@gearbox-protocol/sdk 15.1.0-next.19 → 15.1.0-next.20

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

@@ -16,7 +16,6 @@ import { createPriceOracle } from "./oracle/createPriceOracle.js";
 import "./oracle/index.js";
 import { PoolSuite } from "./pool/PoolSuite.js";
 import "./pool/index.js";
-import { isAddressEqual } from "viem";
 //#region src/sdk/market/MarketSuite.ts
 /**
 * Aggregates all SDK wrappers that make up one Gearbox market.
@@ -136,22 +135,12 @@ var MarketSuite = class extends SDKConstruct {
 		return this.configurator.curator;
 	}
 	/**
-	* Every `(credit suite, collateral)` pair of this market that qualifies as a
-	* leveraged position.
-	*/
-	get strategies() {
-		return this.creditManagers.flatMap((suite) => suite.strategyCollaterals.map((collateral) => ({
-			suite,
-			collateral
-		})));
-	}
-	/**
 	* Tokens a position can actually be built on in this market, deduplicated
 	* across its credit suites.
 	*/
 	get collateralTokens() {
 		const seen = new AddressMap(void 0, "collateralTokens");
-		for (const { collateral } of this.strategies) seen.upsert(collateral, this.tokensMeta.mustGetToken(collateral));
+		for (const suite of this.creditManagers) for (const collateral of suite.strategyCollaterals) seen.upsert(collateral, this.tokensMeta.mustGetToken(collateral));
 		return seen.values();
 	}
 	/**
@@ -159,7 +148,7 @@ var MarketSuite = class extends SDKConstruct {
 	* token. Read from a hardcoded per-chain list rather than from the chain.
 	*/
 	get rwa() {
-		return this.strategies.some(({ collateral }) => isRWAToken(collateral, this.sdk.networkType));
+		return this.collateralTokens.some((token) => isRWAToken(token.address, this.sdk.networkType));
 	}
 	/**
 	* Whether this market's pool is being wound down and should no longer be
@@ -194,8 +183,8 @@ var MarketSuite = class extends SDKConstruct {
 		return this.priceOracle.priceFeedSummary(this.underlying, collateral);
 	}
 	/**
-	* Every opportunity this market offers: its pool, plus one row per
-	* `(credit manager, target collateral)` pair.
+	* Every opportunity this market offers: its pool, plus one row per credit
+	* manager that qualifies as a strategy.
 	*
 	* @param filter - Optional narrowing. A filter naming a kind skips building
 	* the other kind entirely; every built row is then checked in full by
@@ -206,7 +195,10 @@ var MarketSuite = class extends SDKConstruct {
 		const rows = [];
 		const kind = filter?.kind;
 		if (!isFilterSet(kind) || kind === "pool") rows.push(this.poolOpportunity());
-		if (!isFilterSet(kind) || kind === "strategy") for (const { suite, collateral } of this.strategies) rows.push(suite.strategyOpportunity(collateral));
+		if (!isFilterSet(kind) || kind === "strategy") for (const suite of this.creditManagers) {
+			const opportunity = suite.strategyOpportunity();
+			if (opportunity) rows.push(opportunity);
+		}
 		return rows.filter((row) => matchesOpportunityFilter(row, filter));
 	}
 	/**
@@ -245,29 +237,6 @@ var MarketSuite = class extends SDKConstruct {
 		};
 	}
 	/**
-	* Resolves a strategy of this market by its two halves.
-	*
-	* @param creditManager - Credit manager the position is opened in.
-	* @param collateral - Target collateral of the position.
-	* @throws If this market has no such credit manager, or if that manager does
-	* not accept the collateral as a strategy.
-	*/
-	mustFindStrategy(creditManager, collateral) {
-		const strategy = this.strategies.find((s) => isAddressEqual(s.suite.creditManager.address, creditManager) && isAddressEqual(s.collateral, collateral));
-		if (!strategy) throw new Error(`${this.labelAddress(collateral)} is not a strategy collateral of credit manager ${this.labelAddress(creditManager)}`);
-		return strategy;
-	}
-	/**
-	* Detailed view of one leveraged position of this market.
-	*
-	* @param creditManager - Credit manager the position is opened in.
-	* @param collateral - Target collateral of the position.
-	* @throws If this market has no such strategy, see {@link mustFindStrategy}.
-	*/
-	strategyOpportunityDetail(creditManager, collateral) {
-		return this.mustFindStrategy(creditManager, collateral).suite.strategyOpportunityDetail(collateral);
-	}
-	/**
 	* Whether any child contract wrapper has observed events that require a
 	* market resync.
 	*/

