compass_api_sdk 2.2.100rc1__tar.gz → 2.2.101__tar.gz

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: compass_api_sdk
-Version: 2.2.100rc1
+Version: 2.2.101
 Summary: Compass API SDK.
 Author: royalnine
 Requires-Python: >=3.10
@@ -625,6 +625,20 @@ class CustomClient(AsyncHttpClient):
 
 s = CompassAPI(async_client=CustomClient(httpx.AsyncClient()))
 ```
+### httpx2 (Pydantic's httpx fork)
+
+[httpx2](https://httpx2.pydantic.dev/) is Pydantic's maintained fork of `httpx`. To run this SDK on httpx2, call `alias_httpx()` at your program's entry point, before importing the SDK, so every `import httpx` — including the ones inside the SDK — resolves to `httpx2`:
+```python
+import httpx2
+
+httpx2.alias_httpx()
+
+from compass_api_sdk import CompassAPI
+
+s = CompassAPI()
+```
+
+An SDK can also be generated against httpx2 directly, so it depends on the fork instead of `httpx`, by setting `python.httpClientLibrary: httpx2` in `gen.yaml`.
 <!-- End Custom HTTP Client [http-client] -->
 
 <!-- Start Resource Management [resource-management] -->

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/README-PYPI.md

@@ -607,6 +607,20 @@ class CustomClient(AsyncHttpClient):
 
 s = CompassAPI(async_client=CustomClient(httpx.AsyncClient()))
 ```
+### httpx2 (Pydantic's httpx fork)
+
+[httpx2](https://httpx2.pydantic.dev/) is Pydantic's maintained fork of `httpx`. To run this SDK on httpx2, call `alias_httpx()` at your program's entry point, before importing the SDK, so every `import httpx` — including the ones inside the SDK — resolves to `httpx2`:
+```python
+import httpx2
+
+httpx2.alias_httpx()
+
+from compass_api_sdk import CompassAPI
+
+s = CompassAPI()
+```
+
+An SDK can also be generated against httpx2 directly, so it depends on the fork instead of `httpx`, by setting `python.httpClientLibrary: httpx2` in `gen.yaml`.
 <!-- End Custom HTTP Client [http-client] -->
 
 <!-- Start Resource Management [resource-management] -->

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/pyproject.toml

@@ -1,7 +1,7 @@
 
 [project]
 name = "compass_api_sdk"
-version = "2.2.100rc1"
+version = "2.2.101"
 description = "Compass API SDK."
 authors = [{ name = "royalnine" },]
 readme = "README-PYPI.md"
@@ -14,7 +14,7 @@ dependencies = [
 
 [tool.poetry]
 name = "compass_api_sdk"
-version = "2.2.100rc1"
+version = "2.2.101"
 description = "Compass API SDK."
 authors = ["Compass Labs"]
 repository = "https://github.com/CompassLabs/mono.git"

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/_version.py

@@ -5,8 +5,8 @@ import importlib.metadata
 __title__: str = "compass_api_sdk"
 __version__: str = "2.0.0"
 __openapi_doc_version__: str = "0.0.1"
-__gen_version__: str = "2.928.0"
-__user_agent__: str = "speakeasy-sdk/python 2.0.0 2.928.0 0.0.1 compass_api_sdk"
+__gen_version__: str = "2.931.0"
+__user_agent__: str = "speakeasy-sdk/python 2.0.0 2.931.0 0.0.1 compass_api_sdk"
 
 try:
     if __package__ is not None:

