@compass-labs/api-sdk 2.2.100 → 2.2.102

package/dist/esm/models/components/creditlooprequest.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"creditlooprequest.d.ts","sourceRoot":"","sources":["../../../../src/models/components/creditlooprequest.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAE5B,OAAO,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAClD,OAAO,EACL,cAAc,EAEf,MAAM,qBAAqB,CAAC;AAE7B;;GAEG;AACH,eAAO,MAAM,sBAAsB;;;;;;;CAOzB,CAAC;AACX;;GAEG;AACH,MAAM,MAAM,sBAAsB,GAAG,UAAU,CAAC,OAAO,sBAAsB,CAAC,CAAC;AAE/E;;GAEG;AACH,MAAM,MAAM,wCAAwC,GAAG,MAAM,GAAG,MAAM,CAAC;AAEvE;;GAEG;AACH,MAAM,MAAM,2BAA2B,GAAG,MAAM,GAAG,MAAM,CAAC;AAE1D;;GAEG;AACH,MAAM,MAAM,4BAA4B,GAAG,MAAM,GAAG,MAAM,CAAC;AAE3D;;GAEG;AACH,MAAM,MAAM,mCAAmC,GAAG,MAAM,GAAG,MAAM,CAAC;AAElE;;GAEG;AACH,eAAO,MAAM,wBAAwB;;;;CAI3B,CAAC;AACX;;GAEG;AACH,MAAM,MAAM,wBAAwB,GAAG,UAAU,CAC/C,OAAO,wBAAwB,CAChC,CAAC;AAEF;;;;;;GAMG;AACH,MAAM,MAAM,iBAAiB,GAAG;IAC9B;;OAEG;IACH,KAAK,EAAE,MAAM,CAAC;IACd;;OAEG;IACH,KAAK,EAAE,sBAAsB,CAAC;IAC9B;;;;;;;;;;;;;;;;;;;;;;;;OAwBG;IACH,QAAQ,CAAC,EAAE,cAAc,GAAG,SAAS,CAAC;IACtC;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IACrC;;OAEG;IACH,eAAe,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IAC5C;;OAEG;IACH,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IACxC;;OAEG;IACH,YAAY,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAClC;;OAEG;IACH,eAAe,EAAE,MAAM,CAAC;IACxB;;OAEG;IACH,WAAW,EAAE,MAAM,CAAC;IACpB;;OAEG;IACH,uBAAuB,EAAE,MAAM,GAAG,MAAM,CAAC;IACzC;;OAEG;IACH,UAAU,EAAE,MAAM,GAAG,MAAM,CAAC;IAC5B;;OAEG;IACH,WAAW,EAAE,MAAM,GAAG,MAAM,CAAC;IAC7B;;OAEG;IACH,kBAAkB,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;IACjD;;OAEG;IACH,aAAa,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IAC1C;;OAEG;IACH,cAAc,CAAC,EAAE,OAAO,GAAG,SAAS,CAAC;IACrC;;OAEG;IACH,OAAO,CAAC,EAAE,OAAO,GAAG,SAAS,CAAC;IAC9B;;OAEG;IACH,OAAO,CAAC,EAAE,wBAAwB,GAAG,SAAS,CAAC;CAChD,CAAC;AAEF,gBAAgB;AAChB,eAAO,MAAM,qCAAqC,EAAE,CAAC,CAAC,aAAa,CACjE,OAAO,sBAAsB,CACS,CAAC;AAEzC,gBAAgB;AAChB,MAAM,MAAM,iDAAiD,GAAG,MAAM,GAAG,MAAM,CAAC;AAEhF,gBAAgB;AAChB,eAAO,MAAM,uDAAuD,EAAE,CAAC,CAAC,OAAO,CAC7E,iDAAiD,EACjD,CAAC,CAAC,UAAU,EACZ,wCAAwC,CACL,CAAC;AAEtC,wBAAgB,8CAA8C,CAC5D,wCAAwC,EACtC,wCAAwC,GACzC,MAAM,CAMR;AAED,gBAAgB;AAChB,MAAM,MAAM,oCAAoC,GAAG,MAAM,GAAG,MAAM,CAAC;AAEnE,gBAAgB;AAChB,eAAO,MAAM,0CAA0C,EAAE,CAAC,CAAC,OAAO,CAChE,oCAAoC,EACpC,CAAC,CAAC,UAAU,EACZ,2BAA2B,CACQ,CAAC;AAEtC,wBAAgB,iCAAiC,CAC/C,2BAA2B,EAAE,2BAA2B,GACvD,MAAM,CAMR;AAED,gBAAgB;AAChB,MAAM,MAAM,qCAAqC,GAAG,MAAM,GAAG,MAAM,CAAC;AAEpE,gBAAgB;AAChB,eAAO,MAAM,2CAA2C,EAAE,CAAC,CAAC,OAAO,CACjE,qCAAqC,EACrC,CAAC,CAAC,UAAU,EACZ,4BAA4B,CACO,CAAC;AAEtC,wBAAgB,kCAAkC,CAChD,4BAA4B,EAAE,4BAA4B,GACzD,MAAM,CAMR;AAED,gBAAgB;AAChB,MAAM,MAAM,4CAA4C,GAAG,MAAM,GAAG,MAAM,CAAC;AAE3E,gBAAgB;AAChB,eAAO,MAAM,kDAAkD,EAAE,CAAC,CAAC,OAAO,CACxE,4CAA4C,EAC5C,CAAC,CAAC,UAAU,EACZ,mCAAmC,CACA,CAAC;AAEtC,wBAAgB,yCAAyC,CACvD,mCAAmC,EAAE,mCAAmC,GACvE,MAAM,CAMR;AAED,gBAAgB;AAChB,eAAO,MAAM,uCAAuC,EAAE,CAAC,CAAC,aAAa,CACnE,OAAO,wBAAwB,CACS,CAAC;AAE3C,gBAAgB;AAChB,MAAM,MAAM,0BAA0B,GAAG;IACvC,KAAK,EAAE,MAAM,CAAC;IACd,KAAK,EAAE,MAAM,CAAC;IACd,QAAQ,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC9B,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IACtC,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IAC7C,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IACzC,cAAc,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IACpC,gBAAgB,EAAE,MAAM,CAAC;IACzB,YAAY,EAAE,MAAM,CAAC;IACrB,yBAAyB,EAAE,MAAM,GAAG,MAAM,CAAC;IAC3C,UAAU,EAAE,MAAM,GAAG,MAAM,CAAC;IAC5B,aAAa,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,oBAAoB,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;IACnD,cAAc,CAAC,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC;IAC3C,eAAe,CAAC,EAAE,OAAO,GAAG,SAAS,CAAC;IACtC,OAAO,CAAC,EAAE,OAAO,GAAG,SAAS,CAAC;IAC9B,OAAO,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;CAC9B,CAAC;AAEF,gBAAgB;AAChB,eAAO,MAAM,gCAAgC,EAAE,CAAC,CAAC,OAAO,CACtD,0BAA0B,EAC1B,CAAC,CAAC,UAAU,EACZ,iBAAiB,CAiCjB,CAAC;AAEH,wBAAgB,uBAAuB,CACrC,iBAAiB,EAAE,iBAAiB,GACnC,MAAM,CAIR"}