package/dist/esm/sdk/market/credit/CreditSuite.js

@@ -1,17 +1,17 @@
 import { AddressMap } from "../../utils/AddressMap.js";
 import { BigIntMath } from "../../utils/bigint-math.js";
-import { isSunsetStrategy } from "../../chain/chains.js";
+import { getLegacyStrategyTarget, isSunsetStrategy } from "../../chain/chains.js";
 import { PERCENTAGE_FACTOR, RAY } from "../../constants/math.js";
 import "../../constants/index.js";
 import "../../utils/index.js";
 import { SDKConstruct } from "../../base/SDKConstruct.js";
 import "../../base/index.js";
 import { calcAdditionalBorrowApy, calcBorrowApy, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount } from "../math.js";
+import { strategyName } from "../strategyName.js";
+import { dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./collateralUtils.js";
 import createCreditConfigurator from "./createCreditConfigurator.js";
 import createCreditFacade from "./createCreditFacade.js";
 import createCreditManager from "./createCreditManager.js";
-import { mustGetDominantCollateral } from "./dominantCollateral.js";
-import { isStrategyCollateral } from "./isStrategyCollateral.js";
 //#region src/sdk/market/credit/CreditSuite.ts
 /**
 * SDK aggregate for one credit-manager branch inside a market.
@@ -180,22 +180,26 @@ var CreditSuite = class extends SDKConstruct {
 	*/
 	get strategyCollaterals() {
 		if (this.maxBorrowAmount === 0n) return [];
-		const { pqk, unwrappedUnderlying } = this.market.pool;
-		const { mainPrices } = this.market.priceOracle;
-		const { tokensMeta, creditManager } = this;
-		return creditManager.collateralTokens.filter((token) => {
-			const meta = tokensMeta.mustGet(token);
-			return isStrategyCollateral({
-				token,
-				underlying: creditManager.underlying,
-				unwrappedUnderlying,
-				liquidationThreshold: creditManager.liquidationThresholds.mustGet(token),
-				contractType: meta.contractType,
-				isExpired: meta.isExpired,
-				mainPrice: mainPrices.get(token)?.price,
-				hasActiveQuota: pqk.hasActiveQuota(token)
-			});
-		});
+		return this.creditManager.collateralTokens.filter((token) => isStrategyCollateral(this.#strategyCollateralProps(token), true));
+	}
+	/**
+	* The single target collateral of this suite's strategy, or `undefined` when
+	* none can be resolved.
+	*
+	* Resolution, in order:
+	* 1. a hardcoded legacy mapping for this credit manager, when that token is
+	*    still a collateral of the manager (it may be absent on an older
+	*    snapshot, or after it was delisted);
+	* 2. the collateral with the biggest index in
+	*    {@link ICreditManagerContract.collateralTokens} that
+	*    {@link isStrategyCollateral} accepts with quota required;
+	* 3. the biggest-index collateral that {@link isStrategyCollateral} accepts
+	*    without quota.
+	*/
+	get strategyTargetCollateral() {
+		const legacy = getLegacyStrategyTarget(this.creditManager.address, this.chainId);
+		if (legacy && this.creditManager.liquidationThresholds.has(legacy)) return legacy;
+		return pickStrategyTargetCollateral(this.creditManager.collateralTokens.map((token) => this.#strategyCollateralProps(token)));
 	}
 	/**
 	* Largest debt a single new position can take on right now: the tightest of
@@ -208,22 +212,23 @@ var CreditSuite = class extends SDKConstruct {
 		return BigIntMath.min(debtParams?.available ?? 115792089237316195423570985008687907853269984665640564039457584007913129639935n, pool.availableLiquidity, this.creditFacade.maxDebt);
 	}
 	/**
-	* Display name of a leveraged position built on one collateral token, e.g.
-	* `"wstETH / WETH"`.
-	*
