@gearbox-protocol/sdk 15.1.0-next.2 → 15.1.0-next.21

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

@@ -1,7 +1,3 @@
-import { IAdapterContract } from "./adapters/types.js";
-import { createAdapter } from "./adapters/createAdapter.js";
-import { PlaceholderAdapterContract, PlaceholderAdapterContractOptions } from "./adapters/PlaceholderAdapterContracts.js";
-import "./adapters/index.js";
 import { PHANTOM_TOKEN_MIDAS_REDEMPTION, RWA_LIQUIDATOR_MIDAS } from "./rwa/midas/constants.js";
 import { MidasLiquidatorContract } from "./rwa/midas/MidasLiquidatorContract.js";
 import { PHANTOM_TOKEN_SECURITIZE_REDEMPTION, RWA_FACTORY_SECURITIZE, RWA_LIQUIDATOR_SECURITIZE } from "./rwa/securitize/constants.js";
@@ -11,6 +7,93 @@ import { DStokenData, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountDa
 import { SecuritizeRWAFactory } from "./rwa/securitize/SecuritizeRWAFactory.js";
 import { RWARegistry } from "./rwa/RWARegistry.js";
 import "./rwa/index.js";
+import { AdapterContractStateHuman, AdapterContractType, AdapterProtocolOperation, AdapterType, DelayedWithdrawalClaim, DelayedWithdrawalRequest, IAdapterContract, VersionedAbi } 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 { BalancerSwap, BasicSwapCall, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexWithdraw, ConvexWithdrawAndClaim, CurveAddLiquidity, CurveClaims, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveWithdrawal, GetReward, LegacyAdapterOperation, LidoSubmit, MakerDeposit, MakerRedeem, Swap, TokenAmount, Transfers, UniswapSwap, VaultDeposit, WithdrawCollateral, WstETHUnwrap, WstETHWrap } from "./adapters/legacyAdapterOperations.js";
+import { AbstractAdapterContract, AbstractAdapterContractOptions, ConcreteAdapterContractOptions } from "./adapters/contracts/AbstractAdapter.js";
+import { AccountMigratorAdapterContract } from "./adapters/contracts/AccountMigratorAdapterContract.js";
+import { BalancerV3Pool, BalancerV3PoolStatus, BalancerV3RouterAdapterContract } from "./adapters/contracts/BalancerV3RouterAdapterContract.js";
+import { BalancerV3WrapperAdapterContract } from "./adapters/contracts/BalancerV3WrapperAdapterContract.js";
+import { CamelotPool, 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 { PendlePair, 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 { TraderJoePool, 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 { AdapterFactoryArgs, createAdapter } from "./adapters/createAdapter.js";
+import { allTransfersAsTokenAmounts, classifyCurveOperation, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, fnSigToName, parsePosNegAmount, rewardsFromTransfers, swapFromTransfers, toNetTransfers } from "./adapters/transferHelpers.js";
+import "./adapters/index.js";
 import { IPriceFeedContract, IUpdatablePriceFeedContract, PriceFeedContractType, PriceFeedUsageType, PriceUpdate, UpdatePriceFeedsResult } from "./pricefeeds/types.js";
 import { PriceFeedRef } from "./pricefeeds/PriceFeedRef.js";
 import { AbstractPriceFeedContract, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PriceFeedConstructorArgs } from "./pricefeeds/AbstractPriceFeed.js";
@@ -52,9 +135,9 @@ import { LinearInterestRateModelContract } from "./pool/LinearInterestRateModelC
 import { PoolSuite } from "./pool/PoolSuite.js";
 import { PoolV310Contract } from "./pool/PoolV310Contract.js";
 import "./pool/index.js";
-import { MarketSuite, StrategyRef } from "./MarketSuite.js";
+import { MarketSuite } from "./MarketSuite.js";
 import { CreditSuite } from "./credit/CreditSuite.js";
-import { dominantCollateral, mustGetDominantCollateral } from "./credit/dominantCollateral.js";
+import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, StrategyCollateralProps, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
 import { ExpectedBalanceDeltasProps, ExpectedOutput, expectedBalanceDeltas } from "./credit/expectedBalanceDeltas.js";
 import "./credit/index.js";
 import { CompressorZapperData, ZapperData } from "./types.js";
@@ -66,4 +149,6 @@ import { IERC20ZapperContract } from "./zapper/IERC20ZapperContract.js";
 import { IETHZapperContract } from "./zapper/IETHZapperContract.js";
 import "./zapper/index.js";
 import { MarketRegister, MarketRegistryState, MarketRegistryStateHuman } from "./MarketRegister.js";
