@dimes-dot-fi/sdk 1.4.2 → 1.5.0

package/dist/{aliases-Dtl19fcM.d.cts → aliases-ByZ2DcA5.d.cts}

@@ -38,6 +38,185 @@ interface components {
              */
             polygon_vault_contract_address: string;
         };
+        CustomerOriginationFeeTier: {
+            /**
+             * @description Upper leverage bound (inclusive) in basis points for this tier. The last tier is the catch-all.
+             * @example 40000
+             */
+            max_leverage_bps: number;
+            /**
+             * @description Protocol origination fee in basis points applied at or below this tier's leverage bound.
+             * @example 200
+             */
+            fee_bps: number;
+        };
+        CustomerFeeRatesMarket: {
+            /**
+             * @description Market ticker
+             * @example TRUMP-2024-WIN
+             */
+            ticker: string;
+            /**
+             * @description Polymarket venue trading fee rate in basis points (`feeRateBps`).
+             * @example 0
+             */
+            polymarket_trading_fee_bps: number;
+            /**
+             * @description Polymarket fee-curve exponent (`feeExponent`). `1` for the standard quadratic curve.
+             * @example 1
+             */
+            polymarket_fee_exponent: number;
+        };
+        CustomerFeeRates: {
+            /** @description Per-market venue fee fields. Only present when the request includes a `ticker` query parameter. */
+            market?: components["schemas"]["CustomerFeeRatesMarket"];
+            /** @description Leverage-tiered protocol origination fee schedule. Resolve a leverage to its fee by picking the first tier whose `maxLeverageBps >= leverageBps` (the last tier is the catch-all). */
+            origination_fee_tiers: components["schemas"]["CustomerOriginationFeeTier"][];
+            /**
+             * @description Maximum combined (protocol + partner) origination fee in basis points enforced on-chain.
+             * @example 1000
+             */
+            contract_max_origination_fee_bps: number;
+            /**
+             * @description Lifetime fee APR in basis points
+             * @example 2000
+             */
+            lifetime_fee_apr_bps: number;
+            /**
+             * @description Liquidation fee in basis points
+             * @example 250
+             */
+            liquidation_fee_bps: number;
+            /**
+             * @description This partner's origination fee component in basis points, added to the protocol tier fee. `0` by default.
+             * @example 0
+             */
+            partner_origination_fee_bps: number;
+            /**
+             * @description This partner's Polymarket builder taker fee in basis points (flat percentage of notional). `0` by default.
+             * @example 0
+             */
+            partner_trading_fee_bps: number;
+        };
+        FeeReportBody: {
+            /**
+             * @description Leverage in basis points (20000 = 2x, 100000 = 10x). Must be divisible by 2500. Maximum 10x.
+             * @example 50000
+             */
+            leverage_bps: number;
+            /**
+             * @description Market ticker
+             * @example TRUMP-2024-WIN
+             */
+            market_ticker: string;
+            /**
+             * @description Notional amount in USD pips (10,000 pips = $1.00)
+             * @example 50000
+             */
+            notional_amount_usd_pips: string;
+            /**
+             * @description Market side (yes or no)
+             * @enum {string}
+             */
+            effective_side: "yes" | "no";
+            /**
+             * @description Effective-side entry price in USD pips (10000 pips = $1) to compute against. When omitted, the market's current reference price is used. Provide it to compute deterministically against a known price.
+             * @example 5100
+             */
+            entry_price_usd_pips?: string;
+        };
+        CustomerFeeReport: {
+            /**
+             * @description Market ticker
+             * @example TRUMP-2024-WIN
+             */
+            market_ticker: string;
+            /**
+             * @description Market side
+             * @enum {string}
+             */
+            effective_side: "yes" | "no";
+            /**
+             * @description Leverage in basis points (20000 = 2x)
+             * @example 20000
+             */
+            leverage_bps: number;
+            /**
+             * @description Entry price used for the computation, in USD pips
+             * @example 5100
+             */
+            entry_price_usd_pips: string;
+            /**
+             * @description Notional in USD pips (10000 pips = $1)
+             * @example 500000
+             */
+            notional_amount_usd_pips: string;
+            /**
+             * @description Notional in USDC units (1,000,000 = 1 USDC)
+             * @example 50000000
+             */
+            notional_usdc_units: string;
+            /**
+             * @description Collateral in USDC units
+             * @example 25000000
+             */
+            collateral_usdc_units: string;
+            /**
+             * @description Combined origination fee in basis points
+             * @example 200
+             */
+            origination_fee_bps: number;
+            /**
+             * @description Origination fee in USDC units
+             * @example 1000000
+             */
+            origination_fee_usdc_units: string;
+            /**
+             * @description Protocol component of the origination fee in basis points
+             * @example 200
+             */
+            protocol_origination_fee_bps: number;
+            /**
+             * @description Partner component of the origination fee in basis points
+             * @example 0
+             */
+            partner_origination_fee_bps: number;
+            /**
+             * @description Polymarket venue trading fee rate in basis points (`feeRateBps`).
