@gearbox-protocol/sdk 16.0.0-next.2 → 16.0.0-next.21

package/dist/types/dev/mode-parity/fieldDiff.d.ts

@@ -16,17 +16,19 @@ type DiffKind = "presence" | "usd" | "numeric" | "other";
  *
  * - `"mode-scoped"` — a field documented `@mode offchain` or `@mode onchain`,
  *   so the other source has nothing to put there.
+ * - `"backend-preferred"` — both sources fill the field, but both-mode merge
+ *   overlays the backend value.
  * - `"tolerance"` — snapshot lag or float-path noise within the thresholds
  *   below, not a formula or membership mismatch.
  **/
-type ExpectedDiffReason = "mode-scoped" | "tolerance";
+type ExpectedDiffReason = "mode-scoped" | "backend-preferred" | "tolerance";
 /**
  * One field of one row where the two sources disagree.
  **/
 interface FieldDiff {
   /**
    * Dotted path into the row, with array elements keyed by their own identity
-   * rather than by index, e.g. `collateralTokens[0xa0b8...].symbol`.
+   * rather than by index, e.g. `allowedDepositTokens[0xa0b8...].symbol`.
    **/
   path: string;
   /**
@@ -74,7 +76,7 @@ interface EntityFieldDiff {
 }
 /**
  * How often one field disagreed across all matched rows, with array keys
- * collapsed, e.g. `collateralTokens[].symbol`.
+ * collapsed, e.g. `allowedDepositTokens[].symbol`.
  **/
 interface DiffPathCount {
   path: string;
@@ -165,7 +167,7 @@ declare function withExpected(diff: FieldDiff, reason: ExpectedDiffReason): Fiel
  **/
 declare function countPaths(diffs: Iterable<EntityFieldDiff>): DiffPathCount[];
 /**
- * Collapse `collateralTokens[0xa0b8...].symbol` to `collateralTokens[].symbol`.
+ * Collapse `allowedDepositTokens[0xa0b8...].symbol` to `allowedDepositTokens[].symbol`.
  **/
 declare function collapseArrayKeys(path: string): string;
 /**

package/dist/types/dev/providers.d.ts

@@ -1,5 +1,5 @@
-import { NetworkType } from "../sdk/chain/chains.js";
-import "../sdk/index.js";
+import { NetworkType } from "../onchain/chain/chains.js";
+import "../onchain/index.js";
 import { z } from "zod/v4";
 //#region src/dev/providers.d.ts
 declare const SUPPORTED_RPC_PROVIDERS: readonly ["alchemy", "drpc", "thirdweb", "ankr"];

package/dist/types/dev/securitizeUtils.d.ts

@@ -1,5 +1,5 @@
-import { ILogger } from "../sdk/types/logger.js";
-import "../sdk/index.js";
+import { ILogger } from "../onchain/types/logger.js";
+import "../onchain/index.js";
 import { AnvilClient } from "./createAnvilClient.js";
 import { Address, Hex } from "viem";
 //#region src/dev/securitizeUtils.d.ts

package/dist/types/dev/withdrawalUtils.d.ts

@@ -1,5 +1,5 @@
-import { ILogger } from "../sdk/types/logger.js";
-import "../sdk/index.js";
+import { ILogger } from "../onchain/types/logger.js";
+import "../onchain/index.js";
 import { AnvilClient } from "./createAnvilClient.js";
 import { Address } from "viem";
 //#region src/dev/withdrawalUtils.d.ts

package/dist/types/history/assembleOperations.d.ts

@@ -1,6 +1,6 @@
-import { AddressMap } from "../sdk/utils/AddressMap.js";
-import { ChainContractsRegister } from "../sdk/base/ChainContractsRegister.js";
-import "../sdk/index.js";
+import { AddressMap } from "../onchain/utils/AddressMap.js";
+import { ChainContractsRegister } from "../onchain/base/ChainContractsRegister.js";
+import "../onchain/index.js";
 import { TokenTransfer } from "../preview/parse/types-adapters.js";
 import "../preview/parse/index.js";
 import { WithdrawCollateralEventInfo } from "../preview/trace/extractTransfers.js";

