@gearbox-protocol/sdk 17.12.2 → 17.13.0-next.10

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

@@ -1,5 +1,7 @@
+import { ChainId, Token } from "./primitives.js";
 import { ChartRange, ProtocolChartMetric } from "./charts.js";
-import { ChainScopedFilter } from "./filters.js";
+import { CuratorName } from "./curators.js";
+import { ChainScopedFilter, Filterable } from "./filters.js";
 import { PoolPosition, PositionFilter, StrategyPosition } from "./positions.js";
 import { LiquidationPosition } from "./liquidations.js";
 import { Address } from "viem";
@@ -11,30 +13,63 @@ import { Address } from "viem";
  * they render a wallet-scoped {@link Position}; `borrower` is the only extra
  * identity the protocol-wide list needs.
  **/
-type AnalyticsPosition = AnalyticsPoolPosition | AnalyticsStrategyPosition | AnalyticsLiquidationPosition;
+export type AnalyticsPosition = AnalyticsPoolPosition | AnalyticsStrategyPosition | AnalyticsLiquidationPosition;
 /** Pool position with its owner on the protocol-wide list. */
-type AnalyticsPoolPosition = PoolPosition & AnalyticsPositionOwner;
+export type AnalyticsPoolPosition = PoolPosition & AnalyticsPositionOwner;
 /** Strategy position with its borrower on the protocol-wide list. */
-type AnalyticsStrategyPosition = StrategyPosition & AnalyticsPositionOwner;
+export type AnalyticsStrategyPosition = StrategyPosition & AnalyticsPositionOwner;
 /** Liquidation position with its owner on the protocol-wide list. */
-type AnalyticsLiquidationPosition = LiquidationPosition & AnalyticsPositionOwner;
+export type AnalyticsLiquidationPosition = LiquidationPosition & AnalyticsPositionOwner;
 /** Ownership added to every protocol-wide position row. */
-interface AnalyticsPositionOwner {
+export interface AnalyticsPositionOwner {
   /** Wallet that owns the pool shares or opened the credit account. */
   borrower: Address;
 }
 /** Fields the protocol-wide position list can order by. */
-type AnalyticsPositionSortField = "netValueUsd" | "totalValueUsd" | "totalDebtUsd" | "pnlUsd" | "apy" | "healthFactor" | "leverage" | "chainId" | "name" | "borrower";
+export type AnalyticsPositionSortField = "netValueUsd" | "totalValueUsd" | "totalDebtUsd" | "pnlUsd" | "healthFactor";
 /** Direction of one analytics list ordering. */
-type AnalyticsSortDirection = "asc" | "desc";
+export type AnalyticsSortDirection = "asc" | "desc";
+/** A contract selected on exactly one chain by an analytics filter. */
+export interface AnalyticsContractRef {
+  /** Chain the contract lives on. */
+  chainId: ChainId;
+  /** Address of the pool, credit manager or token contract. */
+  address: Address;
+}
+/** A pool or credit manager choice with a display name for a filter UI. */
+export interface AnalyticsContractOption extends AnalyticsContractRef {
+  /** Human-readable pool or credit manager name. */
+  name: string;
+}
 /**
  * Filtering, ordering and offset pagination of the protocol-wide position
  * list. Omitted position criteria have the same meaning as they do on
  * {@link PositionFilter}.
+ *
+ * Pool, credit manager, balance asset and curator filters accept one value or
+ * a list. Values within a list combine with OR; different filters combine with
+ * AND. An empty list matches no positions.
+ *
+ * Pool, credit manager and asset references match both chain and address,
+ * within the chains this SDK covers and any further restriction from
+ * `chainIds`. Curator names match across the selected chains.
  **/
-interface AnalyticsPositionListOptions extends PositionFilter {
+export interface AnalyticsPositionListOptions extends PositionFilter {
   /** Keep only positions owned by this wallet. */
   borrower?: Address;
+  /** Keep only positions associated with the given pool or pools. */
+  pool?: AnalyticsContractRef | readonly AnalyticsContractRef[];
+  /** Keep only positions associated with the given credit manager or managers. */
+  creditManager?: AnalyticsContractRef | readonly AnalyticsContractRef[];
+  /**
+   * Keep only positions holding a positive balance of any selected token.
+   * For credit accounts, match the token of each
+   * {@link PositionCollateral.collateral}, including underlying balances.
+   * Phantom tokens match their own address as reported in the balance.