-export { AbstractLPPriceFeedContract, AbstractPriceFeedContract, BalanceDelta, BalancerStablePriceFeedContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CompositePriceFeedContract, CompressorZapperData, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, DStokenData, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, type FetchRedstonePayloadsOptions, GaugeContract, GaugeParams, GetOpenAccountRequirementsProps, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, IRWAFactory, IRateKeeperContract, IUpdatablePriceFeedContract, IZapperContract, InterestRateModelType, LatestUpdate, LinearInterestRateModelContract, LiquidationFees, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MellowLRTPriceFeedContract, MidasLiquidatorContract, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialLiquidationParams, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendleTWAPPTPriceFeed, PlaceholderAdapterContract, PlaceholderAdapterContractOptions, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegister, PriceFeedRegisterHooks, PriceFeedRegisterOptions, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PythPriceFeed, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, StrategyRef, type TimestampedCalldata, UnsupportedZapperFunctionError, UpdatePriceFeedsResult, WstETHPriceFeedContract, YearnPriceFeedContract, ZapperContract, ZapperData, ZeroPriceFeedContract, createAdapter, createPriceOracle, createZapper, dominantCollateral, expectedBalanceDeltas, fetchRedstonePayloads, getRawPriceUpdates, isLPPriceFeed, isRWAFactory, isUpdatablePriceFeed, mustGetDominantCollateral };
+import { MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
+import { strategyName } from "./strategyName.js";
+export { AbstractAdapterContract, AbstractAdapterContractOptions, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterContractStateHuman, AdapterContractType, AdapterFactoryArgs, AdapterProtocolOperation, AdapterType, BalanceDelta, BalancerStablePriceFeedContract, BalancerSwap, BalancerV3Pool, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BasicSwapCall, BoundedPriceFeedContract, CamelotPool, CamelotV3AdapterContract, CompositePriceFeedContract, CompressorZapperData, ConcreteAdapterContractOptions, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, ConvexWithdraw, ConvexWithdrawAndClaim, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveAddLiquidity, CurveClaims, CurveCryptoPriceFeedContract, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, CurveWithdrawal, DStokenData, DaiUsdsAdapterContract, DelayedWithdrawalClaim, DelayedWithdrawalRequest, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, type FetchRedstonePayloadsOptions, FluidDexAdapterContract, GaugeContract, GaugeParams, GetOpenAccountRequirementsProps, GetReward, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, IRWAFactory, IRateKeeperContract, IUpdatablePriceFeedContract, IZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, InterestRateModelType, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LatestUpdate, LegacyAdapterOperation, LidoSubmit, LidoV1AdapterContract, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MakerDeposit, MakerRedeem, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, NON_STRATEGY_PHANTOM_TOKEN_TYPES, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialLiquidationParams, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendlePair, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegister, PriceFeedRegisterHooks, PriceFeedRegisterOptions, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PythPriceFeed, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOnRampAdapterContract, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRedemptionGatewayAdapterContract, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, StakingRewardsAdapterContract, StrategyCollateralProps, Swap, type TimestampedCalldata, TokenAmount, TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract, Transfers, UniswapSwap, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnsupportedZapperFunctionError, UpdatePriceFeedsResult, UpshiftVaultAdapterContract, VaultDeposit, VelodromeV2RouterAdapterContract, VersionedAbi, WithdrawCollateral, WstETHPriceFeedContract, WstETHUnwrap, WstETHV1AdapterContract, WstETHWrap, YearnPriceFeedContract, ZapperContract, ZapperData, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, classifyCurveOperation, createAdapter, createPriceOracle, createZapper, 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/types/sdk/market/math.d.ts

