@gearbox-protocol/sdk 15.1.0-next.14 → 15.1.0-next.15

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

@@ -1,6 +1,87 @@
-import { PlaceholderAdapterContract } from "./adapters/PlaceholderAdapterContracts.js";
-import { PlaceholderMidasGatewayAdapterContract } from "./adapters/midas/PlaceholderMidasGatewayAdapterContract.js";
-import { PlaceholderMidasIssuanceVaultAdapterContract } from "./adapters/midas/PlaceholderMidasIssuanceVaultAdapterContract.js";
+import { AdapterType } from "./adapters/types.js";
+import { adapterActionAbi, adapterActionSelectors, adapterActionSignatures } from "./adapters/abi/actionAbi.js";
+import { erc4626ReferralAdapterAbi } from "./adapters/abi/adapters/erc4626ReferralAdapter.js";
+import { iBalancerV3RouterAdapterAbi } from "./adapters/abi/adapters/iBalancerV3RouterAdapter.js";
+import { iBalancerV3WrapperAdapterAbi } from "./adapters/abi/adapters/iBalancerV3WrapperAdapter.js";
+import { iCamelotV3AdapterAbi } from "./adapters/abi/adapters/iCamelotV3Adapter.js";
+import { iConvexV1BaseRewardPoolAdapterAbi } from "./adapters/abi/adapters/iConvexV1BaseRewardPoolAdapter.js";
+import { iConvexV1BoosterAdapterAbi } from "./adapters/abi/adapters/iConvexV1BoosterAdapter.js";
+import { iCurveV1_2AssetsAdapterAbi } from "./adapters/abi/adapters/iCurveV1_2AssetsAdapter.js";
+import { iCurveV1_3AssetsAdapterAbi } from "./adapters/abi/adapters/iCurveV1_3AssetsAdapter.js";
+import { iCurveV1_4AssetsAdapterAbi } from "./adapters/abi/adapters/iCurveV1_4AssetsAdapter.js";
+import { iCurveV1StableNgAdapterAbi } from "./adapters/abi/adapters/iCurveV1StableNgAdapter.js";
+import { iDaiUsdsAdapterAbi } from "./adapters/abi/adapters/iDaiUsdsAdapter.js";
+import { iFluidDexAdapterAbi } from "./adapters/abi/adapters/iFluidDexAdapter.js";
+import { iInfinifiGatewayAdapterAbi } from "./adapters/abi/adapters/iInfinifiGatewayAdapter.js";
+import { iInfinifiUnwindingGatewayAbi, iInfinifiUnwindingGatewayAdapterAbi } from "./adapters/abi/adapters/iInfinifiUnwindingGateway.js";
+import { iKelpLrtDepositPoolAdapterAbi, iKelpLrtDepositPoolGatewayAbi } from "./adapters/abi/adapters/iKelpLrtDepositPool.js";
+import { iKelpLrtWithdrawalManagerAdapterAbi, iKelpLrtWithdrawalManagerGatewayAbi } from "./adapters/abi/adapters/iKelpLrtWithdrawalManager.js";
+import { iLidoV1AdapterAbi } from "./adapters/abi/adapters/iLidoV1Adapter.js";
+import { iMellow4626VaultAdapterAbi } from "./adapters/abi/adapters/iMellow4626VaultAdapter.js";
+import { iMellowClaimerAdapterAbi } from "./adapters/abi/adapters/iMellowClaimerAdapter.js";
+import { iMellowWrapperAdapterAbi } from "./adapters/abi/adapters/iMellowWrapperAdapter.js";
+import { iMidasGatewayAdapterV311Abi } from "./adapters/abi/adapters/iMidasGatewayAdapterV311.js";
+import { iMidasIssuanceVaultAdapterV310Abi } from "./adapters/abi/adapters/iMidasIssuanceVaultAdapterV310.js";
+import { iMidasRedemptionVaultAdapterV310Abi, iMidasRedemptionVaultGatewayV310Abi } from "./adapters/abi/adapters/iMidasRedemptionVaultAdapterV310.js";
+import { iPendleRouterAdapterAbi } from "./adapters/abi/adapters/iPendleRouterAdapter.js";
+import { iSecuritizeOnRampAdapterV310Abi } from "./adapters/abi/adapters/iSecuritizeOnRampAdapterV310.js";
+import { iSecuritizeRedemptionGatewayAdapterV311Abi } from "./adapters/abi/adapters/iSecuritizeRedemptionGatewayAdapterV311.js";
+import { iStakingRewardsAdapterAbi } from "./adapters/abi/adapters/iStakingRewardsAdapter.js";
+import { iTraderJoeRouterAdapterAbi } from "./adapters/abi/adapters/iTraderJoeRouterAdapter.js";
+import { iUniswapV2AdapterAbi } from "./adapters/abi/adapters/iUniswapV2Adapter.js";
+import { iUniswapV3AdapterAbi } from "./adapters/abi/adapters/iUniswapV3Adapter.js";
+import { iUniswapV4AdapterAbi, iUniswapV4GatewayAbi } from "./adapters/abi/adapters/iUniswapV4Adapter.js";
+import { iUpshiftVaultAdapterAbi, iUpshiftVaultGatewayAbi } from "./adapters/abi/adapters/iUpshiftVaultAdapter.js";
+import { iVelodromeV2RouterAdapterAbi } from "./adapters/abi/adapters/iVelodromeV2RouterAdapter.js";
+import { iwstEthv1AdapterAbi } from "./adapters/abi/adapters/iwstEthv1Adapter.js";
+import { mellowDvvAdapterAbi } from "./adapters/abi/adapters/mellowDvvAdapter.js";
+import { adapterConstructorAbi } from "./adapters/abi/conctructorAbi.js";
+import { iMidasGatewayV311Abi } from "./adapters/abi/midas/iMidasGatewayV311.js";
+import { iBaseOnRampAbi } from "./adapters/abi/securitize/iBaseOnRamp.js";
+import { iSecuritizeOnRampAbi } from "./adapters/abi/securitize/iSecuritizeOnRamp.js";
+import { iSecuritizeRedemptionGatewayV311Abi } from "./adapters/abi/securitize/iSecuritizeRedemptionGatewayV311.js";
+import { iBalancerV3RouterAbi, iBalancerV3WrapperAbi, iBaseRewardPoolAbi, iBoosterAbi, iCamelotV3RouterAbi, iCurvePoolAbi, iCurvePoolStableNGAbi, iCurvePool_2Abi, iCurvePool_3Abi, iCurvePool_4Abi, iDaiUsdsAbi, iERC4626Abi, iERC4626ReferralAbi, iFluidDexAbi, iInfinifiGatewayAbi, iKelpLRTDepositPoolGatewayAbi, iKelpLRTWithdrawalManagerGatewayAbi, iMellowClaimerAbi, iMellowWrapperAbi, iMidasIssuanceVaultV310Abi, iPendleRouterAbi, iStakingRewardsAbi, iTraderJoeRouterAbi, iUniswapV2Router02Abi, iUniswapV3Abi, iVelodromeV2RouterAbi, iwstETHAbi, lidoV1_WETHGatewayAbi } from "./adapters/abi/targetContractAbi.js";
