@compass-labs/api-sdk 2.2.100 → 2.2.102

package/dist/commonjs/models/components/creditprotocol.js

@@ -44,11 +44,24 @@ const z = __importStar(require("zod/v3"));
  * @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.)
  */
 exports.CreditProtocol = {
     Aave: "AAVE",

package/dist/commonjs/models/components/creditprotocol.js.map

@@ -1 +1 @@
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+{"version":3,"file":"creditprotocol.js","sourceRoot":"","sources":["../../../../src/models/components/creditprotocol.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,0CAA4B;AAG5B;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACU,QAAA,cAAc,GAAG;IAC5B,IAAI,EAAE,MAAM;IACZ,KAAK,EAAE,OAAO;IACd,MAAM,EAAE,QAAQ;CACR,CAAC;AA4BX,gBAAgB;AACH,QAAA,4BAA4B,GAErC,CAAC,CAAC,UAAU,CAAC,sBAAc,CAAC,CAAC;AACjC,gBAAgB;AACH,QAAA,6BAA6B,GAEtC,oCAA4B,CAAC"}

package/dist/commonjs/models/components/creditrepayparams.d.ts

@@ -32,11 +32,24 @@ 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/dist/commonjs/models/components/creditrepayparams.d.ts.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditrepayparams.js.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditrepayrequest.d.ts

@@ -44,11 +44,24 @@ 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/dist/commonjs/models/components/creditrepayrequest.d.ts.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditrepayrequest.js.map

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package/dist/commonjs/models/components/creditsupplyparams.d.ts

@@ -23,11 +23,24 @@ 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/dist/commonjs/models/components/creditsupplyparams.d.ts.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditsupplyparams.js.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditunlooprequest.d.ts

@@ -2,7 +2,7 @@ import * as z from "zod/v3";
 import { ClosedEnum } from "../../types/enums.js";
 import { CreditProtocol } 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 declare const CreditUnloopRequestChain: {
     readonly Arbitrum: "arbitrum";
@@ -13,7 +13,7 @@ export declare const CreditUnloopRequestChain: {
     readonly Tempo: "tempo";
 };
 /**
- * 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>;
 /**
@@ -24,6 +24,18 @@ export type CreditUnloopRequestTargetMultiplier = number | string;
  * Per-swap slippage tolerance in percent. Unwind dust is bounded by this per iteration, so tighter slippage means less dust.
  */
 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 declare const CreditUnloopRequestPricing: {
+    readonly Auto: "auto";
+    readonly Firm: "firm";
+    readonly Market: "market";
+};
+/**
+ * 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
  *
@@ -37,7 +49,7 @@ 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;
     /**
@@ -46,11 +58,24 @@ 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;
     /**
@@ -86,7 +111,7 @@ 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;
     /**
@@ -94,9 +119,13 @@ 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 */
 export declare const CreditUnloopRequestChain$outboundSchema: z.ZodNativeEnum<typeof CreditUnloopRequestChain>;
@@ -111,6 +140,8 @@ export type CreditUnloopRequestMaxSlippagePercent$Outbound = number | string;
 export declare const CreditUnloopRequestMaxSlippagePercent$outboundSchema: z.ZodType<CreditUnloopRequestMaxSlippagePercent$Outbound, z.ZodTypeDef, CreditUnloopRequestMaxSlippagePercent>;
 export declare function creditUnloopRequestMaxSlippagePercentToJSON(creditUnloopRequestMaxSlippagePercent: CreditUnloopRequestMaxSlippagePercent): string;
 /** @internal */
+export declare const CreditUnloopRequestPricing$outboundSchema: z.ZodNativeEnum<typeof CreditUnloopRequestPricing>;
+/** @internal */
 export type CreditUnloopRequest$Outbound = {
     owner: string;
     chain: string;
@@ -126,6 +157,7 @@ export type CreditUnloopRequest$Outbound = {
     allow_partial?: boolean | undefined;
     gas_sponsorship?: boolean | undefined;
     preview?: boolean | undefined;
+    pricing?: string | undefined;
 };
 /** @internal */
 export declare const CreditUnloopRequest$outboundSchema: z.ZodType<CreditUnloopRequest$Outbound, z.ZodTypeDef, CreditUnloopRequest>;

package/dist/commonjs/models/components/creditunlooprequest.d.ts.map

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package/dist/commonjs/models/components/creditunlooprequest.js