@@ -7,15 +7,19 @@ import "../../model/index.js";
  *
  * @example
  * ```ts
- * rayToBps(50_000_000_000_000_000_000_000_000n) // 500, i.e. 5%
+ * // ray: 5% (0.05 × 10²⁷)
+ * rayToBps(50_000_000_000_000_000_000_000_000n) // 500 bps = 5%
  * ```
  **/
 declare function rayToBps(ray: bigint): Bps;
 /**
  * Converts a USD value in the oracle's 8-decimal fixed point to a float.
  *
+ * Values below {@link USD_DUST_THRESHOLD} report as `0`.
+ *
  * @example
  * ```ts
+ * // usd: $1500.50 in 8-decimal fixed point
  * usdToNumber(150_050_000_000n) // 1500.5
  * ```
  **/
@@ -26,78 +30,86 @@ declare function usdToNumber(usd: bigint): number;
  *
  * @example
  * ```ts
- * utilizationBps(750n, 1000n) // 7500, i.e. 75%
+ * // borrowed: 750, total: 1000
+ * calcUtilization(750n, 1000n) // 750 / 1000 = 7500 bps = 75%
  * ```
  **/
-declare function utilizationBps(borrowed: bigint, total: bigint): Bps;
+declare function calcUtilization(borrowed: bigint, total: bigint): Bps;
 /**
- * Annual cost of debt for a credit manager, in basis points: the pool's base
- * rate plus the protocol's cut of the accrued interest.
+ * Annual cost of debt for a credit manager, in basis points:
+ * `baseInterestRate × (1 + feeInterest)` — the pool's base rate plus the
+ * protocol's cut of the accrued interest.
  *
  * @param baseInterestRate - Pool base rate in ray.
  * @param feeInterest - Credit manager interest fee in basis points.
  *
  * @example
  * ```ts
- * // 5% base rate, 50% interest fee
- * borrowApyBps(50_000_000_000_000_000_000_000_000n, 5000) // 750, i.e. 7.5%
+ * // baseInterestRate: 5% in ray, feeInterest: 5000 bps = 50%
+ * calcBorrowApy(50_000_000_000_000_000_000_000_000n, 5000) // 5% × 1.5 = 750 bps = 7.5%
  * ```
  **/
-declare function borrowApyBps(baseInterestRate: bigint, feeInterest: number): Bps;
+declare function calcBorrowApy(baseInterestRate: bigint, feeInterest: number): Bps;
 /**
- * Highest leverage a liquidation threshold allows: `1 / (1 - lt)`.
- *
- * A threshold of 100% or more would allow unbounded leverage; such tokens are
- * not strategies and are filtered out before this is called, so the guard here
- * only exists to keep the function total.
+ * 5% safety margin subtracted from 100% in {@link calcMaxLeverage}, so a
+ * maxed position opens with HF slightly above 1.
+ **/
+declare const MAX_LEVERAGE_BUFFER_BPS = 500;
+/**
+ * Highest total-value leverage a liquidation threshold allows:
+ * `(100% − buffer) / (100% − liquidationThreshold)`. At HF = 1, debt is
+ * `liquidationThreshold × totalValue`, leaving `1 − liquidationThreshold` of
+ * equity per unit of exposure; the {@link MAX_LEVERAGE_BUFFER_BPS} buffer
+ * keeps the maxed position slightly away from that boundary.
  *
  * @example
  * ```ts
- * maxLeverage(9000) // 10
- * maxLeverage(8000) // 5
+ * // liquidationThreshold: 9000 bps = 90%
+ * calcMaxLeverage(9000) // (1 − 0.05) / (1 − 0.9) = 9.5x total exposure
  * ```
  **/
-declare function maxLeverage(liquidationThreshold: Bps): Leverage;
+declare function calcMaxLeverage(liquidationThreshold: Bps): Leverage;
 /**
  * Converts a credit account's health factor from the 18-decimal fixed point the
  * contracts store to basis points.
  *
- * An account with no debt return MAX_UINT256 from contract, here we return 0
+ * Accounts with no debt store `MAX_UINT256` on-chain; for those this
+ * returns `0`.
  *
  * @example
  * ```ts
- * healthFactorBps(1_250_000_000_000_000_000n) // 12500, i.e. 1.25
+ * // healthFactor: 1.25 in 18-decimal fixed point
+ * healthFactorBps(1_250_000_000_000_000_000n) // 12500 bps = 1.25
  * ```
  **/
 declare function healthFactorBps(healthFactor: bigint): Bps;
 /**
- * Leverage of an open position: `totalDebt / equity`, where equity is what is
- * left of the position's value once its debt is repaid.
- *
- * Returns `0` for a position that carries no debt and for one that is
- * underwater, where there is no equity to lever.
+ * Total-value leverage of an open position:
+ * `totalValue / (totalValue − totalDebt)`. `1` when unleveraged, `0` when
+ * underwater.
  *
- * @param totalDebt - Debt principal plus accrued interest and fees.
- * @param totalValue - Total value of the position, in the same token.
+ * @param totalValue - Total value of the position.
+ * @param totalDebt - Debt principal plus accrued interest and fees, same token.
  *
  * @example
  * ```ts
- * positionLeverage(800n, 1000n) // 4, i.e. 4x debt per unit of equity
+ * // totalValue: 100k, totalDebt: 80k → equity: 100k − 80k = 20k
+ * calcPositionLeverage(100_000n, 80_000n) // 100k / 20k = 5x
  * ```
  **/
-declare function positionLeverage(totalDebt: bigint, totalValue: bigint): Leverage;
+declare function calcPositionLeverage(totalValue: bigint, totalDebt: bigint): Leverage;
 /**
- * Annual quota cost scaled to the debt a maximally leveraged position carries,
- * in basis points. Every unit of own capital carries `maxLeverage - 1` units of
- * debt, and the quota is paid on the whole quoted position.
+ * Annual quota cost on equity, in basis points:
+ * `quotaRate × (1 + feeInterest) × leverage`. Quota accrues on the whole
+ * quoted position, and the DAO takes `feeInterest` of it as with base interest.
  *
  * @example
  * ```ts
- * // 2.5% quota rate at 5x leverage
- * additionalBorrowApyBps(250, 5) // 1000, i.e. 10%
+ * // quotaRate: 200 bps = 2%, feeInterest: 2500 bps = 25%, leverage: 9.5x
+ * calcAdditionalBorrowApy(200, 2500, 9.5) // 2% × 1.25 × 9.5 = 2375 bps = 23.75%
  * ```
  **/
-declare function additionalBorrowApyBps(quotaRate: Bps, leverage: Leverage): Bps;
+declare function calcAdditionalBorrowApy(quotaRate: Bps, feeInterest: Bps, leverage: Leverage): Bps;
 /**
  * {@link PERCENTAGE_FACTOR} less a 0.1% safety buffer.
  *
@@ -158,4 +170,4 @@ declare function optimalRepaidAmount({ totalDebt, twvUnderlying, minDebt, optima
  **/
 declare function optimalHFForPartialLiquidation(borrowRate: bigint): bigint;
 //#endregion
-export { OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, additionalBorrowApyBps, borrowApyBps, healthFactorBps, maxLeverage, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, positionLeverage, rayToBps, usdToNumber, utilizationBps };
+export { MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };

package/dist/types/sdk/market/oracle/PriceOracleBaseContract.d.ts

@@ -1,10 +1,10 @@
 import { Amount, TokenAmount } from "../../../model/primitives.js";
+import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
+import "../../../model/index.js";
+import { AddressMap } from "../../utils/AddressMap.js";
 import { DelegatedMulticall } from "../../utils/viem/executeDelegatedMulticalls.js";
 import "../../utils/viem/index.js";
-import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditAccountTokensSlice, PriceOracleData } from "../../base/types.js";
-import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
-import "../../../model/index.js";
 import { PriceOracleStateHuman } from "../../types/state-human.js";
 import { IPriceFeedContract, PriceUpdate, UpdatePriceFeedsResult } from "../pricefeeds/types.js";
 import { PriceFeedRef } from "../pricefeeds/PriceFeedRef.js";
@@ -92,6 +92,10 @@ declare abstract class PriceOracleBaseContract<abi extends Abi | readonly unknow
    * {@inheritDoc IPriceOracleContract.convertFromUSD}
    **/
   convertFromUSD(to: Address, amount: bigint, reserve?: boolean): bigint;
+  /**
+   * {@inheritDoc IPriceOracleContract.safeConvertToUSD}
+   **/
+  safeConvertToUSD(token: Address, amount: bigint): bigint | null;
   /**
    * {@inheritDoc IPriceOracleContract.safeUsdValue}
    **/

