@gearbox-protocol/sdk 15.1.0-next.9 → 16.0.0-next.2

package/dist/types/sdk/market/index.d.ts

@@ -1,7 +1,3 @@
-import { IAdapterContract } from "./adapters/types.js";
-import { createAdapter } from "./adapters/createAdapter.js";
-import { PlaceholderAdapterContract, PlaceholderAdapterContractOptions } from "./adapters/PlaceholderAdapterContracts.js";
-import "./adapters/index.js";
 import { PHANTOM_TOKEN_MIDAS_REDEMPTION, RWA_LIQUIDATOR_MIDAS } from "./rwa/midas/constants.js";
 import { MidasLiquidatorContract } from "./rwa/midas/MidasLiquidatorContract.js";
 import { PHANTOM_TOKEN_SECURITIZE_REDEMPTION, RWA_FACTORY_SECURITIZE, RWA_LIQUIDATOR_SECURITIZE } from "./rwa/securitize/constants.js";
@@ -11,6 +7,93 @@ import { DStokenData, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountDa
 import { SecuritizeRWAFactory } from "./rwa/securitize/SecuritizeRWAFactory.js";
 import { RWARegistry } from "./rwa/RWARegistry.js";
 import "./rwa/index.js";
+import { AdapterContractStateHuman, AdapterContractType, AdapterProtocolOperation, AdapterType, DelayedWithdrawalClaim, DelayedWithdrawalRequest, IAdapterContract, VersionedAbi } from "./adapters/types.js";
+import { adapterActionAbi, adapterActionSelectors, adapterActionSignatures } from "./adapters/abi/actionAbi.js";
+import { erc4626ReferralAdapterAbi } from "./adapters/abi/adapters/erc4626ReferralAdapter.js";
+import { iBalancerV3RouterAdapterAbi } from "./adapters/abi/adapters/iBalancerV3RouterAdapter.js";
+import { iBalancerV3WrapperAdapterAbi } from "./adapters/abi/adapters/iBalancerV3WrapperAdapter.js";
+import { iCamelotV3AdapterAbi } from "./adapters/abi/adapters/iCamelotV3Adapter.js";
+import { iConvexV1BaseRewardPoolAdapterAbi } from "./adapters/abi/adapters/iConvexV1BaseRewardPoolAdapter.js";
+import { iConvexV1BoosterAdapterAbi } from "./adapters/abi/adapters/iConvexV1BoosterAdapter.js";
+import { iCurveV1_2AssetsAdapterAbi } from "./adapters/abi/adapters/iCurveV1_2AssetsAdapter.js";
+import { iCurveV1_3AssetsAdapterAbi } from "./adapters/abi/adapters/iCurveV1_3AssetsAdapter.js";
+import { iCurveV1_4AssetsAdapterAbi } from "./adapters/abi/adapters/iCurveV1_4AssetsAdapter.js";
+import { iCurveV1StableNgAdapterAbi } from "./adapters/abi/adapters/iCurveV1StableNgAdapter.js";
+import { iDaiUsdsAdapterAbi } from "./adapters/abi/adapters/iDaiUsdsAdapter.js";
+import { iFluidDexAdapterAbi } from "./adapters/abi/adapters/iFluidDexAdapter.js";
+import { iInfinifiGatewayAdapterAbi } from "./adapters/abi/adapters/iInfinifiGatewayAdapter.js";
+import { iInfinifiUnwindingGatewayAbi, iInfinifiUnwindingGatewayAdapterAbi } from "./adapters/abi/adapters/iInfinifiUnwindingGateway.js";
+import { iKelpLrtDepositPoolAdapterAbi, iKelpLrtDepositPoolGatewayAbi } from "./adapters/abi/adapters/iKelpLrtDepositPool.js";
+import { iKelpLrtWithdrawalManagerAdapterAbi, iKelpLrtWithdrawalManagerGatewayAbi } from "./adapters/abi/adapters/iKelpLrtWithdrawalManager.js";
+import { iLidoV1AdapterAbi } from "./adapters/abi/adapters/iLidoV1Adapter.js";
+import { iMellow4626VaultAdapterAbi } from "./adapters/abi/adapters/iMellow4626VaultAdapter.js";
+import { iMellowClaimerAdapterAbi } from "./adapters/abi/adapters/iMellowClaimerAdapter.js";
+import { iMellowWrapperAdapterAbi } from "./adapters/abi/adapters/iMellowWrapperAdapter.js";
+import { iMidasGatewayAdapterV311Abi } from "./adapters/abi/adapters/iMidasGatewayAdapterV311.js";
+import { iMidasIssuanceVaultAdapterV310Abi } from "./adapters/abi/adapters/iMidasIssuanceVaultAdapterV310.js";
+import { iMidasRedemptionVaultAdapterV310Abi, iMidasRedemptionVaultGatewayV310Abi } from "./adapters/abi/adapters/iMidasRedemptionVaultAdapterV310.js";
+import { iPendleRouterAdapterAbi } from "./adapters/abi/adapters/iPendleRouterAdapter.js";
+import { iSecuritizeOnRampAdapterV310Abi } from "./adapters/abi/adapters/iSecuritizeOnRampAdapterV310.js";
+import { iSecuritizeRedemptionGatewayAdapterV311Abi } from "./adapters/abi/adapters/iSecuritizeRedemptionGatewayAdapterV311.js";
+import { iStakingRewardsAdapterAbi } from "./adapters/abi/adapters/iStakingRewardsAdapter.js";
+import { iTraderJoeRouterAdapterAbi } from "./adapters/abi/adapters/iTraderJoeRouterAdapter.js";
+import { iUniswapV2AdapterAbi } from "./adapters/abi/adapters/iUniswapV2Adapter.js";
+import { iUniswapV3AdapterAbi } from "./adapters/abi/adapters/iUniswapV3Adapter.js";
+import { iUniswapV4AdapterAbi, iUniswapV4GatewayAbi } from "./adapters/abi/adapters/iUniswapV4Adapter.js";
+import { iUpshiftVaultAdapterAbi, iUpshiftVaultGatewayAbi } from "./adapters/abi/adapters/iUpshiftVaultAdapter.js";
+import { iVelodromeV2RouterAdapterAbi } from "./adapters/abi/adapters/iVelodromeV2RouterAdapter.js";
+import { iwstEthv1AdapterAbi } from "./adapters/abi/adapters/iwstEthv1Adapter.js";
+import { mellowDvvAdapterAbi } from "./adapters/abi/adapters/mellowDvvAdapter.js";
+import { adapterConstructorAbi } from "./adapters/abi/conctructorAbi.js";
+import { iMidasGatewayV311Abi } from "./adapters/abi/midas/iMidasGatewayV311.js";