package/dist/types/history/classifyMulticallOperations.d.ts

@@ -1,8 +1,8 @@
-import { AddressMap } from "../sdk/utils/AddressMap.js";
-import { ParsedCallV2 } from "../sdk/base/types.js";
+import { AddressMap } from "../onchain/utils/AddressMap.js";
+import { ParsedCallV2 } from "../onchain/base/types.js";
 import { CallTrace } from "../common-utils/utils/trace.js";
-import { ChainContractsRegister } from "../sdk/base/ChainContractsRegister.js";
-import "../sdk/index.js";
+import { ChainContractsRegister } from "../onchain/base/ChainContractsRegister.js";
+import "../onchain/index.js";
 import { TokenTransfer } from "../preview/parse/types-adapters.js";
 import "../preview/parse/index.js";
 import { WithdrawCollateralEventInfo } from "../preview/trace/extractTransfers.js";

package/dist/types/history/parseCreditAccountTransaction.d.ts

@@ -1,5 +1,5 @@
-import { ChainContractsRegister } from "../sdk/base/ChainContractsRegister.js";
-import "../sdk/index.js";
+import { ChainContractsRegister } from "../onchain/base/ChainContractsRegister.js";
+import "../onchain/index.js";
 import { CreditAccountOperation } from "./types.js";
 import { Address, TransactionReceipt } from "viem";
 //#region src/history/parseCreditAccountTransaction.d.ts

package/dist/types/history/populateContractsRegister.d.ts

@@ -1,8 +1,8 @@
-import { ILogger } from "../sdk/types/logger.js";
-import { TokenMetaData } from "../sdk/base/token-types.js";
-import { TokensMeta } from "../sdk/base/TokensMeta.js";
-import { ChainContractsRegister } from "../sdk/base/ChainContractsRegister.js";
-import "../sdk/index.js";
+import { ILogger } from "../onchain/types/logger.js";
+import { TokenMetaData } from "../onchain/base/token-types.js";
+import { TokensMeta } from "../onchain/base/TokensMeta.js";
+import { ChainContractsRegister } from "../onchain/base/ChainContractsRegister.js";
+import "../onchain/index.js";
 import { Address, Chain, PublicClient, Transport } from "viem";
 //#region src/history/populateContractsRegister.d.ts
 type DeploymentLike = {

package/dist/types/history/types.d.ts

@@ -1,5 +1,5 @@
-import { LegacyAdapterOperation } from "../sdk/market/adapters/legacyAdapterOperations.js";
-import "../sdk/index.js";
+import { LegacyAdapterOperation } from "../onchain/market/adapters/legacyAdapterOperations.js";
+import "../onchain/index.js";
 import { AdapterOperation as AdapterOperation$1, TraceAdapterExt } from "../preview/parse/types-adapters.js";
 import { AddCollateralOp, CloseCreditAccountOperation as CloseCreditAccountOperation$1, DecreaseDebtOp, DirectTokenTransferOperation as DirectTokenTransferOperation$1, FacadeOperationMetadata, IncreaseDebtOp, InnerFacadeOperation, InnerOperation as InnerOperation$1, LiquidateCreditAccountOperation as LiquidateCreditAccountOperation$1, MulticallOperation as MulticallOperation$1, OpenCreditAccountOperation as OpenCreditAccountOperation$1, OperationMetadata, PartialLiquidationOperation as PartialLiquidationOperation$1, UpdateQuotaOp, WithdrawCollateralOp } from "../preview/parse/types-facades.js";
 import "../preview/parse/index.js";

