compass_api_sdk 2.2.100rc2__tar.gz → 2.2.102__tar.gz

{compass_api_sdk-2.2.100rc2 → compass_api_sdk-2.2.102}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: compass_api_sdk
-Version: 2.2.100rc2
+Version: 2.2.102
 Summary: Compass API SDK.
 Author: royalnine
 Requires-Python: >=3.10

{compass_api_sdk-2.2.100rc2 → compass_api_sdk-2.2.102}/pyproject.toml

@@ -1,7 +1,7 @@
 
 [project]
 name = "compass_api_sdk"
-version = "2.2.100rc2"
+version = "2.2.102"
 description = "Compass API SDK."
 authors = [{ name = "royalnine" },]
 readme = "README-PYPI.md"
@@ -14,7 +14,7 @@ dependencies = [
 
 [tool.poetry]
 name = "compass_api_sdk"
-version = "2.2.100rc2"
+version = "2.2.102"
 description = "Compass API SDK."
 authors = ["Compass Labs"]
 repository = "https://github.com/CompassLabs/mono.git"

{compass_api_sdk-2.2.100rc2 → compass_api_sdk-2.2.102}/src/compass_api_sdk/credit.py

@@ -1604,7 +1604,7 @@ class Credit(BaseSDK):
         emode_category: OptionalNullable[int] = UNSET,
         gas_sponsorship: Optional[bool] = None,
         preview: Optional[bool] = None,
-        pricing: Optional[models.Pricing] = None,
+        pricing: Optional[models.CreditLoopRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -1789,7 +1789,7 @@ class Credit(BaseSDK):
         emode_category: OptionalNullable[int] = UNSET,
         gas_sponsorship: Optional[bool] = None,
         preview: Optional[bool] = None,
-        pricing: Optional[models.Pricing] = None,
+        pricing: Optional[models.CreditLoopRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -1968,6 +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,
@@ -2036,7 +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
@@ -2067,6 +2069,7 @@ class Credit(BaseSDK):
             allow_partial=allow_partial,
             gas_sponsorship=gas_sponsorship,
             preview=preview,
+            pricing=pricing,
         )
 
         req = self._build_request(
@@ -2156,6 +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,
@@ -2224,7 +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
@@ -2255,6 +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-2.2.100rc2 → compass_api_sdk-2.2.102}/src/compass_api_sdk/models/__init__.py

@@ -480,8 +480,8 @@ if TYPE_CHECKING:
         CreditLoopRequestMaxSlippagePercentTypedDict,
         CreditLoopRequestMultiplier,
         CreditLoopRequestMultiplierTypedDict,
+        CreditLoopRequestPricing,
         CreditLoopRequestTypedDict,
-        Pricing,
     )
     from .creditloopresponse import (
         CreditLoopResponse,
@@ -558,6 +558,7 @@ if TYPE_CHECKING:
         CreditUnloopRequestChain,
         CreditUnloopRequestMaxSlippagePercent,
         CreditUnloopRequestMaxSlippagePercentTypedDict,
+        CreditUnloopRequestPricing,
         CreditUnloopRequestTargetMultiplier,
         CreditUnloopRequestTargetMultiplierTypedDict,
         CreditUnloopRequestTypedDict,
@@ -2297,6 +2298,7 @@ __all__ = [
     "CreditLoopRequestMaxSlippagePercentTypedDict",
     "CreditLoopRequestMultiplier",
     "CreditLoopRequestMultiplierTypedDict",
+    "CreditLoopRequestPricing",
     "CreditLoopRequestTypedDict",
     "CreditLoopResponse",
     "CreditLoopResponseSwapProvider",
@@ -2350,6 +2352,7 @@ __all__ = [
     "CreditUnloopRequestChain",
     "CreditUnloopRequestMaxSlippagePercent",
     "CreditUnloopRequestMaxSlippagePercentTypedDict",
+    "CreditUnloopRequestPricing",
     "CreditUnloopRequestTargetMultiplier",
     "CreditUnloopRequestTargetMultiplierTypedDict",
     "CreditUnloopRequestTypedDict",
@@ -2788,7 +2791,6 @@ __all__ = [
     "PositionPnLTypedDict",
     "PricePoint",
     "PricePointTypedDict",
-    "Pricing",
     "Product",
     "Protocol",
     "Quote",
@@ -3704,8 +3706,8 @@ _dynamic_imports: dict[str, str] = {
     "CreditLoopRequestMaxSlippagePercentTypedDict": ".creditlooprequest",
     "CreditLoopRequestMultiplier": ".creditlooprequest",
     "CreditLoopRequestMultiplierTypedDict": ".creditlooprequest",
+    "CreditLoopRequestPricing": ".creditlooprequest",
     "CreditLoopRequestTypedDict": ".creditlooprequest",
-    "Pricing": ".creditlooprequest",
     "CreditLoopResponse": ".creditloopresponse",
     "CreditLoopResponseSwapProvider": ".creditloopresponse",
     "CreditLoopResponseTypedDict": ".creditloopresponse",
@@ -3760,6 +3762,7 @@ _dynamic_imports: dict[str, str] = {
     "CreditUnloopRequestChain": ".creditunlooprequest",
     "CreditUnloopRequestMaxSlippagePercent": ".creditunlooprequest",
     "CreditUnloopRequestMaxSlippagePercentTypedDict": ".creditunlooprequest",
+    "CreditUnloopRequestPricing": ".creditunlooprequest",
     "CreditUnloopRequestTargetMultiplier": ".creditunlooprequest",
     "CreditUnloopRequestTargetMultiplierTypedDict": ".creditunlooprequest",
     "CreditUnloopRequestTypedDict": ".creditunlooprequest",

{compass_api_sdk-2.2.100rc2 → compass_api_sdk-2.2.102}/src/compass_api_sdk/models/creditlooprequest.py

@@ -74,7 +74,7 @@ CreditLoopRequestMaxSlippagePercent = TypeAliasType(
 r"""Per-swap slippage tolerance in percent. Loop dust is bounded by this per iteration, so tighter slippage means less dust."""
 
 
-class Pricing(str, Enum):
+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"
@@ -128,7 +128,7 @@ class CreditLoopRequestTypedDict(TypedDict):
     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: 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[Pricing]
+    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)."""
 
 
@@ -194,7 +194,7 @@ class CreditLoopRequest(BaseModel):
     preview: Optional[bool] = None
     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[Pricing] = None
+    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")

{compass_api_sdk-2.2.100rc2 → compass_api_sdk-2.2.102}/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-2.2.100rc2 → compass_api_sdk-2.2.102}/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 = {}