@gearbox-protocol/sdk 15.1.0-next.6 → 15.1.0-next.8

package/dist/cjs/common-utils/utils/apy/get-single-quota-borrow-rate.js

@@ -5,6 +5,8 @@ const require_common_utils_utils_creditAccount_calc_quota_borrow_rate = require(
 /**
 * Under the hood sums up rates for all given quotas and then multiplies them by 1+feeInterest,
 * but it is expected that the ONLY quota will be passed
+*
+* @deprecated Use `calcBorrowRate` from `sdk/positions` instead.
 */
 function getSingleQuotaBorrowRate(props) {
 	const qr = require_common_utils_utils_creditAccount_calc_quota_borrow_rate.calcQuotaBorrowRate(props);

package/dist/cjs/common-utils/utils/creditAccount/calc-health-factor.js

@@ -1,10 +1,6 @@
 Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
-const require_sdk_utils_bigint_math = require("../../../sdk/utils/bigint-math.js");
-const require_sdk_constants_math = require("../../../sdk/constants/math.js");
-require("../../../sdk/index.js");
-const require_common_utils_utils_price_math = require("../price-math.js");
+const require_sdk_positions_calcHealthFactor = require("../../../sdk/positions/calcHealthFactor.js");
 //#region src/common-utils/utils/creditAccount/calc-health-factor.ts
-const MAX_UINT16 = 65535;
 /**
 * Computes account health factor in percentage-factor units.
 *
@@ -15,25 +11,31 @@ const MAX_UINT16 = 65535;
 * @param props Credit account balances, quotas, prices, thresholds, and debt context.
 * @returns Health factor as a number in `PERCENTAGE_FACTOR` scale,
 * or `65535` when debt is zero.
+*
+* @deprecated Use `calcHealthFactor` from `sdk/positions` instead; this
+* wrapper only maps the legacy props onto an `AccountSnapshot`.
 */
 function calcHealthFactor({ assets, quotas, quotasInfo, liquidationThresholds, underlyingToken, debt, prices, tokensList }) {
-	if (debt === 0n) return MAX_UINT16;
-	const underlyingDecimals = tokensList[underlyingToken]?.decimals || 18;
-	const underlyingPrice = prices[underlyingToken] || 0n;
-	const assetMoney = assets.reduce((acc, { token: tokenAddress, balance: amount }) => {
-		const tokenDecimals = tokensList[tokenAddress]?.decimals || 18;
-		const lt = liquidationThresholds[tokenAddress] || 0n;
-		const price = prices[tokenAddress] || 0n;
-		const tokenLtMoney = require_common_utils_utils_price_math.PriceUtils.calcTotalPrice(price, amount, tokenDecimals) * lt / require_sdk_constants_math.PERCENTAGE_FACTOR;
-		const { isActive = false } = quotasInfo?.[tokenAddress] || {};
-		const quota = quotas[tokenAddress];
-		const quotaBalance = isActive ? quota?.balance || 0n : 0n;
-		const quotaMoney = require_common_utils_utils_price_math.PriceUtils.calcTotalPrice(underlyingPrice, quotaBalance, underlyingDecimals);
-		return acc + (quota ? require_sdk_utils_bigint_math.BigIntMath.min(quotaMoney, tokenLtMoney) : tokenLtMoney);
-	}, 0n);
-	const borrowedMoney = require_common_utils_utils_price_math.PriceUtils.calcTotalPrice(underlyingPrice || require_sdk_constants_math.PRICE_DECIMALS, debt, underlyingDecimals);
-	const hfInPercent = borrowedMoney > 0n ? assetMoney * require_sdk_constants_math.PERCENTAGE_FACTOR / borrowedMoney : 0n;
-	return Number(hfInPercent);
+	const decimals = {};
+	for (const [token, meta] of Object.entries(tokensList)) decimals[token] = meta.decimals;
+	const lts = {};
+	for (const [token, lt] of Object.entries(liquidationThresholds)) lts[token] = Number(lt);
+	const activeQuotas = {};
+	for (const [token, info] of Object.entries(quotasInfo)) if (info?.isActive) activeQuotas[token] = true;
+	return require_sdk_positions_calcHealthFactor.calcHealthFactor({
+		snapshot: {
+			creditManager: underlyingToken,
+			assets,
+			quotas: Object.values(quotas),
+			totalDebt: debt,
+			totalValue: 0n
+		},
+		underlying: underlyingToken,
+		decimals,
+		prices,
+		liquidationThresholds: lts,
+		activeQuotas
+	});
 }
 //#endregion
 exports.calcHealthFactor = calcHealthFactor;

