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

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

@@ -0,0 +1,364 @@
+import { ChartBundle, ChartMetric, ChartRange } from "./charts.js";
+import { z } from "zod/v4";
+//#region src/model/charts.schema.d.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}
+ **/
+declare const chartRangeSchema: z.ZodEnum<{
+  "1d": "1d";
+  "1m": "1m";
+  "1w": "1w";
+  "1y": "1y";
+  max: "max";
+}>;
+/**
+ * {@link PoolOpportunityChartMetric}
+ **/
+declare const poolOpportunityChartMetricSchema: z.ZodEnum<{
+  availableLiquidity: "availableLiquidity";
+  borrowApy: "borrowApy";
+  borrowed: "borrowed";
+  depositApy: "depositApy";
+  dieselRate: "dieselRate";
+  supplied: "supplied";
+}>;
+/**
+ * {@link StrategyOpportunityChartMetric}
+ **/
+declare const strategyOpportunityChartMetricSchema: z.ZodEnum<{
+  borrowApy: "borrowApy";
+  collateralApy: "collateralApy";
+  collateralPrice: "collateralPrice";
+  collateralUsdPrice: "collateralUsdPrice";
+  netApy: "netApy";
+  tvl: "tvl";
+  underlyingUsdPrice: "underlyingUsdPrice";
+}>;
+/**
+ * {@link PoolPositionChartMetric}
+ **/
+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";
+  debt: "debt";
+  healthFactor: "healthFactor";
+  leverage: "leverage";
+  mwr: "mwr";
+  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";
+  dieselRate: "dieselRate";
+  supplied: "supplied";
+}>, z.ZodEnum<{
+  borrowApy: "borrowApy";
+  collateralApy: "collateralApy";
+  collateralPrice: "collateralPrice";
+  collateralUsdPrice: "collateralUsdPrice";
+  netApy: "netApy";
+  tvl: "tvl";
+  underlyingUsdPrice: "underlyingUsdPrice";
+}>, z.ZodEnum<{
+  apy: "apy";
+  mwr: "mwr";
+  pnl: "pnl";
+  twr: "twr";
+  underlyingPrice: "underlyingPrice";
+  value: "value";
+}>, z.ZodEnum<{
+  borrowApy: "borrowApy";
+  debt: "debt";
+  healthFactor: "healthFactor";
+  leverage: "leverage";
+  mwr: "mwr";
+  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";
+    dieselRate: "dieselRate";
+    supplied: "supplied";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    collateralApy: "collateralApy";
+    collateralPrice: "collateralPrice";
+    collateralUsdPrice: "collateralUsdPrice";
+    netApy: "netApy";
+    tvl: "tvl";
+    underlyingUsdPrice: "underlyingUsdPrice";
+  }>, z.ZodEnum<{
+    apy: "apy";
+    mwr: "mwr";
+    pnl: "pnl";
+    twr: "twr";
+    underlyingPrice: "underlyingPrice";
+    value: "value";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    debt: "debt";
+    healthFactor: "healthFactor";
+    leverage: "leverage";
+    mwr: "mwr";
+    pnl: "pnl";
+    totalValueUnderlying: "totalValueUnderlying";
+    totalValueUsd: "totalValueUsd";
+    trailingApy30d: "trailingApy30d";
+    trailingApy7d: "trailingApy7d";
+    twr: "twr";
+    twrApy: "twrApy";
+    underlyingPrice: "underlyingPrice";
+  }>]>>>;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>;
+/**
+ * {@link ChartQuery} as a URL can carry it: the metrics comma-joined, since
+ * repeated `?metrics=` entries would order differently between clients and give
+ * one request two cache keys.
+ **/
+declare const chartQueryParamsSchema: z.ZodObject<{
+  metrics: z.ZodString;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>;
+/**
+ * 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.
+ **/
+declare const chartQueryCodec: z.ZodCodec<z.ZodObject<{
+  metrics: z.ZodString;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>, z.ZodObject<{
+  metrics: z.ZodReadonly<z.ZodArray<z.ZodUnion<readonly [z.ZodEnum<{
+    availableLiquidity: "availableLiquidity";
+    borrowApy: "borrowApy";
+    borrowed: "borrowed";
+    depositApy: "depositApy";
+    dieselRate: "dieselRate";