+import { getAdapterActionAbi, getAdapterDeployParamsAbi, getAdapterType, hasAdapterDeployParamsAbi, parseAdapterAction, parseAdapterDeployParams } from "./adapters/abi/utils.js";
+import { allTransfersAsTokenAmounts, classifyCurveOperation, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, fnSigToName, parsePosNegAmount, rewardsFromTransfers, swapFromTransfers, toNetTransfers } from "./adapters/transferHelpers.js";
+import { AbstractAdapterContract } from "./adapters/contracts/AbstractAdapter.js";
+import { AccountMigratorAdapterContract } from "./adapters/contracts/AccountMigratorAdapterContract.js";
+import { BalancerV3PoolStatus, BalancerV3RouterAdapterContract } from "./adapters/contracts/BalancerV3RouterAdapterContract.js";
+import { BalancerV3WrapperAdapterContract } from "./adapters/contracts/BalancerV3WrapperAdapterContract.js";
+import { CamelotV3AdapterContract } from "./adapters/contracts/CamelotV3AdapterContract.js";
+import { ConvexV1BaseRewardPoolAdapterContract } from "./adapters/contracts/ConvexV1BaseRewardPoolAdapterContract.js";
+import { ConvexV1BoosterAdapterContract } from "./adapters/contracts/ConvexV1BoosterAdapterContract.js";
+import { Curve2AssetsAdapterContract } from "./adapters/contracts/Curve2AssetsAdapterContract.js";
+import { Curve3AssetsAdapterContract } from "./adapters/contracts/Curve3AssetsAdapterContract.js";
+import { Curve4AssetsAdapterContract } from "./adapters/contracts/Curve4AssetsAdapterContract.js";
+import { CurveV1AdapterStETHContract } from "./adapters/contracts/CurveV1AdapterStETHContract.js";
+import { CurveV1StableNGAdapterContract } from "./adapters/contracts/CurveV1StableNGAdapterContract.js";
+import { DaiUsdsAdapterContract } from "./adapters/contracts/DaiUsdsAdapterContract.js";
+import { ERC4626AdapterContract } from "./adapters/contracts/ERC4626AdapterContract.js";
+import { ERC4626ReferralAdapterContract } from "./adapters/contracts/ERC4626ReferralAdapterContract.js";
+import { FluidDexAdapterContract } from "./adapters/contracts/FluidDexAdapterContract.js";
+import { InfinifiGatewayAdapterContract } from "./adapters/contracts/InfinifiGatewayAdapterContract.js";
+import { InfinifiUnwindingGatewayAdapterContract } from "./adapters/contracts/InfinifiUnwindingGatewayAdapterContract.js";
+import { KelpLRTDepositPoolAdapterContract } from "./adapters/contracts/KelpLRTDepositPoolAdapterContract.js";
+import { KelpLRTWithdrawalManagerAdapterContract } from "./adapters/contracts/KelpLRTWithdrawalManagerAdapterContract.js";
+import { LidoV1AdapterContract } from "./adapters/contracts/LidoV1AdapterContract.js";
+import { MellowClaimerAdapterContract } from "./adapters/contracts/MellowClaimerAdapterContract.js";
+import { MellowDVVAdapterContract } from "./adapters/contracts/MellowDVVAdapterContract.js";
+import { MellowERC4626VaultAdapterContract } from "./adapters/contracts/MellowERC4626VaultAdapterContract.js";
+import { MellowWrapperAdapterContract } from "./adapters/contracts/MellowWrapperAdapterContract.js";
+import { MidasGatewayAdapterContract } from "./adapters/contracts/MidasGatewayAdapterContract.js";
+import { MidasIssuanceVaultAdapterContract } from "./adapters/contracts/MidasIssuanceVaultAdapterContract.js";
+import { MidasRedemptionVaultAdapterContract } from "./adapters/contracts/MidasRedemptionVaultAdapterContract.js";
+import { PendlePairStatus, PendleRouterAdapterContract, PendleTokenType } from "./adapters/contracts/PendleRouterAdapterContract.js";
+import { SecuritizeOnRampAdapterContract } from "./adapters/contracts/SecuritizeOnRampAdapterContract.js";
+import { SecuritizeRedemptionGatewayAdapterContract } from "./adapters/contracts/SecuritizeRedemptionGatewayAdapterContract.js";
+import { StakingRewardsAdapterContract } from "./adapters/contracts/StakingRewardsAdapterContract.js";
+import { TraderJoePoolVersion, TraderJoeRouterAdapterContract } from "./adapters/contracts/TraderJoeRouterAdapterContract.js";
+import { UniswapV2AdapterContract } from "./adapters/contracts/UniswapV2AdapterContract.js";
+import { UniswapV3AdapterContract } from "./adapters/contracts/UniswapV3AdapterContract.js";
+import { UniswapV4AdapterContract } from "./adapters/contracts/UniswapV4AdapterContract.js";
+import { UpshiftVaultAdapterContract } from "./adapters/contracts/UpshiftVaultAdapterContract.js";
+import { VelodromeV2RouterAdapterContract } from "./adapters/contracts/VelodromeV2AdapterContract.js";
+import { WstETHV1AdapterContract } from "./adapters/contracts/WstETHV1AdapterContract.js";
 import { createAdapter } from "./adapters/createAdapter.js";
 import "./adapters/index.js";
 import { CreditConfiguratorV310Contract } from "./credit/CreditConfiguratorV310Contract.js";
@@ -63,4 +144,4 @@ import { RWARegistry } from "./rwa/RWARegistry.js";
 import { RWA_FACTORY_TYPES, isRWAFactory } from "./rwa/types.js";
 import "./rwa/index.js";
 import "./types.js";
