@gearbox-protocol/sdk 15.1.0-next.1 → 15.1.0-next.11

package/dist/types/sdk/positions/PositionsService.d.ts

@@ -1,6 +1,7 @@
-import { Position } from "../../model/positions.js";
+import { Bps } from "../../model/primitives.js";
+import { BorrowRateBreakdown, Position, StrategyPosition } from "../../model/positions.js";
 import "../../model/index.js";
-import { ListPositionsProps } from "./types.js";
+import { AccountSnapshot, ListPositionsProps, ListStrategyPositionsProps } from "./types.js";
 import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
 //#region src/sdk/positions/PositionsService.d.ts
@@ -10,6 +11,7 @@ import "../base/index.js";
  * took over by liquidating.
  **/
 declare class PositionsService extends SDKConstruct {
+  #private;
   /**
    * Every position of a wallet on this chain, optionally narrowed by
    * {@link PositionFilter} (see {@link matchesPositionFilter} for what each
@@ -17,6 +19,35 @@ declare class PositionsService extends SDKConstruct {
    * the call rather than the SDK's loaded snapshot.
    **/
   list(props: ListPositionsProps): Promise<Position[]>;
+  /**
+   * Describes all credit accounts of a wallet as strategy positions.
+   *
+   * @param props - {@link ListStrategyPositionsProps}
+   **/
+  listStrategyPositions(props: ListStrategyPositionsProps): Promise<StrategyPosition[]>;
+  /**
+   * Health factor of an account state, in basis points (`10000` = 1.0).
+   **/
+  healthFactor(snapshot: AccountSnapshot, options?: {
+    safePrices?: boolean;
+  }): Bps;
+  /**
+   * Cost of an account state's debt, broken down into the pool's base rate
+   * and per-token quota rates.
+   **/
+  borrowRate(snapshot: AccountSnapshot): BorrowRateBreakdown;
+  /**
+   * Estimated milliseconds until the account's health factor decays to
+   * `10000` under its current borrow rate, or `null` when the debt carries
+   * no rate (or the account is already liquidatable).
+   **/
+  timeToLiquidation(snapshot: AccountSnapshot): bigint | null;
+  /**
+   * Price of the single non-underlying collateral at which the account
+   * becomes liquidatable, or `null` when the account holds zero or several
+   * non-underlying assets.
+   **/
+  liquidationPrice(snapshot: AccountSnapshot): bigint | null;
 }
 //#endregion
 export { PositionsService };

package/dist/types/sdk/positions/calcBorrowRate.d.ts

@@ -0,0 +1,40 @@
+import { Bps } from "../../model/primitives.js";
+import { BorrowRateBreakdown } from "../../model/positions.js";
+import "../../model/index.js";
+import { AccountSnapshot } from "./types.js";
+import { Address } from "viem";
+//#region src/sdk/positions/calcBorrowRate.d.ts
+/**
+ * Inputs of {@link calcBorrowRate}.
+ **/
+interface CalcBorrowRateProps {
+  snapshot: AccountSnapshot;
+  /**
+   * Pool base interest rate in ray.
+   **/
+  baseInterestRate: bigint;
+  /**
+   * Credit manager interest fee in basis points.
+   **/
+  feeInterest: number;
+  /**
+   * Active quota rates in basis points. Missing keys are treated as inactive
+   * (zero contribution), but a per-token entry is still reported.
+   **/
+  quotaRates: Record<Address, Bps>;
+}
+/**
+ * Cost of an account state's debt, broken down into the pool's base rate and
+ * per-token quota rates.
+ *
+ * The base rate is the market's current borrow APY (the pool's base rate plus
+ * the credit manager's interest fee) — the same value `borrowApy` reports on
+ * a position; it is not recomputed for the projected pool liquidity. Quota
+ * contributions are `quotaBalance * quotaRate` with the interest fee on top,
+ * normalized against the total value (`total`, `quotas`) and against the
+ * debt (`totalOnDebt`, the rate the debt itself grows at). Formulas are in
+ * parity with the frontend's `BorrowRateUtils`.
+ **/
+declare function calcBorrowRate(props: CalcBorrowRateProps): BorrowRateBreakdown;
+//#endregion
+export { CalcBorrowRateProps, calcBorrowRate };

