@dimes-dot-fi/sdk 2.3.0 → 2.5.0

package/README.md

@@ -78,6 +78,11 @@ const { data: markets } = await client.getMarkets();
 const market = await client.getMarket("will-btc-hit-100k-2026");
 
 console.log(market.leverage.maxBps); // 100000 (10x)
+
+// Narrow to one event (a single game or price window) or one series (the recurring
+// template those events come from). Same params and same market objects as getMarkets.
+const { data: gameMarkets } = await client.getEventMarkets("nba-lal-bos-2026-08-06");
+const { data: seriesMarkets } = await client.getSeriesMarkets("btc-up-or-down-5m");
 ```
 
 ### Execute a quote
@@ -268,8 +273,13 @@ Same API, same contracts, fake USDC. Get a sandbox key via the [Telegram link on
 |----------|--------|------------|
 | `GET /markets` | `client.getMarkets()` | `useMarkets()` |
 | `GET /markets/:ticker` | `client.getMarket(ticker)` | `useMarket(ticker)` |
+| `GET /events/:eventTicker/markets` | `client.getEventMarkets(eventTicker)` | — |
+| `GET /series/:seriesTicker/markets` | `client.getSeriesMarkets(seriesTicker)` | — |
 | `GET /contract-info` | `client.getContractInfo()` | `useContractInfo()` |
 | `GET /positions` | `client.getPositions()` | `usePositions()` |
+| `GET /markets/:ticker/positions` | `client.getMarketPositions(ticker)` | — |
+| `GET /events/:eventTicker/positions` | `client.getEventPositions(eventTicker)` | — |
+| `GET /series/:seriesTicker/positions` | `client.getSeriesPositions(seriesTicker)` | — |
 | `GET /user-limits` | `client.getUserLimits()` | `useUserLimits()` |
 | `GET /partner-limits` | `client.getPartnerLimits()` | `usePartnerLimits()` |
 | `POST /draft-quotes` | `client.createDraftQuote()` | — |

package/dist/{aliases-Dne14KBa.d.cts → aliases-lNsFUKPA.d.cts}

@@ -597,6 +597,17 @@ interface components {
              * @example 20000
              */
             leverage_bps: number;
+            /**
+             * @description Risk mode the position was opened in. adaptive: the live risk engine manages leverage. committed: the position follows the planned unwinds fixed at quote time.
+             * @example adaptive
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+            /**
+             * @description Extra margin locked in the vault on top of collateral, in USDC units (1,000,000 units = 1 USDC). Zero on adaptive positions.
+             * @example 0
+             */
+            locked_margin_usdc_units: string;
             /**
              * @description Entry notional formatted as USD
              * @example 5.00
@@ -686,6 +697,12 @@ interface components {
             reason: string;
         };
         CustomerPositionUnwind: {
+            /**
+             * @description executed: an unwind that landed on-chain, as recorded by the deleveraging itself. planned: a committed-mode rung that fires if the price reaches triggerPriceUsdPips. triggered: a committed-mode rung whose trigger price was reached, stamped with executedAt. superseded: a committed-mode rung that can no longer fire because a partial close already took the position below its target leverage. Rung rows (planned, triggered, superseded) are the signed ladder and are only returned when the request asks for them; they describe what was promised, while executed rows describe what actually happened.
+             * @example executed
+             * @enum {string}
+             */
+            status: "executed" | "planned" | "superseded" | "triggered";
             /**
              * @description The market signal that triggered the risk-model inference behind this unwind (e.g. `spread_blowout`, `depth_decay`, `price_drop_severe`). Null for unwinds not tied to an inference run, such as manually triggered deleveraging.
              * @example spread_blowout
@@ -703,10 +720,15 @@ interface components {
              */
             before_leverage_bps: number;
             /**
-             * @description ISO 8601 timestamp when the unwind was executed on-chain
+             * @description ISO 8601 timestamp when the unwind was executed on-chain. Null on planned unwinds, which have not happened yet.
              * @example 2025-06-02T14:30:00.000Z
              */
-            executed_at: string;
+            executed_at?: string | null;
+            /**
+             * @description Price at which this planned unwind fires, in USD pips (10000 pips = $1). Null on executed unwinds.
+             * @example 4200
+             */
+            trigger_price_usd_pips?: string | null;
             /**
              * @description Human-readable explanation of `reason` — a customer-facing sentence describing the market condition that triggered this deleverage. Null whenever `reason` is null.
              * @example The bid-ask spread widened sharply beyond its recent baseline, signalling thinning liquidity.
