@gearbox-protocol/sdk 15.1.0-next.1 → 15.1.0-next.10

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

@@ -0,0 +1,364 @@
+import { ChartBundle, ChartMetric, ChartRange } from "./charts.js";
+import { z } from "zod/v4";
+//#region src/model/charts.schema.d.ts
+/**
+ * Runtime schemas for {@link ./charts.js}, see the note in
+ * `primitives.schema.ts` on why they are written by hand.
+ *
+ * Metric schemas are shared with the backend, while
+ * {@link chartBundleSchemaFor} builds the response schema for one concrete
+ * request. Component schemas remain available for consumers that validate
+ * model fragments.
+ **/
+/**
+ * {@link ChartRange}
+ **/
+declare const chartRangeSchema: z.ZodEnum<{
+  "1d": "1d";
+  "1m": "1m";
+  "1w": "1w";
+  "1y": "1y";
+  max: "max";
+}>;
+/**
+ * {@link PoolOpportunityChartMetric}
+ **/
+declare const poolOpportunityChartMetricSchema: z.ZodEnum<{
+  availableLiquidity: "availableLiquidity";
+  borrowApy: "borrowApy";
+  borrowed: "borrowed";
+  depositApy: "depositApy";
+  dieselRate: "dieselRate";
+  supplied: "supplied";
+}>;
+/**
+ * {@link StrategyOpportunityChartMetric}
+ **/
+declare const strategyOpportunityChartMetricSchema: z.ZodEnum<{
+  borrowApy: "borrowApy";
+  collateralApy: "collateralApy";
+  collateralPrice: "collateralPrice";
+  collateralUsdPrice: "collateralUsdPrice";
+  netApy: "netApy";
+  tvl: "tvl";
+  underlyingUsdPrice: "underlyingUsdPrice";
+}>;
+/**
+ * {@link PoolPositionChartMetric}
+ **/
+declare const poolPositionChartMetricSchema: z.ZodEnum<{
+  apy: "apy";
+  mwr: "mwr";
+  pnl: "pnl";
+  twr: "twr";
+  underlyingPrice: "underlyingPrice";
+  value: "value";
+}>;
+/**
+ * {@link StrategyPositionChartMetric}
+ **/
+declare const strategyPositionChartMetricSchema: z.ZodEnum<{
+  borrowApy: "borrowApy";
+  debt: "debt";
+  healthFactor: "healthFactor";
+  leverage: "leverage";
+  mwr: "mwr";
+  pnl: "pnl";
+  totalValueUnderlying: "totalValueUnderlying";
+  totalValueUsd: "totalValueUsd";
+  trailingApy30d: "trailingApy30d";
+  trailingApy7d: "trailingApy7d";
+  twr: "twr";
+  twrApy: "twrApy";
+  underlyingPrice: "underlyingPrice";
+}>;
+/**
+ * {@link ChartMetric}, every metric either kind of subject can chart.
