@gearbox-protocol/sdk 16.0.0-next.15 → 16.0.0-next.16

package/dist/cjs/onchain/accounts/intents/open-strategy.js

@@ -2,6 +2,7 @@ Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
 const require_onchain_accounts_intents_refusal = require("./refusal.js");
 const require_onchain_accounts_intents_utils_convert_amount = require("./utils/convert-amount.js");
 const require_onchain_accounts_intents_guards = require("./guards.js");
+const require_onchain_accounts_intents_utils_price_impact = require("./utils/price-impact.js");
 const require_onchain_accounts_intents_utils_quotas_for_update = require("./utils/quotas-for-update.js");
 const require_onchain_accounts_intents_utils_router_path = require("./utils/router-path.js");
 require("./utils/index.js");
@@ -43,12 +44,14 @@ async function previewOpenStrategy(props) {
 	};
 	require_onchain_accounts_intents_math.assertDebtInBand(debt, suite.creditFacade, underlying);
 	require_onchain_accounts_intents_guards.assertCanBorrow(suite, debt);
-	const leg = await require_onchain_accounts_intents_utils_router_path.createRouterPaths({
+	const paths = require_onchain_accounts_intents_utils_router_path.createRouterPaths({
 		sdk,
 		creditAccount: account,
 		slippage
-	}).openStrategy({
-		expectedBalances: mergeExpectedBalances(collateral, underlying, debt),
+	});
+	const expectedBalances = mergeExpectedBalances(collateral, underlying, debt);
+	const leg = await paths.openStrategy({
+		expectedBalances,
 		leftoverBalances,
 		target: targetToken
 	});
@@ -91,10 +94,16 @@ async function previewOpenStrategy(props) {
 		liquidationPrice: sdk.positions.liquidationPrice(snapshot)
 	};
 	require_onchain_accounts_intents_guards.assertCollateralised(metrics.healthFactor, false);
+	const priceImpact = await require_onchain_accounts_intents_utils_price_impact.collectPriceImpact(leg.probe ? [leg.probe] : [], {
+		totalValue: margin + debt,
+		netValue: margin,
+		toUnderlying: (from, amount) => convert(from, underlying, amount)
+	});
 	return {
 		debt,
 		collateral: margin,
 		totalValue: margin + debt,
+		priceImpact,
 		averageAssets: averageAssets.map(priced),
 		minAssets: minAssets.map(priced),
 		averageQuota,

package/dist/cjs/onchain/accounts/intents/realize.js

@@ -6,6 +6,7 @@ const require_onchain_accounts_intents_utils_convert_amount = require("./utils/c
 const require_onchain_accounts_intents_utils_pick_token = require("./utils/pick-token.js");
 const require_onchain_accounts_intents_guards = require("./guards.js");
 const require_onchain_accounts_intents_utils_ledger = require("./utils/ledger.js");
+const require_onchain_accounts_intents_utils_price_impact = require("./utils/price-impact.js");
 const require_onchain_accounts_intents_utils_quotas_for_update = require("./utils/quotas-for-update.js");
 const require_onchain_accounts_intents_utils_router_path = require("./utils/router-path.js");
 const require_onchain_accounts_intents_operations = require("./operations.js");
@@ -43,6 +44,8 @@ async function realize(steps, props) {
 		operations.push(op);
 		ledger.apply(op);
 	};
+	/** One per routed leg, each already awaiting its quote; folded after the guards. */
+	const probes = [];
 	/** Output of the last convert or claim, for `RAISED` amounts. */
 	let raised = 0n;
 	/** The request, before the walk's end state can be attached to it. */
@@ -140,6 +143,7 @@ async function realize(steps, props) {
 				amount,
 				keep: held - amount
 			});
+			if (leg.probe) probes.push(leg.probe);
 			push(require_onchain_accounts_intents_operations.buildSwapOperation({
 				tokenIn: step.from,
 				amountIn: amount,
@@ -156,6 +160,7 @@ async function realize(steps, props) {
 			if (pending) throw new require_onchain_accounts_intents_refusal.IntentPreviewError("withdrawalInProgress", { inFlight: pending }, `closeAll: ${pending.token} is a pending withdrawal, claim it first`);
 			if (balances.length > 0) {
 				const leg = await paths.closeAll({ balances });
+				if (leg.probe) probes.push(leg.probe);
 				if (leg.calls.length > 0 || leg.minAmount > 0n) push(require_onchain_accounts_intents_operations.buildCloseSwapOperation({
 					from: balances,
 					tokenOut: underlying,
@@ -284,12 +289,18 @@ async function realize(steps, props) {
 		liquidationPrice: sdk.positions.liquidationPrice(snapshot)
 	};
 	require_onchain_accounts_intents_guards.assertCollateralised(paysOut ? sdk.positions.healthFactor(snapshot, { safePrices: true }) : metrics.healthFactor, paysOut);
+	const priceImpact = await require_onchain_accounts_intents_utils_price_impact.collectPriceImpact(probes, {
+		totalValue,
+		netValue: totalValue - debt,
+		toUnderlying: (from, amount) => price(from, underlying, amount)
+	});
 	const state = {
 		totalValue,
 		accountDebt: debt,
 		leverage: require_onchain_market_math.calcPositionLeverage(totalValue, debt),
 		assets: assets.map((a) => market.priceOracle.toTokenAmount(a.token, a.balance)),
 		quotas: quotasAfter,
+		priceImpact,
 		...metrics
 	};
 	return {

