@gearbox-protocol/sdk 15.1.0-next.23 → 15.1.0-next.25

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

@@ -24,10 +24,9 @@ declare const chartRangeSchema: z.ZodEnum<{
  * {@link PoolOpportunityChartMetric}
  **/
 declare const poolOpportunityChartMetricSchema: z.ZodEnum<{
-  availableLiquidity: "availableLiquidity";
-  borrowApy: "borrowApy";
   borrowed: "borrowed";
   depositApy: "depositApy";
+  depositApyAvg7d: "depositApyAvg7d";
   dieselRate: "dieselRate";
   supplied: "supplied";
 }>;
@@ -36,10 +35,12 @@ declare const poolOpportunityChartMetricSchema: z.ZodEnum<{
  **/
 declare const strategyOpportunityChartMetricSchema: z.ZodEnum<{
   borrowApy: "borrowApy";
+  borrowApyAvg7d: "borrowApyAvg7d";
   collateralApy: "collateralApy";
   collateralPrice: "collateralPrice";
   collateralUsdPrice: "collateralUsdPrice";
-  netApy: "netApy";
+  liquidationThreshold: "liquidationThreshold";
+  quotaRate: "quotaRate";
   tvl: "tvl";
   underlyingUsdPrice: "underlyingUsdPrice";
 }>;
@@ -50,108 +51,86 @@ declare const poolPositionChartMetricSchema: z.ZodEnum<{
   apy: "apy";
   mwr: "mwr";
   pnl: "pnl";
-  twr: "twr";
-  underlyingPrice: "underlyingPrice";
-  value: "value";
 }>;
 /**
  * {@link StrategyPositionChartMetric}
  **/
 declare const strategyPositionChartMetricSchema: z.ZodEnum<{
   borrowApy: "borrowApy";
+  borrowApyAvg7d: "borrowApyAvg7d";
   debt: "debt";
   healthFactor: "healthFactor";
-  leverage: "leverage";
   mwr: "mwr";
+  netApy7d: "netApy7d";
   pnl: "pnl";
   totalValueUnderlying: "totalValueUnderlying";
-  totalValueUsd: "totalValueUsd";
-  trailingApy30d: "trailingApy30d";
-  trailingApy7d: "trailingApy7d";
-  twr: "twr";
-  twrApy: "twrApy";
-  underlyingPrice: "underlyingPrice";
 }>;
 /**
  * {@link ChartMetric}, every metric either kind of subject can chart.
  **/
 declare const chartMetricSchema: z.ZodUnion<readonly [z.ZodEnum<{
-  availableLiquidity: "availableLiquidity";
-  borrowApy: "borrowApy";
   borrowed: "borrowed";
   depositApy: "depositApy";
+  depositApyAvg7d: "depositApyAvg7d";
   dieselRate: "dieselRate";
   supplied: "supplied";
 }>, z.ZodEnum<{
   borrowApy: "borrowApy";
+  borrowApyAvg7d: "borrowApyAvg7d";
   collateralApy: "collateralApy";
   collateralPrice: "collateralPrice";
   collateralUsdPrice: "collateralUsdPrice";
-  netApy: "netApy";
+  liquidationThreshold: "liquidationThreshold";
+  quotaRate: "quotaRate";
   tvl: "tvl";
   underlyingUsdPrice: "underlyingUsdPrice";
 }>, z.ZodEnum<{
   apy: "apy";
   mwr: "mwr";
   pnl: "pnl";
-  twr: "twr";
-  underlyingPrice: "underlyingPrice";
-  value: "value";
 }>, z.ZodEnum<{
   borrowApy: "borrowApy";
+  borrowApyAvg7d: "borrowApyAvg7d";
   debt: "debt";
   healthFactor: "healthFactor";
-  leverage: "leverage";
   mwr: "mwr";
+  netApy7d: "netApy7d";
   pnl: "pnl";
   totalValueUnderlying: "totalValueUnderlying";
-  totalValueUsd: "totalValueUsd";
-  trailingApy30d: "trailingApy30d";
-  trailingApy7d: "trailingApy7d";
-  twr: "twr";
-  twrApy: "twrApy";
-  underlyingPrice: "underlyingPrice";
 }>]>;
 /**
  * {@link ChartQuery}
  **/
 declare const chartQuerySchema: z.ZodObject<{