+ **/
+declare const chartMetricSchema: z.ZodUnion<readonly [z.ZodEnum<{
+  availableLiquidity: "availableLiquidity";
+  borrowApy: "borrowApy";
+  borrowed: "borrowed";
+  depositApy: "depositApy";
+  dieselRate: "dieselRate";
+  supplied: "supplied";
+}>, z.ZodEnum<{
+  borrowApy: "borrowApy";
+  collateralApy: "collateralApy";
+  collateralPrice: "collateralPrice";
+  collateralUsdPrice: "collateralUsdPrice";
+  netApy: "netApy";
+  tvl: "tvl";
+  underlyingUsdPrice: "underlyingUsdPrice";
+}>, z.ZodEnum<{
+  apy: "apy";
+  mwr: "mwr";
+  pnl: "pnl";
+  twr: "twr";
+  underlyingPrice: "underlyingPrice";
+  value: "value";
+}>, z.ZodEnum<{
+  borrowApy: "borrowApy";
+  debt: "debt";
+  healthFactor: "healthFactor";
+  leverage: "leverage";
+  mwr: "mwr";
+  pnl: "pnl";
+  totalValueUnderlying: "totalValueUnderlying";
+  totalValueUsd: "totalValueUsd";
+  trailingApy30d: "trailingApy30d";
+  trailingApy7d: "trailingApy7d";
+  twr: "twr";
+  twrApy: "twrApy";
+  underlyingPrice: "underlyingPrice";
+}>]>;
+/**
+ * {@link ChartQuery}
+ **/
+declare const chartQuerySchema: z.ZodObject<{
+  metrics: z.ZodReadonly<z.ZodArray<z.ZodUnion<readonly [z.ZodEnum<{
+    availableLiquidity: "availableLiquidity";
+    borrowApy: "borrowApy";
+    borrowed: "borrowed";
+    depositApy: "depositApy";
+    dieselRate: "dieselRate";
+    supplied: "supplied";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    collateralApy: "collateralApy";
+    collateralPrice: "collateralPrice";
+    collateralUsdPrice: "collateralUsdPrice";
+    netApy: "netApy";
+    tvl: "tvl";
+    underlyingUsdPrice: "underlyingUsdPrice";
+  }>, z.ZodEnum<{
+    apy: "apy";
+    mwr: "mwr";
+    pnl: "pnl";
+    twr: "twr";
+    underlyingPrice: "underlyingPrice";
+    value: "value";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    debt: "debt";
+    healthFactor: "healthFactor";
+    leverage: "leverage";
+    mwr: "mwr";
+    pnl: "pnl";
+    totalValueUnderlying: "totalValueUnderlying";
+    totalValueUsd: "totalValueUsd";
+    trailingApy30d: "trailingApy30d";
+    trailingApy7d: "trailingApy7d";
+    twr: "twr";
+    twrApy: "twrApy";
+    underlyingPrice: "underlyingPrice";
+  }>]>>>;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>;
+/**
+ * {@link ChartQuery} as a URL can carry it: the metrics comma-joined, since
+ * repeated `?metrics=` entries would order differently between clients and give
+ * one request two cache keys.
+ **/
+declare const chartQueryParamsSchema: z.ZodObject<{
+  metrics: z.ZodString;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>;
+/**
+ * Codec for {@link ChartQuery} to encode/decode to/from url query parameters.
+ *
+ * The one place the wire form of a chart request is decided. The SDK encodes
+ * with it, the backend decodes with it, and the checks that a read names at
+ * least one metric and names none of them twice ride along in both directions —
+ * so a bad request fails before it is issued, not after a round trip.
+ **/
+declare const chartQueryCodec: z.ZodCodec<z.ZodObject<{
+  metrics: z.ZodString;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>, z.ZodObject<{
+  metrics: z.ZodReadonly<z.ZodArray<z.ZodUnion<readonly [z.ZodEnum<{
+    availableLiquidity: "availableLiquidity";
+    borrowApy: "borrowApy";
+    borrowed: "borrowed";
+    depositApy: "depositApy";
+    dieselRate: "dieselRate";
+    supplied: "supplied";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    collateralApy: "collateralApy";
+    collateralPrice: "collateralPrice";
+    collateralUsdPrice: "collateralUsdPrice";
+    netApy: "netApy";
+    tvl: "tvl";
+    underlyingUsdPrice: "underlyingUsdPrice";
+  }>, z.ZodEnum<{
+    apy: "apy";
+    mwr: "mwr";
+    pnl: "pnl";
+    twr: "twr";
+    underlyingPrice: "underlyingPrice";
+    value: "value";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    debt: "debt";
+    healthFactor: "healthFactor";
+    leverage: "leverage";
+    mwr: "mwr";
+    pnl: "pnl";
+    totalValueUnderlying: "totalValueUnderlying";
+    totalValueUsd: "totalValueUsd";
+    trailingApy30d: "trailingApy30d";
+    trailingApy7d: "trailingApy7d";
+    twr: "twr";
+    twrApy: "twrApy";
+    underlyingPrice: "underlyingPrice";
+  }>]>>>;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>>;
+/**
+ * {@link ChartDenomination}
+ **/
+declare const chartDenominationSchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
+  unit: z.ZodLiteral<"bps">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"usd">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"scalar">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"token">;
+  base: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"ratio">;
+  base: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+  quote: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+}, z.core.$strip>], "unit">;
+/**
+ * {@link ChartValue}. `null` is a gap, never a zero.