package/dist/cjs/onchain/accounts/intents/testing/market.js

@@ -95,6 +95,7 @@ function buildMarketSdk(extras) {
 		creditManager: CREDIT_MANAGER,
 		creditFacade: CREDIT_FACADE,
 		underlying: UND,
+		routeQuote: extras?.routeQuote,
 		rwaAssets: extras?.rwaAssets,
 		phantoms: extras?.phantoms,
 		creditAccounts: extras?.creditAccounts,

package/dist/cjs/onchain/accounts/intents/testing/sdk-mock.js

@@ -209,18 +209,20 @@ function buildMockSdk(args) {
 		if (asset && from === underlying && to === asset) return [MOCK_RWA_UNWRAP_CALL];
 		return [MOCK_ROUTER_CALL];
 	};
+	/** Linear unless the case says otherwise — see `routeQuote`. */
+	const quote = args.routeQuote ?? ((amount) => amount);
 	const router = {
 		findOneTokenPath: vitest.vi.fn(async ({ amount, tokenIn, tokenOut }) => ({
-			amount,
-			minAmount: amount,
+			amount: quote(amount),
+			minAmount: quote(amount),
 			calls: routeCalls(tokenIn, tokenOut)
 		})),
 		findManyToOnePath: vitest.vi.fn(async ({ expectedBalances, leftoverBalances, target }) => {
 			const spent = expectedBalances.reduce((acc, a) => acc + a.balance, 0n) - leftoverBalances.reduce((acc, a) => acc + a.balance, 0n);
 			const tokenIn = expectedBalances[0]?.token ?? target;
 			return {
-				amount: spent,
-				minAmount: spent,
+				amount: quote(spent),
+				minAmount: quote(spent),
 				calls: routeCalls(tokenIn, target)
 			};
 		}),

package/dist/cjs/onchain/accounts/intents/tests/deposit.fixtures.js

@@ -284,8 +284,11 @@ const case_native_coin = {
 		}
 	]
 };
-function buildDepositSdk(c) {
-	return require_market.buildMarketSdk({ rwaAssets: c.rwaAssets });
+function buildDepositSdk(c, routeQuote) {
+	return require_market.buildMarketSdk({
+		rwaAssets: c.rwaAssets,
+		routeQuote
+	});
 }
 function buildDepositProps(c, sdk) {
 	return {

