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

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

@@ -15,7 +15,7 @@ import "../../types/index.js";
 import "../../base/index.js";
 import { Address, Hex } from "viem";
 //#region src/onchain/market/credit/types.d.ts
-interface ICreditConfiguratorContract extends IBaseContract {
+export interface ICreditConfiguratorContract extends IBaseContract {
   isPaused: boolean;
   checkRamps: () => Promise<RampEvent[]>;
   stateHuman: (raw?: boolean) => CreditConfiguratorStateHuman;
@@ -25,7 +25,7 @@ interface ICreditConfiguratorContract extends IBaseContract {
  * {@link CreditSuite.maxBorrowAmount} and
  * {@link CreditSuiteStrategy.maxBorrowAmount} for the bounds each applies.
  **/
-interface MaxBorrowAmount {
+export interface MaxBorrowAmount {
   /** In the pool's underlying. */
   amount: TokenAmount;
   /** The limit {@link value} ran into; see {@link BorrowLimitCause}. */
@@ -34,7 +34,7 @@ interface MaxBorrowAmount {
 /**
  * Fee parameters of a liquidation, with the suite's expiration already resolved.
  **/
-interface LiquidationFees {
+export interface LiquidationFees {
   /** Protocol's cut of the liquidated collateral, in basis points. */
   feeLiquidation: Bps;
   /** Price the liquidator pays for collateral, in basis points. */
@@ -44,7 +44,7 @@ interface LiquidationFees {
  * Expected balance change of one token, as the facade's `storeExpectedBalances`
  * takes it. Negative amounts mark tokens the multicall spends.
  */
-interface BalanceDelta {
+export interface BalanceDelta {
   token: Address;
   /**
    * Signed balance change, `int256` on-chain.
@@ -56,7 +56,7 @@ interface BalanceDelta {
  * units. Enough to decide whether the quota needs a disabling call.
  */
 /** A quota keeper's parameters for one token, as a quota calculation reads them. */
-interface QuotaSlice {
+export interface QuotaSlice {
   token: Address;
   rate: bigint;
   quotaIncreaseFee: bigint;
@@ -64,7 +64,7 @@ interface QuotaSlice {
   limit: bigint;
   isActive: boolean;
 }
-interface CreditAccountTokenQuota {
+export interface CreditAccountTokenQuota {
   token: Address;
   quota: bigint;
 }
@@ -72,7 +72,7 @@ interface CreditAccountTokenQuota {
  * Quota `Asset.balance` values are denominated in **pool underlying token
  * units**, not in the quoted token's own units.
  **/
-interface PrepareUpdateQuotasProps {
+export interface PrepareUpdateQuotasProps {
   /**
    * Average quota for desired token, in pool underlying units
    * (see {@link PrepareUpdateQuotasProps})
@@ -90,7 +90,7 @@ interface PrepareUpdateQuotasProps {
 /**
  * Wrapper around the core credit manager contract.
  */
-interface ICreditManagerContract extends IBaseContract {
+export interface ICreditManagerContract extends IBaseContract {
   /**
    * Account factory contract address.
    */
@@ -168,7 +168,7 @@ interface ICreditManagerContract extends IBaseContract {
  * Wrapper around the credit facade contract used to build account
  * transactions such as open, close, liquidate, and multicall.
  */
-interface ICreditFacadeContract extends IBaseContract {
+export interface ICreditFacadeContract extends IBaseContract {
   /**
    * Degen NFT address (`address(0)` when Degen mode is disabled).
    */
@@ -295,40 +295,4 @@ interface ICreditFacadeContract extends IBaseContract {
    */
   prepareWithBalanceCheck(deltas: BalanceDelta[], calls: MultiCall[]): MultiCall[];
 }
-/**
- * Partial liquidation parameters a caller wants to pin down instead of letting
- * {@link CreditSuite.partialLiquidationParams} derive them.
- *
- * @remarks
- * The defaults are derived in order - `optimalHF` feeds `repaidAmount`, which
- * feeds `minSeizedAmount` - so overriding one still lets the ones after it
- * follow from the override.
- **/
-interface PartialLiquidationParams {
-  /**
-   * Collateral token to seize.
-   * If omitted, the most valuable enabled non-underlying collateral token
-   * (by oracle)
-   */
-  tokenOut?: Address;
-  /**
-   * Amount of underlying token to repay.
-   * If omitted, computed internally
-   */
-  repaidAmount?: bigint;
-  /**
-   * Minimum amount of `token` to seize from `creditAccount`.
-   * If `token` is a phantom token, it's withdrawn first, and its `depositedToken` is then sent to the liquidator.
-   * In this case, `minSeizedAmount` is denominated in `depositedToken`.
-   * If omitted, computed internally.
-   */
-  minSeizedAmount?: bigint;
-  /**
-   * Target health factor for partial liquidation (4 digits precision, 10000 = 100%).
-   * If omitted, defaults to {@link CreditSuite.optimalHFForPartialLiquidation}.
-   * Only used when `repaidAmount` is not explicitly provided.
-   */
-  optimalHF?: bigint;
-}
-//#endregion
-export { BalanceDelta, CreditAccountTokenQuota, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, LiquidationFees, MaxBorrowAmount, PartialLiquidationParams, PrepareUpdateQuotasProps, QuotaSlice };
+//#endregion