+import { iBaseOnRampAbi } from "./adapters/abi/securitize/iBaseOnRamp.js";
+import { iSecuritizeOnRampAbi } from "./adapters/abi/securitize/iSecuritizeOnRamp.js";
+import { iSecuritizeRedemptionGatewayV311Abi } from "./adapters/abi/securitize/iSecuritizeRedemptionGatewayV311.js";
+import { iBalancerV3RouterAbi, iBalancerV3WrapperAbi, iBaseRewardPoolAbi, iBoosterAbi, iCamelotV3RouterAbi, iCurvePoolAbi, iCurvePoolStableNGAbi, iCurvePool_2Abi, iCurvePool_3Abi, iCurvePool_4Abi, iDaiUsdsAbi, iERC4626Abi, iERC4626ReferralAbi, iFluidDexAbi, iInfinifiGatewayAbi, iKelpLRTDepositPoolGatewayAbi, iKelpLRTWithdrawalManagerGatewayAbi, iMellowClaimerAbi, iMellowWrapperAbi, iMidasIssuanceVaultV310Abi, iPendleRouterAbi, iStakingRewardsAbi, iTraderJoeRouterAbi, iUniswapV2Router02Abi, iUniswapV3Abi, iVelodromeV2RouterAbi, iwstETHAbi, lidoV1_WETHGatewayAbi } from "./adapters/abi/targetContractAbi.js";
+import { getAdapterActionAbi, getAdapterDeployParamsAbi, getAdapterType, hasAdapterDeployParamsAbi, parseAdapterAction, parseAdapterDeployParams } from "./adapters/abi/utils.js";
+import { BalancerSwap, BasicSwapCall, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexWithdraw, ConvexWithdrawAndClaim, CurveAddLiquidity, CurveClaims, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveWithdrawal, GetReward, LegacyAdapterOperation, LidoSubmit, MakerDeposit, MakerRedeem, Swap, TokenAmount, Transfers, UniswapSwap, VaultDeposit, WithdrawCollateral, WstETHUnwrap, WstETHWrap } from "./adapters/legacyAdapterOperations.js";
+import { AbstractAdapterContract, AbstractAdapterContractOptions, ConcreteAdapterContractOptions } from "./adapters/contracts/AbstractAdapter.js";
+import { AccountMigratorAdapterContract } from "./adapters/contracts/AccountMigratorAdapterContract.js";
+import { BalancerV3Pool, BalancerV3PoolStatus, BalancerV3RouterAdapterContract } from "./adapters/contracts/BalancerV3RouterAdapterContract.js";
+import { BalancerV3WrapperAdapterContract } from "./adapters/contracts/BalancerV3WrapperAdapterContract.js";
+import { CamelotPool, CamelotV3AdapterContract } from "./adapters/contracts/CamelotV3AdapterContract.js";
+import { ConvexV1BaseRewardPoolAdapterContract } from "./adapters/contracts/ConvexV1BaseRewardPoolAdapterContract.js";
+import { ConvexV1BoosterAdapterContract } from "./adapters/contracts/ConvexV1BoosterAdapterContract.js";
+import { Curve2AssetsAdapterContract } from "./adapters/contracts/Curve2AssetsAdapterContract.js";
+import { Curve3AssetsAdapterContract } from "./adapters/contracts/Curve3AssetsAdapterContract.js";
+import { Curve4AssetsAdapterContract } from "./adapters/contracts/Curve4AssetsAdapterContract.js";
+import { CurveV1AdapterStETHContract } from "./adapters/contracts/CurveV1AdapterStETHContract.js";
+import { CurveV1StableNGAdapterContract } from "./adapters/contracts/CurveV1StableNGAdapterContract.js";
+import { DaiUsdsAdapterContract } from "./adapters/contracts/DaiUsdsAdapterContract.js";
+import { ERC4626AdapterContract } from "./adapters/contracts/ERC4626AdapterContract.js";
+import { ERC4626ReferralAdapterContract } from "./adapters/contracts/ERC4626ReferralAdapterContract.js";
+import { FluidDexAdapterContract } from "./adapters/contracts/FluidDexAdapterContract.js";
+import { InfinifiGatewayAdapterContract } from "./adapters/contracts/InfinifiGatewayAdapterContract.js";
+import { InfinifiUnwindingGatewayAdapterContract } from "./adapters/contracts/InfinifiUnwindingGatewayAdapterContract.js";
+import { KelpLRTDepositPoolAdapterContract } from "./adapters/contracts/KelpLRTDepositPoolAdapterContract.js";
+import { KelpLRTWithdrawalManagerAdapterContract } from "./adapters/contracts/KelpLRTWithdrawalManagerAdapterContract.js";
+import { LidoV1AdapterContract } from "./adapters/contracts/LidoV1AdapterContract.js";
+import { MellowClaimerAdapterContract } from "./adapters/contracts/MellowClaimerAdapterContract.js";
+import { MellowDVVAdapterContract } from "./adapters/contracts/MellowDVVAdapterContract.js";
+import { MellowERC4626VaultAdapterContract } from "./adapters/contracts/MellowERC4626VaultAdapterContract.js";
+import { MellowWrapperAdapterContract } from "./adapters/contracts/MellowWrapperAdapterContract.js";
+import { MidasGatewayAdapterContract } from "./adapters/contracts/MidasGatewayAdapterContract.js";
+import { MidasIssuanceVaultAdapterContract } from "./adapters/contracts/MidasIssuanceVaultAdapterContract.js";
+import { MidasRedemptionVaultAdapterContract } from "./adapters/contracts/MidasRedemptionVaultAdapterContract.js";
+import { PendlePair, PendlePairStatus, PendleRouterAdapterContract, PendleTokenType } from "./adapters/contracts/PendleRouterAdapterContract.js";
+import { SecuritizeOnRampAdapterContract } from "./adapters/contracts/SecuritizeOnRampAdapterContract.js";
+import { SecuritizeRedemptionGatewayAdapterContract } from "./adapters/contracts/SecuritizeRedemptionGatewayAdapterContract.js";