+   */
+  asset?: AnalyticsContractRef | readonly AnalyticsContractRef[];
+  /** Keep only positions in markets managed by the named curator or curators. */
+  curator?: Filterable<CuratorName | readonly CuratorName[]>;
   /**
    * Field to order by. Values that do not apply to a position kind, and USD
    * values that cannot be priced, are always placed after concrete values.
@@ -50,7 +85,7 @@ interface AnalyticsPositionListOptions extends PositionFilter {
   limit?: number;
 }
 /** One page of the protocol-wide position list. */
-interface AnalyticsPositionPage {
+export interface AnalyticsPositionPage {
   /** Requested slice after filtering and ordering. */
   items: AnalyticsPosition[];
   /** Number of rows matching the filter before pagination. */
@@ -60,6 +95,25 @@ interface AnalyticsPositionPage {
   /** Effective maximum number of rows returned. */
   limit: number;
 }
+/**
+ * Every selectable filter value across current positions on the requested
+ * chains, collected before pagination. Contract and token choices are distinct
+ * by chain and address; curator names are distinct across the selected chains.
+ **/
+export interface AnalyticsPositionFilterOptions {
+  /** Pools associated with positions, including pools their accounts borrow from. */
+  pools: AnalyticsContractOption[];
+  /** Credit managers associated with current credit-account positions. */
+  creditManagers: AnalyticsContractOption[];
+  /**
+   * Tokens held with a positive balance, using the same rule as the `asset`
+   * filter. Includes underlying balances and phantom tokens at their own
+   * reported addresses, with metadata to display each choice.
+   */
+  assets: Token[];
+  /** Known names of the curators of the positions' markets. */
+  curators: CuratorName[];
+}
 /**
  * What one protocol-wide chart read asks for.
  *
@@ -68,7 +122,7 @@ interface AnalyticsPositionPage {
  * is part of the question and not something a path segment already answered.
  * Omitting `chainIds` asks for every chain the backend serves.
  **/
-interface AnalyticsChartQuery extends ChainScopedFilter {
+export interface AnalyticsChartQuery extends ChainScopedFilter {
   /**
    * Metrics to chart, at least one and each named once. They become the keys of
    * {@link ChartBundle.series}.
@@ -79,5 +133,4 @@ interface AnalyticsChartQuery extends ChainScopedFilter {
    **/
   range: ChartRange;
 }
-//#endregion
-export { AnalyticsChartQuery, AnalyticsLiquidationPosition, AnalyticsPoolPosition, AnalyticsPosition, AnalyticsPositionListOptions, AnalyticsPositionOwner, AnalyticsPositionPage, AnalyticsPositionSortField, AnalyticsSortDirection, AnalyticsStrategyPosition };
+//#endregion

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

@@ -2,43 +2,90 @@ import { AnalyticsPosition } from "./analytics.js";
 import { z } from "zod/v4";
 //#region src/model/analytics.schema.d.ts
 /** Default page size of the protocol-wide positions list. */
-declare const ANALYTICS_POSITIONS_DEFAULT_LIMIT = 25;
+export declare const ANALYTICS_POSITIONS_DEFAULT_LIMIT = 25;
 /** Largest page the protocol-wide positions list accepts. */
-declare const ANALYTICS_POSITIONS_MAX_LIMIT = 100;
+export declare const ANALYTICS_POSITIONS_MAX_LIMIT = 100;
 /** {@link AnalyticsPositionSortField} */
-declare const analyticsPositionSortFieldSchema: z.ZodEnum<{
-  apy: "apy";
-  borrower: "borrower";
-  chainId: "chainId";
+export declare const analyticsPositionSortFieldSchema: z.ZodEnum<{
   healthFactor: "healthFactor";
-  leverage: "leverage";
-  name: "name";
   netValueUsd: "netValueUsd";
   pnlUsd: "pnlUsd";
   totalDebtUsd: "totalDebtUsd";
   totalValueUsd: "totalValueUsd";
 }>;
 /** {@link AnalyticsSortDirection} */
-declare const analyticsSortDirectionSchema: z.ZodEnum<{
+export declare const analyticsSortDirectionSchema: z.ZodEnum<{
   asc: "asc";
   desc: "desc";
 }>;
+/** {@link AnalyticsContractRef} */
+export declare const analyticsContractRefSchema: z.ZodObject<{
+  chainId: z.ZodNumber;
+  address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+}, z.core.$strip>;
 /** {@link AnalyticsPosition} */
-declare const analyticsPositionSchema: z.ZodType<AnalyticsPosition>;