-export { AbstractLPPriceFeedContract, AbstractPriceFeedContract, BalancerStablePriceFeedContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CompositePriceFeedContract, CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, Erc4626PriceFeedContract, ExternalPriceFeedContract, GaugeContract, IERC20ZapperContract, IETHZapperContract, LinearInterestRateModelContract, MAX_LEVERAGE_BUFFER_BPS, MarketRegister, MarketSuite, MellowLRTPriceFeedContract, MidasLiquidatorContract, NON_STRATEGY_PHANTOM_TOKEN_TYPES, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, PartialPriceFeedInitError, PendleTWAPPTPriceFeed, PlaceholderAdapterContract, PlaceholderMidasGatewayAdapterContract, PlaceholderMidasIssuanceVaultAdapterContract, PoolSuite, PoolV310Contract, PriceFeedRef, PriceFeedRegister, PriceOracleV310Contract, PythPriceFeed, RWARegistry, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeLiquidatorContract, SecuritizeRWAFactory, UnsupportedZapperFunctionError, WstETHPriceFeedContract, YearnPriceFeedContract, ZapperContract, ZeroPriceFeedContract, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, fetchRedstonePayloads, getRawPriceUpdates, healthFactorBps, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, minSeizedAmount, mustGetDominantCollateral, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };
+export { AbstractAdapterContract, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterType, BalancerStablePriceFeedContract, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CamelotV3AdapterContract, CompositePriceFeedContract, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, DaiUsdsAdapterContract, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExternalPriceFeedContract, FluidDexAdapterContract, GaugeContract, IERC20ZapperContract, IETHZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LidoV1AdapterContract, LinearInterestRateModelContract, MAX_LEVERAGE_BUFFER_BPS, MarketRegister, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, NON_STRATEGY_PHANTOM_TOKEN_TYPES, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, PartialPriceFeedInitError, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolSuite, PoolV310Contract, PriceFeedRef, PriceFeedRegister, PriceOracleV310Contract, PythPriceFeed, RWARegistry, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeLiquidatorContract, SecuritizeOnRampAdapterContract, SecuritizeRWAFactory, SecuritizeRedemptionGatewayAdapterContract, StakingRewardsAdapterContract, TraderJoePoolVersion, TraderJoeRouterAdapterContract, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnsupportedZapperFunctionError, UpshiftVaultAdapterContract, VelodromeV2RouterAdapterContract, WstETHPriceFeedContract, WstETHV1AdapterContract, YearnPriceFeedContract, ZapperContract, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, classifyCurveOperation, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, dominantCollateral, erc4626ReferralAdapterAbi, expectedBalanceDeltas, fetchRedstonePayloads, fnSigToName, getAdapterActionAbi, getAdapterDeployParamsAbi, getAdapterType, getRawPriceUpdates, hasAdapterDeployParamsAbi, healthFactorBps, iBalancerV3RouterAbi, iBalancerV3RouterAdapterAbi, iBalancerV3WrapperAbi, iBalancerV3WrapperAdapterAbi, iBaseOnRampAbi, iBaseRewardPoolAbi, iBoosterAbi, iCamelotV3AdapterAbi, iCamelotV3RouterAbi, iConvexV1BaseRewardPoolAdapterAbi, iConvexV1BoosterAdapterAbi, iCurvePoolAbi, iCurvePoolStableNGAbi, iCurvePool_2Abi, iCurvePool_3Abi, iCurvePool_4Abi, iCurveV1StableNgAdapterAbi, iCurveV1_2AssetsAdapterAbi, iCurveV1_3AssetsAdapterAbi, iCurveV1_4AssetsAdapterAbi, iDaiUsdsAbi, iDaiUsdsAdapterAbi, iERC4626Abi, iERC4626ReferralAbi, iFluidDexAbi, iFluidDexAdapterAbi, iInfinifiGatewayAbi, iInfinifiGatewayAdapterAbi, iInfinifiUnwindingGatewayAbi, iInfinifiUnwindingGatewayAdapterAbi, iKelpLRTDepositPoolGatewayAbi, iKelpLRTWithdrawalManagerGatewayAbi, iKelpLrtDepositPoolAdapterAbi, iKelpLrtDepositPoolGatewayAbi, iKelpLrtWithdrawalManagerAdapterAbi, iKelpLrtWithdrawalManagerGatewayAbi, iLidoV1AdapterAbi, iMellow4626VaultAdapterAbi, iMellowClaimerAbi, iMellowClaimerAdapterAbi, iMellowWrapperAbi, iMellowWrapperAdapterAbi, iMidasGatewayAdapterV311Abi, iMidasGatewayV311Abi, iMidasIssuanceVaultAdapterV310Abi, iMidasIssuanceVaultV310Abi, iMidasRedemptionVaultAdapterV310Abi, iMidasRedemptionVaultGatewayV310Abi, iPendleRouterAbi, iPendleRouterAdapterAbi, iSecuritizeOnRampAbi, iSecuritizeOnRampAdapterV310Abi, iSecuritizeRedemptionGatewayAdapterV311Abi, iSecuritizeRedemptionGatewayV311Abi, iStakingRewardsAbi, iStakingRewardsAdapterAbi, iTraderJoeRouterAbi, iTraderJoeRouterAdapterAbi, iUniswapV2AdapterAbi, iUniswapV2Router02Abi, iUniswapV3Abi, iUniswapV3AdapterAbi, iUniswapV4AdapterAbi, iUniswapV4GatewayAbi, iUpshiftVaultAdapterAbi, iUpshiftVaultGatewayAbi, iVelodromeV2RouterAbi, iVelodromeV2RouterAdapterAbi, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, iwstETHAbi, iwstEthv1AdapterAbi, lidoV1_WETHGatewayAbi, mellowDvvAdapterAbi, minSeizedAmount, mustGetDominantCollateral, optimalHFForPartialLiquidation, optimalRepaidAmount, parseAdapterAction, parseAdapterDeployParams, parsePosNegAmount, rayToBps, rewardsFromTransfers, swapFromTransfers, toNetTransfers, usdToNumber };

