@gearbox-protocol/sdk 14.12.0-next.66 → 14.12.0-next.67

package/dist/esm/sdk/market/math.js

@@ -0,0 +1,98 @@
+import { PERCENTAGE_FACTOR, PRICE_DECIMALS, RAY } from "../constants/math.js";
+//#region src/sdk/market/math.ts
+/**
+* Conversions between the units the protocol stores and the basis points the
+* read model exposes.
+*
+* These live here rather than inside the service so that the on-chain adapter,
+* the merger and any future consumer of the read model share one definition of
+* every derived value.
+**/
+const FULL = Number(PERCENTAGE_FACTOR);
+/**
+* Converts a ray-scaled rate (`10 ** 27` = 100%) to basis points, truncating
+* towards zero.
+*
+* @example
+* ```ts
+* rayToBps(50_000_000_000_000_000_000_000_000n) // 500, i.e. 5%
+* ```
+**/
+function rayToBps(ray) {
+	return Number(ray * PERCENTAGE_FACTOR / RAY);
+}
+/**
+* Converts a USD value in the oracle's 8-decimal fixed point to a float.
+*
+* @example
+* ```ts
+* usdToNumber(150_050_000_000n) // 1500.5
+* ```
+**/
+function usdToNumber(usd) {
+	return Number(usd) / Number(PRICE_DECIMALS);
+}
+/**
+* Share of capital currently borrowed, in basis points. Returns `0` when there
+* is nothing to borrow from, and never exceeds 100%.
+*
+* @example
+* ```ts
+* utilizationBps(750n, 1000n) // 7500, i.e. 75%
+* ```
+**/
+function utilizationBps(borrowed, total) {
+	if (total <= 0n || borrowed <= 0n) return 0;
+	const utilization = Number(borrowed * PERCENTAGE_FACTOR / total);
+	return Math.min(utilization, FULL);
+}
+/**
+* Annual cost of debt for a credit manager, in basis points: the pool's base
+* rate plus the protocol's cut of the accrued interest.
+*
+* @param baseInterestRate - Pool base rate in ray.
+* @param feeInterest - Credit manager interest fee in basis points.
+*
+* @example
+* ```ts
+* // 5% base rate, 50% interest fee
+* borrowApyBps(50_000_000_000_000_000_000_000_000n, 5000) // 750, i.e. 7.5%
+* ```
+**/
+function borrowApyBps(baseInterestRate, feeInterest) {
+	return rayToBps(baseInterestRate * (PERCENTAGE_FACTOR + BigInt(feeInterest)) / PERCENTAGE_FACTOR);
+}
+/**
+* Highest leverage a liquidation threshold allows: `1 / (1 - lt)`.
+*
+* A threshold of 100% or more would allow unbounded leverage; such tokens are
+* not strategies and are filtered out before this is called, so the guard here
+* only exists to keep the function total.
+*
+* @example
+* ```ts
+* maxLeverage(9000) // 10
+* maxLeverage(8000) // 5
+* ```
+**/
+function maxLeverage(liquidationThreshold) {
+	const equity = FULL - liquidationThreshold;
+	return equity > 0 ? FULL / equity : Number.POSITIVE_INFINITY;
+}
+/**
+* Annual quota cost scaled to the debt a maximally leveraged position carries,
+* in basis points. Every unit of own capital carries `maxLeverage - 1` units of
+* debt, and the quota is paid on the whole quoted position.
+*
+* @example
+* ```ts
+* // 2.5% quota rate at 5x leverage
+* additionalBorrowApyBps(250, 5) // 1000, i.e. 10%
+* ```
+**/
+function additionalBorrowApyBps(quotaRate, leverage) {
+	if (!Number.isFinite(leverage)) return 0;
+	return Math.round(quotaRate * Math.max(leverage - 1, 0));
+}
+//#endregion
+export { additionalBorrowApyBps, borrowApyBps, maxLeverage, rayToBps, usdToNumber, utilizationBps };

