@gearbox-protocol/sdk 16.0.0-next.5 → 16.0.0-next.50

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

@@ -1,8 +1,9 @@
+import { UnpriceableTokenError, unpriceableTokenError } from "./oracle/errors.js";
 import { PHANTOM_TOKEN_MIDAS_REDEMPTION, RWA_LIQUIDATOR_MIDAS } from "./rwa/midas/constants.js";
 import { MidasLiquidatorContract } from "./rwa/midas/MidasLiquidatorContract.js";
 import { PHANTOM_TOKEN_SECURITIZE_REDEMPTION, RWA_FACTORY_SECURITIZE, RWA_LIQUIDATOR_SECURITIZE } from "./rwa/securitize/constants.js";
 import { SecuritizeLiquidatorContract } from "./rwa/securitize/SecuritizeLiquidatorContract.js";
-import { GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_TYPES, isRWAFactory } from "./rwa/types.js";
+import { GetInvestorOptions, GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_TYPES, isRWAFactory } from "./rwa/types.js";
 import { DStokenData, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactoryStateHuman, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature } from "./rwa/securitize/types.js";
 import { SecuritizeRWAFactory } from "./rwa/securitize/SecuritizeRWAFactory.js";
 import { RWARegistry } from "./rwa/RWARegistry.js";
@@ -120,12 +121,13 @@ import { WstETHPriceFeedContract } from "./pricefeeds/WstETHPriceFeed.js";
 import { YearnPriceFeedContract } from "./pricefeeds/YearnPriceFeed.js";
 import { ZeroPriceFeedContract } from "./pricefeeds/ZeroPriceFeed.js";
 import "./pricefeeds/index.js";
-import { BalanceDelta, CreditAccountTokenQuota, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, LiquidationFees, PartialLiquidationParams, PrepareUpdateQuotasProps } from "./credit/types.js";
+import { BalanceDelta, CreditAccountTokenQuota, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, LiquidationFees, PartialLiquidationParams, PrepareUpdateQuotasProps, QuotaSlice } from "./credit/types.js";
 import { CreditConfiguratorV310Contract, RampEvent } from "./credit/CreditConfiguratorV310Contract.js";
 import { CreditFacadeV310Abi as abi, CreditFacadeV310BaseContract } from "./credit/CreditFacadeV310BaseContract.js";
 import { CreditFacadeV310Contract } from "./credit/CreditFacadeV310Contract.js";
 import { CreditManagerV310Contract } from "./credit/CreditManagerV310Contract.js";
-import { IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions } from "./oracle/types.js";
+import { ConvertFn, IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions } from "./oracle/types.js";
+import { collateralPriceInUnderlying } from "./oracle/collateralPriceInUnderlying.js";
 import { createPriceOracle } from "./oracle/createPriceOracle.js";
 import { PriceOracleV310Contract } from "./oracle/PriceOracleV310Contract.js";
 import "./oracle/index.js";
@@ -135,15 +137,15 @@ import { LinearInterestRateModelContract } from "./pool/LinearInterestRateModelC
 import { PoolSuite } from "./pool/PoolSuite.js";
 import { PoolV310Contract } from "./pool/PoolV310Contract.js";
 import "./pool/index.js";
-import { MarketSuite } from "./MarketSuite.js";
+import { MarketSuite, ValueInUnderlying } from "./MarketSuite.js";
 import { CreditSuite } from "./credit/CreditSuite.js";
 import { StrategyCollateralProps, dominantCollateral, isStrategyCollateral, pickStrategyTargetCollateral } from "./credit/collateralUtils.js";
 import { ExpectedBalanceDeltasProps, ExpectedOutput, expectedBalanceDeltas } from "./credit/expectedBalanceDeltas.js";
 import "./credit/index.js";
 import { CompressorZapperData, ZapperData } from "./types.js";
+import { UnsupportedZapperFunctionError } from "./zapper/errors.js";
 import { IZapperContract, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem } from "./zapper/types.js";
 import { createZapper } from "./zapper/createZapper.js";
-import { UnsupportedZapperFunctionError } from "./zapper/errors.js";
 import { ZapperContract } from "./zapper/ZapperContract.js";
 import { IERC20ZapperContract } from "./zapper/IERC20ZapperContract.js";
 import { IETHZapperContract } from "./zapper/IETHZapperContract.js";
@@ -151,4 +153,4 @@ import "./zapper/index.js";
 import { MarketRegister, MarketRegistryState, MarketRegistryStateHuman } from "./MarketRegister.js";
 import { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, QuotaMode, StrategyRateInputs, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, rayToBps, usdToNumber } from "./math.js";
 import { strategyName } from "./strategyName.js";