+ **/
+declare const chartValueSchema: z.ZodNullable<z.ZodNumber>;
+/**
+ * {@link ChartSeries}
+ **/
+declare const chartSeriesSchema: z.ZodUnion<readonly [z.ZodIntersection<z.ZodObject<{
+  status: z.ZodLiteral<"ok">;
+  values: z.ZodArray<z.ZodNullable<z.ZodNumber>>;
+}, z.core.$strip>, z.ZodDiscriminatedUnion<[z.ZodObject<{
+  unit: z.ZodLiteral<"bps">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"usd">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"scalar">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"token">;
+  base: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"ratio">;
+  base: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+  quote: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+}, z.core.$strip>], "unit">>, z.ZodObject<{
+  status: z.ZodLiteral<"unavailable">;
+  reason: z.ZodObject<{
+    code: z.ZodEnum<{
+      internal: "internal";
+      no_price_feed: "no_price_feed";
+      not_indexed: "not_indexed";
+      unknown_subject: "unknown_subject";
+      unsupported_metric: "unsupported_metric";
+    }>;
+    message: z.ZodOptional<z.ZodString>;
+  }, z.core.$strip>;
+}, z.core.$strip>]>;
+/**
+ * {@link ChartWindow}
+ **/
+declare const chartWindowSchema: z.ZodObject<{
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+  from: z.ZodNumber;
+  to: z.ZodNumber;
+}, z.core.$strip>;
+/**
+ * The schema one chart read is decoded with: a {@link ChartBundle} keyed by the
+ * requested distinct metrics, all of them and nothing else, for the requested
+ * range.
+ *
+ * Pinning the metrics is what upholds the `ChartBundle<Metrics>` a caller gets
+ * back — a response that answers a different question fails validation rather
+ * than being cast into the requested shape. The declared return type is the one
+ * the key schema actually enforces, which the compiler cannot see through a
+ * schema built from a runtime list.
+ **/
+declare function chartBundleSchemaFor<const Metrics extends readonly ChartMetric[]>(metrics: Metrics, range: ChartRange): z.ZodType<ChartBundle<Metrics>>;
+//#endregion
+export { chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, poolOpportunityChartMetricSchema, poolPositionChartMetricSchema, strategyOpportunityChartMetricSchema, strategyPositionChartMetricSchema };

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

@@ -1,17 +1,19 @@
 import { Amount, AssetType, Bps, ChainId, Leverage, Timestamp, Token, TokenAmount, TxCall } from "./primitives.js";
 import { Curator, CuratorName } from "./curators.js";
+import { CHART_METRIC_UNITS, CHART_RANGES, CHART_UNAVAILABLE_CODES, ChartBundle, ChartDenomination, ChartMetric, ChartQuery, ChartRange, ChartSeries, ChartSeriesOk, ChartSeriesUnavailable, ChartUnavailableCode, ChartUnit, ChartValue, ChartWindow, GridSampling, OpportunityChartMetric, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PoolOpportunityChartMetric, PoolPositionChartMetric, PositionChartMetric, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunityChartMetric, StrategyPositionChartMetric } from "./charts.js";
+import { chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, poolOpportunityChartMetricSchema, poolPositionChartMetricSchema, strategyOpportunityChartMetricSchema, strategyPositionChartMetricSchema } from "./charts.schema.js";
 import { curatorNameSchema, curatorSchema } from "./curators.schema.js";
 import { ChainScopedFilter, FILTER_ALL, FilterAll, Filterable, isFilterSet } from "./filters.js";
 import { booleanParamSchema, encodeFlag, filterAllSchema, filterable } from "./filters.schema.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 { DelayedReceivedAsset, InstantReceivedAsset, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, ReceivedAsset, matchesLiquidatableAccountFilter } from "./liquidations.js";
-import { PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId } from "./positions.js";
-import { HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, OpportunityHistoryQuery, POOL_HISTORY_METRICS, POOL_POSITION_HISTORY_METRICS, PoolHistoryMetric, PoolPositionHistoryMetric, PositionHistoryMetric, PositionHistoryQuery, STRATEGY_HISTORY_METRICS, STRATEGY_POSITION_HISTORY_METRICS, StrategyHistoryMetric, StrategyPositionHistoryMetric } from "./history.js";