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/credit.py

@@ -1604,6 +1604,7 @@ class Credit(BaseSDK):
         emode_category: OptionalNullable[int] = UNSET,
         gas_sponsorship: Optional[bool] = None,
         preview: Optional[bool] = None,
+        pricing: Optional[models.CreditLoopRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -1658,7 +1659,8 @@ class Credit(BaseSDK):
         :param max_slippage_percent: Per-swap slippage tolerance in percent. Loop dust is bounded by this per iteration, so tighter slippage means less dust.
         :param emode_category: Aave only: e-mode category to enable before looping (higher LTV for correlated pairs, e.g. ETH-correlated).
         :param gas_sponsorship: If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction.
-        :param preview: If true, build a display ESTIMATE: swap legs always route through the default aggregator and no firm RFQ quotes are requested (quote_expires_at stays null). Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+        :param preview: If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null) and no transaction is returned. How the estimate is priced follows `pricing`: on a firm-covered pair under 'auto' or 'firm' it is computed from the firm venue's live price levels (swap_provider='bebop', indicative); otherwise swap legs are priced by the default aggregator. Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+        :param pricing: Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing).
         :param retries: Override the default retry configuration for this method
         :param server_url: Override the default server URL for this method
         :param timeout_ms: Override the default request timeout configuration for this method in milliseconds
@@ -1691,6 +1693,7 @@ class Credit(BaseSDK):
             emode_category=emode_category,
             gas_sponsorship=gas_sponsorship,
             preview=preview,
+            pricing=pricing,
         )
 
         req = self._build_request(
@@ -1786,6 +1789,7 @@ class Credit(BaseSDK):
         emode_category: OptionalNullable[int] = UNSET,
         gas_sponsorship: Optional[bool] = None,
         preview: Optional[bool] = None,
+        pricing: Optional[models.CreditLoopRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -1840,7 +1844,8 @@ class Credit(BaseSDK):
         :param max_slippage_percent: Per-swap slippage tolerance in percent. Loop dust is bounded by this per iteration, so tighter slippage means less dust.
         :param emode_category: Aave only: e-mode category to enable before looping (higher LTV for correlated pairs, e.g. ETH-correlated).
         :param gas_sponsorship: If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction.
-        :param preview: If true, build a display ESTIMATE: swap legs always route through the default aggregator and no firm RFQ quotes are requested (quote_expires_at stays null). Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+        :param preview: If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null) and no transaction is returned. How the estimate is priced follows `pricing`: on a firm-covered pair under 'auto' or 'firm' it is computed from the firm venue's live price levels (swap_provider='bebop', indicative); otherwise swap legs are priced by the default aggregator. Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered.
+        :param pricing: Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing).
         :param retries: Override the default retry configuration for this method
         :param server_url: Override the default server URL for this method
         :param timeout_ms: Override the default request timeout configuration for this method in milliseconds
@@ -1873,6 +1878,7 @@ class Credit(BaseSDK):
             emode_category=emode_category,
             gas_sponsorship=gas_sponsorship,
             preview=preview,
+            pricing=pricing,
         )
 
         req = self._build_request_async(
@@ -1962,6 +1968,7 @@ class Credit(BaseSDK):
         allow_partial: Optional[bool] = None,
         gas_sponsorship: Optional[bool] = None,
         preview: Optional[bool] = None,
+        pricing: Optional[models.CreditUnloopRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -2030,7 +2037,8 @@ class Credit(BaseSDK):
         :param max_slippage_percent: Per-swap slippage tolerance in percent. Unwind dust is bounded by this per iteration, so tighter slippage means less dust.
         :param allow_partial: If the target cannot be reached in one transaction (e.g. a position opened very close to the liquidation threshold), return the maximum-progress plan (preview.fully_unwound=false) instead of a 400. A second unloop call, now from a much lower leverage, finishes the job.
         :param gas_sponsorship: If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction.
-        :param preview: If true, build a display estimate only: the swap legs are priced at market rate and no single-use firm quote is ever spent. Set it on every parameter-exploration call and omit it only on the build the user is about to sign.
+        :param preview: If true, build a display estimate only — no single-use firm quote is ever spent. On a firm-covered unwind (pricing 'auto' or 'firm') the numbers are firm-INDICATIVE, priced off the firm venue's live maker levels (swap_provider='bebop'); otherwise they are market-priced with slippage-bounded floors. Under pricing='firm' a preview the firm venue cannot serve returns the advisory alone (preview=null + firm_available). Set it on every parameter-exploration call and omit it only on the build the user is about to sign.
+        :param pricing: Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
         :param retries: Override the default retry configuration for this method
         :param server_url: Override the default server URL for this method
         :param timeout_ms: Override the default request timeout configuration for this method in milliseconds
@@ -2061,6 +2069,7 @@ class Credit(BaseSDK):
             allow_partial=allow_partial,
             gas_sponsorship=gas_sponsorship,
             preview=preview,
+            pricing=pricing,
         )
 