package/dist/types/sdk/positions/calcHealthFactor.d.ts

@@ -0,0 +1,55 @@
+import { Bps } from "../../model/primitives.js";
+import "../../model/index.js";
+import { AccountSnapshot } from "./types.js";
+import { Address } from "viem";
+//#region src/sdk/positions/calcHealthFactor.d.ts
+/**
+ * Inputs of {@link calcHealthFactor}.
+ **/
+interface CalcHealthFactorProps {
+  snapshot: AccountSnapshot;
+  /**
+   * Market underlying. Debt and quota balances are valued in this token.
+   **/
+  underlying: Address;
+  /**
+   * Token decimals. Missing keys default to 18.
+   **/
+  decimals: Record<Address, number>;
+  /**
+   * Oracle main-feed prices in 8-decimal (`PRICE_DECIMALS`) fixed point. A
+   * missing key is an unpriceable token and contributes nothing.
+   **/
+  prices: Record<Address, bigint>;
+  /**
+   * Oracle reserve-feed prices, when available. Used with {@link safePrices}
+   * to value collateral at the lower of the two feeds.
+   **/
+  reservePrices?: Record<Address, bigint>;
+  /**
+   * Value collateral at safe prices — the lower of each token's main and
+   * reserve feeds. Debt and quota balances always use the main feed.
+   **/
+  safePrices?: boolean;
+  /**
+   * Liquidation thresholds in basis points. Missing keys are treated as 0.
+   **/
+  liquidationThresholds: Record<Address, Bps>;
+  /**
+   * Whether each token's quota is currently active. Missing keys are inactive.
+   **/
+  activeQuotas: Record<Address, boolean>;
+}
+/**
+ * Health factor of an account state, in basis points (`10000` = 1.0).
+ *
+ * Collateral is valued under liquidation thresholds, with quoted tokens
+ * capped by their quota, and compared against the debt's value. An account
+ * with no debt reports `65535` (`MAX_UINT16`), the contract's own sentinel
+ * scaled down. Formulas are in parity with the legacy `calcHealthFactor`.
+ * Tokens with no price in {@link CalcHealthFactorProps.prices} contribute
+ * nothing.
+ **/
+declare function calcHealthFactor(props: CalcHealthFactorProps): Bps;
+//#endregion
+export { CalcHealthFactorProps, calcHealthFactor };

package/dist/types/sdk/positions/calcLiquidationPrice.d.ts

@@ -0,0 +1,12 @@
+import { CalcLiquidationPriceProps } from "./calcLiquidationPriceForTarget.js";
+//#region src/sdk/positions/calcLiquidationPrice.d.ts
+/**
+ * Liquidation price of an account state's target collateral, in the oracle's
+ * 8-decimal (`PRICE_DECIMALS`) fixed point.
+ *
+ * As the frontend does, a liquidation price only exists when the account
+ * holds exactly one non-dust non-underlying asset; otherwise `null`.
+ **/
+declare function calcLiquidationPrice(props: CalcLiquidationPriceProps): bigint | null;
+//#endregion
+export { calcLiquidationPrice };

package/dist/types/sdk/positions/calcLiquidationPriceForTarget.d.ts

@@ -0,0 +1,43 @@
+import { Bps } from "../../model/primitives.js";
+import "../../model/index.js";
+import { AccountSnapshot } from "./types.js";
+import { Address } from "viem";
+//#region src/sdk/positions/calcLiquidationPriceForTarget.d.ts
+/**
+ * Shared market-side inputs of a liquidation-price calculation.
+ **/
+interface CalcLiquidationPriceProps {
+  snapshot: AccountSnapshot;
+  /**
+   * Market underlying. Its balance under its LT is subtracted from the debt.
+   **/
+  underlying: Address;
+  /**
+   * Token decimals. Missing keys default to 18.
+   **/
+  decimals: Record<Address, number>;
+  /**
+   * Liquidation thresholds in basis points. Missing keys are treated as 0.
+   **/
+  liquidationThresholds: Record<Address, Bps>;
+}
+/**
+ * Inputs of {@link calcLiquidationPriceForTarget}.
+ **/
+interface CalcLiquidationPriceForTargetProps extends CalcLiquidationPriceProps {
+  /**
+   * Collateral token whose liquidation price to compute.
+   **/
+  targetToken: Address;
+}
+/**
+ * Liquidation price of an explicitly named collateral token, in
+ * `PRICE_DECIMALS` fixed point; `0n` when the account holds none of it or the
+ * token has no liquidation threshold. Formula is in parity with the legacy
+ * `liquidationPrice`: the effective debt (debt less the underlying balance's
+ * contribution under its threshold) over the threshold-weighted target
+ * balance.
+ **/
+declare function calcLiquidationPriceForTarget(props: CalcLiquidationPriceForTargetProps): bigint;
+//#endregion
+export { CalcLiquidationPriceForTargetProps, CalcLiquidationPriceProps, calcLiquidationPriceForTarget };

