ * per-sub-account positions (``sub_account_id``).
+ *
+ * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+ * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+ * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+ * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+ *
+ * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+ * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+ * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+ * silently absent there rather than an error, so read it from
+ * ``/v2/credit/positions`` instead. (EULER still appears in the
+ * ``looped_positions`` response enum because this enum is shared; it is never
+ * emitted.)
  */
 export type CreditProtocol = ClosedEnum<typeof CreditProtocol>;
 

package/src/models/components/creditrepayparams.ts

@@ -45,11 +45,24 @@ export type CreditRepayParams = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**

package/src/models/components/creditrepayrequest.ts

@@ -62,11 +62,24 @@ export type CreditRepayRequest = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**

package/src/models/components/creditsupplyparams.ts

@@ -33,11 +33,24 @@ export type CreditSupplyParams = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**

package/src/models/components/creditunlooprequest.ts

@@ -11,7 +11,7 @@ import {
 } from "./creditprotocol.js";
 
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 export const CreditUnloopRequestChain = {
   Arbitrum: "arbitrum",
@@ -22,7 +22,7 @@ export const CreditUnloopRequestChain = {
   Tempo: "tempo",
 } as const;
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 export type CreditUnloopRequestChain = ClosedEnum<
   typeof CreditUnloopRequestChain
@@ -38,6 +38,21 @@ export type CreditUnloopRequestTargetMultiplier = number | string;
  */
 export type CreditUnloopRequestMaxSlippagePercent = number | string;
 
+/**
+ * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
+ */
+export const CreditUnloopRequestPricing = {
+  Auto: "auto",
+  Firm: "firm",
+  Market: "market",
+} as const;
+/**
+ * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
+ */
+export type CreditUnloopRequestPricing = ClosedEnum<
+  typeof CreditUnloopRequestPricing
+>;
+
 /**
  * Unwind a leveraged loop: repeatedly withdraw collateral, swap it back to
  *
@@ -51,7 +66,7 @@ export type CreditUnloopRequest = {
    */
   owner: string;
   /**
-   * Blockchain network.
+   * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
    */
   chain: CreditUnloopRequestChain;
   /**
@@ -60,11 +75,24 @@ export type CreditUnloopRequest = {
    * @remarks
    *
    * ``AAVE`` is the default so existing callers (which never send a ``protocol``
-   * field) keep hitting the unchanged Aave code path. ``MORPHO`` identifies Morpho
-   * Blue lending markets by their bytes32 ``market_id``. ``EULER`` identifies Euler
-   * V2 markets by their EVK ``collateral_vault`` + ``borrow_vault`` addresses and
-   * supports isolated per-sub-account positions (``sub_account_id``). All three
-   * support the loop/unloop leverage endpoints.
+   * field) keep hitting the unchanged Aave code path; markets are named by token
+   * symbol. ``MORPHO`` identifies Morpho Blue lending markets by their bytes32
+   * ``market_id``. ``EULER`` identifies Euler V2 markets by their EVK
+   * ``collateral_vault`` + ``borrow_vault`` addresses and supports isolated
+   * per-sub-account positions (``sub_account_id``).
+   *
+   * Deployment is per chain, so a valid protocol can still 422 on a given chain:
+   * AAVE on Ethereum, Base, Arbitrum, BSC and HyperEVM (where it is Hyperlend, the
+   * chain's Aave V3 deployment); MORPHO on Ethereum, Base, Arbitrum and HyperEVM
+   * (where it is Felix); EULER on Ethereum, Base, Arbitrum and BSC.
+   *
+   * All three support ``/v2/credit/loop`` and ``/v2/credit/unloop``. EULER does
+   * NOT: ``/v2/credit/rebalance`` rejects it with a 422, and
+   * ``/v2/credit/looped_positions`` covers only AAVE and MORPHO — an Euler loop is
+   * silently absent there rather than an error, so read it from
+   * ``/v2/credit/positions`` instead. (EULER still appears in the
+   * ``looped_positions`` response enum because this enum is shared; it is never
+   * emitted.)
    */
   protocol?: CreditProtocol | undefined;
   /**
@@ -100,7 +128,7 @@ export type CreditUnloopRequest = {
    */
   maxSlippagePercent?: number | string | undefined;
   /**
-   * If the target cannot be reached in one transaction (e.g. a position opened very close to the liquidation threshold), return the maximum-progress plan (preview.fully_unwound=false) instead of a 400. A second unloop call, now from a much lower leverage, finishes the job.
+   * If the target cannot be reached in one transaction, return the maximum-progress plan (preview.fully_unwound=false) instead of a 400. This can happen because every withdrawal is sized to keep the health factor at or above 1.02 at that step, so a position opened very close to its liquidation threshold runs out of headroom before the target is met. A second unloop call, now from a much lower leverage, finishes the job.
    */
   allowPartial?: boolean | undefined;
   /**
@@ -108,9 +136,13 @@ export type CreditUnloopRequest = {
    */
   gasSponsorship?: boolean | undefined;
   /**
-   * If true, build a display estimate only: the swap legs are priced at market rate and no single-use firm quote is ever spent. Set it on every parameter-exploration call and omit it only on the build the user is about to sign.
+   * If true, build a display estimate only — no single-use firm quote is ever spent. NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent transaction: on an unwind no firm provider covers, and under pricing=market, the call still falls through to the aggregator and returns a signable transaction. On a firm-covered unwind (pricing 'auto' or 'firm') the numbers are firm-INDICATIVE, priced off the firm provider's live maker levels; otherwise they are market-priced with slippage-bounded floors. Under pricing='firm' a preview no firm provider can serve returns the advisory alone (preview=null + firm_available). Set it on every parameter-exploration call and omit it only on the build the user is about to sign.
    */
   preview?: boolean | undefined;
+  /**
+   * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
+   */
+  pricing?: CreditUnloopRequestPricing | undefined;
 };
 
 /** @internal */
@@ -158,6 +190,11 @@ export function creditUnloopRequestMaxSlippagePercentToJSON(
   );
 }
 
+/** @internal */
+export const CreditUnloopRequestPricing$outboundSchema: z.ZodNativeEnum<
+  typeof CreditUnloopRequestPricing
+> = z.nativeEnum(CreditUnloopRequestPricing);
+
 /** @internal */
 export type CreditUnloopRequest$Outbound = {
   owner: string;
@@ -174,6 +211,7 @@ export type CreditUnloopRequest$Outbound = {
   allow_partial?: boolean | undefined;
   gas_sponsorship?: boolean | undefined;
   preview?: boolean | undefined;
+  pricing?: string | undefined;
 };
 
 /** @internal */
@@ -196,6 +234,7 @@ export const CreditUnloopRequest$outboundSchema: z.ZodType<
   allowPartial: z.boolean().optional(),
   gasSponsorship: z.boolean().optional(),
   preview: z.boolean().optional(),
+  pricing: CreditUnloopRequestPricing$outboundSchema.optional(),
 }).transform((v) => {
   return remap$(v, {
     marketId: "market_id",