         req = self._build_request(
@@ -2150,6 +2159,7 @@ class Credit(BaseSDK):
         allow_partial: Optional[bool] = None,
         gas_sponsorship: Optional[bool] = None,
         preview: Optional[bool] = None,
+        pricing: Optional[models.CreditUnloopRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -2218,7 +2228,8 @@ class Credit(BaseSDK):
         :param max_slippage_percent: Per-swap slippage tolerance in percent. Unwind dust is bounded by this per iteration, so tighter slippage means less dust.
         :param allow_partial: If the target cannot be reached in one transaction (e.g. a position opened very close to the liquidation threshold), return the maximum-progress plan (preview.fully_unwound=false) instead of a 400. A second unloop call, now from a much lower leverage, finishes the job.
         :param gas_sponsorship: If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction.
-        :param preview: If true, build a display estimate only: the swap legs are priced at market rate and no single-use firm quote is ever spent. Set it on every parameter-exploration call and omit it only on the build the user is about to sign.
+        :param preview: If true, build a display estimate only — no single-use firm quote is ever spent. On a firm-covered unwind (pricing 'auto' or 'firm') the numbers are firm-INDICATIVE, priced off the firm venue's live maker levels (swap_provider='bebop'); otherwise they are market-priced with slippage-bounded floors. Under pricing='firm' a preview the firm venue cannot serve returns the advisory alone (preview=null + firm_available). Set it on every parameter-exploration call and omit it only on the build the user is about to sign.
+        :param pricing: Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing).
         :param retries: Override the default retry configuration for this method
         :param server_url: Override the default server URL for this method
         :param timeout_ms: Override the default request timeout configuration for this method in milliseconds
@@ -2249,6 +2260,7 @@ class Credit(BaseSDK):
             allow_partial=allow_partial,
             gas_sponsorship=gas_sponsorship,
             preview=preview,
+            pricing=pricing,
         )
 
         req = self._build_request_async(

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/models/__init__.py

@@ -480,6 +480,7 @@ if TYPE_CHECKING:
         CreditLoopRequestMaxSlippagePercentTypedDict,
         CreditLoopRequestMultiplier,
         CreditLoopRequestMultiplierTypedDict,
+        CreditLoopRequestPricing,
         CreditLoopRequestTypedDict,
     )
     from .creditloopresponse import (
@@ -557,6 +558,7 @@ if TYPE_CHECKING:
         CreditUnloopRequestChain,
         CreditUnloopRequestMaxSlippagePercent,
         CreditUnloopRequestMaxSlippagePercentTypedDict,
+        CreditUnloopRequestPricing,
         CreditUnloopRequestTargetMultiplier,
         CreditUnloopRequestTargetMultiplierTypedDict,
         CreditUnloopRequestTypedDict,
@@ -2296,6 +2298,7 @@ __all__ = [
     "CreditLoopRequestMaxSlippagePercentTypedDict",
     "CreditLoopRequestMultiplier",
     "CreditLoopRequestMultiplierTypedDict",
+    "CreditLoopRequestPricing",
     "CreditLoopRequestTypedDict",
     "CreditLoopResponse",
     "CreditLoopResponseSwapProvider",
@@ -2349,6 +2352,7 @@ __all__ = [
     "CreditUnloopRequestChain",
     "CreditUnloopRequestMaxSlippagePercent",
     "CreditUnloopRequestMaxSlippagePercentTypedDict",
+    "CreditUnloopRequestPricing",
     "CreditUnloopRequestTargetMultiplier",
     "CreditUnloopRequestTargetMultiplierTypedDict",
     "CreditUnloopRequestTypedDict",
@@ -3702,6 +3706,7 @@ _dynamic_imports: dict[str, str] = {
     "CreditLoopRequestMaxSlippagePercentTypedDict": ".creditlooprequest",
     "CreditLoopRequestMultiplier": ".creditlooprequest",
     "CreditLoopRequestMultiplierTypedDict": ".creditlooprequest",
+    "CreditLoopRequestPricing": ".creditlooprequest",
     "CreditLoopRequestTypedDict": ".creditlooprequest",
     "CreditLoopResponse": ".creditloopresponse",
     "CreditLoopResponseSwapProvider": ".creditloopresponse",
@@ -3757,6 +3762,7 @@ _dynamic_imports: dict[str, str] = {
     "CreditUnloopRequestChain": ".creditunlooprequest",
     "CreditUnloopRequestMaxSlippagePercent": ".creditunlooprequest",
     "CreditUnloopRequestMaxSlippagePercentTypedDict": ".creditunlooprequest",
+    "CreditUnloopRequestPricing": ".creditunlooprequest",
     "CreditUnloopRequestTargetMultiplier": ".creditunlooprequest",
     "CreditUnloopRequestTargetMultiplierTypedDict": ".creditunlooprequest",
     "CreditUnloopRequestTypedDict": ".creditunlooprequest",

