npm - @compass-labs/api-sdk - Versions diffs - 2.2.108-rc.0 → 2.2.109 - Mend

@compass-labs/api-sdk 2.2.108-rc.0 → 2.2.109

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.

Files changed (93) hide show

package/dist/commonjs/lib/config.d.ts CHANGED Viewed

@@ -32,7 +32,7 @@ export declare const SDK_METADATA: {
     readonly language: "typescript";
     readonly openapiDocVersion: "0.0.1";
     readonly sdkVersion: "2.0.0";
-    readonly genVersion: "2.937.18";
-    readonly userAgent: "speakeasy-sdk/typescript 2.0.0 2.937.18 0.0.1 @compass-labs/api-sdk";
+    readonly genVersion: "2.938.0";
+    readonly userAgent: "speakeasy-sdk/typescript 2.0.0 2.938.0 0.0.1 @compass-labs/api-sdk";
 };
 //# sourceMappingURL=config.d.ts.map

package/dist/commonjs/lib/config.js CHANGED Viewed

@@ -32,7 +32,7 @@ exports.SDK_METADATA = {
     language: "typescript",
     openapiDocVersion: "0.0.1",
     sdkVersion: "2.0.0",
-    genVersion: "2.937.18",
-    userAgent: "speakeasy-sdk/typescript 2.0.0 2.937.18 0.0.1 @compass-labs/api-sdk",
+    genVersion: "2.938.0",
+    userAgent: "speakeasy-sdk/typescript 2.0.0 2.938.0 0.0.1 @compass-labs/api-sdk",
 };
 //# sourceMappingURL=config.js.map

package/dist/commonjs/lib/config.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/commonjs/models/components/creditswaprequest.d.ts CHANGED Viewed

@@ -24,7 +24,7 @@ export declare const CreditSwapRequestChain: {
  */
 export type CreditSwapRequestChain = ClosedEnum<typeof CreditSwapRequestChain>;
 /**
- * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+ * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
  */
 export declare const CreditSwapRequestPricing: {
     readonly Auto: "auto";
@@ -32,7 +32,7 @@ export declare const CreditSwapRequestPricing: {
     readonly Market: "market";
 };
 /**
- * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+ * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
  */
 export type CreditSwapRequestPricing = ClosedEnum<typeof CreditSwapRequestPricing>;
 /**
@@ -76,7 +76,11 @@ export type CreditSwapRequest = {
      */
     gasSponsorship?: boolean | undefined;
     /**
-     * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+     * If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent payload: under 'auto' when the firm provider does not cover or cannot currently price the pair, and always under pricing=market, the call falls through to the aggregator and returns a signable market build (an unsigned transaction, or EIP-712 typed data when gas_sponsorship=true), without requiring the account to hold token_in yet. How the estimate is priced follows `pricing`: on a firm-covered pair whose size the firm provider's live price levels can serve, 'auto' and 'firm' price it from those levels (indicative, transaction stays null — re-call with preview=false for the signable build); otherwise it comes from the market build above (pricing='firm' instead refuses with a typed error). Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+     */
+    preview?: boolean | undefined;
+    /**
+     * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
      */
     pricing?: CreditSwapRequestPricing | undefined;
 };
@@ -104,6 +108,7 @@ export type CreditSwapRequest$Outbound = {
     owner: string;
     chain: string;
     gas_sponsorship?: boolean | undefined;
+    preview?: boolean | undefined;
     pricing?: string | undefined;
 };
 /** @internal */

package/dist/commonjs/models/components/creditswaprequest.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/commonjs/models/components/creditswaprequest.js CHANGED Viewed

@@ -54,7 +54,7 @@ exports.CreditSwapRequestChain = {
     Tempo: "tempo",
 };
 /**
- * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+ * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
  */
 exports.CreditSwapRequestPricing = {
     Auto: "auto",
@@ -85,6 +85,7 @@ exports.CreditSwapRequest$outboundSchema = z.object({
     owner: z.string(),
     chain: exports.CreditSwapRequestChain$outboundSchema,
     gasSponsorship: z.boolean().optional(),
+    preview: z.boolean().optional(),
     pricing: exports.CreditSwapRequestPricing$outboundSchema.optional(),
 }).transform((v) => {
     return (0, primitives_js_1.remap)(v, {

