@compass-labs/api-sdk 2.2.101 → 2.2.102

package/dist/esm/sdk/credit.d.ts

@@ -26,14 +26,15 @@ export declare class Credit extends ClientSDK {
      * List looped (leveraged) credit positions
      *
      * @remarks
-     * List looped (leveraged) positions for a credit account owner.
-     *
-     * Detects loops from the account's on-chain history: a transaction containing
-     * lending + borrowing + swap legs is a loop transaction. Returns one position
-     * per Morpho market / Aave collateral+debt reserve pair, each with its complete
-     * per-transaction history, lifetime totals, and live on-chain state (health
-     * factor, USD values, leverage) for open positions. Covers Aave V3 and Morpho
-     * Blue.
+     * List the leveraged positions held by an owner's Credit Account.
+     *
+     * Positions are reconstructed from on-chain history rather than from API calls,
+     * so a loop assembled by hand through /v2/credit/bundle is recognised the same
+     * way as one opened through /v2/credit/loop. Only activity inside the Credit
+     * Account is visible — leverage the owner holds directly in their wallet is not.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for protocol coverage and how to read leverage, health factor and net APY.
      */
     creditLoopedPositions(request: operations.V2CreditLoopedPositionsRequest, options?: RequestOptions): Promise<components.CreditLoopedPositionsResponse>;
     /**
@@ -84,7 +85,7 @@ export declare class Credit extends ClientSDK {
      * Bundles an optional swap, collateral supply, and borrow into a single atomic Safe transaction.
      *
      * - If `token_in` equals `collateral_token`, the tokens are supplied directly as collateral.
-     * - If `token_in` differs from `collateral_token`, a swap is performed first via 1inch.
+     * - If `token_in` differs from `collateral_token`, a market swap is performed first.
      *
      * The Credit Account must already be created via `/v2/credit/create_account` and funded with `token_in`.
      */
@@ -93,119 +94,51 @@ export declare class Credit extends ClientSDK {
      * Open a leveraged loop
      *
      * @remarks
-     * Open a leveraged loop into an Aave or Morpho market in ONE atomic transaction.
-     *
-     * Repeatedly supplies collateral, borrows at the requested loan-to-value, and
-     * swaps the borrow back to collateral. Each iteration's supply uses the swap's
-     * GUARANTEED minimum output (enforced on-chain), so a fill anywhere within the
-     * slippage tolerance can never break a later step; any positive surplus stays
-     * in the Credit Account (the preview reports the bound as estimated_max_dust).
-     * Very large loops relative to pool depth can still exceed the slippage
-     * tolerance through their own cumulative price impact — size accordingly or
-     * raise max_slippage_percent. Conversely, the geometric tail can shrink below
-     * the swap router's minimum routable size; when it does the loop simply ends
-     * early on that supply — the achieved multiplier is still guaranteed within
-     * 0.5% of the request or the call returns a clean 400.
-     *
-     * When the collateral token is itself an ERC-4626 vault share (e.g. a Morpho
-     * vault token like steakUSDC), each conversion swaps the borrow token to the
-     * vault's underlying asset and mints the shares via the vault's own deposit at
-     * net asset value instead of swapping the share token on a DEX — share tokens
-     * have no honest DEX route. A direct share-token route is only ever used when
-     * it prices within 1% of net asset value.
-     *
-     * The Credit Account must already hold initial_collateral_amount of
-     * collateral_token. For protocol=MORPHO pass a market_id from
-     * /v2/credit/morpho_markets.
+     * Open a leveraged position in ONE atomic transaction.
+     *
+     * Supply collateral, borrow against it, swap the borrowed token back to
+     * collateral, repeat — until total collateral reaches multiplier x
+     * initial_collateral_amount. If any step fails the whole transaction reverts,
+     * so a position is never left half-built.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for chain coverage, market discovery, vault-share collateral, HyperEVM
+     * specifics and the full error list.
      */
     creditLoop(request: components.CreditLoopRequest, options?: RequestOptions): Promise<components.CreditLoopResponse>;
     /**
      * Unwind a leveraged loop
      *
      * @remarks
-     * Unwind an Aave or Morpho loop in ONE atomic transaction.