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/models/creditlooprequest.py

@@ -74,6 +74,14 @@ CreditLoopRequestMaxSlippagePercent = TypeAliasType(
 r"""Per-swap slippage tolerance in percent. Loop dust is bounded by this per iteration, so tighter slippage means less dust."""
 
 
+class CreditLoopRequestPricing(str, Enum):
+    r"""Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing)."""
+
+    AUTO = "auto"
+    FIRM = "firm"
+    MARKET = "market"
+
+
 class CreditLoopRequestTypedDict(TypedDict):
     r"""Open a leveraged loop: repeatedly supply collateral, borrow, and swap the
     borrow back to collateral — all in ONE atomic transaction from the Credit
@@ -119,7 +127,9 @@ class CreditLoopRequestTypedDict(TypedDict):
     gas_sponsorship: NotRequired[bool]
     r"""If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction."""
     preview: NotRequired[bool]
-    r"""If true, build a display ESTIMATE: swap legs always route through the default aggregator and no firm RFQ quotes are requested (quote_expires_at stays null). Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered."""
+    r"""If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null) and no transaction is returned. How the estimate is priced follows `pricing`: on a firm-covered pair under 'auto' or 'firm' it is computed from the firm venue's live price levels (swap_provider='bebop', indicative); otherwise swap legs are priced by the default aggregator. Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered."""
+    pricing: NotRequired[CreditLoopRequestPricing]
+    r"""Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing)."""
 
 
 class CreditLoopRequest(BaseModel):
@@ -182,7 +192,10 @@ class CreditLoopRequest(BaseModel):
     r"""If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction."""
 
     preview: Optional[bool] = None
-    r"""If true, build a display ESTIMATE: swap legs always route through the default aggregator and no firm RFQ quotes are requested (quote_expires_at stays null). Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered."""
+    r"""If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null) and no transaction is returned. How the estimate is priced follows `pricing`: on a firm-covered pair under 'auto' or 'firm' it is computed from the firm venue's live price levels (swap_provider='bebop', indicative); otherwise swap legs are priced by the default aggregator. Set it on every call made while a user is exploring parameters, and leave it false only for the build they actually intend to sign — firm quotes are single-use maker commitments, and requesting them for displays that are never executed degrades the pricing this API is offered."""
+
+    pricing: Optional[CreditLoopRequestPricing] = None
+    r"""Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews whose target the firm venue cannot serve return the coverage advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator and bounded by max_slippage_percent (which firm legs ignore). 'firm' is incompatible with gas_sponsorship (sponsored loops force market routing)."""
 