+    supplied: "supplied";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    collateralApy: "collateralApy";
+    collateralPrice: "collateralPrice";
+    collateralUsdPrice: "collateralUsdPrice";
+    netApy: "netApy";
+    tvl: "tvl";
+    underlyingUsdPrice: "underlyingUsdPrice";
+  }>, z.ZodEnum<{
+    apy: "apy";
+    mwr: "mwr";
+    pnl: "pnl";
+    twr: "twr";
+    underlyingPrice: "underlyingPrice";
+    value: "value";
+  }>, z.ZodEnum<{
+    borrowApy: "borrowApy";
+    debt: "debt";
+    healthFactor: "healthFactor";
+    leverage: "leverage";
+    mwr: "mwr";
+    pnl: "pnl";
+    totalValueUnderlying: "totalValueUnderlying";
+    totalValueUsd: "totalValueUsd";
+    trailingApy30d: "trailingApy30d";
+    trailingApy7d: "trailingApy7d";
+    twr: "twr";
+    twrApy: "twrApy";
+    underlyingPrice: "underlyingPrice";
+  }>]>>>;
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+}, z.core.$strip>>;
+/**
+ * {@link ChartDenomination}
+ **/
+declare const chartDenominationSchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
+  unit: z.ZodLiteral<"bps">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"usd">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"scalar">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"token">;
+  base: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${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>;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"ratio">;
+  base: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${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>;
+  quote: 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.$strip>;
+}, z.core.$strip>], "unit">;
+/**
+ * {@link ChartValue}. `null` is a gap, never a zero.
+ **/
+declare const chartValueSchema: z.ZodNullable<z.ZodNumber>;
+/**
+ * {@link ChartSeries}
+ **/
+declare const chartSeriesSchema: z.ZodUnion<readonly [z.ZodIntersection<z.ZodObject<{
+  status: z.ZodLiteral<"ok">;
+  values: z.ZodArray<z.ZodNullable<z.ZodNumber>>;
+}, z.core.$strip>, z.ZodDiscriminatedUnion<[z.ZodObject<{
+  unit: z.ZodLiteral<"bps">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"usd">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"scalar">;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"token">;
+  base: 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.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+  unit: z.ZodLiteral<"ratio">;
+  base: 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.$strip>;
+  quote: z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${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>;
+}, z.core.$strip>], "unit">>, z.ZodObject<{
+  status: z.ZodLiteral<"unavailable">;
+  reason: z.ZodObject<{
+    code: z.ZodEnum<{
+      internal: "internal";
+      no_price_feed: "no_price_feed";
+      not_indexed: "not_indexed";
+      unknown_subject: "unknown_subject";
+      unsupported_metric: "unsupported_metric";
+    }>;
+    message: z.ZodOptional<z.ZodString>;
+  }, z.core.$strip>;
+}, z.core.$strip>]>;
+/**
+ * {@link ChartWindow}
+ **/
+declare const chartWindowSchema: z.ZodObject<{
+  range: z.ZodEnum<{
+    "1d": "1d";
+    "1m": "1m";
+    "1w": "1w";
+    "1y": "1y";
+    max: "max";
+  }>;
+  from: z.ZodNumber;
+  to: z.ZodNumber;
+}, z.core.$strip>;
+/**
+ * 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.
+ **/
+declare function chartBundleSchemaFor<const Metrics extends readonly ChartMetric[]>(metrics: Metrics, range: ChartRange): z.ZodType<ChartBundle<Metrics>>;
+//#endregion
+export { chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, poolOpportunityChartMetricSchema, poolPositionChartMetricSchema, strategyOpportunityChartMetricSchema, strategyPositionChartMetricSchema };

