@compass-labs/api-sdk 2.2.102 → 2.2.103
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/commonjs/models/components/creditloopresponse.d.ts +5 -5
- package/dist/commonjs/models/components/creditloopresponse.js +3 -3
- package/dist/commonjs/models/components/creditloopresponse.js.map +1 -1
- package/dist/commonjs/models/components/creditunloopresponse.d.ts +5 -5
- package/dist/commonjs/models/components/creditunloopresponse.js +3 -3
- package/dist/commonjs/models/components/creditunloopresponse.js.map +1 -1
- package/dist/esm/models/components/creditloopresponse.d.ts +5 -5
- package/dist/esm/models/components/creditloopresponse.js +3 -3
- package/dist/esm/models/components/creditloopresponse.js.map +1 -1
- package/dist/esm/models/components/creditunloopresponse.d.ts +5 -5
- package/dist/esm/models/components/creditunloopresponse.js +3 -3
- package/dist/esm/models/components/creditunloopresponse.js.map +1 -1
- package/docs/models/components/creditloopresponse.md +9 -9
- package/docs/models/components/creditloopresponseswapprovider.md +3 -3
- package/docs/models/components/creditunloopresponse.md +9 -9
- package/docs/models/components/creditunloopresponseswapprovider.md +3 -3
- package/openapi_prepped_for_speakeasy.json +8 -8
- package/package.json +1 -1
- package/src/models/components/creditloopresponse.ts +5 -5
- package/src/models/components/creditunloopresponse.ts +5 -5
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@@ -6,14 +6,14 @@ import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresp
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import { CreditLoopPreview } from "./creditlooppreview.js";
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import { UnsignedTransaction } from "./unsignedtransaction.js";
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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*/
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export declare const CreditLoopResponseSwapProvider: {
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readonly
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readonly
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readonly Market: "market";
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readonly Firm: "firm";
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};
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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*/
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export type CreditLoopResponseSwapProvider = ClosedEnum<typeof CreditLoopResponseSwapProvider>;
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/**
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@@ -33,7 +33,7 @@ export type CreditLoopResponse = {
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*/
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preview: CreditLoopPreview | null;
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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*/
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swapProvider?: CreditLoopResponseSwapProvider | undefined;
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/**
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@@ -45,11 +45,11 @@ const batchedsafeoperationsresponseoutput_js_1 = require("./batchedsafeoperation
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const creditlooppreview_js_1 = require("./creditlooppreview.js");
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const unsignedtransaction_js_1 = require("./unsignedtransaction.js");
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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*/
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exports.CreditLoopResponseSwapProvider = {
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Market: "market",
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Firm: "firm",
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};
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/** @internal */
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exports.CreditLoopResponseSwapProvider$inboundSchema = z.nativeEnum(exports.CreditLoopResponseSwapProvider);
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{"version":3,"file":"creditloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditloopresponse.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AA8FH,gEAQC;AApGD,0CAA4B;AAC5B,2DAA0D;AAC1D,qDAAiD;AAIjD,qGAGkD;AAClD,iEAGgC;AAChC,qEAGkC;AAElC;;GAEG;AACU,QAAA,8BAA8B,GAAG;IAC5C,
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{"version":3,"file":"creditloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditloopresponse.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AA8FH,gEAQC;AApGD,0CAA4B;AAC5B,2DAA0D;AAC1D,qDAAiD;AAIjD,qGAGkD;AAClD,iEAGgC;AAChC,qEAGkC;AAElC;;GAEG;AACU,QAAA,8BAA8B,GAAG;IAC5C,MAAM,EAAE,QAAQ;IAChB,IAAI,EAAE,MAAM;CACJ,CAAC;AAsCX,gBAAgB;AACH,QAAA,4CAA4C,GAErD,CAAC,CAAC,UAAU,CAAC,sCAA8B,CAAC,CAAC;AAEjD,gBAAgB;AACH,QAAA,gCAAgC,GAIzC,CAAC,CAAC,MAAM,CAAC;IACX,WAAW,EAAE,CAAC,CAAC,QAAQ,CAAC,0DAAiC,CAAC,CAAC,QAAQ,EAAE;IACrE,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,0FAAiD,CAAC;SACnE,QAAQ,EAAE;IACb,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,sDAA+B,CAAC;IACpD,aAAa,EAAE,oDAA4C,CAAC,QAAQ,EAAE;IACtE,gBAAgB,EAAE,CAAC,CAAC,QAAQ,CAC1B,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAClE,CAAC,QAAQ,EAAE;IACZ,mBAAmB,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,QAAQ,EAAE;CACvD,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,IAAA,qBAAM,EAAC,CAAC,EAAE;QACf,SAAS,EAAE,QAAQ;QACnB,eAAe,EAAE,cAAc;QAC/B,kBAAkB,EAAE,gBAAgB;QACpC,qBAAqB,EAAE,mBAAmB;KAC3C,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,SAAgB,0BAA0B,CACxC,UAAkB;IAElB,OAAO,IAAA,sBAAS,EACd,UAAU,EACV,CAAC,CAAC,EAAE,EAAE,CAAC,wCAAgC,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAC5D,gDAAgD,CACjD,CAAC;AACJ,CAAC"}