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

@@ -22,7 +22,7 @@ type ChartRange = (typeof CHART_RANGES)[number];
 /**
  * Every metric a pool opportunity can chart.
  **/
-declare const POOL_OPPORTUNITY_CHART_METRICS: readonly ["depositApy", "depositApyAvg7d", "dieselRate", "supplied", "borrowed"];
+declare const POOL_OPPORTUNITY_CHART_METRICS: readonly ["depositApy", "depositApyAvg7d", "dieselRate", "supplied", "borrowed", "utilization"];
 /**
  * Metric a pool opportunity can chart. Derived from the runtime list that also
  * builds the backend's route enum, so the two cannot drift.
@@ -49,7 +49,7 @@ type StrategyOpportunityChartMetric = (typeof STRATEGY_OPPORTUNITY_CHART_METRICS
  * deposits and withdrawals landed. It is anchored at inception, so a narrow
  * `range` only zooms the visible slice and its first point is rarely zero.
  **/
-declare const POOL_POSITION_CHART_METRICS: readonly ["apy", "pnl", "mwr"];
+declare const POOL_POSITION_CHART_METRICS: readonly ["apy", "apyAvg7d", "pnl", "mwr"];
 /**
  * Metric a pool position can chart, derived from
  * {@link POOL_POSITION_CHART_METRICS}.
@@ -168,11 +168,13 @@ declare const CHART_METRIC_UNITS: {
   readonly supplied: "token";
   readonly borrowed: "token";
   readonly tvl: "token";
+  readonly utilization: "bps";
   readonly dieselRate: "ratio";
   readonly collateralPrice: "ratio";
   readonly collateralUsdPrice: "usd";
   readonly underlyingUsdPrice: "usd";
   readonly apy: "bps";
+  readonly apyAvg7d: "bps";
   readonly pnl: "token";
   readonly mwr: "bps";
   readonly totalValueUnderlying: "token";

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

@@ -29,6 +29,7 @@ declare const poolOpportunityChartMetricSchema: z.ZodEnum<{
   depositApyAvg7d: "depositApyAvg7d";
   dieselRate: "dieselRate";
   supplied: "supplied";
+  utilization: "utilization";
 }>;
 /**
  * {@link StrategyOpportunityChartMetric}
@@ -49,6 +50,7 @@ declare const strategyOpportunityChartMetricSchema: z.ZodEnum<{
  **/
 declare const poolPositionChartMetricSchema: z.ZodEnum<{
   apy: "apy";
+  apyAvg7d: "apyAvg7d";
   mwr: "mwr";
   pnl: "pnl";
 }>;
@@ -74,6 +76,7 @@ declare const chartMetricSchema: z.ZodUnion<readonly [z.ZodEnum<{
   depositApyAvg7d: "depositApyAvg7d";
   dieselRate: "dieselRate";
   supplied: "supplied";
+  utilization: "utilization";
 }>, z.ZodEnum<{
   borrowApy: "borrowApy";
   borrowApyAvg7d: "borrowApyAvg7d";
@@ -86,6 +89,7 @@ declare const chartMetricSchema: z.ZodUnion<readonly [z.ZodEnum<{
   underlyingUsdPrice: "underlyingUsdPrice";
 }>, z.ZodEnum<{
   apy: "apy";
+  apyAvg7d: "apyAvg7d";
   mwr: "mwr";
   pnl: "pnl";
 }>, z.ZodEnum<{
@@ -108,6 +112,7 @@ declare const chartQuerySchema: z.ZodObject<{
     depositApyAvg7d: "depositApyAvg7d";
     dieselRate: "dieselRate";
     supplied: "supplied";
+    utilization: "utilization";
   }>, z.ZodEnum<{
     borrowApy: "borrowApy";
     borrowApyAvg7d: "borrowApyAvg7d";
@@ -120,6 +125,7 @@ declare const chartQuerySchema: z.ZodObject<{
     underlyingUsdPrice: "underlyingUsdPrice";
   }>, z.ZodEnum<{
     apy: "apy";
+    apyAvg7d: "apyAvg7d";
     mwr: "mwr";
     pnl: "pnl";
   }>, z.ZodEnum<{
@@ -179,6 +185,7 @@ declare const chartQueryCodec: z.ZodCodec<z.ZodObject<{
     depositApyAvg7d: "depositApyAvg7d";
     dieselRate: "dieselRate";
     supplied: "supplied";
+    utilization: "utilization";
   }>, z.ZodEnum<{
     borrowApy: "borrowApy";
     borrowApyAvg7d: "borrowApyAvg7d";
@@ -191,6 +198,7 @@ declare const chartQueryCodec: z.ZodCodec<z.ZodObject<{
     underlyingUsdPrice: "underlyingUsdPrice";
   }>, z.ZodEnum<{
     apy: "apy";
+    apyAvg7d: "apyAvg7d";
     mwr: "mwr";
     pnl: "pnl";
   }>, z.ZodEnum<{