@@ -1019,7 +1041,7 @@ interface components {
              */
             side: "yes" | "no";
             /**
-             * @description Simplified position status
+             * @description Simplified position status. A position that was deleveraged almost entirely and then force-sold for a trivial remainder reports 'settled' once the market resolves against it. The 'status' query parameter still filters on the underlying mechanism, so such a position is returned by status=liquidated.
              * @enum {string}
              */
             status: "pending" | "open" | "unwinding" | "closing" | "settling" | "closed" | "settled" | "liquidated" | "cancelled";
@@ -1052,6 +1074,8 @@ interface components {
              * @example 7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU
              */
             wallet_address: string;
+            /** @description The committed-mode ladder this position was opened on: one row per planned unwind, each with a status of planned, triggered or superseded. Only present when the request includes `expand=planned_unwinds`; omitted otherwise, and empty on adaptive positions. */
+            planned_unwinds?: components["schemas"]["CustomerPositionUnwindList"] | null;
             /**
              * @deprecated
              * @description Deprecated — use `pendingOperation` (a deferred close now surfaces as `{ type: 'close', phase: 'awaiting_settlement' }`). 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.
@@ -1220,7 +1244,7 @@ interface components {
              */
             side: "yes" | "no";
             /**
-             * @description Simplified position status
+             * @description Simplified position status. A position that was deleveraged almost entirely and then force-sold for a trivial remainder reports 'settled' once the market resolves against it. The 'status' query parameter still filters on the underlying mechanism, so such a position is returned by status=liquidated.
              * @enum {string}
              */
             status: "pending" | "open" | "unwinding" | "closing" | "settling" | "closed" | "settled" | "liquidated" | "cancelled";
@@ -1249,11 +1273,13 @@ interface components {
              * @example 7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU
              */
             wallet_address: string;
+            /** @description The committed-mode ladder this position was opened on: one row per planned unwind, each with a status of planned, triggered or superseded. Only present when the request includes `expand=planned_unwinds`; omitted otherwise, and empty on adaptive positions. */
+            planned_unwinds?: components["schemas"]["CustomerPositionUnwindList"] | null;
             /**
-             * @description Reason the position was closed
+             * @description Reason the position was closed. Reports 'settled' for a position that was deleveraged almost entirely and then force-sold for a trivial remainder on a market that resolved against it.
              * @enum {string}
              */
-            close_reason: "closed" | "liquidated" | "reverted" | "settled";
+            close_reason: "cancelled" | "closed" | "liquidated" | "reverted" | "settled";
             /**
              * @description Why the position was reverted before it opened. Non-null only when `close_reason` is `reverted`: `exchange_unavailable` (the prediction-market venue was temporarily unavailable — safe to retry), `slippage_exceeded` (price moved beyond tolerance before the order filled), or `unknown`.
              * @enum {string|null}
@@ -1417,10 +1443,67 @@ interface components {
              */
             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)).
+             * @description Minimum fill the user will accept, in basis points. Only valid when allowPartialFill=true (rejected otherwise). Must be in [2000, 7000] and divisible by 500 (5% steps). Capped from below by max(2000, ceil(MIN_COLLATERAL × 10000 / requestedCollateral)).
              * @example 5000
              */
             min_fill_bps?: number;
+            /**
+             * @description Risk mode for the resulting position. adaptive: the live risk engine manages leverage. committed: the quote carries a fixed set of price-triggered unwinds and the user posts extra margin. A committed request is answered in committed mode or not at all — when the market, price or leverage rules the mode out, the quote is rejected with QUOTE_COMMITTED_RISK_MODE_UNAVAILABLE carrying the reason. Take a draft quote first to see whether the mode is on offer.
+             * @default adaptive
+             * @example committed
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+        };
+        CommittedUnwindUnavailableReason: {
+            /**
+             * @description Machine-readable reason committed mode cannot be offered for this quote
+             * @example cryptoMarket
+             * @enum {string}
+             */
+            code: "cryptoMarket" | "illegibleMarginTooLarge" | "illegibleTooManyUnwinds" | "invertedRiskBands" | "lateGameSoccer" | "notOfferedOnDeskQuotes";
+            /** @description Human-readable explanation of the same reason */
+            message: string;
+        };
+        PlannedUnwind: {
+            /**
+             * @description Order in which this unwind fires, starting at 0
+             * @example 0
+             */
+            sequence: number;
+            /**
+             * @description Price at which this unwind fires, in USD pips (10000 pips = $1)
+             * @example 4200
+             */
+            trigger_price_usd_pips: string;
+            /**
+             * @description Book leverage the position is unwound to when this fires, in basis points (10000 = 1x)
+             * @example 15000
+             */
+            target_leverage_bps: number;
+            /**
+             * @description Estimated token units sold to reach the target (1000000 units = 1 token). An estimate only — the executed amount depends on the fill.