+export declare const analyticsPositionSchema: z.ZodType<AnalyticsPosition>;
 /** {@link AnalyticsPositionListOptions} */
-declare const analyticsPositionListOptionsSchema: z.ZodObject<{
+export declare const analyticsPositionListOptionsSchema: z.ZodObject<{
   borrower: z.ZodOptional<z.ZodCustom<`0x${string}`, `0x${string}`>>;
+  pool: z.ZodOptional<z.ZodUnion<readonly [z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>, z.ZodReadonly<z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>>>]>>;
+  creditManager: z.ZodOptional<z.ZodUnion<readonly [z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>, z.ZodReadonly<z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>>>]>>;
+  asset: z.ZodOptional<z.ZodUnion<readonly [z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>, z.ZodReadonly<z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>>>]>>;
+  curator: z.ZodOptional<z.ZodUnion<[z.ZodUnion<readonly [z.ZodEnum<{
+    "Chaos Labs": "Chaos Labs";
+    "Gami Labs": "Gami Labs";
+    Hyperithm: "Hyperithm";
+    "Invariant Group": "Invariant Group";
+    K3: "K3";
+    KPK: "KPK";
+    "M11 Credit": "M11 Credit";
+    Re7: "Re7";
+    Securitize: "Securitize";
+    TelosC: "TelosC";
+    "Testnet Curator": "Testnet Curator";
+    Tulipa: "Tulipa";
+    UltraYield: "UltraYield";
+    cp0x: "cp0x";
+  }>, z.ZodReadonly<z.ZodArray<z.ZodEnum<{
+    "Chaos Labs": "Chaos Labs";
+    "Gami Labs": "Gami Labs";
+    Hyperithm: "Hyperithm";
+    "Invariant Group": "Invariant Group";
+    K3: "K3";
+    KPK: "KPK";
+    "M11 Credit": "M11 Credit";
+    Re7: "Re7";
+    Securitize: "Securitize";
+    TelosC: "TelosC";
+    "Testnet Curator": "Testnet Curator";
+    Tulipa: "Tulipa";
+    UltraYield: "UltraYield";
+    cp0x: "cp0x";
+  }>>>]>, z.ZodLiteral<"all">]>>;
   kind: z.ZodOptional<z.ZodUnion<[z.ZodUnion<readonly [z.ZodLiteral<"pool">, z.ZodLiteral<"strategy">, z.ZodLiteral<"liquidation">]>, z.ZodLiteral<"all">]>>;
   isZeroDebt: z.ZodOptional<z.ZodUnion<[z.ZodBoolean, z.ZodLiteral<"all">]>>;
   chainIds: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
   underlyingType: z.ZodOptional<z.ZodUnion<[z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>, z.ZodLiteral<"all">]>>;
   sortBy: z.ZodOptional<z.ZodEnum<{
-    apy: "apy";
-    borrower: "borrower";
-    chainId: "chainId";
     healthFactor: "healthFactor";
-    leverage: "leverage";
-    name: "name";
     netValueUsd: "netValueUsd";
     pnlUsd: "pnlUsd";
     totalDebtUsd: "totalDebtUsd";
@@ -53,9 +100,16 @@ declare const analyticsPositionListOptionsSchema: z.ZodObject<{
 }, z.core.$strip>;
 /**
  * {@link AnalyticsPositionListOptions} as URL query parameters.
+ * Pool, credit manager and asset choices are comma-separated `chainId:address`
+ * references; curator choices are comma-separated names. An empty string
+ * carries an empty list rather than an unrestricted condition.
  **/
-declare const analyticsPositionListQueryParamsSchema: z.ZodObject<{
+export declare const analyticsPositionListQueryParamsSchema: z.ZodObject<{
   borrower: z.ZodOptional<z.ZodString & z.ZodType<`0x${string}`, string, z.core.$ZodTypeInternals<`0x${string}`, string>>>;
+  pool: z.ZodOptional<z.ZodString>;
+  creditManager: z.ZodOptional<z.ZodString>;
+  asset: z.ZodOptional<z.ZodString>;
+  curator: z.ZodOptional<z.ZodString>;
   kind: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"pool">, z.ZodLiteral<"strategy">, z.ZodLiteral<"liquidation">]>>;
   isZeroDebt: z.ZodOptional<z.ZodEnum<{
     false: "false";
@@ -64,12 +118,7 @@ declare const analyticsPositionListQueryParamsSchema: z.ZodObject<{
   chainIds: z.ZodOptional<z.ZodString>;
   underlyingType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
   sortBy: z.ZodOptional<z.ZodEnum<{
-    apy: "apy";
-    borrower: "borrower";
-    chainId: "chainId";
     healthFactor: "healthFactor";
-    leverage: "leverage";
-    name: "name";
     netValueUsd: "netValueUsd";
     pnlUsd: "pnlUsd";
     totalDebtUsd: "totalDebtUsd";
@@ -86,8 +135,12 @@ declare const analyticsPositionListQueryParamsSchema: z.ZodObject<{
  * Codec for an analytics position-list query. It is shared by the SDK client
  * and backend controller so both sides interpret every parameter identically.