package/dist/types/sdk/market/oracle/types.d.ts

@@ -1,10 +1,10 @@
 import { Amount, TokenAmount } from "../../../model/primitives.js";
+import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
+import "../../../model/index.js";
+import { AddressMap } from "../../utils/AddressMap.js";
 import { DelegatedMulticall } from "../../utils/viem/executeDelegatedMulticalls.js";
 import "../../utils/viem/index.js";
-import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditAccountTokensSlice, IBaseContract } from "../../base/types.js";
-import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
-import "../../../model/index.js";
 import { PriceOracleStateHuman } from "../../types/state-human.js";
 import { IPriceFeedContract, PriceUpdate, UpdatePriceFeedsResult } from "../pricefeeds/types.js";
 import { PriceFeedRef } from "../pricefeeds/PriceFeedRef.js";
@@ -121,6 +121,10 @@ interface IPriceOracleContract extends IBaseContract {
   priceUpdatesForTokens: (tokens: Address[], opts?: PriceFeedsForTokensOptions) => Promise<PriceUpdate[]>;
   /**
    * Converts an amount from one token to another using latest known prices.
+   *
+   * `NATIVE_ADDRESS` is priced through WETH and throws if WETH is not
+   * registered.
+   *
    * @param from - Source token address.
    * @param to - Destination token address.
    * @param amount - Amount in source-token decimals.
@@ -129,13 +133,29 @@ interface IPriceOracleContract extends IBaseContract {
   convert: (from: Address, to: Address, amount: bigint, reserve?: boolean) => bigint;
   /**
    * Converts a token amount to its USD value using latest known prices.
+   *
+   * `NATIVE_ADDRESS` is priced through WETH and throws if WETH is not
+   * registered.
+   *
    * @param from - Token address.
    * @param amount - Amount in token decimals.
    * @param reserve - Use reserve feeds instead of main.
    **/
   convertToUSD: (from: Address, amount: bigint, reserve?: boolean) => bigint;
+  /**
+   * Like {@link convertToUSD}, but returns `null` instead of throwing when
+   * the token cannot be priced (missing or unsuccessful feed).
+   *
+   * @param token - Token address.
+   * @param amount - Amount in token decimals.
+   **/
+  safeConvertToUSD: (token: Address, amount: bigint) => bigint | null;
   /**
    * Converts a USD amount to a token amount using latest known prices.
+   *
+   * `NATIVE_ADDRESS` is priced through WETH and throws if WETH is not
+   * registered.
+   *
    * @param to - Token address.
    * @param amount - Amount in USD (8 decimals).
    * @param reserve - Use reserve feeds instead of main.
@@ -164,9 +184,13 @@ interface IPriceOracleContract extends IBaseContract {
    * Like {@link toAmount}, but also names the token, for the fields where the
    * owning group does not.
    * Syntactic sugar for high-level sdk.
+   *
+   * `NATIVE_ADDRESS` is not in the token registry: it is synthesized from the
+   * chain's native currency. Pricing is delegated to {@link convertToUSD}.
+   *
    * @param token - Token address.
    * @param value - Amount in token decimals.
-   * @throws If the token is not in the registry.
+   * @throws If the token is not in the registry (other than `NATIVE_ADDRESS`).
    **/
   toTokenAmount: (token: Address, value: bigint) => TokenAmount;
   /**

package/dist/types/sdk/market/pool/LinearInterestRateModelContract.d.ts

@@ -1,6 +1,6 @@
-import { BaseState } from "../../base/types.js";
 import { RateCurve } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { BaseState } from "../../base/types.js";
 import { LinearInterestRateModelStateHuman } from "../../types/state-human.js";
 import { IInterestRateModelContract } from "./types.js";
 import { RateModelParams } from "./math.js";

package/dist/types/sdk/market/pool/PoolQuotaKeeperV310Contract.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
+import "../../../model/index.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { IBaseContract, PoolState, QuotaKeeperState, QuotaState } from "../../base/types.js";
-import "../../../model/index.js";
 import { PoolQuotaKeeperStateHuman } from "../../types/state-human.js";
 import "../../utils/index.js";
 import { ConstructOptions } from "../../base/Construct.js";

package/dist/types/sdk/market/pool/PoolSuite.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
-import { MarketData } from "../../base/types.js";
 import { RateCurve } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { MarketData } from "../../base/types.js";
 import { IRWAFactory } from "../rwa/types.js";
 import { PoolSuiteStateHuman } from "../../types/state-human.js";
 import { MarketConfiguratorContract } from "../MarketConfiguratorContract.js";