package/dist/cjs/onchain/accounts/intents/utils/index.js

@@ -7,6 +7,7 @@ const require_onchain_accounts_intents_utils_assemble_operation_calls = require(
 const require_onchain_accounts_intents_utils_borrowed_amount_plus_interest_and_fees = require("./borrowed-amount-plus-interest-and-fees.js");
 const require_onchain_accounts_intents_utils_credit_account_slice = require("./credit-account-slice.js");
 const require_onchain_accounts_intents_utils_ledger = require("./ledger.js");
+const require_onchain_accounts_intents_utils_price_impact = require("./price-impact.js");
 const require_onchain_accounts_intents_utils_quotas_for_update = require("./quotas-for-update.js");
 const require_onchain_accounts_intents_utils_router_path = require("./router-path.js");
 exports.OperationLedger = require_onchain_accounts_intents_utils_ledger.OperationLedger;
@@ -14,6 +15,7 @@ exports.adjustStateToSnapshot = require_onchain_accounts_intents_utils_adjust_st
 exports.assembleOperationCalls = require_onchain_accounts_intents_utils_assemble_operation_calls.assembleOperationCalls;
 exports.calcBorrowedAmountPlusInterestAndFees = require_onchain_accounts_intents_utils_borrowed_amount_plus_interest_and_fees.calcBorrowedAmountPlusInterestAndFees;
 exports.clearedQuotas = require_onchain_accounts_intents_utils_quotas_for_update.clearedQuotas;
+exports.collectPriceImpact = require_onchain_accounts_intents_utils_price_impact.collectPriceImpact;
 exports.convertAmount = require_onchain_accounts_intents_utils_convert_amount.convertAmount;
 exports.createOraclePaths = require_onchain_accounts_intents_utils_router_path.createOraclePaths;
 exports.createRouterPaths = require_onchain_accounts_intents_utils_router_path.createRouterPaths;
@@ -22,9 +24,11 @@ exports.fetchCreditAccountSlice = require_onchain_accounts_intents_utils_credit_
 exports.getQuotasForUpdate = require_onchain_accounts_intents_utils_quotas_for_update.getQuotasForUpdate;
 exports.isPhantomToken = require_onchain_accounts_intents_utils_pick_token.isPhantomToken;
 exports.isRedemptionPhantomToken = require_onchain_accounts_intents_utils_pick_token.isRedemptionPhantomToken;
+exports.lossRate = require_onchain_accounts_intents_utils_price_impact.lossRate;
 exports.pickFattestNonPhantomToken = require_onchain_accounts_intents_utils_pick_token.pickFattestNonPhantomToken;
 exports.quotasAfterUpdate = require_onchain_accounts_intents_utils_quotas_for_update.quotasAfterUpdate;
 exports.rankAccountTokens = require_onchain_accounts_intents_utils_pick_token.rankAccountTokens;
+exports.startProbe = require_onchain_accounts_intents_utils_price_impact.startProbe;
 exports.toCreditAccountSlice = require_onchain_accounts_intents_utils_credit_account_slice.toCreditAccountSlice;
 exports.toRouterCaSlice = require_onchain_accounts_intents_utils_common.toRouterCaSlice;
 exports.toTargetDecimals = require_onchain_accounts_intents_utils_common.toTargetDecimals;