  **/
-declare const analyticsPositionListQuerySchema: z.ZodCodec<z.ZodObject<{
+export declare const analyticsPositionListQuerySchema: z.ZodCodec<z.ZodObject<{
   borrower: z.ZodOptional<z.ZodString & z.ZodType<`0x${string}`, string, z.core.$ZodTypeInternals<`0x${string}`, string>>>;
+  pool: z.ZodOptional<z.ZodString>;
+  creditManager: z.ZodOptional<z.ZodString>;
+  asset: z.ZodOptional<z.ZodString>;
+  curator: z.ZodOptional<z.ZodString>;
   kind: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"pool">, z.ZodLiteral<"strategy">, z.ZodLiteral<"liquidation">]>>;
   isZeroDebt: z.ZodOptional<z.ZodEnum<{
     false: "false";
@@ -96,12 +149,7 @@ declare const analyticsPositionListQuerySchema: z.ZodCodec<z.ZodObject<{
   chainIds: z.ZodOptional<z.ZodString>;
   underlyingType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
   sortBy: z.ZodOptional<z.ZodEnum<{
-    apy: "apy";
-    borrower: "borrower";
-    chainId: "chainId";
     healthFactor: "healthFactor";
-    leverage: "leverage";
-    name: "name";
     netValueUsd: "netValueUsd";
     pnlUsd: "pnlUsd";
     totalDebtUsd: "totalDebtUsd";
@@ -115,17 +163,64 @@ declare const analyticsPositionListQuerySchema: z.ZodCodec<z.ZodObject<{
   limit: z.ZodOptional<z.ZodString>;
 }, z.core.$strip>, z.ZodObject<{
   borrower: z.ZodOptional<z.ZodCustom<`0x${string}`, `0x${string}`>>;
+  pool: z.ZodOptional<z.ZodUnion<readonly [z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>, z.ZodReadonly<z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>>>]>>;
+  creditManager: z.ZodOptional<z.ZodUnion<readonly [z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>, z.ZodReadonly<z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>>>]>>;
+  asset: z.ZodOptional<z.ZodUnion<readonly [z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>, z.ZodReadonly<z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCustom<`0x${string}`, `0x${string}`>;
+  }, z.core.$strip>>>]>>;
+  curator: z.ZodOptional<z.ZodUnion<[z.ZodUnion<readonly [z.ZodEnum<{
+    "Chaos Labs": "Chaos Labs";
+    "Gami Labs": "Gami Labs";
+    Hyperithm: "Hyperithm";
+    "Invariant Group": "Invariant Group";
+    K3: "K3";
+    KPK: "KPK";
+    "M11 Credit": "M11 Credit";
+    Re7: "Re7";
+    Securitize: "Securitize";
+    TelosC: "TelosC";
+    "Testnet Curator": "Testnet Curator";
+    Tulipa: "Tulipa";
+    UltraYield: "UltraYield";
+    cp0x: "cp0x";
+  }>, z.ZodReadonly<z.ZodArray<z.ZodEnum<{
+    "Chaos Labs": "Chaos Labs";
+    "Gami Labs": "Gami Labs";
+    Hyperithm: "Hyperithm";
+    "Invariant Group": "Invariant Group";
+    K3: "K3";
+    KPK: "KPK";
+    "M11 Credit": "M11 Credit";
+    Re7: "Re7";
+    Securitize: "Securitize";
+    TelosC: "TelosC";
+    "Testnet Curator": "Testnet Curator";
+    Tulipa: "Tulipa";
+    UltraYield: "UltraYield";
+    cp0x: "cp0x";
+  }>>>]>, z.ZodLiteral<"all">]>>;
   kind: z.ZodOptional<z.ZodUnion<[z.ZodUnion<readonly [z.ZodLiteral<"pool">, z.ZodLiteral<"strategy">, z.ZodLiteral<"liquidation">]>, z.ZodLiteral<"all">]>>;
   isZeroDebt: z.ZodOptional<z.ZodUnion<[z.ZodBoolean, z.ZodLiteral<"all">]>>;
   chainIds: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
   underlyingType: z.ZodOptional<z.ZodUnion<[z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>, z.ZodLiteral<"all">]>>;
   sortBy: z.ZodOptional<z.ZodEnum<{
-    apy: "apy";
-    borrower: "borrower";
-    chainId: "chainId";
     healthFactor: "healthFactor";
