@gearbox-protocol/sdk 15.1.0-next.24 → 15.1.0-next.25

package/dist/esm/sdk/market/zapper/ZapperContract.js

@@ -1,6 +1,6 @@
-import { iZapperAbi } from "../../../abi/iZapper.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iZapperAbi } from "../../../abi/iZapper.js";
 import { UnsupportedZapperFunctionError } from "./errors.js";
 //#region src/sdk/market/zapper/ZapperContract.ts
 /**

package/dist/esm/sdk/pools/PoolService.js

@@ -1,5 +1,5 @@
-import { ierc20Abi } from "../../abi/iERC20.js";
 import { AddressSet } from "../utils/AddressSet.js";
+import { ierc20Abi } from "../../abi/iERC20.js";
 import "../constants/addresses.js";
 import { PERCENTAGE_FACTOR, RAY } from "../constants/math.js";
 import "../constants/index.js";

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

@@ -176,7 +176,7 @@ var PositionsService = class extends SDKConstruct {
 			chainId: this.sdk.chainId,
 			creditManager: ca.creditManager,
 			creditAccount: ca.creditAccount,
-			name: target ? strategyName(this.sdk.tokensMeta.mustGetToken(target), token, this.sdk.chainId) : token.symbol,
+			name: target ? strategyName(this.sdk.tokensMeta.mustGetToken(target), token) : token.symbol,
 			targetCollateral: target ? this.sdk.tokensMeta.mustGetToken(target) : null,
 			leverage: calcPositionLeverage(totalValue, totalDebtValue),
 			borrowApy: calcBorrowApy(pool.baseInterestRate, suite.creditManager.feeInterest),

package/dist/esm/sdk/utils/viem/simulateWithPriceUpdates.js

@@ -1,6 +1,6 @@
 import { errorAbis } from "../../../abi/errors.js";
-import { iUpdatablePriceFeedAbi } from "../../../abi/iUpdatablePriceFeed.js";
 import { generateCastTraceCall } from "./cast.js";
+import { iUpdatablePriceFeedAbi } from "../../../abi/iUpdatablePriceFeed.js";
 import { simulateMulticall } from "./simulateMulticall.js";
 import { BaseError, CallExecutionError, ContractFunctionRevertedError, decodeFunctionData, decodeFunctionResult, encodeFunctionData, parseAbi } from "viem";
 import { getAction, parseAccount } from "viem/utils";