package/dist/cjs/common-utils/utils/creditAccount/calc-quota-borrow-rate.js

@@ -9,6 +9,8 @@ Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
 *
 * @param props Quota balances and per-token quota rates.
 * @returns Sum of `balance * rate` terms in percentage-factor scale.
+*
+* @deprecated Use `calcBorrowRate` from `sdk/positions` instead.
 */
 function calcQuotaBorrowRate({ quotas, quotaRates }) {
 	return Object.values(quotas).reduce((acc, { token, balance }) => {

package/dist/cjs/common-utils/utils/creditAccount/get-time-to-liquidation.js

@@ -1,6 +1,5 @@
 Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
-const require_sdk_constants_math = require("../../../sdk/constants/math.js");
-require("../../../sdk/index.js");
+const require_sdk_positions_calcTimeToLiquidationMs = require("../../../sdk/positions/calcTimeToLiquidationMs.js");
 //#region src/common-utils/utils/creditAccount/get-time-to-liquidation.ts
 /**
 * Estimates time remaining until health factor reaches liquidation level.
@@ -12,10 +11,12 @@ require("../../../sdk/index.js");
 * @param props Current health factor and `totalBorrowRate * debt` term.
 * @returns Milliseconds to liquidation as `bigint`, or `null` when already at/under
 * liquidation threshold or when borrow-rate exposure is zero.
+*
+* @deprecated Use `calcTimeToLiquidationMs` from `sdk/positions` instead;
+* this wrapper only forwards to the new implementation.
 */
 function getTimeToLiquidation({ healthFactor, totalBorrowRate_debt }) {
-	if (healthFactor <= 10000n || totalBorrowRate_debt === 0n) return null;
-	return (BigInt(healthFactor) - require_sdk_constants_math.PERCENTAGE_FACTOR) * (BigInt(require_sdk_constants_math.SECONDS_PER_YEAR) * require_sdk_constants_math.PERCENTAGE_FACTOR * require_sdk_constants_math.PERCENTAGE_DECIMALS / totalBorrowRate_debt) * 1000n / require_sdk_constants_math.PERCENTAGE_FACTOR;
+	return require_sdk_positions_calcTimeToLiquidationMs.calcTimeToLiquidationMs(healthFactor, totalBorrowRate_debt);
 }
 //#endregion
 exports.getTimeToLiquidation = getTimeToLiquidation;

package/dist/cjs/common-utils/utils/creditAccount/liquidation-price.js

@@ -1,6 +1,5 @@
 Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
-const require_sdk_constants_math = require("../../../sdk/constants/math.js");
-require("../../../sdk/index.js");
+const require_sdk_positions_calcLiquidationPriceForTarget = require("../../../sdk/positions/calcLiquidationPriceForTarget.js");
 //#region src/common-utils/utils/creditAccount/liquidation-price.ts
 /**
 * Calculates target token liquidation price for a credit account.
@@ -13,17 +12,28 @@ require("../../../sdk/index.js");
 * @param props Debt context, assets, thresholds, and token metadata.
 * @returns Target token price in `PRICE_DECIMALS` precision that corresponds
 * to liquidation boundary; returns `0n` when target balance or LT is non-positive.
+*
+* @deprecated Use `calcLiquidationPriceForTarget` from `sdk/positions`
+* instead; this wrapper only maps the legacy props onto an `AccountSnapshot`.
 */
 function liquidationPrice({ liquidationThresholds, debt, underlyingToken, targetToken, assets, tokensList }) {
-	const underlyingDecimals = tokensList[underlyingToken]?.decimals || 18;
-	const { balance: underlyingBalance = 0n } = assets[underlyingToken] || {};
-	const effectiveDebt = (debt - underlyingBalance * (liquidationThresholds[underlyingToken] || 0n) / require_sdk_constants_math.PERCENTAGE_FACTOR) * require_sdk_constants_math.WAD / 10n ** BigInt(underlyingDecimals);
-	const targetDecimals = tokensList[targetToken]?.decimals || 18;
-	const { balance: targetBalance = 0n } = assets[targetToken] || {};
-	const effectiveTargetBalance = targetBalance * require_sdk_constants_math.WAD / 10n ** BigInt(targetDecimals);
-	const lpLT = liquidationThresholds[targetToken] || 0n;
-	if (targetBalance <= 0n || lpLT <= 0n) return 0n;
-	return effectiveDebt * require_sdk_constants_math.PRICE_DECIMALS * require_sdk_constants_math.PERCENTAGE_FACTOR / (effectiveTargetBalance * lpLT);
+	const decimals = {};
+	for (const [token, meta] of Object.entries(tokensList)) decimals[token] = meta.decimals;
+	const lts = {};
+	for (const [token, lt] of Object.entries(liquidationThresholds)) lts[token] = Number(lt);
+	return require_sdk_positions_calcLiquidationPriceForTarget.calcLiquidationPriceForTarget({
+		snapshot: {
+			creditManager: underlyingToken,
+			assets: Object.values(assets),
+			quotas: [],
+			totalDebt: debt,
+			totalValue: 0n
+		},
+		targetToken,
+		underlying: underlyingToken,
+		decimals,
+		liquidationThresholds: lts
+	});
 }
 //#endregion
 exports.liquidationPrice = liquidationPrice;

