@varla/sdk 2.15.0 → 2.15.1

package/CHANGELOG.md

@@ -1,5 +1,13 @@
 # @varla-xyz/protocol
 
+## 2.15.1
+
+### Patch Changes
+
+- a943668: Applied internal formatting adjustments in leverage execution and math utilities with no functional changes.
+
+  - Reorganized internal code formatting in leverage execution loops and planning calculations.
+
 ## 2.15.0
 
 ### Minor Changes

package/dist/leverage/deleverageExecute.d.ts

@@ -26,6 +26,12 @@ export type RunDeleverageLoopParams = {
     }>) => Promise<SellResult>;
     onProgress?: OnDeleverageProgress;
     confirmations?: number;
+    /**
+     * Maximum acceptable slippage for sell fills (bps).
+     * If `actualCollateral < expectedCollateral * (10_000 - maxSlippageBps) / 10_000`,
+     * the loop aborts with a `SlippageExceededError`.
+     */
+    maxSlippageBps?: bigint;
 };
 export type RunDeleverageLoopResult = {
     completed: boolean;

package/dist/leverage/deleverageExecute.d.ts.map

@@ -1 +1 @@
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package/dist/leverage/deleverageExecute.js

@@ -1,8 +1,9 @@
 // Note: explicit .js extension is required for Node ESM resolution.
 import { prepareCoreRepay, prepareCoreWithdraw } from "../actions/core.js";
 import { sendTx } from "../actions/tx.js";
+import { SlippageExceededError } from "./types.js";
 export async function runDeleverageLoop(params) {
-    const { plan, positionId, publicClient, walletClient, coreAddress, account, onSellStep, onProgress, confirmations = 1, } = params;
+    const { plan, positionId, publicClient, walletClient, coreAddress, account, onSellStep, onProgress, confirmations = 1, maxSlippageBps, } = params;
     const total = plan.steps.length;
     // Track actual collateral proceeds from the most recent sell step.
     let lastSellActualCollateral;
@@ -24,6 +25,18 @@ export async function runDeleverageLoop(params) {
             }
             if (step.kind === "sell") {
                 const res = await onSellStep(step);
+                // Slippage guard: reject fills that deviate too far from expected.
+                if (maxSlippageBps !== undefined && step.expectedCollateral > 0n) {
+                    const minAcceptable = (step.expectedCollateral * (10000n - maxSlippageBps)) / 10000n;
+                    if (res.actualCollateral < minAcceptable) {
+                        throw new SlippageExceededError({
+                            expected: step.expectedCollateral,
+                            actual: res.actualCollateral,
+                            maxSlippageBps,
+                            side: "sell",
+                        });
+                    }
+                }
                 lastSellActualCollateral = res.actualCollateral;
                 onProgress?.({ completed: i + 1, total, step, sellResult: res });
                 continue;

package/dist/leverage/deleverageExecute.js.map

@@ -1 +1 @@
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+{"version":3,"file":"deleverageExecute.js","sourceRoot":"","sources":["../../src/leverage/deleverageExecute.ts"],"names":[],"mappings":"AAAA,oEAAoE;AAWpE,OAAO,EAAE,gBAAgB,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAC3E,OAAO,EAAE,MAAM,EAAE,MAAM,kBAAkB,CAAC;AAE1C,OAAO,EAAE,qBAAqB,EAAE,MAAM,YAAY,CAAC;AAoCnD,MAAM,CAAC,KAAK,UAAU,iBAAiB,CACrC,MAA+B;IAE/B,MAAM,EACJ,IAAI,EACJ,UAAU,EACV,YAAY,EACZ,YAAY,EACZ,WAAW,EACX,OAAO,EACP,UAAU,EACV,UAAU,EACV,aAAa,GAAG,CAAC,EACjB,cAAc,GACf,GAAG,MAAM,CAAC;IAEX,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC;IAEhC,mEAAmE;IACnE,IAAI,wBAA4C,CAAC;IAEjD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;QAC/B,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAE,CAAC;QAC5B,IAAI,CAAC;YACH,IAAI,IAAI,CAAC,IAAI,KAAK,UAAU,EAAE,CAAC;gBAC7B,MAAM,GAAG,GAAG,MAAM,mBAAmB,CAAC;oBACpC,YAAY,EAAE,YAAmB;oBACjC,WAAW;oBACX,OAAO;oBACP,WAAW,EAAE,CAAC,UAAU,CAAC;oBACzB,OAAO,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC;iBACvB,CAAC,CAAC;gBACH,MAAM,IAAI,GAAG,MAAM,MAAM,CAAC,EAAE,YAAY,EAAE,YAAmB,EAAE,OAAO,EAAE,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;gBACvF,MAAO,YAAoB,CAAC,yBAAyB,CAAC,EAAE,IAAI,EAAE,aAAa,EAAE,CAAC,CAAC;gBAC/E,UAAU,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,IAAI,EAAE,CAAC,CAAC;gBACtD,SAAS;YACX,CAAC;YAED,IAAI,IAAI,CAAC,IAAI,KAAK,MAAM,EAAE,CAAC;gBACzB,MAAM,GAAG,GAAG,MAAM,UAAU,CAAC,IAAI,CAAC,CAAC;gBAEnC,mEAAmE;gBACnE,IAAI,cAAc,KAAK,SAAS,IAAI,IAAI,CAAC,kBAAkB,GAAG,EAAE,EAAE,CAAC;oBACjE,MAAM,aAAa,GAAG,CAAC,IAAI,CAAC,kBAAkB,GAAG,CAAC,MAAO,GAAG,cAAc,CAAC,CAAC,GAAG,MAAO,CAAC;oBACvF,IAAI,GAAG,CAAC,gBAAgB,GAAG,aAAa,EAAE,CAAC;wBACzC,MAAM,IAAI,qBAAqB,CAAC;4BAC9B,QAAQ,EAAE,IAAI,CAAC,kBAAkB;4BACjC,MAAM,EAAE,GAAG,CAAC,gBAAgB;4BAC5B,cAAc;4BACd,IAAI,EAAE,MAAM;yBACb,CAAC,CAAC;oBACL,CAAC;gBACH,CAAC;gBAED,wBAAwB,GAAG,GAAG,CAAC,gBAAgB,CAAC;gBAChD,UAAU,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,UAAU,EAAE,GAAG,EAAE,CAAC,CAAC;gBACjE,SAAS;YACX,CAAC;YAED,IAAI,IAAI,CAAC,IAAI,KAAK,OAAO,EAAE,CAAC;gBAC1B,MAAM,WAAW,GAAG,wBAAwB,IAAI,IAAI,CAAC,gBAAgB,CAAC;gBACtE,wBAAwB,GAAG,SAAS,CAAC;gBAErC,MAAM,GAAG,GAAG,MAAM,gBAAgB,CAAC;oBACjC,YAAY,EAAE,YAAmB;oBACjC,WAAW;oBACX,OAAO;oBACP,MAAM,EAAE,WAAW;iBACpB,CAAC,CAAC;gBACH,MAAM,IAAI,GAAG,MAAM,MAAM,CAAC,EAAE,YAAY,EAAE,YAAmB,EAAE,OAAO,EAAE,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;gBACvF,MAAO,YAAoB,CAAC,yBAAyB,CAAC,EAAE,IAAI,EAAE,aAAa,EAAE,CAAC,CAAC;gBAC/E,UAAU,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,IAAI,EAAE,CAAC,CAAC;gBACtD,SAAS;YACX,CAAC;YAED,MAAM,IAAI,KAAK,CAAC,sBAAuB,IAAY,CAAC,IAAI,EAAE,CAAC,CAAC;QAC9D,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,YAAY,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC;QACtD,CAAC;IACH,CAAC;IAED,OAAO,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC;AAC7B,CAAC"}