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

@@ -23,10 +23,12 @@ interface ToleranceCompareTag {
  *
  * - `"offchainOnly"` / `"onchainOnly"` — the other source typically leaves
  *   the field empty, so a disagreement is expected.
+ * - `"backendPreferred"` — both sources fill the field, but both-mode merge
+ *   overlays the backend value, so a disagreement is expected.
  * - {@link ToleranceCompareTag} — a numeric disagreement within the named
  *   formula is expected snapshot noise.
  **/
-type CompareTag = "offchainOnly" | "onchainOnly" | ToleranceCompareTag;
+type CompareTag = "offchainOnly" | "onchainOnly" | "backendPreferred" | ToleranceCompareTag;
 /**
  * Marks a field that only the backend fills.
  **/
@@ -35,6 +37,11 @@ declare function offchainOnly<S extends z.ZodType>(schema: S): S;
  * Marks a field that only the chain fills.
  **/
 declare function onchainOnly<S extends z.ZodType>(schema: S): S;
+/**
+ * Marks a field whose backend value both-mode merge overlays onto the chain
+ * row, so a source disagreement is expected.
+ **/
+declare function backendPreferred<S extends z.ZodType>(schema: S): S;
 /**
  * Marks a numeric field whose two sources may drift within {@link kind}.
  **/
@@ -44,4 +51,4 @@ declare function tolerance<S extends z.ZodType>(schema: S, kind: CompareToleranc
  **/
 declare function compareTagOf(schema: z.ZodType): CompareTag | undefined;
 //#endregion
-export { CompareTag, CompareTolerance, ToleranceCompareTag, compareTagOf, offchainOnly, onchainOnly, tolerance };
+export { CompareTag, CompareTolerance, ToleranceCompareTag, backendPreferred, compareTagOf, offchainOnly, onchainOnly, tolerance };