-     *
-     * Repeatedly withdraws collateral, swaps it to the borrow token at a GUARANTEED
-     * minimum output (enforced on-chain), and repays. The floor discipline means a
-     * swap filling anywhere within the slippage tolerance can never break a later
-     * step; any positive surplus stays in the Credit Account as borrow-token dust
-     * (the preview reports the bound as estimated_max_dust).
-     *
-     * When the collateral token is itself an ERC-4626 vault share (e.g. a Morpho
-     * vault token like steakUSDC), each conversion redeems the shares through the
-     * vault at net asset value and swaps the underlying asset to the borrow token
-     * instead of swapping the share token on a DEX; a direct share-token route is
-     * only ever used when it prices within 1% of net asset value.
-     *
-     * Omit target_multiplier for a full close: the debt is cleared exactly —
-     * accrued interest included — and the pair collateral is returned to the Credit
-     * Account. Pass 1 to clear the debt but keep the collateral supplied, or a value
-     * above 1 to delever to that multiplier (it must be below the position's current
-     * multiplier).
-     *
-     * Each withdrawal is sized to keep the position's health factor ≥ 1.02 at that
-     * step, so a position opened very close to the liquidation threshold may need
-     * more than one transaction to fully close — set allow_partial=true to return
-     * the maximum single-transaction progress (preview.fully_unwound=false), then
-     * call unloop again to finish. Very large unwinds relative to pool depth can
-     * still exceed the slippage tolerance through their own cumulative price impact.
-     *
-     * Positions are unwound as far as the swap router can route; on a router-minimum
-     * stop the engine still withdraws all collateral not needed to back the residual,
-     * and completes a true full close whenever the unwind's own guaranteed swap
-     * surpluses (or the Credit Account's idle balance) cover the remainder — a
-     * residual below the router's minimum routable size never fails the call, it is
-     * reported honestly in the preview (fully_unwound=false).
-     *
-     * When other open Aave loops share this position's collateral reserve, a full
-     * close withdraws only this position's attributed share of the pooled collateral
-     * (event-ledger bookkeeping), leaving the rest supplied for the other positions.
-     *
-     * For protocol=MORPHO pass a market_id from /v2/credit/morpho_markets; inspect
-     * open loops via /v2/credit/looped_positions.
+     * Unwind a leveraged position in ONE atomic transaction.
+     *
+     * Withdraw collateral, swap it back to the borrow token, repay, repeat — until
+     * the position reaches target_multiplier, or until the debt is cleared exactly
+     * if you omit it. If any step fails the whole transaction reverts.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for chain coverage, vault-share collateral, shared Aave reserves and the full
+     * error list.
      */
     creditUnloop(request: components.CreditUnloopRequest, options?: RequestOptions): Promise<components.CreditUnloopResponse>;
     /**
      * Rebalance the leveraged credit book
      *
      * @remarks
-     * Rebalance the leveraged credit book in ONE atomic transaction.
-     *
-     * List only the positions to change — anything not named is left untouched;
-     * remove a position with close=true. Each target states an end state:
-     * target_equity_usd (net USD committed) × target_multiplier.
-     *
-     * Releasing targets run first (each unwind/delever frees tokens into the Credit
-     * Account), the freed tokens are then routed by swaps at a GUARANTEED minimum
-     * output (enforced on-chain), and consuming targets run last — so moving a
-     * levered position between markets, token pairs, or protocols (Aave ↔ Morpho) is
-     * simply a close plus an open in the same transaction. Conversions involving an
-     * ERC-4626 vault-share token (e.g. a Morpho vault token like steakUSDC) go
-     * through the vault's own deposit/redeem at net asset value rather than a DEX
-     * swap of the share token.
-     *
-     * Net book growth is funded from the Credit Account's existing idle balance —
-     * fund it first via /v2/credit/transfer; a net release stays in the Credit
-     * Account as idle balance. Any swap surplus above the guaranteed floors also
-     * stays in the Credit Account (preview.estimated_max_dust) — recoverable, never
-     * lost.
-     *
-     * A book already at its target returns transaction: null with the preview — the
-     * call is idempotent and safe to drive from a converge-to-target loop.