package/dist/leverage/execute.d.ts

@@ -33,6 +33,12 @@ export type RunLeverageLoopParams = {
     onProgress?: OnLeverageProgress;
     /** Number of block confirmations to wait per tx (default: 1). */
     confirmations?: number;
+    /**
+     * Maximum acceptable slippage for buy fills (bps).
+     * If `actualTokens < expectedTokens * (10_000 - maxSlippageBps) / 10_000`,
+     * the loop aborts with a `SlippageExceededError`.
+     */
+    maxSlippageBps?: bigint;
 };
 export type RunLeverageLoopResult = {
     /** Results for each step, aligned to `plan.steps`. */

package/dist/leverage/execute.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"execute.d.ts","sourceRoot":"","sources":["../../src/leverage/execute.ts"],"names":[],"mappings":"AAEA;;;;;;GAMG;AAEH,OAAO,KAAK,EAAE,OAAO,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,MAAM,CAAC;AAIhE,OAAO,KAAK,EACV,SAAS,EACT,YAAY,EACZ,YAAY,EACZ,kBAAkB,EAClB,kBAAkB,EACnB,MAAM,YAAY,CAAC;AAOpB,MAAM,MAAM,qBAAqB,GAAG;IAClC,gFAAgF;IAChF,IAAI,EAAE,YAAY,CAAC;IACnB,sDAAsD;IACtD,UAAU,EAAE,MAAM,CAAC;IACnB,qCAAqC;IACrC,YAAY,EAAE,IAAI,CAAC,YAAY,EAAE,kBAAkB,GAAG,2BAA2B,CAAC,CAAC;IACnF,YAAY,EAAE,IAAI,CAAC,YAAY,EAAE,eAAe,CAAC,CAAC;IAClD,WAAW,EAAE,OAAO,CAAC;IACrB,OAAO,EAAE,OAAO,CAAC;IACjB;;;;;;;;OAQG;IACH,SAAS,EAAE,CAAC,IAAI,EAAE,OAAO,CAAC,YAAY,EAAE;QAAE,IAAI,EAAE,KAAK,CAAA;KAAE,CAAC,KAAK,OAAO,CAAC,SAAS,CAAC,CAAC;IAChF,kCAAkC;IAClC,UAAU,CAAC,EAAE,kBAAkB,CAAC;IAChC,iEAAiE;IACjE,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB;;;;OAIG;IACH,cAAc,CAAC,EAAE,MAAM,CAAC;CACzB,CAAC;AAEF,MAAM,MAAM,qBAAqB,GAAG;IAClC,sDAAsD;IACtD,OAAO,EAAE,kBAAkB,EAAE,CAAC;IAC9B,gDAAgD;IAChD,SAAS,EAAE,OAAO,CAAC;IACnB,gEAAgE;IAChE,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,6CAA6C;IAC7C,KAAK,CAAC,EAAE,OAAO,CAAC;CACjB,CAAC;AAMF;;;;;;;;;;;;;GAaG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,qBAAqB,GAC5B,OAAO,CAAC,qBAAqB,CAAC,CAuGhC"}

package/dist/leverage/execute.js

@@ -1,6 +1,7 @@
 // Note: explicit .js extension is required for Node ESM resolution.
 import { prepareCoreBorrow, prepareCoreDeposit } from "../actions/core.js";
 import { sendTx } from "../actions/tx.js";
+import { SlippageExceededError } from "./types.js";
 // ---------------------------------------------------------------------------
 // Executor
 // ---------------------------------------------------------------------------
@@ -19,7 +20,7 @@ import { sendTx } from "../actions/tx.js";
  * If any step fails, execution stops and returns partial results.
  */
 export async function runLeverageLoop(params) {
-    const { plan, positionId, publicClient, walletClient, coreAddress, account, onBuyStep, onProgress, confirmations = 1, } = params;
+    const { plan, positionId, publicClient, walletClient, coreAddress, account, onBuyStep, onProgress, confirmations = 1, maxSlippageBps, } = params;
     const results = [];
     const totalSteps = plan.steps.length;
     // Track actual tokens from the most recent buy (for slippage-aware deposits).
@@ -29,6 +30,18 @@ export async function runLeverageLoop(params) {
         try {
             if (step.kind === "buy") {
                 const buyResult = await onBuyStep(step);
+                // Slippage guard: reject fills that deviate too far from expected.
+                if (maxSlippageBps !== undefined && step.expectedTokens > 0n) {
+                    const minAcceptable = (step.expectedTokens * (10000n - maxSlippageBps)) / 10000n;
+                    if (buyResult.actualTokens < minAcceptable) {
+                        throw new SlippageExceededError({
+                            expected: step.expectedTokens,
+                            actual: buyResult.actualTokens,
+                            maxSlippageBps,
+                            side: "buy",
+                        });
+                    }
+                }
                 lastBuyActualTokens = buyResult.actualTokens;
                 const result = { step, buyResult };
                 results.push(result);

package/dist/leverage/execute.js.map

@@ -1 +1 @@
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package/dist/leverage/index.d.ts