package/dist/types/sdk/positions/calcTimeToLiquidationMs.d.ts

@@ -0,0 +1,16 @@
+import { Bps } from "../../model/primitives.js";
+import "../../model/index.js";
+//#region src/sdk/positions/calcTimeToLiquidationMs.d.ts
+/**
+ * Estimated milliseconds until `healthFactorBps` decays to `10000` (1.0)
+ * while the debt grows at `totalBorrowRateOnDebt`, in the same `Bps` scale
+ * (`10000` = 100%) as {@link BorrowRateBreakdown.totalOnDebt} reports it —
+ * not the legacy `PERCENTAGE_FACTOR_1KK` (`1_000_000` = 100%) scale the
+ * pre-rewrite frontend fed into its own `getTimeToLiquidation`.
+ *
+ * `null` when the account is already at or under the liquidation threshold,
+ * or when the debt carries no borrow rate at all.
+ **/
+declare function calcTimeToLiquidationMs(healthFactorBps: Bps, totalBorrowRateOnDebt: bigint): bigint | null;
+//#endregion
+export { calcTimeToLiquidationMs };

package/dist/types/sdk/positions/index.d.ts

@@ -1,4 +1,9 @@
-import { ListPositionsProps, ListPositionsPropsBase } from "./types.js";
+import { AccountSnapshot, ListPositionsProps, ListPositionsPropsBase, ListStrategyPositionsProps, accountSnapshotFromCreditAccountData } from "./types.js";
+import { CalcBorrowRateProps, calcBorrowRate } from "./calcBorrowRate.js";
+import { CalcHealthFactorProps, calcHealthFactor } from "./calcHealthFactor.js";
+import { CalcLiquidationPriceForTargetProps, CalcLiquidationPriceProps, calcLiquidationPriceForTarget } from "./calcLiquidationPriceForTarget.js";
+import { calcLiquidationPrice } from "./calcLiquidationPrice.js";
+import { calcTimeToLiquidationMs } from "./calcTimeToLiquidationMs.js";
 import { MultichainPositionsService } from "./MultichainPositionsService.js";
 import { PositionsService } from "./PositionsService.js";
-export { ListPositionsProps, ListPositionsPropsBase, MultichainPositionsService, PositionsService };
+export { AccountSnapshot, CalcBorrowRateProps, CalcHealthFactorProps, CalcLiquidationPriceForTargetProps, CalcLiquidationPriceProps, ListPositionsProps, ListPositionsPropsBase, ListStrategyPositionsProps, MultichainPositionsService, PositionsService, accountSnapshotFromCreditAccountData, calcBorrowRate, calcHealthFactor, calcLiquidationPrice, calcLiquidationPriceForTarget, calcTimeToLiquidationMs };