-export { AbstractAdapterContract, AbstractAdapterContractOptions, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterContractStateHuman, AdapterContractType, AdapterFactoryArgs, AdapterProtocolOperation, AdapterType, BalanceDelta, BalancerStablePriceFeedContract, BalancerSwap, BalancerV3Pool, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BasicSwapCall, BoundedPriceFeedContract, CamelotPool, CamelotV3AdapterContract, CompositePriceFeedContract, CompressorZapperData, ConcreteAdapterContractOptions, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, ConvexWithdraw, ConvexWithdrawAndClaim, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveAddLiquidity, CurveClaims, CurveCryptoPriceFeedContract, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, CurveWithdrawal, DEFAULT_QUOTA_BUFFER_BPS, DStokenData, DaiUsdsAdapterContract, DelayedWithdrawalClaim, DelayedWithdrawalRequest, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, type FetchRedstonePayloadsOptions, FluidDexAdapterContract, GaugeContract, GaugeParams, GetOpenAccountRequirementsProps, GetReward, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, IRWAFactory, IRateKeeperContract, IUpdatablePriceFeedContract, IZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, InterestRateModelType, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LatestUpdate, LegacyAdapterOperation, LidoSubmit, LidoV1AdapterContract, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MakerDeposit, MakerRedeem, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialLiquidationParams, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendlePair, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegister, PriceFeedRegisterHooks, PriceFeedRegisterOptions, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PythPriceFeed, QuotaMode, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOnRampAdapterContract, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRedemptionGatewayAdapterContract, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, StakingRewardsAdapterContract, StrategyCollateralProps, StrategyRateInputs, Swap, type TimestampedCalldata, TokenAmount, TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract, Transfers, UniswapSwap, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnsupportedZapperFunctionError, UpdatePriceFeedsResult, UpshiftVaultAdapterContract, VaultDeposit, VelodromeV2RouterAdapterContract, VersionedAbi, WithdrawCollateral, WstETHPriceFeedContract, WstETHUnwrap, WstETHV1AdapterContract, WstETHWrap, YearnPriceFeedContract, ZapperContract, ZapperData, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, classifyCurveOperation, createAdapter, createPriceOracle, createZapper, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, dominantCollateral, erc4626ReferralAdapterAbi, expectedBalanceDeltas, fetchRedstonePayloads, fnSigToName, getAdapterActionAbi, getAdapterDeployParamsAbi, getAdapterType, getRawPriceUpdates, hasAdapterDeployParamsAbi, healthFactorBps, iBalancerV3RouterAbi, iBalancerV3RouterAdapterAbi, iBalancerV3WrapperAbi, iBalancerV3WrapperAdapterAbi, iBaseOnRampAbi, iBaseRewardPoolAbi, iBoosterAbi, iCamelotV3AdapterAbi, iCamelotV3RouterAbi, iConvexV1BaseRewardPoolAdapterAbi, iConvexV1BoosterAdapterAbi, iCurvePoolAbi, iCurvePoolStableNGAbi, iCurvePool_2Abi, iCurvePool_3Abi, iCurvePool_4Abi, iCurveV1StableNgAdapterAbi, iCurveV1_2AssetsAdapterAbi, iCurveV1_3AssetsAdapterAbi, iCurveV1_4AssetsAdapterAbi, iDaiUsdsAbi, iDaiUsdsAdapterAbi, iERC4626Abi, iERC4626ReferralAbi, iFluidDexAbi, iFluidDexAdapterAbi, iInfinifiGatewayAbi, iInfinifiGatewayAdapterAbi, iInfinifiUnwindingGatewayAbi, iInfinifiUnwindingGatewayAdapterAbi, iKelpLRTDepositPoolGatewayAbi, iKelpLRTWithdrawalManagerGatewayAbi, iKelpLrtDepositPoolAdapterAbi, iKelpLrtDepositPoolGatewayAbi, iKelpLrtWithdrawalManagerAdapterAbi, iKelpLrtWithdrawalManagerGatewayAbi, iLidoV1AdapterAbi, iMellow4626VaultAdapterAbi, iMellowClaimerAbi, iMellowClaimerAdapterAbi, iMellowWrapperAbi, iMellowWrapperAdapterAbi, iMidasGatewayAdapterV311Abi, iMidasGatewayV311Abi, iMidasIssuanceVaultAdapterV310Abi, iMidasIssuanceVaultV310Abi, iMidasRedemptionVaultAdapterV310Abi, iMidasRedemptionVaultGatewayV310Abi, iPendleRouterAbi, iPendleRouterAdapterAbi, iSecuritizeOnRampAbi, iSecuritizeOnRampAdapterV310Abi, iSecuritizeRedemptionGatewayAdapterV311Abi, iSecuritizeRedemptionGatewayV311Abi, iStakingRewardsAbi, iStakingRewardsAdapterAbi, iTraderJoeRouterAbi, iTraderJoeRouterAdapterAbi, iUniswapV2AdapterAbi, iUniswapV2Router02Abi, iUniswapV3Abi, iUniswapV3AdapterAbi, iUniswapV4AdapterAbi, iUniswapV4GatewayAbi, iUpshiftVaultAdapterAbi, iUpshiftVaultGatewayAbi, iVelodromeV2RouterAbi, iVelodromeV2RouterAdapterAbi, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, iwstETHAbi, iwstEthv1AdapterAbi, lidoV1_WETHGatewayAbi, mellowDvvAdapterAbi, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, parseAdapterAction, parseAdapterDeployParams, parsePosNegAmount, pickStrategyTargetCollateral, rayToBps, rewardsFromTransfers, strategyName, swapFromTransfers, toNetTransfers, usdToNumber };