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@@ -6,14 +6,14 @@ import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresp
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import { CreditUnloopPreview } from "./creditunlooppreview.js";
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import { UnsignedTransaction } from "./unsignedtransaction.js";
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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export declare const CreditUnloopResponseSwapProvider: {
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readonly
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readonly Market: "market";
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readonly Firm: "firm";
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};
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/**
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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export type CreditUnloopResponseSwapProvider = ClosedEnum<typeof CreditUnloopResponseSwapProvider>;
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/**
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@@ -33,7 +33,7 @@ export type CreditUnloopResponse = {
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*/
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preview: CreditUnloopPreview | null;
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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swapProvider?: CreditUnloopResponseSwapProvider | undefined;
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/**
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const creditunlooppreview_js_1 = require("./creditunlooppreview.js");
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const unsignedtransaction_js_1 = require("./unsignedtransaction.js");
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/**
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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exports.CreditUnloopResponseSwapProvider = {
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Market: "market",
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};
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/** @internal */
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exports.CreditUnloopResponseSwapProvider$inboundSchema = z.nativeEnum(exports.CreditUnloopResponseSwapProvider);
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{"version":3,"file":"creditunloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditunloopresponse.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AA8FH,oEAQC;AApGD,0CAA4B;AAC5B,2DAA0D;AAC1D,qDAAiD;AAIjD,qGAGkD;AAClD,qEAGkC;AAClC,qEAGkC;AAElC;;GAEG;AACU,QAAA,gCAAgC,GAAG;IAC9C,
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{"version":3,"file":"creditunloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditunloopresponse.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AA8FH,oEAQC;AApGD,0CAA4B;AAC5B,2DAA0D;AAC1D,qDAAiD;AAIjD,qGAGkD;AAClD,qEAGkC;AAClC,qEAGkC;AAElC;;GAEG;AACU,QAAA,gCAAgC,GAAG;IAC9C,MAAM,EAAE,QAAQ;IAChB,IAAI,EAAE,MAAM;CACJ,CAAC;AAsCX,gBAAgB;AACH,QAAA,8CAA8C,GAEvD,CAAC,CAAC,UAAU,CAAC,wCAAgC,CAAC,CAAC;AAEnD,gBAAgB;AACH,QAAA,kCAAkC,GAI3C,CAAC,CAAC,MAAM,CAAC;IACX,WAAW,EAAE,CAAC,CAAC,QAAQ,CAAC,0DAAiC,CAAC,CAAC,QAAQ,EAAE;IACrE,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,0FAAiD,CAAC;SACnE,QAAQ,EAAE;IACb,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,0DAAiC,CAAC;IACtD,aAAa,EAAE,sDAA8C,CAAC,QAAQ,EAAE;IACxE,gBAAgB,EAAE,CAAC,CAAC,QAAQ,CAC1B,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAClE,CAAC,QAAQ,EAAE;IACZ,cAAc,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,QAAQ,EAAE;CACnD,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,IAAA,qBAAM,EAAC,CAAC,EAAE;QACf,SAAS,EAAE,QAAQ;QACnB,eAAe,EAAE,cAAc;QAC/B,kBAAkB,EAAE,gBAAgB;QACpC,gBAAgB,EAAE,eAAe;KAClC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,SAAgB,4BAA4B,CAC1C,UAAkB;IAElB,OAAO,IAAA,sBAAS,EACd,UAAU,EACV,CAAC,CAAC,EAAE,EAAE,CAAC,0CAAkC,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAC9D,kDAAkD,CACnD,CAAC;AACJ,CAAC"}
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import { CreditLoopPreview } from "./creditlooppreview.js";
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import { UnsignedTransaction } from "./unsignedtransaction.js";
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/**
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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export declare const CreditLoopResponseSwapProvider: {
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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export type CreditLoopResponseSwapProvider = ClosedEnum<typeof CreditLoopResponseSwapProvider>;
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preview: CreditLoopPreview | null;
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
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import { CreditLoopPreview$inboundSchema, } from "./creditlooppreview.js";
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field.