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

@@ -1,7 +1,9 @@
 import { WithBlock } from "../types/multichain.js";
+import { Asset, CreditAccountData } from "../base/types.js";
 import { PositionFilter } from "../../model/positions.js";
 import "../../model/index.js";
 import "../types/index.js";
+import "../base/index.js";
 import { Address } from "viem";
 //#region src/sdk/positions/types.d.ts
 /**
@@ -30,5 +32,60 @@ interface ListPositionsPropsBase {
  * {@link MultichainPositionsService.list}.
  **/
 type ListPositionsProps<Multichain extends boolean = false> = ListPositionsPropsBase & WithBlock<Multichain>;
+/**
+ * Props for {@link PositionsService.listStrategyPositions}.
+ **/
+interface ListStrategyPositionsProps {
+  /**
+   * Wallet whose credit accounts to describe. RWA accounts are resolved from
+   * the investor EOA, see {@link ICreditAccountsService.getBorrowerCreditAccounts}.
+   **/
+  owner: Address;
+  /**
+   * Whether to include accounts that carry no debt.
+   **/
+  includeZeroDebt: boolean;
+  /**
+   * Block to read at. Defaults to the latest block.
+   **/
+  blockNumber?: bigint;
+}
+/**
+ * The one input every position-metric function takes: a credit account's
+ * state — its credit manager, token balances, quota holdings, total debt and
+ * total value in the market's underlying — actual or projected.
+ *
+ * Everything else (decimals, prices, liquidation thresholds, quota rates,
+ * the pool's base rate) is supplied at the calculation site.
+ **/
+interface AccountSnapshot {
+  /**
+   * Credit manager the account is (or will be) opened in.
+   **/
+  creditManager: Address;
+  /**
+   * Token balances of the account.
+   **/
+  assets: Asset[];
+  /**
+   * Quota holdings of the account: quota balances are denominated in the
+   * market's underlying.
+   **/
+  quotas: Asset[];
+  /**
+   * Debt principal plus accrued interest and fees, in underlying.
+   **/
+  totalDebt: bigint;
+  /**
+   * Total account value in underlying.
+   **/
+  totalValue: bigint;
+}
+/**
+ * Builds an {@link AccountSnapshot} from on-chain credit account data: the
+ * enabled, above-dust tokens become assets and quotas, and `totalDebt` is
+ * principal plus accrued interest and fees.
+ **/
+declare function accountSnapshotFromCreditAccountData(ca: CreditAccountData): AccountSnapshot;
 //#endregion
-export { ListPositionsProps, ListPositionsPropsBase };
+export { AccountSnapshot, ListPositionsProps, ListPositionsPropsBase, ListStrategyPositionsProps, accountSnapshotFromCreditAccountData };

package/dist/types/sdk/types/state.d.ts

@@ -7,6 +7,7 @@ import { RWAState } from "../market/rwa/types.js";
 import "../market/rwa/index.js";
 import { ZapperData } from "../market/types.js";
 import "../market/index.js";
+import { TokensMetaState } from "../base/TokensMeta.js";
 import { AddressProviderState } from "../core/types.js";
 import "../core/index.js";
 import "../base/index.js";
@@ -49,6 +50,11 @@ interface GearboxState<Plugins extends PluginsMap = {}> {
    * All loaded market data.
    **/
   markets: MarketData[];
+  /**
+   * Metadata of all known tokens, including the extended data (contract types,
+   * serialized params) that has no compressor of its own.
+   **/
+  tokens?: TokensMetaState;
   /**
    * RWA compressor state snapshot, if RWA factories were loaded.
    **/

package/dist/types/sdk/utils/viem/executeMulticallBatches.d.ts

@@ -0,0 +1,39 @@
+import { Chain, ContractFunctionParameters, MulticallResponse, PublicClient, Transport } from "viem";
+//#region src/sdk/utils/viem/executeMulticallBatches.d.ts
+/**
+ * A group of contract calls owned by a single registry, paired with a callback
+ * that receives the results of exactly this group, in the same order.
+ *
+ * Unlike {@link DelegatedMulticall}, which maps one call to one result, a batch
+ * maps N calls to one handler: some loaders need all their results at once
+ * (e.g. two calls per token, or a map rebuilt only after every market answered).
+ **/
+interface MulticallBatch {
+  /** Contract calls of this batch. */
+  contracts: ContractFunctionParameters[];
+  /** Callback invoked with the results of this batch's calls, in order. */
+  onResults: (resps: MulticallResponse[]) => void;
+}
+/**
+ * Options for {@link executeMulticallBatches}.
+ **/
+interface ExecuteMulticallBatchesOptions {
+  /** Block to read at, defaults to the latest block. */
+  blockNumber?: bigint;
+}
+/**
+ * Executes the calls of several {@link MulticallBatch}es as a single multicall
+ * aggregate and dispatches each batch its own slice of the results.
+ *
+ * Failures are allowed per call: loaders in a batch decide themselves how to
+ * treat a reverted call (e.g. `contractType()` reverting on a plain ERC-20 is
+ * expected). Use {@link executeDelegatedMulticalls} instead when the calls need
+ * price updates applied first.
+ *
+ * @param client - Viem public client.
+ * @param batches - Batches to execute together, empty ones are allowed.
+ * @param opts - Block number forwarded to the multicall.
+ **/
+declare function executeMulticallBatches(client: PublicClient<Transport, Chain>, batches: MulticallBatch[], opts?: ExecuteMulticallBatchesOptions): Promise<void>;
+//#endregion
+export { ExecuteMulticallBatchesOptions, MulticallBatch, executeMulticallBatches };