     @model_serializer(mode="wrap")
     def serialize_model(self, handler):
@@ -197,6 +210,7 @@ class CreditLoopRequest(BaseModel):
                 "emode_category",
                 "gas_sponsorship",
                 "preview",
+                "pricing",
             ]
         )
         nullable_fields = set(

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/models/creditloopresponse.py

@@ -31,8 +31,8 @@ class CreditLoopResponseSwapProvider(str, Enum):
 class CreditLoopResponseTypedDict(TypedDict):
     r"""The atomic loop transaction plus its guaranteed-floor preview."""
 
-    preview: CreditLoopPreviewTypedDict
-    r"""Projected end state of the loop, computed on GUARANTEED swap floors."""
+    preview: Nullable[CreditLoopPreviewTypedDict]
+    r"""Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose target the firm venue cannot serve: no leg was priced on any venue, and the response carries the coverage advisory (max_firm_multiplier) alone."""
     transaction: NotRequired[Nullable[UnsignedTransactionTypedDict]]
     r"""Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true with swap_provider='bebop'), which carry numbers only: the firm quotes are fetched at execution time, so there is no payload to sign yet."""
     eip_712: NotRequired[Nullable[BatchedSafeOperationsResponseOutputTypedDict]]
@@ -48,8 +48,8 @@ class CreditLoopResponseTypedDict(TypedDict):
 class CreditLoopResponse(BaseModel):
     r"""The atomic loop transaction plus its guaranteed-floor preview."""
 
-    preview: CreditLoopPreview
-    r"""Projected end state of the loop, computed on GUARANTEED swap floors."""
+    preview: Nullable[CreditLoopPreview]
+    r"""Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose target the firm venue cannot serve: no leg was priced on any venue, and the response carries the coverage advisory (max_firm_multiplier) alone."""
 
     transaction: OptionalNullable[UnsignedTransaction] = UNSET
     r"""Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true with swap_provider='bebop'), which carry numbers only: the firm quotes are fetched at execution time, so there is no payload to sign yet."""
@@ -78,7 +78,13 @@ class CreditLoopResponse(BaseModel):
             ]
         )
         nullable_fields = set(
-            ["transaction", "eip_712", "quote_expires_at", "max_firm_multiplier"]
+            [
+                "transaction",
+                "eip_712",
+                "preview",
+                "quote_expires_at",
+                "max_firm_multiplier",
+            ]
         )
         serialized = handler(self)
         m = {}

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/models/creditunlooprequest.py

@@ -50,6 +50,14 @@ CreditUnloopRequestMaxSlippagePercent = TypeAliasType(
 r"""Per-swap slippage tolerance in percent. Unwind dust is bounded by this per iteration, so tighter slippage means less dust."""
 
 
+class CreditUnloopRequestPricing(str, Enum):
+    r"""Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing)."""
+
+    AUTO = "auto"
+    FIRM = "firm"
+    MARKET = "market"
+
+
 class CreditUnloopRequestTypedDict(TypedDict):
     r"""Unwind a leveraged loop: repeatedly withdraw collateral, swap it back to
     the borrow token at a guaranteed minimum output, and repay — all in ONE
@@ -93,7 +101,9 @@ class CreditUnloopRequestTypedDict(TypedDict):
     gas_sponsorship: NotRequired[bool]
     r"""If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction."""
     preview: NotRequired[bool]
-    r"""If true, build a display estimate only: the swap legs are priced at market rate and no single-use firm quote is ever spent. Set it on every parameter-exploration call and omit it only on the build the user is about to sign."""
+    r"""If true, build a display estimate only — no single-use firm quote is ever spent. On a firm-covered unwind (pricing 'auto' or 'firm') the numbers are firm-INDICATIVE, priced off the firm venue's live maker levels (swap_provider='bebop'); otherwise they are market-priced with slippage-bounded floors. Under pricing='firm' a preview the firm venue cannot serve returns the advisory alone (preview=null + firm_available). Set it on every parameter-exploration call and omit it only on the build the user is about to sign."""
+    pricing: NotRequired[CreditUnloopRequestPricing]
+    r"""Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing)."""
 