package/dist/cjs/model/charts.js

@@ -0,0 +1,147 @@
+Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
+//#region src/model/charts.ts
+/**
+* Historical charts of an opportunity or a position.
+*
+* Charts are backend-only by construction: the chain serves the present, and
+* reconstructing a series from it would mean archive-node reads per point.
+*
+* A chart is read as a {@link ChartBundle}: one shared x-axis plus one
+* {@link ChartSeries} per metric, each holding values only. Alignment is
+* therefore structural — series `i` and series `j` describe the same instant at
+* the same index — rather than a property the backend promises and every
+* consumer re-checks.
+**/
+/**
+* Time window a chart covers, ending at the present.
+*
+* `"max"` is the full history the backend retains for the subject.
+**/
+const CHART_RANGES = [
+	"1d",
+	"1w",
+	"1m",
+	"1y",
+	"max"
+];
+/**
+* Every metric a pool opportunity can chart.
+**/
+const POOL_OPPORTUNITY_CHART_METRICS = [
+	"depositApy",
+	"borrowApy",
+	"dieselRate",
+	"supplied",
+	"borrowed",
+	"availableLiquidity"
+];
+/**
+* Every metric a strategy opportunity can chart.
+*
+* `collateralPrice` is the collateral/underlying series a liquidation-price
+* chart draws; the two USD series are the same prices quoted in dollars.
+**/
+const STRATEGY_OPPORTUNITY_CHART_METRICS = [
+	"netApy",
+	"borrowApy",
+	"collateralApy",
+	"tvl",
+	"collateralPrice",
+	"collateralUsdPrice",
+	"underlyingUsdPrice"
+];
+/**
+* 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.
+**/
+const POOL_POSITION_CHART_METRICS = [
+	"value",
+	"apy",
+	"pnl",
+	"mwr",
+	"twr",
+	"underlyingPrice"
+];
+/**
+* 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.
+**/
+const STRATEGY_POSITION_CHART_METRICS = [
+	"totalValueUsd",
+	"totalValueUnderlying",
+	"debt",
+	"healthFactor",
+	"leverage",
+	"borrowApy",
+	"underlyingPrice",
+	"pnl",
+	"mwr",
+	"twr",
+	"twrApy",
+	"trailingApy7d",
+	"trailingApy30d"
+];
+/**
+* Unit of every metric, the one place either side decides it.
+*
+* A metric added to a union above fails to compile here until its unit is
+* named, and the wire schema rejects a series whose `unit` disagrees with this
+* table, so the backend cannot drift from it silently.
+**/
+const CHART_METRIC_UNITS = {
+	depositApy: "bps",
+	borrowApy: "bps",
+	netApy: "bps",
+	collateralApy: "bps",
+	supplied: "token",
+	borrowed: "token",
+	availableLiquidity: "token",
+	tvl: "token",
+	dieselRate: "ratio",
+	collateralPrice: "ratio",
+	collateralUsdPrice: "usd",
+	underlyingUsdPrice: "usd",
+	value: "token",
+	apy: "bps",
+	pnl: "token",
+	mwr: "bps",
+	twr: "bps",
+	underlyingPrice: "usd",
+	totalValueUsd: "usd",
+	totalValueUnderlying: "token",
+	debt: "token",
+	healthFactor: "bps",
+	leverage: "scalar",
+	twrApy: "bps",
+	trailingApy7d: "bps",
+	trailingApy30d: "bps"
+};
+/**
+* Reason a series could not be produced at all, which is not the same as a
+* series that has no points in the window.
+**/
+const CHART_UNAVAILABLE_CODES = [
+	"unknown_subject",
+	"unsupported_metric",
+	"no_price_feed",
+	"not_indexed",
+	"internal"
+];
+//#endregion
+exports.CHART_METRIC_UNITS = CHART_METRIC_UNITS;
+exports.CHART_RANGES = CHART_RANGES;
+exports.CHART_UNAVAILABLE_CODES = CHART_UNAVAILABLE_CODES;
+exports.POOL_OPPORTUNITY_CHART_METRICS = POOL_OPPORTUNITY_CHART_METRICS;
+exports.POOL_POSITION_CHART_METRICS = POOL_POSITION_CHART_METRICS;
+exports.STRATEGY_OPPORTUNITY_CHART_METRICS = STRATEGY_OPPORTUNITY_CHART_METRICS;
+exports.STRATEGY_POSITION_CHART_METRICS = STRATEGY_POSITION_CHART_METRICS;