@@ -36,7 +36,7 @@ var __importStar = (this && this.__importStar) || (function () {
     };
 })();
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.CreditUnloopRequest$outboundSchema = exports.CreditUnloopRequestMaxSlippagePercent$outboundSchema = exports.CreditUnloopRequestTargetMultiplier$outboundSchema = exports.CreditUnloopRequestChain$outboundSchema = exports.CreditUnloopRequestChain = void 0;
+exports.CreditUnloopRequest$outboundSchema = exports.CreditUnloopRequestPricing$outboundSchema = exports.CreditUnloopRequestMaxSlippagePercent$outboundSchema = exports.CreditUnloopRequestTargetMultiplier$outboundSchema = exports.CreditUnloopRequestChain$outboundSchema = exports.CreditUnloopRequestPricing = exports.CreditUnloopRequestChain = void 0;
 exports.creditUnloopRequestTargetMultiplierToJSON = creditUnloopRequestTargetMultiplierToJSON;
 exports.creditUnloopRequestMaxSlippagePercentToJSON = creditUnloopRequestMaxSlippagePercentToJSON;
 exports.creditUnloopRequestToJSON = creditUnloopRequestToJSON;
@@ -44,7 +44,7 @@ const z = __importStar(require("zod/v3"));
 const primitives_js_1 = require("../../lib/primitives.js");
 const creditprotocol_js_1 = require("./creditprotocol.js");
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 exports.CreditUnloopRequestChain = {
     Arbitrum: "arbitrum",
@@ -54,6 +54,14 @@ exports.CreditUnloopRequestChain = {
     Hyperevm: "hyperevm",
     Tempo: "tempo",
 };
+/**
+ * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
+ */
+exports.CreditUnloopRequestPricing = {
+    Auto: "auto",
+    Firm: "firm",
+    Market: "market",
+};
 /** @internal */
 exports.CreditUnloopRequestChain$outboundSchema = z.nativeEnum(exports.CreditUnloopRequestChain);
 /** @internal */
@@ -67,6 +75,8 @@ function creditUnloopRequestMaxSlippagePercentToJSON(creditUnloopRequestMaxSlipp
     return JSON.stringify(exports.CreditUnloopRequestMaxSlippagePercent$outboundSchema.parse(creditUnloopRequestMaxSlippagePercent));
 }
 /** @internal */
+exports.CreditUnloopRequestPricing$outboundSchema = z.nativeEnum(exports.CreditUnloopRequestPricing);
+/** @internal */
 exports.CreditUnloopRequest$outboundSchema = z.object({
     owner: z.string(),
     chain: exports.CreditUnloopRequestChain$outboundSchema,
@@ -82,6 +92,7 @@ exports.CreditUnloopRequest$outboundSchema = z.object({
     allowPartial: z.boolean().optional(),
     gasSponsorship: z.boolean().optional(),
     preview: z.boolean().optional(),
+    pricing: exports.CreditUnloopRequestPricing$outboundSchema.optional(),
 }).transform((v) => {
     return (0, primitives_js_1.remap)(v, {
         marketId: "market_id",