package/dist/types/sdk/market/pool/PoolV310Contract.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
+import "../../../model/index.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditManagerDebtParams, PoolState } from "../../base/types.js";
-import "../../../model/index.js";
 import { IRWAFactory } from "../rwa/types.js";
 import { PoolStateHuman } from "../../types/state-human.js";
 import { IPoolContract } from "./types.js";
@@ -1171,6 +1171,11 @@ declare class PoolV310Contract extends BaseContract<abi> implements IPoolContrac
    * the receiver.
    */
   redeem(amount: bigint, owner: Address, receiver: Address): RawTx;
+  /**
+   * Burns as many of the owner's shares as it takes to send `assets` of the
+   * underlying to the receiver.
+   */
+  withdraw(assets: bigint, receiver: Address, owner: Address): RawTx;
   protected stringifyFunctionParams(params: DecodeFunctionDataReturnType<abi>): string[];
 }
 //#endregion

package/dist/types/sdk/market/pool/types.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
+import "../../../model/index.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditManagerDebtParams, IBaseContract } from "../../base/types.js";
-import "../../../model/index.js";
 import { IRWAFactory } from "../rwa/types.js";
 import { InterestRateModelStateHuman, PoolStateHuman, RateKeeperStateHuman } from "../../types/state-human.js";
 import { PoolQuotaKeeperV310Contract } from "./PoolQuotaKeeperV310Contract.js";
@@ -153,6 +153,11 @@ interface IPoolContract extends IBaseContract {
    * the receiver.
    */
   redeem(amount: bigint, owner: Address, receiver: Address): RawTx;
+  /**
+   * Burns as many of the owner's shares as it takes to send `assets` of the
+   * underlying to the receiver.
+   */
+  withdraw(assets: bigint, receiver: Address, owner: Address): RawTx;
 }
 type PoolQuotaKeeperContract = PoolQuotaKeeperV310Contract;
 //#endregion

package/dist/types/sdk/market/pricefeeds/AbstractPriceFeed.d.ts

@@ -1,6 +1,6 @@
-import { PriceFeedAnswer, PriceFeedTreeNode } from "../../base/types.js";
 import { PriceFeedData } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { PriceFeedAnswer, PriceFeedTreeNode } from "../../base/types.js";
 import { PriceFeedStateHuman } from "../../types/state-human.js";
 import { IPriceFeedContract, IUpdatablePriceFeedContract, PriceFeedContractType } from "./types.js";
 import { PriceFeedRef } from "./PriceFeedRef.js";

package/dist/types/sdk/market/pricefeeds/types.d.ts

@@ -1,6 +1,6 @@
-import { IBaseContract, PriceFeedAnswer } from "../../base/types.js";
 import { PriceFeedData } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { IBaseContract, PriceFeedAnswer } from "../../base/types.js";
 import { PriceFeedStateHuman } from "../../types/state-human.js";
 import { PriceFeedRef } from "./PriceFeedRef.js";
 import { IPriceUpdateTx, RawTx } from "../../types/transactions.js";

package/dist/types/sdk/market/strategyName.d.ts

@@ -0,0 +1,18 @@
+import { Token } from "../../model/primitives.js";
+import "../../model/index.js";
+import { NetworkType } from "../chain/chains.js";
+//#region src/sdk/market/strategyName.d.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.
+ **/
+declare function strategyName(target: Token, underlying: Token, network: number | bigint | NetworkType): string;
+//#endregion
+export { strategyName };

package/dist/types/sdk/opportunities/MultichainOpportunitiesService.d.ts

@@ -1,8 +1,8 @@
-import { PluginsMap } from "../plugins/types.js";
-import "../plugins/index.js";
 import { Opportunity, OpportunityFilter, PoolOpportunityDetail, PoolOpportunityKey, StrategyOpportunityDetail, StrategyOpportunityKey } from "../../model/opportunities.js";
 import { DataResponse } from "../../model/response.js";
 import "../../model/index.js";
+import { PluginsMap } from "../plugins/types.js";
+import "../plugins/index.js";
 import { MultichainConstruct } from "../base/MultichainConstruct.js";
 import "../base/index.js";
 //#region src/sdk/opportunities/MultichainOpportunitiesService.d.ts

package/dist/types/sdk/opportunities/OpportunitiesService.d.ts

@@ -33,8 +33,8 @@ declare class OpportunitiesService 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.
    **/
   getStrategy(key: StrategyOpportunityKey): Promise<StrategyOpportunityDetail>;
 }