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

@@ -22,7 +22,7 @@ type ChartRange = (typeof CHART_RANGES)[number];
 /**
  * Every metric a pool opportunity can chart.
  **/
-declare const POOL_OPPORTUNITY_CHART_METRICS: readonly ["depositApy", "borrowApy", "dieselRate", "supplied", "borrowed", "availableLiquidity"];
+declare const POOL_OPPORTUNITY_CHART_METRICS: readonly ["depositApy", "depositApyAvg7d", "dieselRate", "supplied", "borrowed"];
 /**
  * Metric a pool opportunity can chart. Derived from the runtime list that also
  * builds the backend's route enum, so the two cannot drift.
@@ -34,7 +34,7 @@ type PoolOpportunityChartMetric = (typeof POOL_OPPORTUNITY_CHART_METRICS)[number
  * `collateralPrice` is the collateral/underlying series a liquidation-price
  * chart draws; the two USD series are the same prices quoted in dollars.
  **/
-declare const STRATEGY_OPPORTUNITY_CHART_METRICS: readonly ["netApy", "borrowApy", "collateralApy", "tvl", "collateralPrice", "collateralUsdPrice", "underlyingUsdPrice"];
+declare const STRATEGY_OPPORTUNITY_CHART_METRICS: readonly ["borrowApy", "borrowApyAvg7d", "quotaRate", "liquidationThreshold", "collateralApy", "tvl", "collateralPrice", "collateralUsdPrice", "underlyingUsdPrice"];
 /**
  * Metric a strategy opportunity can chart, derived from
  * {@link STRATEGY_OPPORTUNITY_CHART_METRICS}.
@@ -44,13 +44,12 @@ type StrategyOpportunityChartMetric = (typeof STRATEGY_OPPORTUNITY_CHART_METRICS
  * Every metric a pool position can chart.
  *
  * Nothing to do with {@link POOL_OPPORTUNITY_CHART_METRICS}: an opportunity charts what the
- * pool did, a position charts what one wallet's deposit did in it. `mwr` and
- * `twr` are cumulative returns since the position opened — money-weighted, so
- * sensitive to when deposits and withdrawals landed, and time-weighted, which
- * strips that timing out. Both are anchored at inception, so a narrow `range`
- * only zooms the visible slice and its first point is rarely zero.
+ * pool did, a position charts what one wallet's deposit did in it. `mwr` is the
+ * money-weighted return since the position opened, so it is sensitive to when
+ * deposits and withdrawals landed. It is anchored at inception, so a narrow
+ * `range` only zooms the visible slice and its first point is rarely zero.
  **/
-declare const POOL_POSITION_CHART_METRICS: readonly ["value", "apy", "pnl", "mwr", "twr", "underlyingPrice"];
+declare const POOL_POSITION_CHART_METRICS: readonly ["apy", "pnl", "mwr"];
 /**
  * Metric a pool position can chart, derived from
  * {@link POOL_POSITION_CHART_METRICS}.
@@ -59,12 +58,11 @@ type PoolPositionChartMetric = (typeof POOL_POSITION_CHART_METRICS)[number];
 /**
  * Every metric a strategy position can chart.
  *
- * `twrApy` annualizes `twr` over the position's whole life; the two trailing
- * APYs annualize it over a fixed window instead, so they track the current pace
- * rather than the lifetime rate and are comparable across positions of
- * different ages.
+ * `netApy7d` is the trailing seven-day net yield, so it tracks the position's
+ * recent pace rather than its lifetime return and is comparable across
+ * positions of different ages.
  **/
-declare const STRATEGY_POSITION_CHART_METRICS: readonly ["totalValueUsd", "totalValueUnderlying", "debt", "healthFactor", "leverage", "borrowApy", "underlyingPrice", "pnl", "mwr", "twr", "twrApy", "trailingApy7d", "trailingApy30d"];
+declare const STRATEGY_POSITION_CHART_METRICS: readonly ["totalValueUnderlying", "debt", "healthFactor", "borrowApy", "borrowApyAvg7d", "pnl", "mwr", "netApy7d"];
 /**
  * Metric a strategy position can chart, derived from
  * {@link STRATEGY_POSITION_CHART_METRICS}.
@@ -161,31 +159,26 @@ type ChartUnit =
  **/
 declare const CHART_METRIC_UNITS: {
   readonly depositApy: "bps";
+  readonly depositApyAvg7d: "bps";
   readonly borrowApy: "bps";
-  readonly netApy: "bps";
+  readonly borrowApyAvg7d: "bps";
+  readonly quotaRate: "bps";
+  readonly liquidationThreshold: "bps";
   readonly collateralApy: "bps";
   readonly supplied: "token";
   readonly borrowed: "token";
-  readonly availableLiquidity: "token";
   readonly tvl: "token";
   readonly dieselRate: "ratio";
   readonly collateralPrice: "ratio";
   readonly collateralUsdPrice: "usd";
   readonly underlyingUsdPrice: "usd";
-  readonly value: "token";
   readonly apy: "bps";
   readonly pnl: "token";
   readonly mwr: "bps";
-  readonly twr: "bps";
-  readonly underlyingPrice: "usd";
-  readonly totalValueUsd: "usd";
   readonly totalValueUnderlying: "token";
   readonly debt: "token";
   readonly healthFactor: "bps";
-  readonly leverage: "scalar";
-  readonly twrApy: "bps";
-  readonly trailingApy7d: "bps";
-  readonly trailingApy30d: "bps";
+  readonly netApy7d: "bps";
 };
 /**
  * A unit together with what it is denominated in.

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
@@ -494,6 +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.
@@ -560,10 +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.