-     *
-     * A rebalance too large for one transaction is rejected with a 422 — split it
-     * into two calls. Every deleveraging step keeps the health factor ≥ 1.02 and
-     * every leveraging step respects the protocol's borrow limits; Aave targets share
-     * one account-level health factor, which the preview reports.
-     *
-     * Dust tails and routing swaps below the swap router's minimum routable size do
-     * not fail the call: a releasing target that cannot fully unwind returns its
-     * honest residual in the preview, and an unroutable routing swap is skipped
-     * (its uncovered amount only 422s the rebalance if it breaches the funding
-     * tolerance).
-     *
-     * For protocol=MORPHO pass a market_id from /v2/credit/morpho_markets; inspect the
-     * current book via /v2/credit/looped_positions.
+     * Move one or more leveraged positions to the state you want, in ONE atomic
+     * transaction.
+     *
+     * List the positions to change and the end state you want for each. The API
+     * works out whether that means opening, growing, shrinking, delevering or
+     * closing, and does them all together.
+     *
+     * Money freed by shrinking or closing one position pays for growing or opening
+     * another, so shifting funds between positions needs no new deposit. Any
+     * shortfall is taken from the Credit Account's idle balance, and the call
+     * returns 422 if that does not cover it either.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for protocol and chain coverage, capital routing and the full error list.
      */
     creditRebalance(request: components.CreditRebalanceRequest, options?: RequestOptions): Promise<components.CreditRebalanceResponse>;
     /**
@@ -234,7 +167,7 @@ export declare class Credit extends ClientSDK {
      * Bundles repayment, collateral withdrawal, and an optional swap into a single atomic Safe transaction.
      *
      * - If `token_out` is None or equals `withdraw_token`, the withdrawn collateral is kept as-is.
-     * - If `token_out` differs from `withdraw_token`, a swap is performed after withdrawal via 1inch.
+     * - If `token_out` differs from `withdraw_token`, a market swap is performed after withdrawal.
      *
      * The Credit Account must already have a borrow position created via `/v2/credit/borrow`.
      * The repay_token must be available in the Credit Account (or pulled from EOA via Permit2).

package/dist/esm/sdk/credit.d.ts.map

@@ -1 +1 @@
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package/dist/esm/sdk/credit.js

@@ -45,14 +45,15 @@ export class Credit extends ClientSDK {
      * List looped (leveraged) credit positions
      *
      * @remarks
-     * List looped (leveraged) positions for a credit account owner.
-     *
-     * Detects loops from the account's on-chain history: a transaction containing
-     * lending + borrowing + swap legs is a loop transaction. Returns one position
-     * per Morpho market / Aave collateral+debt reserve pair, each with its complete
-     * per-transaction history, lifetime totals, and live on-chain state (health
-     * factor, USD values, leverage) for open positions. Covers Aave V3 and Morpho
-     * Blue.
+     * List the leveraged positions held by an owner's Credit Account.
+     *
+     * Positions are reconstructed from on-chain history rather than from API calls,
+     * so a loop assembled by hand through /v2/credit/bundle is recognised the same
+     * way as one opened through /v2/credit/loop. Only activity inside the Credit
+     * Account is visible — leverage the owner holds directly in their wallet is not.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for protocol coverage and how to read leverage, health factor and net APY.
      */
     async creditLoopedPositions(request, options) {
         return unwrapAsync(creditCreditLoopedPositions(this, request, options));
@@ -111,7 +112,7 @@ export class Credit extends ClientSDK {
      * Bundles an optional swap, collateral supply, and borrow into a single atomic Safe transaction.
      *
      * - If `token_in` equals `collateral_token`, the tokens are supplied directly as collateral.
-     * - If `token_in` differs from `collateral_token`, a swap is performed first via 1inch.
+     * - If `token_in` differs from `collateral_token`, a market swap is performed first.
      *
      * The Credit Account must already be created via `/v2/credit/create_account` and funded with `token_in`.
      */
@@ -122,30 +123,16 @@ export class Credit extends ClientSDK {
      * Open a leveraged loop
      *
      * @remarks
-     * Open a leveraged loop into an Aave or Morpho market in ONE atomic transaction.