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

@@ -1,17 +1,17 @@
 import { Amount, AssetType, Bps, ChainId, Leverage, Timestamp, Token, TokenAmount, TxCall } from "./primitives.js";
 import { Curator, CuratorName } from "./curators.js";
+import { CHART_METRIC_UNITS, CHART_RANGES, CHART_UNAVAILABLE_CODES, ChartBundle, ChartDenomination, ChartMetric, ChartQuery, ChartRange, ChartSeries, ChartSeriesOk, ChartSeriesUnavailable, ChartUnavailableCode, ChartUnit, ChartValue, ChartWindow, GridSampling, OpportunityChartMetric, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PoolOpportunityChartMetric, PoolPositionChartMetric, PositionChartMetric, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunityChartMetric, StrategyPositionChartMetric } from "./charts.js";
+import { chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, poolOpportunityChartMetricSchema, poolPositionChartMetricSchema, strategyOpportunityChartMetricSchema, strategyPositionChartMetricSchema } from "./charts.schema.js";
 import { curatorNameSchema, curatorSchema } from "./curators.schema.js";
 import { ChainScopedFilter, FILTER_ALL, FilterAll, Filterable, isFilterSet } from "./filters.js";
 import { booleanParamSchema, encodeFlag, filterAllSchema, filterable } from "./filters.schema.js";
-import { ApyBreakdown, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, PointRewards, PointsProgram, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, Rewards, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, TokenRewards, matchesOpportunityFilter, opportunityId, poolOpportunityId, strategyOpportunityId } from "./opportunities.js";
 import { DelayedReceivedAsset, InstantReceivedAsset, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, ReceivedAsset, matchesLiquidatableAccountFilter } from "./liquidations.js";
-import { PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId } from "./positions.js";
-import { HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, OpportunityHistoryQuery, POOL_HISTORY_METRICS, POOL_POSITION_HISTORY_METRICS, PoolHistoryMetric, PoolPositionHistoryMetric, PositionHistoryMetric, PositionHistoryQuery, STRATEGY_HISTORY_METRICS, STRATEGY_POSITION_HISTORY_METRICS, StrategyHistoryMetric, StrategyPositionHistoryMetric } from "./history.js";
-import { historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, opportunityHistoryQuerySchema, poolHistoryMetricSchema, poolPositionHistoryMetricSchema, positionHistoryMetricSchema, positionHistoryQuerySchema, strategyHistoryMetricSchema, strategyPositionHistoryMetricSchema } from "./history.schema.js";
 import { delayedReceivedAssetSchema, instantReceivedAssetSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionSchema, receivedAssetSchema } from "./liquidations.schema.js";
+import { ApyBreakdown, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, PointRewards, PointsProgram, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, Rewards, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, TokenRewards, matchesOpportunityFilter, opportunityId, poolOpportunityId, strategyOpportunityId } from "./opportunities.js";
 import { apyBreakdownSchema, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pointRewardsSchema, pointsProgramSchema, poolOpportunityDetailSchema, poolOpportunityKeySchema, poolOpportunitySchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, rewardsSchema, strategyOpportunityDetailSchema, strategyOpportunityKeySchema, strategyOpportunitySchema, tokenRewardsSchema } from "./opportunities.schema.js";
-import { pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
+import { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionMetrics, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId } from "./positions.js";
+import { borrowRateBreakdownSchema, pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
 import { amountSchema, assetTypeSchema, bpsSchema, chainIdSchema, leverageSchema, timestampSchema, tokenAmountSchema, tokenSchema, txCallSchema } from "./primitives.schema.js";