-    leverage: "leverage";
-    name: "name";
     netValueUsd: "netValueUsd";
     pnlUsd: "pnlUsd";
     totalDebtUsd: "totalDebtUsd";
@@ -139,12 +234,61 @@ declare const analyticsPositionListQuerySchema: z.ZodCodec<z.ZodObject<{
   limit: z.ZodOptional<z.ZodNumber>;
 }, z.core.$strip>>;
 /** {@link AnalyticsPositionPage} */
-declare const analyticsPositionPageSchema: z.ZodObject<{
+export declare const analyticsPositionPageSchema: z.ZodObject<{
   items: z.ZodArray<z.ZodType<AnalyticsPosition, unknown, z.core.$ZodTypeInternals<AnalyticsPosition, unknown>>>;
   total: z.ZodNumber;
   offset: z.ZodNumber;
   limit: z.ZodNumber;
 }, z.core.$strip>;
+/** {@link AnalyticsContractOption} */
+export declare const analyticsContractOptionSchema: z.ZodObject<{
+  chainId: z.ZodNumber;
+  address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+  name: z.ZodString;
+}, z.core.$strip>;
+/** {@link AnalyticsPositionFilterOptions} */
+export declare const analyticsPositionFilterOptionsSchema: z.ZodObject<{
+  pools: z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    name: z.ZodString;
+  }, z.core.$strip>>;
+  creditManagers: z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    name: z.ZodString;
+  }, z.core.$strip>>;
+  assets: z.ZodArray<z.ZodObject<{
+    chainId: z.ZodNumber;
+    address: z.ZodCodec<z.ZodString, z.ZodCustom<`0x${string}`, `0x${string}`>>;
+    symbol: z.ZodString;
+    name: z.ZodString;
+    decimals: z.ZodNumber;
+    assetType: z.ZodOptional<z.ZodUnion<readonly [z.ZodLiteral<"Stable">, z.ZodLiteral<"ETH">, z.ZodLiteral<"BTC">]>>;
+  }, z.core.$strip>>;
+  curators: z.ZodArray<z.ZodEnum<{
+    "Chaos Labs": "Chaos Labs";
+    "Gami Labs": "Gami Labs";
+    Hyperithm: "Hyperithm";
+    "Invariant Group": "Invariant Group";
+    K3: "K3";
+    KPK: "KPK";
+    "M11 Credit": "M11 Credit";
+    Re7: "Re7";
+    Securitize: "Securitize";
+    TelosC: "TelosC";
+    "Testnet Curator": "Testnet Curator";
+    Tulipa: "Tulipa";
+    UltraYield: "UltraYield";
+    cp0x: "cp0x";
+  }>>;
+}, z.core.$strip>;
+/** Chain scope of a filter-options read, shared by the client and backend. */
+export declare const analyticsPositionFilterOptionsQuerySchema: z.ZodCodec<z.ZodObject<{
+  chainIds: z.ZodOptional<z.ZodString>;
+}, z.core.$strip>, z.ZodObject<{
+  chainIds: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
+}, z.core.$strip>>;
 /**
  * {@link AnalyticsChartQuery}
  *
@@ -153,7 +297,7 @@ declare const analyticsPositionPageSchema: z.ZodObject<{
  * rejected by the one codec both sides share instead of by a check only the
  * backend runs.
  **/
-declare const analyticsChartQueryOptionsSchema: z.ZodObject<{
+export declare const analyticsChartQueryOptionsSchema: z.ZodObject<{
   metrics: z.ZodReadonly<z.ZodArray<z.ZodEnum<{
     tvlUsd: "tvlUsd";
   }>>>;
@@ -171,7 +315,7 @@ declare const analyticsChartQueryOptionsSchema: z.ZodObject<{
  * like every other chart read, and the chains comma-joined like every other
  * analytics read.
  **/
-declare const analyticsChartQueryParamsSchema: z.ZodObject<{
+export declare const analyticsChartQueryParamsSchema: z.ZodObject<{
   metrics: z.ZodString;
   range: z.ZodEnum<{
     "1d": "1d";
@@ -186,7 +330,7 @@ declare const analyticsChartQueryParamsSchema: z.ZodObject<{
  * Codec for a protocol-wide chart query. It is shared by the SDK client and
  * backend controller so both sides interpret every parameter identically.