package/dist/esm/sdk/market/oracle/PriceOracleBaseContract.js

@@ -6,6 +6,7 @@ import { formatBN } from "../../utils/formatter.js";
 import "../../utils/index.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { usdToNumber } from "../math.js";
 import { PriceFeedRef } from "../pricefeeds/PriceFeedRef.js";
 import { priceFeedCompressorAbi } from "../../../abi/compressors/priceFeedCompressor.js";
 import "../pricefeeds/index.js";
@@ -103,6 +104,57 @@ var PriceOracleBaseContract = class extends BaseContract {
 		return amount * 10n ** BigInt(this.tokensMeta.decimals(to)) / price;
 	}
 	/**
+	* {@inheritDoc IPriceOracleContract.safeUsdValue}
+	**/
+	safeUsdValue(token, amount) {
+		try {
+			return usdToNumber(this.convertToUSD(token, amount));
+		} catch (e) {
+			this.logger?.debug(`cannot price ${this.labelAddress(token)}: ${e}`);
+			return null;
+		}
+	}
+	/**
+	* {@inheritDoc IPriceOracleContract.toAmount}
+	**/
+	toAmount = (token, value) => {
+		return {
+			value,
+			valueUsd: this.safeUsdValue(token, value)
+		};
+	};
+	/**
+	* {@inheritDoc IPriceOracleContract.toTokenAmount}
+	**/
+	toTokenAmount = (token, value) => {
+		return {
+			token: this.tokensMeta.mustGetToken(token),
+			...this.toAmount(token, value)
+		};
+	};
+	/**
+	* {@inheritDoc IPriceOracleContract.priceFeedData}
+	**/
+	priceFeedData(token) {
+		const ref = this.mainPriceFeeds.get(token);
+		if (!ref) throw new Error(`no main price feed for ${this.labelAddress(token)} in oracle ${this.labelAddress(this.address)}`);
+		return ref.priceFeed.describe();
+	}
+	/**
+	* {@inheritDoc IPriceOracleContract.priceFeedSummary}
+	**/
+	priceFeedSummary(underlying, collateral) {
+		const collateralUnit = 10n ** BigInt(this.tokensMeta.decimals(collateral));
+		const underlyingUnit = 10n ** BigInt(this.tokensMeta.decimals(underlying));
+		return {
+			underlyingPriceInUsd: usdToNumber(this.mainPrice(underlying)),
+			collateralPriceInUsd: usdToNumber(this.mainPrice(collateral)),
+			collateralPriceInUnderlying: Number(this.convert(collateral, underlying, collateralUnit)) / Number(underlyingUnit),
+			underlyingFeed: this.priceFeedData(underlying),
+			collateralFeed: this.priceFeedData(collateral)
+		};
+	}
+	/**
 	* {@inheritDoc IPriceOracleContract.priceFeeds}
 	**/
 	get priceFeeds() {

package/dist/esm/sdk/market/pool/LinearInterestRateModelContract.js

@@ -3,6 +3,7 @@ import "../../utils/index.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
 import { iLinearInterestRateModelV310Abi } from "../../../abi/310/iLinearInterestRateModelV310.js";
+import { borrowRateAtUtilization, rateCurveUtilizations, supplyRateAtUtilization } from "./math.js";
 import { decodeAbiParameters } from "viem";
 //#region src/sdk/market/pool/LinearInterestRateModelContract.ts
 const abi = iLinearInterestRateModelV310Abi;
@@ -58,6 +59,35 @@ var LinearInterestRateModelContract = class extends BaseContract {
 		this.Rslope3 = Rslope3;
 		this.isBorrowingMoreU2Forbidden = isBorrowingMoreU2Forbidden;
 	}
+	/**
+	* The model's own parameters, gathered for the rate math.
+	*/
+	get params() {
+		return {
+			U1: this.U1,
+			U2: this.U2,
+			Rbase: this.Rbase,
+			Rslope1: this.Rslope1,
+			Rslope2: this.Rslope2,
+			Rslope3: this.Rslope3,
+			isBorrowingMoreU2Forbidden: this.isBorrowingMoreU2Forbidden
+		};
+	}
+	/**
+	* The model evaluated into chart-ready points, so that no consumer has to
+	* reimplement it.
+	*/
+	rateCurve() {
+		const { params } = this;
+		return {
+			points: rateCurveUtilizations(params).map((utilization) => ({
+				utilization,
+				supplyApy: supplyRateAtUtilization(utilization, params),
+				borrowApy: borrowRateAtUtilization(utilization, params)
+			})),
+			borrowingLimitUtilization: params.isBorrowingMoreU2Forbidden ? params.U2 : null
+		};
+	}
 	stateHuman(raw) {
 		return {
 			...super.stateHuman(raw),