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

@@ -126,7 +126,7 @@ import { PriceUpdatesCache } from "./pricefeeds/updates/PriceUpdatesCache.js";
 import { UpdatablePriceFeedRegistry } from "./pricefeeds/updates/UpdatablePriceFeedRegistry.js";
 import { updatableDependencies } from "./pricefeeds/updates/updatableDependencies.js";
 import "./pricefeeds/index.js";
-import { BalanceDelta, CreditAccountTokenQuota, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, LiquidationFees, MaxBorrowAmount, PartialLiquidationParams, PrepareUpdateQuotasProps, QuotaSlice } from "./credit/types.js";
+import { BalanceDelta, CreditAccountTokenQuota, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, LiquidationFees, MaxBorrowAmount, 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";
@@ -156,6 +156,6 @@ import { IERC20ZapperContract } from "./zapper/IERC20ZapperContract.js";
 import { IETHZapperContract } from "./zapper/IETHZapperContract.js";
 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 { DEFAULT_QUOTA_BUFFER_BPS, MAX_LEVERAGE_BUFFER_BPS, OptimalPartialLiquidationAmounts, OptimalPartialLiquidationAmountsProps, PARTIAL_LIQUIDATION_BUFFER_BPS, QuotaMode, StrategyRateInputs, bpsToRay, calcBorrowApy, calcEffectiveBorrowApy, calcMaxLeverage, calcNetStrategyApy, calcPositionLeverage, calcQuotaRate, calcUtilization, calcUtilizationRaw, healthFactorBps, minSeizedAmount, optimalHFForPartialLiquidation, optimalPartialLiquidationAmounts, 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, ConstantPriceFeedContract, ConvertFn, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, ConvexWithdraw, ConvexWithdrawAndClaim, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CreditSuiteStrategy, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveAddLiquidity, CurveClaims, CurveCryptoPriceFeedContract, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, CurveWithdrawal, DEFAULT_QUOTA_BUFFER_BPS, DEGEN_NFT_MIDAS, DEGEN_NFT_SECURITIZE, DStokenData, DaiUsdsAdapterContract, DelayedWithdrawalClaim, DelayedWithdrawalRequest, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, FluidDexAdapterContract, GaugeContract, GaugeParams, GetInvestorOptions, GetOpenAccountRequirementsProps, GetReward, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IDegenNFT, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, type IPriceUpdateTask, type IPriceUpdater, IRWAFactory, IRateKeeperContract, type IUpdatablePriceFeedContract, IZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, InterestRateModelType, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, type LatestUpdate, LegacyAdapterOperation, LidoSubmit, LidoV1AdapterContract, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MakerDeposit, MakerRedeem, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MaxBorrowAmount, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasDegenNFT, 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, PriceFeedRegistry, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PriceUpdatesCache, PythPriceFeed, QuotaMode, QuotaSlice, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryProtocol, RWAFactoryStateHuman, RWAInvestorData, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_COMPRESSOR_ADDRESS, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SecuritizeCreditAccountData, SecuritizeDegenNFT, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeOnRampAdapterContract, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRedemptionGatewayAdapterContract, StakingRewardsAdapterContract, StrategyCollateralProps, StrategyRateInputs, Swap, type TimestampedCalldata, TokenAmount, TokenTransfer, TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract, Transfers, UniswapSwap, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UpdatablePriceFeedRegistry, type UpdatablePriceFeedRegistryHooks, type 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, collateralPriceInUnderlying, createAdapter, createPriceOracle, createZapper, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, dominantCollateral, erc4626ReferralAdapterAbi, expectedBalanceDeltas, 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, updatableDependencies, 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, ConstantPriceFeedContract, ConvertFn, ConvexDeposit, ConvexDepositAndStake, ConvexStake, ConvexV1BaseRewardPoolAdapterContract, ConvexV1BoosterAdapterContract, ConvexWithdraw, ConvexWithdrawAndClaim, CreditAccountTokenQuota, CreditConfiguratorV310Contract, type