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

@@ -1,6 +1,7 @@
 import { AddressMap } from "../../utils/AddressMap.js";
 import { AddressSet } from "../../utils/AddressSet.js";
-import { AP_PRICE_FEED_COMPRESSOR } from "../../constants/address-provider.js";
+import { AP_PRICE_FEED_COMPRESSOR, AP_WETH_TOKEN } from "../../constants/address-provider.js";
+import { NATIVE_ADDRESS } from "../../constants/addresses.js";
 import "../../constants/math.js";
 import { VERSION_RANGE_310 } from "../../constants/versions.js";
 import "../../constants/index.js";
@@ -14,7 +15,7 @@ import { PriceFeedRef } from "../pricefeeds/PriceFeedRef.js";
 import { getRawPriceUpdates } from "../pricefeeds/getRawPriceUpdates.js";
 import "../pricefeeds/index.js";
 import PriceFeedAnswerMap from "./PriceFeedAnswerMap.js";
-import { stringToHex } from "viem";
+import { isAddressEqual, stringToHex } from "viem";
 import { format, formatDistanceToNow } from "date-fns";
 //#region src/sdk/market/oracle/PriceOracleBaseContract.ts
 const ZERO_PRICE_FEED = stringToHex("PRICE_FEED::ZERO", { size: 32 });
@@ -108,10 +109,12 @@ var PriceOracleBaseContract = class extends BaseContract {
 	**/
 	convert(from, to, amount, reserve = false) {
 		if (from === to) return amount;
-		const fromPrice = reserve ? this.reservePrice(from) : this.mainPrice(from);
-		const fromScale = 10n ** BigInt(this.tokensMeta.decimals(from));
-		const toPrice = reserve ? this.reservePrice(to) : this.mainPrice(to);
-		const toScale = 10n ** BigInt(this.tokensMeta.decimals(to));
+		const fromToken = this.#priceableToken(from);
+		const toToken = this.#priceableToken(to);
+		const fromPrice = reserve ? this.reservePrice(fromToken) : this.mainPrice(fromToken);
+		const fromScale = 10n ** BigInt(this.tokensMeta.decimals(fromToken));
+		const toPrice = reserve ? this.reservePrice(toToken) : this.mainPrice(toToken);
+		const toScale = 10n ** BigInt(this.tokensMeta.decimals(toToken));
 		return amount * fromPrice * toScale / (toPrice * fromScale);
 	}
 	/**
@@ -119,8 +122,9 @@ var PriceOracleBaseContract = class extends BaseContract {
 	**/
 	convertToUSD(from, amount, reserve = false) {
 		if (amount === 0n) return 0n;
-		const price = reserve ? this.reservePrice(from) : this.mainPrice(from);
-		const scale = 10n ** BigInt(this.tokensMeta.decimals(from));
+		const token = this.#priceableToken(from);
+		const price = reserve ? this.reservePrice(token) : this.mainPrice(token);
+		const scale = 10n ** BigInt(this.tokensMeta.decimals(token));
 		return amount * price / scale;
 	}
 	/**
@@ -128,8 +132,9 @@ var PriceOracleBaseContract = class extends BaseContract {
 	**/
 	convertFromUSD(to, amount, reserve = false) {
 		if (amount === 0n) return 0n;
-		const price = reserve ? this.reservePrice(to) : this.mainPrice(to);
-		return amount * 10n ** BigInt(this.tokensMeta.decimals(to)) / price;
+		const token = this.#priceableToken(to);
+		const price = reserve ? this.reservePrice(token) : this.mainPrice(token);
+		return amount * 10n ** BigInt(this.tokensMeta.decimals(token)) / price;
 	}
 	/**
 	* {@inheritDoc IPriceOracleContract.safeConvertToUSD}
@@ -162,12 +167,32 @@ var PriceOracleBaseContract = class extends BaseContract {
 	* {@inheritDoc IPriceOracleContract.toTokenAmount}
 	**/
 	toTokenAmount = (token, value) => {
+		if (isAddressEqual(token, "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE")) {
+			const { symbol, name, decimals } = this.sdk.chain.nativeCurrency;
+			return {
+				token: {
+					chainId: this.sdk.chainId,
+					address: NATIVE_ADDRESS,
+					symbol,
+					name,
+					decimals
+				},
+				...this.toAmount(token, value)
+			};
+		}
 		return {
 			token: this.tokensMeta.mustGetToken(token),
 			...this.toAmount(token, value)
 		};
 	};
 	/**
+	* The native pseudo-address has no feed of its own; it is priced through
+	* WETH. All other tokens price as themselves.
+	**/
+	#priceableToken(token) {
+		return isAddressEqual(token, "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE") ? this.sdk.addressProvider.getAddress(AP_WETH_TOKEN, 0) : token;
+	}
+	/**
 	* {@inheritDoc IPriceOracleContract.priceFeedData}
 	**/
 	priceFeedData(token) {

