@gearbox-protocol/sdk 14.12.0-next.66 → 14.12.0-next.68

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/market/zapper/IETHZapperContract.js

@@ -1,5 +1,5 @@
-import { iethZapperAbi } from "../../../abi/iETHZapper.js";
 import { ZapperContract } from "./ZapperContract.js";
+import { iethZapperAbi } from "../../../abi/iETHZapper.js";
 //#region src/sdk/market/zapper/IETHZapperContract.ts
 const abi = iethZapperAbi;
 var IETHZapperContract = class extends ZapperContract {

package/dist/esm/sdk/market/zapper/ZapperContract.js

@@ -1,6 +1,6 @@
-import { iZapperAbi } from "../../../abi/iZapper.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iZapperAbi } from "../../../abi/iZapper.js";
 import { UnsupportedZapperFunctionError } from "./errors.js";
 //#region src/sdk/market/zapper/ZapperContract.ts
 /**

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 +1,47 @@
+import { SDKConstruct } from "../base/SDKConstruct.js";
+import "../base/index.js";
+//#region src/sdk/opportunities/OpportunitiesService.ts
+/**
+* Builds the `opportunities` read model from the chain.
+*
+* Every value in a row is market state the SDK already holds, so a list costs
+* no RPC round-trip at all. Yield figures that fold in incentives, points or
+* history are deliberately absent: they are the backend's job, and this service
+* never guesses them. So is the size of a strategy — summing it takes a sweep
+* over every credit account of the chain, which is too expensive for a list.
+*
+* The rows themselves are assembled by the market wrappers — see
+* {@link MarketSuite.opportunities} — because every value in them is market
+* state. This service only picks the markets and applies the filter.
+**/
+var OpportunitiesService = class extends SDKConstruct {
+	/**
+	* Every pool and strategy of every loaded market on this chain.
+	*
+	* @param filter - Optional narrowing, applied to the built rows.
+	**/
+	async list(filter) {
+		if (filter?.chainIds && !filter.chainIds.includes(this.chainId)) return [];
+		return this.sdk.marketRegister.markets.flatMap((market) => market.opportunities(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) {
+		return this.sdk.marketRegister.findByCreditManager(key.creditManager).strategyOpportunityDetail(key.creditManager, key.targetCollateral);
+	}
+};
+//#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/pools/PoolService.js

@@ -1,5 +1,5 @@
-import { ierc20Abi } from "../../abi/iERC20.js";
 import { AddressSet } from "../utils/AddressSet.js";
+import { ierc20Abi } from "../../abi/iERC20.js";
 import "../constants/addresses.js";
 import "../constants/index.js";
 import { hexEq } from "../utils/hex.js";

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/viem/simulateWithPriceUpdates.js

@@ -1,6 +1,6 @@
 import { errorAbis } from "../../../abi/errors.js";
-import { iUpdatablePriceFeedAbi } from "../../../abi/iUpdatablePriceFeed.js";
 import { generateCastTraceCall } from "./cast.js";
+import { iUpdatablePriceFeedAbi } from "../../../abi/iUpdatablePriceFeed.js";
 import { simulateMulticall } from "./simulateMulticall.js";
 import { BaseError, CallExecutionError, ContractFunctionRevertedError, decodeFunctionData, decodeFunctionResult, encodeFunctionData, parseAbi } from "viem";
 import { getAction, parseAccount } from "viem/utils";

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";