abi as CreditFacadeV310Abi, abi as creditFacadeV310Abi, CreditFacadeV310BaseContract, CreditFacadeV310Contract, CreditManagerV310Contract, CreditSuite, CreditSuiteStrategy, Curve2AssetsAdapterContract, Curve3AssetsAdapterContract, Curve4AssetsAdapterContract, CurveAddLiquidity, CurveClaims, CurveCryptoPriceFeedContract, CurveExchange, CurveRemoveLiquidity, CurveRemoveLiquidityOneCoin, CurveStablePriceFeedContract, CurveUSDPriceFeedContract, CurveV1AdapterStETHContract, CurveV1StableNGAdapterContract, CurveWithdrawal, DEFAULT_QUOTA_BUFFER_BPS, DEGEN_NFT_MIDAS, DEGEN_NFT_SECURITIZE, DStokenData, DaiUsdsAdapterContract, DelayedWithdrawalClaim, DelayedWithdrawalRequest, ERC4626AdapterContract, ERC4626ReferralAdapterContract, Erc4626PriceFeedContract, ExpectedBalanceDeltasProps, ExpectedOutput, ExternalPriceFeedContract, FluidDexAdapterContract, GaugeContract, GaugeParams, GetInvestorOptions, GetOpenAccountRequirementsProps, GetReward, IAdapterContract, ICreditConfiguratorContract, ICreditFacadeContract, ICreditManagerContract, IDegenNFT, IERC20ZapperContract, IETHZapperContract, IInterestRateModelContract, IPoolContract, IPriceFeedContract, IPriceOracleContract, type IPriceUpdateTask, type IPriceUpdater, IRWAFactory, IRateKeeperContract, type IUpdatablePriceFeedContract, IZapperContract, InfinifiGatewayAdapterContract, InfinifiUnwindingGatewayAdapterContract, InterestRateModelType, KelpLRTDepositPoolAdapterContract, KelpLRTWithdrawalManagerAdapterContract, type LatestUpdate, LegacyAdapterOperation, LidoSubmit, LidoV1AdapterContract, LinearInterestRateModelContract, LiquidationFees, MAX_LEVERAGE_BUFFER_BPS, MakerDeposit, MakerRedeem, MarketRegister, MarketRegistryState, MarketRegistryStateHuman, MarketSuite, MaxBorrowAmount, MellowClaimerAdapterContract, MellowDVVAdapterContract, MellowERC4626VaultAdapterContract, MellowLRTPriceFeedContract, MellowWrapperAdapterContract, MidasDegenNFT, MidasGatewayAdapterContract, MidasIssuanceVaultAdapterContract, MidasLiquidatorContract, MidasRedemptionVaultAdapterContract, OptimalPartialLiquidationAmounts, OptimalPartialLiquidationAmountsProps, PARTIAL_LIQUIDATION_BUFFER_BPS, PHANTOM_TOKEN_MIDAS_REDEMPTION, PHANTOM_TOKEN_SECURITIZE_REDEMPTION, ParsedZapperDeposit, ParsedZapperOperation, ParsedZapperRedeem, PartialPriceFeedInitError, PartialPriceFeedTreeNode, PendlePair, PendlePairStatus, PendleRouterAdapterContract, PendleTWAPPTPriceFeed, PendleTokenType, PoolQuotaKeeperContract, PoolSuite, PoolV310Contract, PrepareUpdateQuotasProps, PriceFeedConstructorArgs, PriceFeedContractType, PriceFeedRef, PriceFeedRegistry, PriceFeedUsageType, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions, PriceOracleV310Contract, PriceUpdate, PriceUpdatesCache, PythPriceFeed, QuotaMode, QuotaSlice, RWACompressorCall, RWACompressorInvestorData, RWACompressorResponse, RWAFactoryData, RWAFactoryProtocol, RWAFactoryStateHuman, RWAInvestorData, RWARegistry, RWAState, RWAStateHuman, RWAUnderlyingData, RWA_COMPRESSOR_ADDRESS, RWA_LIQUIDATOR_MIDAS, RWA_LIQUIDATOR_SECURITIZE, RampEvent, RateKeeperType, RedstonePriceFeedContract, SecuritizeCreditAccountData, SecuritizeDegenNFT, SecuritizeInvestorData, SecuritizeLiquidatorContract, SecuritizeOnRampAdapterContract, SecuritizeRWAFactory, SecuritizeRWAFactoryStateHuman, SecuritizeRedemptionGatewayAdapterContract, StakingRewardsAdapterContract, StrategyCollateralProps, StrategyRateInputs, Swap, type TimestampedCalldata, TokenAmount, TokenTransfer, TraderJoePool, TraderJoePoolVersion, TraderJoeRouterAdapterContract, Transfers, UniswapSwap, UniswapV2AdapterContract, UniswapV3AdapterContract, UniswapV4AdapterContract, UpdatablePriceFeedRegistry, type UpdatablePriceFeedRegistryHooks, type 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, collateralPriceInUnderlying, createAdapter, createPriceOracle, createZapper, curveAddLiquidityFromTransfers, curveRemoveLiquidityFromTransfers, dominantCollateral, erc4626ReferralAdapterAbi, expectedBalanceDeltas, 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, optimalPartialLiquidationAmounts, parseAdapterAction, parseAdapterDeployParams, parsePosNegAmount, pickStrategyTargetCollateral, rayToBps, rewardsFromTransfers, strategyName, swapFromTransfers, toNetTransfers, updatableDependencies, usdToNumber };