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

@@ -143,6 +143,33 @@ declare const opportunityBaseSchema: z.ZodObject<{
   rwa: z.ZodBoolean;
   sunset: z.ZodBoolean;
 }, z.core.$strip>;
+/**
+ * {@link QuotaAsset}
+ **/
+declare const quotaAssetSchema: z.ZodObject<{
+  token: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>;
+  quotaRate: z.ZodNumber;
+  limit: z.ZodObject<{
+    value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+    valueUsd: z.ZodNullable<z.ZodNumber>;
+  }, z.core.$strip>;
+  used: z.ZodObject<{
+    value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+    valueUsd: z.ZodNullable<z.ZodNumber>;
+  }, z.core.$strip>;
+  allocationShare: z.ZodNumber;
+  allocatedDebt: z.ZodObject<{
+    value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+    valueUsd: z.ZodNullable<z.ZodNumber>;
+  }, z.core.$strip>;
+}, z.core.$strip>;
 /**
  * {@link PoolOpportunity}
  **/
@@ -251,6 +278,30 @@ declare const poolOpportunitySchema: z.ZodObject<{
       }, z.core.$strip>>;
     }, z.core.$strip>], "kind">>>;
   }, z.core.$strip>>;
+  quotaAssets: z.ZodArray<z.ZodObject<{
+    token: z.ZodObject<{
+      chainId: z.ZodNumber;
+      address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+      symbol: z.ZodString;
+      name: z.ZodString;
+      decimals: z.ZodNumber;
+      assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+    }, z.core.$strip>;
+    quotaRate: z.ZodNumber;
+    limit: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    used: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    allocationShare: z.ZodNumber;
+    allocatedDebt: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+  }, z.core.$strip>>;
 }, z.core.$strip>;
 /**
  * {@link StrategyOpportunity}
@@ -498,6 +549,30 @@ declare const opportunitySchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
       }, z.core.$strip>>;
     }, z.core.$strip>], "kind">>>;
   }, z.core.$strip>>;
+  quotaAssets: z.ZodArray<z.ZodObject<{
+    token: z.ZodObject<{
+      chainId: z.ZodNumber;
+      address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+      symbol: z.ZodString;
+      name: z.ZodString;
+      decimals: z.ZodNumber;
+      assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+    }, z.core.$strip>;
+    quotaRate: z.ZodNumber;
+    limit: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    used: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    allocationShare: z.ZodNumber;
+    allocatedDebt: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+  }, z.core.$strip>>;
 }, z.core.$strip>, z.ZodObject<{
   chainId: z.ZodNumber;
   name: z.ZodString;
@@ -711,28 +786,6 @@ declare const rateCurveSchema: z.ZodObject<{
   }, z.core.$strip>>;
   borrowingLimitUtilization: z.ZodNullable<z.ZodNumber>;
 }, z.core.$strip>;
-/**
- * {@link QuotaAsset}
- **/
-declare const quotaAssetSchema: z.ZodObject<{
-  token: z.ZodObject<{
-    chainId: z.ZodNumber;
-    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
-    symbol: z.ZodString;
-    name: z.ZodString;
-    decimals: z.ZodNumber;
-    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
-  }, z.core.$strip>;
-  quotaRate: z.ZodNumber;
-  limit: z.ZodObject<{
-    value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
-    valueUsd: z.ZodNullable<z.ZodNumber>;
-  }, z.core.$strip>;
-  used: z.ZodObject<{
-    value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
-    valueUsd: z.ZodNullable<z.ZodNumber>;
-  }, z.core.$strip>;
-}, z.core.$strip>;
 /**
  * {@link PriceFeedData}. Recursive: a composite feed lists the feeds it reads.
  **/
@@ -870,14 +923,6 @@ declare const poolOpportunityDetailSchema: z.ZodObject<{
       }, z.core.$strip>>;
     }, z.core.$strip>], "kind">>>;
   }, z.core.$strip>>;
-  rateCurve: z.ZodObject<{
-    points: z.ZodArray<z.ZodObject<{
-      utilization: z.ZodNumber;
-      supplyApy: z.ZodNumber;
-      borrowApy: z.ZodNumber;
-    }, z.core.$strip>>;
-    borrowingLimitUtilization: z.ZodNullable<z.ZodNumber>;
-  }, z.core.$strip>;
   quotaAssets: z.ZodArray<z.ZodObject<{
     token: z.ZodObject<{
       chainId: z.ZodNumber;
@@ -896,7 +941,20 @@ declare const poolOpportunityDetailSchema: z.ZodObject<{
       value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
       valueUsd: z.ZodNullable<z.ZodNumber>;
     }, z.core.$strip>;
+    allocationShare: z.ZodNumber;
+    allocatedDebt: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
   }, z.core.$strip>>;
+  rateCurve: z.ZodObject<{
+    points: z.ZodArray<z.ZodObject<{
+      utilization: z.ZodNumber;
+      supplyApy: z.ZodNumber;
+      borrowApy: z.ZodNumber;
+    }, z.core.$strip>>;
+    borrowingLimitUtilization: z.ZodNullable<z.ZodNumber>;
+  }, z.core.$strip>;
 }, z.core.$strip>;
 /**
  * {@link StrategyOpportunityDetail}
@@ -1169,14 +1227,6 @@ declare const opportunityDetailSchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
       }, z.core.$strip>>;
     }, z.core.$strip>], "kind">>>;
   }, z.core.$strip>>;
-  rateCurve: z.ZodObject<{
-    points: z.ZodArray<z.ZodObject<{
-      utilization: z.ZodNumber;
-      supplyApy: z.ZodNumber;
-      borrowApy: z.ZodNumber;
-    }, z.core.$strip>>;
-    borrowingLimitUtilization: z.ZodNullable<z.ZodNumber>;
-  }, z.core.$strip>;
   quotaAssets: z.ZodArray<z.ZodObject<{
     token: z.ZodObject<{
       chainId: z.ZodNumber;
@@ -1195,7 +1245,20 @@ declare const opportunityDetailSchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
       value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
       valueUsd: z.ZodNullable<z.ZodNumber>;
     }, z.core.$strip>;
+    allocationShare: z.ZodNumber;
+    allocatedDebt: z.ZodObject<{
+      value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
+      valueUsd: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
   }, z.core.$strip>>;
+  rateCurve: z.ZodObject<{
+    points: z.ZodArray<z.ZodObject<{
+      utilization: z.ZodNumber;
+      supplyApy: z.ZodNumber;
+      borrowApy: z.ZodNumber;
+    }, z.core.$strip>>;
+    borrowingLimitUtilization: z.ZodNullable<z.ZodNumber>;
+  }, z.core.$strip>;
 }, z.core.$strip>, z.ZodObject<{
   chainId: z.ZodNumber;
   name: z.ZodString;