package/dist/cjs/onchain/accounts/intents/utils/price-impact.js

@@ -0,0 +1,99 @@
+Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
+const require_onchain_constants_math = require("../../../constants/math.js");
+//#region src/onchain/accounts/intents/utils/price-impact.ts
+/** `b1 = b0 / V0`: a dollar of the basket, the reference implementation's anchor. */
+const PROBE_UNIT_USD_WAD = require_onchain_constants_math.WAD;
+/**
+* `V0 = Σ b0ᵢ·pᵢ`, then `b1 = b0 / V0`, proportions kept.
+*
+* Refuses only what the reference refuses — a basket worth nothing, or one that
+* rounds away entirely. Stricter guards here would report nothing where the old
+* client reported a number.
+*/
+function probeBasket(balances, oracle) {
+	if (balances.length === 0) return;
+	let basketWad = 0n;
+	for (const asset of balances) {
+		if (asset.balance <= 0n) continue;
+		const usd = oracle.safeConvertToUSD(asset.token, asset.balance);
+		if (usd !== null && usd > 0n) basketWad += usd * require_onchain_constants_math.WAD / require_onchain_constants_math.PRICE_DECIMALS;
+	}
+	if (basketWad <= 0n) return;
+	const probeWad = PROBE_UNIT_USD_WAD;
+	const scaled = balances.map((asset) => ({
+		token: asset.token,
+		balance: asset.balance * probeWad / basketWad
+	}));
+	if (!scaled.some((a) => a.balance > 0n)) return;
+	return {
+		balances: scaled,
+		basketWad,
+		probeWad
+	};
+}
+/** Fires the marginal-price quote for one leg; `undefined` if it cannot be measured. */
+function startProbe(args) {
+	const basket = probeBasket(args.basket, args.oracle);
+	if (!basket) return;
+	return {
+		tokenOut: args.tokenOut,
+		basketWad: basket.basketWad,
+		probeWad: basket.probeWad,
+		probe: args.route(basket.balances).catch(() => void 0)
+	};
+}
+/** `convert` answers `0` for a negative amount, so convert the magnitude and re-sign. */
+function toUnderlyingSigned(convert, token, amount) {
+	if (amount === 0n) return 0n;
+	const converted = convert(token, amount < 0n ? -amount : amount);
+	if (converted <= 0n) return;
+	return amount < 0n ? -converted : converted;
+}
+/**
+* In `PERCENTAGE_FACTOR_1KK` (1_000_000 = 100%), negative for a loss. A base
+* that is not positive falls back to the routed output.
+*/
+function lossRate(args) {
+	const { lossUnd, expectedUnd, totalValue, netValue } = args;
+	const against = (base) => -(require_onchain_constants_math.PERCENTAGE_FACTOR_1KK * lossUnd / (base > 0n ? base : expectedUnd));
+	return {
+		pathPriceImpact: against(expectedUnd),
+		netValuePriceImpact: against(netValue),
+		totalValuePriceImpact: against(totalValue)
+	};
+}
+/**
+* Folds every leg into one rate, in the underlying — the unit its bases are in.
+*
+* All or nothing: a partial sum would understate the loss and draw a better
+* price than the route offers.
+*/
+async function collectPriceImpact(probes, ctx) {
+	if (probes.length === 0) return;
+	const quotes = await Promise.all(probes.map((leg) => leg.probe));
+	let expectedUnd = 0n;
+	let lossUnd = 0n;
+	for (const [index, leg] of probes.entries()) {
+		const unit = quotes[index];
+		if (unit === void 0 || unit <= 0n) return;
+		const expected = unit * leg.basketWad / leg.probeWad;
+		if (expected <= 0n) return;
+		const expectedInUnd = ctx.toUnderlying(leg.tokenOut, expected);
+		if (expectedInUnd <= 0n) return;
+		const loss = toUnderlyingSigned(ctx.toUnderlying, leg.tokenOut, expected - leg.realAmount);
+		if (loss === void 0) return;
+		expectedUnd += expectedInUnd;
+		lossUnd += loss;
+	}
+	if (expectedUnd <= 0n) return;
+	return lossRate({
+		lossUnd,
+		expectedUnd,
+		totalValue: ctx.totalValue,
+		netValue: ctx.netValue
+	});
+}
+//#endregion
+exports.collectPriceImpact = collectPriceImpact;
+exports.lossRate = lossRate;
+exports.startProbe = startProbe;