package/dist/types/onchain/market/loss-policy/AliasLossPolicyV310Contract.d.ts

@@ -277,13 +277,13 @@ declare const abi: readonly [{
   readonly anonymous: false;
 }];
 type abi = typeof abi;
-interface AliasedPriceFeedParams {
+export interface AliasedPriceFeedParams {
   priceFeed: Address;
   stalenessPeriod: number;
   skipCheck: boolean;
   tokenDecimals: number;
 }
-declare class AliasLossPolicyV310Contract extends BaseContract<abi> implements ILossPolicyContract {
+export declare class AliasLossPolicyV310Contract extends BaseContract<abi> implements ILossPolicyContract {
   readonly accessMode: number;
   readonly checksEnabled: boolean;
   readonly tokens: readonly Address[];
@@ -294,4 +294,4 @@ declare class AliasLossPolicyV310Contract extends BaseContract<abi> implements I
   stateHuman(raw?: boolean): AliasLossPolicyStateHuman;
 }
 //#endregion
-export { AliasLossPolicyV310Contract, AliasedPriceFeedParams };
+export {};

package/dist/types/onchain/market/loss-policy/LossPolicyContract.d.ts

@@ -132,9 +132,9 @@ declare const abi: readonly [{
   readonly anonymous: false;
 }];
 type abi = typeof abi;
-declare class LossPolicyContract extends BaseContract<abi> implements ILossPolicyContract {
+export declare class LossPolicyContract extends BaseContract<abi> implements ILossPolicyContract {
   constructor(options: ConstructOptions, params: BaseParams);
   getLiquidationData(_creditAccount: Address, _blockNumber?: bigint): Promise<Hex | undefined>;
 }
 //#endregion
-export { LossPolicyContract };
+export {};

package/dist/types/onchain/market/loss-policy/constants.d.ts

@@ -1,7 +1,6 @@
 //#region src/onchain/market/loss-policy/constants.d.ts
-declare const LOSS_POLICY_ALIASED: "LOSS_POLICY::ALIASED";
-declare const LOSS_POLICY_DEFAULT: "LOSS_POLICY::DEFAULT";
-declare const LOSS_POLICY_ACCESS_MODES: readonly ["Permissionless", "Permissioned", "Forbidden"];
-type LossPolicyAccessMode = (typeof LOSS_POLICY_ACCESS_MODES)[number];
-//#endregion
-export { LOSS_POLICY_ACCESS_MODES, LOSS_POLICY_ALIASED, LOSS_POLICY_DEFAULT, LossPolicyAccessMode };
+export declare const LOSS_POLICY_ALIASED: "LOSS_POLICY::ALIASED";
+export declare const LOSS_POLICY_DEFAULT: "LOSS_POLICY::DEFAULT";
+export declare const LOSS_POLICY_ACCESS_MODES: readonly ["Permissionless", "Permissioned", "Forbidden"];
+export type LossPolicyAccessMode = (typeof LOSS_POLICY_ACCESS_MODES)[number];
+//#endregion

package/dist/types/onchain/market/loss-policy/createLossPolicy.d.ts

@@ -3,6 +3,5 @@ import { ILossPolicyContract } from "./types.js";
 import { OnchainSDK } from "../../OnchainSDK.js";
 import "../../base/index.js";
 //#region src/onchain/market/loss-policy/createLossPolicy.d.ts
-declare function createLossPolicy(sdk: OnchainSDK, { baseParams }: BaseState): ILossPolicyContract;
-//#endregion
-export { createLossPolicy };
+export declare function createLossPolicy(sdk: OnchainSDK, { baseParams }: BaseState): ILossPolicyContract;
+//#endregion

package/dist/types/onchain/market/loss-policy/types.d.ts

@@ -4,7 +4,7 @@ import "../../types/index.js";
 import "../../base/index.js";
 import { Address, Hex } from "viem";
 //#region src/onchain/market/loss-policy/types.d.ts
-interface ILossPolicyContract extends IBaseContract {
+export interface ILossPolicyContract extends IBaseContract {
   stateHuman(raw?: boolean): BaseContractStateHuman;
   /**
    * Returns lossPolicyData that is passed to CreditFacade.liquidateCreditAccount
@@ -14,5 +14,4 @@ interface ILossPolicyContract extends IBaseContract {
    */
   getLiquidationData(creditAccount: Address, blockNumber?: bigint): Promise<Hex | undefined>;
 }
-//#endregion
-export { ILossPolicyContract };
+//#endregion