package/dist/types/model/history.d.ts

@@ -0,0 +1,105 @@
+import { Timestamp } from "./primitives.js";
+import { OpportunityKey } from "./opportunities.js";
+//#region src/model/history.d.ts
+/**
+ * Historical time series of an opportunity.
+ *
+ * History is backend-only by construction: the chain serves the present, and
+ * reconstructing a series from it would mean archive-node reads per point.
+ **/
+/**
+ * Time window a series covers, ending at the present.
+ *
+ * `"max"` is the full history the backend retains for the opportunity.
+ **/
+type HistoryRange = "1d" | "1w" | "1m" | "1y" | "max";
+/**
+ * Series available for a pool opportunity.
+ **/
+type PoolHistoryMetric = "depositApy" | "borrowApy" | "dieselRate" | "supplied" | "borrowed" | "availableLiquidity";
+/**
+ * Every {@link PoolHistoryMetric}, for callers that enumerate them.
+ **/
+declare const POOL_HISTORY_METRICS: readonly ["depositApy", "borrowApy", "dieselRate", "supplied", "borrowed", "availableLiquidity"];
+/**
+ * Series available for a strategy opportunity.
+ *
+ * `collateralPrice` is the collateral/underlying series a liquidation-price
+ * chart draws; the two USD series are the same prices quoted in dollars.
+ **/
+type StrategyHistoryMetric = "netApy" | "borrowApy" | "collateralApy" | "tvl" | "collateralPrice" | "collateralUsdPrice" | "underlyingUsdPrice";
+/**
+ * Every {@link StrategyHistoryMetric}, for callers that enumerate them.
+ **/
+declare const STRATEGY_HISTORY_METRICS: readonly ["netApy", "borrowApy", "collateralApy", "tvl", "collateralPrice", "collateralUsdPrice", "underlyingUsdPrice"];
+/**
+ * Any series the read model can return.
+ **/
+type HistoryMetric = PoolHistoryMetric | StrategyHistoryMetric;
+/**
+ * One sample of a series.
+ **/
+interface HistoryPoint {
+  /**
+   * When the sample was taken.
+   **/
+  timestamp: Timestamp;
+  /**
+   * Sampled value. The unit follows from the metric: APY metrics are in basis
+   * points, amount metrics are in the underlying's base units expressed as a
+   * float, price metrics are plain prices.
+   *
+   * @example `842` for an 8.42% APY sample
+   **/
+  value: number;
+}
+/**
+ * Annotations the backend ships alongside a series, e.g. what a chart drawn
+ * from it should say beyond the points themselves.
+ *
+ * TODO: the backend has not specified this payload yet. It stays empty until
+ * it does, so that filling it in later is additive rather than a rename.
+ **/
+interface HistoryChartMetadata {}
+/**
+ * A named series of samples ordered by ascending timestamp.
+ *
+ * @typeParam M - Metric the series carries.
+ **/
+interface HistorySeries<M extends string = HistoryMetric> {
+  /**
+   * Metric the samples belong to; it also defines their unit, so no separate
+   * unit field ships.
+   **/
+  metric: M;
+  /**
+   * Samples, oldest first.
+   **/
+  points: HistoryPoint[];
+  /**
+   * What the backend says about the series, see {@link HistoryChartMetadata}.
+   **/
+  metadata: HistoryChartMetadata;
+}
+/**
+ * A request for one series of a single opportunity.
+ *
+ * @typeParam M - Metric requested.
+ **/
+interface OpportunityHistoryQuery<M extends HistoryMetric = HistoryMetric> {
+  /**
+   * Opportunity the series belongs to.
+   **/
+  opportunity: OpportunityKey;
+  /**
+   * Window to cover.
+   **/
+  range: HistoryRange;
+  /**
+   * Metric to return. A metric that does not apply to the opportunity's kind
+   * has no series.
+   **/
+  metric: M;
+}
+//#endregion
+export { HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, OpportunityHistoryQuery, POOL_HISTORY_METRICS, PoolHistoryMetric, STRATEGY_HISTORY_METRICS, StrategyHistoryMetric };