+             * @example 30000000
+             */
+            token_units_to_sell_estimate: string;
+        };
+        CommittedUnwinds: {
+            /** @description Whether committed mode can be offered for this quote */
+            available: boolean;
+            /** @description Why committed mode is unavailable. Null when it is available. */
+            unavailable_reason?: components["schemas"]["CommittedUnwindUnavailableReason"] | null;
+            /**
+             * @description Extra margin the user must post on top of collateral, in USDC units (1000000 units = 1 USDC)
+             * @example 67000000
+             */
+            margin_required_usdc_units?: string | null;
+            /**
+             * @description Price at which selling the remaining tokens repays the loan in full, in USD pips
+             * @example 2700
+             */
+            debt_clear_price_usd_pips?: string | null;
+            /** @description The pre-committed unwinds, in the order they fire. Empty when committed mode is unavailable. */
+            planned_unwinds?: components["schemas"]["PlannedUnwind"][] | null;
         };
         CustomerOfferMaxGain: {
             /**
@@ -1517,6 +1600,25 @@ interface components {
              * @example 0x1234567890123456789012345678901234567890
              */
             polygon_vault_contract_address: string;
+            /**
+             * @description Vault function this quote's signature authorizes. createPositionWithMargin for committed quotes, createPosition otherwise. A signature for one will not authorize the other.
+             * @example createPosition
+             * @enum {string}
+             */
+            polygon_vault_function_name: "createPosition" | "createPositionWithMargin";
+            /**
+             * @description Risk mode this quote was issued in. A committed request is answered in committed mode or rejected, so this only reports adaptive when adaptive was asked for.
+             * @example adaptive
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+            /** @description Committed-unwind mode for this quote: the pre-committed unwinds and the extra margin they require, or the reason the mode cannot be offered. */
+            committed_unwinds?: components["schemas"]["CommittedUnwinds"];
+            /**
+             * @description Extra margin locked in the vault on top of collateral, in USDC units (1,000,000 units = 1 USDC). Zero on adaptive quotes. Included in totalUserAmountUsdcUnits.
+             * @example 0
+             */
+            margin_usdc_units: string;
             /**
              * @description Expected trading fee formatted as USD
              * @example 0.02
@@ -1714,11 +1816,20 @@ interface components {
              */
             total_user_amount_usd_pips: string;
             /**
-             * @description Total amount user must transfer at createPosition in USDC units (1,000,000 units = 1 USDC). Contract-ready value. On Polymarket = collateral + originationFee.
+             * @description Total amount user must transfer at position creation in USDC units (1,000,000 units = 1 USDC). Contract-ready value = collateral + originationFee + expected open trading fee + committed-mode margin.
              * @example 2730000
              */
             total_user_amount_usdc_units: string;
         };
+        PromoteOfferBody: {
+            /**
+             * @description Risk mode for the promoted offer. The draft carries the committed unwinds it was quoted with; this chooses whether the promoted offer opens on them. Omitted means adaptive.
+             * @default adaptive
+             * @example committed
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+        };
     };
     responses: never;
     parameters: never;
@@ -1728,7 +1839,23 @@ interface components {
 }
 
 type Raw = components["schemas"];
-type Market = CamelizeKeys<Raw["CustomerMarket"]>;
+/**
+ * The event a market belongs to — the real-world happening it resolves against (one game, one
+ * hourly price window). `seriesTicker` names the recurring template the event came from, and is
+ * null for events with no series.
+ *
+ * Hand-written rather than derived from `Raw` because `generated.ts` is currently pinned to an API
+ * version that predates this block. Delete this and let `CustomerMarket` supply `event` the next
+ * time the types are regenerated against a spec that has it.
+ */
+interface MarketEvent {
+    seriesTicker: string | null;
+    ticker: string;
+    title: string | null;
+}
+type Market = CamelizeKeys<Raw["CustomerMarket"]> & {
+    event: MarketEvent;
+};
 type MarketLeverage = CamelizeKeys<Raw["CustomerLeverage"]>;
 type MarketMaxLeveragePerNotional = CamelizeKeys<Raw["CustomerMaxMarketLeveragePerNotional"]>;
 type MarketSidedMaxLeveragePerNotional = CamelizeKeys<Raw["CustomerSidedMaxMarketLeveragePerNotional"]>;
@@ -1770,6 +1897,7 @@ type FeeRatesOriginationTier = CamelizeKeys<Raw["CustomerOriginationFeeTier"]>;
 type FeeRatesMarket = CamelizeKeys<Raw["CustomerFeeRatesMarket"]>;
 type FeeRates = CamelizeKeys<Raw["CustomerFeeRates"]>;
 type FeeReport = CamelizeKeys<Raw["CustomerFeeReport"]>;
+type RiskMode = "adaptive" | "committed";
 interface CreateQuoteParams {
     marketTicker: string;
     effectiveSide: "yes" | "no";
@@ -1779,6 +1907,15 @@ interface CreateQuoteParams {
     pmProvider?: "polymarket" | "kalshi";
     allowPartialFill?: boolean;
     minFillBps?: number;
+    /**
+     * Ask for a committed deleverage plan (a fixed ladder of trigger prices, backed by a refundable
+     * margin deposit) instead of the adaptive risk engine. Defaults to `adaptive`.