package/dist/cjs/model/charts.schema.js

@@ -0,0 +1,240 @@
+Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
+const require_model_charts = require("./charts.js");
+const require_model_primitives_schema = require("./primitives.schema.js");
+let zod_v4 = require("zod/v4");
+//#region src/model/charts.schema.ts
+/**
+* Runtime schemas for {@link ./charts.js}, see the note in
+* `primitives.schema.ts` on why they are written by hand.
+*
+* Metric schemas are shared with the backend, while
+* {@link chartBundleSchemaFor} builds the response schema for one concrete
+* request. Component schemas remain available for consumers that validate
+* model fragments.
+**/
+/**
+* {@link ChartRange}
+**/
+const chartRangeSchema = zod_v4.z.enum(require_model_charts.CHART_RANGES);
+/**
+* {@link PoolOpportunityChartMetric}
+**/
+const poolOpportunityChartMetricSchema = zod_v4.z.enum(require_model_charts.POOL_OPPORTUNITY_CHART_METRICS);
+/**
+* {@link StrategyOpportunityChartMetric}
+**/
+const strategyOpportunityChartMetricSchema = zod_v4.z.enum(require_model_charts.STRATEGY_OPPORTUNITY_CHART_METRICS);
+/**
+* {@link PoolPositionChartMetric}
+**/
+const poolPositionChartMetricSchema = zod_v4.z.enum(require_model_charts.POOL_POSITION_CHART_METRICS);
+/**
+* {@link StrategyPositionChartMetric}
+**/
+const strategyPositionChartMetricSchema = zod_v4.z.enum(require_model_charts.STRATEGY_POSITION_CHART_METRICS);
+/**
+* {@link ChartMetric}, every metric either kind of subject can chart.
+**/
+const chartMetricSchema = zod_v4.z.union([
+	poolOpportunityChartMetricSchema,
+	strategyOpportunityChartMetricSchema,
+	poolPositionChartMetricSchema,
+	strategyPositionChartMetricSchema
+]);
+/**
+* {@link ChartQuery}
+**/
+const chartQuerySchema = zod_v4.z.object({
+	metrics: zod_v4.z.array(chartMetricSchema).readonly().refine((metrics) => metrics.length > 0, { error: "a chart read needs at least one metric" }).refine((metrics) => new Set(metrics).size === metrics.length, { error: "a chart read needs distinct metrics" }),
+	range: chartRangeSchema
+});
+/**
+* {@link ChartQuery} as a URL can carry it: the metrics comma-joined, since
+* repeated `?metrics=` entries would order differently between clients and give
+* one request two cache keys.
+**/
+const chartQueryParamsSchema = zod_v4.z.object({
+	metrics: zod_v4.z.string().regex(/^\w+(,\w+)*$/),
+	range: chartRangeSchema
+});
+/**
+* Codec for {@link ChartQuery} to encode/decode to/from url query parameters.
+*
+* The one place the wire form of a chart request is decided. The SDK encodes
+* with it, the backend decodes with it, and the checks that a read names at
+* least one metric and names none of them twice ride along in both directions —
+* so a bad request fails before it is issued, not after a round trip.
+**/
+const chartQueryCodec = zod_v4.z.codec(chartQueryParamsSchema, chartQuerySchema, {
+	decode: (params) => ({
+		metrics: params.metrics.split(","),
+		range: params.range
+	}),
+	encode: (query) => ({
+		metrics: query.metrics.join(","),
+		range: query.range
+	})
+});
+/**
+* {@link ChartDenomination}
+**/
+const chartDenominationSchema = zod_v4.z.discriminatedUnion("unit", [
+	zod_v4.z.object({ unit: zod_v4.z.literal("bps") }),