+             * @example 0
+             */
+            polymarket_trading_fee_bps: number;
+            /**
+             * @description Partner Polymarket builder taker fee in basis points (flat percentage of notional).
+             * @example 0
+             */
+            partner_trading_fee_bps: number;
+            /**
+             * @description Expected venue trading fee in USDC units charged to open the position (protocol venue fee + partner builder fee), computed from notional and entry price.
+             * @example 2204118
+             */
+            expected_open_trading_fee_usdc_units: string;
+            /**
+             * @description Total amount the user must provide to open, in USDC units.
+             * @example 28204118
+             */
+            total_user_amount_usdc_units: string;
+            /**
+             * @description Deterministic at-entry liquidation price ESTIMATE in USD pips (10000 pips = $1): `entry * (L-1)/L * (1 + liquidationFeeBps/10000)`. This is a closed-form estimate; the binding offer uses a TWAP/inference-based price that may differ.
+             * @example 2629
+             */
+            estimated_liquidation_price_usd_pips: string;
+            /**
+             * @description Gross maximum gain in USDC units: full value on a win (settlement at $1) minus notional, before fees. Profit over principal; may be negative.
+             * @example 48039215
+             */
+            gross_max_gain_usdc_units: string;
+            /**
+             * @description Net maximum gain in USDC units: grossMaxGain minus the open trading fee and the origination fee. Assumes a win via settlement (no exit trading fee) and excludes lifetime fees, so it is an upper bound. May be negative.
+             * @example 44835097
+             */
+            net_max_gain_usdc_units: string;
+        };
         CustomerLimit: {
             /**
              * @description Total limit formatted as USD
@@ -342,22 +521,22 @@ interface components {
              */
             capacity_max_notional_yes_usd_pips?: string | null;
             /**
-             * @description Maximum notional available for NO side formatted as USD
+             * @description Maximum notional available for NO side formatted as USD. Bounded by slippage, capacity, the partner's remaining position limit, and the per-user position limit (assuming a user with no open positions).
              * @example 50.00
              */
             max_notional_no_usd?: string;
             /**
-             * @description Maximum notional available for NO side in USD pips (10000 pips = $1)
+             * @description Maximum notional available for NO side in USD pips (10000 pips = $1). Bounded by slippage, capacity, the partner's remaining position limit, and the per-user position limit (assuming a user with no open positions).
              * @example 500000000
              */
             max_notional_no_usd_pips?: string;
             /**
-             * @description Maximum notional available for YES side formatted as USD
+             * @description Maximum notional available for YES side formatted as USD. Bounded by slippage, capacity, the partner's remaining position limit, and the per-user position limit (assuming a user with no open positions).
              * @example 50.00
              */
             max_notional_yes_usd?: string;
             /**
-             * @description Maximum notional available for YES side in USD pips (10000 pips = $1)
+             * @description Maximum notional available for YES side in USD pips (10000 pips = $1). Bounded by slippage, capacity, the partner's remaining position limit, and the per-user position limit (assuming a user with no open positions).
              * @example 500000000
              */
             max_notional_yes_usd_pips?: string;
@@ -522,6 +701,23 @@ interface components {
              */
             origination_leverage_bps: number;
         };
+        CustomerCloseAttempt: {
+            /**
+             * @description Outcome of the close attempt. `deferred` means the close could not complete yet and was postponed.
+             * @enum {string}
+             */
+            outcome: "deferred";
+            /**
+             * @description Why the close was deferred. `awaiting_settlement`: the market resolved before the position could be sold, so the remaining tokens will be redeemed when the market settles rather than sold on the order book.