-     *
-     * Repeatedly supplies collateral, borrows at the requested loan-to-value, and
-     * swaps the borrow back to collateral. Each iteration's supply uses the swap's
-     * GUARANTEED minimum output (enforced on-chain), so a fill anywhere within the
-     * slippage tolerance can never break a later step; any positive surplus stays
-     * in the Credit Account (the preview reports the bound as estimated_max_dust).
-     * Very large loops relative to pool depth can still exceed the slippage
-     * tolerance through their own cumulative price impact — size accordingly or
-     * raise max_slippage_percent. Conversely, the geometric tail can shrink below
-     * the swap router's minimum routable size; when it does the loop simply ends
-     * early on that supply — the achieved multiplier is still guaranteed within
-     * 0.5% of the request or the call returns a clean 400.
-     *
-     * When the collateral token is itself an ERC-4626 vault share (e.g. a Morpho
-     * vault token like steakUSDC), each conversion swaps the borrow token to the
-     * vault's underlying asset and mints the shares via the vault's own deposit at
-     * net asset value instead of swapping the share token on a DEX — share tokens
-     * have no honest DEX route. A direct share-token route is only ever used when
-     * it prices within 1% of net asset value.
-     *
-     * The Credit Account must already hold initial_collateral_amount of
-     * collateral_token. For protocol=MORPHO pass a market_id from
-     * /v2/credit/morpho_markets.
+     * Open a leveraged position in ONE atomic transaction.
+     *
+     * Supply collateral, borrow against it, swap the borrowed token back to
+     * collateral, repeat — until total collateral reaches multiplier x
+     * initial_collateral_amount. If any step fails the whole transaction reverts,
+     * so a position is never left half-built.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for chain coverage, market discovery, vault-share collateral, HyperEVM
+     * specifics and the full error list.
      */
     async creditLoop(request, options) {
         return unwrapAsync(creditCreditLoop(this, request, options));
@@ -154,46 +141,15 @@ export class Credit extends ClientSDK {
      * Unwind a leveraged loop
      *
      * @remarks
-     * Unwind an Aave or Morpho loop in ONE atomic transaction.
-     *
-     * Repeatedly withdraws collateral, swaps it to the borrow token at a GUARANTEED
-     * minimum output (enforced on-chain), and repays. The floor discipline means a
-     * swap filling anywhere within the slippage tolerance can never break a later
-     * step; any positive surplus stays in the Credit Account as borrow-token dust
-     * (the preview reports the bound as estimated_max_dust).
-     *
-     * When the collateral token is itself an ERC-4626 vault share (e.g. a Morpho
-     * vault token like steakUSDC), each conversion redeems the shares through the
-     * vault at net asset value and swaps the underlying asset to the borrow token
-     * instead of swapping the share token on a DEX; a direct share-token route is
-     * only ever used when it prices within 1% of net asset value.
-     *
-     * Omit target_multiplier for a full close: the debt is cleared exactly —
-     * accrued interest included — and the pair collateral is returned to the Credit
-     * Account. Pass 1 to clear the debt but keep the collateral supplied, or a value
-     * above 1 to delever to that multiplier (it must be below the position's current
-     * multiplier).
-     *
-     * Each withdrawal is sized to keep the position's health factor ≥ 1.02 at that
-     * step, so a position opened very close to the liquidation threshold may need
-     * more than one transaction to fully close — set allow_partial=true to return
-     * the maximum single-transaction progress (preview.fully_unwound=false), then
-     * call unloop again to finish. Very large unwinds relative to pool depth can
-     * still exceed the slippage tolerance through their own cumulative price impact.
-     *
-     * Positions are unwound as far as the swap router can route; on a router-minimum
-     * stop the engine still withdraws all collateral not needed to back the residual,
-     * and completes a true full close whenever the unwind's own guaranteed swap
-     * surpluses (or the Credit Account's idle balance) cover the remainder — a
-     * residual below the router's minimum routable size never fails the call, it is
-     * reported honestly in the preview (fully_unwound=false).
-     *
-     * When other open Aave loops share this position's collateral reserve, a full
-     * close withdraws only this position's attributed share of the pooled collateral
-     * (event-ledger bookkeeping), leaving the rest supplied for the other positions.
-     *
-     * For protocol=MORPHO pass a market_id from /v2/credit/morpho_markets; inspect
-     * open loops via /v2/credit/looped_positions.