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

@@ -128,6 +128,10 @@ interface Token {
   /**
    * Ticker symbol.
    *
+   * Display ticker, not necessarily the on-chain ERC-20 `symbol()`. The SDK
+   * may rewrite it (curated pretty names, `"source -> target"` for redemption
+   * phantom tokens).
+   *
    * @example `"USDC"`
    **/
   symbol: string;

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

@@ -60,7 +60,7 @@ interface OpportunitiesBase {
 interface OpportunitiesOffchainOnly {
   /**
    * Historical charts of one opportunity, one series per metric on a shared
-   * axis: `charts(key, ["depositApy", "borrowApy"], "1m")`.
+   * axis: `charts(key, ["depositApy", "depositApyAvg7d"], "1m")`.
    *
    * The key's kind decides which metrics exist, so asking a pool for a strategy
    * chart does not compile, and the bundle is keyed by exactly the metrics

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

@@ -50,7 +50,7 @@ interface PositionsBase {
 interface PositionsOffchainOnly {
   /**
    * Historical charts of one position, one series per metric on a shared axis:
-   * `charts(key, ["value", "apy"], "1m")`.
+   * `charts(key, ["apy", "mwr"], "1m")`.
    *
    * The key's kind decides which metrics exist, so asking a pool position for a
    * strategy chart does not compile. Liquidation positions have no charts: a

package/dist/types/sdk/base/TokensMeta.d.ts

@@ -20,6 +20,24 @@ interface FormatBNOptions {
    **/
   symbol?: boolean;
 }
+/**
+ * Source, target, and phantom token of a delayed redemption, used to rewrite
+ * the phantom's display symbol as `"source -> target"`.
+ **/
+interface RedemptionPhantomRename {
+  /**
+   * Redemption phantom token whose symbol is rewritten.
+   **/
+  phantom: Address;
+  /**
+   * Token being redeemed (e.g. mGLOBAL, ACRED).
+   **/
+  source: Address;
+  /**
+   * Token received when the redemption is claimed (e.g. USDC).
+   **/
+  target: Address;
+}
 /**
  * Serializable snapshot of the token metadata registry.
  **/
@@ -51,7 +69,11 @@ declare class TokensMeta extends AddressMap<TokenMetaData> {
   reset(): void;
   upsert(address: string, value: TokenMetaData | undefined): void;
   /**
-   * Returns the symbol string for a token.
+   * Returns the display symbol for a token.
+   *
+   * This is not always the on-chain ERC-20 `symbol()`: curated pretty names
+   * and redemption phantom tokens (`"source -> target"`) replace it.
+   *
    * @param token - Token address.
    * @throws If the token is not in the registry.
    */
@@ -109,6 +131,13 @@ declare class TokensMeta extends AddressMap<TokenMetaData> {
    * @param token - Token address, wrapper or not.
    */
   unwrapRWA(token: Address): Address;
+  /**
+   * Rewrites display symbols of redemption phantom tokens to
+   * `"${source} -> ${target}"`.
+   *
+   * @param renames - Phantom / source / target address triples.
+   **/
+  renameRedemptionPhantoms(renames: RedemptionPhantomRename[]): void;
   /**
    * Formats a raw token amount into a human-readable decimal string,
    * dividing by `10^decimals` for the token.
@@ -174,4 +203,4 @@ declare class TokensMeta extends AddressMap<TokenMetaData> {
   hydrate(state: TokensMetaState): void;
 }
 //#endregion
-export { FormatBNOptions, TokensMeta, TokensMetaState };
+export { FormatBNOptions, RedemptionPhantomRename, TokensMeta, TokensMetaState };