@compass-labs/api-sdk 2.2.101 → 2.2.103

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

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

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

@@ -8,7 +8,7 @@ import { SDKValidationError } from "../errors/sdkvalidationerror.js";
  *
  * Evidence is token-filtered and executor-proof: the sold (debt) token left the
  * account to a non-protocol counterparty and the bought (collateral) token
- * arrived from a non-protocol counterparty. 1inch fills often settle from an
+ * arrived from a non-protocol counterparty. Aggregator fills often settle from an
  * executor contract, so the router is recorded only when it happens to be the
  * outbound counterparty — it is never required for detection.
  */
@@ -38,7 +38,7 @@ export type SwapInfo = {
      */
     boughtAmount: string;
     /**
-     * The outbound counterparty when it is the 1inch aggregation router. Null when the swap settled from an executor contract (informational only — never required to detect the swap).
+     * The outbound counterparty when it is the swap router itself. Null when the swap settled from an executor contract (informational only — never required to detect the swap).
      */
     router?: string | null | undefined;
 };

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

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

@@ -48,14 +48,15 @@ class Credit extends sdks_js_1.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 (0, fp_js_1.unwrapAsync)((0, creditCreditLoopedPositions_js_1.creditCreditLoopedPositions)(this, request, options));
@@ -114,7 +115,7 @@ class Credit extends sdks_js_1.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`.
      */
@@ -125,30 +126,16 @@ class Credit extends sdks_js_1.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 (0, fp_js_1.unwrapAsync)((0, creditCreditLoop_js_1.creditCreditLoop)(this, request, options));
@@ -157,46 +144,15 @@ class Credit extends sdks_js_1.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 (0, fp_js_1.unwrapAsync)((0, creditCreditUnloop_js_1.creditCreditUnloop)(this, request, options));
@@ -205,43 +161,20 @@ class Credit extends sdks_js_1.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 (0, fp_js_1.unwrapAsync)((0, creditCreditRebalance_js_1.creditCreditRebalance)(this, request, options));
@@ -274,7 +207,7 @@ class Credit extends sdks_js_1.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/commonjs/sdk/credit.js.map

@@ -1 +1 @@
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+{"version":3,"file":"credit.js","sourceRoot":"","sources":["../../../src/sdk/credit.ts"],"names":[],"mappings":";AAAA;;GAEG;;;AAEH,8EAAwE;AACxE,0EAAoE;AACpE,0EAAoE;AACpE,wFAAkF;AAClF,sFAAgF;AAChF,sEAAgE;AAChE,4FAAsF;AACtF,wFAAkF;AAClF,gFAA0E;AAC1E,gFAA0E;AAC1E,wEAAkE;AAClE,8EAAwE;AACxE,0EAAoE;AACpE,4CAA2D;AAG3D,0CAA6C;AAE7C,MAAa,MAAO,SAAQ,mBAAS;IACnC;;;;;;;;OAQG;IACH,KAAK,CAAC,eAAe,CACnB,OAA4C,EAC5C,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,gDAAqB,EACtC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;OAQG;IACH,KAAK,CAAC,cAAc,CAClB,OAA2C,EAC3C,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,8CAAoB,EACrC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;OAaG;IACH,KAAK,CAAC,qBAAqB,CACzB,OAAkD,EAClD,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,4DAA2B,EAC5C,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;OAUG;IACH,KAAK,CAAC,kBAAkB,CACtB,OAA+C,EAC/C,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,sDAAwB,EACzC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;OAUG;IACH,KAAK,CAAC,mBAAmB,CACvB,OAAgD,EAChD,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,wDAAyB,EAC1C,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;OAaG;IACH,KAAK,CAAC,mBAAmB,CACvB,OAA8C,EAC9C,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,wDAAyB,EAC1C,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;OAYG;IACH,KAAK,CAAC,YAAY,CAChB,OAAuC,EACvC,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,0CAAkB,EACnC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;;OAcG;IACH,KAAK,CAAC,UAAU,CACd,OAAqC,EACrC,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,sCAAgB,EACjC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;OAaG;IACH,KAAK,CAAC,YAAY,CAChB,OAAuC,EACvC,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,0CAAkB,EACnC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;;;;;;OAkBG;IACH,KAAK,CAAC,eAAe,CACnB,OAA0C,EAC1C,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,gDAAqB,EACtC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;;;OAeG;IACH,KAAK,CAAC,cAAc,CAClB,OAAyC,EACzC,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,8CAAoB,EACrC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;OAaG;IACH,KAAK,CAAC,WAAW,CACf,OAAsC,EACtC,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,wCAAiB,EAClC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;OAQG;IACH,KAAK,CAAC,YAAY,CAChB,OAAuC,EACvC,OAAwB;QAExB,OAAO,IAAA,mBAAW,EAAC,IAAA,0CAAkB,EACnC,IAAI,EACJ,OAAO,EACP,OAAO,CACR,CAAC,CAAC;IACL,CAAC;CACF;AAvTD,wBAuTC"}

package/dist/esm/funcs/creditCreditBorrow.d.ts

@@ -17,7 +17,7 @@ import { Result } from "../types/fp.js";
  * 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`.
  */