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package/dist/commonjs/models/components/creditswapresponse.d.ts CHANGED Viewed

@@ -5,14 +5,14 @@ import { SDKValidationError } from "../errors/sdkvalidationerror.js";
 import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresponseoutput.js";
 import { UnsignedTransaction } from "./unsignedtransaction.js";
 /**
- * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+ * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
  */
 export declare const CreditSwapResponseSwapProvider: {
     readonly Market: "market";
     readonly Firm: "firm";
 };
 /**
- * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+ * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
  */
 export type CreditSwapResponseSwapProvider = ClosedEnum<typeof CreditSwapResponseSwapProvider>;
 /**
@@ -23,7 +23,7 @@ export type CreditSwapResponseSwapProvider = ClosedEnum<typeof CreditSwapRespons
  */
 export type CreditSwapResponse = {
     /**
-     * Unsigned transaction for direct execution. Present when gas_sponsorship=false.
+     * Unsigned transaction for direct execution. Present when gas_sponsorship=false — except firm-priced previews (preview=true responses reporting swap_provider='firm'), which carry the estimate only: the firm quote is fetched at execution time, so there is no payload to sign yet. A preview whose response reports swap_provider='market' does carry this signable payload.
      */
     transaction?: UnsignedTransaction | null | undefined;
     /**
@@ -31,15 +31,15 @@ export type CreditSwapResponse = {
      */
     eip712?: BatchedSafeOperationsResponseOutput | null | undefined;
     /**
-     * Estimated amount of output token received from the swap. Exact on firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits.
+     * Estimated amount of output token received from the swap. Exact on executable firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits. On preview=true responses reporting 'firm' it is INDICATIVE — computed from the firm provider's live price levels without spending a quote.
      */
     estimatedAmountOut: string;
     /**
-     * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+     * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
      */
     swapProvider?: CreditSwapResponseSwapProvider | undefined;
     /**
-     * Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds.
+     * Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds and on every preview (a preview never holds a firm quote).
      */
     quoteExpiresAt?: Date | null | undefined;
 };

package/dist/commonjs/models/components/creditswapresponse.js CHANGED Viewed

@@ -44,7 +44,7 @@ const schemas_js_1 = require("../../lib/schemas.js");
 const batchedsafeoperationsresponseoutput_js_1 = require("./batchedsafeoperationsresponseoutput.js");
 const unsignedtransaction_js_1 = require("./unsignedtransaction.js");
 /**
- * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+ * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
  */
 exports.CreditSwapResponseSwapProvider = {
     Market: "market",

package/dist/commonjs/models/components/perpetualtradingopportunity.d.ts CHANGED Viewed

@@ -25,6 +25,10 @@ export type PerpetualTradingOpportunity = {
      * Oracle reference price
      */
     oraclePrice: string;
+    /**
+     * Price 24 hours ago, for computing 24h price change (0 for newly listed markets)
+     */
+    prevDayPrice: string;
     /**
      * Open interest in USD
      */

package/dist/commonjs/models/components/perpetualtradingopportunity.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/commonjs/models/components/perpetualtradingopportunity.js CHANGED Viewed

@@ -48,6 +48,7 @@ exports.PerpetualTradingOpportunity$inboundSchema = z.object({
     category: z.string(),
     mark_price: z.string(),
     oracle_price: z.string(),
+    prev_day_price: z.string(),
     open_interest: z.string(),
     volume_24h: z.string(),
     funding_rate: z.string(),
@@ -58,6 +59,7 @@ exports.PerpetualTradingOpportunity$inboundSchema = z.object({
         "asset_id": "assetId",
         "mark_price": "markPrice",
         "oracle_price": "oraclePrice",
+        "prev_day_price": "prevDayPrice",
         "open_interest": "openInterest",
         "volume_24h": "volume24h",
         "funding_rate": "fundingRate",

package/dist/commonjs/models/components/perpetualtradingopportunity.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/lib/config.d.ts CHANGED Viewed