package/dist/types/sdk/utils/viem/index.d.ts

@@ -1,8 +1,9 @@
-import { SimulateCallOptions, SimulateCallParameters, SimulateCallReturnType, SimulationError, SimulationErrorType, simulateCall } from "./simulateCall.js";
 import { generateCastTraceCall, getCastTraceArgs } from "./cast.js";
 import { DelegatedMulticall, executeDelegatedMulticalls } from "./executeDelegatedMulticalls.js";
+import { ExecuteMulticallBatchesOptions, MulticallBatch, executeMulticallBatches } from "./executeMulticallBatches.js";
 import { EstimateRawTxGasParameters, SendRawTxParameters, estimateRawTxGas, sendRawTx } from "./sendRawTx.js";
+import { SimulateCallOptions, SimulateCallParameters, SimulateCallReturnType, SimulationError, SimulationErrorType, simulateCall } from "./simulateCall.js";
 import { SimulateMulticallParameters, SimulateMulticallReturnType, simulateMulticall } from "./simulateMulticall.js";
 import { SimulateWithPriceUpdatesError, SimulateWithPriceUpdatesErrorParams, SimulateWithPriceUpdatesErrorType, SimulateWithPriceUpdatesParameters, SimulateWithPriceUpdatesReturnType, getSimulateWithPriceUpdatesError, simulateWithPriceUpdates } from "./simulateWithPriceUpdates.js";
 import { WatchBlocksAsyncParameters, WatchBlocksAsyncReturnType, watchBlocksAsync } from "./watchBlocksAsync.js";
-export { DelegatedMulticall, EstimateRawTxGasParameters, SendRawTxParameters, SimulateCallOptions, SimulateCallParameters, SimulateCallReturnType, SimulateMulticallParameters, SimulateMulticallReturnType, SimulateWithPriceUpdatesError, SimulateWithPriceUpdatesErrorParams, SimulateWithPriceUpdatesErrorType, SimulateWithPriceUpdatesParameters, SimulateWithPriceUpdatesReturnType, SimulationError, SimulationErrorType, WatchBlocksAsyncParameters, WatchBlocksAsyncReturnType, estimateRawTxGas, executeDelegatedMulticalls, generateCastTraceCall, getCastTraceArgs, getSimulateWithPriceUpdatesError, sendRawTx, simulateCall, simulateMulticall, simulateWithPriceUpdates, watchBlocksAsync };
+export { DelegatedMulticall, EstimateRawTxGasParameters, ExecuteMulticallBatchesOptions, MulticallBatch, SendRawTxParameters, SimulateCallOptions, SimulateCallParameters, SimulateCallReturnType, SimulateMulticallParameters, SimulateMulticallReturnType, SimulateWithPriceUpdatesError, SimulateWithPriceUpdatesErrorParams, SimulateWithPriceUpdatesErrorType, SimulateWithPriceUpdatesParameters, SimulateWithPriceUpdatesReturnType, SimulationError, SimulationErrorType, WatchBlocksAsyncParameters, WatchBlocksAsyncReturnType, estimateRawTxGas, executeDelegatedMulticalls, executeMulticallBatches, generateCastTraceCall, getCastTraceArgs, getSimulateWithPriceUpdatesError, sendRawTx, simulateCall, simulateMulticall, simulateWithPriceUpdates, watchBlocksAsync };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gearbox-protocol/sdk",
-  "version": "15.1.0-next.1",
+  "version": "15.1.0-next.11",
   "description": "Gearbox SDK",
   "license": "MIT",
   "repository": {
@@ -147,5 +147,6 @@
       "biome check --no-errors-on-unmatched --write"
     ]
   },
+  "foundryVersion": "1.7.1",
   "packageManager": "pnpm@11.7.0"
 }