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

@@ -12,7 +12,7 @@ import "../../model/index.js";
  * rayToBps(50_000_000_000_000_000_000_000_000n) // 500 bps = 5%
  * ```
  **/
-declare function rayToBps(ray: bigint): Bps;
+export declare function rayToBps(ray: bigint): Bps;
 /**
  * Inverse of {@link rayToBps}, exact: a rate in basis points is a whole number
  * of the `10 ** 23` steps a ray is made of.
@@ -22,7 +22,7 @@ declare function rayToBps(ray: bigint): Bps;
  * bpsToRay(500) // 5% = 0.05 × 10²⁷
  * ```
  **/
-declare function bpsToRay(bps: Bps): bigint;
+export declare function bpsToRay(bps: Bps): bigint;
 /**
  * Converts a USD value in the oracle's 8-decimal fixed point to a float.
  *
@@ -38,7 +38,7 @@ declare function bpsToRay(bps: Bps): bigint;
  * usdToNumber(-150_050_000_000n) // -1500.5
  * ```
  **/
-declare function usdToNumber(usd: bigint): number;
+export declare function usdToNumber(usd: bigint): number;
 /**
  * Share of capital currently borrowed, in basis points. Returns `0` when there
  * is nothing to borrow from, and never exceeds 100%.
@@ -49,12 +49,12 @@ declare function usdToNumber(usd: bigint): number;
  * calcUtilizationRaw(750n, 1000n) // 750 / 1000 = 7500 bps = 75%
  * ```
  **/
-declare function calcUtilizationRaw(borrowed: bigint, total: bigint): Bps;
+export declare function calcUtilizationRaw(borrowed: bigint, total: bigint): Bps;
 /**
  * Pool utilization: {@link PoolOpportunity.totalBorrowedWithInterest} as a
  * share of {@link PoolOpportunity.totalSupply}, in basis points.
  **/
-declare function calcUtilization(poolOpportunity: PoolOpportunity): Bps;
+export declare function calcUtilization(poolOpportunity: PoolOpportunity): Bps;
 /**
  * Annual cost of debt for a credit manager, in basis points:
  * `baseInterestRate × (1 + feeInterest)` — the pool's base rate plus the
@@ -69,7 +69,7 @@ declare function calcUtilization(poolOpportunity: PoolOpportunity): Bps;
  * calcBorrowApy(50_000_000_000_000_000_000_000_000n, 5000) // 5% × 1.5 = 750 bps = 7.5%
  * ```
  **/
-declare function calcBorrowApy(baseInterestRate: bigint, feeInterest: number): Bps;
+export declare function calcBorrowApy(baseInterestRate: bigint, feeInterest: number): Bps;
 /**
  * Annual quota cost of a collateral, in basis points:
  * `quotaRate × (1 + feeInterest)` — the quoted rate plus the protocol's cut of
@@ -84,12 +84,12 @@ declare function calcBorrowApy(baseInterestRate: bigint, feeInterest: number): B
  * calcQuotaRate(200, 2500) // 2% × 1.25 = 250 bps = 2.5%
  * ```
  **/
-declare function calcQuotaRate(quotaRate: Bps, feeInterest: Bps): Bps;
+export declare function calcQuotaRate(quotaRate: Bps, feeInterest: Bps): Bps;
 /**
  * Extra quota, as a fraction of equity, that an aggressive position quotes
  * above the debt it actually owes. Matches {@link MAX_LEVERAGE_BUFFER_BPS}.
  **/
-declare const DEFAULT_QUOTA_BUFFER_BPS = 500;
+export declare const DEFAULT_QUOTA_BUFFER_BPS = 500;
 /**
  * How much quota a leveraged position quotes, relative to the debt it needs.
  *
@@ -98,12 +98,12 @@ declare const DEFAULT_QUOTA_BUFFER_BPS = 500;
  *   so a price drop to the liquidation threshold still leaves enough quota.
  * - `"aggressive"` — quota covers the debt plus {@link DEFAULT_QUOTA_BUFFER_BPS}.
  **/
-type QuotaMode = "min" | "safe" | "aggressive";
+export type QuotaMode = "min" | "safe" | "aggressive";
 /**
  * Rates {@link calcEffectiveBorrowApy} and {@link calcNetStrategyApy} need
  * from a {@link StrategyOpportunity}.
  **/
-type StrategyRateInputs = Pick<StrategyOpportunity, "borrowApy" | "quotaRate" | "liquidationThreshold">;
+export type StrategyRateInputs = Pick<StrategyOpportunity, "borrowApy" | "quotaRate" | "liquidationThreshold">;
 /**
  * Annual cost of credit on the user's equity, in basis points, at a given
  * leverage and quota mode: base interest on the borrowed part plus quota
@@ -114,7 +114,7 @@ type StrategyRateInputs = Pick<StrategyOpportunity, "borrowApy" | "quotaRate" |
  * @param leverage - Total-value leverage, same scale as {@link Leverage}.
  * @param mode - How much quota the position quotes, see {@link QuotaMode}.
  **/
-declare function calcEffectiveBorrowApy(opportunity: StrategyRateInputs, leverage: Leverage, mode?: QuotaMode): Bps;
+export declare function calcEffectiveBorrowApy(opportunity: StrategyRateInputs, leverage: Leverage, mode?: QuotaMode): Bps;
 /**
  * Net yield of a strategy on the user's equity, in basis points, at a given
  * leverage and quota mode:
@@ -129,12 +129,12 @@ declare function calcEffectiveBorrowApy(opportunity: StrategyRateInputs, leverag
  * @param leverage - Total-value leverage, same scale as {@link Leverage}.
  * @param mode - How much quota the position quotes, see {@link QuotaMode}.
  **/
-declare function calcNetStrategyApy(opportunity: StrategyRateInputs, totalCollateralApy: Bps, leverage: Leverage, mode?: QuotaMode): Bps;
+export declare function calcNetStrategyApy(opportunity: StrategyRateInputs, totalCollateralApy: Bps, leverage: Leverage, mode?: QuotaMode): Bps;
 /**
  * 5% safety margin subtracted from 100% in {@link calcMaxLeverage}, so a
  * maxed position opens with HF slightly above 1.
  **/
-declare const MAX_LEVERAGE_BUFFER_BPS = 500;
+export declare const MAX_LEVERAGE_BUFFER_BPS = 500;
 /**
  * Highest total-value leverage a liquidation threshold allows, floored.
  *
@@ -161,7 +161,7 @@ declare const MAX_LEVERAGE_BUFFER_BPS = 500;
  * @throws If `liquidationThreshold` is 100% or more, or reaches a named
  * `targetHF` — either way no leverage clears the bar.