package/dist/esm/sdk/positions/PositionsService.js

@@ -96,7 +96,8 @@ var PositionsService = class extends SDKConstruct {
 			snapshot,
 			baseInterestRate: data.baseInterestRate,
 			feeInterest: data.feeInterest,
-			quotaRates: data.quotaRates
+			quotaRates: data.quotaRates,
+			resolveToken: (address) => this.sdk.tokensMeta.mustGetToken(address)
 		});
 	}
 	/**
@@ -117,7 +118,8 @@ var PositionsService = class extends SDKConstruct {
 			snapshot,
 			baseInterestRate: data.baseInterestRate,
 			feeInterest: data.feeInterest,
-			quotaRates: data.quotaRates
+			quotaRates: data.quotaRates,
+			resolveToken: (address) => this.sdk.tokensMeta.mustGetToken(address)
 		}).totalOnDebt));
 	}
 	/**

package/dist/esm/sdk/positions/calcBorrowRate.js

@@ -15,20 +15,23 @@ import { calcBorrowApy } from "../market/math.js";
 * parity with the frontend's `BorrowRateUtils`.
 **/
 function calcBorrowRate(props) {
-	const { snapshot, baseInterestRate, feeInterest, quotaRates } = props;
+	const { snapshot, baseInterestRate, feeInterest, quotaRates, resolveToken } = props;
 	const { quotas, totalDebt, totalValue } = snapshot;
 	const rates = new AddressMap(Object.entries(quotaRates));
 	const base = calcBorrowApy(baseInterestRate, feeInterest);
 	const fee = PERCENTAGE_FACTOR + BigInt(feeInterest);
 	let quotaRateSum = 0n;
-	const perQuota = {};
+	const perQuota = [];
 	for (const q of quotas) {
 		if (q.balance <= 10n) continue;
 		const rate = rates.get(q.token);
 		const rateBalance = rate === void 0 ? 0n : q.balance * BigInt(rate);
 		quotaRateSum += rateBalance;
 		const withFee = rateBalance * fee / PERCENTAGE_FACTOR;
-		perQuota[q.token] = totalValue > 0n ? Number(withFee / totalValue) : 0;
+		perQuota.push({
+			token: resolveToken(q.token),
+			rate: totalValue > 0n ? Number(withFee / totalValue) : 0
+		});
 	}
 	const quotaRateSumWithFee = quotaRateSum * fee / PERCENTAGE_FACTOR;
 	return {