-	* @param collateral - Target collateral of the position.
+	* Display name of this suite's leveraged strategy, e.g. `"wstETH / WETH"`,
+	* or `undefined` when {@link strategyTargetCollateral} cannot be resolved.
 	*/
-	strategyName(collateral) {
-		return `${this.tokensMeta.symbol(collateral)} / ${this.market.underlyingToken.symbol}`;
+	get strategyName() {
+		const collateral = this.strategyTargetCollateral;
+		if (!collateral) return;
+		return strategyName(this.tokensMeta.mustGetToken(collateral), this.market.underlyingToken, this.chainId);
 	}
 	/**
-	* Describes a leveraged position built on one collateral token as the shared
-	* read model does.
-	*
-	* @param collateral - Target collateral of the position.
-	* @throws If the credit manager does not value the collateral.
+	* Describes this suite's leveraged strategy as the shared read model does,
+	* or `undefined` when {@link strategyTargetCollateral} cannot be resolved or
+	* {@link maxBorrowAmount} is `0`.
 	*/
-	strategyOpportunity(collateral) {
+	strategyOpportunity() {
+		if (this.maxBorrowAmount === 0n) return;
+		const collateral = this.strategyTargetCollateral;
+		if (!collateral) return;
 		const { market, creditManager: cm } = this;
 		const { pool } = market.pool;
 		const oracle = market.priceOracle;
@@ -236,7 +241,7 @@ var CreditSuite = class extends SDKConstruct {
 			chainId: this.chainId,
 			creditManager: cm.address,
 			targetCollateral: this.tokensMeta.mustGetToken(collateral),
-			name: this.strategyName(collateral),
+			name: this.strategyName ?? this.market.underlyingToken.symbol,
 			curator: market.curator,
 			underlyingToken: market.underlyingToken,
 			totalBorrow: oracle.toAmount(pool.underlying, borrowed),
@@ -259,14 +264,14 @@ var CreditSuite = class extends SDKConstruct {
 	}
 	/**
 	* {@link strategyOpportunity} plus the data only its detail screen needs.
-	*
-	* @param collateral - Target collateral of the position.
 	*/
-	strategyOpportunityDetail(collateral) {
+	strategyOpportunityDetail() {
+		const opportunity = this.strategyOpportunity();
+		if (!opportunity) return;
 		return {
-			...this.strategyOpportunity(collateral),
+			...opportunity,
 			rateCurve: this.market.pool.rateCurve,
-			priceFeeds: this.market.priceFeedSummary(collateral)
+			priceFeeds: this.market.priceFeedSummary(opportunity.targetCollateral.address)
 		};
 	}
 	/**
@@ -304,7 +309,26 @@ var CreditSuite = class extends SDKConstruct {
 	* https://github.com/Gearbox-protocol/router-v3/blob/main/contracts/liquidation/AbstractLiquidator.sol#L270
 	*/
 	#bestTokenOut(ca) {
-		return mustGetDominantCollateral(ca, this.market);
+		const collateral = dominantCollateral(ca, this.market);
+		if (!collateral) throw new Error(`cannot determine tokenOut for partial liquidation of ${this.labelAddress(ca.creditAccount)}: no enabled non-underlying collateral with value`);
+		return collateral;
+	}
+	/**
+	* Shared inputs of {@link isStrategyCollateral} for one of this suite's
+	* collateral tokens.
+	*/
+	#strategyCollateralProps(token) {
+		const meta = this.tokensMeta.mustGet(token);
+		return {
+			token,
+			underlying: this.creditManager.underlying,
+			unwrappedUnderlying: this.market.pool.unwrappedUnderlying,
+			liquidationThreshold: this.creditManager.liquidationThresholds.mustGet(token),
+			contractType: meta.contractType,
+			isExpired: meta.isExpired,
+			mainPrice: this.market.priceOracle.mainPrices.get(token)?.price,
+			hasActiveQuota: this.market.pool.pqk.hasActiveQuota(token)
+		};
 	}
 	/**
 	* Minimum amount of `token` that must be seized when repaying `repaidAmount`