 import { ChainFailed, ChainMetadata, ChainScoped, ChainSucceeded, DataResponse, DataSource, ResponseMetadata } from "./response.js";
 import { chainFailedSchema, chainMetadataSchema, chainSucceededSchema, dataSourceSchema, responseMetadataSchema, responseSchema } from "./response.schema.js";
-export { Amount, ApyBreakdown, AssetType, Bps, ChainFailed, ChainId, ChainMetadata, ChainScoped, ChainScopedFilter, ChainSucceeded, Curator, CuratorName, DataResponse, DataSource, DelayedReceivedAsset, FILTER_ALL, FilterAll, Filterable, HistoryChartMetadata, HistoryMetric, HistoryPoint, HistoryRange, HistorySeries, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityHistoryQuery, OpportunityId, OpportunityKey, OpportunityKind, POOL_HISTORY_METRICS, POOL_POSITION_HISTORY_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolHistoryMetric, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionHistoryMetric, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionHistoryMetric, PositionHistoryQuery, PositionId, PositionKey, PositionKind, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_HISTORY_METRICS, STRATEGY_POSITION_HISTORY_METRICS, StrategyHistoryMetric, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionHistoryMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenRewards, TokenRewardsPnL, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, historyChartMetadataSchema, historyMetricSchema, historyPointSchema, historyRangeSchema, historySeriesSchema, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityHistoryQuerySchema, opportunityId, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pnlBreakdownSchema, pointRewardsSchema, pointsProgramPnLSchema, pointsProgramSchema, pointsRewardsPnLSchema, poolHistoryMetricSchema, poolOpportunityDetailSchema, poolOpportunityId, poolOpportunityKeySchema, poolOpportunitySchema, poolPositionHistoryMetricSchema, poolPositionId, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionHistoryMetricSchema, positionHistoryQuerySchema, positionId, positionKeySchema, positionKindSchema, positionSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, responseMetadataSchema, responseSchema, rewardsPnLSchema, rewardsSchema, strategyHistoryMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionHistoryMetricSchema, strategyPositionId, strategyPositionKeySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, txCallSchema };
+export { Amount, ApyBreakdown, AssetType, BorrowRateBreakdown, Bps, CHART_METRIC_UNITS, CHART_RANGES, CHART_UNAVAILABLE_CODES, ChainFailed, ChainId, ChainMetadata, ChainScoped, ChainScopedFilter, ChainSucceeded, ChartBundle, ChartDenomination, ChartMetric, ChartQuery, ChartRange, ChartSeries, ChartSeriesOk, ChartSeriesUnavailable, ChartUnavailableCode, ChartUnit, ChartValue, ChartWindow, Curator, CuratorName, DataResponse, DataSource, DelayedReceivedAsset, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionMetrics, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunity, StrategyOpportunityChartMetric, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionChartMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenRewards, TokenRewardsPnL, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, borrowRateBreakdownSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityId, opportunityKeySchema, opportunityKindSchema, opportunitySchema, pnlBreakdownSchema, pointRewardsSchema, pointsProgramPnLSchema, pointsProgramSchema, pointsRewardsPnLSchema, poolOpportunityChartMetricSchema, poolOpportunityDetailSchema, poolOpportunityId, poolOpportunityKeySchema, poolOpportunitySchema, poolPositionChartMetricSchema, poolPositionId, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionId, positionKeySchema, positionKindSchema, positionSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, responseMetadataSchema, responseSchema, rewardsPnLSchema, rewardsSchema, strategyOpportunityChartMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionChartMetricSchema, strategyPositionId, strategyPositionKeySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, txCallSchema };