package/dist/cjs/model/history.js

@@ -1,53 +0,0 @@
-Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
-//#region src/model/history.ts
-/**
-* Every {@link PoolHistoryMetric}, for callers that enumerate them.
-**/
-const POOL_HISTORY_METRICS = [
-	"depositApy",
-	"borrowApy",
-	"dieselRate",
-	"supplied",
-	"borrowed",
-	"availableLiquidity"
-];
-/**
-* Every {@link StrategyHistoryMetric}, for callers that enumerate them.
-**/
-const STRATEGY_HISTORY_METRICS = [
-	"netApy",
-	"borrowApy",
-	"collateralApy",
-	"tvl",
-	"collateralPrice",
-	"collateralUsdPrice",
-	"underlyingUsdPrice"
-];
-/**
-* Every {@link PoolPositionHistoryMetric}, for callers that enumerate them.
-**/
-const POOL_POSITION_HISTORY_METRICS = [
-	"depositApy",
-	"borrowApy",
-	"dieselRate",
-	"supplied",
-	"borrowed",
-	"availableLiquidity"
-];
-/**
-* Every {@link StrategyPositionHistoryMetric}, for callers that enumerate them.
-**/
-const STRATEGY_POSITION_HISTORY_METRICS = [
-	"netApy",
-	"borrowApy",
-	"collateralApy",
-	"tvl",
-	"collateralPrice",
-	"collateralUsdPrice",
-	"underlyingUsdPrice"
-];
-//#endregion
-exports.POOL_HISTORY_METRICS = POOL_HISTORY_METRICS;
-exports.POOL_POSITION_HISTORY_METRICS = POOL_POSITION_HISTORY_METRICS;
-exports.STRATEGY_HISTORY_METRICS = STRATEGY_HISTORY_METRICS;
-exports.STRATEGY_POSITION_HISTORY_METRICS = STRATEGY_POSITION_HISTORY_METRICS;

package/dist/cjs/model/history.schema.js

@@ -1,128 +0,0 @@
-Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
-const require_model_primitives_schema = require("./primitives.schema.js");
-const require_model_opportunities_schema = require("./opportunities.schema.js");
-const require_model_positions_schema = require("./positions.schema.js");
-let zod_v4 = require("zod/v4");
-//#region src/model/history.schema.ts
-/**
-* Runtime schemas for {@link ./history.js}, see the note in
-* `primitives.schema.ts` on why they are written by hand.
-**/
-/**
-* {@link HistoryRange}
-**/
-const historyRangeSchema = zod_v4.z.union([
-	zod_v4.z.literal("1d"),
-	zod_v4.z.literal("1w"),
-	zod_v4.z.literal("1m"),
-	zod_v4.z.literal("1y"),
-	zod_v4.z.literal("max")
-]);
-/**
-* {@link PoolHistoryMetric}
-**/
-const poolHistoryMetricSchema = zod_v4.z.union([
-	zod_v4.z.literal("depositApy"),
-	zod_v4.z.literal("borrowApy"),
-	zod_v4.z.literal("dieselRate"),
-	zod_v4.z.literal("supplied"),
-	zod_v4.z.literal("borrowed"),
-	zod_v4.z.literal("availableLiquidity")
-]);
-/**
-* {@link StrategyHistoryMetric}
-**/
-const strategyHistoryMetricSchema = zod_v4.z.union([
-	zod_v4.z.literal("netApy"),
-	zod_v4.z.literal("borrowApy"),
-	zod_v4.z.literal("collateralApy"),
-	zod_v4.z.literal("tvl"),
-	zod_v4.z.literal("collateralPrice"),
-	zod_v4.z.literal("collateralUsdPrice"),
-	zod_v4.z.literal("underlyingUsdPrice")
-]);
-/**
-* {@link PoolPositionHistoryMetric}
-**/
-const poolPositionHistoryMetricSchema = zod_v4.z.union([
-	zod_v4.z.literal("depositApy"),
-	zod_v4.z.literal("borrowApy"),
-	zod_v4.z.literal("dieselRate"),
-	zod_v4.z.literal("supplied"),
-	zod_v4.z.literal("borrowed"),
-	zod_v4.z.literal("availableLiquidity")
-]);
-/**
-* {@link StrategyPositionHistoryMetric}
-**/
-const strategyPositionHistoryMetricSchema = zod_v4.z.union([
-	zod_v4.z.literal("netApy"),
-	zod_v4.z.literal("borrowApy"),
-	zod_v4.z.literal("collateralApy"),
-	zod_v4.z.literal("tvl"),
-	zod_v4.z.literal("collateralPrice"),
-	zod_v4.z.literal("collateralUsdPrice"),
-	zod_v4.z.literal("underlyingUsdPrice")
-]);
-/**
-* {@link PositionHistoryMetric}
-**/
-const positionHistoryMetricSchema = zod_v4.z.union([poolPositionHistoryMetricSchema, strategyPositionHistoryMetricSchema]);
-/**
-* {@link HistoryMetric}
-**/
-const historyMetricSchema = zod_v4.z.union([
-	poolHistoryMetricSchema,
-	strategyHistoryMetricSchema,
-	positionHistoryMetricSchema
-]);
-/**
-* {@link HistoryPoint}
-**/
-const historyPointSchema = zod_v4.z.object({
-	timestamp: require_model_primitives_schema.timestampSchema,
-	value: zod_v4.z.number()
-});
-/**
-* {@link HistoryChartMetadata}
-*
-* TODO: empty until the backend specifies the payload.
-**/
-const historyChartMetadataSchema = zod_v4.z.object({});
-/**
-* {@link HistorySeries}
-**/
-const historySeriesSchema = zod_v4.z.object({
-	metric: historyMetricSchema,
-	points: zod_v4.z.array(historyPointSchema),
-	metadata: historyChartMetadataSchema
-});
-/**
-* {@link OpportunityHistoryQuery}
-**/
-const opportunityHistoryQuerySchema = zod_v4.z.object({
-	opportunity: require_model_opportunities_schema.opportunityKeySchema,
-	range: historyRangeSchema,
-	metric: historyMetricSchema
-});
-/**
-* {@link PositionHistoryQuery}
-**/
-const positionHistoryQuerySchema = zod_v4.z.object({
-	position: require_model_positions_schema.positionKeySchema,
-	range: historyRangeSchema,
-	metric: positionHistoryMetricSchema
-});
-//#endregion
-exports.historyChartMetadataSchema = historyChartMetadataSchema;
-exports.historyMetricSchema = historyMetricSchema;
-exports.historyPointSchema = historyPointSchema;
-exports.historyRangeSchema = historyRangeSchema;
-exports.historySeriesSchema = historySeriesSchema;
-exports.opportunityHistoryQuerySchema = opportunityHistoryQuerySchema;
-exports.poolHistoryMetricSchema = poolHistoryMetricSchema;
-exports.poolPositionHistoryMetricSchema = poolPositionHistoryMetricSchema;
-exports.positionHistoryMetricSchema = positionHistoryMetricSchema;
-exports.positionHistoryQuerySchema = positionHistoryQuerySchema;
-exports.strategyHistoryMetricSchema = strategyHistoryMetricSchema;
-exports.strategyPositionHistoryMetricSchema = strategyPositionHistoryMetricSchema;