package/dist/esm/sdk/market/pool/PoolQuotaKeeperV310Contract.js

@@ -20,6 +20,32 @@ var PoolQuotaKeeperV310Contract = class extends BaseContract {
 			return [q.token, q];
 		}), "quotas");
 	}
+	/**
+	* Whether the market still accepts quota for a token: a token whose quota is
+	* inactive or whose limit is exhausted can no longer back a new position.
+	*
+	* @param token - Token address.
+	*/
+	hasActiveQuota(token) {
+		const quota = this.quotas.get(token);
+		return !!quota?.isActive && quota.limit > 0n;
+	}
+	/**
+	* Every token the market still accepts quota for, see
+	* {@link hasActiveQuota}.
+	*/
+	get activeQuotaTokens() {
+		return this.quotas.keys().filter((token) => this.hasActiveQuota(token));
+	}
+	/**
+	* Annual quota rate paid on a quoted token, in basis points, or `0` when the
+	* market does not quote it.
+	*
+	* @param token - Quoted token address.
+	*/
+	quotaRate(token) {
+		return this.quotas.get(token)?.rate ?? 0;
+	}
 	stateHuman(raw = true) {
 		return {
 			...super.stateHuman(raw),

package/dist/esm/sdk/market/pool/PoolSuite.js

@@ -99,6 +99,34 @@ var PoolSuite = class extends SDKConstruct {
 		return this.pool.underlying;
 	}
 	/**
+	* {@inheritDoc IPoolContract.unwrappedUnderlying}
+	*/
+	get unwrappedUnderlying() {
+		return this.pool.unwrappedUnderlying;
+	}
+	/**
+	* {@inheritDoc IPoolContract.utilization}
+	*/
+	get utilization() {
+		return this.pool.utilization;
+	}
+	/**
+	* Whether the pool is paused, which blocks borrowing across every connected
+	* credit suite.
+	*/
+	get isPaused() {
+		return this.pool.isPaused;
+	}
+	/**
+	* Interest rate curve of the pool's rate model.
+	*
+	* @throws If the market uses an interest-rate model that is not linear, and
+	* therefore has no curve the SDK can evaluate.
+	*/
+	get rateCurve() {
+		return this.linearModel.rateCurve();
+	}
+	/**
 	* RWA factory associated with the pool's underlying, undefined for non-RWA markets.
 	*/
 	get rwaFactory() {

package/dist/esm/sdk/market/pool/PoolV310Contract.js

@@ -1,10 +1,13 @@
 import { iPausableAbi } from "../../../abi/iPausable.js";
 import { iPoolV310Abi } from "../../../abi/310/generated.js";
 import { AddressMap } from "../../utils/AddressMap.js";
+import { RAY } from "../../constants/math.js";
+import "../../constants/index.js";
 import { formatBN, formatBNvalue, percentFmt } from "../../utils/formatter.js";
 import "../../utils/index.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { utilizationBps } from "../math.js";
 //#region src/sdk/market/pool/PoolV310Contract.ts
 const abi = [...iPoolV310Abi, ...iPausableAbi];
 var PoolV310Contract = class extends BaseContract {
@@ -31,6 +34,30 @@ var PoolV310Contract = class extends BaseContract {
 		const meta = this.#sdk.tokensMeta.mustGet(this.underlying);
 		if (this.#sdk.tokensMeta.isRWAUnderlying(meta)) return this.#sdk.mustGetContract(meta.rwaFactory);
 	}
+	/**
+	* {@inheritDoc IPoolContract.borrowed}
+	*/
+	get borrowed() {
+		return this.expectedLiquidity > this.availableLiquidity ? this.expectedLiquidity - this.availableLiquidity : 0n;
+	}
+	/**
+	* {@inheritDoc IPoolContract.totalAssets}
+	*/
+	get totalAssets() {
+		return this.totalSupply * this.dieselRate / RAY;
+	}
+	/**
+	* {@inheritDoc IPoolContract.utilization}
+	*/
+	get utilization() {
+		return utilizationBps(this.borrowed, this.expectedLiquidity);
+	}
+	/**
+	* {@inheritDoc IPoolContract.unwrappedUnderlying}
+	*/
+	get unwrappedUnderlying() {
+		return this.tokensMeta.unwrapRWA(this.underlying);
+	}
 	stateHuman(raw = true) {
 		return {
 			...super.stateHuman(raw),