+	zod_v4.z.object({ unit: zod_v4.z.literal("usd") }),
+	zod_v4.z.object({ unit: zod_v4.z.literal("scalar") }),
+	zod_v4.z.object({
+		unit: zod_v4.z.literal("token"),
+		base: require_model_primitives_schema.tokenSchema
+	}),
+	zod_v4.z.object({
+		unit: zod_v4.z.literal("ratio"),
+		base: require_model_primitives_schema.tokenSchema,
+		quote: require_model_primitives_schema.tokenSchema
+	})
+]);
+/**
+* {@link ChartValue}. `null` is a gap, never a zero.
+**/
+const chartValueSchema = zod_v4.z.number().nullable();
+/**
+* {@link ChartSeries}
+**/
+const chartSeriesSchema = zod_v4.z.union([zod_v4.z.intersection(zod_v4.z.object({
+	status: zod_v4.z.literal("ok"),
+	values: zod_v4.z.array(chartValueSchema)
+}), chartDenominationSchema), zod_v4.z.object({
+	status: zod_v4.z.literal("unavailable"),
+	reason: zod_v4.z.object({
+		code: zod_v4.z.enum(require_model_charts.CHART_UNAVAILABLE_CODES),
+		message: zod_v4.z.string().optional()
+	})
+})]);
+/**
+* {@link ChartWindow}
+**/
+const chartWindowSchema = zod_v4.z.object({
+	range: chartRangeSchema,
+	from: require_model_primitives_schema.timestampSchema,
+	to: require_model_primitives_schema.timestampSchema
+});
+const gridSamplingSchema = zod_v4.z.object({
+	kind: zod_v4.z.literal("grid"),
+	intervalSeconds: zod_v4.z.number().int().positive()
+});
+/**
+* A bundle whose series are keyed by `keys`.
+*
+* `z.record` over a literal union is what enforces the metric set: a key that
+* was not asked for is rejected, and one that was but is missing fails as an
+* absent value. Exactly-once therefore needs no counting — an object cannot
+* hold the same key twice.
+**/
+function chartBundleSchemaWith(keys, expectedRange) {
+	return zod_v4.z.object({
+		window: chartWindowSchema,
+		sampling: gridSamplingSchema,
+		timestamps: zod_v4.z.array(require_model_primitives_schema.timestampSchema),
+		series: zod_v4.z.record(keys, chartSeriesSchema)
+	}).superRefine((bundle, ctx) => checkChartBundle(bundle, ctx, expectedRange));
+}
+/**
+* The invariants a bundle upholds beyond its shape, checked on every read so a
+* backend that breaks one is rejected rather than plotted:
+*
+* - each available series holds exactly one value per timestamp, which is what
+*   makes two series of a bundle comparable at an index;
+* - a series' unit is the one {@link CHART_METRIC_UNITS} gives the metric it is
+*   keyed by, so a consumer can format from either without them disagreeing;
+* - the window's bounds are the axis' own, so a chart drawn from `window` and a
+*   chart drawn from `timestamps` cover the same span;
+* - timestamps lie on the declared grid and are exactly one interval apart;
+* - when validating a read, the response names the range that was requested.
+**/
+function checkChartBundle(bundle, ctx, expectedRange) {
+	const { sampling, timestamps, window, series } = bundle;
+	const entries = Object.entries(series);
+	for (const [metric, chart] of entries) {
+		if (chart.status !== "ok") continue;
+		if (chart.values.length !== timestamps.length) ctx.addIssue({
+			code: "custom",
+			path: [
+				"series",
+				metric,
+				"values"
+			],
+			message: `series "${metric}" holds ${chart.values.length} values for ${timestamps.length} timestamps`
+		});