+import { StakingRewardsAdapterContract } from "./adapters/contracts/StakingRewardsAdapterContract.js";
+import { TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract } from "./adapters/contracts/TraderJoeRouterAdapterContract.js";
+import { UniswapV2AdapterContract } from "./adapters/contracts/UniswapV2AdapterContract.js";
+import { UniswapV3AdapterContract } from "./adapters/contracts/UniswapV3AdapterContract.js";
+import { UniswapV4AdapterContract } from "./adapters/contracts/UniswapV4AdapterContract.js";
+import { UpshiftVaultAdapterContract } from "./adapters/contracts/UpshiftVaultAdapterContract.js";
+import { VelodromeV2RouterAdapterContract } from "./adapters/contracts/VelodromeV2AdapterContract.js";
+import { WstETHV1AdapterContract } from "./adapters/contracts/WstETHV1AdapterContract.js";
+import { AdapterFactoryArgs, createAdapter } from "./adapters/createAdapter.js";
+import { allTransfersAsTokenAmounts, classifyCurveOperation, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, fnSigToName, parsePosNegAmount, rewardsFromTransfers, swapFromTransfers, toNetTransfers } from "./adapters/transferHelpers.js";
+import "./adapters/index.js";
 import { IPriceFeedContract, IUpdatablePriceFeedContract, PriceFeedContractType, PriceFeedUsageType, PriceUpdate, UpdatePriceFeedsResult } from "./pricefeeds/types.js";
 import { PriceFeedRef } from "./pricefeeds/PriceFeedRef.js";
 import { AbstractPriceFeedContract, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PriceFeedConstructorArgs } from "./pricefeeds/AbstractPriceFeed.js";
@@ -52,11 +135,10 @@ import { LinearInterestRateModelContract } from "./pool/LinearInterestRateModelC
 import { PoolSuite } from "./pool/PoolSuite.js";
 import { PoolV310Contract } from "./pool/PoolV310Contract.js";
 import "./pool/index.js";
-import { MarketSuite, StrategyRef } from "./MarketSuite.js";
+import { MarketSuite } from "./MarketSuite.js";
 import { CreditSuite } from "./credit/CreditSuite.js";
-import { dominantCollateral, mustGetDominantCollateral } from "./credit/dominantCollateral.js";
+import { StrategyCollateralProps, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
 import { ExpectedBalanceDeltasProps, ExpectedOutput, expectedBalanceDeltas } from "./credit/expectedBalanceDeltas.js";
-import { IsStrategyCollateralProps, NON_STRATEGY_PHANTOM_TOKEN_TYPES, isStrategyCollateral } from "./credit/isStrategyCollateral.js";
 import "./credit/index.js";
 import { CompressorZapperData, ZapperData } from "./types.js";
 import { IZapperContract, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem } from "./zapper/types.js";
@@ -67,5 +149,6 @@ import { IERC20ZapperContract } from "./zapper/IERC20ZapperContract.js";
 import { IETHZapperContract } from "./zapper/IETHZapperContract.js";
 import "./zapper/index.js";
 import { MarketRegister, MarketRegistryState, MarketRegistryStateHuman } from "./MarketRegister.js";
-import { MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
-export { AbstractLPPriceFeedContract, AbstractPriceFeedContract, BalanceDelta, BalancerStablePriceFeedContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CompositePriceFeedContract, CompressorZapperData, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, DStokenData, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, type FetchRedstonePayloadsOptions, GaugeContract, GaugeParams, GetOpenAccountRequirementsProps, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, IRWAFactory, IRateKeeperContract, IUpdatablePriceFeedContract, IZapperContract, InterestRateModelType, IsStrategyCollateralProps, LatestUpdate, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MellowLRTPriceFeedContract, MidasLiquidatorContract, NON_STRATEGY_PHANTOM_TOKEN_TYPES, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialLiquidationParams, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendleTWAPPTPriceFeed, PlaceholderAdapterContract, PlaceholderAdapterContractOptions, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegister, PriceFeedRegisterHooks, PriceFeedRegisterOptions, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PythPriceFeed, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, StrategyRef, type TimestampedCalldata, UnsupportedZapperFunctionError, UpdatePriceFeedsResult, WstETHPriceFeedContract, YearnPriceFeedContract, ZapperContract, ZapperData, ZeroPriceFeedContract, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, createAdapter, createPriceOracle, createZapper, dominantCollateral, expectedBalanceDeltas, fetchRedstonePayloads, getRawPriceUpdates, healthFactorBps, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, minSeizedAmount, mustGetDominantCollateral, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };
+import { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, QuotaMode, StrategyRateInputs, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
+import { strategyName } from "./strategyName.js";