  **/
-declare function calcMaxLeverage(liquidationThreshold: Bps, targetHF?: Bps): Leverage;
+export 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.
@@ -175,7 +175,7 @@ declare function calcMaxLeverage(liquidationThreshold: Bps, targetHF?: Bps): Lev
  * healthFactorBps(1_250_000_000_000_000_000n) // 12500 bps = 1.25
  * ```
  **/
-declare function healthFactorBps(healthFactor: bigint): Bps;
+export declare function healthFactorBps(healthFactor: bigint): Bps;
 /**
  * Total-value leverage of an open position:
  * `totalValue / (totalValue − totalDebt)`. `1` when unleveraged, `0` when
@@ -190,7 +190,7 @@ declare function healthFactorBps(healthFactor: bigint): Bps;
  * calcPositionLeverage(100_000n, 80_000n) // 100k / 20k = 5x
  * ```
  **/
-declare function calcPositionLeverage(totalValue: bigint, totalDebt: bigint): Leverage;
+export declare function calcPositionLeverage(totalValue: bigint, totalDebt: bigint): Leverage;
 /**
  * {@link PERCENTAGE_FACTOR} less a 0.1% safety buffer.
  *
@@ -198,7 +198,7 @@ declare function calcPositionLeverage(totalValue: bigint, totalDebt: bigint): Le
  * quoting and execution, so both the seized and the repaid amount are pulled
  * this far away from the boundary the contracts would revert on.
  **/
-declare const PARTIAL_LIQUIDATION_BUFFER_BPS = 9990n;
+export declare const PARTIAL_LIQUIDATION_BUFFER_BPS = 9990n;
 /**
  * Minimum collateral a partial liquidation must seize for a given repayment,
  * derived from the liquidation discount and buffered by
@@ -209,12 +209,12 @@ declare const PARTIAL_LIQUIDATION_BUFFER_BPS = 9990n;
  * @param liquidationDiscount - Discount in effect for this account, in basis
  * points (the expired variant once the credit manager has expired).
  **/
-declare function minSeizedAmount(tokenAmount: bigint, liquidationDiscount: Bps): bigint;
+export declare function minSeizedAmount(tokenAmount: bigint, liquidationDiscount: Bps): bigint;
 /**
- * Inputs of {@link optimalRepaidAmount}, all resolved against the account's
- * market and credit manager by the caller.
+ * Inputs of {@link optimalPartialLiquidationAmounts}, all resolved against the
+ * account's market and credit manager by the caller.
  **/
-interface OptimalRepaidAmountProps {
+export interface OptimalPartialLiquidationAmountsProps {
   /** Debt principal plus accrued interest and fees, in underlying. */
   totalDebt: bigint;
   /** Threshold-weighted value of the account, converted to underlying. */
@@ -223,25 +223,44 @@ interface OptimalRepaidAmountProps {
   minDebt: bigint;
   /** Health factor to aim for, in basis points. */
   optimalHF: bigint;
+  /** Liquidation discount in effect for this account, in basis points. */
+  liquidationDiscount: bigint;
   /** `liquidationDiscount - feeLiquidation`, in basis points. */
   discount: bigint;
   /** Liquidation threshold of the seized token, in basis points. */
   ltTokenOut: bigint;
 }
 /**
- * Amount of underlying whose repayment brings the account's health factor close
- * to `optimalHF`, capped so the account keeps at least `minDebt` of debt.
+ * Amounts of a partial liquidation that brings the account's health factor
+ * close to `optimalHF`, all in underlying.
+ **/
+export interface OptimalPartialLiquidationAmounts {
+  /** Underlying the liquidator pays for the seized collateral. */
+  optimalAmount: bigint;
+  /** Underlying that repays the account's debt. */
+  repaidAmount: bigint;
+  /** {@link optimalAmount} plus a 0.1% buffer, to borrow by flash loan. */
+  flashLoanAmount: bigint;
+  /**
+   * Whether the amounts reach `optimalHF`; `false` when the minimum debt
+   * capped them.
+   **/
+  isOptimalRepayable: boolean;
+}
+/**
+ * Amounts of a partial liquidation that brings the account's health factor
+ * close to `optimalHF`, capped so the account keeps at least `minDebt` of debt.
  *
  * Ported from solidity:
- * https://github.com/Gearbox-protocol/router-v3/blob/56e2d515ec6d9bb1e324e71c3708e59710779b24/contracts/liquidation/AbstractLiquidator.sol#L292
+ * https://github.com/Gearbox-protocol/router-v3/blob/56e2d515ec6d9bb1e324e71c3708e59710779b24/contracts/liquidation/AbstractLiquidator.sol#L252
  *
- * @returns The repaid amount, or `0n` when the account is already healthy
- * enough or carries less than the minimum debt.
+ * @returns Zero amounts when the account is already healthy enough or
+ * carries less than the minimum debt.
  * @throws If the discounted target health factor does not exceed the seized
  * token's liquidation threshold, in which case no repayment improves the
  * account.
  **/
-declare function optimalRepaidAmount({ totalDebt, twvUnderlying, minDebt, optimalHF, discount, ltTokenOut }: OptimalRepaidAmountProps): bigint;
+export declare function optimalPartialLiquidationAmounts({ totalDebt, twvUnderlying, minDebt, optimalHF, liquidationDiscount, discount, ltTokenOut }: OptimalPartialLiquidationAmountsProps): OptimalPartialLiquidationAmounts;
 /**
  * Health factor a partial liquidation should target, in basis points: just
  * above 1, by enough to cover up to 1% of borrow cost so the account does not
@@ -249,6 +268,5 @@ declare function optimalRepaidAmount({ totalDebt, twvUnderlying, minDebt, optima
  *
  * @param borrowRate - Blended borrow rate of the account, in basis points.
  **/
-declare function optimalHFForPartialLiquidation(borrowRate: bigint): bigint;
-//#endregion
-export { 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 };
+export declare function optimalHFForPartialLiquidation(borrowRate: bigint): bigint;
+//#endregion