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export const CreditLoopResponseSwapProvider = {
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};
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/** @internal */
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export const CreditLoopResponseSwapProvider$inboundSchema = z.nativeEnum(CreditLoopResponseSwapProvider);
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{"version":3,"file":"creditloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditloopresponse.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAC5B,OAAO,EAAE,KAAK,IAAI,MAAM,EAAE,MAAM,yBAAyB,CAAC;AAC1D,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAIjD,OAAO,EAEL,iDAAiD,GAClD,MAAM,0CAA0C,CAAC;AAClD,OAAO,EAEL,+BAA+B,GAChC,MAAM,wBAAwB,CAAC;AAChC,OAAO,EAEL,iCAAiC,GAClC,MAAM,0BAA0B,CAAC;AAElC;;GAEG;AACH,MAAM,CAAC,MAAM,8BAA8B,GAAG;IAC5C,
|
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1
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+
{"version":3,"file":"creditloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditloopresponse.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAC5B,OAAO,EAAE,KAAK,IAAI,MAAM,EAAE,MAAM,yBAAyB,CAAC;AAC1D,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAIjD,OAAO,EAEL,iDAAiD,GAClD,MAAM,0CAA0C,CAAC;AAClD,OAAO,EAEL,+BAA+B,GAChC,MAAM,wBAAwB,CAAC;AAChC,OAAO,EAEL,iCAAiC,GAClC,MAAM,0BAA0B,CAAC;AAElC;;GAEG;AACH,MAAM,CAAC,MAAM,8BAA8B,GAAG;IAC5C,MAAM,EAAE,QAAQ;IAChB,IAAI,EAAE,MAAM;CACJ,CAAC;AAsCX,gBAAgB;AAChB,MAAM,CAAC,MAAM,4CAA4C,GAErD,CAAC,CAAC,UAAU,CAAC,8BAA8B,CAAC,CAAC;AAEjD,gBAAgB;AAChB,MAAM,CAAC,MAAM,gCAAgC,GAIzC,CAAC,CAAC,MAAM,CAAC;IACX,WAAW,EAAE,CAAC,CAAC,QAAQ,CAAC,iCAAiC,CAAC,CAAC,QAAQ,EAAE;IACrE,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,iDAAiD,CAAC;SACnE,QAAQ,EAAE;IACb,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,+BAA+B,CAAC;IACpD,aAAa,EAAE,4CAA4C,CAAC,QAAQ,EAAE;IACtE,gBAAgB,EAAE,CAAC,CAAC,QAAQ,CAC1B,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAClE,CAAC,QAAQ,EAAE;IACZ,mBAAmB,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,QAAQ,EAAE;CACvD,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,MAAM,CAAC,CAAC,EAAE;QACf,SAAS,EAAE,QAAQ;QACnB,eAAe,EAAE,cAAc;QAC/B,kBAAkB,EAAE,gBAAgB;QACpC,qBAAqB,EAAE,mBAAmB;KAC3C,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,MAAM,UAAU,0BAA0B,CACxC,UAAkB;IAElB,OAAO,SAAS,CACd,UAAU,EACV,CAAC,CAAC,EAAE,EAAE,CAAC,gCAAgC,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAC5D,gDAAgD,CACjD,CAAC;AACJ,CAAC"}
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@@ -6,14 +6,14 @@ import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresp
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import { CreditUnloopPreview } from "./creditunlooppreview.js";
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import { UnsignedTransaction } from "./unsignedtransaction.js";
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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export declare const CreditUnloopResponseSwapProvider: {
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readonly
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readonly
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readonly Market: "market";
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readonly Firm: "firm";
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};
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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export type CreditUnloopResponseSwapProvider = ClosedEnum<typeof CreditUnloopResponseSwapProvider>;
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/**
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@@ -33,7 +33,7 @@ export type CreditUnloopResponse = {
