@morpho-org/blue-sdk 2.0.0-next.9 → 2.0.0

package/lib/market/index.js

@@ -1,3 +1,19 @@
-export * from "./MarketUtils.js";
-export * from "./MarketParams.js";
-export * from "./Market.js";
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./MarketUtils.js"), exports);
+__exportStar(require("./MarketParams.js"), exports);
+__exportStar(require("./Market.js"), exports);

package/lib/math/AdaptiveCurveIrmLib.js

@@ -1,16 +1,19 @@
-import { SECONDS_PER_YEAR } from "../constants.js";
-import { MathLib } from "./MathLib.js";
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.AdaptiveCurveIrmLib = void 0;
+const constants_js_1 = require("../constants.js");
+const MathLib_js_1 = require("./MathLib.js");
 /**
  * JS implementation of {@link https://github.com/morpho-org/morpho-blue-irm/blob/main/src/libraries/adaptive-curve/ExpLib.sol ExpLib} used by the Adaptive Curve IRM.
  */
-export var AdaptiveCurveIrmLib;
+var AdaptiveCurveIrmLib;
 (function (AdaptiveCurveIrmLib) {
     AdaptiveCurveIrmLib.CURVE_STEEPNESS = 4000000000000000000n;
     AdaptiveCurveIrmLib.TARGET_UTILIZATION = 900000000000000000n;
-    AdaptiveCurveIrmLib.INITIAL_RATE_AT_TARGET = 40000000000000000n / SECONDS_PER_YEAR;
-    AdaptiveCurveIrmLib.ADJUSTMENT_SPEED = 50000000000000000000n / SECONDS_PER_YEAR;
-    AdaptiveCurveIrmLib.MIN_RATE_AT_TARGET = 1000000000000000n / SECONDS_PER_YEAR;
-    AdaptiveCurveIrmLib.MAX_RATE_AT_TARGET = 2000000000000000000n / SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.INITIAL_RATE_AT_TARGET = 40000000000000000n / constants_js_1.SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.ADJUSTMENT_SPEED = 50000000000000000000n / constants_js_1.SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.MIN_RATE_AT_TARGET = 1000000000000000n / constants_js_1.SECONDS_PER_YEAR;
+    AdaptiveCurveIrmLib.MAX_RATE_AT_TARGET = 2000000000000000000n / constants_js_1.SECONDS_PER_YEAR;
     /**
      * ln(2), scaled by WAD.
      */
@@ -46,7 +49,7 @@ export var AdaptiveCurveIrmLib;
         const q = (x + roundingAdjustment) / AdaptiveCurveIrmLib.LN_2_INT;
         const r = x - q * AdaptiveCurveIrmLib.LN_2_INT;
         // Compute e^r with a 2nd-order Taylor polynomial.
-        const expR = MathLib.WAD + r + (r * r) / MathLib.WAD / 2n;
+        const expR = MathLib_js_1.MathLib.WAD + r + (r * r) / MathLib_js_1.MathLib.WAD / 2n;
         // Return e^x = 2^q * e^r.
         if (q === 0n)
             return expR << q;
@@ -58,9 +61,9 @@ export var AdaptiveCurveIrmLib;
         startRateAtTarget = BigInt(startRateAtTarget);
         elapsed = BigInt(elapsed);
         const errNormFactor = startUtilization > AdaptiveCurveIrmLib.TARGET_UTILIZATION
-            ? MathLib.WAD - AdaptiveCurveIrmLib.TARGET_UTILIZATION
+            ? MathLib_js_1.MathLib.WAD - AdaptiveCurveIrmLib.TARGET_UTILIZATION
             : AdaptiveCurveIrmLib.TARGET_UTILIZATION;
-        const err = MathLib.wDivDown(startUtilization - AdaptiveCurveIrmLib.TARGET_UTILIZATION, errNormFactor);
+        const err = MathLib_js_1.MathLib.wDivDown(startUtilization - AdaptiveCurveIrmLib.TARGET_UTILIZATION, errNormFactor);
         let avgRateAtTarget;
         let endRateAtTarget;
         if (startRateAtTarget === 0n) {
@@ -71,7 +74,7 @@ export var AdaptiveCurveIrmLib;
         else {
             // The speed is assumed constant between two updates, but it is in fact not constant because of interest.
             // So the rate is always underestimated.
-            const speed = MathLib.wMulDown(AdaptiveCurveIrmLib.ADJUSTMENT_SPEED, err);
+            const speed = MathLib_js_1.MathLib.wMulDown(AdaptiveCurveIrmLib.ADJUSTMENT_SPEED, err);
             const linearAdaptation = speed * elapsed;
             if (linearAdaptation === 0n) {