+             * @enum {string}
+             */
+            reason: "awaiting_settlement";
+            /**
+             * @description ISO-8601 timestamp of when the close was requested.
+             * @example 2026-06-15T17:27:11.736Z
+             */
+            deferred_at: string;
+        };
         CustomerPositionCurrent: {
             /**
              * @description Current book-value leverage in basis points (20000 = 2x)
@@ -785,6 +981,8 @@ interface components {
              * @example 7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU
              */
             wallet_address: string;
+            /** @description Details of a close request that could not complete and was deferred. Null unless the customer requested a close that is now waiting on market settlement to redeem the remaining tokens. */
+            close_attempt?: components["schemas"]["CustomerCloseAttempt"] | null;
         };
         CustomerPositionClosedFees: {
             /**
@@ -879,6 +1077,16 @@ interface components {
              * @example 0
              */
             collected_liquidation_fee_usd_pips: string;
+            /**
+             * @description Volume-weighted notional realized across all unwinds and the final close, formatted as USD. Null for reverted or cancelled positions.
+             * @example 5.25
+             */
+            exit_notional_usd?: string | null;
+            /**
+             * @description Exit notional in USD pips. Null for reverted or cancelled positions.
+             * @example 52500
+             */
+            exit_notional_usd_pips?: string | null;
             /**
              * @description Realized PnL net of all fees (origination + lifetime + liquidation + venue) as return on equity in basis points
              * @example 1700
@@ -1047,6 +1255,49 @@ interface components {
              * @enum {string}
              */
             pm_provider: "kalshi" | "polymarket";
+            /**
+             * @description If true, the order may fill less than the requested notional (down to minFillBps) and the position opens at the actual fill size. If false or omitted, the order is atomic — fully filled or rejected.
+             * @default false
+             * @example true
+             */
+            allow_partial_fill: boolean;
+            /**
+             * @description Minimum fill the user will accept, in basis points. Only valid when allowPartialFill=true (rejected otherwise). Must be in [2000, 5000] and divisible by 500 (5% steps). Capped from below by max(2000, ceil(MIN_COLLATERAL × 10000 / requestedCollateral)).
+             * @example 5000
+             */
+            min_fill_bps?: number;
+        };
+        CustomerOfferMaxGain: {
+            /**
+             * @description Gross max gain (profit before fees) formatted as USD
+             * @example 1.90
+             */
+            gross_max_gain_usd: string;
+            /**
+             * @description Gross max gain in USD pips (10000 pips = $1)
+             * @example 19000
+             */
+            gross_max_gain_usd_pips: string;
+            /**
+             * @description Gross max gain in USDC units (1,000,000 units = 1 USDC). May be negative.
+             * @example 1900000
+             */
+            gross_max_gain_usdc_units: string;
+            /**
+             * @description Net max gain (profit after fees) formatted as USD
+             * @example 1.40
+             */
+            net_max_gain_usd: string;
+            /**
+             * @description Net max gain in USD pips (10000 pips = $1)
+             * @example 14000
+             */
+            net_max_gain_usd_pips: string;
+            /**
+             * @description Net max gain in USDC units (1,000,000 units = 1 USDC). May be negative.
+             * @example 1400000
+             */
+            net_max_gain_usdc_units: string;
         };
         CustomerOffer: {
             /**
@@ -1283,8 +1534,20 @@ interface components {
              * @example 200
              */
             slippage_bps: number;
+            /**
+             * @description Whether the user opted into partial fills. When true, the position may open at less than the requested notional (down to minFillBps). When false or omitted, the order is atomic — fully filled or rejected.
+             * @example true
+             */
+            allow_partial_fill?: boolean;
+            /**
+             * @description Minimum fill the user accepted in basis points. Only meaningful when allowPartialFill=true. Capped from below by max(2000, ceil(MIN_COLLATERAL × 10000 / requestedCollateral)).