+export { AbstractAdapterContract, AbstractAdapterContractOptions, AbstractLPPriceFeedContract, AbstractPriceFeedContract, AccountMigratorAdapterContract, AdapterContractStateHuman, AdapterContractType, AdapterFactoryArgs, AdapterProtocolOperation, AdapterType, BalanceDelta, BalancerStablePriceFeedContract, BalancerSwap, BalancerV3Pool, BalancerV3PoolStatus, BalancerV3RouterAdapterContract, BalancerV3WrapperAdapterContract, BalancerWeightedPriceFeedContract, BasicSwapCall, BoundedPriceFeedContract, CamelotPool, CamelotV3AdapterContract, CompositePriceFeedContract, CompressorZapperData, ConcreteAdapterContractOptions, ConvertFn, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, ConvexWithdraw, ConvexWithdrawAndClaim, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveAddLiquidity, CurveClaims, CurveCryptoPriceFeedContract, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, CurveWithdrawal, DEFAULT_QUOTA_BUFFER_BPS, DStokenData, DaiUsdsAdapterContract, DelayedWithdrawalClaim, DelayedWithdrawalRequest, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, type FetchRedstonePayloadsOptions, FluidDexAdapterContract, GaugeContract, GaugeParams, GetInvestorOptions, GetOpenAccountRequirementsProps, GetReward, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, IRWAFactory, IRateKeeperContract, IUpdatablePriceFeedContract, IZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, InterestRateModelType, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, LatestUpdate, LegacyAdapterOperation, LidoSubmit, LidoV1AdapterContract, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MakerDeposit, MakerRedeem, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, OptimalRepaidAmountProps, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialLiquidationParams, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendlePair, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegister, PriceFeedRegisterHooks, PriceFeedRegisterOptions, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PythPriceFeed, QuotaMode, QuotaSlice, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOnRampAdapterContract, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRedemptionGatewayAdapterContract, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, StakingRewardsAdapterContract, StrategyCollateralProps, StrategyRateInputs, Swap, type TimestampedCalldata, TokenAmount, TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract, Transfers, UniswapSwap, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UnpriceableTokenError, UnsupportedZapperFunctionError, UpdatePriceFeedsResult, UpshiftVaultAdapterContract, ValueInUnderlying, VaultDeposit, VelodromeV2RouterAdapterContract, VersionedAbi, WithdrawCollateral, WstETHPriceFeedContract, WstETHUnwrap, WstETHV1AdapterContract, WstETHWrap, YearnPriceFeedContract, ZapperContract, ZapperData, ZeroPriceFeedContract, adapterActionAbi, adapterActionSelectors, adapterActionSignatures, adapterConstructorAbi, allTransfersAsTokenAmounts, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, classifyCurveOperation, collateralPriceInUnderlying, createAdapter, createPriceOracle, createZapper, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, dominantCollateral, erc4626ReferralAdapterAbi, expectedBalanceDeltas, fetchRedstonePayloads, fnSigToName, getAdapterActionAbi, getAdapterDeployParamsAbi, getAdapterType, getRawPriceUpdates, hasAdapterDeployParamsAbi, healthFactorBps, iBalancerV3RouterAbi, iBalancerV3RouterAdapterAbi, iBalancerV3WrapperAbi, iBalancerV3WrapperAdapterAbi, iBaseOnRampAbi, iBaseRewardPoolAbi, iBoosterAbi, iCamelotV3AdapterAbi, iCamelotV3RouterAbi, iConvexV1BaseRewardPoolAdapterAbi, iConvexV1BoosterAdapterAbi, iCurvePoolAbi, iCurvePoolStableNGAbi, iCurvePool_2Abi, iCurvePool_3Abi, iCurvePool_4Abi, iCurveV1StableNgAdapterAbi, iCurveV1_2AssetsAdapterAbi, iCurveV1_3AssetsAdapterAbi, iCurveV1_4AssetsAdapterAbi, iDaiUsdsAbi, iDaiUsdsAdapterAbi, iERC4626Abi, iERC4626ReferralAbi, iFluidDexAbi, iFluidDexAdapterAbi, iInfinifiGatewayAbi, iInfinifiGatewayAdapterAbi, iInfinifiUnwindingGatewayAbi, iInfinifiUnwindingGatewayAdapterAbi, iKelpLRTDepositPoolGatewayAbi, iKelpLRTWithdrawalManagerGatewayAbi, iKelpLrtDepositPoolAdapterAbi, iKelpLrtDepositPoolGatewayAbi, iKelpLrtWithdrawalManagerAdapterAbi, iKelpLrtWithdrawalManagerGatewayAbi, iLidoV1AdapterAbi, iMellow4626VaultAdapterAbi, iMellowClaimerAbi, iMellowClaimerAdapterAbi, iMellowWrapperAbi, iMellowWrapperAdapterAbi, iMidasGatewayAdapterV311Abi, iMidasGatewayV311Abi, iMidasIssuanceVaultAdapterV310Abi, iMidasIssuanceVaultV310Abi, iMidasRedemptionVaultAdapterV310Abi, iMidasRedemptionVaultGatewayV310Abi, iPendleRouterAbi, iPendleRouterAdapterAbi, iSecuritizeOnRampAbi, iSecuritizeOnRampAdapterV310Abi, iSecuritizeRedemptionGatewayAdapterV311Abi, iSecuritizeRedemptionGatewayV311Abi, iStakingRewardsAbi, iStakingRewardsAdapterAbi, iTraderJoeRouterAbi, iTraderJoeRouterAdapterAbi, iUniswapV2AdapterAbi, iUniswapV2Router02Abi, iUniswapV3Abi, iUniswapV3AdapterAbi, iUniswapV4AdapterAbi, iUniswapV4GatewayAbi, iUpshiftVaultAdapterAbi, iUpshiftVaultGatewayAbi, iVelodromeV2RouterAbi, iVelodromeV2RouterAdapterAbi, isLPPriceFeed, isRWAFactory, isStrategyCollateral, isUpdatablePriceFeed, iwstETHAbi, iwstEthv1AdapterAbi, lidoV1_WETHGatewayAbi, mellowDvvAdapterAbi, minSeizedAmount, optimalHFForPartialLiquidation, optimalRepaidAmount, parseAdapterAction, parseAdapterDeployParams, parsePosNegAmount, pickStrategyTargetCollateral, rayToBps, rewardsFromTransfers, strategyName, swapFromTransfers, toNetTransfers, unpriceableTokenError, usdToNumber };