package/dist/esm/funcs/creditCreditBorrow.js

@@ -20,7 +20,7 @@ import { APIPromise } from "../types/async.js";
  * 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`.
  */

package/dist/esm/funcs/creditCreditLoop.d.ts

@@ -12,30 +12,16 @@ import { Result } from "../types/fp.js";
  * Open a leveraged loop
  *
  * @remarks
- * Open a leveraged loop into an Aave or Morpho market in ONE atomic transaction.
+ * Open a leveraged position 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.
+ * 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.
  *
- * 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.
+ * 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.
  */
 export declare function creditCreditLoop(client: CompassApiSDKCore, request: components.CreditLoopRequest, options?: RequestOptions): APIPromise<Result<components.CreditLoopResponse, errors.HTTPValidationError | CompassAPISDKError | ResponseValidationError | ConnectionError | RequestAbortedError | RequestTimeoutError | InvalidRequestError | UnexpectedClientError | SDKValidationError>>;
 //# sourceMappingURL=creditCreditLoop.d.ts.map

package/dist/esm/funcs/creditCreditLoop.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"creditCreditLoop.d.ts","sourceRoot":"","sources":["../../../src/funcs/creditCreditLoop.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAM/C,OAAO,EAAE,cAAc,EAAE,MAAM,gBAAgB,CAAC;AAGhD,OAAO,KAAK,UAAU,MAAM,+BAA+B,CAAC;AAC5D,OAAO,EAAE,kBAAkB,EAAE,MAAM,wCAAwC,CAAC;AAC5E,OAAO,EACL,eAAe,EACf,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,qBAAqB,EACtB,MAAM,sCAAsC,CAAC;AAC9C,OAAO,KAAK,MAAM,MAAM,2BAA2B,CAAC;AACpD,OAAO,EAAE,uBAAuB,EAAE,MAAM,6CAA6C,CAAC;AACtF,OAAO,EAAE,kBAAkB,EAAE,MAAM,wCAAwC,CAAC;AAC5E,OAAO,EAAW,UAAU,EAAE,MAAM,mBAAmB,CAAC;AACxD,OAAO,EAAE,MAAM,EAAE,MAAM,gBAAgB,CAAC;AAExC;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,iBAAiB,EACzB,OAAO,EAAE,UAAU,CAAC,iBAAiB,EACrC,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CACX,MAAM,CACJ,UAAU,CAAC,kBAAkB,EAC3B,MAAM,CAAC,mBAAmB,GAC1B,kBAAkB,GAClB,uBAAuB,GACvB,eAAe,GACf,mBAAmB,GACnB,mBAAmB,GACnB,mBAAmB,GACnB,qBAAqB,GACrB,kBAAkB,CACrB,CACF,CAMA"}
+{"version":3,"file":"creditCreditLoop.d.ts","sourceRoot":"","sources":["../../../src/funcs/creditCreditLoop.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAM/C,OAAO,EAAE,cAAc,EAAE,MAAM,gBAAgB,CAAC;AAGhD,OAAO,KAAK,UAAU,MAAM,+BAA+B,CAAC;AAC5D,OAAO,EAAE,kBAAkB,EAAE,MAAM,wCAAwC,CAAC;AAC5E,OAAO,EACL,eAAe,EACf,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,qBAAqB,EACtB,MAAM,sCAAsC,CAAC;AAC9C,OAAO,KAAK,MAAM,MAAM,2BAA2B,CAAC;AACpD,OAAO,EAAE,uBAAuB,EAAE,MAAM,6CAA6C,CAAC;AACtF,OAAO,EAAE,kBAAkB,EAAE,MAAM,wCAAwC,CAAC;AAC5E,OAAO,EAAW,UAAU,EAAE,MAAM,mBAAmB,CAAC;AACxD,OAAO,EAAE,MAAM,EAAE,MAAM,gBAAgB,CAAC;AAExC;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,gBAAgB,CAC9B,MAAM,EAAE,iBAAiB,EACzB,OAAO,EAAE,UAAU,CAAC,iBAAiB,EACrC,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CACX,MAAM,CACJ,UAAU,CAAC,kBAAkB,EAC3B,MAAM,CAAC,mBAAmB,GAC1B,kBAAkB,GAClB,uBAAuB,GACvB,eAAe,GACf,mBAAmB,GACnB,mBAAmB,GACnB,mBAAmB,GACnB,qBAAqB,GACrB,kBAAkB,CACrB,CACF,CAMA"}

package/dist/esm/funcs/creditCreditLoop.js

@@ -15,30 +15,16 @@ import { APIPromise } from "../types/async.js";
  * Open a leveraged loop
  *
  * @remarks
- * Open a leveraged loop into an Aave or Morpho market in ONE atomic transaction.
+ * Open a leveraged position 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.
+ * 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.
  *
- * 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.
+ * 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.
  */
 export function creditCreditLoop(client, request, options) {
     return new APIPromise($do(client, request, options));

package/dist/esm/funcs/creditCreditLoop.js.map

@@ -1 +1 @@
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