+export { AbstractAdapterContract, AbstractAdapterContractOptions, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterContractStateHuman, AdapterContractType, AdapterFactoryArgs, AdapterProtocolOperation, AdapterType, BalanceDelta, BalancerStablePriceFeedContract, BalancerSwap, BalancerV3Pool, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BasicSwapCall, BoundedPriceFeedContract, CamelotPool, CamelotV3AdapterContract, CompositePriceFeedContract, CompressorZapperData, ConcreteAdapterContractOptions, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, ConvexWithdraw, ConvexWithdrawAndClaim, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveAddLiquidity, CurveClaims, CurveCryptoPriceFeedContract, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, CurveWithdrawal, DEFAULT_QUOTA_BUFFER_BPS, DStokenData, DaiUsdsAdapterContract, DelayedWithdrawalClaim, DelayedWithdrawalRequest, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, type FetchRedstonePayloadsOptions, FluidDexAdapterContract, GaugeContract, GaugeParams, GetOpenAccountRequirementsProps, GetReward, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, IRWAFactory, IRateKeeperContract, IUpdatablePriceFeedContract, IZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, InterestRateModelType, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LatestUpdate, LegacyAdapterOperation, LidoSubmit, LidoV1AdapterContract, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MakerDeposit, MakerRedeem, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialLiquidationParams, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendlePair, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegister, PriceFeedRegisterHooks, PriceFeedRegisterOptions, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PythPriceFeed, QuotaMode, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOnRampAdapterContract, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRedemptionGatewayAdapterContract, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, StakingRewardsAdapterContract, StrategyCollateralProps, StrategyRateInputs, Swap, type TimestampedCalldata, TokenAmount, TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract, Transfers, UniswapSwap, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnsupportedZapperFunctionError, UpdatePriceFeedsResult, UpshiftVaultAdapterContract, VaultDeposit, VelodromeV2RouterAdapterContract, VersionedAbi, WithdrawCollateral, WstETHPriceFeedContract, WstETHUnwrap, WstETHV1AdapterContract, WstETHWrap, YearnPriceFeedContract, ZapperContract, ZapperData, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, classifyCurveOperation, createAdapter, createPriceOracle, createZapper, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, dominantCollateral, erc4626ReferralAdapterAbi, expectedBalanceDeltas, fetchRedstonePayloads, fnSigToName, getAdapterActionAbi, getAdapterDeployParamsAbi, getAdapterType, getRawPriceUpdates, hasAdapterDeployParamsAbi, healthFactorBps, iBalancerV3RouterAbi, iBalancerV3RouterAdapterAbi, iBalancerV3WrapperAbi, iBalancerV3WrapperAdapterAbi, iBaseOnRampAbi, iBaseRewardPoolAbi, iBoosterAbi, iCamelotV3AdapterAbi, iCamelotV3RouterAbi, iConvexV1BaseRewardPoolAdapterAbi, iConvexV1BoosterAdapterAbi, iCurvePoolAbi, iCurvePoolStableNGAbi, iCurvePool_2Abi, iCurvePool_3Abi, iCurvePool_4Abi, iCurveV1StableNgAdapterAbi, iCurveV1_2AssetsAdapterAbi, iCurveV1_3AssetsAdapterAbi, iCurveV1_4AssetsAdapterAbi, iDaiUsdsAbi, iDaiUsdsAdapterAbi, iERC4626Abi, iERC4626ReferralAbi, iFluidDexAbi, iFluidDexAdapterAbi, iInfinifiGatewayAbi, iInfinifiGatewayAdapterAbi, iInfinifiUnwindingGatewayAbi, iInfinifiUnwindingGatewayAdapterAbi, iKelpLRTDepositPoolGatewayAbi, iKelpLRTWithdrawalManagerGatewayAbi, iKelpLrtDepositPoolAdapterAbi, iKelpLrtDepositPoolGatewayAbi, iKelpLrtWithdrawalManagerAdapterAbi, iKelpLrtWithdrawalManagerGatewayAbi, iLidoV1AdapterAbi, iMellow4626VaultAdapterAbi, iMellowClaimerAbi, iMellowClaimerAdapterAbi, iMellowWrapperAbi, iMellowWrapperAdapterAbi, iMidasGatewayAdapterV311Abi, iMidasGatewayV311Abi, iMidasIssuanceVaultAdapterV310Abi, iMidasIssuanceVaultV310Abi, iMidasRedemptionVaultAdapterV310Abi, iMidasRedemptionVaultGatewayV310Abi, iPendleRouterAbi, iPendleRouterAdapterAbi, iSecuritizeOnRampAbi, iSecuritizeOnRampAdapterV310Abi, iSecuritizeRedemptionGatewayAdapterV311Abi, iSecuritizeRedemptionGatewayV311Abi, iStakingRewardsAbi, iStakingRewardsAdapterAbi, iTraderJoeRouterAbi, iTraderJoeRouterAdapterAbi, iUniswapV2AdapterAbi, iUniswapV2Router02Abi, iUniswapV3Abi, iUniswapV3AdapterAbi, iUniswapV4AdapterAbi, iUniswapV4GatewayAbi, iUpshiftVaultAdapterAbi, iUpshiftVaultGatewayAbi, iVelodromeV2RouterAbi, iVelodromeV2RouterAdapterAbi, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, iwstETHAbi, iwstEthv1AdapterAbi, lidoV1_WETHGatewayAbi, mellowDvvAdapterAbi, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, parseAdapterAction, parseAdapterDeployParams, parsePosNegAmount, pickStrategyTargetCollateral, rayToBps, rewardsFromTransfers, strategyName, swapFromTransfers, toNetTransfers, usdToNumber };