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

@@ -26,12 +26,16 @@ declare function bpsToRay(bps: Bps): bigint;
 /**
  * Converts a USD value in the oracle's 8-decimal fixed point to a float.
  *
- * Values below {@link USD_DUST_THRESHOLD} report as `0`.
+ * Values whose magnitude is below {@link USD_DUST_THRESHOLD} report as `0`.
+ * The threshold is weighed on the magnitude because the deltas the model
+ * carries — a debt repaid, a balance sold — are negative, and dust is dust in
+ * either direction.
  *
  * @example
  * ```ts
  * // usd: $1500.50 in 8-decimal fixed point
  * usdToNumber(150_050_000_000n) // 1500.5
+ * usdToNumber(-150_050_000_000n) // -1500.5
  * ```
  **/
 declare function usdToNumber(usd: bigint): number;
@@ -132,21 +136,32 @@ declare function calcNetStrategyApy(opportunity: StrategyRateInputs, totalCollat
  **/
 declare const MAX_LEVERAGE_BUFFER_BPS = 500;
 /**
- * Highest total-value leverage a liquidation threshold allows, floored:
- * `floor((100% − buffer) / (100% − liquidationThreshold))`. At HF = 1, debt is
- * `liquidationThreshold × totalValue`, leaving `1 − liquidationThreshold` of
- * equity per unit of exposure; the {@link MAX_LEVERAGE_BUFFER_BPS} buffer
- * keeps the maxed position slightly away from that boundary.
+ * Highest total-value leverage a liquidation threshold allows, floored.
+ *
+ * At HF = 1, debt is `liquidationThreshold × totalValue`, leaving
+ * `1 − liquidationThreshold` of equity per unit of exposure; a maxed position
+ * has to stay some way off that boundary. Given a `targetHF`, that distance is
+ * solved for — `HF = liquidationThreshold × L / (L − 1)` inverts to
+ * `L = targetHF / (targetHF − liquidationThreshold)`.
+ *
+ * Without one it falls back on a flat {@link MAX_LEVERAGE_BUFFER_BPS}, which
+ * under-buffers as the threshold rises — at 95% it allows 19x, or HF ≈ 1.0028.
+ * That branch is scaffolding, kept so this parameter moves no number before
+ * the callers name a target, and goes away with the constant.
+ *
+ * @param targetHF - Health factor the maxed position should leave, in basis
+ * points. Omitted keeps the legacy buffer.
  *
  * @example
  * ```ts
  * // liquidationThreshold: 9000 bps = 90%
- * calcMaxLeverage(9000) // floor((1 − 0.05) / (1 − 0.9)) = 9x total exposure
+ * calcMaxLeverage(9000)        // floor((1 − 0.05) / (1 − 0.9)) = 9x
+ * calcMaxLeverage(9000, 10100) // floor(1.01 / (1.01 − 0.9))    = 9x
  * ```
- * @throws If `liquidationThreshold` is 100% or more, which would make
- * leverage unbounded.
+ * @throws If `liquidationThreshold` is 100% or more, or reaches a named
+ * `targetHF` — either way no leverage clears the bar.
  **/
-declare function calcMaxLeverage(liquidationThreshold: Bps): Leverage;
+declare function calcMaxLeverage(liquidationThreshold: Bps, targetHF?: Bps): Leverage;
 /**
  * Converts a credit account's health factor from the 18-decimal fixed point the
  * contracts store to basis points.

package/dist/types/onchain/market/oracle/collateralPriceInUnderlying.d.ts

@@ -0,0 +1,19 @@
+import { IPriceOracleContract } from "./types.js";
+import { Address } from "viem";
+//#region src/onchain/market/oracle/collateralPriceInUnderlying.d.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.
+ **/
+declare function collateralPriceInUnderlying(oracle: IPriceOracleContract, collateral: Address, underlying: Address): bigint | null;
+//#endregion
+export { collateralPriceInUnderlying };

package/dist/types/onchain/market/oracle/errors.d.ts

@@ -0,0 +1,19 @@
+import { IGearboxError } from "../../../model/errors.js";
+import { Address } from "viem";
+//#region src/onchain/market/oracle/errors.d.ts
+/**
+ * The oracle has no price for `token`. Preview callers attach this with
+ * `warning ??=` so a malformed-transaction warning already recorded keeps
+ * precedence.
+ **/
+interface UnpriceableTokenError extends IGearboxError {
+  code: "unpriceableToken";
+  /** Token the oracle could not price. */
+  token: Address;
+}
+/**
+ * Builds an {@link UnpriceableTokenError} for `token`.
+ **/
+declare function unpriceableTokenError(token: Address): UnpriceableTokenError;
+//#endregion
+export { UnpriceableTokenError, unpriceableTokenError };