package/dist/esm/sdk/market/credit/{isStrategyCollateral.js → collateralUtils.js}

@@ -1,7 +1,7 @@
 import "../../constants/math.js";
 import "../../constants/index.js";
 import { isAddressEqual } from "viem";
-//#region src/sdk/market/credit/isStrategyCollateral.ts
+//#region src/sdk/market/credit/collateralUtils.ts
 /**
 * Withdrawal and redemption phantom tokens that can never be acquired as a
 * strategy target. Other `PHANTOM_TOKEN::*` types (Convex, Infrared, staking
@@ -33,16 +33,61 @@ const RWA_UNDERLYING_PREFIX = "RWA_UNDERLYING::";
 * - is not an expired token, e.g. a matured Pendle PT;
 * - has a non-zero main price in the market's oracle — a zero or missing
 *   answer (e.g. a failed or zero price feed) means the position cannot be
-*   valued;
-* - the market still accepts quota for.
+*   valued.
+*
+* Pass `requireQuota` as `true` to also require that the market still accepts
+* quota for the token.
 */
-function isStrategyCollateral({ token, underlying, unwrappedUnderlying, liquidationThreshold, contractType, isExpired, mainPrice, hasActiveQuota }) {
+function isStrategyCollateral({ token, underlying, unwrappedUnderlying, liquidationThreshold, contractType, isExpired, mainPrice, hasActiveQuota }, requireQuota = false) {
 	if (isAddressEqual(token, underlying) || isAddressEqual(token, unwrappedUnderlying)) return false;
 	if (liquidationThreshold <= 0 || liquidationThreshold >= Number(10000n)) return false;
 	if (contractType && (NON_STRATEGY_PHANTOM_TOKEN_TYPE_SET.has(contractType) || contractType.startsWith(RWA_UNDERLYING_PREFIX))) return false;
 	if (isExpired) return false;
 	if (!mainPrice) return false;
-	return hasActiveQuota;
+	return !requireQuota || hasActiveQuota;
+}
+/**
+* Picks the single strategy target from a credit manager's collateral list.
+*
+* Walks {@link tokens} from the end (biggest index first) and returns the
+* first token that {@link isStrategyCollateral} accepts with quota required.
+* If none has an active quota, returns the biggest-index candidate that
+* qualifies without quota. `undefined` when nothing qualifies. A hardcoded
+* legacy mapping, when present, is applied by the caller before this function.
+**/
+function pickStrategyTargetCollateral(tokens) {
+	let quotaless;
+	for (let i = tokens.length - 1; i >= 0; i--) {
+		const props = tokens[i];
+		if (!isStrategyCollateral(props)) continue;
+		if (isStrategyCollateral(props, true)) return props.token;
+		quotaless ??= props.token;
+	}
+	return quotaless;
+}
+/**
+* The account's dominant collateral: the most valuable enabled non-underlying
+* token it holds above dust, by USD value.
+*
+* Used to pick the collateral a partial liquidation seizes by default.
+*
+* @param account - Account to inspect.
+* @param market - Market of the account, whose oracle prices the candidates.
+* @returns The dominant collateral, or `undefined` when the account holds
+* nothing but its underlying, or nothing the oracle can price.
+**/
+function dominantCollateral(account, market) {
+	let bestValue = 0;
+	let dominant;
+	for (const t of account.tokens) {
+		if (isAddressEqual(t.token, account.underlying) || (t.mask & account.enabledTokensMask) === 0n || t.balance <= 10n) continue;
+		const value = market.priceOracle.safeUsdValue(t.token, t.balance) ?? 0;
+		if (value > bestValue) {
+			bestValue = value;
+			dominant = t.token;
+		}
+	}
+	return dominant;
 }
 //#endregion
-export { NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral };
+export { NON_STRATEGY_PHANTOM_TOKEN_TYPES, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral };

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

@@ -2,9 +2,8 @@ import { CreditConfiguratorV310Contract } from "./CreditConfiguratorV310Contract
 import { CreditFacadeV310BaseContract, creditFacadeV310Abi as abi } from "./CreditFacadeV310BaseContract.js";
 import { CreditFacadeV310Contract } from "./CreditFacadeV310Contract.js";
 import { CreditManagerV310Contract } from "./CreditManagerV310Contract.js";
-import { dominantCollateral, mustGetDominantCollateral } from "./dominantCollateral.js";
-import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral } from "./isStrategyCollateral.js";
+import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./collateralUtils.js";
 import { CreditSuite } from "./CreditSuite.js";
 import { expectedBalanceDeltas } from "./expectedBalanceDeltas.js";
 import "./types.js";
-export { CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, NON_STRATEGY_PHANTOM_TOKEN_TYPES, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, isStrategyCollateral, mustGetDominantCollateral };
+export { CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, NON_STRATEGY_PHANTOM_TOKEN_TYPES, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, isStrategyCollateral, pickStrategyTargetCollateral };