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

@@ -1,4 +1,3 @@
-import { OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, additionalBorrowApyBps, borrowApyBps, healthFactorBps, maxLeverage, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, positionLeverage, rayToBps, usdToNumber, utilizationBps } from "../market/math.js";
 import { MultichainOpportunitiesService } from "./MultichainOpportunitiesService.js";
 import { OpportunitiesService } from "./OpportunitiesService.js";
-export { MultichainOpportunitiesService, OpportunitiesService, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, additionalBorrowApyBps, borrowApyBps, healthFactorBps, maxLeverage, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, positionLeverage, rayToBps, usdToNumber, utilizationBps };
+export { MultichainOpportunitiesService, OpportunitiesService };

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

@@ -80,9 +80,9 @@ interface IOnchainSDKPlugin<TState extends Record<keyof TState, unknown> = {}> {
    **/
   syncState?: () => Promise<void>;
   /**
-   * Factory hook called by the SDK to create auxiliary contracts
-   * (e.g. zappers, adapters). If not implemented, the SDK falls back to
-   * generic {@link BaseContract} instances.
+   * Factory hook called by the SDK to create auxiliary contracts.
+   * If not implemented, the SDK falls back to generic {@link BaseContract}
+   * instances.
    *
    * @param params - On-chain identification parameters for the contract.
    * @returns A contract instance, or `undefined` to let the SDK use the default.

package/dist/types/sdk/pools/PoolService.d.ts

@@ -1,6 +1,8 @@
 import { PoolPosition } from "../../model/positions.js";
 import "../../model/index.js";
-import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, PoolServiceCallResult, RemoveLiquidityProps, WithdrawalMetadata } from "./types.js";
+import { IPoolContract } from "../market/pool/types.js";
+import "../market/index.js";
+import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata } from "./types.js";
 import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
 import { Address } from "viem";
@@ -31,6 +33,18 @@ declare class PoolService extends SDKConstruct implements IPoolsService {
    * {@inheritDoc IPoolsService.getWithdrawalTokensOut}
    */
   getWithdrawalTokensOut(pool: Address, tokenIn: Address): Address[];
+  /**
+   * {@inheritDoc IPoolsService.simulateDeposit}
+   */
+  simulateDeposit(props: SimulatePoolOperationProps): PoolSimulation;
+  /**
+   * {@inheritDoc IPoolsService.simulateWithdraw}
+   */
+  simulateWithdraw(props: SimulatePoolOperationProps): PoolSimulation;
+  /**
+   * {@inheritDoc IPoolsService.simulateRedeem}
+   */
+  simulateRedeem(props: SimulatePoolOperationProps): PoolSimulation;
   /**
    * {@inheritDoc IPoolsService.removeLiquidity}
    */
@@ -44,5 +58,21 @@ declare class PoolService extends SDKConstruct implements IPoolsService {
    */
   listPositions(props: ListPoolPositionsProps): Promise<PoolPosition[]>;
 }
+/**
+ * Shares minted for `assets`, as `previewDeposit` would report them.
+ *
+ * Both directions convert through the diesel rate — underlying per RAY of
+ * shares — because that is the rate the pool itself divides by, and the only
+ * exact one the SDK holds: `totalAssets` is this rate multiplied out, so
+ * converting back through it costs a wei on large amounts. Rounds down, as
+ * minting does.
+ */
+declare function toShares(pool: IPoolContract, assets: bigint): bigint;
+/**
+ * Shares a withdrawal of `assets` burns, as `previewWithdraw` would report
+ * them: {@link toShares} rounded the other way, since the burn has to cover
+ * the payout the caller asked for.
+ */
+declare function toSharesUp(pool: IPoolContract, assets: bigint): bigint;
 //#endregion
-export { PoolService };
+export { PoolService, toShares, toSharesUp };

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

@@ -1,3 +1,3 @@
-import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolServiceCall, PoolServiceCallResult, RemoveLiquidityProps, WithdrawalMetadata } from "./types.js";
-import { PoolService } from "./PoolService.js";
-export { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolService, PoolServiceCall, PoolServiceCallResult, RemoveLiquidityProps, WithdrawalMetadata };
+import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolServiceCall, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata } from "./types.js";
+import { PoolService, toShares, toSharesUp } from "./PoolService.js";
+export { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolService, PoolServiceCall, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata, toShares, toSharesUp };