package/dist/esm/models/components/creditlooprequest.js

@@ -5,7 +5,7 @@ import * as z from "zod/v3";
 import { remap as remap$ } from "../../lib/primitives.js";
 import { CreditProtocol$outboundSchema, } from "./creditprotocol.js";
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 export const CreditLoopRequestChain = {
     Arbitrum: "arbitrum",
@@ -18,7 +18,7 @@ export const CreditLoopRequestChain = {
 /**
  * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing).
  */
-export const Pricing = {
+export const CreditLoopRequestPricing = {
     Auto: "auto",
     Firm: "firm",
     Market: "market",
@@ -46,8 +46,7 @@ export function creditLoopRequestMaxSlippagePercentToJSON(creditLoopRequestMaxSl
     return JSON.stringify(CreditLoopRequestMaxSlippagePercent$outboundSchema.parse(creditLoopRequestMaxSlippagePercent));
 }
 /** @internal */
-export const Pricing$outboundSchema = z
-    .nativeEnum(Pricing);
+export const CreditLoopRequestPricing$outboundSchema = z.nativeEnum(CreditLoopRequestPricing);
 /** @internal */
 export const CreditLoopRequest$outboundSchema = z.object({
     owner: z.string(),
@@ -66,7 +65,7 @@ export const CreditLoopRequest$outboundSchema = z.object({
     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/dist/esm/models/components/creditlooprequest.js.map