+		if (require_model_charts.CHART_METRIC_UNITS[metric] !== chart.unit) ctx.addIssue({
+			code: "custom",
+			path: [
+				"series",
+				metric,
+				"unit"
+			],
+			message: `metric "${metric}" is ${require_model_charts.CHART_METRIC_UNITS[metric]}, not ${chart.unit}`
+		});
+	}
+	const first = timestamps.at(0);
+	const last = timestamps.at(-1);
+	if (first !== void 0 && first !== window.from) ctx.addIssue({
+		code: "custom",
+		path: ["window", "from"],
+		message: `window starts at ${window.from} but the axis starts at ${first}`
+	});
+	if (last !== void 0 && last !== window.to) ctx.addIssue({
+		code: "custom",
+		path: ["window", "to"],
+		message: `window ends at ${window.to} but the axis ends at ${last}`
+	});
+	if (expectedRange !== void 0 && window.range !== expectedRange) ctx.addIssue({
+		code: "custom",
+		path: ["window", "range"],
+		message: `requested range ${expectedRange}, received ${window.range}`
+	});
+	for (let i = 0; i < timestamps.length; i += 1) {
+		const timestamp = timestamps[i];
+		if (timestamp % sampling.intervalSeconds !== 0) ctx.addIssue({
+			code: "custom",
+			path: ["timestamps", i],
+			message: `timestamp ${timestamp} is not on the ${sampling.intervalSeconds}-second grid`
+		});
+		const previous = timestamps[i - 1];
+		if (previous !== void 0 && timestamp - previous !== sampling.intervalSeconds) ctx.addIssue({
+			code: "custom",
+			path: ["timestamps", i],
+			message: `timestamps are not ${sampling.intervalSeconds} seconds apart`
+		});
+	}
+}
+/**
+* The schema one chart read is decoded with: a {@link ChartBundle} keyed by the
+* requested distinct metrics, all of them and nothing else, for the requested
+* range.
+*
+* Pinning the metrics is what upholds the `ChartBundle<Metrics>` a caller gets
+* back — a response that answers a different question fails validation rather
+* than being cast into the requested shape. The declared return type is the one
+* the key schema actually enforces, which the compiler cannot see through a
+* schema built from a runtime list.
+**/
+function chartBundleSchemaFor(metrics, range) {
+	if (metrics.length === 0) throw new RangeError("a chart read needs at least one metric");
+	if (new Set(metrics).size !== metrics.length) throw new RangeError("a chart read needs distinct metrics");
+	const literals = metrics.map((metric) => zod_v4.z.literal(metric));
+	return chartBundleSchemaWith(zod_v4.z.union(literals), range);
+}
+//#endregion
+exports.chartBundleSchemaFor = chartBundleSchemaFor;
+exports.chartDenominationSchema = chartDenominationSchema;
+exports.chartMetricSchema = chartMetricSchema;
+exports.chartQueryCodec = chartQueryCodec;
+exports.chartQueryParamsSchema = chartQueryParamsSchema;
+exports.chartQuerySchema = chartQuerySchema;
+exports.chartRangeSchema = chartRangeSchema;
+exports.chartSeriesSchema = chartSeriesSchema;
+exports.chartValueSchema = chartValueSchema;
+exports.chartWindowSchema = chartWindowSchema;
+exports.poolOpportunityChartMetricSchema = poolOpportunityChartMetricSchema;
+exports.poolPositionChartMetricSchema = poolPositionChartMetricSchema;
+exports.strategyOpportunityChartMetricSchema = strategyOpportunityChartMetricSchema;
+exports.strategyPositionChartMetricSchema = strategyPositionChartMetricSchema;