package/dist/cjs/onchain/accounts/intents/utils/router-path.js

@@ -1,6 +1,7 @@
 Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
 const require_onchain_accounts_intents_utils_common = require("./common.js");
 const require_onchain_accounts_intents_utils_convert_amount = require("./convert-amount.js");
+const require_onchain_accounts_intents_utils_price_impact = require("./price-impact.js");
 //#region src/onchain/accounts/intents/utils/router-path.ts
 /**
 * The engine's only door to the pathfinder.
@@ -18,68 +19,124 @@ function createRouterPaths(args) {
 		collateralTokens: suite.creditManager.collateralTokens.map((t) => t.toLowerCase())
 	};
 	const router = sdk.routerFor({ creditFacade: suite.creditFacade.address });
+	const { priceOracle } = sdk.marketRegister.findByCreditManager(creditAccount.creditManager);
+	const quoteSwap = (input) => {
+		const spending = [{
+			token: input.tokenIn,
+			balance: input.amount + input.keep
+		}];
+		return input.keep > 0n ? router.findManyToOnePath({
+			creditAccount: require_onchain_accounts_intents_utils_common.toRouterCaSlice(creditAccount, spending),
+			creditManager: cmSlice,
+			expectedBalances: spending,
+			leftoverBalances: [{
+				token: input.tokenIn,
+				balance: input.keep
+			}],
+			target: input.tokenOut,
+			slippage
+		}) : router.findOneTokenPath({
+			creditAccount: require_onchain_accounts_intents_utils_common.toRouterCaSlice(creditAccount, spending),
+			creditManager: cmSlice,
+			tokenIn: input.tokenIn,
+			tokenOut: input.tokenOut,
+			amount: input.amount,
+			slippage
+		});
+	};
+	const quoteClose = (balances) => router.findBestClosePath({
+		creditAccount: require_onchain_accounts_intents_utils_common.toRouterCaSlice(creditAccount, balances),
+		creditManager: cmSlice,
+		balances: {
+			expectedBalances: balances,
+			leftoverBalances: [],
+			tokensToClaim: []
+		},
+		slippage
+	});
+	const quoteOpen = (expectedBalances, leftoverBalances, target) => router.findOpenStrategyPath({
+		creditManager: cmSlice,
+		expectedBalances,
+		leftoverBalances,
+		target,
+		slippage
+	});
 	return {
 		async swap({ tokenIn, tokenOut, amount, keep = 0n }) {
 			if (amount <= 0n) return {
 				amount: 0n,
 				minAmount: 0n,
-				calls: []
+				calls: [],
+				probe: void 0
 			};
 			if (keep < 0n) throw new Error(`swap: spending ${amount} of ${tokenIn} exceeds its balance`);
-			if (keep > 0n) {
-				const expectedBalances = [{
-					token: tokenIn,
-					balance: amount + keep
-				}];
-				return router.findManyToOnePath({
-					creditAccount: require_onchain_accounts_intents_utils_common.toRouterCaSlice(creditAccount, expectedBalances),
-					creditManager: cmSlice,
-					expectedBalances,
-					leftoverBalances: [{
-						token: tokenIn,
-						balance: keep
-					}],
-					target: tokenOut,
-					slippage
-				});
-			}
-			return router.findOneTokenPath({
-				creditAccount: require_onchain_accounts_intents_utils_common.toRouterCaSlice(creditAccount, [{
+			const probe = require_onchain_accounts_intents_utils_price_impact.startProbe({
+				basket: [{
 					token: tokenIn,
 					balance: amount
-				}]),
-				creditManager: cmSlice,
+				}],
+				tokenOut,
+				oracle: priceOracle,
+				route: async ([only]) => {
+					if (!only) return 0n;
+					return (await quoteSwap({
+						tokenIn: only.token,
+						tokenOut,
+						amount: only.balance,
+						keep: 0n
+					})).amount;
+				}
+			});
+			const leg = await quoteSwap({
 				tokenIn,
 				tokenOut,
 				amount,
-				slippage
+				keep
 			});
+			return {
+				...leg,
+				probe: probe && {
+					...probe,
+					realAmount: leg.amount
+				}
+			};
 		},
 		async closeAll({ balances }) {
-			const { amount, minAmount, calls } = await router.findBestClosePath({
-				creditAccount: require_onchain_accounts_intents_utils_common.toRouterCaSlice(creditAccount, balances),
-				creditManager: cmSlice,
-				balances: {
-					expectedBalances: balances,
-					leftoverBalances: [],
-					tokensToClaim: []
-				},
-				slippage
+			const probe = require_onchain_accounts_intents_utils_price_impact.startProbe({
+				basket: balances,
+				tokenOut: creditAccount.underlying,
+				oracle: priceOracle,
+				route: async (quoted) => (await quoteClose(quoted)).amount
 			});
-			return {
+			const { amount, minAmount, calls } = await quoteClose(balances);
+			const leg = {
 				amount,
 				minAmount,
 				calls: [...calls]
 			};
+			return {
+				...leg,
+				probe: probe && {
+					...probe,
+					realAmount: leg.amount
+				}
+			};
 		},
 		async openStrategy({ expectedBalances, leftoverBalances, target }) {
-			return router.findOpenStrategyPath({
-				creditManager: cmSlice,
-				expectedBalances,
-				leftoverBalances,
-				target,
-				slippage
+			const probe = require_onchain_accounts_intents_utils_price_impact.startProbe({
+				basket: expectedBalances,
+				tokenOut: target,
+				oracle: priceOracle,
+				route: async (balances) => (await quoteOpen(balances, [], target)).amount
 			});
+			const leg = await quoteOpen(expectedBalances, leftoverBalances, target);
+			return {
+				...leg,
+				probe: probe && {
+					...probe,
+					realAmount: leg.amount
+				}
+			};
 		}
 	};
 }
@@ -99,7 +156,8 @@ function createOraclePaths(args) {
 	const estimate = (amount) => ({
 		amount,
 		minAmount: amount,
-		calls: []
+		calls: [],
+		probe: void 0
 	});
 	return {
 		async swap({ tokenIn, tokenOut, amount }) {