package/dist/types/onchain/market/oracle/index.d.ts

@@ -1,4 +1,6 @@
-import { IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions } from "./types.js";
+import { UnpriceableTokenError, unpriceableTokenError } from "./errors.js";
+import { ConvertFn, IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions } from "./types.js";
+import { collateralPriceInUnderlying } from "./collateralPriceInUnderlying.js";
 import { createPriceOracle } from "./createPriceOracle.js";
 import { PriceOracleV310Contract } from "./PriceOracleV310Contract.js";
-export { IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, createPriceOracle };
+export { ConvertFn, IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, UnpriceableTokenError, collateralPriceInUnderlying, createPriceOracle, unpriceableTokenError };

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

@@ -42,6 +42,12 @@ interface PriceFeedsForAccountOptions extends PriceFeedsForTokensOptions {
    **/
   extraTokens?: Address[];
 }
+/**
+ * Token-to-token conversion at latest known prices, result in `to`-token
+ * decimals. Whether an unpriceable token throws (raw `convert`) or coerces
+ * to 0n (`safeConvert(...) ?? 0n`) is the implementation's contract.
+ */
+type ConvertFn = (from: Address, to: Address, amount: bigint) => bigint;
 /**
  * Public interface for a Gearbox price oracle contract.
  *
@@ -237,4 +243,4 @@ interface IPriceOracleContract extends IBaseContract {
   stateHuman: (raw?: boolean) => PriceOracleStateHuman;
 }
 //#endregion
-export { IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions };
+export { ConvertFn, IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions };

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

@@ -80,8 +80,8 @@ declare class PoolSuite extends SDKConstruct {
    */
   get marketConfigurator(): MarketConfiguratorContract;
   /**
-   * Underlying asset deposited into the pool and borrowed by connected credit
-   * suites.
+   * Underlying token of the market pool, as returned by contract.
+   * For RWA markets this is a wrapped token (e.g. dcUSDC, rather than USDC)
    */
   get underlying(): Address;
   /**

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

@@ -1149,6 +1149,18 @@ declare class PoolV310Contract extends BaseContract<abi> implements IPoolContrac
    * {@inheritDoc IPoolContract.totalAssets}
    */
   get totalAssets(): bigint;
+  /**
+   * {@inheritDoc IPoolContract.getShareBalance}
+   */
+  getShareBalance(wallet: Address, blockNumber?: bigint): Promise<bigint>;
+  /**
+   * {@inheritDoc IPoolContract.sharesToUnderlying}
+   */
+  sharesToUnderlying(shares: bigint): bigint;
+  /**
+   * {@inheritDoc IPoolContract.underlyingToShares}
+   */
+  underlyingToShares(underlying: bigint, roundUp?: boolean): bigint;
   /**
    * {@inheritDoc IPoolContract.unwrappedUnderlying}
    */

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

@@ -45,6 +45,7 @@ interface IPoolContract extends IBaseContract {
   interestRateModel: Address;
   /**
    * Pool's underlying token, same as `asset()`.
+   * For RWA markets this is a wrapped token (e.g. dcUSDC, rather than USDC)
    */
   underlying: Address;
   /**
@@ -129,6 +130,24 @@ interface IPoolContract extends IBaseContract {
    * rate. Unlike {@link totalSupply}, this is denominated in the underlying.
    */
   readonly totalAssets: bigint;
+  /**
+   * Diesel shares `wallet` holds. The pool contract is its own ERC-20.
+   **/
+  getShareBalance(wallet: Address, blockNumber?: bigint): Promise<bigint>;
+  /**
+   * Underlying `shares` of diesel are worth at the current share rate, with
+   * no withdrawal fee. An empty pool (diesel rate still zero) converts
+   * one-for-one. This is what the shares are worth, not what leaving with
+   * them would pay.
+   */
+  sharesToUnderlying(shares: bigint): bigint;
+  /**
+   * Shares minted (or burned) for this much underlying at the current share
+   * rate, with no withdrawal fee. Rounds down as `previewDeposit`; pass
+   * `true` to round up as `previewWithdraw`'s conversion (fee inflation is
+   * the caller's). An empty pool converts one-for-one.
+   */
+  underlyingToShares(underlying: bigint, roundUp?: boolean): bigint;
   /**
    * The token the pool's underlying wraps, or the underlying itself when it
    * wraps nothing. An RWA market borrows a compliance wrapper that converts