package/dist/cjs/model/index.js

@@ -1,34 +1,48 @@
 Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
+const require_model_charts = require("./charts.js");
+const require_model_primitives_schema = require("./primitives.schema.js");
+const require_model_charts_schema = require("./charts.schema.js");
 require("./curators.js");
 const require_model_curators_schema = require("./curators.schema.js");
 const require_model_filters = require("./filters.js");
 const require_model_filters_schema = require("./filters.schema.js");
-const require_model_history = require("./history.js");
-const require_model_primitives_schema = require("./primitives.schema.js");
-const require_model_opportunities_schema = require("./opportunities.schema.js");
-const require_model_liquidations_schema = require("./liquidations.schema.js");
-const require_model_positions_schema = require("./positions.schema.js");
-const require_model_history_schema = require("./history.schema.js");
 const require_model_liquidations = require("./liquidations.js");
+const require_model_liquidations_schema = require("./liquidations.schema.js");
 const require_model_opportunities = require("./opportunities.js");
+const require_model_opportunities_schema = require("./opportunities.schema.js");
 const require_model_positions = require("./positions.js");
+const require_model_positions_schema = require("./positions.schema.js");
 require("./primitives.js");
 require("./response.js");
 const require_model_response_schema = require("./response.schema.js");
+exports.CHART_METRIC_UNITS = require_model_charts.CHART_METRIC_UNITS;
+exports.CHART_RANGES = require_model_charts.CHART_RANGES;
+exports.CHART_UNAVAILABLE_CODES = require_model_charts.CHART_UNAVAILABLE_CODES;
 exports.FILTER_ALL = require_model_filters.FILTER_ALL;
-exports.POOL_HISTORY_METRICS = require_model_history.POOL_HISTORY_METRICS;
-exports.POOL_POSITION_HISTORY_METRICS = require_model_history.POOL_POSITION_HISTORY_METRICS;
-exports.STRATEGY_HISTORY_METRICS = require_model_history.STRATEGY_HISTORY_METRICS;
-exports.STRATEGY_POSITION_HISTORY_METRICS = require_model_history.STRATEGY_POSITION_HISTORY_METRICS;
+exports.POOL_OPPORTUNITY_CHART_METRICS = require_model_charts.POOL_OPPORTUNITY_CHART_METRICS;
+exports.POOL_POSITION_CHART_METRICS = require_model_charts.POOL_POSITION_CHART_METRICS;
+exports.STRATEGY_OPPORTUNITY_CHART_METRICS = require_model_charts.STRATEGY_OPPORTUNITY_CHART_METRICS;
+exports.STRATEGY_POSITION_CHART_METRICS = require_model_charts.STRATEGY_POSITION_CHART_METRICS;
 exports.amountSchema = require_model_primitives_schema.amountSchema;
 exports.apyBreakdownSchema = require_model_opportunities_schema.apyBreakdownSchema;
 exports.assetTypeSchema = require_model_primitives_schema.assetTypeSchema;
 exports.booleanParamSchema = require_model_filters_schema.booleanParamSchema;
+exports.borrowRateBreakdownSchema = require_model_positions_schema.borrowRateBreakdownSchema;
 exports.bpsSchema = require_model_primitives_schema.bpsSchema;
 exports.chainFailedSchema = require_model_response_schema.chainFailedSchema;
 exports.chainIdSchema = require_model_primitives_schema.chainIdSchema;
 exports.chainMetadataSchema = require_model_response_schema.chainMetadataSchema;
 exports.chainSucceededSchema = require_model_response_schema.chainSucceededSchema;
+exports.chartBundleSchemaFor = require_model_charts_schema.chartBundleSchemaFor;
+exports.chartDenominationSchema = require_model_charts_schema.chartDenominationSchema;
+exports.chartMetricSchema = require_model_charts_schema.chartMetricSchema;
+exports.chartQueryCodec = require_model_charts_schema.chartQueryCodec;
+exports.chartQueryParamsSchema = require_model_charts_schema.chartQueryParamsSchema;
+exports.chartQuerySchema = require_model_charts_schema.chartQuerySchema;
+exports.chartRangeSchema = require_model_charts_schema.chartRangeSchema;
+exports.chartSeriesSchema = require_model_charts_schema.chartSeriesSchema;
+exports.chartValueSchema = require_model_charts_schema.chartValueSchema;
+exports.chartWindowSchema = require_model_charts_schema.chartWindowSchema;
 exports.curatorNameSchema = require_model_curators_schema.curatorNameSchema;
 exports.curatorSchema = require_model_curators_schema.curatorSchema;
 exports.dataSourceSchema = require_model_response_schema.dataSourceSchema;
@@ -36,11 +50,6 @@ exports.delayedReceivedAssetSchema = require_model_liquidations_schema.delayedRe
 exports.encodeFlag = require_model_filters_schema.encodeFlag;
 exports.filterAllSchema = require_model_filters_schema.filterAllSchema;
 exports.filterable = require_model_filters_schema.filterable;
-exports.historyChartMetadataSchema = require_model_history_schema.historyChartMetadataSchema;
-exports.historyMetricSchema = require_model_history_schema.historyMetricSchema;