-import { historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, opportunityHistoryQuerySchema, poolHistoryMetricSchema, poolPositionHistoryMetricSchema, positionHistoryMetricSchema, positionHistoryQuerySchema, strategyHistoryMetricSchema, strategyPositionHistoryMetricSchema } from "./history.schema.js";
 import { delayedReceivedAssetSchema, instantReceivedAssetSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionSchema, receivedAssetSchema } from "./liquidations.schema.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 { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionMetrics, PositionTransaction, PositionTransactionKind, PositionsTotals, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId } from "./positions.js";
+import { Notice, NoticeKind, NoticeSubject } from "./notices.js";
+import { noticeKindSchema, noticeSchema } from "./notices.schema.js";
 import { apyBreakdownSchema, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pointRewardsSchema, pointsProgramSchema, poolOpportunityDetailSchema, poolOpportunityKeySchema, poolOpportunitySchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, rewardsSchema, strategyOpportunityDetailSchema, strategyOpportunityKeySchema, strategyOpportunitySchema, tokenRewardsSchema } from "./opportunities.schema.js";
-import { pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
+import { borrowRateBreakdownSchema, pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, positionTransactionKindSchema, positionTransactionSchema, positionsTotalsSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
 import { amountSchema, assetTypeSchema, bpsSchema, chainIdSchema, leverageSchema, timestampSchema, tokenAmountSchema, tokenSchema, txCallSchema } from "./primitives.schema.js";
 import { ChainFailed, ChainMetadata, ChainScoped, ChainSucceeded, DataResponse, DataSource, ResponseMetadata } from "./response.js";
 import { chainFailedSchema, chainMetadataSchema, chainSucceededSchema, dataSourceSchema, responseMetadataSchema, responseSchema } from "./response.schema.js";
-export { Amount, ApyBreakdown, AssetType, Bps, ChainFailed, ChainId, ChainMetadata, ChainScoped, ChainScopedFilter, ChainSucceeded, Curator, CuratorName, DataResponse, DataSource, DelayedReceivedAsset, FILTER_ALL, FilterAll, Filterable, HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityHistoryQuery, OpportunityId, OpportunityKey, OpportunityKind, POOL_HISTORY_METRICS, POOL_POSITION_HISTORY_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolHistoryMetric, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionHistoryMetric, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionHistoryMetric, PositionHistoryQuery, PositionId, PositionKey, PositionKind, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_HISTORY_METRICS, STRATEGY_POSITION_HISTORY_METRICS, StrategyHistoryMetric, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionHistoryMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenRewards, TokenRewardsPnL, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityHistoryQuerySchema, opportunityId, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pnlBreakdownSchema, pointRewardsSchema, pointsProgramPnLSchema, pointsProgramSchema, pointsRewardsPnLSchema, poolHistoryMetricSchema, poolOpportunityDetailSchema, poolOpportunityId, poolOpportunityKeySchema, poolOpportunitySchema, poolPositionHistoryMetricSchema, poolPositionId, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionHistoryMetricSchema, positionHistoryQuerySchema, positionId, positionKeySchema, positionKindSchema, positionSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, responseMetadataSchema, responseSchema, rewardsPnLSchema, rewardsSchema, strategyHistoryMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionHistoryMetricSchema, strategyPositionId, strategyPositionKeySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, txCallSchema };