package/dist/esm/onchain/accounts/intents/open-strategy.js

@@ -1,6 +1,7 @@
 import { IntentPreviewError } from "./refusal.js";
 import { convertAmount } from "./utils/convert-amount.js";
 import { assertCanBorrow, assertCollateralised, assertGrowthAllowed, assertMarketOperable, assertQuotaHeadroom } from "./guards.js";
+import { collectPriceImpact } from "./utils/price-impact.js";
 import { getQuotasForUpdate } from "./utils/quotas-for-update.js";
 import { createRouterPaths } from "./utils/router-path.js";
 import "./utils/index.js";
@@ -42,12 +43,14 @@ async function previewOpenStrategy(props) {
 	};
 	assertDebtInBand(debt, suite.creditFacade, underlying);
 	assertCanBorrow(suite, debt);
-	const leg = await createRouterPaths({
+	const paths = createRouterPaths({
 		sdk,
 		creditAccount: account,
 		slippage
-	}).openStrategy({
-		expectedBalances: mergeExpectedBalances(collateral, underlying, debt),
+	});
+	const expectedBalances = mergeExpectedBalances(collateral, underlying, debt);
+	const leg = await paths.openStrategy({
+		expectedBalances,
 		leftoverBalances,
 		target: targetToken
 	});
@@ -90,10 +93,16 @@ async function previewOpenStrategy(props) {
 		liquidationPrice: sdk.positions.liquidationPrice(snapshot)
 	};
 	assertCollateralised(metrics.healthFactor, false);
+	const priceImpact = await collectPriceImpact(leg.probe ? [leg.probe] : [], {
+		totalValue: margin + debt,
+		netValue: margin,
+		toUnderlying: (from, amount) => convert(from, underlying, amount)
+	});
 	return {
 		debt,
 		collateral: margin,
 		totalValue: margin + debt,
+		priceImpact,
 		averageAssets: averageAssets.map(priced),
 		minAssets: minAssets.map(priced),
 		averageQuota,

package/dist/esm/onchain/accounts/intents/realize.js

@@ -5,6 +5,7 @@ import { convertAmount } from "./utils/convert-amount.js";
 import { isRedemptionPhantomToken } from "./utils/pick-token.js";
 import { assertCanBorrow, assertCollateralised, assertGrowthAllowed, assertQuotaHeadroom } from "./guards.js";
 import { OperationLedger } from "./utils/ledger.js";
+import { collectPriceImpact } from "./utils/price-impact.js";
 import { clearedQuotas, getQuotasForUpdate, quotasAfterUpdate } from "./utils/quotas-for-update.js";
 import { createRouterPaths } from "./utils/router-path.js";
 import { buildAddCollateralOperation, buildClaimDelayedWithdrawalOperation, buildCloseSwapOperation, buildDecreaseDebtOperation, buildIncreaseDebtOperation, buildQuotaUpdateOperation, buildStartDelayedWithdrawalOperation, buildSwapOperation, buildUnwrapRwaCollateralOperation, buildWithdrawCollateralOperation, buildWrapRwaCollateralOperation, instantOutput } from "./operations.js";
@@ -42,6 +43,8 @@ async function realize(steps, props) {
 		operations.push(op);
 		ledger.apply(op);
 	};
+	/** One per routed leg, each already awaiting its quote; folded after the guards. */
+	const probes = [];
 	/** Output of the last convert or claim, for `RAISED` amounts. */
 	let raised = 0n;
 	/** The request, before the walk's end state can be attached to it. */
@@ -139,6 +142,7 @@ async function realize(steps, props) {
 				amount,
 				keep: held - amount
 			});
+			if (leg.probe) probes.push(leg.probe);
 			push(buildSwapOperation({
 				tokenIn: step.from,
 				amountIn: amount,
@@ -155,6 +159,7 @@ async function realize(steps, props) {
 			if (pending) throw new IntentPreviewError("withdrawalInProgress", { inFlight: pending }, `closeAll: ${pending.token} is a pending withdrawal, claim it first`);
 			if (balances.length > 0) {
 				const leg = await paths.closeAll({ balances });
+				if (leg.probe) probes.push(leg.probe);
 				if (leg.calls.length > 0 || leg.minAmount > 0n) push(buildCloseSwapOperation({
 					from: balances,
 					tokenOut: underlying,
@@ -283,12 +288,18 @@ async function realize(steps, props) {
 		liquidationPrice: sdk.positions.liquidationPrice(snapshot)
 	};
 	assertCollateralised(paysOut ? sdk.positions.healthFactor(snapshot, { safePrices: true }) : metrics.healthFactor, paysOut);
+	const priceImpact = await collectPriceImpact(probes, {
+		totalValue,
+		netValue: totalValue - debt,
+		toUnderlying: (from, amount) => price(from, underlying, amount)
+	});
 	const state = {
 		totalValue,
 		accountDebt: debt,
 		leverage: calcPositionLeverage(totalValue, debt),
 		assets: assets.map((a) => market.priceOracle.toTokenAmount(a.token, a.balance)),
 		quotas: quotasAfter,
+		priceImpact,
 		...metrics
 	};
 	return {

