@gearbox-protocol/sdk 16.0.0-next.2 → 16.0.0-next.4

package/dist/esm/sdk/market/MarketSuite.js

@@ -1,6 +1,5 @@
 import { AddressMap } from "../utils/AddressMap.js";
 import { isRWAToken, isSunsetPool } from "../chain/chains.js";
-import { PERCENTAGE_FACTOR } from "../constants/math.js";
 import "../utils/index.js";
 import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
@@ -17,6 +16,7 @@ import { createPriceOracle } from "./oracle/createPriceOracle.js";
 import "./oracle/index.js";
 import { PoolSuite } from "./pool/PoolSuite.js";
 import "./pool/index.js";
+import { isAddressEqual } from "viem";
 //#region src/sdk/market/MarketSuite.ts
 /**
 * Aggregates all SDK wrappers that make up one Gearbox market.
@@ -136,20 +136,28 @@ var MarketSuite = class extends SDKConstruct {
 		return this.configurator.curator;
 	}
 	/**
-	* Tokens a position can actually be built on in this market, deduplicated
-	* across its credit suites.
+	* Tokens a user can transfer from their wallet to deposit into this pool.
+	*
+	* 1. unwrapped underlying
+	* 2. tokenIn of every zapper (order does not matter), skipping the wrapped
+	*    and unwrapped underlying
 	*/
-	get collateralTokens() {
-		const seen = new AddressMap(void 0, "collateralTokens");
-		for (const suite of this.creditManagers) for (const collateral of suite.strategyCollaterals) seen.upsert(collateral, this.tokensMeta.mustGetToken(collateral));
+	get allowedDepositTokens() {
+		const seen = new AddressMap(void 0, "allowedDepositTokens");
+		seen.upsert(this.unwrappedUnderlying, this.underlyingToken);
+		for (const zapper of this.sdk.marketRegister.poolZappers(this.pool.pool.address)) {
+			const tokenIn = zapper.tokenIn.addr;
+			if (isAddressEqual(tokenIn, this.pool.underlying) || isAddressEqual(tokenIn, this.unwrappedUnderlying)) continue;
+			seen.upsert(tokenIn, this.tokensMeta.mustGetToken(tokenIn));
+		}
 		return seen.values();
 	}
 	/**
-	* 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.
 	*/
 	get rwa() {
-		return this.collateralTokens.some((token) => isRWAToken(token.address, this.sdk.networkType));
+		return this.pool.pqk.quotas.keys().some((token) => isRWAToken(token, this.sdk.networkType));
 	}
 	/**
 	* Whether this market's pool is being wound down and should no longer be
@@ -165,16 +173,11 @@ var MarketSuite = class extends SDKConstruct {
 	quotaAssets() {
 		const oracle = this.priceOracle;
 		const { underlying } = this;
-		const quotas = this.pool.pqk.quotas.entries();
-		const sumUsed = quotas.reduce((sum, [, quota]) => sum + quota.totalQuoted, 0n);
-		const { totalBorrowed } = this.pool.pool;
-		return quotas.map(([token, quota]) => ({
+		return this.pool.pqk.quotas.entries().map(([token, quota]) => ({
 			token: this.tokensMeta.mustGetToken(token),
 			quotaRate: quota.rate,
 			limit: oracle.toAmount(underlying, quota.limit),
-			used: oracle.toAmount(underlying, quota.totalQuoted),
-			allocationShare: sumUsed === 0n ? 0 : Number(quota.totalQuoted * PERCENTAGE_FACTOR / sumUsed),
-			allocatedDebt: oracle.toAmount(underlying, sumUsed === 0n ? 0n : totalBorrowed * quota.totalQuoted / sumUsed)
+			used: oracle.toAmount(underlying, quota.totalQuoted)
 		}));
 	}
 	/**
@@ -221,12 +224,11 @@ var MarketSuite = class extends SDKConstruct {
 			name: this.poolName,
 			curator: this.curator,
 			underlyingToken: this.underlyingToken,
-			totalSupply: oracle.toAmount(pool.underlying, pool.totalAssets),
+			totalSupply: oracle.toAmount(pool.underlying, pool.expectedLiquidity),
 			availableLiquidity: oracle.toAmount(pool.underlying, pool.availableLiquidity),
-			totalBorrow: oracle.toAmount(pool.underlying, pool.totalBorrowed),
-			utilization: pool.utilization,
+			totalBorrowedWithInterest: oracle.toAmount(pool.underlying, pool.borrowed),
 			supplyApy: { organicApy: rayToBps(pool.supplyRate) },
-			collateralTokens: this.collateralTokens,
+			allowedDepositTokens: this.allowedDepositTokens,
 			paused: pool.isPaused,
 			rwa: this.rwa,
 			sunset: this.sunset,

package/dist/esm/sdk/market/adapters/contracts/AccountMigratorAdapterContract.js

@@ -1,5 +1,5 @@
-import { accountMigratorAbi } from "../../../../abi/AccountMigrator.js";
 import { AbstractAdapterContract } from "./AbstractAdapter.js";
+import { accountMigratorAbi } from "../../../../abi/AccountMigrator.js";
 //#region src/sdk/market/adapters/contracts/AccountMigratorAdapterContract.ts
 const abi = accountMigratorAbi;
 const protocolAbi = accountMigratorAbi;

package/dist/esm/sdk/market/adapters/contracts/ERC4626AdapterContract.js

@@ -1,6 +1,6 @@
-import { ierc4626AdapterAbi } from "../../../../abi/ierc4626Adapter.js";
 import { MissingSerializedParamsError } from "../../../base/errors.js";
 import "../../../base/index.js";
+import { ierc4626AdapterAbi } from "../../../../abi/ierc4626Adapter.js";
 import { iERC4626Abi } from "../abi/targetContractAbi.js";
 import { fnSigToName, swapFromTransfers } from "../transferHelpers.js";
 import { AbstractAdapterContract } from "./AbstractAdapter.js";

package/dist/esm/sdk/market/credit/CreditFacadeV310BaseContract.js

@@ -1,7 +1,7 @@
-import { iPausableAbi } from "../../../abi/iPausable.js";
 import { iCreditFacadeMulticallV310Abi, iCreditFacadeV310Abi } from "../../../abi/310/generated.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iPausableAbi } from "../../../abi/iPausable.js";
 //#region src/sdk/market/credit/CreditFacadeV310BaseContract.ts
 const abi = [
 	...iCreditFacadeV310Abi,

package/dist/esm/sdk/market/credit/CreditSuite.js

@@ -8,10 +8,11 @@ import { SDKConstruct } from "../../base/SDKConstruct.js";
 import "../../base/index.js";
 import { calcBorrowApy, calcQuotaRate, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount } from "../math.js";
 import { strategyName } from "../strategyName.js";
-import { dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./collateralUtils.js";
+import { dominantCollateral, pickStrategyTargetCollateral } from "./collateralUtils.js";
 import createCreditConfigurator from "./createCreditConfigurator.js";
 import createCreditFacade from "./createCreditFacade.js";
 import createCreditManager from "./createCreditManager.js";
+import { isAddressEqual } from "viem";
 //#region src/sdk/market/credit/CreditSuite.ts
 /**
 * Amount of underlying seeded into each pool at market creation to protect
@@ -177,17 +178,6 @@ var CreditSuite = class extends SDKConstruct {
 		return this.creditFacade.isPaused || this.market.pool.isPaused;
 	}
 	/**
-	* Collateral tokens a leveraged position can be built around in this suite,
-	* see {@link isStrategyCollateral} for the per-token criteria. Tokens the
-	* facade has forbidden are excluded — they cannot be taken on — even when
-	* they still pass the shared eligibility rule used for target selection.
-	*/
-	get strategyCollaterals() {
-		if (this.maxBorrowAmount <= MIN_STRATEGY_BORROW_AMOUNT) return [];
-		const forbidden = new Set(this.forbiddenTokens);
-		return this.creditManager.collateralTokens.filter((token) => !forbidden.has(token) && isStrategyCollateral(this.#strategyCollateralProps(token), true));
-	}
-	/**
 	* Tokens forbidden by the facade.
 	*/
 	get forbiddenTokens() {
@@ -257,8 +247,8 @@ var CreditSuite = class extends SDKConstruct {
 			name: this.strategyName ?? this.market.underlyingToken.symbol,
 			curator: market.curator,
 			underlyingToken: market.underlyingToken,
-			totalBorrow: oracle.toAmount(pool.underlying, borrowed),
-			collateralTokens: this.strategyCollaterals.map((t) => this.tokensMeta.mustGetToken(t)),
+			totalBorrowed: oracle.toAmount(pool.underlying, borrowed),
+			allowedDepositTokens: this.#allowedDepositTokens(collateral),
 			paused: this.isPaused,
 			rwa: market.rwa,
 			sunset: market.sunset || isSunsetStrategy(cm.address, this.sdk.networkType),
@@ -327,6 +317,27 @@ var CreditSuite = class extends SDKConstruct {
 		return collateral;
 	}
 	/**
+	* Tokens a user can transfer from their wallet when opening an account in
+	* this suite:
+	*
+	* 1. unwrapped underlying (USDC, never dcUSDC)
+	* 2. target collateral
+	* 3. remaining CM collaterals in manager order, no phantoms
+	*/
+	#allowedDepositTokens(targetCollateral) {
+		const unwrappedUnderlying = this.market.unwrappedUnderlying;
+		const contractUnderlying = this.underlying;
+		const skip = (token) => isAddressEqual(token, unwrappedUnderlying) || isAddressEqual(token, contractUnderlying) || isAddressEqual(token, targetCollateral);
+		return [
+			unwrappedUnderlying,
+			targetCollateral,
+			...this.creditManager.collateralTokens.filter((token) => {
+				const contractType = this.tokensMeta.mustGet(token).contractType;
+				return !skip(token) && !contractType?.startsWith("PHANTOM_TOKEN::");
+			})
+		].map((token) => this.tokensMeta.mustGetToken(token));
+	}
+	/**
 	* Shared inputs of {@link isStrategyCollateral} for one of this suite's
 	* collateral tokens.
 	*/

package/dist/esm/sdk/market/index.js

@@ -87,7 +87,7 @@ import "./adapters/index.js";
 import { CreditConfiguratorV310Contract } from "./credit/CreditConfiguratorV310Contract.js";
 import { CreditFacadeV310BaseContract, creditFacadeV310Abi as abi } from "./credit/CreditFacadeV310BaseContract.js";
 import { CreditFacadeV310Contract } from "./credit/CreditFacadeV310Contract.js";
-import { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
+import { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
 import { CreditManagerV310Contract } from "./credit/CreditManagerV310Contract.js";
 import { strategyName } from "./strategyName.js";
 import { dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
@@ -144,4 +144,4 @@ import { RWARegistry } from "./rwa/RWARegistry.js";
 import { RWA_FACTORY_TYPES, isRWAFactory } from "./rwa/types.js";
 import "./rwa/index.js";
 import "./types.js";
-export { AbstractAdapterContract, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterType, BalancerStablePriceFeedContract, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CamelotV3AdapterContract, CompositePriceFeedContract, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, DEFAULT_QUOTA_BUFFER_BPS, DaiUsdsAdapterContract, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExternalPriceFeedContract, FluidDexAdapterContract, GaugeContract, IERC20ZapperContract, IETHZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LidoV1AdapterContract, LinearInterestRateModelContract, MAX_LEVERAGE_BUFFER_BPS, MarketRegister, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, PartialPriceFeedInitError, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolSuite, PoolV310Contract, PriceFeedRef, PriceFeedRegister, PriceOracleV310Contract, PythPriceFeed, RWARegistry, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeLiquidatorContract, SecuritizeOnRampAdapterContract, SecuritizeRWAFactory, SecuritizeRedemptionGatewayAdapterContract, StakingRewardsAdapterContract, TraderJoePoolVersion, TraderJoeRouterAdapterContract, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnsupportedZapperFunctionError, UpshiftVaultAdapterContract, VelodromeV2RouterAdapterContract, WstETHPriceFeedContract, WstETHV1AdapterContract, YearnPriceFeedContract, ZapperContract, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, classifyCurveOperation, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, 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 };
+export { AbstractAdapterContract, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterType, BalancerStablePriceFeedContract, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BoundedPriceFeedContract, CamelotV3AdapterContract, CompositePriceFeedContract, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveCryptoPriceFeedContract, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, DEFAULT_QUOTA_BUFFER_BPS, DaiUsdsAdapterContract, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExternalPriceFeedContract, FluidDexAdapterContract, GaugeContract, IERC20ZapperContract, IETHZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LidoV1AdapterContract, LinearInterestRateModelContract, MAX_LEVERAGE_BUFFER_BPS, MarketRegister, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, PartialPriceFeedInitError, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolSuite, PoolV310Contract, PriceFeedRef, PriceFeedRegister, PriceOracleV310Contract, PythPriceFeed, RWARegistry, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeLiquidatorContract, SecuritizeOnRampAdapterContract, SecuritizeRWAFactory, SecuritizeRedemptionGatewayAdapterContract, StakingRewardsAdapterContract, TraderJoePoolVersion, TraderJoeRouterAdapterContract, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnsupportedZapperFunctionError, UpshiftVaultAdapterContract, VelodromeV2RouterAdapterContract, WstETHPriceFeedContract, WstETHV1AdapterContract, YearnPriceFeedContract, ZapperContract, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, classifyCurveOperation, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, 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/esm/sdk/market/math.js

@@ -60,15 +60,22 @@ function usdToNumber(usd) {
 * @example
 * ```ts
 * // borrowed: 750, total: 1000
-* calcUtilization(750n, 1000n) // 750 / 1000 = 7500 bps = 75%
+* calcUtilizationRaw(750n, 1000n) // 750 / 1000 = 7500 bps = 75%
 * ```
 **/
-function calcUtilization(borrowed, total) {
+function calcUtilizationRaw(borrowed, total) {
 	if (total <= 0n || borrowed <= 0n) return 0;
 	const utilization = Number(borrowed * PERCENTAGE_FACTOR / total);
 	return Math.min(utilization, FULL);
 }
 /**
+* Pool utilization: {@link PoolOpportunity.totalBorrowedWithInterest} as a
+* share of {@link PoolOpportunity.totalSupply}, in basis points.
+**/
+function calcUtilization(poolOpportunity) {
+	return calcUtilizationRaw(poolOpportunity.totalBorrowedWithInterest.value, poolOpportunity.totalSupply.value);
+}
+/**
 * Annual cost of debt for a credit manager, in basis points:
 * `baseInterestRate × (1 + feeInterest)` — the pool's base rate plus the
 * protocol's cut of the accrued interest.
@@ -267,4 +274,4 @@ function optimalHFForPartialLiquidation(borrowRate) {
 	return PERCENTAGE_FACTOR + (borrowRate < 100n ? borrowRate : 100n);
 }
 //#endregion
-export { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };
+export { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, PARTIAL_LIQUIDATION_BUFFER_BPS, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber };

package/dist/esm/sdk/market/pool/PoolSuite.js

@@ -105,12 +105,6 @@ var PoolSuite = class extends SDKConstruct {
 		return this.pool.unwrappedUnderlying;
 	}
 	/**
-	* {@inheritDoc IPoolContract.utilization}
-	*/
-	get utilization() {
-		return this.pool.utilization;
-	}
-	/**
 	* Whether the pool is paused, which blocks borrowing across every connected
 	* credit suite.
 	*/