                 // If linearAdaptation == 0, avgRateAtTarget = endRateAtTarget = startRateAtTarget;
@@ -80,7 +83,7 @@ export var AdaptiveCurveIrmLib;
             }
             else {
                 // Non negative because MIN_RATE_AT_TARGET > 0.
-                const _newRateAtTarget = (linearAdaptation) => MathLib.min(MathLib.max(MathLib.wMulDown(startRateAtTarget, wExp(linearAdaptation)), AdaptiveCurveIrmLib.MIN_RATE_AT_TARGET), AdaptiveCurveIrmLib.MAX_RATE_AT_TARGET);
+                const _newRateAtTarget = (linearAdaptation) => MathLib_js_1.MathLib.min(MathLib_js_1.MathLib.max(MathLib_js_1.MathLib.wMulDown(startRateAtTarget, wExp(linearAdaptation)), AdaptiveCurveIrmLib.MIN_RATE_AT_TARGET), AdaptiveCurveIrmLib.MAX_RATE_AT_TARGET);
                 // Formula of the average rate that should be returned to Morpho Blue:
                 // avg = 1/T * ∫_0^T curve(startRateAtTarget*exp(speed*x), err) dx
                 // The integral is approximated with the trapezoidal rule:
@@ -104,11 +107,11 @@ export var AdaptiveCurveIrmLib;
         }
         // Non negative because 1 - 1/C >= 0, C - 1 >= 0.
         const coeff = err < 0
-            ? MathLib.WAD - MathLib.wDivDown(MathLib.WAD, AdaptiveCurveIrmLib.CURVE_STEEPNESS)
-            : AdaptiveCurveIrmLib.CURVE_STEEPNESS - MathLib.WAD;
+            ? MathLib_js_1.MathLib.WAD - MathLib_js_1.MathLib.wDivDown(MathLib_js_1.MathLib.WAD, AdaptiveCurveIrmLib.CURVE_STEEPNESS)
+            : AdaptiveCurveIrmLib.CURVE_STEEPNESS - MathLib_js_1.MathLib.WAD;
         // Non negative if avgRateAtTarget >= 0 because if err < 0, coeff <= 1.
         return {
-            avgBorrowRate: MathLib.wMulDown(MathLib.wMulDown(coeff, err) + MathLib.WAD, avgRateAtTarget),
+            avgBorrowRate: MathLib_js_1.MathLib.wMulDown(MathLib_js_1.MathLib.wMulDown(coeff, err) + MathLib_js_1.MathLib.WAD, avgRateAtTarget),
             endRateAtTarget,
         };
     }
@@ -117,15 +120,15 @@ export var AdaptiveCurveIrmLib;
         borrowRate = BigInt(borrowRate);
         rateAtTarget = BigInt(rateAtTarget);
         if (borrowRate >= rateAtTarget) {
-            const maxBorrowRate = MathLib.wMulDown(rateAtTarget, AdaptiveCurveIrmLib.CURVE_STEEPNESS);
+            const maxBorrowRate = MathLib_js_1.MathLib.wMulDown(rateAtTarget, AdaptiveCurveIrmLib.CURVE_STEEPNESS);
             const diffToMaxBorrowRate = maxBorrowRate - rateAtTarget;
             if (diffToMaxBorrowRate === 0n)
-                return MathLib.WAD;
-            return MathLib.min(MathLib.WAD, AdaptiveCurveIrmLib.TARGET_UTILIZATION +
-                MathLib.mulDivDown(MathLib.WAD - AdaptiveCurveIrmLib.TARGET_UTILIZATION, borrowRate - rateAtTarget, diffToMaxBorrowRate));
+                return MathLib_js_1.MathLib.WAD;
+            return MathLib_js_1.MathLib.min(MathLib_js_1.MathLib.WAD, AdaptiveCurveIrmLib.TARGET_UTILIZATION +
+                MathLib_js_1.MathLib.mulDivDown(MathLib_js_1.MathLib.WAD - AdaptiveCurveIrmLib.TARGET_UTILIZATION, borrowRate - rateAtTarget, diffToMaxBorrowRate));
         }
-        const minBorrowRate = MathLib.wDivDown(rateAtTarget, AdaptiveCurveIrmLib.CURVE_STEEPNESS);
-        return MathLib.max(0n, MathLib.mulDivDown(AdaptiveCurveIrmLib.TARGET_UTILIZATION, borrowRate - minBorrowRate, rateAtTarget - minBorrowRate));
+        const minBorrowRate = MathLib_js_1.MathLib.wDivDown(rateAtTarget, AdaptiveCurveIrmLib.CURVE_STEEPNESS);
+        return MathLib_js_1.MathLib.max(0n, MathLib_js_1.MathLib.mulDivDown(AdaptiveCurveIrmLib.TARGET_UTILIZATION, borrowRate - minBorrowRate, rateAtTarget - minBorrowRate));
     }
     AdaptiveCurveIrmLib.getUtilizationAtBorrowRate = getUtilizationAtBorrowRate;
-})(AdaptiveCurveIrmLib || (AdaptiveCurveIrmLib = {}));
+})(AdaptiveCurveIrmLib || (exports.AdaptiveCurveIrmLib = AdaptiveCurveIrmLib = {}));

