@gearbox-protocol/sdk 15.1.0-next.5 → 15.1.0-next.7

package/dist/esm/sdk/market/credit/CreditManagerV310Contract.js

@@ -8,8 +8,7 @@ import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
 import { createAdapter } from "../adapters/createAdapter.js";
 import "../adapters/index.js";
-import { maxLeverage } from "../math.js";
-import { isAddressEqual } from "viem";
+import { calcMaxLeverage } from "../math.js";
 //#region src/sdk/market/credit/CreditManagerV310Contract.ts
 const abi = iCreditManagerV310Abi;
 var CreditManagerV310Contract = class extends BaseContract {
@@ -64,20 +63,10 @@ var CreditManagerV310Contract = class extends BaseContract {
 		return this.liquidationThresholds.keys();
 	}
 	/**
-	* {@inheritDoc ICreditManagerContract.leverageableCollaterals}
-	*/
-	get leverageableCollaterals() {
-		return this.collateralTokens.filter((token) => {
-			if (isAddressEqual(token, this.underlying)) return false;
-			const lt = this.liquidationThresholds.get(token);
-			return !!lt && lt > 0 && lt < Number(10000n);
-		});
-	}
-	/**
 	* {@inheritDoc ICreditManagerContract.maxLeverage}
 	*/
 	maxLeverage(collateral) {
-		return maxLeverage(this.liquidationThresholds.mustGet(collateral));
+		return calcMaxLeverage(this.liquidationThresholds.mustGet(collateral));
 	}
 	/**
 	* {@inheritDoc ICreditManagerContract.liquidationPremium}

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

@@ -6,12 +6,12 @@ import "../../constants/index.js";
 import "../../utils/index.js";
 import { SDKConstruct } from "../../base/SDKConstruct.js";
 import "../../base/index.js";
-import { additionalBorrowApyBps, borrowApyBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount } from "../math.js";
+import { calcAdditionalBorrowApy, calcBorrowApy, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount } from "../math.js";
 import createCreditConfigurator from "./createCreditConfigurator.js";
 import createCreditFacade from "./createCreditFacade.js";
 import createCreditManager from "./createCreditManager.js";
 import { mustGetDominantCollateral } from "./dominantCollateral.js";
-import { isAddressEqual } from "viem";
+import { isStrategyCollateral } from "./isStrategyCollateral.js";
 //#region src/sdk/market/credit/CreditSuite.ts
 /**
 * SDK aggregate for one credit-manager branch inside a market.
@@ -171,22 +171,8 @@ var CreditSuite = class extends SDKConstruct {
 		return this.creditFacade.isPaused || this.market.pool.isPaused;
 	}
 	/**
-	* Collateral tokens a leveraged position can be built around in this suite:
-	* the ones the credit manager can lever up, narrowed to the tokens that can
-	* still be entered. A token qualifies when it
-	*
-	* - has a liquidation threshold above `0` and below `100%`, and is not the
-	*   suite's underlying, see
-	*   {@link ICreditManagerContract.leverageableCollaterals};
-	* - is not the token the market's underlying wraps, which for an RWA market
-	*   is the same exposure as the underlying itself;
-	* - is not a phantom token, which only ever appears as the intermediate step
-	*   of a withdrawal and cannot be acquired;
-	* - is not an expired token, e.g. a matured Pendle PT;
-	* - has a non-zero main price in the market's oracle — a zero or failed
-	*   answer (e.g. a zero price feed) means the position cannot be valued;
-	* - the market still accepts quota for, see
-	*   {@link PoolQuotaKeeperContract.hasActiveQuota}.
+	* Collateral tokens a leveraged position can be built around in this suite,
+	* see {@link isStrategyCollateral} for the per-token criteria.
 	*
 	* A suite where no debt can be drawn at all ({@link maxBorrowAmount} is `0`,
 	* e.g. its debt limit is exhausted or zeroed out) offers no strategies,
@@ -196,14 +182,19 @@ var CreditSuite = class extends SDKConstruct {
 		if (this.maxBorrowAmount === 0n) return [];
 		const { pqk, unwrappedUnderlying } = this.market.pool;
 		const { mainPrices } = this.market.priceOracle;
-		const { tokensMeta } = this;
-		return this.creditManager.leverageableCollaterals.filter((token) => {
-			if (isAddressEqual(token, unwrappedUnderlying)) return false;
+		const { tokensMeta, creditManager } = this;
+		return creditManager.collateralTokens.filter((token) => {
 			const meta = tokensMeta.mustGet(token);
-			if (tokensMeta.isPhantomToken(meta) || meta.isExpired) return false;
-			const mainPrice = mainPrices.get(token);
-			if (!mainPrice?.success || mainPrice.price === 0n) return false;
-			return pqk.hasActiveQuota(token);
+			return isStrategyCollateral({
+				token,
+				underlying: creditManager.underlying,
+				unwrappedUnderlying,
+				liquidationThreshold: creditManager.liquidationThresholds.mustGet(token),
+				contractType: meta.contractType,
+				isExpired: meta.isExpired,
+				mainPrice: mainPrices.get(token)?.price,
+				hasActiveQuota: pqk.hasActiveQuota(token)
+			});
 		});
 	}
 	/**
@@ -256,8 +247,8 @@ var CreditSuite = class extends SDKConstruct {
 			liquidationPremium: cm.liquidationPremium,
 			liquidationFee: cm.feeLiquidation,
 			expirationDate: this.expirationDate,
-			borrowApy: borrowApyBps(pool.baseInterestRate, cm.feeInterest),
-			additionalBorrowApy: additionalBorrowApyBps(market.pool.pqk.quotaRate(collateral), maxLeverage),
+			borrowApy: calcBorrowApy(pool.baseInterestRate, cm.feeInterest),
+			additionalBorrowApy: calcAdditionalBorrowApy(market.pool.pqk.quotaRate(collateral), cm.feeInterest, maxLeverage),
 			maxBorrowAmount: oracle.toAmount(pool.underlying, this.maxBorrowAmount),
 			maxLeverage
 		};