@@ -1 +1 @@
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+{"version":3,"file":"creditlooprequest.js","sourceRoot":"","sources":["../../../../src/models/components/creditlooprequest.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAC5B,OAAO,EAAE,KAAK,IAAI,MAAM,EAAE,MAAM,yBAAyB,CAAC;AAE1D,OAAO,EAEL,6BAA6B,GAC9B,MAAM,qBAAqB,CAAC;AAE7B;;GAEG;AACH,MAAM,CAAC,MAAM,sBAAsB,GAAG;IACpC,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;AA0BX;;GAEG;AACH,MAAM,CAAC,MAAM,wBAAwB,GAAG;IACtC,IAAI,EAAE,MAAM;IACZ,IAAI,EAAE,MAAM;IACZ,MAAM,EAAE,QAAQ;CACR,CAAC;AA4GX,gBAAgB;AAChB,MAAM,CAAC,MAAM,qCAAqC,GAE9C,CAAC,CAAC,UAAU,CAAC,sBAAsB,CAAC,CAAC;AAKzC,gBAAgB;AAChB,MAAM,CAAC,MAAM,uDAAuD,GAIhE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;AAEtC,MAAM,UAAU,8CAA8C,CAC5D,wCAC0C;IAE1C,OAAO,IAAI,CAAC,SAAS,CACnB,uDAAuD,CAAC,KAAK,CAC3D,wCAAwC,CACzC,CACF,CAAC;AACJ,CAAC;AAKD,gBAAgB;AAChB,MAAM,CAAC,MAAM,0CAA0C,GAInD,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;AAEtC,MAAM,UAAU,iCAAiC,CAC/C,2BAAwD;IAExD,OAAO,IAAI,CAAC,SAAS,CACnB,0CAA0C,CAAC,KAAK,CAC9C,2BAA2B,CAC5B,CACF,CAAC;AACJ,CAAC;AAKD,gBAAgB;AAChB,MAAM,CAAC,MAAM,2CAA2C,GAIpD,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;AAEtC,MAAM,UAAU,kCAAkC,CAChD,4BAA0D;IAE1D,OAAO,IAAI,CAAC,SAAS,CACnB,2CAA2C,CAAC,KAAK,CAC/C,4BAA4B,CAC7B,CACF,CAAC;AACJ,CAAC;AAKD,gBAAgB;AAChB,MAAM,CAAC,MAAM,kDAAkD,GAI3D,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;AAEtC,MAAM,UAAU,yCAAyC,CACvD,mCAAwE;IAExE,OAAO,IAAI,CAAC,SAAS,CACnB,kDAAkD,CAAC,KAAK,CACtD,mCAAmC,CACpC,CACF,CAAC;AACJ,CAAC;AAED,gBAAgB;AAChB,MAAM,CAAC,MAAM,uCAAuC,GAEhD,CAAC,CAAC,UAAU,CAAC,wBAAwB,CAAC,CAAC;AAuB3C,gBAAgB;AAChB,MAAM,CAAC,MAAM,gCAAgC,GAIzC,CAAC,CAAC,MAAM,CAAC;IACX,KAAK,EAAE,CAAC,CAAC,MAAM,EAAE;IACjB,KAAK,EAAE,qCAAqC;IAC5C,QAAQ,EAAE,6BAA6B,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,uBAAuB,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC;IAC1D,UAAU,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC;IAC7C,WAAW,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC;IAC9C,kBAAkB,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE;IAChE,aAAa,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,GAAG,EAAE,CAAC,CAAC,QAAQ,EAAE;IACtD,cAAc,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;IACtC,OAAO,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;IAC/B,OAAO,EAAE,uCAAuC,CAAC,QAAQ,EAAE;CAC5D,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,MAAM,CAAC,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,uBAAuB,EAAE,2BAA2B;QACpD,WAAW,EAAE,eAAe;QAC5B,kBAAkB,EAAE,sBAAsB;QAC1C,aAAa,EAAE,gBAAgB;QAC/B,cAAc,EAAE,iBAAiB;KAClC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,MAAM,UAAU,uBAAuB,CACrC,iBAAoC;IAEpC,OAAO,IAAI,CAAC,SAAS,CACnB,gCAAgC,CAAC,KAAK,CAAC,iBAAiB,CAAC,CAC1D,CAAC;AACJ,CAAC"}

package/dist/esm/models/components/creditloopresponse.d.ts

@@ -6,14 +6,14 @@ import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresp
 import { CreditLoopPreview } from "./creditlooppreview.js";
 import { UnsignedTransaction } 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 declare const CreditLoopResponseSwapProvider: {
     readonly OneInch: "one_inch";
     readonly Bebop: "bebop";
 };
 /**
- * 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>;
 /**
@@ -21,7 +21,7 @@ export type CreditLoopResponseSwapProvider = ClosedEnum<typeof CreditLoopRespons
  */
 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;
     /**
@@ -33,11 +33,11 @@ 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/dist/esm/models/components/creditloopresponse.js