-exports.historyPointSchema = require_model_history_schema.historyPointSchema;
-exports.historyRangeSchema = require_model_history_schema.historyRangeSchema;
-exports.historySeriesSchema = require_model_history_schema.historySeriesSchema;
 exports.instantReceivedAssetSchema = require_model_liquidations_schema.instantReceivedAssetSchema;
 exports.isFilterSet = require_model_filters.isFilterSet;
 exports.leverageSchema = require_model_primitives_schema.leverageSchema;
@@ -58,7 +67,6 @@ exports.opportunityDetailSchema = require_model_opportunities_schema.opportunity
 exports.opportunityFilterQueryParamsSchema = require_model_opportunities_schema.opportunityFilterQueryParamsSchema;
 exports.opportunityFilterQuerySchema = require_model_opportunities_schema.opportunityFilterQuerySchema;
 exports.opportunityFilterSchema = require_model_opportunities_schema.opportunityFilterSchema;
-exports.opportunityHistoryQuerySchema = require_model_history_schema.opportunityHistoryQuerySchema;
 exports.opportunityId = require_model_opportunities.opportunityId;
 exports.opportunityKeySchema = require_model_opportunities_schema.opportunityKeySchema;
 exports.opportunityKindSchema = require_model_opportunities_schema.opportunityKindSchema;
@@ -68,12 +76,12 @@ exports.pointRewardsSchema = require_model_opportunities_schema.pointRewardsSche
 exports.pointsProgramPnLSchema = require_model_positions_schema.pointsProgramPnLSchema;
 exports.pointsProgramSchema = require_model_opportunities_schema.pointsProgramSchema;
 exports.pointsRewardsPnLSchema = require_model_positions_schema.pointsRewardsPnLSchema;
-exports.poolHistoryMetricSchema = require_model_history_schema.poolHistoryMetricSchema;
+exports.poolOpportunityChartMetricSchema = require_model_charts_schema.poolOpportunityChartMetricSchema;
 exports.poolOpportunityDetailSchema = require_model_opportunities_schema.poolOpportunityDetailSchema;
 exports.poolOpportunityId = require_model_opportunities.poolOpportunityId;
 exports.poolOpportunityKeySchema = require_model_opportunities_schema.poolOpportunityKeySchema;
 exports.poolOpportunitySchema = require_model_opportunities_schema.poolOpportunitySchema;
-exports.poolPositionHistoryMetricSchema = require_model_history_schema.poolPositionHistoryMetricSchema;
+exports.poolPositionChartMetricSchema = require_model_charts_schema.poolPositionChartMetricSchema;
 exports.poolPositionId = require_model_positions.poolPositionId;
 exports.poolPositionKeySchema = require_model_positions_schema.poolPositionKeySchema;
 exports.poolPositionSchema = require_model_positions_schema.poolPositionSchema;
@@ -81,8 +89,6 @@ exports.positionCollateralSchema = require_model_positions_schema.positionCollat
 exports.positionFilterQueryParamsSchema = require_model_positions_schema.positionFilterQueryParamsSchema;
 exports.positionFilterQuerySchema = require_model_positions_schema.positionFilterQuerySchema;
 exports.positionFilterSchema = require_model_positions_schema.positionFilterSchema;
-exports.positionHistoryMetricSchema = require_model_history_schema.positionHistoryMetricSchema;
-exports.positionHistoryQuerySchema = require_model_history_schema.positionHistoryQuerySchema;
 exports.positionId = require_model_positions.positionId;
 exports.positionKeySchema = require_model_positions_schema.positionKeySchema;
 exports.positionKindSchema = require_model_positions_schema.positionKindSchema;
@@ -97,12 +103,12 @@ exports.responseMetadataSchema = require_model_response_schema.responseMetadataS
 exports.responseSchema = require_model_response_schema.responseSchema;
 exports.rewardsPnLSchema = require_model_positions_schema.rewardsPnLSchema;
 exports.rewardsSchema = require_model_opportunities_schema.rewardsSchema;
-exports.strategyHistoryMetricSchema = require_model_history_schema.strategyHistoryMetricSchema;
+exports.strategyOpportunityChartMetricSchema = require_model_charts_schema.strategyOpportunityChartMetricSchema;
 exports.strategyOpportunityDetailSchema = require_model_opportunities_schema.strategyOpportunityDetailSchema;
 exports.strategyOpportunityId = require_model_opportunities.strategyOpportunityId;
 exports.strategyOpportunityKeySchema = require_model_opportunities_schema.strategyOpportunityKeySchema;
 exports.strategyOpportunitySchema = require_model_opportunities_schema.strategyOpportunitySchema;
-exports.strategyPositionHistoryMetricSchema = require_model_history_schema.strategyPositionHistoryMetricSchema;
+exports.strategyPositionChartMetricSchema = require_model_charts_schema.strategyPositionChartMetricSchema;
 exports.strategyPositionId = require_model_positions.strategyPositionId;
 exports.strategyPositionKeySchema = require_model_positions_schema.strategyPositionKeySchema;
 exports.strategyPositionSchema = require_model_positions_schema.strategyPositionSchema;