+export { Amount, ApyBreakdown, AssetType, BorrowRateBreakdown, Bps, CHART_METRIC_UNITS, CHART_RANGES, CHART_UNAVAILABLE_CODES, ChainFailed, ChainId, ChainMetadata, ChainScoped, ChainScopedFilter, ChainSucceeded, ChartBundle, ChartDenomination, ChartMetric, ChartQuery, ChartRange, ChartSeries, ChartSeriesOk, ChartSeriesUnavailable, ChartUnavailableCode, ChartUnit, ChartValue, ChartWindow, Curator, CuratorName, DataResponse, DataSource, DelayedReceivedAsset, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Notice, NoticeKind, NoticeSubject, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionMetrics, PositionTransaction, PositionTransactionKind, PositionsTotals, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunity, StrategyOpportunityChartMetric, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionChartMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenRewards, TokenRewardsPnL, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, borrowRateBreakdownSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, noticeKindSchema, noticeSchema, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityId, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pnlBreakdownSchema, pointRewardsSchema, pointsProgramPnLSchema, pointsProgramSchema, pointsRewardsPnLSchema, poolOpportunityChartMetricSchema, poolOpportunityDetailSchema, poolOpportunityId, poolOpportunityKeySchema, poolOpportunitySchema, poolPositionChartMetricSchema, poolPositionId, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionId, positionKeySchema, positionKindSchema, positionSchema, positionTransactionKindSchema, positionTransactionSchema, positionsTotalsSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, responseMetadataSchema, responseSchema, rewardsPnLSchema, rewardsSchema, strategyOpportunityChartMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionChartMetricSchema, strategyPositionId, strategyPositionKeySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, txCallSchema };

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

@@ -0,0 +1,29 @@
+import { Token } from "./primitives.js";
+import { PoolOpportunity } from "./opportunities.js";
+import { StrategyPosition } from "./positions.js";
+//#region src/model/notices.d.ts
+/**
+ * What a notice is about, and therefore how a consumer shows it.
+ **/
+type NoticeKind = "expired" | "externalRewards" | "extraApy" | "warning" | "disclaimer";
+/**
+ * A banner the backend asks a consumer to show for a pool opportunity or a
+ * strategy position: an expired account, rewards paid outside the protocol,
+ * a caveat on the yield. The message is final text; the consumer adds
+ * nothing.
+ **/
+interface Notice {
+  kind: NoticeKind;
+  message: string;
+  /**
+   * Token the notice is about, when it is about one (rewards, extra APY).
+   **/
+  token?: Token;
+}
+/**
+ * What a notice is attached to: a pool opportunity or a strategy position —
+ * the two entities a consumer shows banners for.
+ **/
+type NoticeSubject = PoolOpportunity | StrategyPosition;
+//#endregion
+export { Notice, NoticeKind, NoticeSubject };

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

@@ -0,0 +1,23 @@
+import { z } from "zod/v4";
+//#region src/model/notices.schema.d.ts
+/**
+ * {@link NoticeKind}
+ **/
+declare const noticeKindSchema: z.ZodUnion<readonly [z.ZodLiteral<"expired">, z.ZodLiteral<"externalRewards">, z.ZodLiteral<"extraApy">, z.ZodLiteral<"warning">, z.ZodLiteral<"disclaimer">]>;
+/**
+ * {@link Notice}
+ **/
+declare const noticeSchema: z.ZodObject<{
+  kind: z.ZodUnion<readonly [z.ZodLiteral<"expired">, z.ZodLiteral<"externalRewards">, z.ZodLiteral<"extraApy">, z.ZodLiteral<"warning">, z.ZodLiteral<"disclaimer">]>;
+  message: z.ZodString;
+  token: z.ZodOptional<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>>;
+}, z.core.$strip>;
+//#endregion
+export { noticeKindSchema, noticeSchema };

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

@@ -254,9 +254,8 @@ interface StrategyOpportunity extends OpportunityBase {
   collateralApy?: ApyBreakdown;
   /**
    * Net yield at {@link maxLeverage}:
-   * `collateralApy * maxLeverage - borrowApy * (maxLeverage - 1)`, applied to
-   * {@link ApyBreakdown.totalApy}, {@link ApyBreakdown.organicApy} and
-   * {@link ApyBreakdown.rewards} alike.