   metrics: z.ZodReadonly<z.ZodArray<z.ZodUnion<readonly [z.ZodEnum<{
-    availableLiquidity: "availableLiquidity";
-    borrowApy: "borrowApy";
     borrowed: "borrowed";
     depositApy: "depositApy";
+    depositApyAvg7d: "depositApyAvg7d";
     dieselRate: "dieselRate";
     supplied: "supplied";
   }>, z.ZodEnum<{
     borrowApy: "borrowApy";
+    borrowApyAvg7d: "borrowApyAvg7d";
     collateralApy: "collateralApy";
     collateralPrice: "collateralPrice";
     collateralUsdPrice: "collateralUsdPrice";
-    netApy: "netApy";
+    liquidationThreshold: "liquidationThreshold";
+    quotaRate: "quotaRate";
     tvl: "tvl";
     underlyingUsdPrice: "underlyingUsdPrice";
   }>, z.ZodEnum<{
     apy: "apy";
     mwr: "mwr";
     pnl: "pnl";
-    twr: "twr";
-    underlyingPrice: "underlyingPrice";
-    value: "value";
   }>, z.ZodEnum<{
     borrowApy: "borrowApy";
+    borrowApyAvg7d: "borrowApyAvg7d";
     debt: "debt";
     healthFactor: "healthFactor";
-    leverage: "leverage";
     mwr: "mwr";
+    netApy7d: "netApy7d";
     pnl: "pnl";
     totalValueUnderlying: "totalValueUnderlying";
-    totalValueUsd: "totalValueUsd";
-    trailingApy30d: "trailingApy30d";
-    trailingApy7d: "trailingApy7d";
-    twr: "twr";
-    twrApy: "twrApy";
-    underlyingPrice: "underlyingPrice";
   }>]>>>;
   range: z.ZodEnum<{
     "1d": "1d";
@@ -195,41 +174,34 @@ declare const chartQueryCodec: z.ZodCodec<z.ZodObject<{
   }>;
 }, z.core.$strip>, z.ZodObject<{
   metrics: z.ZodReadonly<z.ZodArray<z.ZodUnion<readonly [z.ZodEnum<{
-    availableLiquidity: "availableLiquidity";
-    borrowApy: "borrowApy";
     borrowed: "borrowed";
     depositApy: "depositApy";
+    depositApyAvg7d: "depositApyAvg7d";
     dieselRate: "dieselRate";
     supplied: "supplied";
   }>, z.ZodEnum<{
     borrowApy: "borrowApy";
+    borrowApyAvg7d: "borrowApyAvg7d";
     collateralApy: "collateralApy";
     collateralPrice: "collateralPrice";
     collateralUsdPrice: "collateralUsdPrice";
-    netApy: "netApy";
+    liquidationThreshold: "liquidationThreshold";
+    quotaRate: "quotaRate";
     tvl: "tvl";
     underlyingUsdPrice: "underlyingUsdPrice";
   }>, z.ZodEnum<{
     apy: "apy";
     mwr: "mwr";
     pnl: "pnl";
-    twr: "twr";
-    underlyingPrice: "underlyingPrice";
-    value: "value";
   }>, z.ZodEnum<{
     borrowApy: "borrowApy";
+    borrowApyAvg7d: "borrowApyAvg7d";
     debt: "debt";
     healthFactor: "healthFactor";
-    leverage: "leverage";
     mwr: "mwr";
+    netApy7d: "netApy7d";
     pnl: "pnl";
     totalValueUnderlying: "totalValueUnderlying";
-    totalValueUsd: "totalValueUsd";
-    trailingApy30d: "trailingApy30d";
-    trailingApy7d: "trailingApy7d";
-    twr: "twr";
-    twrApy: "twrApy";
-    underlyingPrice: "underlyingPrice";
   }>]>>>;
   range: z.ZodEnum<{
     "1d": "1d";

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

@@ -206,6 +206,10 @@ interface PoolOpportunity extends OpportunityBase {
    * @mode offchain
    **/
   supplyApyAvg7D?: ApyBreakdown;
+  /**
+   * Quota configuration of every collateral token of the market.