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*/
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preview: CreditUnloopPreview | null;
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
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*/
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swapProvider?: CreditUnloopResponseSwapProvider | undefined;
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/**
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@@ -8,11 +8,11 @@ import { BatchedSafeOperationsResponseOutput$inboundSchema, } from "./batchedsaf
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import { CreditUnloopPreview$inboundSchema, } from "./creditunlooppreview.js";
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import { UnsignedTransaction$inboundSchema, } from "./unsignedtransaction.js";
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/**
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* Identifies which route priced the swap leg(s): a DEX
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* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field.
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*/
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export const CreditUnloopResponseSwapProvider = {
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Market: "market",
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Firm: "firm",
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};
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/** @internal */
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export const CreditUnloopResponseSwapProvider$inboundSchema = z.nativeEnum(CreditUnloopResponseSwapProvider);
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"creditunloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditunloopresponse.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAC5B,OAAO,EAAE,KAAK,IAAI,MAAM,EAAE,MAAM,yBAAyB,CAAC;AAC1D,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAIjD,OAAO,EAEL,iDAAiD,GAClD,MAAM,0CAA0C,CAAC;AAClD,OAAO,EAEL,iCAAiC,GAClC,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAEL,iCAAiC,GAClC,MAAM,0BAA0B,CAAC;AAElC;;GAEG;AACH,MAAM,CAAC,MAAM,gCAAgC,GAAG;IAC9C,
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1
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+
{"version":3,"file":"creditunloopresponse.js","sourceRoot":"","sources":["../../../../src/models/components/creditunloopresponse.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,KAAK,CAAC,MAAM,QAAQ,CAAC;AAC5B,OAAO,EAAE,KAAK,IAAI,MAAM,EAAE,MAAM,yBAAyB,CAAC;AAC1D,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAIjD,OAAO,EAEL,iDAAiD,GAClD,MAAM,0CAA0C,CAAC;AAClD,OAAO,EAEL,iCAAiC,GAClC,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAEL,iCAAiC,GAClC,MAAM,0BAA0B,CAAC;AAElC;;GAEG;AACH,MAAM,CAAC,MAAM,gCAAgC,GAAG;IAC9C,MAAM,EAAE,QAAQ;IAChB,IAAI,EAAE,MAAM;CACJ,CAAC;AAsCX,gBAAgB;AAChB,MAAM,CAAC,MAAM,8CAA8C,GAEvD,CAAC,CAAC,UAAU,CAAC,gCAAgC,CAAC,CAAC;AAEnD,gBAAgB;AAChB,MAAM,CAAC,MAAM,kCAAkC,GAI3C,CAAC,CAAC,MAAM,CAAC;IACX,WAAW,EAAE,CAAC,CAAC,QAAQ,CAAC,iCAAiC,CAAC,CAAC,QAAQ,EAAE;IACrE,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,iDAAiD,CAAC;SACnE,QAAQ,EAAE;IACb,OAAO,EAAE,CAAC,CAAC,QAAQ,CAAC,iCAAiC,CAAC;IACtD,aAAa,EAAE,8CAA8C,CAAC,QAAQ,EAAE;IACxE,gBAAgB,EAAE,CAAC,CAAC,QAAQ,CAC1B,CAAC,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAClE,CAAC,QAAQ,EAAE;IACZ,cAAc,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,QAAQ,EAAE;CACnD,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE;IACjB,OAAO,MAAM,CAAC,CAAC,EAAE;QACf,SAAS,EAAE,QAAQ;QACnB,eAAe,EAAE,cAAc;QAC/B,kBAAkB,EAAE,gBAAgB;QACpC,gBAAgB,EAAE,eAAe;KAClC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,MAAM,UAAU,4BAA4B,CAC1C,UAAkB;IAElB,OAAO,SAAS,CACd,UAAU,EACV,CAAC,CAAC,EAAE,EAAE,CAAC,kCAAkC,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAC9D,kDAAkD,CACnD,CAAC;AACJ,CAAC"}