package/dist/commonjs/models/components/creditunlooprequest.js.map

@@ -1 +1 @@
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+{"version":3,"file":"creditunlooprequest.js","sourceRoot":"","sources":["../../../../src/models/components/creditunlooprequest.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAgKH,8FAQC;AAYD,kGAQC;AA8DD,8DAMC;AA9PD,0CAA4B;AAC5B,2DAA0D;AAE1D,2DAG6B;AAE7B;;GAEG;AACU,QAAA,wBAAwB,GAAG;IACtC,QAAQ,EAAE,UAAU;IACpB,IAAI,EAAE,MAAM;IACZ,GAAG,EAAE,KAAK;IACV,QAAQ,EAAE,UAAU;IACpB,QAAQ,EAAE,UAAU;IACpB,KAAK,EAAE,OAAO;CACN,CAAC;AAkBX;;GAEG;AACU,QAAA,0BAA0B,GAAG;IACxC,IAAI,EAAE,MAAM;IACZ,IAAI,EAAE,MAAM;IACZ,MAAM,EAAE,QAAQ;CACR,CAAC;AAoGX,gBAAgB;AACH,QAAA,uCAAuC,GAEhD,CAAC,CAAC,UAAU,CAAC,gCAAwB,CAAC,CAAC;AAK3C,gBAAgB;AACH,QAAA,kDAAkD,GAI3D,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;AAEtC,SAAgB,yCAAyC,CACvD,mCAAwE;IAExE,OAAO,IAAI,CAAC,SAAS,CACnB,0DAAkD,CAAC,KAAK,CACtD,mCAAmC,CACpC,CACF,CAAC;AACJ,CAAC;AAKD,gBAAgB;AACH,QAAA,oDAAoD,GAI7D,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;AAEtC,SAAgB,2CAA2C,CACzD,qCAA4E;IAE5E,OAAO,IAAI,CAAC,SAAS,CACnB,4DAAoD,CAAC,KAAK,CACxD,qCAAqC,CACtC,CACF,CAAC;AACJ,CAAC;AAED,gBAAgB;AACH,QAAA,yCAAyC,GAElD,CAAC,CAAC,UAAU,CAAC,kCAA0B,CAAC,CAAC;AAqB7C,gBAAgB;AACH,QAAA,kCAAkC,GAI3C,CAAC,CAAC,MAAM,CAAC;IACX,KAAK,EAAE,CAAC,CAAC,MAAM,EAAE;IACjB,KAAK,EAAE,+CAAuC;IAC9C,QAAQ,EAAE,iDAA6B,CAAC,QAAQ,EAAE;IAClD,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,QAAQ,EAAE;IAC3C,eAAe,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,QAAQ,EAAE;IAClD,WAAW,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,QAAQ,EAAE;IAC9C,YAAY,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,GAAG,EAAE,CAAC,QAAQ,EAAE;IACzC,eAAe,EAAE,CAAC,CAAC,MAAM,EAAE;IAC3B,WAAW,EAAE,CAAC,CAAC,MAAM,EAAE;IACvB,gBAAgB,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE;IAC1E,kBAAkB,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE;IAChE,YAAY,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;IACpC,cAAc,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;IACtC,OAAO,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;IAC/B,OAAO,EAAE,iDAAyC,CAAC,QAAQ,EAAE;CAC9D,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,IAAA,qBAAM,EAAC,CAAC,EAAE;QACf,QAAQ,EAAE,WAAW;QACrB,eAAe,EAAE,kBAAkB;QACnC,WAAW,EAAE,cAAc;QAC3B,YAAY,EAAE,gBAAgB;QAC9B,eAAe,EAAE,kBAAkB;QACnC,WAAW,EAAE,cAAc;QAC3B,gBAAgB,EAAE,mBAAmB;QACrC,kBAAkB,EAAE,sBAAsB;QAC1C,YAAY,EAAE,eAAe;QAC7B,cAAc,EAAE,iBAAiB;KAClC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,SAAgB,yBAAyB,CACvC,mBAAwC;IAExC,OAAO,IAAI,CAAC,SAAS,CACnB,0CAAkC,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAC9D,CAAC;AACJ,CAAC"}

package/dist/commonjs/models/components/creditunloopresponse.d.ts

@@ -6,14 +6,14 @@ import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresp
 import { CreditUnloopPreview } from "./creditunlooppreview.js";
 import { UnsignedTransaction } from "./unsignedtransaction.js";
 /**
- * Which venue priced the swap leg(s): 'one_inch' (market route, slippage-bounded floors) or 'bebop' (firm quotes, one per swap leg, each partially filled at the leg's size). 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 (pool liquidity, slippage-bounded floors) or a FIRM provider (quotes, one per swap leg, each partially filled at the leg's size). 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 declare const CreditUnloopResponseSwapProvider: {
     readonly OneInch: "one_inch";
     readonly Bebop: "bebop";
 };
 /**
- * Which venue priced the swap leg(s): 'one_inch' (market route, slippage-bounded floors) or 'bebop' (firm quotes, one per swap leg, each partially filled at the leg's size). 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 (pool liquidity, slippage-bounded floors) or a FIRM provider (quotes, one per swap leg, each partially filled at the leg's size). 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 CreditUnloopResponseSwapProvider = ClosedEnum<typeof CreditUnloopResponseSwapProvider>;
 /**
@@ -21,7 +21,7 @@ export type CreditUnloopResponseSwapProvider = ClosedEnum<typeof CreditUnloopRes
  */
 export type CreditUnloopResponse = {
     /**
-     * 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;
     /**
@@ -29,19 +29,19 @@ export type CreditUnloopResponse = {
      */
     eip712?: BatchedSafeOperationsResponseOutput | null | undefined;
     /**
-     * Projected end state of the unwind, computed on GUARANTEED swap floors.
+     * Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose unwind the firm venue cannot serve: no leg was priced on any venue, and the response carries the firm_available advisory alone.
      */
-    preview: CreditUnloopPreview;
+    preview: CreditUnloopPreview | null;
     /**
-     * Which venue priced the swap leg(s): 'one_inch' (market route, slippage-bounded floors) or 'bebop' (firm quotes, one per swap leg, each partially filled at the leg's size). 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 (pool liquidity, slippage-bounded floors) or a FIRM provider (quotes, one per swap leg, each partially filled at the leg's size). 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?: CreditUnloopResponseSwapProvider | undefined;
     /**
-     * Deadline of the firm swap quotes (the earliest across the unwind'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 unwind'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;
     /**
-     * Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise.
+     * Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise. Computed on every policy — including pricing='market', whose preview numbers stay market-priced — so a client that opted out can keep the boundary visible.
      */
     firmAvailable?: boolean | null | undefined;
 };

package/dist/commonjs/models/components/creditunloopresponse.d.ts.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditunloopresponse.js