package/lib/math/MathLib.d.ts

@@ -1,4 +1,3 @@
-import { Time } from "@morpho-org/morpho-ts";
 import type { BigIntish } from "../types.js";
 export type RoundingDirection = "Up" | "Down";
 /**
@@ -88,24 +87,10 @@ export declare namespace MathLib {
     function mulDiv(x: BigIntish, y: BigIntish, denominator: BigIntish, rounding: RoundingDirection): bigint;
     /**
      * The sum of the first three non-zero terms of a Taylor expansion of e^(nx) - 1,
-     * to approximate a continuous compound interest rate.
+     * to approximate a continuously compounded interest rate.
      *
      * @param x The base of the exponent
      * @param n The exponent
      */
     function wTaylorCompounded(x: BigIntish, n: BigIntish): bigint;
-    /**
-     * Converts an rate to compounded apy
-     *
-     * @param rate The rate to convert (in WAD)
-     * @param period The compounding basis
-     */
-    function rateToApy(rate: BigIntish, period: Time.PeriodLike): number;
-    /**
-     * Converts an apr to compounded apy
-     *
-     * @param apr The apr to convert (in WAD)
-     * @param compounding The compounding basis
-     */
-    function aprToApy(apr: BigIntish, compounding: Time.PeriodLike): number;
 }