package/dist/types/onchain/market/rwa/index.d.ts

@@ -3,9 +3,9 @@ import { MidasLiquidatorContract } from "./midas/MidasLiquidatorContract.js";
 import "./midas/index.js";
 import { PHANTOM_TOKEN_SECURITIZE_REDEMPTION, RWA_FACTORY_SECURITIZE, RWA_LIQUIDATOR_SECURITIZE } from "./securitize/constants.js";
 import { SecuritizeLiquidatorContract } from "./securitize/SecuritizeLiquidatorContract.js";
-import { GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_TYPES, isRWAFactory } from "./types.js";
+import { GetInvestorOptions, GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_TYPES, isRWAFactory } from "./types.js";
 import { DStokenData, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactoryStateHuman, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature } from "./securitize/types.js";
 import { SecuritizeRWAFactory } from "./securitize/SecuritizeRWAFactory.js";
 import "./securitize/index.js";
 import { RWARegistry } from "./RWARegistry.js";
-export { DStokenData, GetOpenAccountRequirementsProps, IRWAFactory, MidasLiquidatorContract, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, isRWAFactory };
+export { DStokenData, GetInvestorOptions, GetOpenAccountRequirementsProps, IRWAFactory, MidasLiquidatorContract, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_SECURITIZE, RWA_FACTORY_TYPES, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, SECURITIZE_REGISTER_VAULT_TYPES, SecuritizeCreditAccountData, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRegisterMessage, SecuritizeRegisterVaultMessage, SecuritizeSignature, isRWAFactory };

package/dist/types/onchain/market/rwa/securitize/SecuritizeRWAFactory.d.ts

@@ -1,5 +1,5 @@
 import { RWA_FACTORY_SECURITIZE } from "./constants.js";
-import { GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorInvestorData, RWAFactoryData } from "../types.js";
+import { GetInvestorOptions, GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorInvestorData, RWAFactoryData } from "../types.js";
 import { SecuritizeDegenNFT } from "./SecuritizeDegenNFT.js";
 import { DStokenData, SecuritizeInvestorData, SecuritizeMissingOpenAccountRequirements, SecuritizeOpenAccountRequirements, SecuritizeOperationArgs, SecuritizeRWAFactoryStateHuman } from "./types.js";
 import { MultiCall, RawTx } from "../../../types/transactions.js";
@@ -477,7 +477,7 @@ declare class SecuritizeRWAFactory extends BaseContract<abi> implements IRWAFact
   /**
    * {@inheritDoc IRWAFactory.getInvestor}
    */
-  getInvestor(creditAccount: Address, fromCache?: boolean): Promise<Address>;
+  getInvestor(creditAccount: Address, options?: GetInvestorOptions): Promise<Address>;
   /**
    * {@inheritDoc IRWAFactory.getApprovalAddress}
    */

package/dist/types/onchain/market/rwa/types.d.ts

@@ -100,6 +100,20 @@ interface GetOpenAccountRequirementsProps {
    */
   tokenOutAddress: Address;
 }
+/**
+ * Options for {@link IRWAFactory.getInvestor}.
+ */
+interface GetInvestorOptions {
+  /**
+   * If true, use and update an in-memory cache (creditAccount → investor).
+   * On cache miss, loads from contract and stores the result.
+   **/
+  fromCache?: boolean;
+  /**
+   * Block to read at, defaults to latest. Only used on a cache miss.
+   **/
+  blockNumber?: bigint;
+}
 /**
  * Shared interface for all RWA factory contracts.
  *
@@ -131,11 +145,9 @@ interface IRWAFactory<T extends RWAFactoryType = RWAFactoryType> extends IBaseCo
   /**
    * Returns the investor address for a credit account.
    * @param creditAccount - credit account address
-   * @param fromCache - if true, use and update an in-memory cache
-   *   (creditAccount → investor). On cache miss, loads from contract and
-   *   stores the result for future calls.
+   * @param options - cache and block-pinning options
    **/
-  getInvestor(creditAccount: Address, fromCache?: boolean): Promise<Address>;
+  getInvestor(creditAccount: Address, options?: GetInvestorOptions): Promise<Address>;
   /**
    *  Returns address to which approval should be given on collateral token
    *
@@ -207,4 +219,4 @@ interface IRWAFactory<T extends RWAFactoryType = RWAFactoryType> extends IBaseCo
  **/
 declare function isRWAFactory<T extends RWAFactoryType = RWAFactoryType>(contract: IBaseContract, type?: T): contract is IRWAFactory<T>;
 //#endregion
-export { GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_TYPES, isRWAFactory };
+export { GetInvestorOptions, GetOpenAccountRequirementsProps, IRWAFactory, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryStateHuman, RWAFactoryType, RWAInvestorData, RWAMissingOpenAccountRequirements, RWAOpenAccountRequirements, RWAOperationArgs, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_FACTORY_TYPES, isRWAFactory };

package/dist/types/onchain/market/zapper/ZapperContract.d.ts

@@ -1,4 +1,7 @@
+import { SDKReturn } from "../../../model/result.js";
+import "../../../model/index.js";
 import { ZapperData } from "../types.js";
+import { UnsupportedZapperFunctionError } from "./errors.js";
 import { IZapperContract, ParsedZapperOperation } from "./types.js";
 import { RawTx } from "../../types/transactions.js";
 import { OnchainSDK } from "../../OnchainSDK.js";
@@ -22,10 +25,11 @@ declare class ZapperContract<A extends Abi = Abi> extends BaseContract<A> implem
   readonly tokenOut: ZapperData["tokenOut"];
   constructor(sdk: OnchainSDK, data: ZapperData, abi?: A, namePrefix?: string);
   /**
-   * Decodes zapper calldata into {@link ParsedZapperOperation}.
-   * Throws {@link UnsupportedZapperFunctionError} for unknown selectors.
+   * Decodes zapper calldata into {@link ParsedZapperOperation} behind `ok`,
+   * or refuses with {@link UnsupportedZapperFunctionError} for unknown
+   * selectors.
    */
-  parseOperation(calldata: Hex, value?: bigint): ParsedZapperOperation;
+  parseOperation(calldata: Hex, value?: bigint): SDKReturn<ParsedZapperOperation, UnsupportedZapperFunctionError>;
   /**
    * Redeems pool shares (diesel tokens) for the underlying asset via this zapper.
    */