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

@@ -1,4 +1,5 @@
 import { BigIntMath } from "../sdk/utils/bigint-math.js";
+import { CallTrace, EXECUTE_BYTES_SELECTOR, collectTraces, findCallTo, findCallWithInput, findExecuteBytes, resolveProtocolCall } from "./utils/trace.js";
 import { AppChains } from "./utils/strategies/types/chains.js";
 import { StrategyCreditManagerView, StrategyDataSource, StrategyPoolView, StrategyTokenView } from "./utils/strategies/types/strategy-data-source.js";
 import { CreditManagerDataSlice } from "./utils/strategies/types/credit-manager-data-legacy.js";
@@ -101,7 +102,6 @@ import { IsObtainableTokenProps, isObtainableToken } from "./utils/strategies/to
 import { isUsableToken } from "./utils/strategies/tokens/is-usable-token.js";
 import { IsValidExtraCollateralTokenProps, isValidExtraCollateralToken } from "./utils/strategies/tokens/is-valid-extra-collateral-token.js";
 import { wrapTokenAddress } from "./utils/strategies/tokens/wrap-token-address.js";
-import { CallTrace, EXECUTE_BYTES_SELECTOR, collectTraces, findCallTo, findCallWithInput, findExecuteBytes, resolveProtocolCall } from "./utils/trace.js";
 import { isZeroBalance } from "./utils/validation/is-zero-balance.js";
 import { ValidateBalanceProps, ValidateBalanceResult, validateBalance } from "./utils/validation/validate-balance.js";
 import { ValidateBalancesProps, validateBalances } from "./utils/validation/validate-balances.js";

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

@@ -1,4 +1,5 @@
 import { BigIntMath } from "../../sdk/utils/bigint-math.js";
+import { CallTrace, EXECUTE_BYTES_SELECTOR, collectTraces, findCallTo, findCallWithInput, findExecuteBytes, resolveProtocolCall } from "./trace.js";
 import { AppChains } from "./strategies/types/chains.js";
 import { StrategyCreditManagerView, StrategyDataSource, StrategyPoolView, StrategyTokenView } from "./strategies/types/strategy-data-source.js";
 import { CreditManagerDataSlice } from "./strategies/types/credit-manager-data-legacy.js";
@@ -88,7 +89,6 @@ import { isUsableToken } from "./strategies/tokens/is-usable-token.js";
 import { IsValidExtraCollateralTokenProps, isValidExtraCollateralToken } from "./strategies/tokens/is-valid-extra-collateral-token.js";
 import { wrapTokenAddress } from "./strategies/tokens/wrap-token-address.js";
 import "./strategies/index.js";
-import { CallTrace, EXECUTE_BYTES_SELECTOR, collectTraces, findCallTo, findCallWithInput, findExecuteBytes, resolveProtocolCall } from "./trace.js";
 import { isZeroBalance } from "./validation/is-zero-balance.js";
 import { ValidateBalanceProps, ValidateBalanceResult, validateBalance } from "./validation/validate-balance.js";
 import { ValidateBalancesProps, validateBalances } from "./validation/validate-balances.js";

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

@@ -1,8 +1,8 @@
 import { AddressMap } from "../sdk/utils/AddressMap.js";
 import { ParsedCallV2 } from "../sdk/base/types.js";
+import { CallTrace } from "../common-utils/utils/trace.js";
 import { ChainContractsRegister } from "../sdk/base/ChainContractsRegister.js";
 import "../sdk/index.js";
-import { CallTrace } from "../common-utils/utils/trace.js";
 import { TokenTransfer } from "../preview/parse/types-adapters.js";
 import "../preview/parse/index.js";
 import { WithdrawCollateralEventInfo } from "../preview/trace/extractTransfers.js";

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

@@ -1,5 +1,5 @@
-import { LegacyAdapterOperation } from "../plugins/adapters/legacyAdapterOperations.js";
-import "../plugins/adapters/index.js";
+import { LegacyAdapterOperation } from "../sdk/market/adapters/legacyAdapterOperations.js";
+import "../sdk/index.js";
 import { AdapterOperation as AdapterOperation$1, TraceAdapterExt } from "../preview/parse/types-adapters.js";
 import { AddCollateralOp, CloseCreditAccountOperation as CloseCreditAccountOperation$1, DecreaseDebtOp, DirectTokenTransferOperation as DirectTokenTransferOperation$1, FacadeOperationMetadata, IncreaseDebtOp, InnerFacadeOperation, InnerOperation as InnerOperation$1, LiquidateCreditAccountOperation as LiquidateCreditAccountOperation$1, MulticallOperation as MulticallOperation$1, OpenCreditAccountOperation as OpenCreditAccountOperation$1, OperationMetadata, PartialLiquidationOperation as PartialLiquidationOperation$1, UpdateQuotaOp, WithdrawCollateralOp } from "../preview/parse/types-facades.js";
 import "../preview/parse/index.js";