package/dist/esm/sdk/market/pool/math.js

@@ -0,0 +1,41 @@
+import { PERCENTAGE_FACTOR } from "../../constants/math.js";
+//#region src/sdk/market/pool/math.ts
+const FULL = Number(PERCENTAGE_FACTOR);
+/**
+* Base rate borrowers pay at a given utilization, in basis points, following
+* the linear interest rate model's three segments.
+*
+* The result excludes the per-credit-manager interest fee: the model belongs to
+* the pool, and every credit manager of a market can charge a different one.
+**/
+function borrowRateAtUtilization(utilization, params) {
+	const { U1, U2, Rbase, Rslope1, Rslope2, Rslope3 } = params;
+	const u = Math.min(Math.max(utilization, 0), FULL);
+	if (u <= 0) return Rbase;
+	if (u <= U1) return Math.round(Rbase + Rslope1 * u / U1);
+	if (u <= U2) return Math.round(Rbase + Rslope1 + Rslope2 * (u - U1) / Math.max(U2 - U1, 1));
+	return Math.round(Rbase + Rslope1 + Rslope2 + Rslope3 * (u - U2) / Math.max(FULL - U2, 1));
+}
+/**
+* Rate depositors earn at a given utilization, in basis points: the interest
+* borrowers pay, spread over the pool's whole liquidity.
+**/
+function supplyRateAtUtilization(utilization, params) {
+	const u = Math.min(Math.max(utilization, 0), FULL);
+	return Math.round(borrowRateAtUtilization(u, params) * u / FULL);
+}
+/**
+* Utilizations the rate curve is sampled at: a fixed grid plus both kinks of
+* the model, so the borrow leg is exact and the supply leg — which is
+* quadratic between kinks — is smooth.
+**/
+function rateCurveUtilizations(params) {
+	const step = FULL / 20;
+	const grid = /* @__PURE__ */ new Set();
+	for (let u = 0; u <= FULL; u += step) grid.add(u);
+	grid.add(params.U1);
+	grid.add(params.U2);
+	return [...grid].filter((u) => u >= 0 && u <= FULL).sort((a, b) => a - b);
+}
+//#endregion
+export { borrowRateAtUtilization, rateCurveUtilizations, supplyRateAtUtilization };

package/dist/esm/sdk/market/pricefeeds/AbstractPriceFeed.js

@@ -88,6 +88,23 @@ var AbstractPriceFeedContract = class extends BaseContract {
 		const underlying = this.underlyingPriceFeeds.flatMap((f) => f.priceFeed.updatableDependencies());
 		return isUpdatablePriceFeed(this) ? [this, ...underlying] : underlying;
 	}
+	/**
+	* {@inheritDoc IPriceFeedContract.describe}
+	*/
+	describe() {
+		let dependencies = [];
+		try {
+			dependencies = this.underlyingPriceFeeds.map((ref) => ref.priceFeed.describe());
+		} catch {
+			dependencies = [];
+		}
+		return {
+			name: this.name,
+			type: this.contractType,
+			feedAddress: this.address,
+			dependencies
+		};
+	}
 };
 //#endregion
 export { AbstractPriceFeedContract, PartialPriceFeedInitError };

package/dist/esm/sdk/opportunities/MultichainOpportunitiesService.js

@@ -0,0 +1,59 @@
+import { getNetworkType } from "../chain/chains.js";
+import { MultichainConstruct } from "../base/MultichainConstruct.js";
+import "../base/index.js";
+//#region src/sdk/opportunities/MultichainOpportunitiesService.ts
+/**
+* Cross-chain counterpart of {@link OpportunitiesService}.
+*
+* Fans out over every chain configured in {@link MultichainSDK}. A chain that
+* fails is logged and skipped so one dead RPC does not empty the list; its
+* failure is reported in {@link MultichainResult.meta}.
+*
+* Detail reads need no fan-out: an opportunity key names its chain.
+*
+* @typeParam Plugins - Map of attached plugin types.
+**/
+var MultichainOpportunitiesService = class extends MultichainConstruct {
+	/**
+	* Opportunities of all queried chains, see {@link OpportunitiesService.list}.
+	*
+	* A filter that names chains narrows the fan-out itself, so chains whose rows
+	* would be discarded are never queried and never appear in the meta.
+	**/
+	async list(filter) {
+		return this.queryChains({
+			networks: this.#networksOf(filter),
+			label: "list opportunities",
+			run: (sdk) => sdk.opportunities.list(filter)
+		});
+	}
+	/**
+	* {@inheritDoc OpportunitiesService.getPool}
+	**/
+	async getPool(key) {
+		return this.sdk.chain(key.chainId).opportunities.getPool(key);
+	}
+	/**
+	* {@inheritDoc OpportunitiesService.getStrategy}
+	**/
+	async getStrategy(key) {
+		return this.sdk.chain(key.chainId).opportunities.getStrategy(key);
+	}
+	/**
+	* Chains named by the filter, or `undefined` to query all of them. Chain ids
+	* the SDK does not support are dropped here rather than reported as failures:
+	* a filter naming them is a narrowing, not a request.
+	**/
+	#networksOf(filter) {
+		if (!filter?.chainIds) return;
+		const networks = [];
+		for (const chainId of filter.chainIds) try {
+			networks.push(getNetworkType(chainId));
+		} catch {
+			this.sdk.logger?.debug(`ignoring unsupported chain ${chainId} in opportunities filter`);
+		}
+		return networks;
+	}
+};
+//#endregion
+export { MultichainOpportunitiesService };