+     * Unwind a leveraged position in ONE atomic transaction.
+     *
+     * Withdraw collateral, swap it back to the borrow token, repay, repeat — until
+     * the position reaches target_multiplier, or until the debt is cleared exactly
+     * if you omit it. If any step fails the whole transaction reverts.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for chain coverage, vault-share collateral, shared Aave reserves and the full
+     * error list.
      */
     async creditUnloop(request, options) {
         return unwrapAsync(creditCreditUnloop(this, request, options));
@@ -202,43 +158,20 @@ export class Credit extends ClientSDK {
      * Rebalance the leveraged credit book
      *
      * @remarks
-     * Rebalance the leveraged credit book in ONE atomic transaction.
-     *
-     * List only the positions to change — anything not named is left untouched;
-     * remove a position with close=true. Each target states an end state:
-     * target_equity_usd (net USD committed) × target_multiplier.
-     *
-     * Releasing targets run first (each unwind/delever frees tokens into the Credit
-     * Account), the freed tokens are then routed by swaps at a GUARANTEED minimum
-     * output (enforced on-chain), and consuming targets run last — so moving a
-     * levered position between markets, token pairs, or protocols (Aave ↔ Morpho) is
-     * simply a close plus an open in the same transaction. Conversions involving an
-     * ERC-4626 vault-share token (e.g. a Morpho vault token like steakUSDC) go
-     * through the vault's own deposit/redeem at net asset value rather than a DEX
-     * swap of the share token.
-     *
-     * Net book growth is funded from the Credit Account's existing idle balance —
-     * fund it first via /v2/credit/transfer; a net release stays in the Credit
-     * Account as idle balance. Any swap surplus above the guaranteed floors also
-     * stays in the Credit Account (preview.estimated_max_dust) — recoverable, never
-     * lost.
-     *
-     * A book already at its target returns transaction: null with the preview — the
-     * call is idempotent and safe to drive from a converge-to-target loop.
-     *
-     * A rebalance too large for one transaction is rejected with a 422 — split it
-     * into two calls. Every deleveraging step keeps the health factor ≥ 1.02 and
-     * every leveraging step respects the protocol's borrow limits; Aave targets share
-     * one account-level health factor, which the preview reports.
-     *
-     * Dust tails and routing swaps below the swap router's minimum routable size do
-     * not fail the call: a releasing target that cannot fully unwind returns its
-     * honest residual in the preview, and an unroutable routing swap is skipped
-     * (its uncovered amount only 422s the rebalance if it breaches the funding
-     * tolerance).
-     *
-     * For protocol=MORPHO pass a market_id from /v2/credit/morpho_markets; inspect the
-     * current book via /v2/credit/looped_positions.
+     * Move one or more leveraged positions to the state you want, in ONE atomic
+     * transaction.
+     *
+     * List the positions to change and the end state you want for each. The API
+     * works out whether that means opening, growing, shrinking, delevering or
+     * closing, and does them all together.
+     *
+     * Money freed by shrinking or closing one position pays for growing or opening
+     * another, so shifting funds between positions needs no new deposit. Any
+     * shortfall is taken from the Credit Account's idle balance, and the call
+     * returns 422 if that does not cover it either.
+     *
+     * See the [Leveraged Looping guide](https://docs.compasslabs.ai/v2/Products/Looping)
+     * for protocol and chain coverage, capital routing and the full error list.
      */
     async creditRebalance(request, options) {
         return unwrapAsync(creditCreditRebalance(this, request, options));
@@ -271,7 +204,7 @@ export class Credit extends ClientSDK {
      * Bundles repayment, collateral withdrawal, and an optional swap into a single atomic Safe transaction.
      *
      * - If `token_out` is None or equals `withdraw_token`, the withdrawn collateral is kept as-is.
-     * - If `token_out` differs from `withdraw_token`, a swap is performed after withdrawal via 1inch.
+     * - If `token_out` differs from `withdraw_token`, a market swap is performed after withdrawal.
      *
      * The Credit Account must already have a borrow position created via `/v2/credit/borrow`.
      * The repay_token must be available in the Credit Account (or pulled from EOA via Permit2).

package/dist/esm/sdk/credit.js.map

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