+     *
+     * A committed request is answered in committed mode or rejected with
+     * `quote_committed_risk_mode_unavailable` — you never get an adaptive quote back from it. Take a
+     * draft first and read `committedUnwinds.available` to know whether the mode is on offer.
+     */
+    riskMode?: RiskMode;
 }
 /** @deprecated Renamed to {@link CreateQuoteParams}. Kept as an alias for backward compatibility. */
 type CreateOfferParams = CreateQuoteParams;
@@ -1793,4 +1930,4 @@ 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 PositionFailure as A, type PositionOpenFees as B, type CreateQuoteParams as C, type PositionPartialClose as D, type PositionResult as E, type FeeRates as F, type PositionRisk as G, type PositionTiming as H, type PositionUnwind as I, type PositionUnwindList as J, isClosedPosition as K, isOpenPosition as L, type Market as M, leverageMaxBps as N, type Offer as O, type Position as P, type Quote as Q, type MarketPolymarket as a, type MarketLeverage as b, type PositionTransactions as c, type PositionPartialCloseList as d, type ContractInfo as e, type CustomerLimit as f, type FeeReportParams as g, type FeeReport as h, type CamelizeKeys as i, type CloseAttempt as j, type ClosedPosition as k, type CreateOfferParams as l, type CreateTokenResult as m, type FeeRatesMarket as n, type FeeRatesOriginationTier as o, type MarketFees as p, type MarketMaxLeveragePerNotional as q, type MarketPrices as r, type MarketSidedEligibility as s, type MarketSidedMaxLeveragePerNotional as t, type OpenPosition as u, type OriginationTier as v, type PendingOperation as w, type PositionClosedFees as x, type PositionCurrent as y, type PositionEntry as z };
+export { type PositionCurrent as A, type PositionEntry as B, type CreateQuoteParams as C, type PositionFailure as D, type PositionOpenFees as E, type FeeRates as F, type PositionPartialClose as G, type PositionResult as H, type PositionRisk as I, type PositionTiming as J, type PositionUnwind as K, isClosedPosition as L, type Market as M, isOpenPosition as N, type Offer as O, type Position as P, type Quote as Q, type RiskMode as R, leverageMaxBps as S, type MarketPolymarket as a, type MarketLeverage as b, type PositionTransactions as c, type PositionUnwindList as d, type PositionPartialCloseList as e, type ContractInfo as f, type CustomerLimit as g, type FeeReportParams as h, type FeeReport as i, type CamelizeKeys as j, type CloseAttempt as k, type ClosedPosition as l, type CreateOfferParams as m, type CreateTokenResult as n, type FeeRatesMarket as o, type FeeRatesOriginationTier as p, type MarketEvent as q, type MarketFees as r, type MarketMaxLeveragePerNotional as s, type MarketPrices as t, type MarketSidedEligibility as u, type MarketSidedMaxLeveragePerNotional as v, type OpenPosition as w, type OriginationTier as x, type PendingOperation as y, type PositionClosedFees as z };

package/dist/{aliases-Dne14KBa.d.ts → aliases-lNsFUKPA.d.ts}

@@ -597,6 +597,17 @@ interface components {
              * @example 20000
              */
             leverage_bps: number;
+            /**
+             * @description Risk mode the position was opened in. adaptive: the live risk engine manages leverage. committed: the position follows the planned unwinds fixed at quote time.
+             * @example adaptive
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+            /**
+             * @description Extra margin locked in the vault on top of collateral, in USDC units (1,000,000 units = 1 USDC). Zero on adaptive positions.
+             * @example 0
+             */
+            locked_margin_usdc_units: string;
             /**
              * @description Entry notional formatted as USD
              * @example 5.00
@@ -686,6 +697,12 @@ interface components {
             reason: string;
         };
         CustomerPositionUnwind: {
+            /**
+             * @description executed: an unwind that landed on-chain, as recorded by the deleveraging itself. planned: a committed-mode rung that fires if the price reaches triggerPriceUsdPips. triggered: a committed-mode rung whose trigger price was reached, stamped with executedAt. superseded: a committed-mode rung that can no longer fire because a partial close already took the position below its target leverage. Rung rows (planned, triggered, superseded) are the signed ladder and are only returned when the request asks for them; they describe what was promised, while executed rows describe what actually happened.