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

@@ -1,7 +1,7 @@
-import { Amount, Asset, AssetType, Bps, ChainId, Leverage, Timestamp, Token, TokenAmount, TxCall } from "./primitives.js";
+import { Amount, Asset, AssetType, Bps, ChainId, Leverage, Timestamp, Token, TokenAmount, TxCall, UnderlyingToken } from "./primitives.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 { CompareTag, CompareTolerance, ToleranceCompareTag, compareTagOf, offchainOnly, onchainOnly, tolerance } from "./compare.schema.js";
+import { CompareTag, CompareTolerance, ToleranceCompareTag, backendPreferred, compareTagOf, offchainOnly, onchainOnly, tolerance } from "./compare.schema.js";
 import { Curator, CuratorName } from "./curators.js";
 import { curatorNameSchema, curatorSchema } from "./curators.schema.js";
 import { DelayedAddCollateralIntent, DelayedCloseAccountIntent, DelayedDecreaseLeverageIntent, DelayedDepositAndIncreaseLeverageIntent, DelayedDepositIntent, DelayedIncreaseLeverageIntent, DelayedIntent, DelayedWithdrawCollateralIntent } from "./delayed-intents.js";
@@ -9,14 +9,14 @@ import { ChainScopedFilter, FILTER_ALL, FilterAll, Filterable, isFilterSet } fro
 import { booleanParamSchema, encodeFlag, filterAllSchema, filterable } from "./filters.schema.js";
 import { DelayedReceivedAsset, InstantReceivedAsset, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, ReceivedAsset, matchesLiquidatableAccountFilter } from "./liquidations.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 { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, RewardsPnL, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenQuotaRate, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId } from "./positions.js";
+import { ApyBreakdown, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, OpportunityTotals, 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 { BorrowRateBreakdown, PnlBreakdown, PointsProgramPnL, PointsRewardsPnL, PoolPosition, PoolPositionKey, PoolPositionRef, Position, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, RewardsPnL, STRATEGY_POSITION_COLLATERAL_ERROR, StrategyPosition, StrategyPositionKey, StrategyPositionRef, TokenQuotaRate, TokenRewardsPnL, liquidationPositionId, matchesPositionFilter, poolPositionId, positionId, strategyPositionId } from "./positions.js";
 import { Notice, NoticeKind, NoticeSubject } from "./notices.js";
 import { noticeKindSchema, noticeSchema } from "./notices.schema.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 { apyBreakdownSchema, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityKeySchema, opportunityKindSchema, opportunitySchema, opportunityTotalsSchema, pointRewardsSchema, pointsProgramSchema, poolOpportunityDetailSchema, poolOpportunityKeySchema, poolOpportunitySchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, rewardsSchema, strategyOpportunityDetailSchema, strategyOpportunityKeySchema, strategyOpportunitySchema, tokenRewardsSchema } from "./opportunities.schema.js";
 import { borrowRateBreakdownSchema, pnlBreakdownSchema, pointsProgramPnLSchema, pointsRewardsPnLSchema, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionKeySchema, positionKindSchema, positionSchema, positionTransactionKindSchema, positionTransactionSchema, positionsTotalsSchema, rewardsPnLSchema, strategyPositionKeySchema, strategyPositionSchema, tokenQuotaRateSchema, tokenRewardsPnLSchema } from "./positions.schema.js";
-import { AdjustCreditAccountPreview, CloseCreditAccountPreview, DelayedCreditAccountOperationPreview, ERROR_ADAPTER_CALL_OUTSIDE_BRACKET, ERROR_INVALID_TRANSACTION_VALUE, ERROR_MALFORMED_BRACKET, ERROR_NON_ADAPTER_CALL_IN_BRACKET, ERROR_UNPREVIEWABLE_ADAPTER_CALL, ERROR_UNPREVIEWABLE_RWA_WRAP_UNWRAP, ERROR_UNPRICEABLE_TOKEN, InstantOperationPreview, OpenCreditAccountPreview, OperationPreview, OperationPreviewError, PoolOperationPreview, PoolOperationType, PreviewOperationInput, PreviewOperationOptions, RepayCreditAccountPreview } from "./previews.js";
-import { amountSchema, assetTypeSchema, bpsSchema, chainIdSchema, leverageSchema, timestampSchema, tokenAmountSchema, tokenSchema, txCallSchema } from "./primitives.schema.js";
+import { AdjustCreditAccountPreview, CloseCreditAccountPreview, DelayedCreditAccountOperationPreview, ERROR_ADAPTER_CALL_OUTSIDE_BRACKET, ERROR_INVALID_TRANSACTION_VALUE, ERROR_MALFORMED_BRACKET, ERROR_NON_ADAPTER_CALL_IN_BRACKET, ERROR_UNPREVIEWABLE_ADAPTER_CALL, ERROR_UNPRICEABLE_TOKEN, ERROR_UNSUPPORTED_OUT_OF_BRACKET_CALL, InstantOperationPreview, OpenCreditAccountPreview, OperationPreview, OperationPreviewError, PoolOperationPreview, PoolOperationType, PreviewOperationInput, PreviewOperationOptions, RepayCreditAccountPreview } from "./previews.js";
+import { amountSchema, assetTypeSchema, bpsSchema, chainIdSchema, leverageSchema, timestampSchema, tokenAmountSchema, tokenSchema, txCallSchema, underlyingTokenSchema } 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 { AdjustCreditAccountPreview, Amount, ApyBreakdown, Asset, 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, CloseCreditAccountPreview, CompareTag, CompareTolerance, Curator, CuratorName, DataResponse, DataSource, DelayedAddCollateralIntent, DelayedCloseAccountIntent, DelayedCreditAccountOperationPreview, DelayedDecreaseLeverageIntent, DelayedDepositAndIncreaseLeverageIntent, DelayedDepositIntent, DelayedIncreaseLeverageIntent, DelayedIntent, DelayedReceivedAsset, DelayedWithdrawCollateralIntent, ERROR_ADAPTER_CALL_OUTSIDE_BRACKET, ERROR_INVALID_TRANSACTION_VALUE, ERROR_MALFORMED_BRACKET, ERROR_NON_ADAPTER_CALL_IN_BRACKET, ERROR_UNPREVIEWABLE_ADAPTER_CALL, ERROR_UNPREVIEWABLE_RWA_WRAP_UNWRAP, ERROR_UNPRICEABLE_TOKEN, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantOperationPreview, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Notice, NoticeKind, NoticeSubject, OpenCreditAccountPreview, OperationPreview, OperationPreviewError, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOperationPreview, PoolOperationType, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, PreviewOperationInput, PreviewOperationOptions, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, RepayCreditAccountPreview, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunity, StrategyOpportunityChartMetric, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionChartMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenQuotaRate, TokenRewards, TokenRewardsPnL, ToleranceCompareTag, TxCall, amountSchema, apyBreakdownSchema, assetTypeSchema, booleanParamSchema, borrowRateBreakdownSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, compareTagOf, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, noticeKindSchema, noticeSchema, offchainOnly, onchainOnly, 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, positionTransactionKindSchema, positionTransactionSchema, positionsTotalsSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, responseMetadataSchema, responseSchema, rewardsPnLSchema, rewardsSchema, strategyOpportunityChartMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionChartMetricSchema, strategyPositionId, strategyPositionKeySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenQuotaRateSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, tolerance, txCallSchema };
+export { AdjustCreditAccountPreview, Amount, ApyBreakdown, Asset, 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, CloseCreditAccountPreview, CompareTag, CompareTolerance, Curator, CuratorName, DataResponse, DataSource, DelayedAddCollateralIntent, DelayedCloseAccountIntent, DelayedCreditAccountOperationPreview, DelayedDecreaseLeverageIntent, DelayedDepositAndIncreaseLeverageIntent, DelayedDepositIntent, DelayedIncreaseLeverageIntent, DelayedIntent, DelayedReceivedAsset, DelayedWithdrawCollateralIntent, ERROR_ADAPTER_CALL_OUTSIDE_BRACKET, ERROR_INVALID_TRANSACTION_VALUE, ERROR_MALFORMED_BRACKET, ERROR_NON_ADAPTER_CALL_IN_BRACKET, ERROR_UNPREVIEWABLE_ADAPTER_CALL, ERROR_UNPRICEABLE_TOKEN, ERROR_UNSUPPORTED_OUT_OF_BRACKET_CALL, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantOperationPreview, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Notice, NoticeKind, NoticeSubject, OpenCreditAccountPreview, OperationPreview, OperationPreviewError, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, OpportunityTotals, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOperationPreview, PoolOperationType, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, PreviewOperationInput, PreviewOperationOptions, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, RepayCreditAccountPreview, ResponseMetadata, Rewards, RewardsPnL, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, STRATEGY_POSITION_COLLATERAL_ERROR, StrategyOpportunity, StrategyOpportunityChartMetric, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, StrategyPosition, StrategyPositionChartMetric, StrategyPositionKey, StrategyPositionRef, Timestamp, Token, TokenAmount, TokenQuotaRate, TokenRewards, TokenRewardsPnL, ToleranceCompareTag, TxCall, UnderlyingToken, amountSchema, apyBreakdownSchema, assetTypeSchema, backendPreferred, booleanParamSchema, borrowRateBreakdownSchema, bpsSchema, chainFailedSchema, chainIdSchema, chainMetadataSchema, chainSucceededSchema, chartBundleSchemaFor, chartDenominationSchema, chartMetricSchema, chartQueryCodec, chartQueryParamsSchema, chartQuerySchema, chartRangeSchema, chartSeriesSchema, chartValueSchema, chartWindowSchema, compareTagOf, curatorNameSchema, curatorSchema, dataSourceSchema, delayedReceivedAssetSchema, encodeFlag, filterAllSchema, filterable, instantReceivedAssetSchema, isFilterSet, leverageSchema, liquidatableAccountFilterSchema, liquidatableAccountSchema, liquidationApprovalSchema, liquidationDetailsSchema, liquidationPositionId, liquidationPositionSchema, matchesLiquidatableAccountFilter, matchesOpportunityFilter, matchesPositionFilter, noticeKindSchema, noticeSchema, offchainOnly, onchainOnly, opportunityBaseSchema, opportunityDetailSchema, opportunityFilterQueryParamsSchema, opportunityFilterQuerySchema, opportunityFilterSchema, opportunityId, opportunityKeySchema, opportunityKindSchema, opportunitySchema, opportunityTotalsSchema, pnlBreakdownSchema, pointRewardsSchema, pointsProgramPnLSchema, pointsProgramSchema, pointsRewardsPnLSchema, poolOpportunityChartMetricSchema, poolOpportunityDetailSchema, poolOpportunityId, poolOpportunityKeySchema, poolOpportunitySchema, poolPositionChartMetricSchema, poolPositionId, poolPositionKeySchema, poolPositionSchema, positionCollateralSchema, positionFilterQueryParamsSchema, positionFilterQuerySchema, positionFilterSchema, positionId, positionKeySchema, positionKindSchema, positionSchema, positionTransactionKindSchema, positionTransactionSchema, positionsTotalsSchema, priceFeedDataSchema, priceFeedSummarySchema, quotaAssetSchema, rateCurvePointSchema, rateCurveSchema, receivedAssetSchema, responseMetadataSchema, responseSchema, rewardsPnLSchema, rewardsSchema, strategyOpportunityChartMetricSchema, strategyOpportunityDetailSchema, strategyOpportunityId, strategyOpportunityKeySchema, strategyOpportunitySchema, strategyPositionChartMetricSchema, strategyPositionId, strategyPositionKeySchema, strategyPositionSchema, timestampSchema, tokenAmountSchema, tokenQuotaRateSchema, tokenRewardsPnLSchema, tokenRewardsSchema, tokenSchema, tolerance, txCallSchema, underlyingTokenSchema };