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@@ -19,17 +19,17 @@ let value: CreditLoopResponse = {
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estimatedSwapCost: "<value>",
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legs: [],
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},
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-
swapProvider: "
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+
swapProvider: "market",
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|
};
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|
```
|
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## Fields
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| Field
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| `transaction`
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31
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| `eip712`
|
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32
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| `preview`
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| `swapProvider`
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| `quoteExpiresAt`
|
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| `maxFirmMultiplier`
|
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|
+
| Field | Type | Required | Description | Example |
|
|
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|
+
| ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
|
|
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|
+
| `transaction` | [components.UnsignedTransaction](../../models/components/unsignedtransaction.md) | :heavy_minus_sign: | 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. | |
|
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| `eip712` | [components.BatchedSafeOperationsResponseOutput](../../models/components/batchedsafeoperationsresponseoutput.md) | :heavy_minus_sign: | EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true. | |
|
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|
+
| `preview` | [components.CreditLoopPreview](../../models/components/creditlooppreview.md) | :heavy_check_mark: | Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose target the firm venue cannot serve: no leg was priced on any venue, and the response carries the coverage advisory (max_firm_multiplier) alone. | |
|
|
33
|
+
| `swapProvider` | [components.CreditLoopResponseSwapProvider](../../models/components/creditloopresponseswapprovider.md) | :heavy_minus_sign: | Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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. | market |
|
|
34
|
+
| `quoteExpiresAt` | [Date](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Date) | :heavy_minus_sign: | 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). | |
|
|
35
|
+
| `maxFirmMultiplier` | *string* | :heavy_minus_sign: | Multiplier bound firm zero-slippage quotes can fill for the requested position size, LTV and target (estimated without spending any quote). The requested multiplier is firm-servable iff it is <= this value; above it the loop executes at market rate with slippage-bounded floors instead. Present only on preview=true responses when a firm-quote venue covers the pair; null otherwise. Recompute per parameter change - minimum-size floors make reachability target-dependent. | |
|
|
@@ -1,17 +1,17 @@
|
|
|
1
1
|
# CreditLoopResponseSwapProvider
|
|
2
2
|
|
|
3
|
-
Identifies which route priced the swap leg(s): a DEX
|
|
3
|
+
Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
|
|
4
4
|
|
|
5
5
|
## Example Usage
|
|
6
6
|
|
|
7
7
|
```typescript