+             * @example 5000
+             */
+            min_fill_bps?: number;
             /** @description Base64-encoded Solana transaction (present for Solana markets only) */
             swap_transaction?: string;
+            /** @description Expected maximum gain on a win (profit over principal). Only present when the request includes `expand=max_gain`; omitted otherwise. Assumes settlement at $1.00 (no exit trading fee) and excludes time-based lifetime fees, so it is an upper bound. */
+            max_gain?: components["schemas"]["CustomerOfferMaxGain"];
             /**
              * @description Total amount user must provide formatted as USD
              * @example 2.73
@@ -1336,12 +1599,17 @@ type PositionClosedFees = CamelizeKeys<Raw["CustomerPositionClosedFees"]>;
 type PositionResult = CamelizeKeys<Raw["CustomerPositionResult"]>;
 type PositionTiming = CamelizeKeys<Raw["CustomerPositionTiming"]>;
 type PositionFailure = CamelizeKeys<Raw["CustomerPositionFailure"]>;
+type CloseAttempt = CamelizeKeys<Raw["CustomerCloseAttempt"]>;
 type PositionUnwind = CamelizeKeys<Raw["CustomerPositionUnwind"]>;
 type PositionUnwindList = CamelizeKeys<Raw["CustomerPositionUnwindList"]>;
 type PositionTransactions = CamelizeKeys<Raw["PositionTransactions"]>;
 type ContractInfo = CamelizeKeys<Raw["CustomerContractInfo"]>;
 type CustomerLimit = CamelizeKeys<Raw["CustomerLimit"]>;
 type CreateTokenResult = CamelizeKeys<Raw["CreateTokenResult"]>;
+type FeeRatesOriginationTier = CamelizeKeys<Raw["CustomerOriginationFeeTier"]>;
+type FeeRatesMarket = CamelizeKeys<Raw["CustomerFeeRatesMarket"]>;
+type FeeRates = CamelizeKeys<Raw["CustomerFeeRates"]>;
+type FeeReport = CamelizeKeys<Raw["CustomerFeeReport"]>;
 interface CreateOfferParams {
     marketTicker: string;
     effectiveSide: "yes" | "no";
@@ -1350,8 +1618,15 @@ interface CreateOfferParams {
     slippageBps: number;
     pmProvider?: "polymarket" | "kalshi";
 }
+interface FeeReportParams {
+    marketTicker: string;
+    effectiveSide: "yes" | "no";
+    leverageBps: number;
+    notionalAmountUsdPips: string;
+    entryPriceUsdPips?: string;
+}
 declare function isOpenPosition(p: Position): p is OpenPosition;
 declare function isClosedPosition(p: Position): p is ClosedPosition;
 declare function leverageMaxBps(lev: MarketLeverage, side: "yes" | "no"): number;
 
-export { type PositionTransactions as A, type MarketPolymarket as B, type CreateOfferParams as C, type Market as M, type Offer as O, type Position as P, type CamelizeKeys as a, type ClosedPosition as b, type ContractInfo as c, type CreateTokenResult as d, type CustomerLimit as e, type MarketFees as f, type MarketLeverage as g, type MarketMaxLeveragePerNotional as h, type MarketPrices as i, type MarketSidedEligibility as j, type MarketSidedMaxLeveragePerNotional as k, type OpenPosition as l, type OriginationTier as m, type PositionClosedFees as n, type PositionCurrent as o, type PositionEntry as p, type PositionFailure as q, type PositionOpenFees as r, type PositionResult as s, type PositionRisk as t, type PositionTiming as u, type PositionUnwind as v, type PositionUnwindList as w, isClosedPosition as x, isOpenPosition as y, leverageMaxBps as z };
+export { type PositionUnwind as A, type PositionUnwindList as B, type CreateOfferParams as C, isClosedPosition as D, isOpenPosition as E, type FeeRates as F, leverageMaxBps as G, type PositionTransactions as H, type MarketPolymarket as I, type Market as M, type Offer as O, type Position as P, type CamelizeKeys as a, type CloseAttempt as b, type ClosedPosition as c, type ContractInfo as d, type CreateTokenResult as e, type CustomerLimit as f, type FeeRatesMarket as g, type FeeRatesOriginationTier as h, type FeeReport as i, type FeeReportParams as j, type MarketFees as k, type MarketLeverage as l, type MarketMaxLeveragePerNotional as m, type MarketPrices as n, type MarketSidedEligibility as o, type MarketSidedMaxLeveragePerNotional as p, type OpenPosition as q, type OriginationTier as r, type PositionClosedFees as s, type PositionCurrent as t, type PositionEntry as u, type PositionFailure as v, type PositionOpenFees as w, type PositionResult as x, type PositionRisk as y, type PositionTiming as z };