@@ -28,5 +28,5 @@ export { planDeleverageFromChain, planLeverageFromChain, planLeverageFromChainPr
 export type { ReadErc1155IsApprovedForAllParams } from "./preflight.js";
 export { prepareApprovePositionsTokenIfNeeded, readErc1155IsApprovedForAll, } from "./preflight.js";
 export type { BuyResult, DeleveragePlan, DeleverageStep, LeverageDirection, LeveragePlan, LeverageStep, LeverageStepResult, LeverageSummary, OnLeverageProgress, SellResult, } from "./types.js";
-export { collateralForDollars, DEFAULT_MAX_ITERATIONS, DEFAULT_MIN_STEP_COLLATERAL, PRICE_E8, pow10, WAD, } from "./types.js";
+export { collateralForDollars, DEFAULT_MAX_ITERATIONS, DEFAULT_MIN_STEP_COLLATERAL, PRICE_E8, pow10, SlippageExceededError, WAD, } from "./types.js";
 //# sourceMappingURL=index.d.ts.map

package/dist/leverage/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/leverage/index.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;;;;;;;GAkBG;AAEH,YAAY,EACV,oBAAoB,EACpB,uBAAuB,EACvB,uBAAuB,GACxB,MAAM,wBAAwB,CAAC;AAChC,OAAO,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AAC3D,YAAY,EACV,qBAAqB,EACrB,qBAAqB,GACtB,MAAM,cAAc,CAAC;AAEtB,OAAO,EAAE,eAAe,EAAE,MAAM,cAAc,CAAC;AAC/C,YAAY,EACV,gBAAgB,EAChB,oBAAoB,EACpB,sBAAsB,GACvB,MAAM,WAAW,CAAC;AAEnB,OAAO,EACL,mBAAmB,EACnB,wBAAwB,EACxB,gBAAgB,EAChB,WAAW,EACX,cAAc,EACd,gBAAgB,EAChB,mBAAmB,GACpB,MAAM,WAAW,CAAC;AACnB,YAAY,EACV,6BAA6B,EAC7B,2BAA2B,EAC3B,kCAAkC,GACnC,MAAM,WAAW,CAAC;AAEnB,OAAO,EACL,uBAAuB,EACvB,qBAAqB,EACrB,4BAA4B,EAC5B,yBAAyB,GAC1B,MAAM,WAAW,CAAC;AACnB,YAAY,EAAE,iCAAiC,EAAE,MAAM,gBAAgB,CAAC;AAExE,OAAO,EACL,oCAAoC,EACpC,2BAA2B,GAC5B,MAAM,gBAAgB,CAAC;AAExB,YAAY,EACV,SAAS,EACT,cAAc,EACd,cAAc,EACd,iBAAiB,EACjB,YAAY,EACZ,YAAY,EACZ,kBAAkB,EAClB,eAAe,EACf,kBAAkB,EAClB,UAAU,GACX,MAAM,YAAY,CAAC;AACpB,OAAO,EACL,oBAAoB,EACpB,sBAAsB,EACtB,2BAA2B,EAC3B,QAAQ,EACR,KAAK,EACL,qBAAqB,EACrB,GAAG,GACJ,MAAM,YAAY,CAAC"}

package/dist/leverage/index.js

@@ -8,5 +8,5 @@ export { collateralForTokens, estimateLiquidationPrice, leverageScenario, maxLev
 export { planDeleverageFromChain, planLeverageFromChain, planLeverageFromChainPrecise, resolveLeveragePositionId, } from "./plan.js";
 // Preflight
 export { prepareApprovePositionsTokenIfNeeded, readErc1155IsApprovedForAll, } from "./preflight.js";
-export { collateralForDollars, DEFAULT_MAX_ITERATIONS, DEFAULT_MIN_STEP_COLLATERAL, PRICE_E8, pow10, WAD, } from "./types.js";
+export { collateralForDollars, DEFAULT_MAX_ITERATIONS, DEFAULT_MIN_STEP_COLLATERAL, PRICE_E8, pow10, SlippageExceededError, WAD, } from "./types.js";
 //# sourceMappingURL=index.js.map

package/dist/leverage/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/leverage/index.ts"],"names":[],"mappings":"AAAA,oEAAoE;AA2BpE,OAAO,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AAK3D,YAAY;AACZ,OAAO,EAAE,eAAe,EAAE,MAAM,cAAc,CAAC;AAM/C,YAAY;AACZ,OAAO,EACL,mBAAmB,EACnB,wBAAwB,EACxB,gBAAgB,EAChB,WAAW,EACX,cAAc,EACd,gBAAgB,EAChB,mBAAmB,GACpB,MAAM,WAAW,CAAC;AAMnB,qBAAqB;AACrB,OAAO,EACL,uBAAuB,EACvB,qBAAqB,EACrB,4BAA4B,EAC5B,yBAAyB,GAC1B,MAAM,WAAW,CAAC;AAEnB,YAAY;AACZ,OAAO,EACL,oCAAoC,EACpC,2BAA2B,GAC5B,MAAM,gBAAgB,CAAC;AAcxB,OAAO,EACL,oBAAoB,EACpB,sBAAsB,EACtB,2BAA2B,EAC3B,QAAQ,EACR,KAAK,EACL,qBAAqB,EACrB,GAAG,GACJ,MAAM,YAAY,CAAC"}