+             * @example executed
+             * @enum {string}
+             */
+            status: "executed" | "planned" | "superseded" | "triggered";
             /**
              * @description The market signal that triggered the risk-model inference behind this unwind (e.g. `spread_blowout`, `depth_decay`, `price_drop_severe`). Null for unwinds not tied to an inference run, such as manually triggered deleveraging.
              * @example spread_blowout
@@ -703,10 +720,15 @@ interface components {
              */
             before_leverage_bps: number;
             /**
-             * @description ISO 8601 timestamp when the unwind was executed on-chain
+             * @description ISO 8601 timestamp when the unwind was executed on-chain. Null on planned unwinds, which have not happened yet.
              * @example 2025-06-02T14:30:00.000Z
              */
-            executed_at: string;
+            executed_at?: string | null;
+            /**
+             * @description Price at which this planned unwind fires, in USD pips (10000 pips = $1). Null on executed unwinds.
+             * @example 4200
+             */
+            trigger_price_usd_pips?: string | null;
             /**
              * @description Human-readable explanation of `reason` — a customer-facing sentence describing the market condition that triggered this deleverage. Null whenever `reason` is null.
              * @example The bid-ask spread widened sharply beyond its recent baseline, signalling thinning liquidity.
@@ -1019,7 +1041,7 @@ interface components {
              */
             side: "yes" | "no";
             /**
-             * @description Simplified position status
+             * @description Simplified position status. A position that was deleveraged almost entirely and then force-sold for a trivial remainder reports 'settled' once the market resolves against it. The 'status' query parameter still filters on the underlying mechanism, so such a position is returned by status=liquidated.
              * @enum {string}
              */
             status: "pending" | "open" | "unwinding" | "closing" | "settling" | "closed" | "settled" | "liquidated" | "cancelled";
@@ -1052,6 +1074,8 @@ interface components {
              * @example 7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU
              */
             wallet_address: string;
+            /** @description The committed-mode ladder this position was opened on: one row per planned unwind, each with a status of planned, triggered or superseded. Only present when the request includes `expand=planned_unwinds`; omitted otherwise, and empty on adaptive positions. */
+            planned_unwinds?: components["schemas"]["CustomerPositionUnwindList"] | null;
             /**
              * @deprecated
              * @description Deprecated — use `pendingOperation` (a deferred close now surfaces as `{ type: 'close', phase: 'awaiting_settlement' }`). 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.
@@ -1220,7 +1244,7 @@ interface components {
              */
             side: "yes" | "no";
             /**
-             * @description Simplified position status
+             * @description Simplified position status. A position that was deleveraged almost entirely and then force-sold for a trivial remainder reports 'settled' once the market resolves against it. The 'status' query parameter still filters on the underlying mechanism, so such a position is returned by status=liquidated.
              * @enum {string}
              */
             status: "pending" | "open" | "unwinding" | "closing" | "settling" | "closed" | "settled" | "liquidated" | "cancelled";
@@ -1249,11 +1273,13 @@ interface components {
              * @example 7xKXtg2CW87d97TXJSDpbD5jBkheTqA83TZRuJosgAsU
              */
             wallet_address: string;
+            /** @description The committed-mode ladder this position was opened on: one row per planned unwind, each with a status of planned, triggered or superseded. Only present when the request includes `expand=planned_unwinds`; omitted otherwise, and empty on adaptive positions. */
+            planned_unwinds?: components["schemas"]["CustomerPositionUnwindList"] | null;
             /**
-             * @description Reason the position was closed
+             * @description Reason the position was closed. Reports 'settled' for a position that was deleveraged almost entirely and then force-sold for a trivial remainder on a market that resolved against it.
              * @enum {string}
              */
-            close_reason: "closed" | "liquidated" | "reverted" | "settled";
+            close_reason: "cancelled" | "closed" | "liquidated" | "reverted" | "settled";
             /**
              * @description Why the position was reverted before it opened. Non-null only when `close_reason` is `reverted`: `exchange_unavailable` (the prediction-market venue was temporarily unavailable — safe to retry), `slippage_exceeded` (price moved beyond tolerance before the order filled), or `unknown`.
              * @enum {string|null}
@@ -1417,10 +1443,67 @@ interface components {
              */
             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)).