package/dist/types/sdk/market/math.d.ts

@@ -1,4 +1,5 @@
 import { Bps, Leverage } from "../../model/primitives.js";
+import { StrategyOpportunity } from "../../model/opportunities.js";
 import "../../model/index.js";
 //#region src/sdk/market/math.d.ts
 /**
@@ -12,9 +13,21 @@ import "../../model/index.js";
  * ```
  **/
 declare function rayToBps(ray: bigint): Bps;
+/**
+ * Inverse of {@link rayToBps}, exact: a rate in basis points is a whole number
+ * of the `10 ** 23` steps a ray is made of.
+ *
+ * @example
+ * ```ts
+ * bpsToRay(500) // 5% = 0.05 × 10²⁷
+ * ```
+ **/
+declare function bpsToRay(bps: Bps): bigint;
 /**
  * Converts a USD value in the oracle's 8-decimal fixed point to a float.
  *
+ * Values below {@link USD_DUST_THRESHOLD} report as `0`.
+ *
  * @example
  * ```ts
  * // usd: $1500.50 in 8-decimal fixed point
@@ -48,14 +61,74 @@ declare function calcUtilization(borrowed: bigint, total: bigint): Bps;
  * ```
  **/
 declare function calcBorrowApy(baseInterestRate: bigint, feeInterest: number): Bps;
+/**
+ * Annual quota cost of a collateral, in basis points:
+ * `quotaRate × (1 + feeInterest)` — the quoted rate plus the protocol's cut of
+ * the accrued quota interest, matching {@link calcBorrowApy}.
+ *
+ * @param quotaRate - Pool quota keeper rate in basis points, without the fee.
+ * @param feeInterest - Credit manager interest fee in basis points.
+ *
+ * @example
+ * ```ts
+ * // quotaRate: 200 bps = 2%, feeInterest: 2500 bps = 25%
+ * calcQuotaRate(200, 2500) // 2% × 1.25 = 250 bps = 2.5%
+ * ```
+ **/
+declare function calcQuotaRate(quotaRate: Bps, feeInterest: Bps): Bps;
+/**
+ * Extra quota, as a fraction of equity, that an aggressive position quotes
+ * above the debt it actually owes. Matches {@link MAX_LEVERAGE_BUFFER_BPS}.
+ **/
+declare const DEFAULT_QUOTA_BUFFER_BPS = 500;
+/**
+ * How much quota a leveraged position quotes, relative to the debt it needs.
+ *
+ * - `"min"` — quota covers exactly the borrowed amount (`leverage − 1`).
+ * - `"safe"` — quota covers the full LT-weighted position (`leverage × LT`),
+ *   so a price drop to the liquidation threshold still leaves enough quota.
+ * - `"aggressive"` — quota covers the debt plus {@link DEFAULT_QUOTA_BUFFER_BPS}.
+ **/
+type QuotaMode = "min" | "safe" | "aggressive";
+/**
+ * Rates {@link calcEffectiveBorrowApy} and {@link calcNetStrategyApy} need
+ * from a {@link StrategyOpportunity}.
+ **/
+type StrategyRateInputs = Pick<StrategyOpportunity, "borrowApy" | "quotaRate" | "liquidationThreshold">;
+/**
+ * Annual cost of credit on the user's equity, in basis points, at a given
+ * leverage and quota mode: base interest on the borrowed part plus quota
+ * interest on the quoted amount. Both rates already include the protocol's
+ * interest fee.
+ *
+ * @param opportunity - Borrow APY, quota rate, and liquidation threshold.
+ * @param leverage - Total-value leverage, same scale as {@link Leverage}.
+ * @param mode - How much quota the position quotes, see {@link QuotaMode}.
+ **/
+declare function calcEffectiveBorrowApy(opportunity: StrategyRateInputs, leverage: Leverage, mode?: QuotaMode): Bps;
+/**
+ * Net yield of a strategy on the user's equity, in basis points, at a given
+ * leverage and quota mode:
+ * `leverage × totalCollateralApy − effectiveBorrowApy`. Collateral yield is
+ * on the whole position; borrow and quota interest are those of
+ * {@link calcEffectiveBorrowApy}.
+ *
+ * @param opportunity - Borrow APY, quota rate, and liquidation threshold.
+ * @param totalCollateralApy - Collateral yield the caller chose, typically
+ * `totalApy` of {@link StrategyOpportunity.collateralApy} or
+ * {@link StrategyOpportunity.collateralApyAvg7D}.
+ * @param leverage - Total-value leverage, same scale as {@link Leverage}.
+ * @param mode - How much quota the position quotes, see {@link QuotaMode}.
+ **/
+declare function calcNetStrategyApy(opportunity: StrategyRateInputs, totalCollateralApy: Bps, leverage: Leverage, mode?: QuotaMode): Bps;
 /**
  * 5% safety margin subtracted from 100% in {@link calcMaxLeverage}, so a
  * maxed position opens with HF slightly above 1.
  **/
 declare const MAX_LEVERAGE_BUFFER_BPS = 500;
 /**
- * Highest total-value leverage a liquidation threshold allows:
- * `(100% − buffer) / (100% − liquidationThreshold)`. At HF = 1, debt is
+ * Highest total-value leverage a liquidation threshold allows, floored:
+ * `floor((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.
@@ -63,8 +136,10 @@ declare const MAX_LEVERAGE_BUFFER_BPS = 500;
  * @example
  * ```ts
  * // liquidationThreshold: 9000 bps = 90%
- * calcMaxLeverage(9000) // (1 − 0.05) / (1 − 0.9) = 9.5x total exposure
+ * calcMaxLeverage(9000) // floor((1 − 0.05) / (1 − 0.9)) = 9x total exposure
  * ```
+ * @throws If `liquidationThreshold` is 100% or more, which would make
+ * leverage unbounded.
  **/
 declare function calcMaxLeverage(liquidationThreshold: Bps): Leverage;
 /**
@@ -96,18 +171,6 @@ declare function healthFactorBps(healthFactor: bigint): Bps;
  * ```
  **/
 declare function calcPositionLeverage(totalValue: bigint, totalDebt: bigint): Leverage;
-/**
- * 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
- * // 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%
- * ```
- **/
-declare function calcAdditionalBorrowApy(quotaRate: Bps, feeInterest: Bps, leverage: Leverage): Bps;
 /**
  * {@link PERCENTAGE_FACTOR} less a 0.1% safety buffer.
  *
@@ -168,4 +231,4 @@ declare function optimalRepaidAmount({ totalDebt, twvUnderlying, minDebt, optima
  **/
 declare function optimalHFForPartialLiquidation(borrowRate: bigint): bigint;
 //#endregion
-export { MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, calcAdditionalBorrowApy, calcBorrowApy, calcMaxLeverage, calcPositionLeverage, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };
+export { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, QuotaMode, StrategyRateInputs, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };

package/dist/types/sdk/market/oracle/PriceOracleBaseContract.d.ts

@@ -1,10 +1,10 @@
 import { Amount, TokenAmount } from "../../../model/primitives.js";
+import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
+import "../../../model/index.js";
+import { AddressMap } from "../../utils/AddressMap.js";
 import { DelegatedMulticall } from "../../utils/viem/executeDelegatedMulticalls.js";
 import "../../utils/viem/index.js";
-import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditAccountTokensSlice, PriceOracleData } from "../../base/types.js";
-import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
-import "../../../model/index.js";
 import { PriceOracleStateHuman } from "../../types/state-human.js";
 import { IPriceFeedContract, PriceUpdate, UpdatePriceFeedsResult } from "../pricefeeds/types.js";
 import { PriceFeedRef } from "../pricefeeds/PriceFeedRef.js";
@@ -92,6 +92,10 @@ declare abstract class PriceOracleBaseContract<abi extends Abi | readonly unknow
    * {@inheritDoc IPriceOracleContract.convertFromUSD}
    **/
   convertFromUSD(to: Address, amount: bigint, reserve?: boolean): bigint;
+  /**
+   * {@inheritDoc IPriceOracleContract.safeConvert}
+   **/
+  safeConvert(from: Address, to: Address, amount: bigint): bigint | null;
   /**
    * {@inheritDoc IPriceOracleContract.safeConvertToUSD}
    **/

package/dist/types/sdk/market/oracle/types.d.ts

@@ -1,10 +1,10 @@
 import { Amount, TokenAmount } from "../../../model/primitives.js";
+import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
+import "../../../model/index.js";
+import { AddressMap } from "../../utils/AddressMap.js";
 import { DelegatedMulticall } from "../../utils/viem/executeDelegatedMulticalls.js";
 import "../../utils/viem/index.js";
-import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditAccountTokensSlice, IBaseContract } from "../../base/types.js";
-import { PriceFeedData, PriceFeedSummary } from "../../../model/opportunities.js";
-import "../../../model/index.js";
 import { PriceOracleStateHuman } from "../../types/state-human.js";
 import { IPriceFeedContract, PriceUpdate, UpdatePriceFeedsResult } from "../pricefeeds/types.js";
 import { PriceFeedRef } from "../pricefeeds/PriceFeedRef.js";
@@ -121,14 +121,31 @@ interface IPriceOracleContract extends IBaseContract {
   priceUpdatesForTokens: (tokens: Address[], opts?: PriceFeedsForTokensOptions) => Promise<PriceUpdate[]>;
   /**
    * Converts an amount from one token to another using latest known prices.
+   *
+   * `NATIVE_ADDRESS` is priced through WETH and throws if WETH is not
+   * registered.
+   *
    * @param from - Source token address.
    * @param to - Destination token address.
    * @param amount - Amount in source-token decimals.
    * @param reserve - Use reserve feeds instead of main.
    **/
   convert: (from: Address, to: Address, amount: bigint, reserve?: boolean) => bigint;
+  /**
+   * Like {@link convert}, but returns `null` instead of throwing when either
+   * token cannot be priced (missing or unsuccessful feed).
+   *
+   * @param from - Source token address.
+   * @param to - Destination token address.
+   * @param amount - Amount in source-token decimals.
+   **/
+  safeConvert: (from: Address, to: Address, amount: bigint) => bigint | null;
   /**
    * Converts a token amount to its USD value using latest known prices.
+   *
+   * `NATIVE_ADDRESS` is priced through WETH and throws if WETH is not
+   * registered.
+   *
    * @param from - Token address.
    * @param amount - Amount in token decimals.
    * @param reserve - Use reserve feeds instead of main.
@@ -144,6 +161,10 @@ interface IPriceOracleContract extends IBaseContract {
   safeConvertToUSD: (token: Address, amount: bigint) => bigint | null;
   /**
    * Converts a USD amount to a token amount using latest known prices.
+   *
+   * `NATIVE_ADDRESS` is priced through WETH and throws if WETH is not
+   * registered.
+   *
    * @param to - Token address.
    * @param amount - Amount in USD (8 decimals).
    * @param reserve - Use reserve feeds instead of main.
@@ -172,9 +193,13 @@ interface IPriceOracleContract extends IBaseContract {
    * Like {@link toAmount}, but also names the token, for the fields where the
    * owning group does not.
    * Syntactic sugar for high-level sdk.
+   *
+   * `NATIVE_ADDRESS` is not in the token registry: it is synthesized from the
+   * chain's native currency. Pricing is delegated to {@link convertToUSD}.
+   *
    * @param token - Token address.
    * @param value - Amount in token decimals.
-   * @throws If the token is not in the registry.
+   * @throws If the token is not in the registry (other than `NATIVE_ADDRESS`).
    **/
   toTokenAmount: (token: Address, value: bigint) => TokenAmount;
   /**