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

@@ -4,8 +4,7 @@ import "../../utils/index.js";
 import "../../base/index.js";
 import { Address } from "viem";
 //#region src/onchain/market/oracle/PriceFeedAnswerMap.d.ts
-declare class PriceFeedAnswerMap extends AddressMap<PriceFeedAnswer> {
+export default class PriceFeedAnswerMap extends AddressMap<PriceFeedAnswer> {
   price(token: Address): bigint;
 }
-//#endregion
-export { PriceFeedAnswerMap as default };
+//#endregion

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

@@ -30,7 +30,7 @@ import { Abi, Address } from "viem";
  *
  * @typeParam abi - The concrete oracle contract's ABI type.
  **/
-declare abstract class PriceOracleBaseContract<abi extends Abi | readonly unknown[]> extends BaseContract<abi> implements IPriceOracleContract {
+export declare abstract class PriceOracleBaseContract<abi extends Abi | readonly unknown[]> extends BaseContract<abi> implements IPriceOracleContract {
   #private;
   readonly sdk: OnchainSDK;
   /**
@@ -145,5 +145,4 @@ declare abstract class PriceOracleBaseContract<abi extends Abi | readonly unknow
    **/
   stateHuman(raw?: boolean): PriceOracleStateHuman;
 }
-//#endregion
-export { PriceOracleBaseContract };
+//#endregion

package/dist/types/onchain/market/oracle/PriceOracleV310Contract.d.ts

@@ -340,7 +340,7 @@ declare const abi: readonly [{
   readonly name: "SetReservePriceFeed";
 }];
 type abi = typeof abi;
-declare class PriceOracleV310Contract extends PriceOracleBaseContract<abi> {
+export declare class PriceOracleV310Contract extends PriceOracleBaseContract<abi> {
   constructor(sdk: OnchainSDK, data: PriceOracleData);
   /**
    * {@inheritDoc IPriceOracleContract.updateAndConvert}
@@ -349,4 +349,4 @@ declare class PriceOracleV310Contract extends PriceOracleBaseContract<abi> {
   processLog(log: Log<bigint, number, false, undefined, undefined, abi, ContractEventName<abi>>): void;
 }
 //#endregion
-export { PriceOracleV310Contract };
+export {};

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

@@ -14,6 +14,5 @@ import { Address } from "viem";
  * 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 };
+export declare function collateralPriceInUnderlying(oracle: IPriceOracleContract, collateral: Address, underlying: Address): bigint | null;
+//#endregion

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

@@ -3,6 +3,5 @@ import { IPriceOracleContract } from "./types.js";
 import { OnchainSDK } from "../../OnchainSDK.js";
 import "../../base/index.js";
 //#region src/onchain/market/oracle/createPriceOracle.d.ts
-declare function createPriceOracle(sdk: OnchainSDK, data: PriceOracleData): IPriceOracleContract;
-//#endregion
-export { createPriceOracle };
+export declare function createPriceOracle(sdk: OnchainSDK, data: PriceOracleData): IPriceOracleContract;
+//#endregion