  **/
-declare const analyticsChartQuerySchema: z.ZodCodec<z.ZodObject<{
+export declare const analyticsChartQuerySchema: z.ZodCodec<z.ZodObject<{
   metrics: z.ZodString;
   range: z.ZodEnum<{
     "1d": "1d";
@@ -209,5 +353,4 @@ declare const analyticsChartQuerySchema: z.ZodCodec<z.ZodObject<{
   }>;
   chainIds: z.ZodOptional<z.ZodArray<z.ZodNumber>>;
 }, z.core.$strip>>;
-//#endregion
-export { ANALYTICS_POSITIONS_DEFAULT_LIMIT, ANALYTICS_POSITIONS_MAX_LIMIT, analyticsChartQueryOptionsSchema, analyticsChartQueryParamsSchema, analyticsChartQuerySchema, analyticsPositionListOptionsSchema, analyticsPositionListQueryParamsSchema, analyticsPositionListQuerySchema, analyticsPositionPageSchema, analyticsPositionSchema, analyticsPositionSortFieldSchema, analyticsSortDirectionSchema };
+//#endregion

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

@@ -17,19 +17,19 @@ import { Timestamp, Token } from "./primitives.js";
  *
  * `"max"` is the full history the backend retains for the subject.
  **/
-declare const CHART_RANGES: readonly ["1d", "1w", "1m", "1y", "max"];
-type ChartRange = (typeof CHART_RANGES)[number];
+export declare const CHART_RANGES: readonly ["1d", "1w", "1m", "1y", "max"];
+export type ChartRange = (typeof CHART_RANGES)[number];
 /**
  * Every metric a pool opportunity can chart.
  *
  * `rewardsApyAvg7d` is the trailing seven-day average yield from rewards.
  **/
-declare const POOL_OPPORTUNITY_CHART_METRICS: readonly ["depositApy", "depositApyAvg7d", "rewardsApyAvg7d", "dieselRate", "supplied", "borrowed", "utilization"];
+export declare const POOL_OPPORTUNITY_CHART_METRICS: readonly ["depositApy", "depositApyAvg7d", "rewardsApyAvg7d", "dieselRate", "supplied", "borrowed", "utilization"];
 /**
  * Metric a pool opportunity can chart. Derived from the runtime list that also
  * builds the backend's route enum, so the two cannot drift.
  **/
-type PoolOpportunityChartMetric = (typeof POOL_OPPORTUNITY_CHART_METRICS)[number];
+export type PoolOpportunityChartMetric = (typeof POOL_OPPORTUNITY_CHART_METRICS)[number];
 /**
  * Every metric a strategy opportunity can chart.
  *
@@ -37,12 +37,12 @@ type PoolOpportunityChartMetric = (typeof POOL_OPPORTUNITY_CHART_METRICS)[number
  * `collateralPrice` is the collateral/underlying series a liquidation-price
  * chart draws; the two USD series are the same prices quoted in dollars.
  **/
-declare const STRATEGY_OPPORTUNITY_CHART_METRICS: readonly ["borrowApy", "borrowApyAvg7d", "rewardsApyAvg7d", "quotaRate", "quotaRateAvg7d", "liquidationThreshold", "collateralApy", "tvl", "collateralPrice", "collateralUsdPrice", "underlyingUsdPrice"];
+export declare const STRATEGY_OPPORTUNITY_CHART_METRICS: readonly ["borrowApy", "borrowApyAvg7d", "rewardsApyAvg7d", "quotaRate", "quotaRateAvg7d", "liquidationThreshold", "collateralApy", "tvl", "collateralPrice", "collateralUsdPrice", "underlyingUsdPrice"];
 /**
  * Metric a strategy opportunity can chart, derived from
  * {@link STRATEGY_OPPORTUNITY_CHART_METRICS}.
  **/
-type StrategyOpportunityChartMetric = (typeof STRATEGY_OPPORTUNITY_CHART_METRICS)[number];
+export type StrategyOpportunityChartMetric = (typeof STRATEGY_OPPORTUNITY_CHART_METRICS)[number];
 /**
  * Every metric a pool position can chart.
  *
@@ -52,12 +52,12 @@ type StrategyOpportunityChartMetric = (typeof STRATEGY_OPPORTUNITY_CHART_METRICS
  * deposits and withdrawals landed. It is anchored at inception, so a narrow
  * `range` only zooms the visible slice and its first point is rarely zero.
  **/
-declare const POOL_POSITION_CHART_METRICS: readonly ["apy", "apyAvg7d", "pnl", "mwr"];
+export declare const POOL_POSITION_CHART_METRICS: readonly ["apy", "apyAvg7d", "pnl", "mwr"];
 /**
  * Metric a pool position can chart, derived from
  * {@link POOL_POSITION_CHART_METRICS}.