+             * @description Minimum fill the user will accept, in basis points. Only valid when allowPartialFill=true (rejected otherwise). Must be in [2000, 7000] and divisible by 500 (5% steps). Capped from below by max(2000, ceil(MIN_COLLATERAL × 10000 / requestedCollateral)).
              * @example 5000
              */
             min_fill_bps?: number;
+            /**
+             * @description Risk mode for the resulting position. adaptive: the live risk engine manages leverage. committed: the quote carries a fixed set of price-triggered unwinds and the user posts extra margin. A committed request is answered in committed mode or not at all — when the market, price or leverage rules the mode out, the quote is rejected with QUOTE_COMMITTED_RISK_MODE_UNAVAILABLE carrying the reason. Take a draft quote first to see whether the mode is on offer.
+             * @default adaptive
+             * @example committed
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+        };
+        CommittedUnwindUnavailableReason: {
+            /**
+             * @description Machine-readable reason committed mode cannot be offered for this quote
+             * @example cryptoMarket
+             * @enum {string}
+             */
+            code: "cryptoMarket" | "illegibleMarginTooLarge" | "illegibleTooManyUnwinds" | "invertedRiskBands" | "lateGameSoccer" | "notOfferedOnDeskQuotes";
+            /** @description Human-readable explanation of the same reason */
+            message: string;
+        };
+        PlannedUnwind: {
+            /**
+             * @description Order in which this unwind fires, starting at 0
+             * @example 0
+             */
+            sequence: number;
+            /**
+             * @description Price at which this unwind fires, in USD pips (10000 pips = $1)
+             * @example 4200
+             */
+            trigger_price_usd_pips: string;
+            /**
+             * @description Book leverage the position is unwound to when this fires, in basis points (10000 = 1x)
+             * @example 15000
+             */
+            target_leverage_bps: number;
+            /**
+             * @description Estimated token units sold to reach the target (1000000 units = 1 token). An estimate only — the executed amount depends on the fill.
+             * @example 30000000
+             */
+            token_units_to_sell_estimate: string;
+        };
+        CommittedUnwinds: {
+            /** @description Whether committed mode can be offered for this quote */
+            available: boolean;
+            /** @description Why committed mode is unavailable. Null when it is available. */
+            unavailable_reason?: components["schemas"]["CommittedUnwindUnavailableReason"] | null;
+            /**
+             * @description Extra margin the user must post on top of collateral, in USDC units (1000000 units = 1 USDC)
+             * @example 67000000
+             */
+            margin_required_usdc_units?: string | null;
+            /**
+             * @description Price at which selling the remaining tokens repays the loan in full, in USD pips
+             * @example 2700
+             */
+            debt_clear_price_usd_pips?: string | null;
+            /** @description The pre-committed unwinds, in the order they fire. Empty when committed mode is unavailable. */
+            planned_unwinds?: components["schemas"]["PlannedUnwind"][] | null;
         };
         CustomerOfferMaxGain: {
             /**
@@ -1517,6 +1600,25 @@ interface components {
              * @example 0x1234567890123456789012345678901234567890
              */
             polygon_vault_contract_address: string;
+            /**
+             * @description Vault function this quote's signature authorizes. createPositionWithMargin for committed quotes, createPosition otherwise. A signature for one will not authorize the other.
+             * @example createPosition
+             * @enum {string}
+             */
+            polygon_vault_function_name: "createPosition" | "createPositionWithMargin";
+            /**
+             * @description Risk mode this quote was issued in. A committed request is answered in committed mode or rejected, so this only reports adaptive when adaptive was asked for.
+             * @example adaptive
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+            /** @description Committed-unwind mode for this quote: the pre-committed unwinds and the extra margin they require, or the reason the mode cannot be offered. */
+            committed_unwinds?: components["schemas"]["CommittedUnwinds"];
+            /**
+             * @description Extra margin locked in the vault on top of collateral, in USDC units (1,000,000 units = 1 USDC). Zero on adaptive quotes. Included in totalUserAmountUsdcUnits.
+             * @example 0
+             */
+            margin_usdc_units: string;
             /**
              * @description Expected trading fee formatted as USD
              * @example 0.02
@@ -1714,11 +1816,20 @@ interface components {
              */
             total_user_amount_usd_pips: string;
             /**
-             * @description Total amount user must transfer at createPosition in USDC units (1,000,000 units = 1 USDC). Contract-ready value. On Polymarket = collateral + originationFee.
+             * @description Total amount user must transfer at position creation in USDC units (1,000,000 units = 1 USDC). Contract-ready value = collateral + originationFee + expected open trading fee + committed-mode margin.
              * @example 2730000
              */
             total_user_amount_usdc_units: string;
         };
+        PromoteOfferBody: {
+            /**
+             * @description Risk mode for the promoted offer. The draft carries the committed unwinds it was quoted with; this chooses whether the promoted offer opens on them. Omitted means adaptive.