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

@@ -22,7 +22,7 @@ import { Address } from "viem";
  * Filter controlling which feed types to include when querying
  * price feeds for a set of tokens. Both default to `true`.
  **/
-interface PriceFeedsForTokensOptions {
+export interface PriceFeedsForTokensOptions {
   /**
    * Include main (primary) price feeds.
    * @default true
@@ -38,7 +38,7 @@ interface PriceFeedsForTokensOptions {
  * Filter and extra inputs controlling which feeds to update for a credit
  * account.
  **/
-interface PriceFeedsForAccountOptions extends PriceFeedsForTokensOptions {
+export interface PriceFeedsForAccountOptions extends PriceFeedsForTokensOptions {
   /**
    * Extra tokens to price alongside the account's underlying and its enabled
    * non-dust balances.
@@ -48,14 +48,14 @@ interface PriceFeedsForAccountOptions extends PriceFeedsForTokensOptions {
 /**
  * Token-to-token conversion at latest known prices, result in `to`-token decimals.
  */
-type ConvertFn = (from: Address, to: Address, amount: bigint) => bigint;
+export type ConvertFn = (from: Address, to: Address, amount: bigint) => bigint;
 /**
  * Public interface for a Gearbox price oracle contract.
  *
  * Each Gearbox market has one price oracle that aggregates USD-denominated
  * price feeds for every collateral token.
  **/
-interface IPriceOracleContract extends IBaseContract {
+export interface IPriceOracleContract extends IBaseContract {
   /**
    * All price feed contract instances known to this oracle
    **/
@@ -256,5 +256,4 @@ interface IPriceOracleContract extends IBaseContract {
    **/
   stateHuman: (raw?: boolean) => PriceOracleStateHuman;
 }
-//#endregion
-export { ConvertFn, IPriceOracleContract, PriceFeedsForAccountOptions, PriceFeedsForTokensOptions };
+//#endregion

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

@@ -385,14 +385,14 @@ declare const abi: readonly [{
   readonly name: "Vote";
 }];
 type abi = typeof abi;
-interface GaugeParams {
+export interface GaugeParams {
   minRate: number;
   maxRate: number;
   totalVotesLpSide: bigint;
   totalVotesCaSide: bigint;
   rate: number;
 }
-declare class GaugeContract extends BaseContract<abi> implements IRateKeeperContract {
+export declare class GaugeContract extends BaseContract<abi> implements IRateKeeperContract {
   readonly quotaParams: AddressMap<GaugeParams>;
   readonly epochFrozen: boolean;
   readonly epochLastUpdate: number;
@@ -402,4 +402,4 @@ declare class GaugeContract extends BaseContract<abi> implements IRateKeeperCont
   stateHuman(raw?: boolean): GaugeStateHuman;
 }
 //#endregion
-export { GaugeContract, GaugeParams };
+export {};

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

@@ -121,7 +121,7 @@ declare const abi: readonly [{
   readonly stateMutability: "view";
 }];
 type abi = typeof abi;
-declare class LinearInterestRateModelContract extends BaseContract<abi> implements IInterestRateModelContract {
+export declare class LinearInterestRateModelContract extends BaseContract<abi> implements IInterestRateModelContract {
   readonly U1: number;
   readonly U2: number;
   readonly Rbase: number;
@@ -142,4 +142,4 @@ declare class LinearInterestRateModelContract extends BaseContract<abi> implemen
   stateHuman(raw?: boolean): LinearInterestRateModelStateHuman;
 }
 //#endregion
-export { LinearInterestRateModelContract };
+export {};

package/dist/types/onchain/market/pool/PoolQuotaKeeperV310Contract.d.ts

@@ -475,7 +475,7 @@ declare const abi: readonly [{
   readonly name: "UpdateTokenQuotaRate";
 }];
 type abi = typeof abi;
-declare class PoolQuotaKeeperV310Contract extends BaseContract<abi> implements IBaseContract {
+export declare class PoolQuotaKeeperV310Contract extends BaseContract<abi> implements IBaseContract {
   readonly decimals: number;
   readonly quotas: AddressMap<QuotaState>;
   constructor(options: ConstructOptions, pool: PoolState, pqk: QuotaKeeperState);
@@ -509,4 +509,4 @@ declare class PoolQuotaKeeperV310Contract extends BaseContract<abi> implements I
   processLog(log: Log<bigint, number, false, undefined, undefined, abi, ContractEventName<abi>>): void;
 }
 //#endregion
-export { PoolQuotaKeeperV310Contract };
+export {};

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

@@ -25,7 +25,7 @@ import { Address } from "viem";
  * this class when they need the complete pool control plane instead of a single
  * contract wrapper.
  */
-declare class PoolSuite extends SDKConstruct {
+export declare class PoolSuite extends SDKConstruct {
   #private;
   /**
    * ERC-4626 liquidity pool wrapper for deposits, withdrawals, borrowing
@@ -122,5 +122,4 @@ declare class PoolSuite extends SDKConstruct {
    */
   stateHuman(raw?: boolean): PoolSuiteStateHuman;
 }
-//#endregion
-export { PoolSuite };
+//#endregion