  **/
-type PoolPositionChartMetric = (typeof POOL_POSITION_CHART_METRICS)[number];
+export type PoolPositionChartMetric = (typeof POOL_POSITION_CHART_METRICS)[number];
 /**
  * Every metric a strategy position can chart.
  *
@@ -65,7 +65,7 @@ type PoolPositionChartMetric = (typeof POOL_POSITION_CHART_METRICS)[number];
  * recent pace rather than its lifetime return and is comparable across
  * positions of different ages.
  **/
-declare const STRATEGY_POSITION_CHART_METRICS: readonly ["totalValueUnderlying", "debt", "healthFactor", "borrowApy", "borrowApyAvg7d", "pnl", "mwr", "netApy7d"];
+export declare const STRATEGY_POSITION_CHART_METRICS: readonly ["totalValueUnderlying", "debt", "healthFactor", "borrowApy", "borrowApyAvg7d", "pnl", "mwr", "netApy7d"];
 /**
  * Metric a strategy position can chart, derived from
  * {@link STRATEGY_POSITION_CHART_METRICS}.
@@ -76,7 +76,7 @@ declare const STRATEGY_POSITION_CHART_METRICS: readonly ["totalValueUnderlying",
  * carries one series per metric. Charting it needs either a key that names the
  * token or a token argument on the read.
  **/
-type StrategyPositionChartMetric = (typeof STRATEGY_POSITION_CHART_METRICS)[number];
+export type StrategyPositionChartMetric = (typeof STRATEGY_POSITION_CHART_METRICS)[number];
 /**
  * Every metric the protocol as a whole can chart.
  *
@@ -88,20 +88,20 @@ type StrategyPositionChartMetric = (typeof STRATEGY_POSITION_CHART_METRICS)[numb
  * manager's TVL in whole underlying tokens, and one metric has exactly one
  * unit in {@link CHART_METRIC_UNITS}.
  **/
-declare const PROTOCOL_CHART_METRICS: readonly ["tvlUsd"];
+export declare const PROTOCOL_CHART_METRICS: readonly ["tvlUsd"];
 /**
  * Metric the protocol as a whole can chart, derived from
  * {@link PROTOCOL_CHART_METRICS}.
  **/
-type ProtocolChartMetric = (typeof PROTOCOL_CHART_METRICS)[number];
+export type ProtocolChartMetric = (typeof PROTOCOL_CHART_METRICS)[number];
 /**
  * Any metric an opportunity can chart.
  **/
-type OpportunityChartMetric = PoolOpportunityChartMetric | StrategyOpportunityChartMetric;
+export type OpportunityChartMetric = PoolOpportunityChartMetric | StrategyOpportunityChartMetric;
 /**
  * Any metric a position can chart.
  **/
-type PositionChartMetric = PoolPositionChartMetric | StrategyPositionChartMetric;
+export type PositionChartMetric = PoolPositionChartMetric | StrategyPositionChartMetric;
 /**
  * Any metric the read model can chart.
  *
@@ -109,7 +109,7 @@ type PositionChartMetric = PoolPositionChartMetric | StrategyPositionChartMetric
  * the same rate whether an opportunity or a position charts it — so one metric
  * has one unit in {@link CHART_METRIC_UNITS} no matter who asks for it.
  **/
-type ChartMetric = OpportunityChartMetric | PositionChartMetric | ProtocolChartMetric;
+export type ChartMetric = OpportunityChartMetric | PositionChartMetric | ProtocolChartMetric;
 /**
  * What one chart read asks for, beyond the subject its route names.
  *
@@ -118,7 +118,7 @@ type ChartMetric = OpportunityChartMetric | PositionChartMetric | ProtocolChartM
  * decodes the same codec, so neither side has to restate how a metric list
  * travels in a URL.
  **/
-interface ChartQuery {
+export interface ChartQuery {
   /**
    * Metrics to chart, at least one and each named once. They become the keys of
    * {@link ChartBundle.series}.
@@ -137,7 +137,7 @@ interface ChartQuery {
  * plotted 100x off. Health factor is `bps` for the same reason — the model
  * already carries it that way, `10000` being the liquidation boundary.
  **/
-type ChartUnit =
+export type ChartUnit =
 /**
  * Integer basis points, `10000` = 100%.
  **/
@@ -177,7 +177,7 @@ type ChartUnit =
  * named, and the wire schema rejects a series whose `unit` disagrees with this
  * table, so the backend cannot drift from it silently.