@@ -32,7 +32,7 @@ export declare const SDK_METADATA: {
     readonly language: "typescript";
     readonly openapiDocVersion: "0.0.1";
     readonly sdkVersion: "2.0.0";
-    readonly genVersion: "2.937.18";
-    readonly userAgent: "speakeasy-sdk/typescript 2.0.0 2.937.18 0.0.1 @compass-labs/api-sdk";
+    readonly genVersion: "2.938.0";
+    readonly userAgent: "speakeasy-sdk/typescript 2.0.0 2.938.0 0.0.1 @compass-labs/api-sdk";
 };
 //# sourceMappingURL=config.d.ts.map

package/dist/esm/lib/config.js CHANGED Viewed

@@ -28,7 +28,7 @@ export const SDK_METADATA = {
     language: "typescript",
     openapiDocVersion: "0.0.1",
     sdkVersion: "2.0.0",
-    genVersion: "2.937.18",
-    userAgent: "speakeasy-sdk/typescript 2.0.0 2.937.18 0.0.1 @compass-labs/api-sdk",
+    genVersion: "2.938.0",
+    userAgent: "speakeasy-sdk/typescript 2.0.0 2.938.0 0.0.1 @compass-labs/api-sdk",
 };
 //# sourceMappingURL=config.js.map

package/dist/esm/lib/config.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/models/components/creditswaprequest.d.ts CHANGED Viewed

@@ -24,7 +24,7 @@ export declare const CreditSwapRequestChain: {
  */
 export type CreditSwapRequestChain = ClosedEnum<typeof CreditSwapRequestChain>;
 /**
- * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+ * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
  */
 export declare const CreditSwapRequestPricing: {
     readonly Auto: "auto";
@@ -32,7 +32,7 @@ export declare const CreditSwapRequestPricing: {
     readonly Market: "market";
 };
 /**
- * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+ * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
  */
 export type CreditSwapRequestPricing = ClosedEnum<typeof CreditSwapRequestPricing>;
 /**
@@ -76,7 +76,11 @@ export type CreditSwapRequest = {
      */
     gasSponsorship?: boolean | undefined;
     /**
-     * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+     * If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent payload: under 'auto' when the firm provider does not cover or cannot currently price the pair, and always under pricing=market, the call falls through to the aggregator and returns a signable market build (an unsigned transaction, or EIP-712 typed data when gas_sponsorship=true), without requiring the account to hold token_in yet. How the estimate is priced follows `pricing`: on a firm-covered pair whose size the firm provider's live price levels can serve, 'auto' and 'firm' price it from those levels (indicative, transaction stays null — re-call with preview=false for the signable build); otherwise it comes from the market build above (pricing='firm' instead refuses with a typed error). Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+     */
+    preview?: boolean | undefined;
+    /**
+     * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
      */
     pricing?: CreditSwapRequestPricing | undefined;
 };
@@ -104,6 +108,7 @@ export type CreditSwapRequest$Outbound = {
     owner: string;
     chain: string;
     gas_sponsorship?: boolean | undefined;
+    preview?: boolean | undefined;
     pricing?: string | undefined;
 };
 /** @internal */

package/dist/esm/models/components/creditswaprequest.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/models/components/creditswaprequest.js CHANGED Viewed

@@ -15,7 +15,7 @@ export const CreditSwapRequestChain = {
     Tempo: "tempo",
 };
 /**
- * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+ * Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
  */
 export const CreditSwapRequestPricing = {
     Auto: "auto",
@@ -46,6 +46,7 @@ export const CreditSwapRequest$outboundSchema = z.object({
     owner: z.string(),
     chain: CreditSwapRequestChain$outboundSchema,
     gasSponsorship: z.boolean().optional(),
+    preview: z.boolean().optional(),
     pricing: CreditSwapRequestPricing$outboundSchema.optional(),
 }).transform((v) => {
     return remap$(v, {