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

@@ -3,7 +3,8 @@ import { CreditFacadeV310BaseContract, creditFacadeV310Abi as abi } from "./Cred
 import { CreditFacadeV310Contract } from "./CreditFacadeV310Contract.js";
 import { CreditManagerV310Contract } from "./CreditManagerV310Contract.js";
 import { dominantCollateral, mustGetDominantCollateral } from "./dominantCollateral.js";
+import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral } from "./isStrategyCollateral.js";
 import { CreditSuite } from "./CreditSuite.js";
 import { expectedBalanceDeltas } from "./expectedBalanceDeltas.js";
 import "./types.js";
-export { CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, mustGetDominantCollateral };
+export { CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, NON_STRATEGY_PHANTOM_TOKEN_TYPES, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, isStrategyCollateral, mustGetDominantCollateral };

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

@@ -0,0 +1,48 @@
+import "../../constants/math.js";
+import "../../constants/index.js";
+import { isAddressEqual } from "viem";
+//#region src/sdk/market/credit/isStrategyCollateral.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::";
+/**
+* Whether a collateral token can be the target of a leveraged strategy.
+*
+* A token qualifies when it
+*
+* - has a liquidation threshold above `0` and below `100%`, and is not the
+*   suite's underlying — borrowing an asset against itself is not a position,
+*   and an LT of `0` or at least `100%` would mean unbounded leverage;
+* - is not the token the market's underlying wraps, which for an RWA market
+*   is the same exposure as the underlying itself (also rejected when
+*   `contractType` starts with `"RWA_UNDERLYING::"`);
+* - is not a withdrawal or redemption phantom token listed in
+*   {@link NON_STRATEGY_PHANTOM_TOKEN_TYPES} — those only ever appear as the
+*   intermediate step of a withdrawal and cannot be acquired;
+* - is not an expired token, e.g. a matured Pendle PT;
+* - has a non-zero main price in the market's oracle — a zero or missing
+*   answer (e.g. a failed or zero price feed) means the position cannot be
+*   valued;
+* - the market still accepts quota for.
+*/
+function isStrategyCollateral({ token, underlying, unwrappedUnderlying, liquidationThreshold, contractType, isExpired, mainPrice, hasActiveQuota }) {
+	if (isAddressEqual(token, underlying) || isAddressEqual(token, unwrappedUnderlying)) return false;
+	if (liquidationThreshold <= 0 || liquidationThreshold >= Number(10000n)) return false;
+	if (contractType && (NON_STRATEGY_PHANTOM_TOKEN_TYPE_SET.has(contractType) || contractType.startsWith(RWA_UNDERLYING_PREFIX))) return false;
+	if (isExpired) return false;
+	if (!mainPrice) return false;
+	return hasActiveQuota;
+}
+//#endregion
+export { NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral };

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

@@ -4,8 +4,10 @@ import "./adapters/index.js";
 import { CreditConfiguratorV310Contract } from "./credit/CreditConfiguratorV310Contract.js";
 import { CreditFacadeV310BaseContract, creditFacadeV310Abi as abi } from "./credit/CreditFacadeV310BaseContract.js";
 import { CreditFacadeV310Contract } from "./credit/CreditFacadeV310Contract.js";
+import { MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
 import { CreditManagerV310Contract } from "./credit/CreditManagerV310Contract.js";
 import { dominantCollateral, mustGetDominantCollateral } from "./credit/dominantCollateral.js";
+import { NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral } from "./credit/isStrategyCollateral.js";
 import { CreditSuite } from "./credit/CreditSuite.js";
 import { expectedBalanceDeltas } from "./credit/expectedBalanceDeltas.js";
 import "./credit/index.js";
@@ -59,4 +61,4 @@ import { RWARegistry } from "./rwa/RWARegistry.js";
 import { RWA_FACTORY_TYPES, isRWAFactory } from "./rwa/types.js";
 import "./rwa/index.js";
 import "./types.js";
-export { AbstractLPPriceFeedContract, AbstractPriceFeedContract, BalancerStablePriceFeedContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CompositePriceFeedContract, CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, Erc4626PriceFeedContract, ExternalPriceFeedContract, GaugeContract, IERC20ZapperContract, IETHZapperContract, LinearInterestRateModelContract, MarketRegister, MarketSuite, MellowLRTPriceFeedContract, MidasLiquidatorContract, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, PartialPriceFeedInitError, PendleTWAPPTPriceFeed, PlaceholderAdapterContract, 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, SecuritizeRWAFactory, UnsupportedZapperFunctionError, WstETHPriceFeedContract, YearnPriceFeedContract, ZapperContract, ZeroPriceFeedContract, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, fetchRedstonePayloads, getRawPriceUpdates, isLPPriceFeed, isRWAFactory, isUpdatablePriceFeed, mustGetDominantCollateral };
+export { AbstractLPPriceFeedContract, AbstractPriceFeedContract, BalancerStablePriceFeedContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CompositePriceFeedContract, CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, Erc4626PriceFeedContract, ExternalPriceFeedContract, GaugeContract, IERC20ZapperContract, IETHZapperContract, LinearInterestRateModelContract, MAX_LEVERAGE_BUFFER_BPS, MarketRegister, MarketSuite, MellowLRTPriceFeedContract, MidasLiquidatorContract, NON_STRATEGY_PHANTOM_TOKEN_TYPES, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, PartialPriceFeedInitError, PendleTWAPPTPriceFeed, PlaceholderAdapterContract, 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, SecuritizeRWAFactory, UnsupportedZapperFunctionError, WstETHPriceFeedContract, YearnPriceFeedContract, ZapperContract, ZeroPriceFeedContract, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, fetchRedstonePayloads, getRawPriceUpdates, healthFactorBps, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, minSeizedAmount, mustGetDominantCollateral, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };

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

@@ -15,7 +15,8 @@ const FULL = Number(PERCENTAGE_FACTOR);
 *
 * @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%
 * ```
 **/
 function rayToBps(ray) {
@@ -26,6 +27,7 @@ function rayToBps(ray) {
 *
 * @example
 * ```ts
+* // usd: $1500.50 in 8-decimal fixed point
 * usdToNumber(150_050_000_000n) // 1500.5
 * ```
 **/
@@ -38,56 +40,66 @@ function usdToNumber(usd) {
 *
 * @example
 * ```ts
-* utilizationBps(750n, 1000n) // 7500, i.e. 75%
+* // borrowed: 750, total: 1000
+* calcUtilization(750n, 1000n) // 750 / 1000 = 7500 bps = 75%
 * ```
 **/
-function utilizationBps(borrowed, total) {
+function calcUtilization(borrowed, total) {
 	if (total <= 0n || borrowed <= 0n) return 0;
 	const utilization = Number(borrowed * PERCENTAGE_FACTOR / total);
 	return Math.min(utilization, FULL);
 }
 /**
-* 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%
 * ```
 **/
-function borrowApyBps(baseInterestRate, feeInterest) {
+function calcBorrowApy(baseInterestRate, feeInterest) {
 	return rayToBps(baseInterestRate * (PERCENTAGE_FACTOR + BigInt(feeInterest)) / PERCENTAGE_FACTOR);
 }
 /**
-* 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.
+**/
+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
 * ```
 **/
-function maxLeverage(liquidationThreshold) {
-	const equity = FULL - liquidationThreshold;
-	return equity > 0 ? FULL / equity : Number.POSITIVE_INFINITY;
+function calcMaxLeverage(liquidationThreshold) {
+	if (liquidationThreshold >= FULL) return 0;
+	const leverage = (FULL - 500) / (FULL - liquidationThreshold);
+	return Math.max(leverage, 1);
 }
 /**
 * 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
 * ```
 **/
 function healthFactorBps(healthFactor) {
@@ -95,39 +107,39 @@ function healthFactorBps(healthFactor) {
 	return Number(healthFactor * PERCENTAGE_FACTOR / WAD);
 }
 /**
-* 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
 * ```
 **/
-function positionLeverage(totalDebt, totalValue) {
+function calcPositionLeverage(totalValue, totalDebt) {
 	const equity = totalValue - totalDebt;
-	if (equity <= 0n || totalDebt <= 0n) return 0;
-	return Number(totalDebt) / Number(equity);
+	if (totalValue <= 0n || equity <= 0n) return 0;
+	if (totalDebt <= 0n) return 1;
+	return Number(totalValue) / Number(equity);
 }
 /**
-* 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%
 * ```
 **/
-function additionalBorrowApyBps(quotaRate, leverage) {
-	if (!Number.isFinite(leverage)) return 0;
-	return Math.round(quotaRate * Math.max(leverage - 1, 0));
+function calcAdditionalBorrowApy(quotaRate, feeInterest, leverage) {
+	if (!Number.isFinite(leverage) || leverage <= 0) return 0;
+	return Math.round(quotaRate * (1 + feeInterest / FULL) * leverage);
 }
 /**
 * {@link PERCENTAGE_FACTOR} less a 0.1% safety buffer.
@@ -185,4 +197,4 @@ function optimalHFForPartialLiquidation(borrowRate) {
 	return PERCENTAGE_FACTOR + (borrowRate < 100n ? borrowRate : 100n);
 }
 //#endregion
-export { PARTIAL_LIQUIDATION_BUFFER_BPS, additionalBorrowApyBps, borrowApyBps, healthFactorBps, maxLeverage, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, positionLeverage, rayToBps, usdToNumber, utilizationBps };
+export { MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };

package/dist/esm/sdk/market/oracle/PriceOracleBaseContract.js

@@ -132,17 +132,24 @@ var PriceOracleBaseContract = class extends BaseContract {
 		return amount * 10n ** BigInt(this.tokensMeta.decimals(to)) / price;
 	}
 	/**
-	* {@inheritDoc IPriceOracleContract.safeUsdValue}
+	* {@inheritDoc IPriceOracleContract.safeConvertToUSD}
 	**/
-	safeUsdValue(token, amount) {
+	safeConvertToUSD(token, amount) {
 		try {
-			return usdToNumber(this.convertToUSD(token, amount));
+			return this.convertToUSD(token, amount);
 		} catch (e) {
 			this.logger?.debug(`cannot price ${this.labelAddress(token)}: ${e}`);
 			return null;
 		}
 	}
 	/**
+	* {@inheritDoc IPriceOracleContract.safeUsdValue}
+	**/
+	safeUsdValue(token, amount) {
+		const usd = this.safeConvertToUSD(token, amount);
+		return usd === null ? null : usdToNumber(usd);
+	}
+	/**
 	* {@inheritDoc IPriceOracleContract.toAmount}
 	**/
 	toAmount = (token, value) => {

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";
@@ -7,7 +6,8 @@ import { formatBN, formatBNvalue, percentFmt } from "../../utils/formatter.js";
 import "../../utils/index.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
-import { utilizationBps } from "../math.js";
+import { iPausableAbi } from "../../../abi/iPausable.js";
+import { calcUtilization } from "../math.js";
 //#region src/sdk/market/pool/PoolV310Contract.ts
 const abi = [...iPoolV310Abi, ...iPausableAbi];
 var PoolV310Contract = class extends BaseContract {
@@ -50,7 +50,7 @@ var PoolV310Contract = class extends BaseContract {
 	* {@inheritDoc IPoolContract.utilization}
 	*/
 	get utilization() {
-		return utilizationBps(this.borrowed, this.expectedLiquidity);
+		return calcUtilization(this.borrowed, this.expectedLiquidity);
 	}
 	/**
 	* {@inheritDoc IPoolContract.unwrappedUnderlying}

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/opportunities/index.js

@@ -1,4 +1,3 @@
-import { 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, PARTIAL_LIQUIDATION_BUFFER_BPS, additionalBorrowApyBps, borrowApyBps, healthFactorBps, maxLeverage, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, positionLeverage, rayToBps, usdToNumber, utilizationBps };
+export { MultichainOpportunitiesService, OpportunitiesService };

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 { RAY } from "../constants/math.js";
 import "../constants/index.js";