@@ -8,7 +8,7 @@ import { BatchedSafeOperationsResponseOutput$inboundSchema, } from "./batchedsaf
 import { CreditLoopPreview$inboundSchema, } from "./creditlooppreview.js";
 import { UnsignedTransaction$inboundSchema, } 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",

package/dist/esm/models/components/creditprotocol.d.ts

@@ -6,11 +6,24 @@ 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 declare const CreditProtocol: {
     readonly Aave: "AAVE";
@@ -23,11 +36,24 @@ export declare 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>;
 /** @internal */

package/dist/esm/models/components/creditprotocol.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"creditprotocol.d.ts","sourceRoot":"","sources":["../../../../src/models/components/creditprotocol.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAC5B,OAAO,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAElD;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,eAAO,MAAM,cAAc;;;;CAIjB,CAAC;AACX;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,MAAM,MAAM,cAAc,GAAG,UAAU,CAAC,OAAO,cAAc,CAAC,CAAC;AAE/D,gBAAgB;AAChB,eAAO,MAAM,4BAA4B,EAAE,CAAC,CAAC,aAAa,CACxD,OAAO,cAAc,CACS,CAAC;AACjC,gBAAgB;AAChB,eAAO,MAAM,6BAA6B,EAAE,CAAC,CAAC,aAAa,CACzD,OAAO,cAAc,CACS,CAAC"}

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

@@ -8,11 +8,24 @@ import * as z from "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.)
  */
 export const CreditProtocol = {
     Aave: "AAVE",

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

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

package/dist/esm/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/esm/models/components/creditrepayparams.d.ts.map

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

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

@@ -1 +1 @@
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package/dist/esm/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/esm/models/components/creditsupplyparams.d.ts.map

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

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

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

@@ -5,7 +5,7 @@ import * as z from "zod/v3";
 import { remap as remap$ } from "../../lib/primitives.js";
 import { CreditProtocol$outboundSchema, } from "./creditprotocol.js";
 /**
- * Blockchain network.
+ * Blockchain network. Not every protocol is deployed on every chain — see the protocol field — and a chain with no credit venue at all returns a 422 naming the chains that do.
  */
 export const CreditUnloopRequestChain = {
     Arbitrum: "arbitrum",
@@ -15,6 +15,14 @@ export const CreditUnloopRequestChain = {
     Hyperevm: "hyperevm",
     Tempo: "tempo",
 };
+/**
+ * Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
+ */
+export const CreditUnloopRequestPricing = {
+    Auto: "auto",
+    Firm: "firm",
+    Market: "market",
+};
 /** @internal */
 export const CreditUnloopRequestChain$outboundSchema = z.nativeEnum(CreditUnloopRequestChain);
 /** @internal */
@@ -28,6 +36,8 @@ export function creditUnloopRequestMaxSlippagePercentToJSON(creditUnloopRequestM
     return JSON.stringify(CreditUnloopRequestMaxSlippagePercent$outboundSchema.parse(creditUnloopRequestMaxSlippagePercent));
 }
 /** @internal */
+export const CreditUnloopRequestPricing$outboundSchema = z.nativeEnum(CreditUnloopRequestPricing);
+/** @internal */
 export const CreditUnloopRequest$outboundSchema = z.object({
     owner: z.string(),
     chain: CreditUnloopRequestChain$outboundSchema,
@@ -43,6 +53,7 @@ export const CreditUnloopRequest$outboundSchema = z.object({
     allowPartial: z.boolean().optional(),
     gasSponsorship: z.boolean().optional(),
     preview: z.boolean().optional(),
+    pricing: CreditUnloopRequestPricing$outboundSchema.optional(),
 }).transform((v) => {
     return remap$(v, {
         marketId: "market_id",