package/lib/math/MathLib.js

@@ -1,9 +1,11 @@
-import { Time, format } from "@morpho-org/morpho-ts";
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MathLib = void 0;
 /**
  * Library to manage fixed-point arithmetic.
  * https://github.com/morpho-org/morpho-blue/blob/main/src/libraries/MathLib.sol
  */
-export var MathLib;
+var MathLib;
 (function (MathLib) {
     MathLib.WAD = 1000000000000000000n;
     MathLib.MAX_UINT_256 = maxUint(256);
@@ -145,7 +147,7 @@ export var MathLib;
     MathLib.mulDiv = mulDiv;
     /**
      * The sum of the first three non-zero terms of a Taylor expansion of e^(nx) - 1,
-     * to approximate a continuous compound interest rate.
+     * to approximate a continuously compounded interest rate.
      *
      * @param x The base of the exponent
      * @param n The exponent
@@ -157,29 +159,4 @@ export var MathLib;
         return firstTerm + secondTerm + thirdTerm;
     }
     MathLib.wTaylorCompounded = wTaylorCompounded;
-    /**
-     * Converts an rate to compounded apy
-     *
-     * @param rate The rate to convert (in WAD)
-     * @param period The compounding basis
-     */
-    function rateToApy(rate, period) {
-        const { unit, duration } = Time.toPeriod(period);
-        const factor = Time[unit].from.y(1) / duration;
-        return ((1 + Number(format.number.locale("en").of(BigInt(rate), 18))) ** factor -
-            1);
-    }
-    MathLib.rateToApy = rateToApy;
-    /**
-     * Converts an apr to compounded apy
-     *
-     * @param apr The apr to convert (in WAD)
-     * @param compounding The compounding basis
-     */
-    function aprToApy(apr, compounding) {
-        const { unit, duration } = Time.toPeriod(compounding);
-        const rate = (BigInt(apr) * BigInt(duration)) / Time[unit].from.y(1n);
-        return rateToApy(rate, compounding);
-    }
-    MathLib.aprToApy = aprToApy;
-})(MathLib || (MathLib = {}));
+})(MathLib || (exports.MathLib = MathLib = {}));

package/lib/math/SharesMath.js

@@ -1,18 +1,21 @@
-import { MathLib } from "./MathLib.js";
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SharesMath = void 0;
+const MathLib_js_1 = require("./MathLib.js");
 /**
  * JS implementation of {@link https://github.com/morpho-org/morpho-blue/blob/main/src/libraries/SharesMathLib.sol SharesMathLib} used by Morpho Blue
  * & MetaMorpho (via {@link https://github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/token/ERC20/extensions/ERC4626.sol ERC4626}).
  */
-export var SharesMath;
+var SharesMath;
 (function (SharesMath) {
     SharesMath.VIRTUAL_SHARES = 1000000n;
     SharesMath.VIRTUAL_ASSETS = 1n;
     function toAssets(shares, totalAssets, totalShares, rounding) {
-        return MathLib.mulDiv(shares, BigInt(totalAssets) + SharesMath.VIRTUAL_ASSETS, BigInt(totalShares) + SharesMath.VIRTUAL_SHARES, rounding);
+        return MathLib_js_1.MathLib.mulDiv(shares, BigInt(totalAssets) + SharesMath.VIRTUAL_ASSETS, BigInt(totalShares) + SharesMath.VIRTUAL_SHARES, rounding);
     }
     SharesMath.toAssets = toAssets;
     function toShares(assets, totalAssets, totalShares, rounding) {
-        return MathLib.mulDiv(assets, BigInt(totalShares) + SharesMath.VIRTUAL_SHARES, BigInt(totalAssets) + SharesMath.VIRTUAL_ASSETS, rounding);
+        return MathLib_js_1.MathLib.mulDiv(assets, BigInt(totalShares) + SharesMath.VIRTUAL_SHARES, BigInt(totalAssets) + SharesMath.VIRTUAL_ASSETS, rounding);
     }
     SharesMath.toShares = toShares;
-})(SharesMath || (SharesMath = {}));
+})(SharesMath || (exports.SharesMath = SharesMath = {}));

package/lib/math/index.js

@@ -1,3 +1,19 @@
-export * from "./MathLib.js";
-export * from "./SharesMath.js";
-export * from "./AdaptiveCurveIrmLib.js";
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./MathLib.js"), exports);
+__exportStar(require("./SharesMath.js"), exports);
+__exportStar(require("./AdaptiveCurveIrmLib.js"), exports);

package/lib/position/Position.d.ts

@@ -1,13 +1,13 @@
 import { Market, type MaxBorrowOptions, type MaxWithdrawCollateralOptions } from "../market/index.js";
 import type { Address, BigIntish, MarketId } from "../types.js";
-export interface InputPosition {
+export interface IPosition {
     user: Address;
     marketId: MarketId;
     supplyShares: bigint;
     borrowShares: bigint;
     collateral: bigint;
 }
-export declare class Position implements InputPosition {
+export declare class Position implements IPosition {
     /**
      * The user holding this position.
      */
@@ -28,42 +28,48 @@ export declare class Position implements InputPosition {
      * The amount of collateral assets held with this position.
      */
     collateral: bigint;
-    constructor({ user, marketId, supplyShares, borrowShares, collateral, }: InputPosition);
+    constructor({ user, marketId, supplyShares, borrowShares, collateral, }: IPosition);
 }
-export interface InputAccrualPosition extends Omit<InputPosition, "marketId"> {
+export interface IAccrualPosition extends Omit<IPosition, "marketId"> {
 }
-export declare class AccrualPosition extends Position implements InputAccrualPosition {
+export declare class AccrualPosition extends Position implements IAccrualPosition {
     /**
      * The market on which this position is held.
      */
     readonly market: Market;
-    constructor(position: InputAccrualPosition, market: Market);
+    constructor(position: IAccrualPosition, market: Market);
     get supplyAssets(): bigint;
     get borrowAssets(): bigint;
     /**
      * The value of this position's collateral quoted in loan assets.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get collateralValue(): bigint;
+    get collateralValue(): bigint | undefined;
     /**
      * The maximum amount of loan assets that can be borrowed against this position's collateral.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get maxBorrowAssets(): bigint;
+    get maxBorrowAssets(): bigint | undefined;
     /**
      * The maximum additional amount of assets that can be borrowed against this position's collateral.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get maxBorrowableAssets(): bigint;
+    get maxBorrowableAssets(): bigint | undefined;
     /**
      * The maximum amount of collateral that can be seized in exchange for the outstanding debt.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get seizableCollateral(): bigint;
+    get seizableCollateral(): bigint | undefined;
     /**
      * The maximum amount of collateral that can be withdrawn.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get withdrawableCollateral(): bigint;
+    get withdrawableCollateral(): bigint | undefined;
     /**
      * Whether this position is healthy.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get isHealthy(): boolean;
+    get isHealthy(): boolean | undefined;
     /**
      * The price of the collateral quoted in loan assets that would allow this position to be liquidated.
      */
@@ -71,27 +77,30 @@ export declare class AccrualPosition extends Position implements InputAccrualPos
     /**
      * The price variation required for the position to reach its liquidation threshold (scaled by WAD).
      * Negative when healthy (the price needs to drop x%), positive when unhealthy (the price needs to soar x%).
-     * Returns null if the position is not a borrow.
+     * `undefined` iff the market's oracle is undefined or reverts.
+     * Null if the position is not a borrow.
      */
-    get priceVariationToLiquidationPrice(): bigint | null;
+    get priceVariationToLiquidationPrice(): bigint | null | undefined;
     /**
      * This position's Loan-To-Value (debt over collateral power, scaled by WAD).
      * If the collateral price is 0, LTV is `MaxUint256`.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get ltv(): bigint | null;
+    get ltv(): bigint | null | undefined;
     /**
      * This position's health factor (collateral power over debt, scaled by WAD).
      * If the debt is 0, health factor is `MaxUint256`.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
-    get healthFactor(): bigint | null;
+    get healthFactor(): bigint | null | undefined;
     /**
      * The percentage of this position's borrow power currently used (scaled by WAD).
      * If the collateral price is 0, usage is `MaxUint256`.
      */
-    get borrowCapacityUsage(): bigint | null;
-    get borrowCapacityLimit(): import("../market/Market.js").CapacityLimit;
+    get borrowCapacityUsage(): bigint | undefined;
+    get borrowCapacityLimit(): import("../market/Market.js").CapacityLimit | undefined;
     get withdrawCapacityLimit(): import("../market/Market.js").CapacityLimit;
-    get withdrawCollateralCapacityLimit(): import("../market/Market.js").CapacityLimit;
+    get withdrawCollateralCapacityLimit(): import("../market/Market.js").CapacityLimit | undefined;
     /**
      * Returns a new position derived from this position, whose interest has been accrued up to the given timestamp.
      * @param timestamp The timestamp at which to accrue interest. Must be greater than or equal to the market's `lastUpdate`.

package/lib/position/Position.js

@@ -1,6 +1,9 @@
-import { BlueErrors } from "../errors.js";
-import { Market, } from "../market/index.js";
-export class Position {
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.AccrualPosition = exports.Position = void 0;
+const errors_js_1 = require("../errors.js");
+const index_js_1 = require("../market/index.js");
+class Position {
     /**
      * The user holding this position.
      */
@@ -29,7 +32,8 @@ export class Position {
         this.collateral = collateral;
     }
 }
-export class AccrualPosition extends Position {
+exports.Position = Position;
+class AccrualPosition extends Position {
     /**
      * The market on which this position is held.
      */
@@ -46,36 +50,42 @@ export class AccrualPosition extends Position {
     }
     /**
      * The value of this position's collateral quoted in loan assets.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get collateralValue() {
         return this.market.getCollateralValue(this.collateral);
     }
     /**
      * The maximum amount of loan assets that can be borrowed against this position's collateral.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get maxBorrowAssets() {
         return this.market.getMaxBorrowAssets(this.collateral);
     }
     /**
      * The maximum additional amount of assets that can be borrowed against this position's collateral.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get maxBorrowableAssets() {
         return this.market.getMaxBorrowableAssets(this);
     }
     /**
      * The maximum amount of collateral that can be seized in exchange for the outstanding debt.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get seizableCollateral() {
         return this.market.getSeizableCollateral(this);
     }
     /**
      * The maximum amount of collateral that can be withdrawn.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get withdrawableCollateral() {
         return this.market.getWithdrawableCollateral(this);
     }
     /**
      * Whether this position is healthy.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get isHealthy() {
         return this.market.isHealthy(this);
@@ -89,7 +99,8 @@ export class AccrualPosition extends Position {
     /**
      * The price variation required for the position to reach its liquidation threshold (scaled by WAD).
      * Negative when healthy (the price needs to drop x%), positive when unhealthy (the price needs to soar x%).
-     * Returns null if the position is not a borrow.
+     * `undefined` iff the market's oracle is undefined or reverts.
+     * Null if the position is not a borrow.
      */
     get priceVariationToLiquidationPrice() {
         return this.market.getPriceVariationToLiquidationPrice(this);
@@ -97,6 +108,7 @@ export class AccrualPosition extends Position {
     /**
      * This position's Loan-To-Value (debt over collateral power, scaled by WAD).
      * If the collateral price is 0, LTV is `MaxUint256`.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get ltv() {
         return this.market.getLtv(this);
@@ -104,6 +116,7 @@ export class AccrualPosition extends Position {
     /**
      * This position's health factor (collateral power over debt, scaled by WAD).
      * If the debt is 0, health factor is `MaxUint256`.
+     * `undefined` iff the market's oracle is undefined or reverts.
      */
     get healthFactor() {
         return this.market.getHealthFactor(this);
@@ -134,61 +147,53 @@ export class AccrualPosition extends Position {
     supply(assets, shares, timestamp) {
         let { market } = this;
         ({ market, assets, shares } = market.supply(assets, shares, timestamp));
-        this.supplyShares += shares;
-        return {
-            position: new AccrualPosition(this, market),
-            assets,
-            shares,
-        };
+        const position = new AccrualPosition(this, market);
+        position.supplyShares += shares;
+        return { position, assets, shares };
     }
     withdraw(assets, shares, timestamp) {
         let { market } = this;
         ({ market, assets, shares } = market.withdraw(assets, shares, timestamp));
-        this.supplyShares -= shares;
-        if (this.supplyShares < 0n)
-            throw new BlueErrors.InsufficientPosition(this.user, this.marketId);
-        return {
-            position: new AccrualPosition(this, market),
-            assets,
-            shares,
-        };
+        const position = new AccrualPosition(this, market);
+        position.supplyShares -= shares;
+        if (position.supplyShares < 0n)
+            throw new errors_js_1.BlueErrors.InsufficientPosition(position.user, position.marketId);
+        return { position, assets, shares };
     }
     supplyCollateral(assets) {
         this.collateral += assets;
-        return new AccrualPosition(this, new Market(this.market));
+        return new AccrualPosition(this, new index_js_1.Market(this.market));
     }
     withdrawCollateral(assets, timestamp) {
-        const market = this.market.accrueInterest(timestamp);
-        this.collateral -= assets;
-        if (this.collateral < 0n)
-            throw new BlueErrors.InsufficientPosition(this.user, this.marketId);
-        if (!market.isHealthy(this))
-            throw new BlueErrors.InsufficientCollateral(this.user, this.marketId);
-        return new AccrualPosition(this, market);
+        if (this.market.price == null)
+            throw new errors_js_1.BlueErrors.UnknownOraclePrice(this.marketId);
+        const position = this.accrueInterest(timestamp);
+        position.collateral -= assets;
+        if (position.collateral < 0n)
+            throw new errors_js_1.BlueErrors.InsufficientPosition(position.user, position.marketId);
+        if (!position.isHealthy)
+            throw new errors_js_1.BlueErrors.InsufficientCollateral(position.user, position.marketId);
+        return position;
     }
     borrow(assets, shares, timestamp) {
         let { market } = this;
+        if (market.price == null)
+            throw new errors_js_1.BlueErrors.UnknownOraclePrice(market.id);
         ({ market, assets, shares } = market.borrow(assets, shares, timestamp));
-        this.borrowShares += shares;
-        if (!market.isHealthy(this))
-            throw new BlueErrors.InsufficientCollateral(this.user, this.marketId);
-        return {
-            position: new AccrualPosition(this, market),
-            assets,
-            shares,
-        };
+        const position = new AccrualPosition(this, market);
+        position.borrowShares += shares;
+        if (!position.isHealthy)
+            throw new errors_js_1.BlueErrors.InsufficientCollateral(this.user, this.marketId);
+        return { position, assets, shares };
     }
     repay(assets, shares, timestamp) {
         let { market } = this;
         ({ market, assets, shares } = market.repay(assets, shares, timestamp));
-        this.borrowShares -= shares;
-        if (this.borrowShares < 0n)
-            throw new BlueErrors.InsufficientPosition(this.user, this.marketId);
-        return {
-            position: new AccrualPosition(this, market),
-            assets,
-            shares,
-        };
+        const position = new AccrualPosition(this, market);
+        position.borrowShares -= shares;
+        if (position.borrowShares < 0n)
+            throw new errors_js_1.BlueErrors.InsufficientPosition(position.user, position.marketId);
+        return { position, assets, shares };
     }
     getRepayCapacityLimit(loanTokenBalance) {
         return this.market.getRepayCapacityLimit(this.borrowShares, loanTokenBalance);
@@ -197,3 +202,4 @@ export class AccrualPosition extends Position {
         return this.market.getMaxCapacities(this, loanTokenBalance, collateralTokenBalance, options);
     }
 }
+exports.AccrualPosition = AccrualPosition;