|
|
8
8
|
import { CreditLoopResponseSwapProvider } from "@compass-labs/api-sdk/models/components";
|
|
9
9
|
|
|
10
|
-
let value: CreditLoopResponseSwapProvider = "
|
|
10
|
+
let value: CreditLoopResponseSwapProvider = "market";
|
|
11
11
|
```
|
|
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12
|
|
|
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13
|
## Values
|
|
14
14
|
|
|
15
15
|
```typescript
|
|
16
|
-
"
|
|
16
|
+
"market" | "firm"
|
|
17
17
|
```
|
|
@@ -21,17 +21,17 @@ let value: CreditUnloopResponse = {
|
|
|
21
21
|
fullyUnwound: false,
|
|
22
22
|
legs: [],
|
|
23
23
|
},
|
|
24
|
-
swapProvider: "
|
|
24
|
+
swapProvider: "market",
|
|
25
25
|
};
|
|
26
26
|
```
|
|
27
27
|
|
|
28
28
|
## Fields
|
|
29
29
|
|
|
30
|
-
| Field
|
|
31
|
-
|
|
|
32
|
-
| `transaction`
|
|
33
|
-
| `eip712`
|
|
34
|
-
| `preview`
|
|
35
|
-
| `swapProvider`
|
|
36
|
-
| `quoteExpiresAt`
|
|
37
|
-
| `firmAvailable`
|
|
30
|
+
| Field | Type | Required | Description | Example |
|
|
31
|
+
| ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
|
|
32
|
+
| `transaction` | [components.UnsignedTransaction](../../models/components/unsignedtransaction.md) | :heavy_minus_sign: | 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. | |
|
|
33
|
+
| `eip712` | [components.BatchedSafeOperationsResponseOutput](../../models/components/batchedsafeoperationsresponseoutput.md) | :heavy_minus_sign: | EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true. | |
|
|
34
|
+
| `preview` | [components.CreditUnloopPreview](../../models/components/creditunlooppreview.md) | :heavy_check_mark: | Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose unwind the firm venue cannot serve: no leg was priced on any venue, and the response carries the firm_available advisory alone. | |
|
|
35
|
+
| `swapProvider` | [components.CreditUnloopResponseSwapProvider](../../models/components/creditunloopresponseswapprovider.md) | :heavy_minus_sign: | Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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. | market |
|
|
36
|
+
| `quoteExpiresAt` | [Date](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Date) | :heavy_minus_sign: | Deadline of the firm swap quotes (the earliest across the unwind's swap legs) — sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Present only on executable firm-priced builds; null on previews (no quote is spent for a preview). | |
|
|
37
|
+
| `firmAvailable` | *boolean* | :heavy_minus_sign: | Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise. Computed on every policy — including pricing='market', whose preview numbers stay market-priced — so a client that opted out can keep the boundary visible. | |
|
|
@@ -1,17 +1,17 @@
|
|
|
1
1
|
# CreditUnloopResponseSwapProvider
|
|
2
2
|
|
|
3
|
-
Identifies which route priced the swap leg(s): a DEX
|
|
3
|
+
Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
|
|
4
4
|
|
|
5
5
|
## Example Usage
|
|
6
6
|
|
|
7
7
|
```typescript
|
|
8
8
|
import { CreditUnloopResponseSwapProvider } from "@compass-labs/api-sdk/models/components";
|
|
9
9
|
|
|
10
|
-
let value: CreditUnloopResponseSwapProvider = "
|
|
10
|
+
let value: CreditUnloopResponseSwapProvider = "market";
|
|
11
11
|
```
|
|
12
12
|
|
|
13
13
|
## Values
|
|
14
14
|
|
|
15
15
|
```typescript
|
|
16
|
-
"
|
|
16
|
+
"market" | "firm"
|
|
17
17
|
```
|
|
@@ -13364,12 +13364,12 @@
|
|
|
13364
13364
|
"swap_provider": {
|
|
13365
13365
|
"type": "string",
|
|
13366
13366
|
"enum": [
|
|
13367
|
-
"
|
|
13368
|
-
"
|
|
13367
|
+
"market",
|
|
13368
|
+
"firm"
|
|
13369
13369
|
],
|
|
13370
13370
|
"title": "Swap Provider",
|
|
13371
|
-
"description": "Identifies which route priced the swap leg(s): a DEX
|
|
13372
|
-