package/dist/esm/sdk/opportunities/OpportunitiesService.js

@@ -0,0 +1,102 @@
+import { SDKConstruct } from "../base/SDKConstruct.js";
+import "../base/index.js";
+import { usdToNumber } from "../market/math.js";
+//#region src/sdk/opportunities/OpportunitiesService.ts
+/**
+* A lookup that knows of no strategy, used when a filter rules strategies out
+* and the credit-account query is skipped altogether.
+**/
+const NO_TOTALS = () => void 0;
+/**
+* Builds the `opportunities` read model from the chain.
+*
+* Everything except the credit-account totals comes from the market state the
+* SDK already holds, so a list costs one RPC round-trip at most. Yield figures
+* that fold in incentives, points or history are deliberately absent: they are
+* the backend's job, and this service never guesses them.
+*
+* The rows themselves are assembled by the market wrappers — see
+* {@link MarketSuite.opportunities} — because every value in them is market
+* state. What is left here is the one thing no single market can answer: how
+* much the credit accounts of a strategy are worth.
+**/
+var OpportunitiesService = class extends SDKConstruct {
+	/**
+	* Every pool and strategy of every loaded market on this chain.
+	*
+	* Strategies are measured by the value locked in their credit accounts, so
+	* the list issues one credit-account query unless the filter rules strategies
+	* out entirely.
+	*
+	* @param filter - Optional narrowing, applied to the built rows.
+	**/
+	async list(filter) {
+		if (filter?.chainIds && !filter.chainIds.includes(this.chainId)) return [];
+		const { markets } = this.sdk.marketRegister;
+		const totals = filter?.kind === "pool" ? NO_TOTALS : await this.#strategyTotals(markets);
+		return markets.flatMap((market) => market.opportunities(totals, filter));
+	}
+	/**
+	* A single pool opportunity plus its interest rate curve and quotas.
+	*
+	* @throws If no loaded market has this pool.
+	**/
+	async getPool(key) {
+		return this.sdk.marketRegister.findByPool(key.pool).poolOpportunityDetail();
+	}
+	/**
+	* A single strategy opportunity plus the rate curve of the pool it borrows
+	* from and the price feeds its liquidation price depends on.
+	*
+	* @throws If the credit manager is unknown, or does not accept the requested
+	* collateral as a strategy.
+	**/
+	async getStrategy(key) {
+		const market = this.sdk.marketRegister.findByCreditManager(key.creditManager);
+		const { suite } = market.mustFindStrategy(key.creditManager, key.targetCollateral);
+		const totals = await this.#strategyTotals([market]);
+		return suite.strategyOpportunityDetail(key.targetCollateral, totals(key.creditManager, key.targetCollateral));
+	}
+	/**
+	* Total value held by the credit accounts backing every strategy of the given
+	* markets.
+	*
+	* An account that holds several strategy collaterals counts in full towards
+	* each of them: the read model reports what a strategy's accounts are worth,
+	* not how that worth splits across the collaterals inside them.
+	**/
+	async #strategyTotals(markets) {
+		const wanted = /* @__PURE__ */ new Map();
+		for (const market of markets) for (const { suite, collateral } of market.strategies) {
+			const cm = suite.creditManager.address.toLowerCase();
+			const tokens = wanted.get(cm) ?? /* @__PURE__ */ new Set();
+			tokens.add(collateral.toLowerCase());
+			wanted.set(cm, tokens);
+		}
+		if (wanted.size === 0) return NO_TOTALS;
+		const accounts = await this.sdk.accounts.getCreditAccounts({ includeZeroDebt: true });
+		const totals = /* @__PURE__ */ new Map();
+		for (const account of accounts) {
+			const tokens = wanted.get(account.creditManager.toLowerCase());
+			if (!tokens) continue;
+			for (const token of account.tokens) {
+				if (token.balance <= 0n || !tokens.has(token.token.toLowerCase())) continue;
+				const key = strategyKey(account.creditManager, token.token);
+				const current = totals.get(key);
+				totals.set(key, {
+					value: (current?.value ?? 0n) + account.totalValue,
+					valueUsd: (current?.valueUsd ?? 0) + usdToNumber(account.totalValueUSD)
+				});
+			}
+		}
+		return (creditManager, collateral) => totals.get(strategyKey(creditManager, collateral));
+	}
+};
+/**
+* Both halves of a strategy key folded into one map key.
+**/
+function strategyKey(creditManager, collateral) {
+	return `${creditManager.toLowerCase()}:${collateral.toLowerCase()}`;
+}
+//#endregion
+export { OpportunitiesService };