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

@@ -1,4 +1,4 @@
-import { Amount, AssetType, Bps, ChainId, Leverage, Timestamp, Token } from "./primitives.js";
+import { Amount, AssetType, Bps, ChainId, Leverage, Timestamp, Token, UnderlyingToken } from "./primitives.js";
 import { Curator } from "./curators.js";
 import { ChainScopedFilter, Filterable } from "./filters.js";
 import { Address } from "viem";
@@ -127,22 +127,16 @@ interface OpportunityBase {
    * Token that is supplied to the pool and borrowed by credit accounts. All
    * amounts of the opportunity are denominated in it.
    *
-   * For RWA markets it's an unwrapped, e.g. — `USDC`, not `dcUSDC` (pool underlying according to contract).
-   * The wrapper converts one-for-one, so every amount stays exact.
+   * For RWA markets this is the unwrapped asset, e.g. USDC rather than
+   * dcUSDC (the pool's on-chain underlying).
    **/
-  underlyingToken: Token;
+  underlyingToken: UnderlyingToken;
   /**
-   * Debt principal drawn against the opportunity: everything the pool has lent
-   * out for a {@link PoolOpportunity} (`pool.totalBorrowed()`), only what the
-   * strategy's credit manager has drawn for a {@link StrategyOpportunity}
-   * (`pool.creditManagerBorrowed(creditManager)`).
+   * Tokens a user can transfer from their wallet to deposit into a pool
+   * position or to use when opening a credit account. They are not necessarily
+   * the pool underlying or credit-account collateral tokens.
    **/
-  totalBorrow: Amount;
-  /**
-   * Tokens accepted as collateral, i.e. the tokens that have both a non-zero
-   * liquidation threshold and a non-zero quota limit.
-   **/
-  collateralTokens: Token[];
+  allowedDepositTokens: Token[];
   /**
    * The contract's own pause flag: the pool for a {@link PoolOpportunity}, the
    * credit facade or the pool it borrows from for a
@@ -150,8 +144,8 @@ interface OpportunityBase {
    **/
   paused: boolean;
   /**
-   * Whether at least one of {@link collateralTokens} is a real-world-asset
-   * token. Read from a hardcoded per-chain list rather than from the chain.
+   * Whether one of the market's quoted tokens is a real-world-asset token.
+   * Read from a hardcoded per-chain list rather than from the chain.
    **/
   rwa: boolean;
   /**
@@ -174,10 +168,9 @@ interface PoolOpportunity extends OpportunityBase {
    **/
   pool: Address;
   /**
-   * Size of the pool: the underlying its shares are worth, converted at the
-   * current share rate, i.e. `pool.totalAssets()`. Denominated in the
-   * underlying rather than in shares, so it is comparable with
-   * {@link OpportunityBase.totalBorrow}.
+   * Size of the pool: deposits plus accrued interest, i.e.
+   * `pool.expectedLiquidity`. Denominated in the underlying rather than in
+   * shares, so it is comparable with {@link totalBorrowedWithInterest}.
    **/
   totalSupply: Amount;
   /**
@@ -185,11 +178,11 @@ interface PoolOpportunity extends OpportunityBase {
    **/
   availableLiquidity: Amount;
   /**
-   * How much of the pool's capital is currently borrowed, in basis points.
-   *
-   * @example `7500` for 75% utilization
+   * Everything the pool has lent out plus accrued interest:
+   * `pool.expectedLiquidity - pool.availableLiquidity`. Denominated in the
+   * underlying.
    **/
-  utilization: Bps;
+  totalBorrowedWithInterest: Amount;
   /**
    * Yield earned by supplying to the pool.
    *
@@ -226,6 +219,12 @@ interface StrategyOpportunity extends OpportunityBase {
    * Collateral token the position is built around.
    **/
   targetCollateral: Token;
+  /**
+   * Debt principal this credit manager has drawn from the pool
+   * (`pool.creditManagerBorrowed(creditManager)`). Denominated in the
+   * underlying.
+   **/
+  totalBorrowed: Amount;
   /**
    * Liquidation threshold of {@link targetCollateral} in this credit manager,
    * in basis points: the share of the collateral value that counts towards
@@ -310,7 +309,7 @@ interface StrategyOpportunity extends OpportunityBase {
   totalValue?: Amount;
   /**
    * Share of {@link totalValue} that is borrowed, in basis points:
-   * `totalBorrow / totalValue`.
+   * `totalBorrowed / totalValue`.
    *
    * Absent in `onchain` mode, because its denominator is, see
    * {@link totalValue}.
@@ -499,19 +498,17 @@ interface QuotaAsset {
    **/
   used: Amount;
   /**
-   * This token's share of the pool's used quota, in basis points:
-   * `used / Σ used` over every quota asset of the pool. Zero when nothing is
-   * quoted.
+   * TODO: add description
    *
-   * @example `2500` for 25% of the quoted amount
+   * @mode offchain
    **/
-  allocationShare: Bps;
+  allocationShare?: Bps;
   /**
-   * Estimate of how much of the pool's {@link OpportunityBase.totalBorrow}
-   * backs this collateral: {@link allocationShare} applied to the pool's
-   * total borrowed amount, denominated in the underlying.
+   * TODO: add description
+   *
+   * @mode offchain
    **/
-  allocatedDebt: Amount;
+  allocatedDebt?: Amount;
 }
 /**
  * A price feed and the feeds it is composed of.
@@ -629,5 +626,23 @@ interface StrategyOpportunityRef extends StrategyOpportunityKey {
  * Identifies any opportunity, for requests that accept both kinds.
  **/
 type OpportunityKey = PoolOpportunityRef | StrategyOpportunityRef;
+/**
+ * Protocol-wide aggregate over every opportunity, served by the backend rather
+ * than summed by a consumer: the landing page's headline figures.
+ **/
+interface OpportunityTotals {
+  /**
+   * Total value locked in Gearbox Protocol
+   **/
+  tvl: number;
+  /**
+   * Total borrowed from pools in Gearbox Protocol
+   **/
+  totalBorrowed: number;
+  /**
+   * Total supplied to pools in Gearbox Protocol
+   **/
+  totalSupply: number;
+}
 //#endregion
-export { 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 };
+export { ApyBreakdown, Opportunity, OpportunityBase, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, OpportunityTotals, PointRewards, PointsProgram, PoolOpportunity, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, Rewards, StrategyOpportunity, StrategyOpportunityDetail, StrategyOpportunityKey, StrategyOpportunityRef, TokenRewards, matchesOpportunityFilter, opportunityId, poolOpportunityId, strategyOpportunityId };