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

@@ -1,7 +1,7 @@
 import { AssetType, Bps, ChainId, Leverage, Token, TokenAmount } from "./primitives.js";
 import { ChainScopedFilter, Filterable } from "./filters.js";
-import { ApyBreakdown, PointsProgram } from "./opportunities.js";
 import { DelayedReceivedAsset, LiquidationPosition } from "./liquidations.js";
+import { ApyBreakdown, PointsProgram } from "./opportunities.js";
 import { Address } from "viem";
 //#region src/model/positions.d.ts
 /**
@@ -131,6 +131,67 @@ interface PoolPosition {
    **/
   pnl?: PnlBreakdown;
 }
+/**
+ * Cost of a position's debt broken down by source.
+ *
+ * The base rate is what the pool charges on the debt; each quoted collateral
+ * adds its own quota rate on top. Rates are reported in two normalizations:
+ * relative to the position's total value and relative to its debt.
+ **/
+interface BorrowRateBreakdown {
+  /**
+   * Base rate plus quota rates, relative to the position's total value.
+   **/
+  total: Bps;
+  /**
+   * Base rate plus quota rates, relative to the debt. This is the rate the
+   * debt itself grows at, so it feeds {@link PositionMetrics.timeToLiquidation}.
+   **/
+  totalOnDebt: Bps;
+  /**
+   * Annual cost of the borrowed underlying itself: the pool's base rate plus
+   * the credit manager's interest fee. Same value `borrowApy` reports.
+   **/
+  base: Bps;
+  /**
+   * Per-token quota rate contribution, relative to the position's total value.
+   **/
+  quotas: Record<Address, Bps>;
+}
+/**
+ * Health and cost metrics of a credit account's state, actual or projected.
+ *
+ * Previews and operation states carry the whole group; on-chain positions
+ * report only the fields they lack natively, see {@link StrategyPosition}.
+ **/
+interface PositionMetrics {
+  /**
+   * Health factor in basis points: below `10000` the account is liquidatable.
+   *
+   * @example `12500` for a health factor of 1.25
+   **/
+  healthFactor: Bps;
+  /**
+   * Net rate the whole position earns, collateral yield minus borrow cost.
+   **/
+  overallApy: Bps;
+  /**
+   * Cost of the debt, broken down by source.
+   **/
+  borrowRate: BorrowRateBreakdown;
+  /**
+   * Estimated milliseconds until the health factor decays to `10000` under
+   * the current borrow rate, or `null` when the debt carries no rate (or the
+   * account is already liquidatable).
+   **/
+  timeToLiquidation: bigint | null;
+  /**
+   * Price of the single non-underlying collateral at which the account
+   * becomes liquidatable, in the oracle's 8-decimal fixed point, or `null`
+   * when the account holds zero or several non-underlying assets.
+   **/
+  liquidationPrice: bigint | null;
+}
 /**
  * An open credit account of a wallet.
  **/
@@ -200,6 +261,28 @@ interface StrategyPosition {
    * @example `12500` for a health factor of 1.25
    **/
   healthFactor: Bps;
+  /**
+   * Cost of the debt broken down into the pool's base rate and per-token
+   * quota rates.
+   *
+   * @mode onchain
+   **/
+  borrowRate?: BorrowRateBreakdown;
+  /**
+   * Estimated milliseconds until the health factor decays to `10000` under
+   * the current borrow rate, or `null` when it cannot be estimated.
+   *
+   * @mode onchain
+   **/
+  timeToLiquidation?: bigint | null;
+  /**
+   * Price of the single non-underlying collateral at which the account
+   * becomes liquidatable, in the oracle's 8-decimal fixed point, or `null`
+   * when the account holds zero or several non-underlying assets.
+   *
+   * @mode onchain
+   **/
+  liquidationPrice?: bigint | null;
   /**
    * What the position has earned so far.
    *
@@ -343,4 +426,4 @@ interface StrategyPositionRef extends StrategyPositionKey {
  **/
 type PositionKey = PoolPositionRef | StrategyPositionRef;
 //#endregion
-export { PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId };
+export { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionMetrics, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId };

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

@@ -255,6 +255,15 @@ declare const poolPositionSchema: z.ZodObject<{
     }, z.core.$strip>], "kind">>;
   }, z.core.$strip>>;
 }, z.core.$strip>;
+/**
+ * {@link BorrowRateBreakdown}
+ **/
+declare const borrowRateBreakdownSchema: z.ZodObject<{
+  total: z.ZodNumber;
+  totalOnDebt: z.ZodNumber;
+  base: z.ZodNumber;
+  quotas: z.ZodRecord<z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>, z.ZodNumber>;
+}, z.core.$strip>;
 /**
  * {@link StrategyPosition}
  **/
@@ -323,6 +332,14 @@ declare const strategyPositionSchema: z.ZodObject<{
     }, z.core.$strip>;
   }, z.core.$strip>;
   healthFactor: z.ZodNumber;
+  borrowRate: z.ZodOptional<z.ZodObject<{
+    total: z.ZodNumber;
+    totalOnDebt: z.ZodNumber;
+    base: z.ZodNumber;
+    quotas: z.ZodRecord<z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>, z.ZodNumber>;
+  }, z.core.$strip>>;
+  timeToLiquidation: z.ZodOptional<z.ZodNullable<z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>>>;
+  liquidationPrice: z.ZodOptional<z.ZodNullable<z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>>>;
   pnl: z.ZodOptional<z.ZodObject<{
     organic: z.ZodObject<{
       value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
@@ -568,6 +585,14 @@ declare const positionSchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
     }, z.core.$strip>;
   }, z.core.$strip>;
   healthFactor: z.ZodNumber;
+  borrowRate: z.ZodOptional<z.ZodObject<{
+    total: z.ZodNumber;
+    totalOnDebt: z.ZodNumber;
+    base: z.ZodNumber;
+    quotas: z.ZodRecord<z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>, z.ZodNumber>;
+  }, z.core.$strip>>;
+  timeToLiquidation: z.ZodOptional<z.ZodNullable<z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>>>;
+  liquidationPrice: z.ZodOptional<z.ZodNullable<z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>>>;
   pnl: z.ZodOptional<z.ZodObject<{
     organic: z.ZodObject<{
       value: z.ZodCodec<z.ZodUnion<[z.ZodString, z.ZodBigInt]>, z.ZodBigInt>;
@@ -756,4 +781,4 @@ declare const positionKeySchema: z.ZodDiscriminatedUnion<[z.ZodObject<{
   kind: z.ZodLiteral<"strategy">;
 }, z.core.$strip>], "kind">;
 //#endregion
-export { pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenRewardsPnLSchema };
+export { borrowRateBreakdownSchema, pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenRewardsPnLSchema };

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

@@ -1,7 +1,6 @@
 import { GearboxSDKOptions, Mode, NamespaceOptions, OffchainByMode, OffchainSource, OnchainByMode, OnchainSource, PlainMultichainSDKOptions } from "./types.js";
 import { EntityMerger, FilterResult, ListMerger, MergeListResult } from "./utils/types.js";
 import { filterResponse } from "./utils/filterResponse.js";
-import { HistoryReader } from "./utils/history.js";
 import { DEFAULT_MAX_OFFCHAIN_LAG, mergeChainList, mergeChainOne } from "./utils/mergeChains.js";
 import "./utils/index.js";
 import { AbstractNamespace, MergedQuery } from "./AbstractNamespace.js";
@@ -20,4 +19,4 @@ import { SourceUnavailableError } from "./errors/SourceUnavailableError.js";
 import { assertSameChains } from "./errors/assertSameChains.js";
 import { everyChainFailed } from "./errors/everyChainFailed.js";
 import "./errors/index.js";
-export { AbstractNamespace, AllSourcesFailedError, ChainRef, DEFAULT_MAX_OFFCHAIN_LAG, type EntityMerger, type FilterResult, GearboxSDK, GearboxSDKOptions, HistoryReader, type ListMerger, type MergeListResult, MergedQuery, MissingSourceError, Mode, NamespaceOptions, NoSourceServedError, OffchainByMode, OffchainSource, OnchainByMode, OnchainSource, Opportunities, OpportunitiesBase, OpportunitiesByMode, OpportunitiesMerged, OpportunitiesNamespace, OpportunitiesOffchainBranch, OpportunitiesOffchainOnly, OpportunitiesOnchainBranch, OpportunitiesOnchainOnly, OpportunityMergers, PlainMultichainSDKOptions, PositionMergers, Positions, PositionsBase, PositionsByMode, PositionsMerged, PositionsNamespace, PositionsOffchainBranch, PositionsOffchainOnly, PositionsOnchainBranch, PositionsOnchainOnly, SourceChainMismatchError, SourceUnavailableError, assertSameChains, everyChainFailed, filterResponse, mergeChainList, mergeChainOne };
+export { AbstractNamespace, AllSourcesFailedError, ChainRef, DEFAULT_MAX_OFFCHAIN_LAG, type EntityMerger, type FilterResult, GearboxSDK, GearboxSDKOptions, type ListMerger, type MergeListResult, MergedQuery, MissingSourceError, Mode, NamespaceOptions, NoSourceServedError, OffchainByMode, OffchainSource, OnchainByMode, OnchainSource, Opportunities, OpportunitiesBase, OpportunitiesByMode, OpportunitiesMerged, OpportunitiesNamespace, OpportunitiesOffchainBranch, OpportunitiesOffchainOnly, OpportunitiesOnchainBranch, OpportunitiesOnchainOnly, OpportunityMergers, PlainMultichainSDKOptions, PositionMergers, Positions, PositionsBase, PositionsByMode, PositionsMerged, PositionsNamespace, PositionsOffchainBranch, PositionsOffchainOnly, PositionsOnchainBranch, PositionsOnchainOnly, SourceChainMismatchError, SourceUnavailableError, assertSameChains, everyChainFailed, filterResponse, mergeChainList, mergeChainOne };