+             * @default adaptive
+             * @example committed
+             * @enum {string}
+             */
+            risk_mode: "adaptive" | "committed";
+        };
     };
     responses: never;
     parameters: never;
@@ -1728,7 +1839,23 @@ interface components {
 }
 
 type Raw = components["schemas"];
-type Market = CamelizeKeys<Raw["CustomerMarket"]>;
+/**
+ * The event a market belongs to — the real-world happening it resolves against (one game, one
+ * hourly price window). `seriesTicker` names the recurring template the event came from, and is
+ * null for events with no series.
+ *
+ * Hand-written rather than derived from `Raw` because `generated.ts` is currently pinned to an API
+ * version that predates this block. Delete this and let `CustomerMarket` supply `event` the next
+ * time the types are regenerated against a spec that has it.
+ */
+interface MarketEvent {
+    seriesTicker: string | null;
+    ticker: string;
+    title: string | null;
+}
+type Market = CamelizeKeys<Raw["CustomerMarket"]> & {
+    event: MarketEvent;
+};
 type MarketLeverage = CamelizeKeys<Raw["CustomerLeverage"]>;
 type MarketMaxLeveragePerNotional = CamelizeKeys<Raw["CustomerMaxMarketLeveragePerNotional"]>;
 type MarketSidedMaxLeveragePerNotional = CamelizeKeys<Raw["CustomerSidedMaxMarketLeveragePerNotional"]>;
@@ -1770,6 +1897,7 @@ type FeeRatesOriginationTier = CamelizeKeys<Raw["CustomerOriginationFeeTier"]>;
 type FeeRatesMarket = CamelizeKeys<Raw["CustomerFeeRatesMarket"]>;
 type FeeRates = CamelizeKeys<Raw["CustomerFeeRates"]>;
 type FeeReport = CamelizeKeys<Raw["CustomerFeeReport"]>;
+type RiskMode = "adaptive" | "committed";
 interface CreateQuoteParams {
     marketTicker: string;
     effectiveSide: "yes" | "no";
@@ -1779,6 +1907,15 @@ interface CreateQuoteParams {
     pmProvider?: "polymarket" | "kalshi";
     allowPartialFill?: boolean;
     minFillBps?: number;
+    /**
+     * Ask for a committed deleverage plan (a fixed ladder of trigger prices, backed by a refundable
+     * margin deposit) instead of the adaptive risk engine. Defaults to `adaptive`.
+     *
+     * A committed request is answered in committed mode or rejected with
+     * `quote_committed_risk_mode_unavailable` — you never get an adaptive quote back from it. Take a
+     * draft first and read `committedUnwinds.available` to know whether the mode is on offer.
+     */
+    riskMode?: RiskMode;
 }
 /** @deprecated Renamed to {@link CreateQuoteParams}. Kept as an alias for backward compatibility. */
 type CreateOfferParams = CreateQuoteParams;
@@ -1793,4 +1930,4 @@ 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 PositionFailure as A, type PositionOpenFees as B, type CreateQuoteParams as C, type PositionPartialClose as D, type PositionResult as E, type FeeRates as F, type PositionRisk as G, type PositionTiming as H, type PositionUnwind as I, type PositionUnwindList as J, isClosedPosition as K, isOpenPosition as L, type Market as M, leverageMaxBps as N, type Offer as O, type Position as P, type Quote as Q, type MarketPolymarket as a, type MarketLeverage as b, type PositionTransactions as c, type PositionPartialCloseList as d, type ContractInfo as e, type CustomerLimit as f, type FeeReportParams as g, type FeeReport as h, type CamelizeKeys as i, type CloseAttempt as j, type ClosedPosition as k, type CreateOfferParams as l, type CreateTokenResult as m, type FeeRatesMarket as n, type FeeRatesOriginationTier as o, type MarketFees as p, type MarketMaxLeveragePerNotional as q, type MarketPrices as r, type MarketSidedEligibility as s, type MarketSidedMaxLeveragePerNotional as t, type OpenPosition as u, type OriginationTier as v, type PendingOperation as w, type PositionClosedFees as x, type PositionCurrent as y, type PositionEntry as z };