+   * `collateralApy × maxLeverage − borrowApy × (maxLeverage − 1) − additionalBorrowApy`.
+   * Yield is on the whole position; borrow interest is on the borrowed part only.
    *
    * Absent in `onchain` mode: its {@link collateralApy} term is.
    *
@@ -271,9 +270,9 @@ interface StrategyOpportunity extends OpportunityBase {
    **/
   borrowApy?: Bps;
   /**
-   * Annual cost of the quota on {@link targetCollateral}, scaled to the debt a
-   * maximally leveraged position carries, in basis points. Comes on top of
-   * {@link borrowApy}.
+   * Annual cost of the quota on {@link targetCollateral}, in basis points:
+   * `quotaRate × (1 + feeInterest) × maxLeverage`. Quota accrues on the whole
+   * quoted position and carries the same DAO fee as {@link borrowApy}.
    *
    * @example `90` for +0.9% APY
    **/
@@ -307,10 +306,11 @@ interface StrategyOpportunity extends OpportunityBase {
    **/
   maxBorrowAmount: Amount;
   /**
-   * Highest leverage the liquidation threshold allows,
-   * `1 / (1 - liquidationThreshold)`.
+   * Highest total-value leverage the liquidation threshold allows:
+   * `(1 − 0.05) / (1 − liquidationThreshold)`. The 5% safety margin keeps a
+   * maxed position slightly above HF = 1.
    *
-   * @example `10` at a 90% threshold
+   * @example `9.5` at a 90% threshold
    **/
   maxLeverage: Leverage;
 }

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

@@ -1,8 +1,8 @@
-import { AssetType, Bps, ChainId, Leverage, Token, TokenAmount } from "./primitives.js";
+import { AssetType, Bps, ChainId, Leverage, Timestamp, Token, TokenAmount } from "./primitives.js";
 import { ChainScopedFilter, Filterable } from "./filters.js";
-import { ApyBreakdown, PointsProgram } from "./opportunities.js";
 import { DelayedReceivedAsset, LiquidationPosition } from "./liquidations.js";
-import { Address } from "viem";
+import { ApyBreakdown, PointsProgram } from "./opportunities.js";
+import { Address, Hex } from "viem";
 //#region src/model/positions.d.ts
 /**
  * Discriminator of the three kinds of position a wallet can hold.
@@ -131,6 +131,67 @@ interface PoolPosition {
    **/
   pnl?: PnlBreakdown;
 }
+/**
+ * Cost of a position's debt broken down by source.
+ *
+ * The base rate is what the pool charges on the debt; each quoted collateral
+ * adds its own quota rate on top. Rates are reported in two normalizations:
+ * relative to the position's total value and relative to its debt.
+ **/
+interface BorrowRateBreakdown {
+  /**
+   * Base rate plus quota rates, relative to the position's total value.
+   **/
+  total: Bps;
+  /**
+   * Base rate plus quota rates, relative to the debt. This is the rate the
+   * debt itself grows at, so it feeds {@link PositionMetrics.timeToLiquidation}.
+   **/
+  totalOnDebt: Bps;
+  /**
+   * Annual cost of the borrowed underlying itself: the pool's base rate plus
+   * the credit manager's interest fee. Same value `borrowApy` reports.
+   **/
+  base: Bps;
+  /**
+   * Per-token quota rate contribution, relative to the position's total value.
+   **/
+  quotas: Record<Address, Bps>;
+}
+/**
+ * Health and cost metrics of a credit account's state, actual or projected.
+ *
+ * Previews and operation states carry the whole group; on-chain positions
+ * report only the fields they lack natively, see {@link StrategyPosition}.
+ **/
+interface PositionMetrics {
+  /**
+   * Health factor in basis points: below `10000` the account is liquidatable.
+   *
+   * @example `12500` for a health factor of 1.25
+   **/
+  healthFactor: Bps;
+  /**
+   * Net rate the whole position earns, collateral yield minus borrow cost.