  **/
-declare const CHART_METRIC_UNITS: {
+export declare const CHART_METRIC_UNITS: {
   readonly depositApy: "bps";
   readonly depositApyAvg7d: "bps";
   readonly rewardsApyAvg7d: "bps";
@@ -215,7 +215,7 @@ declare const CHART_METRIC_UNITS: {
  * stop being assignable to a `ChartBundle` parameter. That the two agree is
  * enforced on every read instead, against {@link CHART_METRIC_UNITS}.
  **/
-type ChartDenomination = {
+export type ChartDenomination = {
   unit: "bps";
 } | {
   unit: "usd";
@@ -248,20 +248,20 @@ type ChartDenomination = {
  * `null` is a gap and breaks the line — it is never a zero. A rate that simply
  * did not change is carried forward instead, see {@link GridSampling}.
  **/
-type ChartValue = number | null;
+export type ChartValue = number | null;
 /**
  * Reason a series could not be produced at all, which is not the same as a
  * series that has no points in the window.
  **/
-declare const CHART_UNAVAILABLE_CODES: readonly ["unknown_subject", "unsupported_metric", "no_price_feed", "not_indexed", "internal"];
-type ChartUnavailableCode = (typeof CHART_UNAVAILABLE_CODES)[number];
+export declare const CHART_UNAVAILABLE_CODES: readonly ["unknown_subject", "unsupported_metric", "no_price_feed", "not_indexed", "internal"];
+export type ChartUnavailableCode = (typeof CHART_UNAVAILABLE_CODES)[number];
 /**
  * A series that was produced, holding one value per timestamp of its bundle.
  *
  * It does not name its own metric: it is reached through the key that does, see
  * {@link ChartBundle}.
  **/
-type ChartSeriesOk = {
+export type ChartSeriesOk = {
   status: "ok";
   /**
    * Values aligned to the bundle's `timestamps`, index for index and of the
@@ -272,7 +272,7 @@ type ChartSeriesOk = {
 /**
  * A series that could not be produced.
  **/
-interface ChartSeriesUnavailable {
+export interface ChartSeriesUnavailable {
   status: "unavailable";
   reason: {
     /**
@@ -291,14 +291,14 @@ interface ChartSeriesUnavailable {
  * One metric of one bundle, discriminated on `status`: an unavailable series
  * has no values, and an available one has no reason.
  **/
-type ChartSeries = ChartSeriesOk | ChartSeriesUnavailable;
+export type ChartSeries = ChartSeriesOk | ChartSeriesUnavailable;
 /**
  * Window a bundle covers, resolved by the backend.
  *
  * Present even when every series is empty, so a chart still has an axis to draw
  * and a range selector still has something to highlight.
  **/
-interface ChartWindow {
+export interface ChartWindow {
   /**
    * Window that was asked for.
    **/
@@ -320,7 +320,7 @@ interface ChartWindow {
  * its last — is `null`. Extrema inside a bucket are lost, which is the price of
  * alignment.
  **/
-interface GridSampling {
+export interface GridSampling {
   /**
    * The one sampling there is. Kept as a discriminant so a second one can be
    * added later without breaking a consumer that already switches on it.
@@ -344,7 +344,7 @@ interface GridSampling {
  *
  * @typeParam Metrics - Metric list the read received.
  **/
-interface ChartBundle<Metrics extends readonly ChartMetric[]> {
+export interface ChartBundle<Metrics extends readonly ChartMetric[]> {
   window: ChartWindow;
   sampling: GridSampling;
   /**
@@ -364,4 +364,4 @@ interface ChartBundle<Metrics extends readonly ChartMetric[]> {
 }
 type ChartSeriesMap<Metrics extends readonly ChartMetric[]> = number extends Metrics["length"] ? Partial<Record<Metrics[number], ChartSeries>> : Record<Metrics[number], ChartSeries>;
 //#endregion
-export { CHART_METRIC_UNITS, CHART_RANGES, CHART_UNAVAILABLE_CODES, ChartBundle, ChartDenomination, ChartMetric, ChartQuery, ChartRange, ChartSeries, ChartSeriesOk, ChartSeriesUnavailable, ChartUnavailableCode, ChartUnit, ChartValue, ChartWindow, GridSampling, OpportunityChartMetric, POOL_OPPORTUNITY_CHART_METRICS, POOL_POSITION_CHART_METRICS, PROTOCOL_CHART_METRICS, PoolOpportunityChartMetric, PoolPositionChartMetric, PositionChartMetric, ProtocolChartMetric, STRATEGY_OPPORTUNITY_CHART_METRICS, STRATEGY_POSITION_CHART_METRICS, StrategyOpportunityChartMetric, StrategyPositionChartMetric };
+export {};