package/dist/esm/sdk/opportunities/index.js

@@ -0,0 +1,4 @@
+import { additionalBorrowApyBps, borrowApyBps, maxLeverage, rayToBps, usdToNumber, utilizationBps } from "../market/math.js";
+import { MultichainOpportunitiesService } from "./MultichainOpportunitiesService.js";
+import { OpportunitiesService } from "./OpportunitiesService.js";
+export { MultichainOpportunitiesService, OpportunitiesService, additionalBorrowApyBps, borrowApyBps, maxLeverage, rayToBps, usdToNumber, utilizationBps };

package/dist/esm/sdk/types/multichain.js

@@ -0,0 +1 @@
+export {};

package/dist/esm/{common-utils → sdk}/utils/bigint-math.js

@@ -1,4 +1,4 @@
-//#region src/common-utils/utils/bigint-math.ts
+//#region src/sdk/utils/bigint-math.ts
 /**
 * Utility namespace for common `bigint` operations.
 *
@@ -16,20 +16,20 @@ var BigIntMath = class {
 	static abs = (x) => x < 0n ? -x : x;
 	/**
 	* Returns the greater of two bigint values.
-	*
-	* @param a First candidate value.
-	* @param b Second candidate value.
-	* @returns The larger value between `a` and `b`.
+	* @param values - The values to find the maximum of.
+	* @returns The maximum value.
 	*/
-	static max = (a, b) => a > b ? a : b;
+	static max = (...values) => {
+		return values.reduce((max, v) => v > max ? v : max);
+	};
 	/**
 	* Returns the smaller of two bigint values.
-	*
-	* @param a First candidate value.
-	* @param b Second candidate value.
-	* @returns The smaller value between `a` and `b`.
+	* @param values - The values to find the minimum of.
+	* @returns The minimum value.
 	*/
-	static min = (a, b) => a < b ? a : b;
+	static min = (...values) => {
+		return values.reduce((min, v) => v < min ? v : min);
+	};
 	/**
 	* Returns the negative form of a bigint if it is currently positive.
 	*

package/dist/esm/sdk/utils/index.js

@@ -3,6 +3,7 @@ import { AddressSet } from "./AddressSet.js";
 import { AssetsMap } from "./AssetsMap.js";
 import { json_parse, json_stringify } from "./json.js";
 import { functionArgsToMap, functionArgsToRecord, getFunctionSignature } from "./abi-decode.js";
+import { BigIntMath } from "./bigint-math.js";
 import { bytes32ToString } from "./bytes32ToString.js";
 import { childLogger } from "./childLogger.js";
 import { createRawTx } from "./createRawTx.js";
@@ -15,5 +16,5 @@ import { hexEq } from "./hex.js";
 import { retry } from "./retry.js";
 import { toAddress } from "./toAddress.js";
 import "./type-utils.js";
-import { ZodAddress } from "./zod.js";
-export { AddressMap, AddressSet, AssetsMap, TypedObjectUtils, ZodAddress, bytes32ToString, childLogger, createRawTx, etherscanApiUrl, etherscanUrl, filterDust, filterDustUSD, fmtBinaryMask, formatBN, formatBNvalue, formatDuration, formatLeverage, formatNumberToString_, formatPercentage, formatTimestamp, functionArgsToMap, functionArgsToRecord, getFunctionSignature, hexEq, isDust, json_parse, json_stringify, numberWithCommas, percentFmt, rayToNumber, retry, shortAddress, shortHash, toAddress, toBN, toBigInt, toSignificant };
+import { ZodAddress, ZodHex } from "./zod.js";
+export { AddressMap, AddressSet, AssetsMap, BigIntMath, TypedObjectUtils, ZodAddress, ZodHex, bytes32ToString, childLogger, createRawTx, etherscanApiUrl, etherscanUrl, filterDust, filterDustUSD, fmtBinaryMask, formatBN, formatBNvalue, formatDuration, formatLeverage, formatNumberToString_, formatPercentage, formatTimestamp, functionArgsToMap, functionArgsToRecord, getFunctionSignature, hexEq, isDust, json_parse, json_stringify, numberWithCommas, percentFmt, rayToNumber, retry, shortAddress, shortHash, toAddress, toBN, toBigInt, toSignificant };