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

@@ -89,8 +89,8 @@ import { CreditFacadeV310BaseContract, creditFacadeV310Abi as abi } from "./cred
 import { CreditFacadeV310Contract } from "./credit/CreditFacadeV310Contract.js";
 import { MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
 import { CreditManagerV310Contract } from "./credit/CreditManagerV310Contract.js";
-import { dominantCollateral, mustGetDominantCollateral } from "./credit/dominantCollateral.js";
-import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral } from "./credit/isStrategyCollateral.js";
+import { strategyName } from "./strategyName.js";
+import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
 import { CreditSuite } from "./credit/CreditSuite.js";
 import { expectedBalanceDeltas } from "./credit/expectedBalanceDeltas.js";
 import "./credit/index.js";
@@ -144,4 +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 { 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 };
+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, optimalHFForPartialLiquidation, optimalRepaidAmount, parseAdapterAction, parseAdapterDeployParams, parsePosNegAmount, pickStrategyTargetCollateral, rayToBps, rewardsFromTransfers, strategyName, swapFromTransfers, toNetTransfers, usdToNumber };

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

@@ -0,0 +1,18 @@
+import { getTokenPrettyName } from "../chain/chains.js";
+//#region src/sdk/market/strategyName.ts
+/**
+* Display name of a leveraged strategy: the target collateral over the
+* borrowed underlying, e.g. `"wstETH / WETH"`.
+*
+* A curated pretty name from {@link getTokenPrettyName} wins over the target's
+* ticker when one is configured.
+*
+* @param target - Collateral the position is built around.
+* @param underlying - Token the position borrows.
+* @param network - Chain id or network type label of the market.
+**/
+function strategyName(target, underlying, network) {
+	return `${getTokenPrettyName(target.address, network) ?? target.symbol} / ${underlying.symbol}`;
+}
+//#endregion
+export { strategyName };

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

@@ -36,11 +36,13 @@ var OpportunitiesService = class extends SDKConstruct {
 	* A single strategy opportunity plus the rate curve of the pool it borrows
 	* from and the price feeds its liquidation price depends on.
 	*
-	* @throws If the credit manager is unknown, or does not accept the requested
-	* collateral as a strategy.
+	* @throws If the credit manager is unknown, or does not currently offer a
+	* strategy.
 	**/
 	async getStrategy(key) {
-		return this.sdk.marketRegister.findByCreditManager(key.creditManager).strategyOpportunityDetail(key.creditManager, key.targetCollateral);
+		const detail = this.sdk.marketRegister.findCreditManager(key.creditManager).strategyOpportunityDetail();
+		if (!detail) throw new Error(`credit manager ${key.creditManager} does not currently offer a strategy`);
+		return detail;
 	}
 };
 //#endregion

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

@@ -1,16 +1,15 @@
 import { AddressMap } from "../utils/AddressMap.js";
+import { getAccountTargetCollateral } from "../chain/chains.js";
 import "../constants/math.js";
 import "../constants/index.js";
-import { hexEq } from "../utils/hex.js";
 import "../utils/index.js";
 import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
 import { calcBorrowApy, calcPositionLeverage, healthFactorBps, usdToNumber } from "../market/math.js";
-import { dominantCollateral } from "../market/credit/dominantCollateral.js";
+import { strategyName } from "../market/strategyName.js";
 import { isFilterSet } from "../../model/filters.js";
 import { matchesPositionFilter } from "../../model/positions.js";
 import "../../model/index.js";
-import "../market/index.js";
 import { calcBorrowRate } from "./calcBorrowRate.js";
 import { calcHealthFactor } from "./calcHealthFactor.js";
 import { calcLiquidationPrice } from "./calcLiquidationPrice.js";
@@ -149,11 +148,7 @@ var PositionsService = class extends SDKConstruct {
 		const { pool } = market.pool;
 		const token = this.sdk.tokensMeta.mustGetToken(market.unwrappedUnderlying);
 		const totalDebtValue = ca.debt + ca.accruedInterest + ca.accruedFees;
-		let collateral = dominantCollateral(ca, market);
-		if (collateral) {
-			const source = this.sdk.withdrawalCompressor?.getWithdrawalSourceToken(collateral);
-			if (source) collateral = hexEq(source, market.underlying) ? void 0 : source;
-		}
+		const target = getAccountTargetCollateral(ca.creditAccount, this.sdk.chainId) ?? suite.strategyTargetCollateral;
 		const snapshot = accountSnapshotFromCreditAccountData(ca);
 		const borrowRate = this.borrowRate(snapshot);
 		const timeToLiquidation = this.timeToLiquidation(snapshot);
@@ -163,8 +158,8 @@ var PositionsService = class extends SDKConstruct {
 			chainId: this.sdk.chainId,
 			creditManager: ca.creditManager,
 			creditAccount: ca.creditAccount,
-			name: collateral ? suite.strategyName(collateral) : token.symbol,
-			targetCollateral: collateral ? this.sdk.tokensMeta.mustGetToken(collateral) : null,
+			name: target ? strategyName(this.sdk.tokensMeta.mustGetToken(target), token, this.sdk.chainId) : token.symbol,
+			targetCollateral: target ? this.sdk.tokensMeta.mustGetToken(target) : null,
 			leverage: calcPositionLeverage(ca.totalValue, totalDebtValue),
 			borrowApy: calcBorrowApy(pool.baseInterestRate, suite.creditManager.feeInterest),
 			totalDebt: {