package/dist/cjs/sdk/accounts/intents/intents/index.js

@@ -1,14 +0,0 @@
-Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
-const require_sdk_accounts_intents_intents_resume_add_collateral_add_collateral = require("./resume/add-collateral/add-collateral.js");
-const require_sdk_accounts_intents_intents_resume_close_close = require("./resume/close/close.js");
-const require_sdk_accounts_intents_intents_resume_decrease_leverage_decrease_leverage = require("./resume/decrease-leverage/decrease-leverage.js");
-const require_sdk_accounts_intents_intents_resume_deposit_deposit = require("./resume/deposit/deposit.js");
-const require_sdk_accounts_intents_intents_resume_increase_leverage_increase_leverage = require("./resume/increase-leverage/increase-leverage.js");
-const require_sdk_accounts_intents_intents_resume_withdraw_withdraw = require("./resume/withdraw/withdraw.js");
-require("./resume/index.js");
-exports.buildResumeAddCollateralOperations = require_sdk_accounts_intents_intents_resume_add_collateral_add_collateral.buildResumeAddCollateralOperations;
-exports.buildResumeCloseOperations = require_sdk_accounts_intents_intents_resume_close_close.buildResumeCloseOperations;
-exports.buildResumeDecreaseLeverageOperations = require_sdk_accounts_intents_intents_resume_decrease_leverage_decrease_leverage.buildResumeDecreaseLeverageOperations;
-exports.buildResumeDepositOperations = require_sdk_accounts_intents_intents_resume_deposit_deposit.buildResumeDepositOperations;
-exports.buildResumeIncreaseLeverageOperations = require_sdk_accounts_intents_intents_resume_increase_leverage_increase_leverage.buildResumeIncreaseLeverageOperations;
-exports.buildResumeWithdrawOperations = require_sdk_accounts_intents_intents_resume_withdraw_withdraw.buildResumeWithdrawOperations;