package/dist/leverage/math.d.ts

@@ -55,6 +55,12 @@ export type PlanLeverageLoopParams = {
     startingDebt?: bigint;
     /** Optional absolute cap on total debt (collateral base units). */
     maxTotalDebt?: bigint;
+    /**
+     * Assumed slippage/spread for CLOB buys (bps, e.g. 50 = 0.50%).
+     * Buys use an effectively higher price: `price * (10_000 + slippageBps) / 10_000`.
+     * Default: 0 (ideal execution).
+     */
+    slippageBps?: bigint;
 };
 /**
  * Plan a leverage loop (pure math, zero RPC).
@@ -87,6 +93,12 @@ export type PlanDeleverageParams = {
     maxIterations?: number;
     /** Minimum sell size (in collateral base units) to continue looping. */
     minStepSell?: bigint;
+    /**
+     * Assumed slippage/spread for CLOB sells (bps, e.g. 50 = 0.50%).
+     * Sells use an effectively lower price: `price * (10_000 - slippageBps) / 10_000`.
+     * Default: 0 (ideal execution).
+     */
+    slippageBps?: bigint;
 };
 /**
  * Plan a deleverage (unwind) loop (pure math, zero RPC).

package/dist/leverage/math.d.ts.map

@@ -1 +1 @@
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package/dist/leverage/math.js

@@ -23,6 +23,19 @@ function mulDivUp(a, b, c) {
         throw new Error("mulDivUp: division by zero");
     return (a * b + c - 1n) / c;
 }
+/** BPS base (100%). */
+const BPS_BASE = 10000n;
+/**
+ * Adjust a price for slippage.
+ * - Buying: pay more per token → effective price goes UP.
+ * - Selling: receive less per token → effective price goes DOWN.
+ */
+function applySlippageToBuyPrice(price, slippageBps) {
+    return slippageBps > 0n ? mulDivUp(price, BPS_BASE + slippageBps, BPS_BASE) : price;
+}
+function applySlippageToSellPrice(price, slippageBps) {
+    return slippageBps > 0n ? mulDiv(price, BPS_BASE - slippageBps, BPS_BASE) : price;
+}
 // ---------------------------------------------------------------------------
 // Public helpers
 // ---------------------------------------------------------------------------
@@ -89,7 +102,7 @@ export function collateralForTokens(tokenAmount, tokenPriceE8) {
  * If `maxIterations` is hit, the final iteration ends at `deposit`.
  */
 export function planLeverageLoop(params) {
-    const { initialCapital, tokenPriceE8, ltvWad, targetLeverageWad, maxIterations = DEFAULT_MAX_ITERATIONS, minStepBorrow = DEFAULT_MIN_STEP_COLLATERAL, startingTokens = 0n, startingDebt = 0n, maxTotalDebt, } = params;
+    const { initialCapital, tokenPriceE8, ltvWad, targetLeverageWad, maxIterations = DEFAULT_MAX_ITERATIONS, minStepBorrow = DEFAULT_MIN_STEP_COLLATERAL, startingTokens = 0n, startingDebt = 0n, maxTotalDebt, slippageBps = 0n, } = params;
     if (initialCapital <= 0n)
         throw new Error("initialCapital must be > 0");
     if (tokenPriceE8 <= 0n)
@@ -102,7 +115,12 @@ export function planLeverageLoop(params) {
         throw new Error("startingTokens must be >= 0");
     if (startingDebt < 0n)
         throw new Error("startingDebt must be >= 0");
+    if (slippageBps < 0n)
+        throw new Error("slippageBps must be >= 0");
+    if (slippageBps >= BPS_BASE)
+        throw new Error("slippageBps must be < 10_000");
     const maxLev = maxLeverage(ltvWad);
+    const effectiveBuyPrice = applySlippageToBuyPrice(tokenPriceE8, slippageBps);
     // Target leverage semantics:
     // - undefined => run to max (bounded by maxIterations / minStepBorrow / caps)
     // - <= 1× => treat as 1× (no borrowing)
@@ -132,7 +150,8 @@ export function planLeverageLoop(params) {
             break;
         // buy
         const spendCollateral = collateralAvailable;
-        const tokensBought = tokensForCollateral(spendCollateral, tokenPriceE8);
+        // Use effective (slippage-adjusted) price for buy, but ideal price for expectedTokens display.
+        const tokensBought = tokensForCollateral(spendCollateral, effectiveBuyPrice);
         if (tokensBought <= 0n)
             break;
         // Spend the available collateral for this iteration.
@@ -188,6 +207,16 @@ export function planLeverageLoop(params) {
         estimatedLiquidationPriceE8,
         iterations,
         maxLeverageWad: maxLev,
+        assumedSlippageBps: slippageBps,
+        totalSlippageCost: slippageBps > 0n
+            ? clampPositive(
+            // Ideal tokens - actual tokens, valued at mid price.
+            collateralForTokens(steps
+                .filter((s) => s.kind === "buy")
+                .reduce((acc, s) => acc + tokensForCollateral(s.collateralAmount, tokenPriceE8), 0n) -
+                totalTokens +
+                startingTokens, tokenPriceE8))
+            : 0n,
     };
     return {
         steps,
@@ -208,7 +237,7 @@ export function planLeverageLoop(params) {
  * Steps: withdraw → sell → repay → ...
  */
 export function planDeleverage(params) {
-    const { depositedTokens, currentDebt, tokenPriceE8, ltvWad, targetDebtReduction, maxIterations = DEFAULT_MAX_ITERATIONS, minStepSell = DEFAULT_MIN_STEP_COLLATERAL, } = params;
+    const { depositedTokens, currentDebt, tokenPriceE8, ltvWad, targetDebtReduction, maxIterations = DEFAULT_MAX_ITERATIONS, minStepSell = DEFAULT_MIN_STEP_COLLATERAL, slippageBps = 0n, } = params;
     if (tokenPriceE8 <= 0n)
         throw new Error("tokenPriceE8 must be > 0");
     if (ltvWad <= 0n || ltvWad >= WAD)
@@ -217,6 +246,11 @@ export function planDeleverage(params) {
         throw new Error("depositedTokens must be >= 0");
     if (currentDebt < 0n)
         throw new Error("currentDebt must be >= 0");
+    if (slippageBps < 0n)
+        throw new Error("slippageBps must be >= 0");
+    if (slippageBps >= BPS_BASE)
+        throw new Error("slippageBps must be < 10_000");
+    const effectiveSellPrice = applySlippageToSellPrice(tokenPriceE8, slippageBps);
     const targetRepay = targetDebtReduction === "full" ? currentDebt : targetDebtReduction;
     if (targetRepay <= 0n) {
         return {
@@ -227,6 +261,8 @@ export function planDeleverage(params) {
                 tokensRemaining: depositedTokens,
                 collateralRemaining: 0n,
                 iterations: 0,
+                assumedSlippageBps: slippageBps,
+                totalSlippageCost: 0n,
             },
         };
     }
@@ -235,6 +271,7 @@ export function planDeleverage(params) {
     let remainingDebt = currentDebt;
     let totalSold = 0n;
     let totalRepaid = 0n;
+    let excessCollateral = 0n; // sell proceeds not used for repayment (returned to user)
     for (let i = 0; i < maxIterations; i++) {
         if (remainingDebt <= 0n)
             break;
@@ -255,7 +292,7 @@ export function planDeleverage(params) {
         const tokensToWithdraw = withdrawable < tokensNeededForTarget ? withdrawable : tokensNeededForTarget;
         if (tokensToWithdraw <= 0n)
             break;
-        const collateralProceeds = collateralForTokens(tokensToWithdraw, tokenPriceE8);
+        const collateralProceeds = collateralForTokens(tokensToWithdraw, effectiveSellPrice);
         if (collateralProceeds < minStepSell)
             break;
         // withdraw
@@ -274,8 +311,27 @@ export function planDeleverage(params) {
         steps.push({ kind: "repay", collateralAmount: repayAmount, iteration: i });
         remainingDebt -= repayAmount;
         totalRepaid += repayAmount;
+        excessCollateral += collateralProceeds - repayAmount;
+    }
+    // Phase 2: After all debt is repaid, withdraw and sell remaining tokens.
+    // This ensures "full" close returns all collateral to the user, not just repays debt.
+    // Only fires when debt is fully repaid — if debt remains (underwater/stuck), skip.
+    if (targetDebtReduction === "full" && remainingDebt <= 0n && remainingTokens > 0n) {
+        const collateralProceeds = collateralForTokens(remainingTokens, tokenPriceE8);
+        const iteration = steps.length > 0 ? steps[steps.length - 1].iteration + 1 : 0;
+        steps.push({ kind: "withdraw", amount: remainingTokens, iteration });
+        steps.push({
+            kind: "sell",
+            tokenAmount: remainingTokens,
+            expectedCollateral: collateralProceeds,
+            iteration,
+        });
+        excessCollateral += collateralProceeds;
+        totalSold += remainingTokens;
+        remainingTokens = 0n;
     }
-    const collateralRemaining = clampPositive(collateralForTokens(remainingTokens, tokenPriceE8) - remainingDebt);
+    const collateralRemaining = excessCollateral +
+        clampPositive(collateralForTokens(remainingTokens, tokenPriceE8) - remainingDebt);
     const iterations = steps.length > 0 ? steps[steps.length - 1].iteration + 1 : 0;
     return {
         steps,
@@ -285,6 +341,11 @@ export function planDeleverage(params) {
             tokensRemaining: remainingTokens,
             collateralRemaining,
             iterations,
+            assumedSlippageBps: slippageBps,
+            totalSlippageCost: slippageBps > 0n
+                ? clampPositive(collateralForTokens(totalSold, tokenPriceE8) -
+                    collateralForTokens(totalSold, effectiveSellPrice))
+                : 0n,
         },
     };
 }

package/dist/leverage/math.js.map

@@ -1 +1 @@
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package/dist/leverage/types.d.ts

@@ -79,6 +79,10 @@ export type LeverageSummary = {
     iterations: number;
     /** Maximum theoretical leverage = 1 / (1 - LTV) as WAD. */
     maxLeverageWad: bigint;
+    /** Assumed slippage/spread used in planning (bps). 0 if not specified. */
+    assumedSlippageBps: bigint;
+    /** Total collateral lost to slippage across all buy steps (base units). */
+    totalSlippageCost: bigint;
 };
 /**
  * Complete leverage plan returned by the planner.
@@ -124,6 +128,10 @@ export type DeleveragePlan = {
         tokensRemaining: bigint;
         collateralRemaining: bigint;
         iterations: number;
+        /** Assumed slippage/spread used in planning (bps). 0 if not specified. */
+        assumedSlippageBps: bigint;
+        /** Total collateral lost to slippage across all sell steps (base units). */
+        totalSlippageCost: bigint;
     };
 };
 /**
@@ -154,4 +162,19 @@ export type OnLeverageProgress = (info: {
     step: LeverageStep;
     result: LeverageStepResult;
 }) => void;
+/**
+ * Thrown by executors when actual fill deviates beyond `maxSlippageBps`.
+ */
+export declare class SlippageExceededError extends Error {
+    readonly expected: bigint;
+    readonly actual: bigint;
+    readonly maxSlippageBps: bigint;
+    readonly side: "buy" | "sell";
+    constructor(params: {
+        expected: bigint;
+        actual: bigint;
+        maxSlippageBps: bigint;
+        side: "buy" | "sell";
+    });
+}
 //# sourceMappingURL=types.d.ts.map

package/dist/leverage/types.d.ts.map

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package/dist/leverage/types.js

@@ -40,4 +40,25 @@ export function pow10(n) {
 export function collateralForDollars(params) {
     return params.dollars * pow10(params.decimals);
 }
+// ---------------------------------------------------------------------------
+// Slippage error
+// ---------------------------------------------------------------------------
+/**
+ * Thrown by executors when actual fill deviates beyond `maxSlippageBps`.
+ */
+export class SlippageExceededError extends Error {
+    expected;
+    actual;
+    maxSlippageBps;
+    side;
+    constructor(params) {
+        const pct = (Number(params.maxSlippageBps) / 100).toFixed(2);
+        super(`Slippage exceeded on ${params.side}: expected ${params.expected}, got ${params.actual} (max ${pct}%)`);
+        this.name = "SlippageExceededError";
+        this.expected = params.expected;
+        this.actual = params.actual;
+        this.maxSlippageBps = params.maxSlippageBps;
+        this.side = params.side;
+    }
+}
 //# sourceMappingURL=types.js.map

package/dist/leverage/types.js.map

@@ -1 +1 @@
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+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/leverage/types.ts"],"names":[],"mappings":"AAAA,oEAAoE;AAIpE,8EAA8E;AAC9E,YAAY;AACZ,8EAA8E;AAE9E,4BAA4B;AAC5B,MAAM,CAAC,MAAM,GAAG,GAAG,oBAA0B,CAAC;AAE9C,4CAA4C;AAC5C,MAAM,CAAC,MAAM,QAAQ,GAAG,UAAY,CAAC;AAErC,oDAAoD;AACpD,MAAM,CAAC,MAAM,sBAAsB,GAAG,EAAE,CAAC;AAEzC;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,2BAA2B,GAAG,QAAU,CAAC;AAEtD,8EAA8E;AAC9E,yBAAyB;AACzB,8EAA8E;AAE9E,8BAA8B;AAC9B,MAAM,UAAU,KAAK,CAAC,CAAS;IAC7B,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,EAAE,CAAC,CAAC;IAC5E,IAAI,GAAG,GAAG,EAAE,CAAC;IACb,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE;QAAE,GAAG,IAAI,GAAG,CAAC;IACvC,OAAO,GAAG,CAAC;AACb,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,oBAAoB,CAAC,MAA6C;IAChF,OAAO,MAAM,CAAC,OAAO,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;AACjD,CAAC;AAoKD,8EAA8E;AAC9E,iBAAiB;AACjB,8EAA8E;AAE9E;;GAEG;AACH,MAAM,OAAO,qBAAsB,SAAQ,KAAK;IACrC,QAAQ,CAAS;IACjB,MAAM,CAAS;IACf,cAAc,CAAS;IACvB,IAAI,CAAiB;IAE9B,YAAY,MAKX;QACC,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC,MAAM,CAAC,cAAc,CAAC,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7D,KAAK,CACH,wBAAwB,MAAM,CAAC,IAAI,cAAc,MAAM,CAAC,QAAQ,SAAS,MAAM,CAAC,MAAM,SAAS,GAAG,IAAI,CACvG,CAAC;QACF,IAAI,CAAC,IAAI,GAAG,uBAAuB,CAAC;QACpC,IAAI,CAAC,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC;QAChC,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;QAC5B,IAAI,CAAC,cAAc,GAAG,MAAM,CAAC,cAAc,CAAC;QAC5C,IAAI,CAAC,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC;IAC1B,CAAC;CACF"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@varla/sdk",
-  "version": "2.15.0",
+  "version": "2.15.1",
   "private": false,
   "type": "module",
   "sideEffects": false,

package/src/leverage/deleverageExecute.ts

@@ -12,6 +12,7 @@ import type { Address, PublicClient, WalletClient } from "viem";
 import { prepareCoreRepay, prepareCoreWithdraw } from "../actions/core.js";
 import { sendTx } from "../actions/tx.js";
 import type { DeleveragePlan, DeleverageStep, SellResult } from "./types.js";
+import { SlippageExceededError } from "./types.js";
 
 export type OnDeleverageProgress = (info: {
   completed: number;
@@ -33,6 +34,12 @@ export type RunDeleverageLoopParams = {
   onSellStep: (step: Extract<DeleverageStep, { kind: "sell" }>) => Promise<SellResult>;
   onProgress?: OnDeleverageProgress;
   confirmations?: number;
+  /**
+   * Maximum acceptable slippage for sell fills (bps).
+   * If `actualCollateral < expectedCollateral * (10_000 - maxSlippageBps) / 10_000`,
+   * the loop aborts with a `SlippageExceededError`.
+   */
+  maxSlippageBps?: bigint;
 };
 
 export type RunDeleverageLoopResult = {
@@ -54,6 +61,7 @@ export async function runDeleverageLoop(
     onSellStep,
     onProgress,
     confirmations = 1,
+    maxSlippageBps,
   } = params;
 
   const total = plan.steps.length;
@@ -80,6 +88,20 @@ export async function runDeleverageLoop(
 
       if (step.kind === "sell") {
         const res = await onSellStep(step);
+
+        // Slippage guard: reject fills that deviate too far from expected.
+        if (maxSlippageBps !== undefined && step.expectedCollateral > 0n) {
+          const minAcceptable = (step.expectedCollateral * (10_000n - maxSlippageBps)) / 10_000n;
+          if (res.actualCollateral < minAcceptable) {
+            throw new SlippageExceededError({
+              expected: step.expectedCollateral,
+              actual: res.actualCollateral,
+              maxSlippageBps,
+              side: "sell",
+            });
+          }
+        }
+
         lastSellActualCollateral = res.actualCollateral;
         onProgress?.({ completed: i + 1, total, step, sellResult: res });
         continue;

package/src/leverage/execute.ts

@@ -19,6 +19,7 @@ import type {
   LeverageStepResult,
   OnLeverageProgress,
 } from "./types.js";
+import { SlippageExceededError } from "./types.js";
 
 // ---------------------------------------------------------------------------
 // Types
@@ -48,6 +49,12 @@ export type RunLeverageLoopParams = {
   onProgress?: OnLeverageProgress;
   /** Number of block confirmations to wait per tx (default: 1). */
   confirmations?: number;
+  /**
+   * Maximum acceptable slippage for buy fills (bps).
+   * If `actualTokens < expectedTokens * (10_000 - maxSlippageBps) / 10_000`,
+   * the loop aborts with a `SlippageExceededError`.
+   */
+  maxSlippageBps?: bigint;
 };
 
 export type RunLeverageLoopResult = {
@@ -92,6 +99,7 @@ export async function runLeverageLoop(
     onBuyStep,
     onProgress,
     confirmations = 1,
+    maxSlippageBps,
   } = params;
 
   const results: LeverageStepResult[] = [];
@@ -106,6 +114,20 @@ export async function runLeverageLoop(
     try {
       if (step.kind === "buy") {
         const buyResult = await onBuyStep(step);
+
+        // Slippage guard: reject fills that deviate too far from expected.
+        if (maxSlippageBps !== undefined && step.expectedTokens > 0n) {
+          const minAcceptable = (step.expectedTokens * (10_000n - maxSlippageBps)) / 10_000n;
+          if (buyResult.actualTokens < minAcceptable) {
+            throw new SlippageExceededError({
+              expected: step.expectedTokens,
+              actual: buyResult.actualTokens,
+              maxSlippageBps,
+              side: "buy",
+            });
+          }
+        }
+
         lastBuyActualTokens = buyResult.actualTokens;
 
         const result: LeverageStepResult = { step, buyResult };

package/src/leverage/index.ts

@@ -84,5 +84,6 @@ export {
   DEFAULT_MIN_STEP_COLLATERAL,
   PRICE_E8,
   pow10,
+  SlippageExceededError,
   WAD,
 } from "./types.js";

package/src/leverage/math.ts

@@ -41,6 +41,21 @@ function mulDivUp(a: bigint, b: bigint, c: bigint): bigint {
   return (a * b + c - 1n) / c;
 }
 
+/** BPS base (100%). */
+const BPS_BASE = 10_000n;
+
+/**
+ * Adjust a price for slippage.
+ * - Buying: pay more per token → effective price goes UP.
+ * - Selling: receive less per token → effective price goes DOWN.
+ */
+function applySlippageToBuyPrice(price: bigint, slippageBps: bigint): bigint {
+  return slippageBps > 0n ? mulDivUp(price, BPS_BASE + slippageBps, BPS_BASE) : price;
+}
+function applySlippageToSellPrice(price: bigint, slippageBps: bigint): bigint {
+  return slippageBps > 0n ? mulDiv(price, BPS_BASE - slippageBps, BPS_BASE) : price;
+}
+
 // ---------------------------------------------------------------------------
 // Public helpers
 // ---------------------------------------------------------------------------
@@ -126,6 +141,12 @@ export type PlanLeverageLoopParams = {
   startingDebt?: bigint;
   /** Optional absolute cap on total debt (collateral base units). */
   maxTotalDebt?: bigint;
+  /**
+   * Assumed slippage/spread for CLOB buys (bps, e.g. 50 = 0.50%).
+   * Buys use an effectively higher price: `price * (10_000 + slippageBps) / 10_000`.
+   * Default: 0 (ideal execution).
+   */
+  slippageBps?: bigint;
 };
 
 /**
@@ -151,6 +172,7 @@ export function planLeverageLoop(params: PlanLeverageLoopParams): LeveragePlan {
     startingTokens = 0n,
     startingDebt = 0n,
     maxTotalDebt,
+    slippageBps = 0n,
   } = params;
 
   if (initialCapital <= 0n) throw new Error("initialCapital must be > 0");
@@ -159,8 +181,11 @@ export function planLeverageLoop(params: PlanLeverageLoopParams): LeveragePlan {
   if (maxIterations < 1) throw new Error("maxIterations must be >= 1");
   if (startingTokens < 0n) throw new Error("startingTokens must be >= 0");
   if (startingDebt < 0n) throw new Error("startingDebt must be >= 0");
+  if (slippageBps < 0n) throw new Error("slippageBps must be >= 0");
+  if (slippageBps >= BPS_BASE) throw new Error("slippageBps must be < 10_000");
 
   const maxLev = maxLeverage(ltvWad);
+  const effectiveBuyPrice = applySlippageToBuyPrice(tokenPriceE8, slippageBps);
 
   // Target leverage semantics:
   // - undefined => run to max (bounded by maxIterations / minStepBorrow / caps)
@@ -198,7 +223,8 @@ export function planLeverageLoop(params: PlanLeverageLoopParams): LeveragePlan {
     // buy
     const spendCollateral = collateralAvailable;
 
-    const tokensBought = tokensForCollateral(spendCollateral, tokenPriceE8);
+    // Use effective (slippage-adjusted) price for buy, but ideal price for expectedTokens display.
+    const tokensBought = tokensForCollateral(spendCollateral, effectiveBuyPrice);
     if (tokensBought <= 0n) break;
 
     // Spend the available collateral for this iteration.
@@ -262,6 +288,24 @@ export function planLeverageLoop(params: PlanLeverageLoopParams): LeveragePlan {
     estimatedLiquidationPriceE8,
     iterations,
     maxLeverageWad: maxLev,
+    assumedSlippageBps: slippageBps,
+    totalSlippageCost:
+      slippageBps > 0n
+        ? clampPositive(
+            // Ideal tokens - actual tokens, valued at mid price.
+            collateralForTokens(
+              steps
+                .filter((s): s is Extract<LeverageStep, { kind: "buy" }> => s.kind === "buy")
+                .reduce(
+                  (acc, s) => acc + tokensForCollateral(s.collateralAmount, tokenPriceE8),
+                  0n,
+                ) -
+                totalTokens +
+                startingTokens,
+              tokenPriceE8,
+            ),
+          )
+        : 0n,
   };
 
   return {
@@ -300,6 +344,12 @@ export type PlanDeleverageParams = {
   maxIterations?: number;
   /** Minimum sell size (in collateral base units) to continue looping. */
   minStepSell?: bigint;
+  /**
+   * Assumed slippage/spread for CLOB sells (bps, e.g. 50 = 0.50%).
+   * Sells use an effectively lower price: `price * (10_000 - slippageBps) / 10_000`.
+   * Default: 0 (ideal execution).
+   */
+  slippageBps?: bigint;
 };
 
 /**
@@ -316,12 +366,17 @@ export function planDeleverage(params: PlanDeleverageParams): DeleveragePlan {
     targetDebtReduction,
     maxIterations = DEFAULT_MAX_ITERATIONS,
     minStepSell = DEFAULT_MIN_STEP_COLLATERAL,
+    slippageBps = 0n,
   } = params;
 
   if (tokenPriceE8 <= 0n) throw new Error("tokenPriceE8 must be > 0");
   if (ltvWad <= 0n || ltvWad >= WAD) throw new Error("ltvWad must be in (0, 1e18)");
   if (depositedTokens < 0n) throw new Error("depositedTokens must be >= 0");
   if (currentDebt < 0n) throw new Error("currentDebt must be >= 0");
+  if (slippageBps < 0n) throw new Error("slippageBps must be >= 0");
+  if (slippageBps >= BPS_BASE) throw new Error("slippageBps must be < 10_000");
+
+  const effectiveSellPrice = applySlippageToSellPrice(tokenPriceE8, slippageBps);
 
   const targetRepay = targetDebtReduction === "full" ? currentDebt : targetDebtReduction;
   if (targetRepay <= 0n) {
@@ -333,6 +388,8 @@ export function planDeleverage(params: PlanDeleverageParams): DeleveragePlan {
         tokensRemaining: depositedTokens,
         collateralRemaining: 0n,
         iterations: 0,
+        assumedSlippageBps: slippageBps,
+        totalSlippageCost: 0n,
       },
     };
   }
@@ -342,6 +399,7 @@ export function planDeleverage(params: PlanDeleverageParams): DeleveragePlan {
   let remainingDebt = currentDebt;
   let totalSold = 0n;
   let totalRepaid = 0n;
+  let excessCollateral = 0n; // sell proceeds not used for repayment (returned to user)
 
   for (let i = 0; i < maxIterations; i++) {
     if (remainingDebt <= 0n) break;
@@ -364,7 +422,7 @@ export function planDeleverage(params: PlanDeleverageParams): DeleveragePlan {
       withdrawable < tokensNeededForTarget ? withdrawable : tokensNeededForTarget;
     if (tokensToWithdraw <= 0n) break;
 
-    const collateralProceeds = collateralForTokens(tokensToWithdraw, tokenPriceE8);
+    const collateralProceeds = collateralForTokens(tokensToWithdraw, effectiveSellPrice);
     if (collateralProceeds < minStepSell) break;
 
     // withdraw
@@ -385,11 +443,32 @@ export function planDeleverage(params: PlanDeleverageParams): DeleveragePlan {
     steps.push({ kind: "repay", collateralAmount: repayAmount, iteration: i });
     remainingDebt -= repayAmount;
     totalRepaid += repayAmount;
+    excessCollateral += collateralProceeds - repayAmount;
+  }
+
+  // Phase 2: After all debt is repaid, withdraw and sell remaining tokens.
+  // This ensures "full" close returns all collateral to the user, not just repays debt.
+  // Only fires when debt is fully repaid — if debt remains (underwater/stuck), skip.
+  if (targetDebtReduction === "full" && remainingDebt <= 0n && remainingTokens > 0n) {
+    const collateralProceeds = collateralForTokens(remainingTokens, tokenPriceE8);
+    const iteration = steps.length > 0 ? steps[steps.length - 1]!.iteration + 1 : 0;
+
+    steps.push({ kind: "withdraw", amount: remainingTokens, iteration });
+    steps.push({
+      kind: "sell",
+      tokenAmount: remainingTokens,
+      expectedCollateral: collateralProceeds,
+      iteration,
+    });
+
+    excessCollateral += collateralProceeds;
+    totalSold += remainingTokens;
+    remainingTokens = 0n;
   }
 
-  const collateralRemaining = clampPositive(
-    collateralForTokens(remainingTokens, tokenPriceE8) - remainingDebt,
-  );
+  const collateralRemaining =
+    excessCollateral +
+    clampPositive(collateralForTokens(remainingTokens, tokenPriceE8) - remainingDebt);
   const iterations = steps.length > 0 ? steps[steps.length - 1]!.iteration + 1 : 0;
 
   return {
@@ -400,6 +479,14 @@ export function planDeleverage(params: PlanDeleverageParams): DeleveragePlan {
       tokensRemaining: remainingTokens,
       collateralRemaining,
       iterations,
+      assumedSlippageBps: slippageBps,
+      totalSlippageCost:
+        slippageBps > 0n
+          ? clampPositive(
+              collateralForTokens(totalSold, tokenPriceE8) -
+                collateralForTokens(totalSold, effectiveSellPrice),
+            )
+          : 0n,
     },
   };
 }

package/src/leverage/types.ts

@@ -109,6 +109,10 @@ export type LeverageSummary = {
   iterations: number;
   /** Maximum theoretical leverage = 1 / (1 - LTV) as WAD. */
   maxLeverageWad: bigint;
+  /** Assumed slippage/spread used in planning (bps). 0 if not specified. */
+  assumedSlippageBps: bigint;
+  /** Total collateral lost to slippage across all buy steps (base units). */
+  totalSlippageCost: bigint;
 };
 
 /**
@@ -164,6 +168,10 @@ export type DeleveragePlan = {
     tokensRemaining: bigint;
     collateralRemaining: bigint;
     iterations: number;
+    /** Assumed slippage/spread used in planning (bps). 0 if not specified. */
+    assumedSlippageBps: bigint;
+    /** Total collateral lost to slippage across all sell steps (base units). */
+    totalSlippageCost: bigint;
   };
 };
 
@@ -202,3 +210,34 @@ export type OnLeverageProgress = (info: {
   step: LeverageStep;
   result: LeverageStepResult;
 }) => void;
+
+// ---------------------------------------------------------------------------
+// Slippage error
+// ---------------------------------------------------------------------------
+
+/**
+ * Thrown by executors when actual fill deviates beyond `maxSlippageBps`.
+ */
+export class SlippageExceededError extends Error {
+  readonly expected: bigint;
+  readonly actual: bigint;
+  readonly maxSlippageBps: bigint;
+  readonly side: "buy" | "sell";
+
+  constructor(params: {
+    expected: bigint;
+    actual: bigint;
+    maxSlippageBps: bigint;
+    side: "buy" | "sell";
+  }) {
+    const pct = (Number(params.maxSlippageBps) / 100).toFixed(2);
+    super(
+      `Slippage exceeded on ${params.side}: expected ${params.expected}, got ${params.actual} (max ${pct}%)`,
+    );
+    this.name = "SlippageExceededError";
+    this.expected = params.expected;
+    this.actual = params.actual;
+    this.maxSlippageBps = params.maxSlippageBps;
+    this.side = params.side;
+  }
+}