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

@@ -7,8 +7,8 @@ import { BigIntMath } from "./bigint-math.js";
 import { bytes32ToString } from "./bytes32ToString.js";
 import { childLogger } from "./childLogger.js";
 import { createRawTx } from "./createRawTx.js";
-import { TypedObjectUtils } from "./mappers.js";
 import { etherscanApiUrl, etherscanUrl } from "./etherscan.js";
+import { TypedObjectUtils } from "./mappers.js";
 import { isDust } from "./isDust.js";
 import { filterDust, filterDustUSD } from "./filterDust.js";
 import { fmtBinaryMask, formatBN, formatBNvalue, formatDuration, formatLeverage, formatNumberToString_, formatPercentage, formatTimestamp, numberWithCommas, percentFmt, rayToNumber, shortAddress, shortHash, toBN, toBigInt, toSignificant } from "./formatter.js";

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

@@ -1,8 +1,8 @@
 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 { Curator, CuratorName } from "./curators.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";

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

@@ -208,12 +208,9 @@ interface PoolOpportunity extends OpportunityBase {
   supplyApyAvg7D?: ApyBreakdown;
 }
 /**
- * A leveraged position: one credit manager plus one target collateral token.
- * A credit manager that accepts five collateral tokens therefore produces five
- * strategies.
- *
- * Identified by `(chainId, creditManager, targetCollateral.address)`,
- * see {@link strategyOpportunityId}.
+ * A leveraged position: one credit manager plus the single target collateral
+ * token that manager is configured around. Identified by
+ * `(chainId, creditManager)`, see {@link strategyOpportunityId}.
  **/
 interface StrategyOpportunity extends OpportunityBase {
   kind: "strategy";
@@ -316,8 +313,7 @@ interface StrategyOpportunity extends OpportunityBase {
   additionalBorrowApyAvg7D?: Bps;
   /**
    * Size of the strategy: the summed total value of the credit accounts
-   * holding {@link targetCollateral}. An account that holds several strategy
-   * collaterals counts in full towards each of them.
+   * opened in this credit manager.
    *
    * Absent in `onchain` mode.
    *
@@ -390,10 +386,10 @@ declare function poolOpportunityId(chainId: ChainId, pool: Address): Opportunity
  *
  * @example
  * ```ts
- * strategyOpportunityId(1, "0x3eb9...", "0x7f39...") // "1:0x3eb9...:0x7f39..."
+ * strategyOpportunityId(1, "0x3eb9...") // "1:0x3eb9..."
  * ```
  **/
-declare function strategyOpportunityId(chainId: ChainId, creditManager: Address, targetCollateral: Address): OpportunityId;
+declare function strategyOpportunityId(chainId: ChainId, creditManager: Address): OpportunityId;
 /**
  * Canonical id of any opportunity, dispatching on {@link Opportunity.kind}.
  **/
@@ -610,15 +606,12 @@ interface PoolOpportunityKey {
   pool: Address;
 }
 /**
- * Identifies a strategy opportunity in a detail request.
+ * Identifies a strategy opportunity in a detail request. The credit manager
+ * identifies it on its own: each manager has exactly one target collateral.
  **/
 interface StrategyOpportunityKey {
   chainId: ChainId;
   creditManager: Address;
-  /**
-   * Address of the target collateral token.
-   **/
-  targetCollateral: Address;
 }
 /**
  * {@link PoolOpportunityKey} tagged with its kind, for requests that accept