package/dist/esm/sdk/utils/zod.js

@@ -1,4 +1,4 @@
-import { getAddress, isAddress } from "viem";
+import { getAddress, isAddress, isHex } from "viem";
 import { z } from "zod/v4";
 //#region src/sdk/utils/zod.ts
 /**
@@ -12,5 +12,16 @@ const ZodAddress = () => z.string().transform((val, ctx) => {
 	});
 	return getAddress(val);
 });
+/**
+* A `0x`-prefixed hex string, as viem's Hex.
+*/
+const ZodHex = () => z.string().transform((val, ctx) => {
+	if (!isHex(val)) ctx.issues.push({
+		code: "custom",
+		message: `invalid hex string ${val}`,
+		input: ctx.value
+	});
+	return val;
+});
 //#endregion
-export { ZodAddress };
+export { ZodAddress, ZodHex };

package/dist/types/common-utils/index.d.ts

@@ -1,3 +1,4 @@
+import { BigIntMath } from "../sdk/utils/bigint-math.js";
 import { AxiosCache } from "./axios-cache/AxiosCache.js";
 import "./axios-cache/index.js";
 import { BigNumberish, ChartsCreditManagerPayload } from "./charts/credit-manager-payload.js";
@@ -43,7 +44,6 @@ import { getSafeBaseBorrowRate } from "./utils/apy/get-safe-base-borrow-rate.js"
 import { CalcQuotaBorrowRateProps, calcQuotaBorrowRate } from "./utils/creditAccount/calc-quota-borrow-rate.js";
 import { GetSingleQuotaBorrowRateRate, getSingleQuotaBorrowRate } from "./utils/apy/get-single-quota-borrow-rate.js";
 import { maxAPYFormula } from "./utils/apy/max-apy-formula.js";
-import { BigIntMath } from "./utils/bigint-math.js";
 import { EMPTY_ADDRESS, EMPTY_ARRAY, EMPTY_OBJECT } from "./utils/constants.js";
 import { CalcHealthFactorProps, calcHealthFactor } from "./utils/creditAccount/calc-health-factor.js";
 import { CalcOverallAPYProps, calcOverallAPY } from "./utils/creditAccount/calc-overall-apy.js";

package/dist/types/common-utils/utils/index.d.ts

@@ -1,3 +1,4 @@
+import { BigIntMath } from "../../sdk/utils/bigint-math.js";
 import { AssetUtils, AssetWithAmountInTarget, AssetWithView, WrapResult } from "./assets-math.js";
 import { BONUS_APY_FROM_POINTS } from "./apy/bonus-apy-from-points.js";
 import { AppChains } from "./strategies/types/chains.js";
@@ -28,7 +29,6 @@ import { CalcQuotaBorrowRateProps, calcQuotaBorrowRate } from "./creditAccount/c
 import { GetSingleQuotaBorrowRateRate, getSingleQuotaBorrowRate } from "./apy/get-single-quota-borrow-rate.js";
 import { maxAPYFormula } from "./apy/max-apy-formula.js";
 import "./apy/index.js";
-import { BigIntMath } from "./bigint-math.js";
 import { EMPTY_ADDRESS, EMPTY_ARRAY, EMPTY_OBJECT } from "./constants.js";
 import { CalcHealthFactorProps, calcHealthFactor } from "./creditAccount/calc-health-factor.js";
 import { CalcOverallAPYProps, calcOverallAPY } from "./creditAccount/calc-overall-apy.js";