@@ -45,7 +45,7 @@ const batchedsafeoperationsresponseoutput_js_1 = require("./batchedsafeoperation
 const creditunlooppreview_js_1 = require("./creditunlooppreview.js");
 const unsignedtransaction_js_1 = require("./unsignedtransaction.js");
 /**
- * Which venue priced the swap leg(s): 'one_inch' (market route, slippage-bounded floors) or 'bebop' (firm quotes, one per swap leg, each partially filled at the leg's size). 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 (pool liquidity, slippage-bounded floors) or a FIRM provider (quotes, one per swap leg, each partially filled at the leg's size). 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.
  */
 exports.CreditUnloopResponseSwapProvider = {
     OneInch: "one_inch",
@@ -58,7 +58,7 @@ exports.CreditUnloopResponse$inboundSchema = z.object({
     transaction: z.nullable(unsignedtransaction_js_1.UnsignedTransaction$inboundSchema).optional(),
     eip_712: z.nullable(batchedsafeoperationsresponseoutput_js_1.BatchedSafeOperationsResponseOutput$inboundSchema)
         .optional(),
-    preview: creditunlooppreview_js_1.CreditUnloopPreview$inboundSchema,
+    preview: z.nullable(creditunlooppreview_js_1.CreditUnloopPreview$inboundSchema),
     swap_provider: exports.CreditUnloopResponseSwapProvider$inboundSchema.optional(),
     quote_expires_at: z.nullable(z.string().datetime({ offset: true }).transform(v => new Date(v))).optional(),
     firm_available: z.nullable(z.boolean()).optional(),

package/dist/commonjs/models/components/creditunloopresponse.js.map

@@ -1 +1 @@
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+{"version":3,"file":"creditunloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditunloopresponse.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AA8FH,oEAQC;AApGD,0CAA4B;AAC5B,2DAA0D;AAC1D,qDAAiD;AAIjD,qGAGkD;AAClD,qEAGkC;AAClC,qEAGkC;AAElC;;GAEG;AACU,QAAA,gCAAgC,GAAG;IAC9C,OAAO,EAAE,UAAU;IACnB,KAAK,EAAE,OAAO;CACN,CAAC;AAsCX,gBAAgB;AACH,QAAA,8CAA8C,GAEvD,CAAC,CAAC,UAAU,CAAC,wCAAgC,CAAC,CAAC;AAEnD,gBAAgB;AACH,QAAA,kCAAkC,GAI3C,CAAC,CAAC,MAAM,CAAC;IACX,WAAW,EAAE,CAAC,CAAC,QAAQ,CAAC,0DAAiC,CAAC,CAAC,QAAQ,EAAE;IACrE,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,0FAAiD,CAAC;SACnE,QAAQ,EAAE;IACb,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,0DAAiC,CAAC;IACtD,aAAa,EAAE,sDAA8C,CAAC,QAAQ,EAAE;IACxE,gBAAgB,EAAE,CAAC,CAAC,QAAQ,CAC1B,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAClE,CAAC,QAAQ,EAAE;IACZ,cAAc,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,QAAQ,EAAE;CACnD,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,IAAA,qBAAM,EAAC,CAAC,EAAE;QACf,SAAS,EAAE,QAAQ;QACnB,eAAe,EAAE,cAAc;QAC/B,kBAAkB,EAAE,gBAAgB;QACpC,gBAAgB,EAAE,eAAe;KAClC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,SAAgB,4BAA4B,CAC1C,UAAkB;IAElB,OAAO,IAAA,sBAAS,EACd,UAAU,EACV,CAAC,CAAC,EAAE,EAAE,CAAC,0CAAkC,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAC9D,kDAAkD,CACnD,CAAC;AACJ,CAAC"}

package/dist/commonjs/models/components/creditwithdrawparams.d.ts

@@ -23,11 +23,24 @@ export type CreditWithdrawParams = {
      * @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/dist/commonjs/models/components/creditwithdrawparams.d.ts.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/creditwithdrawparams.js.map

@@ -1 +1 @@
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package/dist/commonjs/models/components/debtposition.d.ts

@@ -21,11 +21,24 @@ export type DebtPosition = {
      * @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;
     /**