package/dist/esm/onchain/accounts/intents/testing/market.js

@@ -95,6 +95,7 @@ function buildMarketSdk(extras) {
 		creditManager: CREDIT_MANAGER,
 		creditFacade: CREDIT_FACADE,
 		underlying: UND,
+		routeQuote: extras?.routeQuote,
 		rwaAssets: extras?.rwaAssets,
 		phantoms: extras?.phantoms,
 		creditAccounts: extras?.creditAccounts,

package/dist/esm/onchain/accounts/intents/testing/sdk-mock.js

@@ -209,18 +209,20 @@ function buildMockSdk(args) {
 		if (asset && from === underlying && to === asset) return [MOCK_RWA_UNWRAP_CALL];
 		return [MOCK_ROUTER_CALL];
 	};
+	/** Linear unless the case says otherwise — see `routeQuote`. */
+	const quote = args.routeQuote ?? ((amount) => amount);
 	const router = {
 		findOneTokenPath: vi.fn(async ({ amount, tokenIn, tokenOut }) => ({
-			amount,
-			minAmount: amount,
+			amount: quote(amount),
+			minAmount: quote(amount),
 			calls: routeCalls(tokenIn, tokenOut)
 		})),
 		findManyToOnePath: vi.fn(async ({ expectedBalances, leftoverBalances, target }) => {
 			const spent = expectedBalances.reduce((acc, a) => acc + a.balance, 0n) - leftoverBalances.reduce((acc, a) => acc + a.balance, 0n);
 			const tokenIn = expectedBalances[0]?.token ?? target;
 			return {
-				amount: spent,
-				minAmount: spent,
+				amount: quote(spent),
+				minAmount: quote(spent),
 				calls: routeCalls(tokenIn, target)
 			};
 		}),

package/dist/esm/onchain/accounts/intents/tests/deposit.fixtures.js

@@ -283,8 +283,11 @@ const case_native_coin = {
 		}
 	]
 };
-function buildDepositSdk(c) {
-	return buildMarketSdk({ rwaAssets: c.rwaAssets });
+function buildDepositSdk(c, routeQuote) {
+	return buildMarketSdk({
+		rwaAssets: c.rwaAssets,
+		routeQuote
+	});
 }
 function buildDepositProps(c, sdk) {
 	return {

package/dist/esm/onchain/accounts/intents/utils/index.js

@@ -6,6 +6,7 @@ import { assembleOperationCalls } from "./assemble-operation-calls.js";
 import { calcBorrowedAmountPlusInterestAndFees } from "./borrowed-amount-plus-interest-and-fees.js";
 import { fetchCreditAccountSlice, toCreditAccountSlice } from "./credit-account-slice.js";
 import { OperationLedger } from "./ledger.js";
+import { collectPriceImpact, lossRate, startProbe } from "./price-impact.js";
 import { clearedQuotas, getQuotasForUpdate, quotasAfterUpdate } from "./quotas-for-update.js";
 import { createOraclePaths, createRouterPaths } from "./router-path.js";
-export { OperationLedger, adjustStateToSnapshot, assembleOperationCalls, calcBorrowedAmountPlusInterestAndFees, clearedQuotas, convertAmount, createOraclePaths, createRouterPaths, eq, fetchCreditAccountSlice, getQuotasForUpdate, isPhantomToken, isRedemptionPhantomToken, pickFattestNonPhantomToken, quotasAfterUpdate, rankAccountTokens, toCreditAccountSlice, toRouterCaSlice, toTargetDecimals };
+export { OperationLedger, adjustStateToSnapshot, assembleOperationCalls, calcBorrowedAmountPlusInterestAndFees, clearedQuotas, collectPriceImpact, convertAmount, createOraclePaths, createRouterPaths, eq, fetchCreditAccountSlice, getQuotasForUpdate, isPhantomToken, isRedemptionPhantomToken, lossRate, pickFattestNonPhantomToken, quotasAfterUpdate, rankAccountTokens, startProbe, toCreditAccountSlice, toRouterCaSlice, toTargetDecimals };