+   **/
+  overallApy: Bps;
+  /**
+   * Cost of the debt, broken down by source.
+   **/
+  borrowRate: BorrowRateBreakdown;
+  /**
+   * Estimated milliseconds until the health factor decays to `10000` under
+   * the current borrow rate, or `null` when the debt carries no rate (or the
+   * account is already liquidatable).
+   **/
+  timeToLiquidation: bigint | null;
+  /**
+   * Price of the single non-underlying collateral at which the account
+   * becomes liquidatable, in the oracle's 8-decimal fixed point, or `null`
+   * when the account holds zero or several non-underlying assets.
+   **/
+  liquidationPrice: bigint | null;
+}
 /**
  * An open credit account of a wallet.
  **/
@@ -163,9 +224,9 @@ interface StrategyPosition {
    **/
   targetCollateral: Token | null;
   /**
-   * Debt/equity ratio: `totalDebt / equity` (`equity = totalValue −
-   * totalDebt`). `0` = unleveraged; `0` if underwater. Same notation as the
-   * opportunity `maxLeverage`, and bounded by it.
+   * Total-value leverage: `totalValue / (totalValue − totalDebt)`. `1` =
+   * unleveraged; `0` if underwater. Same notation as opportunity `maxLeverage`,
+   * and bounded by it.
    **/
   leverage: Leverage;
   /**
@@ -200,6 +261,28 @@ interface StrategyPosition {
    * @example `12500` for a health factor of 1.25
    **/
   healthFactor: Bps;
+  /**
+   * Cost of the debt broken down into the pool's base rate and per-token
+   * quota rates.
+   *
+   * @mode onchain
+   **/
+  borrowRate?: BorrowRateBreakdown;
+  /**
+   * Estimated milliseconds until the health factor decays to `10000` under
+   * the current borrow rate, or `null` when it cannot be estimated.
+   *
+   * @mode onchain
+   **/
+  timeToLiquidation?: bigint | null;
+  /**
+   * Price of the single non-underlying collateral at which the account
+   * becomes liquidatable, in the oracle's 8-decimal fixed point, or `null`
+   * when the account holds zero or several non-underlying assets.
+   *
+   * @mode onchain
+   **/
+  liquidationPrice?: bigint | null;
   /**
    * What the position has earned so far.
    *
@@ -342,5 +425,48 @@ interface StrategyPositionRef extends StrategyPositionKey {
  * event rather than a series.
  **/
 type PositionKey = PoolPositionRef | StrategyPositionRef;
+/**
+ * Aggregate over everything a wallet holds, served by the backend rather than
+ * summed by a consumer: the list screen's badges. `null` where the wallet
+ * holds nothing that contributes.
+ **/
+interface PositionsTotals {
+  /**
+   * Blended rate the wallet's positions currently earn.
+   **/
+  currentYield: ApyBreakdown | null;
+  /**
+   * Profit and loss over every position, in USD terms of {@link PnlBreakdown}.
+   **/
+  pnl: PnlBreakdown | null;
+  /**
+   * Net value of every position in US dollars.
+   **/
+  netValueUsd: number | null;
+  /**
+   * What the wallet can claim right now (matured withdrawals, rewards) in US
+   * dollars.
+   **/
+  claimableUsd: number | null;
+}
+/**
+ * What a transaction did to a position.
+ **/
+type PositionTransactionKind = "open" | "deposit" | "withdraw" | "adjustLeverage" | "addCollateral" | "withdrawCollateral" | "liquidation";
+/**
+ * One transaction in a position's history, from the backend's indexer.
+ **/
+interface PositionTransaction {
+  txHash: Hex;
+  /**
+   * Unix seconds of the block the transaction was mined in.
+   **/
+  timestamp: Timestamp;
+  kind: PositionTransactionKind;
+  /**
+   * Assets the transaction moved, in the direction the kind implies.
+   **/
+  assets: TokenAmount[];
+}
 //#endregion
-export { PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId };
+export { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionMetrics, PositionTransaction, PositionTransactionKind, PositionsTotals, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId };