@uniswap/client-trading 0.11.1 → 0.11.3

package/dist/trading/v1/api_pb.d.ts

@@ -812,6 +812,25 @@ export declare enum MarginPositionStatus {
      */
     PARTIALLY_LIQUIDATED = 3
 }
+/**
+ * Bridge vendor serving a bridge route.
+ *
+ * @generated from enum trading.v1.BridgeProvider
+ */
+export declare enum BridgeProvider {
+    /**
+     * @generated from enum value: BRIDGE_PROVIDER_UNSPECIFIED = 0;
+     */
+    UNSPECIFIED = 0,
+    /**
+     * @generated from enum value: BRIDGE_PROVIDER_ACROSS = 1;
+     */
+    ACROSS = 1,
+    /**
+     * @generated from enum value: BRIDGE_PROVIDER_RELAY = 2;
+     */
+    RELAY = 2
+}
 /**
  * @generated from message trading.v1.Encode7702Request
  */
@@ -5571,6 +5590,23 @@ export declare class BridgeQuote extends Message<BridgeQuote> {
      * @generated from field: optional double price_difference = 21;
      */
     priceDifference?: number;
+    /**
+     * @generated from field: optional trading.v1.BridgeProvider provider = 22;
+     */
+    provider?: BridgeProvider;
+    /**
+     * Deposit built by the provider (Relay); absent for Across, whose
+     * deposit /swap encodes. /swap returns it byte-exact.
+     *
+     * @generated from field: optional trading.v1.TransactionRequest transaction_request = 23;
+     */
+    transactionRequest?: TransactionRequest;
+    /**
+     * ERC-20 spender this quote needs approved; absent for native input.
+     *
+     * @generated from field: optional string approval_spender = 24;
+     */
+    approvalSpender?: string;
     constructor(data?: PartialMessage<BridgeQuote>);
     static readonly runtime: typeof proto3;
     static readonly typeName = "trading.v1.BridgeQuote";
@@ -7305,9 +7341,9 @@ export declare class CreatePlanRequest extends Message<CreatePlanRequest> {
     earnIntent?: EarnIntent;
     /**
      * The margin quote, echoed back. Exactly one of `quote` and `margin_quote`
-     * is accepted. Every bound and the pool are re-derived from the venue here
-     * rather than trusted, so this names the shape of the position -- market,
-     * venue, sub-account, operation -- and never the numbers it executes on.
+     * is accepted. Every bound and the pool are re-derived from the venue here,
+     * and a re-derived max_debt_in or max_collateral_in is never looser than the
+     * one echoed, since that is the bound the caller agreed to.
      *
      * @generated from field: optional trading.v1.MarginQuoteResponse margin_quote = 6;
      */
@@ -7960,7 +7996,8 @@ export declare class MarginMarketVenue extends Message<MarginMarketVenue> {
      */
     adapter: string;
     /**
-     * Morpho's market id. Absent where the (adapter, pair) IS the market.
+     * Morpho's market id, as the adapter reports it. Absent where the (adapter,
+     * pair) IS the market, or when the adapter's market could not be read.
      *
      * @generated from field: optional string venue_market_id = 3;
      */
@@ -7988,7 +8025,7 @@ export declare class MarginMarketVenue extends Message<MarginMarketVenue> {
     borrowRate?: string;
     /**
      * Absent until the venue's liquidity is read, which is NOT the same as a
-     * market with nothing left to lend.
+     * market with nothing left to lend. Always absent on AAVE_V4.
      *
      * @generated from field: optional string available_borrow_liquidity = 7;
      */
@@ -8021,18 +8058,18 @@ export declare class MarginMarketRow extends Message<MarginMarketRow> {
      */
     direction: MarginDirection;
     /**
-     * The venue behind max_leverage, decided by the same code path the quote
-     * uses so the picker and the quote cannot disagree.
+     * The venue behind max_leverage: the one that goes furthest. Not necessarily
+     * the venue a quote opens on, which is the cheapest venue that can carry the
+     * requested leverage and lend the required amount.
      *
      * @generated from field: trading.v1.MarginVenue headline_venue = 4;
      */
     headlineVenue: MarginVenue;
     /**
-     * The furthest this market goes, across every venue carrying it. The only
-     * scalar here, because it is the only one whose best is also achievable:
-     * rates and LTVs differ per venue and the cheapest rate is not necessarily
-     * available at this leverage, so both live on `venues` beside the ceiling
-     * they come with.
+     * The furthest this market goes, across every venue carrying it: the policy
+     * ceiling the quote refuses above. A quote under it can still refuse once
+     * its swap is priced. Rates and LTVs differ per venue, so both live on
+     * `venues` beside the ceiling they come with.
      *
      * @generated from field: string max_leverage = 5;
      */
@@ -8509,7 +8546,8 @@ export declare class MarginOperation extends Message<MarginOperation> {
      */
     minHopPrice?: string;
     /**
-     * This operation's quoted fill, and the PRICE_DRIFT reference at re-stamp.
+     * This operation's quoted fill. POST /plan measures drift against
+     * max_debt_in / max_collateral_in, not this.
      *
      * @generated from field: optional string effective_price = 9;
      */
@@ -9076,9 +9114,9 @@ export declare class MarginPositionsResponse extends Message<MarginPositionsResp
     nextCursor?: string;
     /**
      * 4 was incomplete_opens, deleted unpopulated before launch (#13445).
-     * Serializes as [] when the read ran and found nothing. It cannot express
-     * "not read": a degraded read logs a warning and reports empty, matching how
-     * the markets feed degrades a failed venue.
+     * First page only; a cursor page carries []. Serializes as [] when the read
+     * ran and found nothing. It cannot express "not read": a degraded read logs
+     * a warning and reports empty.
      *
      * @generated from field: repeated trading.v1.MarginPendingPlan pending_plans = 5;
      */

package/dist/trading/v1/api_pb.js

@@ -1097,6 +1097,32 @@ proto3.util.setEnumType(MarginPositionStatus, "trading.v1.MarginPositionStatus",
     { no: 2, name: "LIQUIDATED" },
     { no: 3, name: "PARTIALLY_LIQUIDATED" },
 ]);
+/**
+ * Bridge vendor serving a bridge route.
+ *
+ * @generated from enum trading.v1.BridgeProvider
+ */
+export var BridgeProvider;
+(function (BridgeProvider) {
+    /**
+     * @generated from enum value: BRIDGE_PROVIDER_UNSPECIFIED = 0;
+     */
+    BridgeProvider[BridgeProvider["UNSPECIFIED"] = 0] = "UNSPECIFIED";
+    /**
+     * @generated from enum value: BRIDGE_PROVIDER_ACROSS = 1;
+     */
+    BridgeProvider[BridgeProvider["ACROSS"] = 1] = "ACROSS";
+    /**
+     * @generated from enum value: BRIDGE_PROVIDER_RELAY = 2;
+     */
+    BridgeProvider[BridgeProvider["RELAY"] = 2] = "RELAY";
+})(BridgeProvider || (BridgeProvider = {}));
+// Retrieve enum metadata with: proto3.getEnumType(BridgeProvider)
+proto3.util.setEnumType(BridgeProvider, "trading.v1.BridgeProvider", [
+    { no: 0, name: "BRIDGE_PROVIDER_UNSPECIFIED" },
+    { no: 1, name: "BRIDGE_PROVIDER_ACROSS" },
+    { no: 2, name: "BRIDGE_PROVIDER_RELAY" },
+]);
 /**
  * @generated from message trading.v1.Encode7702Request
  */
@@ -6583,6 +6609,9 @@ BridgeQuote.fields = proto3.util.newFieldList(() => [
     { no: 18, name: "gas_fee_usd", kind: "scalar", T: 9 /* ScalarType.STRING */, opt: true },
     { no: 19, name: "gas_estimates", kind: "message", T: GasEstimate, repeated: true },
     { no: 21, name: "price_difference", kind: "scalar", T: 1 /* ScalarType.DOUBLE */, opt: true },
+    { no: 22, name: "provider", kind: "enum", T: proto3.getEnumType(BridgeProvider), opt: true },
+    { no: 23, name: "transaction_request", kind: "message", T: TransactionRequest, opt: true },
+    { no: 24, name: "approval_spender", kind: "scalar", T: 9 /* ScalarType.STRING */, opt: true },
 ]);
 /**
  * @generated from message trading.v1.DutchLimitOrderInfo
@@ -9397,18 +9426,18 @@ export class MarginMarketRow extends Message {
          */
         this.direction = MarginDirection.LONG;
         /**
-         * The venue behind max_leverage, decided by the same code path the quote
-         * uses so the picker and the quote cannot disagree.
+         * The venue behind max_leverage: the one that goes furthest. Not necessarily
+         * the venue a quote opens on, which is the cheapest venue that can carry the
+         * requested leverage and lend the required amount.
          *
          * @generated from field: trading.v1.MarginVenue headline_venue = 4;
          */
         this.headlineVenue = MarginVenue.MORPHO;
         /**
-         * The furthest this market goes, across every venue carrying it. The only
-         * scalar here, because it is the only one whose best is also achievable:
-         * rates and LTVs differ per venue and the cheapest rate is not necessarily
-         * available at this leverage, so both live on `venues` beside the ceiling
-         * they come with.
+         * The furthest this market goes, across every venue carrying it: the policy
+         * ceiling the quote refuses above. A quote under it can still refuse once
+         * its swap is priced. Rates and LTVs differ per venue, so both live on
+         * `venues` beside the ceiling they come with.
          *
          * @generated from field: string max_leverage = 5;
          */
@@ -10378,9 +10407,9 @@ export class MarginPositionsResponse extends Message {
         this.positions = [];
         /**
          * 4 was incomplete_opens, deleted unpopulated before launch (#13445).
-         * Serializes as [] when the read ran and found nothing. It cannot express
-         * "not read": a degraded read logs a warning and reports empty, matching how
-         * the markets feed degrades a failed venue.
+         * First page only; a cursor page carries []. Serializes as [] when the read
+         * ran and found nothing. It cannot express "not read": a degraded read logs
+         * a warning and reports empty.
          *
          * @generated from field: repeated trading.v1.MarginPendingPlan pending_plans = 5;
          */

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "@uniswap/client-trading",
-    "version": "0.11.1",
+    "version": "0.11.3",
     "publishConfig": {
       "access": "public"
     },