package/dist/types/sdk/market/pool/LinearInterestRateModelContract.d.ts

@@ -1,6 +1,6 @@
-import { BaseState } from "../../base/types.js";
 import { RateCurve } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { BaseState } from "../../base/types.js";
 import { LinearInterestRateModelStateHuman } from "../../types/state-human.js";
 import { IInterestRateModelContract } from "./types.js";
 import { RateModelParams } from "./math.js";

package/dist/types/sdk/market/pool/PoolQuotaKeeperV310Contract.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
+import "../../../model/index.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { IBaseContract, PoolState, QuotaKeeperState, QuotaState } from "../../base/types.js";
-import "../../../model/index.js";
 import { PoolQuotaKeeperStateHuman } from "../../types/state-human.js";
 import "../../utils/index.js";
 import { ConstructOptions } from "../../base/Construct.js";

package/dist/types/sdk/market/pool/PoolSuite.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
-import { MarketData } from "../../base/types.js";
 import { RateCurve } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { MarketData } from "../../base/types.js";
 import { IRWAFactory } from "../rwa/types.js";
 import { PoolSuiteStateHuman } from "../../types/state-human.js";
 import { MarketConfiguratorContract } from "../MarketConfiguratorContract.js";

package/dist/types/sdk/market/pool/PoolV310Contract.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
+import "../../../model/index.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditManagerDebtParams, PoolState } from "../../base/types.js";
-import "../../../model/index.js";
 import { IRWAFactory } from "../rwa/types.js";
 import { PoolStateHuman } from "../../types/state-human.js";
 import { IPoolContract } from "./types.js";
@@ -1171,6 +1171,11 @@ declare class PoolV310Contract extends BaseContract<abi> implements IPoolContrac
    * the receiver.
    */
   redeem(amount: bigint, owner: Address, receiver: Address): RawTx;
+  /**
+   * Burns as many of the owner's shares as it takes to send `assets` of the
+   * underlying to the receiver.
+   */
+  withdraw(assets: bigint, receiver: Address, owner: Address): RawTx;
   protected stringifyFunctionParams(params: DecodeFunctionDataReturnType<abi>): string[];
 }
 //#endregion

package/dist/types/sdk/market/pool/math.d.ts

@@ -42,6 +42,16 @@ interface RateModelParams {
  * the pool, and every credit manager of a market can charge a different one.
  **/
 declare function borrowRateAtUtilization(utilization: Bps, params: RateModelParams): Bps;
+/**
+ * Pool utilization after a change in available liquidity, in basis points.
+ *
+ * Borrowing takes liquidity out (`availableLiquidityChange < 0`, utilization
+ * rises), repaying puts it back (`> 0`, utilization falls). Expected liquidity
+ * is treated as unchanged, which is what a borrow does to it; a repayment
+ * settles accrued interest the pool had already counted, so the same holds
+ * there to within the fees.
+ **/
+declare function utilizationAfterLiquidityChange(expectedLiquidity: bigint, availableLiquidity: bigint, availableLiquidityChange: bigint): Bps;
 /**
  * Rate depositors earn at a given utilization, in basis points: the interest
  * borrowers pay, spread over the pool's whole liquidity.
@@ -54,4 +64,4 @@ declare function supplyRateAtUtilization(utilization: Bps, params: RateModelPara
  **/
 declare function rateCurveUtilizations(params: RateModelParams): Bps[];
 //#endregion
-export { RateModelParams, borrowRateAtUtilization, rateCurveUtilizations, supplyRateAtUtilization };
+export { RateModelParams, borrowRateAtUtilization, rateCurveUtilizations, supplyRateAtUtilization, utilizationAfterLiquidityChange };

package/dist/types/sdk/market/pool/types.d.ts

@@ -1,7 +1,7 @@
 import { Bps } from "../../../model/primitives.js";
+import "../../../model/index.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { CreditManagerDebtParams, IBaseContract } from "../../base/types.js";
-import "../../../model/index.js";
 import { IRWAFactory } from "../rwa/types.js";
 import { InterestRateModelStateHuman, PoolStateHuman, RateKeeperStateHuman } from "../../types/state-human.js";
 import { PoolQuotaKeeperV310Contract } from "./PoolQuotaKeeperV310Contract.js";
@@ -153,6 +153,11 @@ interface IPoolContract extends IBaseContract {
    * the receiver.
    */
   redeem(amount: bigint, owner: Address, receiver: Address): RawTx;
+  /**
+   * Burns as many of the owner's shares as it takes to send `assets` of the
+   * underlying to the receiver.
+   */
+  withdraw(assets: bigint, receiver: Address, owner: Address): RawTx;
 }
 type PoolQuotaKeeperContract = PoolQuotaKeeperV310Contract;
 //#endregion

package/dist/types/sdk/market/pricefeeds/AbstractPriceFeed.d.ts

@@ -1,6 +1,6 @@
-import { PriceFeedAnswer, PriceFeedTreeNode } from "../../base/types.js";
 import { PriceFeedData } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { PriceFeedAnswer, PriceFeedTreeNode } from "../../base/types.js";
 import { PriceFeedStateHuman } from "../../types/state-human.js";
 import { IPriceFeedContract, IUpdatablePriceFeedContract, PriceFeedContractType } from "./types.js";
 import { PriceFeedRef } from "./PriceFeedRef.js";

package/dist/types/sdk/market/pricefeeds/types.d.ts

@@ -1,6 +1,6 @@
-import { IBaseContract, PriceFeedAnswer } from "../../base/types.js";
 import { PriceFeedData } from "../../../model/opportunities.js";
 import "../../../model/index.js";
+import { IBaseContract, PriceFeedAnswer } from "../../base/types.js";
 import { PriceFeedStateHuman } from "../../types/state-human.js";
 import { PriceFeedRef } from "./PriceFeedRef.js";
 import { IPriceUpdateTx, RawTx } from "../../types/transactions.js";