+export { type PositionCurrent as A, type PositionEntry as B, type CreateQuoteParams as C, type PositionFailure as D, type PositionOpenFees as E, type FeeRates as F, type PositionPartialClose as G, type PositionResult as H, type PositionRisk as I, type PositionTiming as J, type PositionUnwind as K, isClosedPosition as L, type Market as M, isOpenPosition as N, type Offer as O, type Position as P, type Quote as Q, type RiskMode as R, leverageMaxBps as S, type MarketPolymarket as a, type MarketLeverage as b, type PositionTransactions as c, type PositionUnwindList as d, type PositionPartialCloseList as e, type ContractInfo as f, type CustomerLimit as g, type FeeReportParams as h, type FeeReport as i, type CamelizeKeys as j, type CloseAttempt as k, type ClosedPosition as l, type CreateOfferParams as m, type CreateTokenResult as n, type FeeRatesMarket as o, type FeeRatesOriginationTier as p, type MarketEvent as q, type MarketFees as r, type MarketMaxLeveragePerNotional as s, type MarketPrices as t, type MarketSidedEligibility as u, type MarketSidedMaxLeveragePerNotional as v, type OpenPosition as w, type OriginationTier as x, type PendingOperation as y, type PositionClosedFees as z };

package/dist/{chunk-E6YJDY4F.cjs → chunk-ERM4WP6D.cjs}

@@ -71,7 +71,7 @@ function formatPipsUsd(value) {
 }
 
 // src/errors/error-messages.ts
-var minFillBpsMaxForMessage = 5e3;
+var minFillBpsMaxForMessage = 7e3;
 var friendlyByCode = {
   invalid_evm_address: "Invalid EVM address.",
   invalid_solana_address: "Invalid Solana address.",
@@ -80,6 +80,7 @@ var friendlyByCode = {
   customer_auth_invalid_wallet_address: "Invalid wallet address.",
   unauthorized: "Session expired. Please reconnect your wallet.",
   forbidden: "You do not have access to this resource.",
+  beta_feature_not_enabled: "This is a beta feature and it is not enabled for your account. Contact us to have it enabled.",
   array_out_of_bounds: "Internal indexing error. Please try again.",
   batch_compute_not_available: "Cached pricing is temporarily unavailable. Try again shortly.",
   internal_server_error: "Something went wrong on our side. Please try again.",
@@ -239,7 +240,7 @@ var friendlyByCode = {
     return tolerance ? `Liquidation price is too close to entry (minimum buffer ${tolerance}). Reduce leverage.` : "Liquidation price is not viable at this leverage. Reduce leverage.";
   },
   quote_min_fill_bps_requires_fak: "Partial-fill request was malformed. Please re-quote.",
-  quote_min_fill_bps_out_of_range: "Minimum fill must be between 20% and 50%.",
+  quote_min_fill_bps_out_of_range: "Minimum fill must be between 20% and 70%.",
   quote_min_fill_bps_step_invalid: "Minimum fill must be set in 5% steps.",
   quote_min_fill_bps_below_floor: (params) => {
     const floorRaw = getParam(params, "floorMinFillBps");
@@ -258,6 +259,8 @@ var friendlyByCode = {
   quote_market_not_found: "Market not found.",
   quote_market_risk_too_high: "Market risk is too high right now. Try again later.",
   quote_market_unsupported_category: "This market category is not supported.",
+  quote_market_unsupported_crypto_asset: "This market's underlying asset is not supported.",
+  quote_market_unsupported_sport: "This sport is not supported.",
   quote_market_no_prices: "No price data available for this market.",
   quote_market_missing_polymarket_condition_id: "This market is missing required Polymarket data.",
   quote_polymarket_market_closed: "This Polymarket market is closed and not accepting new positions.",
@@ -283,7 +286,9 @@ var friendlyByCode = {
   evm_transaction_failed: "EVM transaction failed.",
   position_transition_conflicting_operation: "Another operation on this position is in progress. Try again shortly.",
   position_transition_invalid_state: "Position is not in a state that allows this action.",
-  quote_creation_disabled: "Quote creation is temporarily disabled. Try again shortly."
+  quote_creation_disabled: "Quote creation is temporarily disabled. Try again shortly.",
+  quote_committed_plan_more_restrictive: "The committed deleveraging plan has moved against the terms you were shown. Refresh the quote to see the current plan.",
+  quote_committed_risk_mode_unavailable: "Committed mode isn't available for this position. Open it in adaptive mode instead."
 };
 function humanizeCode(code) {
   const spaced = code.replace(/_/g, " ");
@@ -340,4 +345,4 @@ var DimesContractError = class extends DimesError {
 
 
 exports.resolveFriendlyMessage = resolveFriendlyMessage; exports.formatErrorMessage = formatErrorMessage; exports.DimesError = DimesError; exports.DimesApiError = DimesApiError; exports.DimesContractError = DimesContractError;
-//# sourceMappingURL=chunk-E6YJDY4F.cjs.map
+//# sourceMappingURL=chunk-ERM4WP6D.cjs.map