package/dist/types/onchain/market/zapper/errors.d.ts

@@ -1,13 +1,18 @@
+import { IGearboxError } from "../../../model/errors.js";
+import "../../../model/index.js";
 import { Address } from "viem";
 //#region src/onchain/market/zapper/errors.d.ts
 /**
- * Thrown when a zapper call uses a function other than a known
- * `deposit`/`redeem` variant.
+ * Refusal answered when a zapper call uses a function other than a known
+ * `deposit`/`redeem` variant. A plain returned object per the SDK's refusal
+ * vocabulary — not a thrown `Error`.
  */
-declare class UnsupportedZapperFunctionError extends Error {
-  readonly zapper: Address;
-  readonly functionName: string;
-  constructor(zapper: Address, functionName: string);
+interface UnsupportedZapperFunctionError extends IGearboxError {
+  code: "unsupportedZapperFunction";
+  /** Zapper contract the call targets. */
+  zapper: Address;
+  /** Decoded function name the SDK cannot preview. */
+  functionName: string;
 }
 //#endregion
 export { UnsupportedZapperFunctionError };

package/dist/types/onchain/market/zapper/index.d.ts

@@ -1,6 +1,6 @@
+import { UnsupportedZapperFunctionError } from "./errors.js";
 import { IZapperContract, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem } from "./types.js";
 import { createZapper } from "./createZapper.js";
-import { UnsupportedZapperFunctionError } from "./errors.js";
 import { ZapperContract } from "./ZapperContract.js";
 import { IERC20ZapperContract } from "./IERC20ZapperContract.js";
 import { IETHZapperContract } from "./IETHZapperContract.js";

package/dist/types/onchain/market/zapper/types.d.ts

@@ -1,5 +1,8 @@
+import { SDKReturn } from "../../../model/result.js";
+import "../../../model/index.js";
 import { IBaseContract } from "../../base/types.js";
 import { ZapperData } from "../types.js";
+import { UnsupportedZapperFunctionError } from "./errors.js";
 import { RawTx } from "../../types/transactions.js";
 import "../../types/index.js";
 import "../../base/index.js";
@@ -54,7 +57,7 @@ interface IZapperContract extends IBaseContract, ZapperData {
    * @param calldata - Raw ABI-encoded calldata sent to the zapper.
    * @param value - Transaction `msg.value`, used for native-token deposits.
    */
-  parseOperation(calldata: Hex, value?: bigint): ParsedZapperOperation;
+  parseOperation(calldata: Hex, value?: bigint): SDKReturn<ParsedZapperOperation, UnsupportedZapperFunctionError>;
   /**
    * Redeems pool shares (diesel tokens) for the underlying asset via this zapper.
    */

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

@@ -3,6 +3,7 @@ import { DataResponse } from "../../model/response.js";
 import "../../model/index.js";
 import { PluginsMap } from "../plugins/types.js";
 import "../plugins/index.js";
+import { IMultichainOpportunitiesService } from "./types.js";
 import { MultichainConstruct } from "../base/MultichainConstruct.js";
 import "../base/index.js";
 //#region src/onchain/opportunities/MultichainOpportunitiesService.d.ts
@@ -12,7 +13,7 @@ import "../base/index.js";
  *
  * @typeParam Plugins - Map of attached plugin types.
  **/
-declare class MultichainOpportunitiesService<const Plugins extends PluginsMap = {}> extends MultichainConstruct<Plugins> {
+declare class MultichainOpportunitiesService<const Plugins extends PluginsMap = {}> extends MultichainConstruct<Plugins> implements IMultichainOpportunitiesService {
   /**
    * Opportunities of all queried chains, see {@link OpportunitiesService.list}.
    * A filter that names chains narrows the fan-out itself, so a chain whose

package/dist/types/onchain/opportunities/index.d.ts

@@ -1,3 +1,4 @@
+import { IMultichainOpportunitiesService } from "./types.js";
 import { MultichainOpportunitiesService } from "./MultichainOpportunitiesService.js";
 import { OpportunitiesService } from "./OpportunitiesService.js";
-export { MultichainOpportunitiesService, OpportunitiesService };
+export { IMultichainOpportunitiesService, MultichainOpportunitiesService, OpportunitiesService };

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

@@ -0,0 +1,27 @@
+import { Opportunity, OpportunityFilter, PoolOpportunityDetail, PoolOpportunityKey, StrategyOpportunityDetail, StrategyOpportunityKey } from "../../model/opportunities.js";
+import { DataResponse } from "../../model/response.js";
+import "../../model/index.js";
+//#region src/onchain/opportunities/types.d.ts
+/**
+ * Cross-chain reads of the opportunities namespace: every pool and strategy
+ * the loaded markets expose.
+ **/
+interface IMultichainOpportunitiesService {
+  /**
+   * Opportunities of all queried chains. A filter that names chains narrows
+   * the fan-out itself, so a chain whose rows would be discarded is never
+   * queried and never appears in the meta.
+   **/
+  list(filter?: OpportunityFilter): Promise<DataResponse<Opportunity[]>>;
+  /**
+   * Detailed view of one pool opportunity. The key names its chain, so there
+   * is no fan-out. Throws when that chain cannot answer.
+   **/
+  getPool(key: PoolOpportunityKey): Promise<DataResponse<PoolOpportunityDetail>>;
+  /**
+   * Detailed view of one strategy opportunity. See {@link getPool}.
+   **/
+  getStrategy(key: StrategyOpportunityKey): Promise<DataResponse<StrategyOpportunityDetail>>;
+}
+//#endregion
+export { IMultichainOpportunitiesService };