package/dist/types/model/delayed-intents.d.ts

@@ -0,0 +1,94 @@
+import { Address } from "viem";
+//#region src/model/delayed-intents.d.ts
+/**
+ * App: 1.1 Deposit and 4.1 Adjust leverage — raise leverage at fixed collateral.
+ * Borrow `underlying` -> swap `underlying` into `targetToken` (kept on CA).
+ **/
+interface DelayedIncreaseLeverageIntent {
+  type: "INCREASE_LEVERAGE";
+}
+/**
+ * App: 1.2 Deposit — `amount > 0`, leverage = current (grow net value at same L).
+ * Add collateral -> borrow `underlying` -> swap collateral and `underlying`
+ * into the target token.
+ **/
+interface DelayedDepositIntent {
+  type: "DEPOSIT";
+}
+/**
+ * App: 1.3 Deposit and Adjust leverage — `amount > 0`, leverage > current.
+ * Add collateral -> borrow `underlying` -> swap collateral and `underlying`
+ * into the target token.
+ **/
+interface DelayedDepositAndIncreaseLeverageIntent {
+  type: "DEPOSIT_AND_INCREASE_LEVERAGE";
+}
+/**
+ * App: 2.1 Withdraw — withdraw selected token at fixed leverage.
+ * Primary goal is `withdrawAmount` of `withdrawToken` (W of T). Debt cut is
+ * residual from the claim/path after reserving W. `sourceToken` (S) funds the
+ * delayed path; `debtRepaid` is 0 when debt was already repaid on start.
+ **/
+interface DelayedWithdrawCollateralIntent {
+  type: "WITHDRAW_COLLATERAL";
+  /**
+   * Wallet address that receives the withdrawn token
+   * when the flow is resumed after the claim
+   **/
+  to: Address;
+  /**
+   * Token to withdraw from the credit account to the wallet after the claim
+   **/
+  withdrawToken: Address;
+  /**
+   * Amount of `withdrawToken` to withdraw to the wallet after the claim (W)
+   **/
+  withdrawAmount: bigint;
+  /**
+   * Token that funds the delayed path / debt conversion (S)
+   **/
+  sourceToken: Address;
+  /**
+   * Desired debt decrease in underlying units remaining for resume.
+   * `0n` when debt was already repaid on the delayed-start branch.
+   **/
+  debtRepaid: bigint;
+}
+/**
+ * App: 2.2 Withdraw — close account (receive leftover to wallet).
+ **/
+interface DelayedCloseAccountIntent {
+  type: "CLOSE_ACCOUNT";
+  /**
+   * Wallet address that receives leftover tokens when the account is closed
+   * after the claim
+   **/
+  to: Address;
+}
+/**
+ * App: 3.1 Add collateral — fixed debt.
+ * Add collateral -> swap collateral into the target token.
+ **/
+interface DelayedAddCollateralIntent {
+  type: "ADD_COLLATERAL";
+}
+/**
+ * App: 4.2 Adjust leverage — lower leverage at fixed collateral.
+ * Swap source token into `underlying` -> decrease debt.
+ **/
+interface DelayedDecreaseLeverageIntent {
+  type: "DECREASE_LEVERAGE";
+}
+/**
+ * Lean intent that is abi-encoded into `extraData` of a delayed withdrawal
+ * request and decoded back when reading claimable withdrawals.
+ *
+ * It allows the app to resume a multi-step operation that was interrupted by
+ * a delayed withdrawal: the intent records which operation was in progress
+ * (and the minimal set of parameters that cannot be re-derived at claim time),
+ * so that after the withdrawal is claimed, the remaining steps can be
+ * previewed and executed.
+ **/
+type DelayedIntent = DelayedIncreaseLeverageIntent | DelayedDepositIntent | DelayedDepositAndIncreaseLeverageIntent | DelayedWithdrawCollateralIntent | DelayedCloseAccountIntent | DelayedAddCollateralIntent | DelayedDecreaseLeverageIntent;
+//#endregion
+export { DelayedAddCollateralIntent, DelayedCloseAccountIntent, DelayedDecreaseLeverageIntent, DelayedDepositAndIncreaseLeverageIntent, DelayedDepositIntent, DelayedIncreaseLeverageIntent, DelayedIntent, DelayedWithdrawCollateralIntent };

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

@@ -1,20 +1,22 @@
-import { Amount, AssetType, Bps, ChainId, Leverage, Timestamp, Token, TokenAmount, TxCall } from "./primitives.js";
+import { Amount, Asset, 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 { CompareTag, CompareTolerance, ToleranceCompareTag, compareTagOf, offchainOnly, onchainOnly, tolerance } from "./compare.schema.js";
 import { curatorNameSchema, curatorSchema } from "./curators.schema.js";
+import { DelayedAddCollateralIntent, DelayedCloseAccountIntent, DelayedDecreaseLeverageIntent, DelayedDepositAndIncreaseLeverageIntent, DelayedDepositIntent, DelayedIncreaseLeverageIntent, DelayedIntent, DelayedWithdrawCollateralIntent } from "./delayed-intents.js";
 import { ChainScopedFilter, FILTER_ALL, FilterAll, Filterable, isFilterSet } from "./filters.js";
 import { booleanParamSchema, encodeFlag, filterAllSchema, filterable } from "./filters.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 { 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 { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenQuotaRate, 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 { 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 { borrowRateBreakdownSchema, pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, positionTransactionKindSchema, positionTransactionSchema, positionsTotalsSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenQuotaRateSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
+import { AdjustCreditAccountPreview, CloseCreditAccountPreview, DelayedCreditAccountOperationPreview, ERROR_ADAPTER_CALL_OUTSIDE_BRACKET, ERROR_INVALID_TRANSACTION_VALUE, ERROR_MALFORMED_BRACKET, ERROR_NON_ADAPTER_CALL_IN_BRACKET, ERROR_UNPREVIEWABLE_ADAPTER_CALL, ERROR_UNPREVIEWABLE_RWA_WRAP_UNWRAP, ERROR_UNPRICEABLE_TOKEN, InstantOperationPreview, OpenCreditAccountPreview, OperationPreview, OperationPreviewError, PoolOperationPreview, PoolOperationType, PreviewOperationInput, PreviewOperationOptions, RepayCreditAccountPreview } from "./previews.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, 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, CompareTag, CompareTolerance, 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, ToleranceCompareTag, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, borrowRateBreakdownSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, compareTagOf, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, noticeKindSchema, noticeSchema, offchainOnly, onchainOnly, 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, tolerance, txCallSchema };
+export { AdjustCreditAccountPreview, Amount, ApyBreakdown, Asset, 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, CloseCreditAccountPreview, CompareTag, CompareTolerance, Curator, CuratorName, DataResponse, DataSource, DelayedAddCollateralIntent, DelayedCloseAccountIntent, DelayedCreditAccountOperationPreview, DelayedDecreaseLeverageIntent, DelayedDepositAndIncreaseLeverageIntent, DelayedDepositIntent, DelayedIncreaseLeverageIntent, DelayedIntent, DelayedReceivedAsset, DelayedWithdrawCollateralIntent, ERROR_ADAPTER_CALL_OUTSIDE_BRACKET, ERROR_INVALID_TRANSACTION_VALUE, ERROR_MALFORMED_BRACKET, ERROR_NON_ADAPTER_CALL_IN_BRACKET, ERROR_UNPREVIEWABLE_ADAPTER_CALL, ERROR_UNPREVIEWABLE_RWA_WRAP_UNWRAP, ERROR_UNPRICEABLE_TOKEN, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantOperationPreview, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Notice, NoticeKind, NoticeSubject, OpenCreditAccountPreview, OperationPreview, OperationPreviewError, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOperationPreview, PoolOperationType, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, PreviewOperationInput, PreviewOperationOptions, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, RepayCreditAccountPreview, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunity, StrategyOpportunityChartMetric, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionChartMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenQuotaRate, TokenRewards, TokenRewardsPnL, ToleranceCompareTag, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, borrowRateBreakdownSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, compareTagOf, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, noticeKindSchema, noticeSchema, offchainOnly, onchainOnly, 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, tokenQuotaRateSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, tolerance, txCallSchema };

