@gearbox-protocol/sdk 15.1.0-next.24 → 15.1.0-next.26

package/dist/esm/sdk/market/credit/CreditFacadeV310BaseContract.js

@@ -1,7 +1,7 @@
-import { iPausableAbi } from "../../../abi/iPausable.js";
 import { iCreditFacadeMulticallV310Abi, iCreditFacadeV310Abi } from "../../../abi/310/generated.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iPausableAbi } from "../../../abi/iPausable.js";
 //#region src/sdk/market/credit/CreditFacadeV310BaseContract.ts
 const abi = [
 	...iCreditFacadeV310Abi,

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

@@ -178,11 +178,22 @@ var CreditSuite = class extends SDKConstruct {
 	}
 	/**
 	* Collateral tokens a leveraged position can be built around in this suite,
-	* see {@link isStrategyCollateral} for the per-token criteria.
+	* see {@link isStrategyCollateral} for the per-token criteria. Tokens the
+	* facade has forbidden are excluded — they cannot be taken on — even when
+	* they still pass the shared eligibility rule used for target selection.
 	*/
 	get strategyCollaterals() {
 		if (this.maxBorrowAmount <= MIN_STRATEGY_BORROW_AMOUNT) return [];
-		return this.creditManager.collateralTokens.filter((token) => isStrategyCollateral(this.#strategyCollateralProps(token), true));
+		const forbidden = new Set(this.forbiddenTokens);
+		return this.creditManager.collateralTokens.filter((token) => !forbidden.has(token) && isStrategyCollateral(this.#strategyCollateralProps(token), true));
+	}
+	/**
+	* Tokens forbidden by the facade.
+	*/
+	get forbiddenTokens() {
+		const mask = this.creditFacade.forbiddenTokensMask;
+		if (mask === 0n) return [];
+		return this.creditManager.collateralTokens.filter((_, i) => (mask & 1n << BigInt(i)) !== 0n);
 	}
 	/**
 	* The single target collateral of this suite's strategy, or `undefined` when
@@ -220,7 +231,7 @@ var CreditSuite = class extends SDKConstruct {
 	get strategyName() {
 		const collateral = this.strategyTargetCollateral;
 		if (!collateral) return;
-		return strategyName(this.tokensMeta.mustGetToken(collateral), this.market.underlyingToken, this.chainId);
+		return strategyName(this.tokensMeta.mustGetToken(collateral), this.market.underlyingToken);
 	}
 	/**
 	* Describes this suite's leveraged strategy as the shared read model does,

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

@@ -1,19 +1,8 @@
 import "../../constants/math.js";
 import "../../constants/index.js";
+import { NON_STRATEGY_PHANTOM_TOKEN_TYPES } from "../../base/token-types.js";
 import { isAddressEqual } from "viem";
 //#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
-* rewards) can.
-*/
-const NON_STRATEGY_PHANTOM_TOKEN_TYPES = [
-	"PHANTOM_TOKEN::INFINIFI_UNWIND",
-	"PHANTOM_TOKEN::MELLOW_WITHDRAWAL",
-	"PHANTOM_TOKEN::MIDAS_REDEMPTION",
-	"PHANTOM_TOKEN::SECURITIZE_RD",
-	"PHANTOM_TOKEN::UPSHIFT_WITHDRAW"
-];
 const NON_STRATEGY_PHANTOM_TOKEN_TYPE_SET = new Set(NON_STRATEGY_PHANTOM_TOKEN_TYPES);
 const RWA_UNDERLYING_PREFIX = "RWA_UNDERLYING::";
 /**
@@ -90,4 +79,4 @@ function dominantCollateral(account, market) {
 	return dominant;
 }
 //#endregion
-export { NON_STRATEGY_PHANTOM_TOKEN_TYPES, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral };
+export { dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral };

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

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

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

@@ -90,7 +90,7 @@ import { CreditFacadeV310Contract } from "./credit/CreditFacadeV310Contract.js";
 import { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
 import { CreditManagerV310Contract } from "./credit/CreditManagerV310Contract.js";
 import { strategyName } from "./strategyName.js";
-import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
+import { 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, DEFAULT_QUOTA_BUFFER_BPS, 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, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, 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 };
+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, DEFAULT_QUOTA_BUFFER_BPS, 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, 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, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, 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/pool/PoolV310Contract.js

@@ -1,4 +1,3 @@
-import { iPausableAbi } from "../../../abi/iPausable.js";
 import { iPoolV310Abi } from "../../../abi/310/generated.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { RAY } from "../../constants/math.js";
@@ -7,6 +6,7 @@ import { formatBN, formatBNvalue, percentFmt } from "../../utils/formatter.js";
 import "../../utils/index.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iPausableAbi } from "../../../abi/iPausable.js";
 import { calcUtilization } from "../math.js";
 //#region src/sdk/market/pool/PoolV310Contract.ts
 const abi = [...iPoolV310Abi, ...iPausableAbi];

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

@@ -1,18 +1,16 @@
-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.
+* Uses each token's display {@link Token.symbol}, which may already be a
+* curated pretty name or a `"source -> target"` redemption rewrite.
 *
 * @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} / ${underlying.symbol}`;
+function strategyName(target, underlying) {
+	return `${target.symbol} / ${underlying.symbol}`;
 }
 //#endregion
 export { strategyName };

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

@@ -1,5 +1,5 @@
-import { iethZapperAbi } from "../../../abi/iETHZapper.js";
 import { ZapperContract } from "./ZapperContract.js";
+import { iethZapperAbi } from "../../../abi/iETHZapper.js";
 //#region src/sdk/market/zapper/IETHZapperContract.ts
 const abi = iethZapperAbi;
 var IETHZapperContract = class extends ZapperContract {

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.