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

@@ -1,7 +1,5 @@
 import { PoolPosition } from "../../model/positions.js";
 import "../../model/index.js";
-import { IPoolContract } from "../market/pool/types.js";
-import "../market/index.js";
 import { AddLiquidityProps, DepositMetadata, IPoolsService, ListPoolPositionsProps, PoolServiceCallResult, PoolSimulation, RemoveLiquidityProps, SimulatePoolOperationProps, WithdrawalMetadata } from "./types.js";
 import { SDKConstruct } from "../base/SDKConstruct.js";
 import "../base/index.js";
@@ -58,21 +56,5 @@ declare class PoolService extends SDKConstruct implements IPoolsService {
    */
   listPositions(props: ListPoolPositionsProps): Promise<PoolPosition[]>;
 }
-/**
- * Shares minted for `assets`, as `previewDeposit` would report them.
- *
- * Both directions convert through the diesel rate — underlying per RAY of
- * shares — because that is the rate the pool itself divides by, and the only
- * exact one the SDK holds: `totalAssets` is this rate multiplied out, so
- * converting back through it costs a wei on large amounts. Rounds down, as
- * minting does.
- */
-declare function toShares(pool: IPoolContract, assets: bigint): bigint;
-/**
- * Shares a withdrawal of `assets` burns, as `previewWithdraw` would report
- * them: {@link toShares} rounded the other way, since the burn has to cover
- * the payout the caller asked for.
- */
-declare function toSharesUp(pool: IPoolContract, assets: bigint): bigint;
 //#endregion
-export { PoolService, toShares, toSharesUp };
+export { PoolService };

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

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

package/dist/types/onchain/pools/types.d.ts

@@ -1,3 +1,4 @@
+import { Amount, TokenAmount } from "../../model/primitives.js";
 import { PoolPosition } from "../../model/positions.js";
 import "../../model/index.js";
 import { Asset, PermitResult } from "../base/types.js";
@@ -135,11 +136,11 @@ interface PoolSimulation {
   /**
    * Token and amount leaving the wallet — exactly what was asked for.
    **/
-  tokenIn: Asset;
+  tokenIn: TokenAmount;
   /**
    * Token and amount arriving in the wallet at the rate the pool state implies.
    **/
-  tokenOut: Asset;
+  tokenOut: TokenAmount;
   /**
    * Zapper the operation would be routed through; unset for direct pool
    * operations.
@@ -150,9 +151,10 @@ interface PoolSimulation {
    * shaved by a hair so a withdrawal sized against it does not fail on rounding.
    *
    * The conversion is a rate, not a promise that the pool is liquid enough, so
-   * compare `tokenOut.balance` against this to see if the withdrawal fits.
+   * compare `tokenOut.value` against `availableLiquidity.value` to see if the
+   * withdrawal fits.
    **/
-  availableLiquidity?: bigint;
+  availableLiquidity?: Amount;
 }
 /**
  * Props for {@link IPoolsService.listPositions}.

package/dist/types/onchain/positions/MultichainPositionsService.d.ts

@@ -1,9 +1,10 @@
 import { Position } from "../../model/positions.js";
 import { DataResponse } from "../../model/response.js";
+import { PositionWithdrawals } from "../../model/withdrawals.js";
 import "../../model/index.js";
 import { PluginsMap } from "../plugins/types.js";
 import "../plugins/index.js";
-import { ListPositionsProps } from "./types.js";
+import { GetCurrentWithdrawalsProps, IMultichainPositionsService, ListPositionsProps } from "./types.js";
 import { MultichainConstruct } from "../base/MultichainConstruct.js";
 import "../base/index.js";
 //#region src/onchain/positions/MultichainPositionsService.d.ts
@@ -12,12 +13,17 @@ import "../base/index.js";
  *
  * @typeParam Plugins - Map of attached plugin types.
  **/
-declare class MultichainPositionsService<const Plugins extends PluginsMap = {}> extends MultichainConstruct<Plugins> {
+declare class MultichainPositionsService<const Plugins extends PluginsMap = {}> extends MultichainConstruct<Plugins> implements IMultichainPositionsService {
   /**
    * Positions of a wallet on all queried chains, see
    * {@link PositionsService.list}.
    **/
   list(props: ListPositionsProps<true>): Promise<DataResponse<Position[]>>;
+  /**
+   * Delayed withdrawals of one credit account, see
+   * {@link PositionsService.getCurrentWithdrawals}.
+   **/
+  getCurrentWithdrawals(props: GetCurrentWithdrawalsProps<true>): Promise<DataResponse<PositionWithdrawals>>;
 }
 //#endregion
 export { MultichainPositionsService };