package/dist/types/sdk/market/strategyName.d.ts

@@ -0,0 +1,16 @@
+import { Token } from "../../model/primitives.js";
+import "../../model/index.js";
+//#region src/sdk/market/strategyName.d.ts
+/**
+ * Display name of a leveraged strategy: the target collateral over the
+ * borrowed underlying, e.g. `"wstETH / WETH"`.
+ *
+ * Uses each token's display {@link Token.symbol}, which may already be a
+ * curated pretty name or a `"source -> target"` redemption rewrite.
+ *
+ * @param target - Collateral the position is built around.
+ * @param underlying - Token the position borrows.
+ **/
+declare function strategyName(target: Token, underlying: Token): string;
+//#endregion
+export { strategyName };

package/dist/types/sdk/opportunities/MultichainOpportunitiesService.d.ts

@@ -1,8 +1,8 @@
-import { PluginsMap } from "../plugins/types.js";
-import "../plugins/index.js";
 import { Opportunity, OpportunityFilter, PoolOpportunityDetail, PoolOpportunityKey, StrategyOpportunityDetail, StrategyOpportunityKey } from "../../model/opportunities.js";
 import { DataResponse } from "../../model/response.js";
 import "../../model/index.js";
+import { PluginsMap } from "../plugins/types.js";
+import "../plugins/index.js";
 import { MultichainConstruct } from "../base/MultichainConstruct.js";
 import "../base/index.js";
 //#region src/sdk/opportunities/MultichainOpportunitiesService.d.ts

package/dist/types/sdk/opportunities/OpportunitiesService.d.ts

@@ -33,8 +33,8 @@ declare class OpportunitiesService extends SDKConstruct {
    * A single strategy opportunity plus the rate curve of the pool it borrows
    * from and the price feeds its liquidation price depends on.
    *
-   * @throws If the credit manager is unknown, or does not accept the requested
-   * collateral as a strategy.
+   * @throws If the credit manager is unknown, or does not currently offer a
+   * strategy.
    **/
   getStrategy(key: StrategyOpportunityKey): Promise<StrategyOpportunityDetail>;
 }

package/dist/types/sdk/plugins/types.d.ts

@@ -80,9 +80,9 @@ interface IOnchainSDKPlugin<TState extends Record<keyof TState, unknown> = {}> {
    **/
   syncState?: () => Promise<void>;
   /**
-   * Factory hook called by the SDK to create auxiliary contracts
-   * (e.g. zappers, adapters). If not implemented, the SDK falls back to
-   * generic {@link BaseContract} instances.
+   * Factory hook called by the SDK to create auxiliary contracts.
+   * If not implemented, the SDK falls back to generic {@link BaseContract}
+   * instances.
    *
    * @param params - On-chain identification parameters for the contract.
    * @returns A contract instance, or `undefined` to let the SDK use the default.

package/dist/types/sdk/pools/PoolService.d.ts

@@ -1,6 +1,8 @@
 import { PoolPosition } from "../../model/positions.js";
 import "../../model/index.js";
-import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, PoolServiceCallResult, RemoveLiquidityProps, WithdrawalMetadata } from "./types.js";
+import { IPoolContract } from "../market/pool/types.js";
+import "../market/index.js";
+import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata } from "./types.js";
 import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
 import { Address } from "viem";
@@ -31,6 +33,18 @@ declare class PoolService extends SDKConstruct implements IPoolsService {
    * {@inheritDoc IPoolsService.getWithdrawalTokensOut}
    */
   getWithdrawalTokensOut(pool: Address, tokenIn: Address): Address[];
+  /**
+   * {@inheritDoc IPoolsService.simulateDeposit}
+   */
+  simulateDeposit(props: SimulatePoolOperationProps): PoolSimulation;
+  /**
+   * {@inheritDoc IPoolsService.simulateWithdraw}
+   */
+  simulateWithdraw(props: SimulatePoolOperationProps): PoolSimulation;
+  /**
+   * {@inheritDoc IPoolsService.simulateRedeem}
+   */
+  simulateRedeem(props: SimulatePoolOperationProps): PoolSimulation;
   /**
    * {@inheritDoc IPoolsService.removeLiquidity}
    */
@@ -44,5 +58,21 @@ declare class PoolService extends SDKConstruct implements IPoolsService {
    */
   listPositions(props: ListPoolPositionsProps): Promise<PoolPosition[]>;
 }
+/**
+ * Shares minted for `assets`, as `previewDeposit` would report them.
+ *
+ * Both directions convert through the diesel rate — underlying per RAY of
+ * shares — because that is the rate the pool itself divides by, and the only
+ * exact one the SDK holds: `totalAssets` is this rate multiplied out, so
+ * converting back through it costs a wei on large amounts. Rounds down, as
+ * minting does.
+ */
+declare function toShares(pool: IPoolContract, assets: bigint): bigint;
+/**
+ * Shares a withdrawal of `assets` burns, as `previewWithdraw` would report
+ * them: {@link toShares} rounded the other way, since the burn has to cover
+ * the payout the caller asked for.
+ */
+declare function toSharesUp(pool: IPoolContract, assets: bigint): bigint;
 //#endregion
-export { PoolService };
+export { PoolService, toShares, toSharesUp };

package/dist/types/sdk/pools/index.d.ts

@@ -1,3 +1,3 @@
-import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolServiceCall, PoolServiceCallResult, RemoveLiquidityProps, WithdrawalMetadata } from "./types.js";
-import { PoolService } from "./PoolService.js";
-export { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolService, PoolServiceCall, PoolServiceCallResult, RemoveLiquidityProps, WithdrawalMetadata };
+import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolServiceCall, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata } from "./types.js";
+import { PoolService, toShares, toSharesUp } from "./PoolService.js";
+export { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, MarketType, PoolService, PoolServiceCall, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata, toShares, toSharesUp };