 
 class CreditUnloopRequest(BaseModel):
@@ -150,7 +160,10 @@ class CreditUnloopRequest(BaseModel):
     r"""If true, returns EIP-712 typed data for gas-sponsored execution instead of an unsigned transaction."""
 
     preview: Optional[bool] = None
-    r"""If true, build a display estimate only: the swap legs are priced at market rate and no single-use firm quote is ever spent. Set it on every parameter-exploration call and omit it only on the build the user is about to sign."""
+    r"""If true, build a display estimate only — no single-use firm quote is ever spent. On a firm-covered unwind (pricing 'auto' or 'firm') the numbers are firm-INDICATIVE, priced off the firm venue's live maker levels (swap_provider='bebop'); otherwise they are market-priced with slippage-bounded floors. Under pricing='firm' a preview the firm venue cannot serve returns the advisory alone (preview=null + firm_available). Set it on every parameter-exploration call and omit it only on the build the user is about to sign."""
+
+    pricing: Optional[CreditUnloopRequestPricing] = None
+    r"""Swap-leg routing policy. 'auto': firm quotes where a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route — previews the firm venue cannot serve return the firm_available advisory alone (preview=null, zero aggregator calls), and executions fail with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; every leg is priced by the aggregator. max_slippage_percent applies on EVERY policy — unlike the loop, firm unwinds consume it to size the guaranteed withdraw/repay floors (the fills themselves are exact). 'firm' is incompatible with gas_sponsorship (sponsored unwinds force market routing)."""
 
     @model_serializer(mode="wrap")
     def serialize_model(self, handler):
@@ -166,6 +179,7 @@ class CreditUnloopRequest(BaseModel):
                 "allow_partial",
                 "gas_sponsorship",
                 "preview",
+                "pricing",
             ]
         )
         nullable_fields = set(

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/models/creditunloopresponse.py

@@ -31,8 +31,8 @@ class CreditUnloopResponseSwapProvider(str, Enum):
 class CreditUnloopResponseTypedDict(TypedDict):
     r"""The atomic unwind transaction plus its guaranteed-floor preview."""
 
-    preview: CreditUnloopPreviewTypedDict
-    r"""Projected end state of the unwind, computed on GUARANTEED swap floors."""
+    preview: Nullable[CreditUnloopPreviewTypedDict]
+    r"""Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose unwind the firm venue cannot serve: no leg was priced on any venue, and the response carries the firm_available advisory alone."""
     transaction: NotRequired[Nullable[UnsignedTransactionTypedDict]]
     r"""Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true with swap_provider='bebop'), which carry numbers only: the firm quotes are fetched at execution time, so there is no payload to sign yet."""
     eip_712: NotRequired[Nullable[BatchedSafeOperationsResponseOutputTypedDict]]
@@ -42,14 +42,14 @@ class CreditUnloopResponseTypedDict(TypedDict):
     quote_expires_at: NotRequired[Nullable[datetime]]
     r"""Deadline of the firm swap quotes (the earliest across the unwind's swap legs) — sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Present only on executable swap_provider='bebop' builds; null on previews (no quote is spent for a preview)."""
     firm_available: NotRequired[Nullable[bool]]
-    r"""Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise."""
+    r"""Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise. Computed on every policy — including pricing='market', whose preview numbers stay market-priced — so a client that opted out can keep the boundary visible."""
 
 
 class CreditUnloopResponse(BaseModel):
     r"""The atomic unwind transaction plus its guaranteed-floor preview."""
 