package/dist/types/model/history.schema.d.ts

@@ -0,0 +1,66 @@
+import { HistoryChartMetadata } from "./history.js";
+import { z } from "zod/v4";
+//#region src/model/history.schema.d.ts
+/**
+ * Runtime schemas for {@link ./history.js}, see the note in
+ * `primitives.schema.ts` on why they are written by hand.
+ **/
+/**
+ * {@link HistoryRange}
+ **/
+declare const historyRangeSchema: z.ZodUnion<readonly [z.ZodLiteral<"1d">, z.ZodLiteral<"1w">, z.ZodLiteral<"1m">, z.ZodLiteral<"1y">, z.ZodLiteral<"max">]>;
+/**
+ * {@link PoolHistoryMetric}
+ **/
+declare const poolHistoryMetricSchema: z.ZodUnion<readonly [z.ZodLiteral<"depositApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"dieselRate">, z.ZodLiteral<"supplied">, z.ZodLiteral<"borrowed">, z.ZodLiteral<"availableLiquidity">]>;
+/**
+ * {@link StrategyHistoryMetric}
+ **/
+declare const strategyHistoryMetricSchema: z.ZodUnion<readonly [z.ZodLiteral<"netApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"collateralApy">, z.ZodLiteral<"tvl">, z.ZodLiteral<"collateralPrice">, z.ZodLiteral<"collateralUsdPrice">, z.ZodLiteral<"underlyingUsdPrice">]>;
+/**
+ * {@link HistoryMetric}
+ **/
+declare const historyMetricSchema: z.ZodUnion<readonly [z.ZodUnion<readonly [z.ZodLiteral<"depositApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"dieselRate">, z.ZodLiteral<"supplied">, z.ZodLiteral<"borrowed">, z.ZodLiteral<"availableLiquidity">]>, z.ZodUnion<readonly [z.ZodLiteral<"netApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"collateralApy">, z.ZodLiteral<"tvl">, z.ZodLiteral<"collateralPrice">, z.ZodLiteral<"collateralUsdPrice">, z.ZodLiteral<"underlyingUsdPrice">]>]>;
+/**
+ * {@link HistoryPoint}
+ **/
+declare const historyPointSchema: z.ZodObject<{
+  timestamp: z.ZodNumber;
+  value: z.ZodNumber;
+}, z.core.$strip>;
+/**
+ * {@link HistoryChartMetadata}
+ *
+ * TODO: empty until the backend specifies the payload.
+ **/
+declare const historyChartMetadataSchema: z.ZodType<HistoryChartMetadata>;
+/**
+ * {@link HistorySeries}
+ **/
+declare const historySeriesSchema: z.ZodObject<{
+  metric: z.ZodUnion<readonly [z.ZodUnion<readonly [z.ZodLiteral<"depositApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"dieselRate">, z.ZodLiteral<"supplied">, z.ZodLiteral<"borrowed">, z.ZodLiteral<"availableLiquidity">]>, z.ZodUnion<readonly [z.ZodLiteral<"netApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"collateralApy">, z.ZodLiteral<"tvl">, z.ZodLiteral<"collateralPrice">, z.ZodLiteral<"collateralUsdPrice">, z.ZodLiteral<"underlyingUsdPrice">]>]>;
+  points: z.ZodArray<z.ZodObject<{
+    timestamp: z.ZodNumber;
+    value: z.ZodNumber;
+  }, z.core.$strip>>;
+  metadata: z.ZodType<HistoryChartMetadata, unknown, z.core.$ZodTypeInternals<HistoryChartMetadata, unknown>>;
+}, z.core.$strip>;
+/**
+ * {@link OpportunityHistoryQuery}
+ **/
+declare const opportunityHistoryQuerySchema: z.ZodObject<{
+  opportunity: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    chainId: z.ZodNumber;
+    pool: z.ZodPipe<z.ZodString, z.ZodTransform<`0x${string}`, string>>;
+    kind: z.ZodLiteral<"pool">;
+  }, z.core.$strip>, z.ZodObject<{
+    chainId: z.ZodNumber;
+    creditManager: z.ZodPipe<z.ZodString, z.ZodTransform<`0x${string}`, string>>;
+    targetCollateral: z.ZodPipe<z.ZodString, z.ZodTransform<`0x${string}`, string>>;
+    kind: z.ZodLiteral<"strategy">;
+  }, z.core.$strip>], "kind">;
+  range: z.ZodUnion<readonly [z.ZodLiteral<"1d">, z.ZodLiteral<"1w">, z.ZodLiteral<"1m">, z.ZodLiteral<"1y">, z.ZodLiteral<"max">]>;
+  metric: z.ZodUnion<readonly [z.ZodUnion<readonly [z.ZodLiteral<"depositApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"dieselRate">, z.ZodLiteral<"supplied">, z.ZodLiteral<"borrowed">, z.ZodLiteral<"availableLiquidity">]>, z.ZodUnion<readonly [z.ZodLiteral<"netApy">, z.ZodLiteral<"borrowApy">, z.ZodLiteral<"collateralApy">, z.ZodLiteral<"tvl">, z.ZodLiteral<"collateralPrice">, z.ZodLiteral<"collateralUsdPrice">, z.ZodLiteral<"underlyingUsdPrice">]>]>;
+}, z.core.$strip>;
+//#endregion
+export { historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, opportunityHistoryQuerySchema, poolHistoryMetricSchema, strategyHistoryMetricSchema };