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package/dist/esm/models/components/creditswapresponse.d.ts CHANGED Viewed

@@ -5,14 +5,14 @@ import { SDKValidationError } from "../errors/sdkvalidationerror.js";
 import { BatchedSafeOperationsResponseOutput } from "./batchedsafeoperationsresponseoutput.js";
 import { UnsignedTransaction } from "./unsignedtransaction.js";
 /**
- * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+ * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
  */
 export declare const CreditSwapResponseSwapProvider: {
     readonly Market: "market";
     readonly Firm: "firm";
 };
 /**
- * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+ * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
  */
 export type CreditSwapResponseSwapProvider = ClosedEnum<typeof CreditSwapResponseSwapProvider>;
 /**
@@ -23,7 +23,7 @@ export type CreditSwapResponseSwapProvider = ClosedEnum<typeof CreditSwapRespons
  */
 export type CreditSwapResponse = {
     /**
-     * Unsigned transaction for direct execution. Present when gas_sponsorship=false.
+     * Unsigned transaction for direct execution. Present when gas_sponsorship=false — except firm-priced previews (preview=true responses reporting swap_provider='firm'), which carry the estimate only: the firm quote is fetched at execution time, so there is no payload to sign yet. A preview whose response reports swap_provider='market' does carry this signable payload.
      */
     transaction?: UnsignedTransaction | null | undefined;
     /**
@@ -31,15 +31,15 @@ export type CreditSwapResponse = {
      */
     eip712?: BatchedSafeOperationsResponseOutput | null | undefined;
     /**
-     * Estimated amount of output token received from the swap. Exact on firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits.
+     * Estimated amount of output token received from the swap. Exact on executable firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits. On preview=true responses reporting 'firm' it is INDICATIVE — computed from the firm provider's live price levels without spending a quote.
      */
     estimatedAmountOut: string;
     /**
-     * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+     * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
      */
     swapProvider?: CreditSwapResponseSwapProvider | undefined;
     /**
-     * Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds.
+     * Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds and on every preview (a preview never holds a firm quote).
      */
     quoteExpiresAt?: Date | null | undefined;
 };

package/dist/esm/models/components/creditswapresponse.js CHANGED Viewed

@@ -7,7 +7,7 @@ import { safeParse } from "../../lib/schemas.js";
 import { BatchedSafeOperationsResponseOutput$inboundSchema, } from "./batchedsafeoperationsresponseoutput.js";
 import { UnsignedTransaction$inboundSchema, } from "./unsignedtransaction.js";
 /**
- * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
+ * Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently.
  */
 export const CreditSwapResponseSwapProvider = {
     Market: "market",

package/dist/esm/models/components/perpetualtradingopportunity.d.ts CHANGED Viewed

@@ -25,6 +25,10 @@ export type PerpetualTradingOpportunity = {
      * Oracle reference price
      */
     oraclePrice: string;
+    /**
+     * Price 24 hours ago, for computing 24h price change (0 for newly listed markets)
+     */
+    prevDayPrice: string;
     /**
      * Open interest in USD
      */

package/dist/esm/models/components/perpetualtradingopportunity.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/models/components/perpetualtradingopportunity.js CHANGED Viewed

@@ -11,6 +11,7 @@ export const PerpetualTradingOpportunity$inboundSchema = z.object({
     category: z.string(),
     mark_price: z.string(),
     oracle_price: z.string(),
+    prev_day_price: z.string(),
     open_interest: z.string(),
     volume_24h: z.string(),
     funding_rate: z.string(),
@@ -21,6 +22,7 @@ export const PerpetualTradingOpportunity$inboundSchema = z.object({
         "asset_id": "assetId",
         "mark_price": "markPrice",
         "oracle_price": "oraclePrice",
+        "prev_day_price": "prevDayPrice",
         "open_interest": "openInterest",
         "volume_24h": "volume24h",
         "funding_rate": "fundingRate",

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