+   **/
+  quotaAssets: QuotaAsset[];
 }
 /**
  * A leveraged position: one credit manager plus the single target collateral
@@ -263,29 +267,13 @@ interface StrategyOpportunity extends OpportunityBase {
    * @mode offchain
    **/
   collateralApyAvg7D?: ApyBreakdown;
-  /**
-   * Net yield at {@link maxLeverage}:
-   * `collateralApy × maxLeverage − borrowApy × (maxLeverage − 1) − additionalBorrowApy`.
-   * Yield is on the whole position; borrow interest is on the borrowed part only.
-   *
-   * Absent in `onchain` mode: its {@link collateralApy} term is.
-   *
-   * @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.
    *
    * @example `520` for 5.2% APY
    **/
-  borrowApy?: Bps;
+  borrowApy: Bps;
   /**
    * Average {@link borrowApy} over the trailing seven days, in basis points.
    *
@@ -295,22 +283,22 @@ interface StrategyOpportunity extends OpportunityBase {
    **/
   borrowApyAvg7D?: Bps;
   /**
-   * Annual cost of the quota on {@link targetCollateral}, in basis points:
-   * `quotaRate × (1 + feeInterest) × maxLeverage`. Quota accrues on the whole
-   * quoted position and carries the same DAO fee as {@link borrowApy}.
+   * Annual quota cost of {@link targetCollateral}, in basis points, including
+   * the protocol's interest fee: `pqk.quotaRate × (1 + feeInterest)`. Quota
+   * accrues on the quoted amount and carries the same DAO fee as
+   * {@link borrowApy}.
    *
-   * @example `90` for +0.9% APY
+   * @example `90` for 0.9% APY
    **/
-  additionalBorrowApy?: Bps;
+  quotaRate: Bps;
   /**
-   * Average {@link additionalBorrowApy} over the trailing seven days, in basis
-   * points.
+   * Average {@link quotaRate} over the trailing seven days, in basis points.
    *
    * Absent in `onchain` mode: calculating it requires historical data.
    *
    * @mode offchain
    **/
-  additionalBorrowApyAvg7D?: Bps;
+  quotaRateAvg7D?: Bps;
   /**
    * Size of the strategy: the summed total value of the credit accounts
    * opened in this credit manager.
@@ -510,6 +498,20 @@ interface QuotaAsset {
    * Amount currently quoted, denominated in the market's underlying.
    **/
   used: Amount;
+  /**
+   * This token's share of the pool's used quota, in basis points:
+   * `used / Σ used` over every quota asset of the pool. Zero when nothing is
+   * quoted.
+   *
+   * @example `2500` for 25% of the quoted amount
+   **/
+  allocationShare: Bps;
+  /**
+   * Estimate of how much of the pool's {@link OpportunityBase.totalBorrow}
+   * backs this collateral: {@link allocationShare} applied to the pool's
+   * total borrowed amount, denominated in the underlying.
+   **/
+  allocatedDebt: Amount;
 }
 /**
  * A price feed and the feeds it is composed of.
@@ -576,10 +578,6 @@ interface PoolOpportunityDetail extends PoolOpportunity {
    * Interest rate curve of the pool.
    **/
   rateCurve: RateCurve;
-  /**
-   * Quota configuration of every collateral token of the market.
-   **/
-  quotaAssets: QuotaAsset[];
 }
 /**
  * A strategy opportunity plus the data only its detail screen needs.