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

@@ -198,6 +198,14 @@ interface PoolOpportunity extends OpportunityBase {
    * so this group is present in `onchain` mode too, with only that part filled.
    **/
   supplyApy: ApyBreakdown;
+  /**
+   * Average {@link supplyApy} over the trailing seven days.
+   *
+   * Absent in `onchain` mode: calculating it requires historical data.
+   *
+   * @mode offchain
+   **/
+  supplyApyAvg7D?: ApyBreakdown;
 }
 /**
  * A leveraged position: one credit manager plus one target collateral token.
@@ -252,6 +260,12 @@ interface StrategyOpportunity extends OpportunityBase {
    * @mode offchain
    **/
   collateralApy?: ApyBreakdown;
+  /**
+   * Average {@link collateralApy} over the trailing seven days.
+   *
+   * @mode offchain
+   **/
+  collateralApyAvg7D?: ApyBreakdown;
   /**
    * Net yield at {@link maxLeverage}:
    * `collateralApy × maxLeverage − borrowApy × (maxLeverage − 1) − additionalBorrowApy`.
@@ -262,6 +276,12 @@ interface StrategyOpportunity extends OpportunityBase {
    * @mode offchain
    **/
   maxLeverageApy?: ApyBreakdown;
+  /**
+   * Average {@link maxLeverageApy} over the trailing seven days.
+   *
+   * @mode offchain
+   **/
+  maxLeverageApyAvg7D?: ApyBreakdown;
   /**
    * Annual cost of the borrowed underlying, in basis points, including the
    * protocol's interest fee.
@@ -269,6 +289,14 @@ interface StrategyOpportunity extends OpportunityBase {
    * @example `520` for 5.2% APY
    **/
   borrowApy?: Bps;
+  /**
+   * Average {@link borrowApy} over the trailing seven days, in basis points.
+   *
+   * Absent in `onchain` mode: calculating it requires historical data.
+   *
+   * @mode offchain
+   **/
+  borrowApyAvg7D?: Bps;
   /**
    * Annual cost of the quota on {@link targetCollateral}, in basis points:
    * `quotaRate × (1 + feeInterest) × maxLeverage`. Quota accrues on the whole
@@ -277,6 +305,15 @@ interface StrategyOpportunity extends OpportunityBase {
    * @example `90` for +0.9% APY
    **/
   additionalBorrowApy?: Bps;
+  /**
+   * Average {@link additionalBorrowApy} over the trailing seven days, in basis
+   * points.
+   *
+   * Absent in `onchain` mode: calculating it requires historical data.
+   *
+   * @mode offchain
+   **/
+  additionalBorrowApyAvg7D?: Bps;
   /**
    * Size of the strategy: the summed total value of the credit accounts
    * holding {@link targetCollateral}. An account that holds several strategy
@@ -299,6 +336,22 @@ interface StrategyOpportunity extends OpportunityBase {
    * @mode offchain
    **/
   utilization?: Bps;
+  /**
+   * Free liquidity of the pool the strategy borrows from, denominated in the
+   * underlying. Same value the market's {@link PoolOpportunity} reports.
+   **/
+  availableLiquidity: Amount;
+  /**
+   * Smallest debt a position in this credit manager may hold, denominated in
+   * the underlying (`creditFacade.minDebt`).
+   **/
+  minDebt: Amount;
+  /**
+   * Cap on the total debt this credit manager may draw from the pool, shared
+   * by all of its accounts and denominated in the underlying
+   * (`creditManagerDebtParams.limit`).
+   **/
+  totalDebtLimit: Amount;
   /**
    * Largest debt a single new position can take on right now: the tightest of
    * the credit manager's remaining debt limit, the pool's free liquidity and