-    preview: CreditUnloopPreview
-    r"""Projected end state of the unwind, computed on GUARANTEED swap floors."""
+    preview: Nullable[CreditUnloopPreview]
+    r"""Projected end state, computed on guaranteed swap floors. Null only on pricing='firm' preview responses whose unwind the firm venue cannot serve: no leg was priced on any venue, and the response carries the firm_available advisory alone."""
 
     transaction: OptionalNullable[UnsignedTransaction] = UNSET
     r"""Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true with swap_provider='bebop'), which carry numbers only: the firm quotes are fetched at execution time, so there is no payload to sign yet."""
@@ -64,7 +64,7 @@ class CreditUnloopResponse(BaseModel):
     r"""Deadline of the firm swap quotes (the earliest across the unwind's swap legs) — sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Present only on executable swap_provider='bebop' builds; null on previews (no quote is spent for a preview)."""
 
     firm_available: OptionalNullable[bool] = UNSET
-    r"""Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise."""
+    r"""Preview-only advisory: whether a firm-quote venue can serve this unwind's swap legs (estimated without spending any quote). Present only on preview=true responses; null otherwise. Computed on every policy — including pricing='market', whose preview numbers stay market-priced — so a client that opted out can keep the boundary visible."""
 
     @model_serializer(mode="wrap")
     def serialize_model(self, handler):
@@ -78,7 +78,7 @@ class CreditUnloopResponse(BaseModel):
             ]
         )
         nullable_fields = set(
-            ["transaction", "eip_712", "quote_expires_at", "firm_available"]
+            ["transaction", "eip_712", "preview", "quote_expires_at", "firm_available"]
         )
         serialized = handler(self)
         m = {}

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/utils/retries.py

@@ -109,6 +109,18 @@ class PermanentError(Exception):
         self.inner = inner
 
 
+_TRANSPORT_ERROR_NAMES = frozenset({"NetworkError", "TimeoutException"})
+_TRANSPORT_ERROR_BASES = frozenset({"TransportError", "RequestError", "HTTPError"})
+
+
+def _is_transport_error(exception: BaseException) -> bool:
+    """Report whether an exception is a connection or timeout failure."""
+    if isinstance(exception, (httpx.NetworkError, httpx.TimeoutException)):
+        return True
+    names = {base.__name__ for base in type(exception).__mro__}
+    return bool(names & _TRANSPORT_ERROR_NAMES) and _TRANSPORT_ERROR_BASES <= names
+
+
 def _parse_retry_after_header(response: httpx.Response) -> Optional[int]:
     """Parse Retry-After header from response.
 
@@ -207,14 +219,15 @@ def retry(func, retries: Retries):
 
                         if res.status_code == parsed_code:
                             raise TemporaryError(res)
-            except (httpx.NetworkError, httpx.TimeoutException) as exception:
-                if retries.config.retry_connection_errors:
-                    raise
-
-                raise PermanentError(exception) from exception
             except TemporaryError:
                 raise
             except Exception as exception:
+                if (
+                    _is_transport_error(exception)
+                    and retries.config.retry_connection_errors
+                ):
+                    raise
+
                 raise PermanentError(exception) from exception
 
             return res
@@ -252,14 +265,15 @@ async def retry_async(func, retries: Retries):
 
                         if res.status_code == parsed_code:
                             raise TemporaryError(res)
-            except (httpx.NetworkError, httpx.TimeoutException) as exception:
-                if retries.config.retry_connection_errors:
-                    raise
-
-                raise PermanentError(exception) from exception
             except TemporaryError:
                 raise
             except Exception as exception:
+                if (
+                    _is_transport_error(exception)
+                    and retries.config.retry_connection_errors
+                ):
+                    raise
+
                 raise PermanentError(exception) from exception
 
             return res

{compass_api_sdk-2.2.100rc1 → compass_api_sdk-2.2.101}/src/compass_api_sdk/utils/values.py

@@ -52,9 +52,11 @@ def match_status_codes(status_codes: List[str], status_code: int) -> bool:
 
 T = TypeVar("T")
 
+
 def cast_partial(typ):
     return partial(cast, typ)
 
+
 def get_global_from_env(
     value: Optional[T], env_key: str, type_cast: Callable[[str], T]
 ) -> Optional[T]: