@gearbox-protocol/sdk 16.0.0-next.28 → 16.0.0-next.29

package/dist/esm/onchain/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/onchain/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/onchain/market/credit/CreditFacadeV310BaseContract.ts
 const abi = [
 	...iCreditFacadeV310Abi,

package/dist/esm/onchain/market/credit/creditOperationMarket.js

@@ -0,0 +1,30 @@
+import { PERCENTAGE_FACTOR } from "../../constants/math.js";
+//#region src/onchain/market/credit/creditOperationMarket.ts
+/**
+* What a liquidation takes off an account, in basis points: the premium the
+* liquidator keeps plus the protocol's own fee, with the suite's expiration
+* already resolved.
+*
+* Not {@link LiquidationFees.liquidationDiscount}, which is the complement of
+* the premium alone (`100% - liquidationPremium`) and says what share of the
+* seized collateral repays the debt.
+**/
+function totalLiquidationDiscount(suite) {
+	const { feeLiquidation, liquidationDiscount } = suite.liquidationFees();
+	return Number(PERCENTAGE_FACTOR) - liquidationDiscount + feeLiquidation;
+}
+/**
+* The market half of every credit operation result, read off the suite that
+* serves it. Spread into a preview or a projection so the four fields are
+* filled in one place and cannot drift apart between the two halves of the SDK.
+**/
+function creditOperationMarket(suite) {
+	return {
+		creditManager: suite.creditManager.address,
+		name: suite.name,
+		curator: suite.marketConfigurator.address,
+		liquidationDiscount: totalLiquidationDiscount(suite)
+	};
+}
+//#endregion
+export { creditOperationMarket, totalLiquidationDiscount };

package/dist/esm/onchain/market/credit/index.js

@@ -4,6 +4,7 @@ import { CreditFacadeV310Contract } from "./CreditFacadeV310Contract.js";
 import { CreditManagerV310Contract } from "./CreditManagerV310Contract.js";
 import { dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./collateralUtils.js";
 import { CreditSuite } from "./CreditSuite.js";
+import { creditOperationMarket, totalLiquidationDiscount } from "./creditOperationMarket.js";
 import { expectedBalanceDeltas } from "./expectedBalanceDeltas.js";
 import "./types.js";
-export { CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, abi as creditFacadeV310Abi, dominantCollateral, expectedBalanceDeltas, isStrategyCollateral, pickStrategyTargetCollateral };
+export { CreditConfiguratorV310Contract, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, abi as creditFacadeV310Abi, creditOperationMarket, dominantCollateral, expectedBalanceDeltas, isStrategyCollateral, pickStrategyTargetCollateral, totalLiquidationDiscount };

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

@@ -92,8 +92,10 @@ import { CreditManagerV310Contract } from "./credit/CreditManagerV310Contract.js
 import { strategyName } from "./strategyName.js";
 import { dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
 import { CreditSuite } from "./credit/CreditSuite.js";
+import { creditOperationMarket, totalLiquidationDiscount } from "./credit/creditOperationMarket.js";
 import { expectedBalanceDeltas } from "./credit/expectedBalanceDeltas.js";
 import "./credit/index.js";
+import { collateralPriceInUnderlying } from "./oracle/collateralPriceInUnderlying.js";
 import { isUpdatablePriceFeed } from "./pricefeeds/isUpdatablePriceFeed.js";
 import { PriceFeedRef } from "./pricefeeds/PriceFeedRef.js";
 import { AbstractPriceFeedContract, PartialPriceFeedInitError } from "./pricefeeds/AbstractPriceFeed.js";
@@ -144,4 +146,4 @@ 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, 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 };
+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, collateralPriceInUnderlying, createAdapter, createPriceOracle, createZapper, abi as creditFacadeV310Abi, creditOperationMarket, 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, totalLiquidationDiscount, usdToNumber };

package/dist/esm/onchain/market/oracle/collateralPriceInUnderlying.js

@@ -0,0 +1,26 @@
+import { PRICE_DECIMALS } from "../../constants/math.js";
+//#region src/onchain/market/oracle/collateralPriceInUnderlying.ts
+/**
+* What one unit of `collateral` costs in `underlying` right now, in the
+* oracle's 8-decimal (`PRICE_DECIMALS`) fixed point — the scale and the
+* denomination `calcLiquidationPrice` answers in, so the two figures are read
+* as a pair.
+*
+* Both sides come from the oracle's **main** feeds: this is the price the
+* market quotes, not the conservative one a hand-over is weighed at.
+*
+* `null` when the oracle cannot answer for either token, or prices the
+* underlying at zero — a screen shows a gap rather than a number derived from
+* a missing feed.
+**/
+function collateralPriceInUnderlying(oracle, collateral, underlying) {
+	try {
+		const underlyingPrice = oracle.mainPrice(underlying);
+		if (underlyingPrice <= 0n) return null;
+		return oracle.mainPrice(collateral) * PRICE_DECIMALS / underlyingPrice;
+	} catch {
+		return null;
+	}
+}
+//#endregion
+export { collateralPriceInUnderlying };

package/dist/esm/onchain/market/oracle/index.js

@@ -1,4 +1,5 @@
+import { collateralPriceInUnderlying } from "./collateralPriceInUnderlying.js";
 import { PriceOracleV310Contract } from "./PriceOracleV310Contract.js";
 import { createPriceOracle } from "./createPriceOracle.js";
 import "./types.js";
-export { PriceOracleV310Contract, createPriceOracle };
+export { PriceOracleV310Contract, collateralPriceInUnderlying, createPriceOracle };

package/dist/esm/onchain/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";
@@ -8,6 +7,7 @@ import "../../utils/index.js";
 import { SdkRWADataNotLoadedError } from "../../core/errors.js";
 import { BaseContract } from "../../base/BaseContract.js";
 import "../../base/index.js";
+import { iPausableAbi } from "../../../abi/iPausable.js";
 //#region src/onchain/market/pool/PoolV310Contract.ts
 const abi = [...iPoolV310Abi, ...iPausableAbi];
 var PoolV310Contract = class extends BaseContract {

package/dist/esm/onchain/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/onchain/market/zapper/IETHZapperContract.ts
 const abi = iethZapperAbi;
 var IETHZapperContract = class extends ZapperContract {

package/dist/esm/onchain/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/onchain/market/zapper/ZapperContract.ts
 /**

package/dist/esm/onchain/positions/PositionsService.js

@@ -7,13 +7,15 @@ import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
 import { bpsToRay, calcBorrowApy, calcPositionLeverage, healthFactorBps, usdToNumber } from "../market/math.js";
 import { strategyName } from "../market/strategyName.js";
+import { creditOperationMarket } from "../market/credit/creditOperationMarket.js";
 import { isFilterSet } from "../../model/filters.js";
 import { STRATEGY_POSITION_COLLATERAL_ERROR, matchesPositionFilter } from "../../model/positions.js";
 import "../../model/index.js";
+import { collateralPriceInUnderlying } from "../market/oracle/collateralPriceInUnderlying.js";
 import { borrowRateAtUtilization, utilizationAfterLiquidityChange } from "../market/pool/math.js";
 import { calcBorrowRate } from "./calcBorrowRate.js";
 import { calcHealthFactor } from "./calcHealthFactor.js";
-import { calcLiquidationPrice } from "./calcLiquidationPrice.js";
+import { calcLiquidationPrice, soleNonUnderlyingCollateral } from "./calcLiquidationPrice.js";
 import { calcTimeToLiquidationMs } from "./calcTimeToLiquidationMs.js";
 import { accountSnapshotFromCreditAccountData } from "./types.js";
 //#region src/onchain/positions/PositionsService.ts
@@ -163,6 +165,20 @@ var PositionsService = class extends SDKConstruct {
 		});
 	}
 	/**
+	* What the collateral {@link liquidationPrice} is quoted for costs in the
+	* market underlying right now, in the same `PRICE_DECIMALS` fixed point —
+	* the pair a form shows beside the liquidation price. `null` under exactly
+	* the conditions that leave the liquidation price `null`, plus an oracle
+	* that cannot answer for either side.
+	**/
+	currentPrice(snapshot) {
+		const market = this.sdk.marketRegister.findByCreditManager(snapshot.creditManager);
+		const underlying = market.pool.underlying;
+		const collateral = soleNonUnderlyingCollateral(snapshot, underlying);
+		if (!collateral) return null;
+		return collateralPriceInUnderlying(market.priceOracle, collateral, underlying);
+	}
+	/**
 	* Every derived number of an account state at once — the whole
 	* {@link AccountMetrics} half of a projection.
 	*
@@ -228,8 +244,7 @@ var PositionsService = class extends SDKConstruct {
 		const market = this.sdk.marketRegister.findByCreditManager(creditManager);
 		const { priceOracle } = market;
 		return {
-			creditManager,
-			name: this.sdk.marketRegister.findCreditManager(creditManager).name,
+			...creditOperationMarket(this.sdk.marketRegister.findCreditManager(creditManager)),
 			totalValue: market.toUnderlyingAmount(totalValue),
 			totalDebt: market.toUnderlyingAmount(totalDebt),
 			netValue: market.toUnderlyingAmount(totalValue - totalDebt),

package/dist/esm/onchain/positions/calcLiquidationPrice.js

@@ -10,13 +10,22 @@ import { isAddressEqual } from "viem";
 * holds exactly one non-dust non-underlying asset; otherwise `null`.
 **/
 function calcLiquidationPrice(props) {
-	const { snapshot, underlying } = props;
-	const targets = snapshot.assets.filter((a) => a.balance > 10n && !isAddressEqual(a.token, underlying));
-	if (targets.length !== 1) return null;
+	const targetToken = soleNonUnderlyingCollateral(props.snapshot, props.underlying);
+	if (!targetToken) return null;
 	return calcLiquidationPriceForTarget({
 		...props,
-		targetToken: targets[0].token
+		targetToken
 	});
 }
+/**
+* The one collateral a liquidation price — and the current price beside it —
+* can be quoted for: the account's single non-dust, non-underlying asset.
+* `null` when it holds none or several, which is the case neither figure
+* exists for.
+**/
+function soleNonUnderlyingCollateral(snapshot, underlying) {
+	const targets = snapshot.assets.filter((a) => a.balance > 10n && !isAddressEqual(a.token, underlying));
+	return targets.length === 1 ? targets[0].token : null;
+}
 //#endregion
-export { calcLiquidationPrice };
+export { calcLiquidationPrice, soleNonUnderlyingCollateral };

package/dist/esm/onchain/positions/index.js

@@ -1,9 +1,9 @@
 import { calcBorrowRate } from "./calcBorrowRate.js";
 import { calcHealthFactor } from "./calcHealthFactor.js";
 import { calcLiquidationPriceForTarget } from "./calcLiquidationPriceForTarget.js";
-import { calcLiquidationPrice } from "./calcLiquidationPrice.js";
+import { calcLiquidationPrice, soleNonUnderlyingCollateral } from "./calcLiquidationPrice.js";
 import { calcTimeToLiquidationMs } from "./calcTimeToLiquidationMs.js";
 import { MultichainPositionsService } from "./MultichainPositionsService.js";
 import { accountSnapshotFromCreditAccountData } from "./types.js";
 import { PositionsService } from "./PositionsService.js";
-export { MultichainPositionsService, PositionsService, accountSnapshotFromCreditAccountData, calcBorrowRate, calcHealthFactor, calcLiquidationPrice, calcLiquidationPriceForTarget, calcTimeToLiquidationMs };
+export { MultichainPositionsService, PositionsService, accountSnapshotFromCreditAccountData, calcBorrowRate, calcHealthFactor, calcLiquidationPrice, calcLiquidationPriceForTarget, calcTimeToLiquidationMs, soleNonUnderlyingCollateral };

package/dist/esm/onchain/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/esm/preview/preview/buildDelayedStrategyVerify.js

@@ -1,6 +1,7 @@
 import { AssetsMap } from "../../onchain/utils/AssetsMap.js";
 import { BigIntMath } from "../../onchain/utils/bigint-math.js";
 import { DUST_THRESHOLD } from "../../onchain/constants/math.js";
+import { creditOperationMarket } from "../../onchain/market/credit/creditOperationMarket.js";
 import { ERROR_UNPRICEABLE_TOKEN, asEstimated } from "../../model/previews.js";
 import "../../model/index.js";
 import "../../onchain/index.js";
@@ -165,8 +166,7 @@ function buildClosePreview(post, converter, receivedToken, sdk) {
 	return {
 		operation: "CloseCreditAccount",
 		permanent: false,
-		creditManager: post.creditManager,
-		name: sdk.marketRegister.findCreditManager(post.creditManager).name,
+		...creditOperationMarket(sdk.marketRegister.findCreditManager(post.creditManager)),
 		creditAccount: post.creditAccount,
 		receivedAmount: oracle.toTokenAmount(receivedToken, BigIntMath.max(totalValue - post.totalDebt, 0n)),
 		error: converter.error

package/dist/esm/preview/preview/previewExitOrRepayStrategyVerify.js

@@ -1,5 +1,6 @@
 import { AP_WETH_TOKEN } from "../../onchain/constants/address-provider.js";
 import "../../onchain/constants/math.js";
+import { creditOperationMarket } from "../../onchain/market/credit/creditOperationMarket.js";
 import "../../onchain/index.js";
 import { classifyCloseOrRepay } from "./detectCloseOrRepay.js";
 import { replayMulticall } from "./replayMulticall.js";
@@ -31,8 +32,7 @@ function previewCloseCreditAccount(input, operation, permanent, replay) {
 	return {
 		operation: "CloseCreditAccount",
 		permanent,
-		creditManager: operation.creditManager,
-		name: sdk.marketRegister.findCreditManager(operation.creditManager).name,
+		...creditOperationMarket(sdk.marketRegister.findCreditManager(operation.creditManager)),
 		creditAccount: operation.creditAccount,
 		receivedAmount: market.priceOracle.toTokenAmount(receivedToken, after.collateralWithdrawn.getOrZero(receivedToken)),
 		error
@@ -52,8 +52,7 @@ function previewRepayCreditAccount(input, operation, permanent, replay) {
 	return {
 		operation: "RepayCreditAccount",
 		permanent,
-		creditManager: operation.creditManager,
-		name: sdk.marketRegister.findCreditManager(operation.creditManager).name,
+		...creditOperationMarket(sdk.marketRegister.findCreditManager(operation.creditManager)),
 		creditAccount: operation.creditAccount,
 		collateralAdded: collateralAdded.map((a) => market.priceOracle.toTokenAmount(a.token, a.balance)),
 		debtRepaid: market.toUnderlyingAmount(before.totalDebt - after.account.totalDebt),

package/dist/esm/preview/preview/previewOperation.js

@@ -1,3 +1,5 @@
+import { creditOperationMarket } from "../../onchain/market/credit/creditOperationMarket.js";
+import "../../onchain/index.js";
 import { parseOperationCalldata } from "../parse/parseOperationCalldata.js";
 import { isPoolOperation } from "../parse/types.js";
 import "../parse/index.js";
@@ -66,8 +68,7 @@ async function previewMulticallOperation(input, operation, options) {
 	return {
 		operation: "DelayedCreditAccountOperation",
 		creditAccount: operation.creditAccount,
-		creditManager: operation.creditManager,
-		name: sdk.marketRegister.findCreditManager(operation.creditManager).name,
+		...creditOperationMarket(sdk.marketRegister.findCreditManager(operation.creditManager)),
 		intent: delayed.intent,
 		instantPreview,
 		delayedPreview: buildDelayedStrategyVerify(after.account, before, delayed, convert, receivedToken, sdk)

package/dist/esm/preview/simulate/simulatePoolOperation.js

@@ -1,5 +1,5 @@
-import { iZapperAbi } from "../../abi/iZapper.js";
 import { iPoolV310Abi } from "../../abi/310/generated.js";
+import { iZapperAbi } from "../../abi/iZapper.js";
 import { asPreviewSimulationError } from "./errors.js";
 //#region src/preview/simulate/simulatePoolOperation.ts
 function previewRead(operation) {

package/dist/esm/preview/trace/extractTransfers.js

@@ -1,5 +1,5 @@
-import { ierc20Abi } from "../../abi/iERC20.js";
 import { iCreditFacadeV310Abi } from "../../abi/310/generated.js";
+import { ierc20Abi } from "../../abi/iERC20.js";
 import { AddressMap } from "../../onchain/utils/AddressMap.js";
 import "../../onchain/index.js";
 import { UnexpectedFacadeEventOrderError } from "./errors.js";

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

@@ -15,8 +15,8 @@ import { Notice, NoticeKind, NoticeSubject } from "./notices.js";
 import { noticeKindSchema, noticeSchema } from "./notices.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 { AccountHoldings, AccountMetrics, AccountProjection, AccountStateChange, 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, Estimated, EstimatedProjection, OperationPreview, OperationPreviewError, PoolOperationType, PreviewAdjustStrategyVerify, PreviewDelayedStrategyVerify, PreviewExitStrategyVerify, PreviewInstantStrategyVerify, PreviewLpVerify, PreviewOpenStrategyVerify, PreviewOperationInput, PreviewOperationOptions, PreviewRepayStrategyVerify, RoutedField, asEstimated } from "./previews.js";
+import { AccountHoldings, AccountMetrics, AccountProjection, AccountStateChange, CreditOperationMarket, 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, Estimated, EstimatedProjection, OperationPreview, OperationPreviewError, PoolOperationType, PreviewAdjustStrategyVerify, PreviewDelayedStrategyVerify, PreviewExitStrategyVerify, PreviewInstantStrategyVerify, PreviewLpVerify, PreviewOpenStrategyVerify, PreviewOperationInput, PreviewOperationOptions, PreviewRepayStrategyVerify, RoutedField, asEstimated } 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 { AccountHoldings, AccountMetrics, AccountProjection, AccountStateChange, 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, CompareTag, CompareTolerance, Curator, CuratorName, DataResponse, DataSource, DelayedAddCollateralIntent, DelayedCloseAccountIntent, 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, Estimated, EstimatedProjection, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Notice, NoticeKind, NoticeSubject, OperationPreview, OperationPreviewError, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, OpportunityTotals, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOperationType, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, PreviewAdjustStrategyVerify, PreviewDelayedStrategyVerify, PreviewExitStrategyVerify, PreviewInstantStrategyVerify, PreviewLpVerify, PreviewOpenStrategyVerify, PreviewOperationInput, PreviewOperationOptions, PreviewRepayStrategyVerify, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, ResponseMetadata, Rewards, RewardsPnL, RoutedField, 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, asEstimated, 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 };
+export { AccountHoldings, AccountMetrics, AccountProjection, AccountStateChange, 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, CompareTag, CompareTolerance, CreditOperationMarket, Curator, CuratorName, DataResponse, DataSource, DelayedAddCollateralIntent, DelayedCloseAccountIntent, 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, Estimated, EstimatedProjection, FILTER_ALL, FilterAll, Filterable, GridSampling, InstantReceivedAsset, Leverage, LiquidatableAccount, LiquidatableAccountFilter, LiquidationApproval, LiquidationDetails, LiquidationPosition, Notice, NoticeKind, NoticeSubject, OperationPreview, OperationPreviewError, Opportunity, OpportunityBase, OpportunityChartMetric, OpportunityDetail, OpportunityFilter, OpportunityId, OpportunityKey, OpportunityKind, OpportunityTotals, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PnlBreakdown, PointRewards, PointsProgram, PointsProgramPnL, PointsRewardsPnL, PoolOperationType, PoolOpportunity, PoolOpportunityChartMetric, PoolOpportunityDetail, PoolOpportunityKey, PoolOpportunityRef, PoolPosition, PoolPositionChartMetric, PoolPositionKey, PoolPositionRef, Position, PositionChartMetric, PositionCollateral, PositionFilter, PositionId, PositionKey, PositionKind, PositionTransaction, PositionTransactionKind, PositionsTotals, PreviewAdjustStrategyVerify, PreviewDelayedStrategyVerify, PreviewExitStrategyVerify, PreviewInstantStrategyVerify, PreviewLpVerify, PreviewOpenStrategyVerify, PreviewOperationInput, PreviewOperationOptions, PreviewRepayStrategyVerify, PriceFeedData, PriceFeedSummary, QuotaAsset, RateCurve, RateCurvePoint, ReceivedAsset, ResponseMetadata, Rewards, RewardsPnL, RoutedField, 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, asEstimated, 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/previews.d.ts

@@ -142,6 +142,40 @@ interface PreviewLpVerify {
    */
   error?: OperationPreviewError;
 }
+/**
+ * The market a credit operation acts on, reported the same way by every half of
+ * the SDK: the calldata previews, the intents engine's projections and the
+ * open-strategy walk all carry it, so a screen naming the market needs nothing
+ * beside the result it already holds.
+ **/
+interface CreditOperationMarket {
+  /**
+   * Credit manager the account belongs to. Carried on the result itself so a
+   * caller weighing one — `checkSimulation` among them — needs nothing beside
+   * it to find the market.
+   */
+  creditManager: Address;
+  /**
+   * Human-readable credit manager name.
+   */
+  name: string;
+  /**
+   * Market configurator of the market {@link creditManager} belongs to — the
+   * on-chain identity of the curator, which is what a curator link and a
+   * curator name resolve from. Not a personal wallet.
+   */
+  curator: Address;
+  /**
+   * What a liquidation takes off the account, in basis points: the premium the
+   * liquidator keeps plus the protocol's own fee.
+   *
+   * Not the credit manager's `liquidationDiscount`, which is the complement of
+   * the premium alone (`100% - liquidationPremium`) and says what share of the
+   * collateral repays the debt. This is the figure a position screen labels
+   * "Liquidation Discount": `liquidationPremium + feeLiquidation`.
+   */
+  liquidationDiscount: Bps;
+}
 /**
  * What an account is worth and what it is made of, once an operation has run.
  *
@@ -250,18 +284,7 @@ interface AccountMetrics {
  * what they mean on a {@link StrategyPosition}, down to the token an amount
  * names — an RWA market reports USDC, not the dcUSDC wrapper the pool holds.
  **/
-interface AccountProjection extends AccountHoldings, AccountMetrics {
-  /**
-   * Credit manager the account belongs to. Carried on the projection itself so
-   * a caller weighing one — `checkSimulation` among them — needs nothing beside
-   * it to find the market.
-   */
-  creditManager: Address;
-  /**
-   * Human-readable credit manager name.
-   */
-  name: string;
-}
+interface AccountProjection extends CreditOperationMarket, AccountHoldings, AccountMetrics {}
 /**
  * The fields of an {@link AccountProjection} a routed leg's outcome decides.
  *
@@ -409,9 +432,9 @@ interface PreviewAdjustStrategyVerify extends EstimatedProjection, AccountStateC
  *
  * Carries no {@link AccountProjection}: the account it describes ends up empty,
  * so there is no position left to weigh — what a caller wants to know is the
- * payout.
+ * payout. The market it happened in is still named, as everywhere else.
  **/
-interface PreviewExitStrategyVerify {
+interface PreviewExitStrategyVerify extends CreditOperationMarket {
   operation: "CloseCreditAccount";
   /**
    * True when the account is closed permanently (facade `closeCreditAccount`
@@ -419,14 +442,6 @@ interface PreviewExitStrategyVerify {
    * (plain multicall).
    */
   permanent: boolean;
-  /**
-   * Credit manager the account belongs to
-   */
-  creditManager: Address;
-  /**
-   * Human-readable credit manager name
-   */
-  name: string;
   /**
    * Credit account that is being closed
    */
@@ -459,7 +474,7 @@ interface PreviewExitStrategyVerify {
  * Carries no {@link AccountProjection} for the same reason the exit does not:
  * the loan ends here, so the risk metrics have nothing left to describe.
  **/
-interface PreviewRepayStrategyVerify {
+interface PreviewRepayStrategyVerify extends CreditOperationMarket {
   operation: "RepayCreditAccount";
   /**
    * True when the account is closed permanently (facade `closeCreditAccount`
@@ -467,14 +482,6 @@ interface PreviewRepayStrategyVerify {
    * (plain multicall).
    */
   permanent: boolean;
-  /**
-   * Credit manager the account belongs to
-   */
-  creditManager: Address;
-  /**
-   * Human-readable credit manager name
-   */
-  name: string;
   /**
    * Credit account that is being repaid
    */
@@ -524,20 +531,12 @@ type PreviewInstantStrategyVerify = PreviewAdjustStrategyVerify | PreviewExitStr
  * the actual claim token materializes later, when the withdrawal is claimed and
  * the recorded (if any) is resumed
  */
-interface PreviewDelayedStrategyVerify {
+interface PreviewDelayedStrategyVerify extends CreditOperationMarket {
   operation: "DelayedCreditAccountOperation";
   /**
    * Credit account the operation is performed on
    */
   creditAccount: Address;
-  /**
-   * Credit manager the account belongs to
-   */
-  creditManager: Address;
-  /**
-   * Human-readable credit manager name
-   */
-  name: string;
   /**
    * Decoded from the withdrawal request's extraData; undefined when the
    * request carries no intent (e.g. Mellow)
@@ -562,4 +561,4 @@ interface PreviewDelayedStrategyVerify {
  */
 type OperationPreview = PreviewLpVerify | PreviewOpenStrategyVerify | PreviewAdjustStrategyVerify | PreviewExitStrategyVerify | PreviewRepayStrategyVerify | PreviewDelayedStrategyVerify;
 //#endregion
-export { AccountHoldings, AccountMetrics, AccountProjection, AccountStateChange, 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, Estimated, EstimatedProjection, OperationPreview, OperationPreviewError, PoolOperationType, PreviewAdjustStrategyVerify, PreviewDelayedStrategyVerify, PreviewExitStrategyVerify, PreviewInstantStrategyVerify, PreviewLpVerify, PreviewOpenStrategyVerify, PreviewOperationInput, PreviewOperationOptions, PreviewRepayStrategyVerify, RoutedField, asEstimated };
+export { AccountHoldings, AccountMetrics, AccountProjection, AccountStateChange, CreditOperationMarket, 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, Estimated, EstimatedProjection, OperationPreview, OperationPreviewError, PoolOperationType, PreviewAdjustStrategyVerify, PreviewDelayedStrategyVerify, PreviewExitStrategyVerify, PreviewInstantStrategyVerify, PreviewLpVerify, PreviewOpenStrategyVerify, PreviewOperationInput, PreviewOperationOptions, PreviewRepayStrategyVerify, RoutedField, asEstimated };

package/dist/types/onchain/accounts/intents/open-strategy.d.ts

@@ -35,6 +35,18 @@ interface OpenStrategyProps {
 interface OpenStrategyPreview extends Omit<AccountProjection, "assets" | "quotas"> {
   /** What the routed leg lost to market depth; `undefined` if not measured. */
   priceImpact: PathLossRate | undefined;
+  /**
+   * What the position's collateral costs in the market underlying right now, in
+   * the oracle's 8-decimal fixed point — the same scale and the same pair as
+   * {@link liquidationPrice}, so a screen showing both reads them as one pair.
+   *
+   * `null` where there is no pair to quote: an account holding zero or several
+   * non-underlying assets, or one whose collateral the oracle cannot price.
+   *
+   * Simulations only. A calldata preview is not asked for it: it reports what a
+   * transaction does, not what the market costs while a form is open.
+   */
+  currentPrice: bigint | null;
   /** Expected post-open balances. */
   averageAssets: TokenAmount[];
   /** Floor post-open balances after slippage. */

package/dist/types/onchain/accounts/intents/testing/sdk-mock.d.ts

@@ -13,6 +13,17 @@ import { Address } from "viem";
  * from their inputs, so `result.calls` pins down which ops reached the
  * assembler and in which order.
  */
+/** Market configurator the mock market is governed by — the curator's address. */
+declare const MOCK_MARKET_CONFIGURATOR: Address;
+/**
+ * Liquidation fees of the mock suite: a 3% premium (the manager reports its
+ * complement) on top of a 1.5% protocol fee, so the discount a screen shows is
+ * 450bps.
+ */
+declare const MOCK_LIQUIDATION_FEES: {
+  feeLiquidation: number;
+  liquidationDiscount: number;
+};
 /** Recognizable router call embedded in routed leg results. */
 declare const MOCK_ROUTER_CALL: MultiCall;
 /** Router call of the many-to-one leg an exit routes. */

package/dist/types/onchain/accounts/intents/types.d.ts

@@ -41,6 +41,18 @@ interface OperationState extends AccountProjection {
    * routed or nothing could be measured — never a manufactured zero.
    */
   priceImpact: PathLossRate | undefined;
+  /**
+   * What the position's collateral costs in the market underlying right now, in
+   * the oracle's 8-decimal fixed point — the same scale and the same pair as
+   * {@link liquidationPrice}, so a screen showing both reads them as one pair.
+   *
+   * `null` where there is no pair to quote: an account holding zero or several
+   * non-underlying assets, or one whose collateral the oracle cannot price.
+   *
+   * Simulations only. A calldata preview is not asked for it: it reports what a
+   * transaction does, not what the market costs while a form is open.
+   */
+  currentPrice: bigint | null;
 }
 /**
  * What a preview yields: the operation chain, the state it projects, and the