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

@@ -1561,7 +1561,6 @@ declare const poolOpportunityKeySchema: z.ZodObject<{
 declare const strategyOpportunityKeySchema: z.ZodObject<{
   chainId: z.ZodNumber;
   creditManager: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
-  targetCollateral: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
 }, z.core.$strip>;
 /**
  * {@link OpportunityKey}
@@ -1573,7 +1572,6 @@ declare const opportunityKeySchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
 }, z.core.$strip>, z.ZodObject<{
   chainId: z.ZodNumber;
   creditManager: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
-  targetCollateral: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
   kind: z.ZodLiteral<"strategy">;
 }, z.core.$strip>], "kind">;
 //#endregion

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

@@ -184,8 +184,7 @@ interface StrategyPosition {
   kind: "strategy";
   /**
    * Human-readable strategy name, e.g. `"wstETH / WETH"`. Derived from
-   * {@link targetCollateral}, so in `both` mode it follows the same backend
-   * override as that field.
+   * {@link targetCollateral}.
    **/
   name: string;
   /**
@@ -201,14 +200,7 @@ interface StrategyPosition {
    **/
   creditAccount: Address;
   /**
-   * The account's dominant non-underlying collateral at the session's opening
-   * block (greatest opening-block USD value) — the asset the position was
-   * initially leveraged into. `null` when the opening snapshot holds only the
-   * underlying.
-   *
-   * In `both` mode the backend's value is always preferred when it has the
-   * row, even if the chain wins the freshness race: the chain can only guess
-   * from current holdings.
+   * Collateral token this position is a strategy in.
    **/
   targetCollateral: Token | null;
   /**

package/dist/types/new-sdk/errors/SourceChainMismatchError.d.ts

@@ -1,7 +1,7 @@
 import { ChainId } from "../../model/primitives.js";
-import { NetworkType } from "../../sdk/chain/chains.js";
 import { DataSource } from "../../model/response.js";
 import "../../model/index.js";
+import { NetworkType } from "../../sdk/chain/chains.js";
 import "../../sdk/index.js";
 import { BaseError } from "viem";
 //#region src/new-sdk/errors/SourceChainMismatchError.d.ts

package/dist/types/new-sdk/positions/mergePositionList.d.ts

@@ -9,8 +9,9 @@ import { MergeListResult } from "../utils/types.js";
  * `name` onto every strategy row the backend has — even when that chain was
  * served from on-chain data because the backend was stale.
  *
- * The backend records the collateral the strategy was opened into; the chain
- * can only guess from current holdings. `name` is derived from that collateral,
+ * The chain resolves `targetCollateral` from a per-account override or the
+ * credit manager's single target token. The backend's historical value is
+ * still preferred when it has the row. `name` is derived from that collateral,
  * so it follows the same override.
  **/
 declare function mergePositionList<Onchain extends DataResponse<Position[]> | undefined, Offchain extends DataResponse<Position[]> | undefined>(onchain: Onchain, offchain: Offchain, maxLagSeconds?: number): MergeListResult<Onchain, Offchain, Position[]>;

package/dist/types/new-sdk/types.d.ts

@@ -1,9 +1,9 @@
 import { ILogger } from "../sdk/types/logger.js";
 import { ChainId } from "../model/primitives.js";
-import { NetworkType } from "../sdk/chain/chains.js";
 import { Notice, NoticeSubject } from "../model/notices.js";
 import { DataResponse } from "../model/response.js";
 import "../model/index.js";
+import { NetworkType } from "../sdk/chain/chains.js";
 import { MultichainAttachOptions, MultichainSDK, MultichainSDKOptions } from "../sdk/MultichainSDK.js";
 import "../sdk/index.js";
 import { GearboxAPIOptions } from "../offchain/types.js";

package/dist/types/sdk/accounts/intents/testing/sdk-mock.d.ts

@@ -97,6 +97,11 @@ interface BuildMockSdkArgs {
   maxDebtPerBlockMultiplier?: number;
   /** Tokens the facade forbids, which the mock turns into its mask. */
   forbiddenTokens?: Address[];
+  /**
+   * Single strategy target of this mock credit manager. Defaults to the first
+   * non-underlying collateral so the 1-to-1 CM rule has something to read.
+   */
+  strategyTargetCollateral?: Address;
   /**
    * Redemption venues the mock compressor reports, keyed by source token. An
    * empty array stands for "this token has no delayed route"; several entries