package/dist/esm/sdk/market/pool/PoolV310Contract.js

@@ -1,4 +1,3 @@
-import { iPausableAbi } from "../../../abi/iPausable.js";
 import { iPoolV310Abi } from "../../../abi/310/generated.js";
 import { AddressMap } from "../../utils/AddressMap.js";
 import { RAY } from "../../constants/math.js";
@@ -7,7 +6,7 @@ import { formatBN, formatBNvalue, percentFmt } from "../../utils/formatter.js";
 import "../../utils/index.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
-import { calcUtilization } from "../math.js";
+import { iPausableAbi } from "../../../abi/iPausable.js";
 //#region src/sdk/market/pool/PoolV310Contract.ts
 const abi = [...iPoolV310Abi, ...iPausableAbi];
 var PoolV310Contract = class extends BaseContract {
@@ -47,12 +46,6 @@ var PoolV310Contract = class extends BaseContract {
 		return this.totalSupply * this.dieselRate / RAY;
 	}
 	/**
-	* {@inheritDoc IPoolContract.utilization}
-	*/
-	get utilization() {
-		return calcUtilization(this.borrowed, this.expectedLiquidity);
-	}
-	/**
 	* {@inheritDoc IPoolContract.unwrappedUnderlying}
 	*/
 	get unwrappedUnderlying() {

package/dist/esm/sdk/market/pool/math.js

@@ -1,5 +1,5 @@
 import { PERCENTAGE_FACTOR } from "../../constants/math.js";
-import { calcUtilization } from "../math.js";
+import { calcUtilizationRaw } from "../math.js";
 //#region src/sdk/market/pool/math.ts
 const FULL = Number(PERCENTAGE_FACTOR);
 /**
@@ -28,7 +28,7 @@ function borrowRateAtUtilization(utilization, params) {
 **/
 function utilizationAfterLiquidityChange(expectedLiquidity, availableLiquidity, availableLiquidityChange) {
 	const borrowed = expectedLiquidity - (availableLiquidity + availableLiquidityChange);
-	return calcUtilization(borrowed, expectedLiquidity);
+	return calcUtilizationRaw(borrowed, expectedLiquidity);
 }
 /**
 * Rate depositors earn at a given utilization, in basis points: the interest

package/dist/esm/sdk/market/zapper/IETHZapperContract.js

@@ -1,5 +1,5 @@
-import { iethZapperAbi } from "../../../abi/iETHZapper.js";
 import { ZapperContract } from "./ZapperContract.js";
+import { iethZapperAbi } from "../../../abi/iETHZapper.js";
 //#region src/sdk/market/zapper/IETHZapperContract.ts
 const abi = iethZapperAbi;
 var IETHZapperContract = class extends ZapperContract {

package/dist/esm/sdk/market/zapper/ZapperContract.js

@@ -1,6 +1,6 @@
-import { iZapperAbi } from "../../../abi/iZapper.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iZapperAbi } from "../../../abi/iZapper.js";
 import { UnsupportedZapperFunctionError } from "./errors.js";
 //#region src/sdk/market/zapper/ZapperContract.ts
 /**

package/dist/esm/sdk/pools/PoolService.js

@@ -1,5 +1,5 @@
-import { ierc20Abi } from "../../abi/iERC20.js";
 import { AddressSet } from "../utils/AddressSet.js";
+import { ierc20Abi } from "../../abi/iERC20.js";
 import "../constants/addresses.js";
 import { PERCENTAGE_FACTOR, RAY } from "../constants/math.js";
 import "../constants/index.js";

package/dist/esm/sdk/utils/viem/simulateWithPriceUpdates.js

@@ -1,6 +1,6 @@
 import { errorAbis } from "../../../abi/errors.js";
-import { iUpdatablePriceFeedAbi } from "../../../abi/iUpdatablePriceFeed.js";
 import { generateCastTraceCall } from "./cast.js";
+import { iUpdatablePriceFeedAbi } from "../../../abi/iUpdatablePriceFeed.js";
 import { simulateMulticall } from "./simulateMulticall.js";
 import { BaseError, CallExecutionError, ContractFunctionRevertedError, decodeFunctionData, decodeFunctionResult, encodeFunctionData, parseAbi } from "viem";
 import { getAction, parseAccount } from "viem/utils";

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

@@ -26,7 +26,7 @@ type ExpectedDiffReason = "mode-scoped" | "tolerance";
 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 +74,7 @@ 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 +165,7 @@ 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/model/opportunities.d.ts

@@ -132,17 +132,11 @@ interface OpportunityBase {
    **/
   underlyingToken: Token;
   /**
-   * 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.