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

@@ -1,5 +1,5 @@
+import { ChartBundle, ChartRange, PoolOpportunityChartMetric, StrategyOpportunityChartMetric } from "../../model/charts.js";
 import { Opportunity, OpportunityFilter, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef } from "../../model/opportunities.js";
-import { PoolHistoryMetric, StrategyHistoryMetric } from "../../model/history.js";
 import { DataResponse } from "../../model/response.js";
 import "../../model/index.js";
 import { MultichainSDK } from "../../sdk/MultichainSDK.js";
@@ -8,7 +8,6 @@ import { GearboxAPI } from "../../offchain/GearboxAPI.js";
 import "../../offchain/index.js";
 import { NamespaceOptions } from "../types.js";
 import { FilterResult } from "../utils/types.js";
-import { HistoryReader } from "../utils/history.js";
 import "../utils/index.js";
 import { AbstractNamespace } from "../AbstractNamespace.js";
 import { OpportunitiesBase, OpportunitiesOffchainOnly, OpportunityMergers } from "./types.js";
@@ -40,10 +39,10 @@ declare class OpportunitiesNamespace extends AbstractNamespace<MultichainSDK["op
    **/
   filter<R extends DataResponse<Opportunity[]> | undefined>(response: R, filter?: OpportunityFilter): FilterResult<R, Opportunity>;
   /**
-   * {@inheritDoc OpportunitiesOffchainOnly.history}
+   * {@inheritDoc OpportunitiesOffchainOnly.charts}
    **/
-  history(key: PoolOpportunityRef): HistoryReader<PoolHistoryMetric>;
-  history(key: StrategyOpportunityRef): HistoryReader<StrategyHistoryMetric>;
+  charts<const Metrics extends readonly PoolOpportunityChartMetric[]>(key: PoolOpportunityRef, metrics: Metrics, range: ChartRange): Promise<DataResponse<ChartBundle<Metrics>>>;
+  charts<const Metrics extends readonly StrategyOpportunityChartMetric[]>(key: StrategyOpportunityRef, metrics: Metrics, range: ChartRange): Promise<DataResponse<ChartBundle<Metrics>>>;
 }
 //#endregion
 export { OpportunitiesNamespace };

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

@@ -1,5 +1,5 @@
+import { ChartBundle, ChartRange, PoolOpportunityChartMetric, StrategyOpportunityChartMetric } from "../../model/charts.js";
 import { Opportunity, OpportunityFilter, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef } from "../../model/opportunities.js";
-import { PoolHistoryMetric, StrategyHistoryMetric } from "../../model/history.js";
 import { DataResponse } from "../../model/response.js";
 import "../../model/index.js";
 import { MultichainOpportunitiesService } from "../../sdk/opportunities/MultichainOpportunitiesService.js";
@@ -8,7 +8,6 @@ import { OffchainOpportunities } from "../../offchain/opportunities/OffchainOppo
 import "../../offchain/index.js";
 import { Mode } from "../types.js";
 import { EntityMerger, FilterResult, ListMerger } from "../utils/types.js";
-import { HistoryReader } from "../utils/history.js";
 import "../utils/index.js";
 //#region src/new-sdk/opportunities/types.d.ts
 /**
@@ -56,12 +55,15 @@ interface OpportunitiesBase {
  **/
 interface OpportunitiesOffchainOnly {
   /**
-   * Historical charts of one opportunity, one metric and one range at a time:
-   * `history(key).chart("depositApy", "1m")`. The key's kind decides which
-   * metrics exist, so asking a pool for a strategy series does not compile.
+   * Historical charts of one opportunity, one series per metric on a shared
+   * axis: `charts(key, ["depositApy", "borrowApy"], "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
+   * named — one of them is a bundle of one, not a different call.
    **/
-  history(key: PoolOpportunityRef): HistoryReader<PoolHistoryMetric>;
-  history(key: StrategyOpportunityRef): HistoryReader<StrategyHistoryMetric>;
+  charts<const Metrics extends readonly PoolOpportunityChartMetric[]>(key: PoolOpportunityRef, metrics: Metrics, range: ChartRange): Promise<DataResponse<ChartBundle<Metrics>>>;
+  charts<const Metrics extends readonly StrategyOpportunityChartMetric[]>(key: StrategyOpportunityRef, metrics: Metrics, range: ChartRange): Promise<DataResponse<ChartBundle<Metrics>>>;
 }
 /**
  * Reads only the chain can answer. Empty for now.