package/lib/position/index.js

@@ -1 +1,17 @@
-export * from "./Position.js";
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./Position.js"), exports);

package/lib/token/ConstantWrappedToken.d.ts

@@ -1,10 +1,10 @@
 import { type RoundingDirection } from "../math/index.js";
 import type { Address, BigIntish } from "../types.js";
-import type { InputToken } from "./Token.js";
+import type { IToken } from "./Token.js";
 import { WrappedToken } from "./WrappedToken.js";
 export declare class ConstantWrappedToken extends WrappedToken {
     readonly underlyingDecimals: bigint;
-    constructor(token: InputToken, underlying: Address, underlyingDecimals?: BigIntish);
+    constructor(token: IToken, underlying: Address, underlyingDecimals?: BigIntish);
     toWrappedExactAmountIn(unwrappedAmount: bigint, _slippage?: bigint, rounding?: RoundingDirection): bigint;
     /** The amount of unwrappedTokens that should be wrapped to receive `wrappedAmount` */
     toWrappedExactAmountOut(wrappedAmount: bigint, _slippage?: bigint, rounding?: RoundingDirection): bigint;

package/lib/token/ConstantWrappedToken.js

@@ -1,8 +1,11 @@
-import { MathLib } from "../math/index.js";
-import { WrappedToken } from "./WrappedToken.js";
-export class ConstantWrappedToken extends WrappedToken {
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ConstantWrappedToken = void 0;
+const index_js_1 = require("../math/index.js");
+const WrappedToken_js_1 = require("./WrappedToken.js");
+class ConstantWrappedToken extends WrappedToken_js_1.WrappedToken {
     underlyingDecimals;
-    constructor(token, underlying, underlyingDecimals = 18n) {
+    constructor(token, underlying, underlyingDecimals = 0) {
         super(token, underlying);
         this.underlyingDecimals = BigInt(underlyingDecimals);
     }
@@ -22,9 +25,10 @@ export class ConstantWrappedToken extends WrappedToken {
         return super.toUnwrappedExactAmountOut(unwrappedAmount, 0n, rounding);
     }
     _wrap(amount) {
-        return MathLib.mulDivDown(amount, 10n ** BigInt(this.decimals), 10n ** this.underlyingDecimals);
+        return index_js_1.MathLib.mulDivDown(amount, 10n ** BigInt(this.decimals), 10n ** this.underlyingDecimals);
     }
     _unwrap(amount) {
-        return MathLib.mulDivDown(amount, 10n ** this.underlyingDecimals, 10n ** BigInt(this.decimals));
+        return index_js_1.MathLib.mulDivDown(amount, 10n ** this.underlyingDecimals, 10n ** BigInt(this.decimals));
     }
 }
+exports.ConstantWrappedToken = ConstantWrappedToken;

package/lib/token/ExchangeRateWrappedToken.d.ts

@@ -1,11 +1,11 @@
 import { type RoundingDirection } from "../math/index.js";
 import type { Address } from "../types.js";
-import type { InputToken } from "./Token.js";
+import type { IToken } from "./Token.js";
 import { WrappedToken } from "./WrappedToken.js";
 export declare class ExchangeRateWrappedToken extends WrappedToken {
     readonly underlying: Address;
     wrappedTokenExchangeRate: bigint;
-    constructor(token: InputToken, underlying: Address, wrappedTokenExchangeRate: bigint);
+    constructor(token: IToken, underlying: Address, wrappedTokenExchangeRate: bigint);
     protected _wrap(amount: bigint, rounding: RoundingDirection): bigint;
     protected _unwrap(amount: bigint, rounding: RoundingDirection): bigint;
 }