package/dist/types/model/index.d.ts

@@ -0,0 +1,11 @@
+import { Amount, AssetType, Bps, ChainId, Curator, Leverage, Timestamp, Token, TokenAmount, TxCall } from "./primitives.js";
+import { ApyBreakdown, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, PointRewards, PointsProgram, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, Rewards, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, TokenRewards, matchesOpportunityFilter, opportunityId, poolOpportunityId, strategyOpportunityId } from "./opportunities.js";
+import { HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, OpportunityHistoryQuery, POOL_HISTORY_METRICS, PoolHistoryMetric, STRATEGY_HISTORY_METRICS, StrategyHistoryMetric } from "./history.js";
+import { historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, opportunityHistoryQuerySchema, poolHistoryMetricSchema, strategyHistoryMetricSchema } from "./history.schema.js";
+import { DelayedReceivedAsset, InstantReceivedAsset, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, ReceivedAsset, matchesLiquidatableAccountFilter } from "./liquidations.js";
+import { delayedReceivedAssetSchema, instantReceivedAssetSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionSchema, receivedAssetSchema } from "./liquidations.schema.js";
+import { apyBreakdownSchema, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterSchema, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pointRewardsSchema, pointsProgramSchema, poolOpportunityDetailSchema, poolOpportunityKeySchema, poolOpportunitySchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, rewardsSchema, strategyOpportunityDetailSchema, strategyOpportunityKeySchema, strategyOpportunitySchema, tokenRewardsSchema } from "./opportunities.schema.js";
+import { PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, Position, PositionCollateral, PositionFilter, PositionKind, RewardsPnL, StrategyPosition, TokenRewardsPnL } from "./positions.js";
+import { pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionSchema, positionCollateralSchema, positionFilterSchema, positionKindSchema, positionSchema, rewardsPnLSchema, strategyPositionSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
+import { amountSchema, assetTypeSchema, bpsSchema, chainIdSchema, curatorSchema, leverageSchema, timestampSchema, tokenAmountSchema, tokenSchema, txCallSchema } from "./primitives.schema.js";
+export { Amount, ApyBreakdown, AssetType, Bps, ChainId, Curator, DelayedReceivedAsset, HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityHistoryQuery, OpportunityId, OpportunityKey, OpportunityKind, POOL_HISTORY_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolHistoryMetric, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, Position, PositionCollateral, PositionFilter, PositionKind, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, Rewards, RewardsPnL, STRATEGY_HISTORY_METRICS, StrategyHistoryMetric, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, Timestamp, Token, TokenAmount, TokenRewards, TokenRewardsPnL, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, bpsSchema, chainIdSchema, curatorSchema, delayedReceivedAssetSchema, historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, instantReceivedAssetSchema, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterSchema, opportunityHistoryQuerySchema, opportunityId, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pnlBreakdownSchema, pointRewardsSchema, pointsProgramPnLSchema, pointsProgramSchema, pointsRewardsPnLSchema, poolHistoryMetricSchema, poolOpportunityDetailSchema, poolOpportunityId, poolOpportunityKeySchema, poolOpportunitySchema, poolPositionSchema, positionCollateralSchema, positionFilterSchema, positionKindSchema, positionSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, rewardsPnLSchema, rewardsSchema, strategyHistoryMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, txCallSchema };