"example": "
|
|
13371
|
+
"description": "Identifies which route priced the swap leg(s): 'market' \u2014 a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) \u2014 or 'firm' \u2014 zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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 \u2014 so neither substitutes for this field.",
|
|
13372
|
+
"example": "market"
|
|
13373
13373
|
},
|
|
13374
13374
|
"quote_expires_at": {
|
|
13375
13375
|
"anyOf": [
|
|
@@ -14570,12 +14570,12 @@
|
|
|
14570
14570
|
"swap_provider": {
|
|
14571
14571
|
"type": "string",
|
|
14572
14572
|
"enum": [
|
|
14573
|
-
"
|
|
14574
|
-
"
|
|
14573
|
+
"market",
|
|
14574
|
+
"firm"
|
|
14575
14575
|
],
|
|
14576
14576
|
"title": "Swap Provider",
|
|
14577
|
-
"description": "Identifies which route priced the swap leg(s): a DEX
|
|
14578
|
-
"example": "
|
|
14577
|
+
"description": "Identifies which route priced the swap leg(s): 'market' \u2014 a DEX aggregator (pool liquidity, slippage-bounded floors) \u2014 or 'firm' \u2014 quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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 \u2014 so neither substitutes for this field.",
|
|
14578
|
+
"example": "market"
|
|
14579
14579
|
},
|
|
14580
14580
|
"quote_expires_at": {
|
|
14581
14581
|
"anyOf": [
|
package/package.json
CHANGED
|
@@ -22,14 +22,14 @@ import {
|
|
|
22
22
|
} from "./unsignedtransaction.js";
|
|
23
23
|
|
|
24
24
|
/**
|
|
25
|
-
* Identifies which route priced the swap leg(s): a DEX
|
|
25
|
+
* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
|
|
26
26
|
*/
|
|
27
27
|
export const CreditLoopResponseSwapProvider = {
|
|
28
|
-
|
|
29
|
-
|
|
28
|
+
Market: "market",
|
|
29
|
+
Firm: "firm",
|
|
30
30
|
} as const;
|
|
31
31
|
/**
|
|
32
|
-
* Identifies which route priced the swap leg(s): a DEX
|
|
32
|
+
* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
|
|
33
33
|
*/
|
|
34
34
|
export type CreditLoopResponseSwapProvider = ClosedEnum<
|
|
35
35
|
typeof CreditLoopResponseSwapProvider
|
|
@@ -52,7 +52,7 @@ export type CreditLoopResponse = {
|
|
|
52
52
|
*/
|
|
53
53
|
preview: CreditLoopPreview | null;
|
|
54
54
|
/**
|
|
55
|
-
* Identifies which route priced the swap leg(s): a DEX
|
|
55
|
+
* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' 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.
|
|
56
56
|
*/
|
|
57
57
|
swapProvider?: CreditLoopResponseSwapProvider | undefined;
|
|
58
58
|
/**
|
|
@@ -22,14 +22,14 @@ import {
|
|
|
22
22
|
} from "./unsignedtransaction.js";
|
|
23
23
|
|
|
24
24
|
/**
|
|
25
|
-
* Identifies which route priced the swap leg(s): a DEX
|
|
25
|
+
* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
|
|
26
26
|
*/
|
|
27
27
|
export const CreditUnloopResponseSwapProvider = {
|
|
28
|
-
|
|
29
|
-
|
|
28
|
+
Market: "market",
|
|
29
|
+
Firm: "firm",
|
|
30
30
|
} as const;
|
|
31
31
|
/**
|
|
32
|
-
* Identifies which route priced the swap leg(s): a DEX
|
|
32
|
+
* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
|
|
33
33
|
*/
|
|
34
34
|
export type CreditUnloopResponseSwapProvider = ClosedEnum<
|
|
35
35
|
typeof CreditUnloopResponseSwapProvider
|
|
@@ -52,7 +52,7 @@ export type CreditUnloopResponse = {
|
|
|
52
52
|
*/
|
|
53
53
|
preview: CreditUnloopPreview | null;
|
|
54
54
|
/**
|
|
55
|
-
* Identifies which route priced the swap leg(s): a DEX
|
|
55
|
+
* Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (pool liquidity, slippage-bounded floors) — or 'firm' — quotes, one per swap leg, each partially filled at the leg's size. On preview=true responses 'firm' 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.
|
|
56
56
|
*/
|
|
57
57
|
swapProvider?: CreditUnloopResponseSwapProvider | undefined;
|
|
58
58
|
/**
|