compass_api_sdk 2.2.111rc1__tar.gz → 2.2.113__tar.gz

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: compass_api_sdk
-Version: 2.2.111rc1
+Version: 2.2.113
 Summary: Compass API SDK.
 Author: royalnine
 Requires-Python: >=3.10
@@ -10,6 +10,7 @@ Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Classifier: Programming Language :: Python :: 3.14
+Classifier: Programming Language :: Python :: 3.15
 Requires-Dist: httpcore (>=1.0.9)
 Requires-Dist: httpx (>=0.28.1)
 Requires-Dist: pydantic (>=2.11.2)

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/pyproject.toml

@@ -1,7 +1,7 @@
 
 [project]
 name = "compass_api_sdk"
-version = "2.2.111rc1"
+version = "2.2.113"
 description = "Compass API SDK."
 authors = [{ name = "royalnine" },]
 readme = "README-PYPI.md"
@@ -14,7 +14,7 @@ dependencies = [
 
 [tool.poetry]
 name = "compass_api_sdk"
-version = "2.2.111rc1"
+version = "2.2.113"
 description = "Compass API SDK."
 authors = ["Compass Labs"]
 repository = "https://github.com/CompassLabs/mono.git"

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/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 = "2.937.18"
-__user_agent__: str = "speakeasy-sdk/python 2.0.0 2.937.18 0.0.1 compass_api_sdk"
+__gen_version__: str = "2.938.0"
+__user_agent__: str = "speakeasy-sdk/python 2.0.0 2.938.0 0.0.1 compass_api_sdk"
 
 try:
     if __package__ is not None:

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/src/compass_api_sdk/credit.py

@@ -2804,6 +2804,7 @@ class Credit(BaseSDK):
             ]
         ] = None,
         gas_sponsorship: Optional[bool] = None,
+        preview: Optional[bool] = None,
         pricing: Optional[models.CreditSwapRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
@@ -2826,7 +2827,8 @@ class Credit(BaseSDK):
         :param chain: Target blockchain network where the swap will execute.
         :param slippage: Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%). Bounds the market route only; a firm quote fills exactly and ignores it.
         :param gas_sponsorship: Optionally request gas sponsorship. If `true`, EIP-712 typed data will be returned that must be signed by the `owner` and submitted to the 'Prepare gas-sponsored transaction' endpoint (`/gas_sponsorship/prepare`). Gas-sponsored builds always execute at market rate.
-        :param pricing: Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+        :param preview: If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent payload: under 'auto' when the firm provider does not cover or cannot currently price the pair, and always under pricing=market, the call falls through to the aggregator and returns a signable market build (an unsigned transaction, or EIP-712 typed data when gas_sponsorship=true), without requiring the account to hold token_in yet. How the estimate is priced follows `pricing`: on a firm-covered pair whose size the firm provider's live price levels can serve, 'auto' and 'firm' price it from those levels (indicative, transaction stays null — re-call with preview=false for the signable build); otherwise it comes from the market build above (pricing='firm' instead refuses with a typed error). 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 routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps 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
@@ -2850,6 +2852,7 @@ class Credit(BaseSDK):
             owner=owner,
             chain=chain,
             gas_sponsorship=gas_sponsorship,
+            preview=preview,
             pricing=pricing,
         )
 
@@ -2930,6 +2933,7 @@ class Credit(BaseSDK):
             ]
         ] = None,
         gas_sponsorship: Optional[bool] = None,
+        preview: Optional[bool] = None,
         pricing: Optional[models.CreditSwapRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
@@ -2952,7 +2956,8 @@ class Credit(BaseSDK):
         :param chain: Target blockchain network where the swap will execute.
         :param slippage: Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%). Bounds the market route only; a firm quote fills exactly and ignores it.
         :param gas_sponsorship: Optionally request gas sponsorship. If `true`, EIP-712 typed data will be returned that must be signed by the `owner` and submitted to the 'Prepare gas-sponsored transaction' endpoint (`/gas_sponsorship/prepare`). Gas-sponsored builds always execute at market rate.
-        :param pricing: Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing).
+        :param preview: If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent payload: under 'auto' when the firm provider does not cover or cannot currently price the pair, and always under pricing=market, the call falls through to the aggregator and returns a signable market build (an unsigned transaction, or EIP-712 typed data when gas_sponsorship=true), without requiring the account to hold token_in yet. How the estimate is priced follows `pricing`: on a firm-covered pair whose size the firm provider's live price levels can serve, 'auto' and 'firm' price it from those levels (indicative, transaction stays null — re-call with preview=false for the signable build); otherwise it comes from the market build above (pricing='firm' instead refuses with a typed error). 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 routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps 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
@@ -2976,6 +2981,7 @@ class Credit(BaseSDK):
             owner=owner,
             chain=chain,
             gas_sponsorship=gas_sponsorship,
+            preview=preview,
             pricing=pricing,
         )
 

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/src/compass_api_sdk/models/creditloopresponse.py

@@ -37,6 +37,8 @@ class CreditLoopResponseTypedDict(TypedDict):
     r"""Unsigned transaction for direct execution by the owner. Present when gas_sponsorship=false — except firm-priced previews (preview=true on a firm-priced build), 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]]
     r"""EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true."""
+    pt_maturity: NotRequired[Nullable[str]]
+    r"""Maturity of the Pendle principal token supplied as collateral, ISO-8601 UTC. Present only for principal-token collateral, whose yield is fixed until this date; after it the position can be unwound (by redemption at par) but not increased."""
     swap_provider: NotRequired[CreditLoopResponseSwapProvider]
     r"""Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field."""
     quote_expires_at: NotRequired[Nullable[datetime]]
@@ -57,6 +59,9 @@ class CreditLoopResponse(BaseModel):
     eip_712: OptionalNullable[BatchedSafeOperationsResponseOutput] = UNSET
     r"""EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true."""
 
+    pt_maturity: OptionalNullable[str] = UNSET
+    r"""Maturity of the Pendle principal token supplied as collateral, ISO-8601 UTC. Present only for principal-token collateral, whose yield is fixed until this date; after it the position can be unwound (by redemption at par) but not increased."""
+
     swap_provider: Optional[CreditLoopResponseSwapProvider] = None
     r"""Identifies which route priced the swap leg(s): 'market' — a DEX aggregator (iterative loop across pool liquidity, slippage-bounded floors) — or 'firm' — zero-slippage quotes, one per swap leg, each partially filled at the leg's size (exact fills, zero dust). On preview=true responses 'firm' means the numbers are INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quotes at signing time. Always present, including on fallbacks. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED (under 'auto' a firm build can fall back to market transparently), and `quote_expires_at` is absent on every preview — so neither substitutes for this field."""
 
@@ -72,6 +77,7 @@ class CreditLoopResponse(BaseModel):
             [
                 "transaction",
                 "eip_712",
+                "pt_maturity",
                 "swap_provider",
                 "quote_expires_at",
                 "max_firm_multiplier",
@@ -82,6 +88,7 @@ class CreditLoopResponse(BaseModel):
                 "transaction",
                 "eip_712",
                 "preview",
+                "pt_maturity",
                 "quote_expires_at",
                 "max_firm_multiplier",
             ]

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/src/compass_api_sdk/models/creditswaprequest.py

@@ -47,7 +47,7 @@ class CreditSwapRequestChain(str, Enum):
 
 
 class CreditSwapRequestPricing(str, Enum):
-    r"""Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing)."""
+    r"""Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing)."""
 
     AUTO = "auto"
     FIRM = "firm"
@@ -76,8 +76,10 @@ class CreditSwapRequestTypedDict(TypedDict):
     r"""Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%). Bounds the market route only; a firm quote fills exactly and ignores it."""
     gas_sponsorship: NotRequired[bool]
     r"""Optionally request gas sponsorship. If `true`, EIP-712 typed data will be returned that must be signed by the `owner` and submitted to the 'Prepare gas-sponsored transaction' endpoint (`/gas_sponsorship/prepare`). Gas-sponsored builds always execute at market rate."""
+    preview: NotRequired[bool]
+    r"""If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent payload: under 'auto' when the firm provider does not cover or cannot currently price the pair, and always under pricing=market, the call falls through to the aggregator and returns a signable market build (an unsigned transaction, or EIP-712 typed data when gas_sponsorship=true), without requiring the account to hold token_in yet. How the estimate is priced follows `pricing`: on a firm-covered pair whose size the firm provider's live price levels can serve, 'auto' and 'firm' price it from those levels (indicative, transaction stays null — re-call with preview=false for the signable build); otherwise it comes from the market build above (pricing='firm' instead refuses with a typed error). 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[CreditSwapRequestPricing]
-    r"""Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing)."""
+    r"""Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing)."""
 
 
 class CreditSwapRequest(BaseModel):
@@ -115,12 +117,17 @@ class CreditSwapRequest(BaseModel):
     gas_sponsorship: Optional[bool] = None
     r"""Optionally request gas sponsorship. If `true`, EIP-712 typed data will be returned that must be signed by the `owner` and submitted to the 'Prepare gas-sponsored transaction' endpoint (`/gas_sponsorship/prepare`). Gas-sponsored builds always execute at market rate."""
 
+    preview: Optional[bool] = None
+    r"""If true, build a display ESTIMATE: no firm RFQ quote is ever requested (quote_expires_at stays null). NOTE that this guarantees only that no firm quote was spent — it does not guarantee an absent payload: under 'auto' when the firm provider does not cover or cannot currently price the pair, and always under pricing=market, the call falls through to the aggregator and returns a signable market build (an unsigned transaction, or EIP-712 typed data when gas_sponsorship=true), without requiring the account to hold token_in yet. How the estimate is priced follows `pricing`: on a firm-covered pair whose size the firm provider's live price levels can serve, 'auto' and 'firm' price it from those levels (indicative, transaction stays null — re-call with preview=false for the signable build); otherwise it comes from the market build above (pricing='firm' instead refuses with a typed error). 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[CreditSwapRequestPricing] = None
-    r"""Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing)."""
+    r"""Swap routing policy. 'auto': a firm zero-slippage quote when a firm venue covers the pair, transparent fallback to the market aggregator otherwise. 'firm': never price on the market route; an uncovered pair fails with a typed error instead of silently substituting market pricing — previews included: a preview the firm provider's live price levels cannot price returns the same typed error rather than market numbers. 'market': never route through the firm venue; the swap is priced by the aggregator and bounded by `slippage` (which firm fills ignore). 'firm' is incompatible with gas_sponsorship (sponsored swaps force market routing)."""
 
     @model_serializer(mode="wrap")
     def serialize_model(self, handler):
-        optional_fields = set(["action_type", "slippage", "gas_sponsorship", "pricing"])
+        optional_fields = set(
+            ["action_type", "slippage", "gas_sponsorship", "preview", "pricing"]
+        )
         serialized = handler(self)
         m = {}
 

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/src/compass_api_sdk/models/creditswapresponse.py

@@ -21,7 +21,7 @@ from typing_extensions import NotRequired, TypedDict
 
 
 class CreditSwapResponseSwapProvider(str, Enum):
-    r"""Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently."""
+    r"""Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently."""
 
     MARKET = "market"
     FIRM = "firm"
@@ -33,15 +33,15 @@ class CreditSwapResponseTypedDict(TypedDict):
     """
 
     estimated_amount_out: str
-    r"""Estimated amount of output token received from the swap. Exact on firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits."""
+    r"""Estimated amount of output token received from the swap. Exact on executable firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits. On preview=true responses reporting 'firm' it is INDICATIVE — computed from the firm provider's live price levels without spending a quote."""
     transaction: NotRequired[Nullable[UnsignedTransactionTypedDict]]
-    r"""Unsigned transaction for direct execution. Present when gas_sponsorship=false."""
+    r"""Unsigned transaction for direct execution. Present when gas_sponsorship=false — except firm-priced previews (preview=true responses reporting swap_provider='firm'), which carry the estimate only: the firm quote is fetched at execution time, so there is no payload to sign yet. A preview whose response reports swap_provider='market' does carry this signable payload."""
     eip_712: NotRequired[Nullable[BatchedSafeOperationsResponseOutputTypedDict]]
     r"""EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true."""
     swap_provider: NotRequired[CreditSwapResponseSwapProvider]
-    r"""Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently."""
+    r"""Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently."""
     quote_expires_at: NotRequired[Nullable[datetime]]
-    r"""Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds."""
+    r"""Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds and on every preview (a preview never holds a firm quote)."""
 
 
 class CreditSwapResponse(BaseModel):
@@ -50,19 +50,19 @@ class CreditSwapResponse(BaseModel):
     """
 
     estimated_amount_out: str
-    r"""Estimated amount of output token received from the swap. Exact on firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits."""
+    r"""Estimated amount of output token received from the swap. Exact on executable firm builds (a firm quote fills at this amount or reverts). On market builds it is a quote-time estimate, and `slippage` sets how far below it the transaction's enforced minimum output sits. On preview=true responses reporting 'firm' it is INDICATIVE — computed from the firm provider's live price levels without spending a quote."""
 
     transaction: OptionalNullable[UnsignedTransaction] = UNSET
-    r"""Unsigned transaction for direct execution. Present when gas_sponsorship=false."""
+    r"""Unsigned transaction for direct execution. Present when gas_sponsorship=false — except firm-priced previews (preview=true responses reporting swap_provider='firm'), which carry the estimate only: the firm quote is fetched at execution time, so there is no payload to sign yet. A preview whose response reports swap_provider='market' does carry this signable payload."""
 
     eip_712: OptionalNullable[BatchedSafeOperationsResponseOutput] = UNSET
     r"""EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true."""
 
     swap_provider: Optional[CreditSwapResponseSwapProvider] = None
-    r"""Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently."""
+    r"""Identifies which route priced the swap. 'market': a DEX aggregator, slippage-bounded. 'firm': a zero-slippage quote that fills exactly or reverts. On preview=true responses 'firm' means the estimate is INDICATIVE, computed from live maker price levels without spending any quote; execution fetches the firm quote at signing time. Always present. This is the authoritative firm-vs-market signal and clients do need to read it: `pricing` is only what was REQUESTED, and under 'auto' a firm build can fall back to market transparently."""
 
     quote_expires_at: OptionalNullable[datetime] = UNSET
-    r"""Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds."""
+    r"""Deadline of the firm swap quote. Sign and broadcast before it or the transaction reverts on-chain; refresh by re-calling this endpoint (discard the previous payload). Null on market builds and on every preview (a preview never holds a firm quote)."""
 
     @model_serializer(mode="wrap")
     def serialize_model(self, handler):

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/src/compass_api_sdk/models/morpholendingmarket.py

@@ -8,8 +8,12 @@ from compass_api_sdk.types import (
     UNSET,
     UNSET_SENTINEL,
 )
+from compass_api_sdk.utils import validate_const
+import pydantic
 from pydantic import model_serializer
-from typing_extensions import NotRequired, TypedDict
+from pydantic.functional_validators import AfterValidator
+from typing import Literal
+from typing_extensions import Annotated, NotRequired, TypedDict
 
 
 class MorphoLendingMarketTypedDict(TypedDict):
@@ -53,6 +57,14 @@ class MorphoLendingMarketTypedDict(TypedDict):
     r"""What the COLLATERAL token earns inside its own price, in percentage: an ERC-4626 share's vault yield or a staking token's rewards, trailing 7 days. Morpho holds collateral without lending it out, so this is the collateral leg's ENTIRE yield. Null means unmeasured, NOT zero — a plain token (WETH, cbBTC) earns nothing and a yield-bearing one may simply not be indexed yet."""
     loan_intrinsic_apy: NotRequired[Nullable[str]]
     r"""What the LOAN token earns inside its own price, in percentage, trailing 7 days. Debt owed in such a token grows by this on top of borrow_apy — a borrower's true cost is their sum. Null means unmeasured, NOT zero."""
+    collateral_yield_kind: Nullable[Literal["fixed"]]
+    r"""Set to 'fixed' when collateral_intrinsic_apy is locked in until a maturity date rather than measured over a trailing window, as it is for a principal token. Clients should label such a rate as fixed to maturity instead of a 7-day average. Absent for every other market."""
+    pt_maturity: NotRequired[Nullable[str]]
+    r"""Maturity date of the principal-token collateral, ISO-8601 UTC. Present only on principal-token markets."""
+    pt_expired: NotRequired[Nullable[bool]]
+    r"""Whether the principal-token collateral has passed its maturity. Matured markets stay listed so open positions can still be unwound, so clients should use this to disable opening rather than to hide the row. Present only on principal-token markets."""
+    pt_loopable: NotRequired[Nullable[bool]]
+    r"""Whether a NEW loop may be opened on this principal-token market. False once the market is matured or too close to maturity to earn back a loop's entry cost. Computed server-side, so clients need no copy of the threshold. Present only on principal-token markets."""
     tvl_usd: NotRequired[Nullable[str]]
     r"""Total value locked (total supplied assets) in USD, sourced from the indexer. Null if the indexer hasn't priced this market yet."""
     liquidity_usd: NotRequired[Nullable[str]]
@@ -119,6 +131,23 @@ class MorphoLendingMarket(BaseModel):
     loan_intrinsic_apy: OptionalNullable[str] = UNSET
     r"""What the LOAN token earns inside its own price, in percentage, trailing 7 days. Debt owed in such a token grows by this on top of borrow_apy — a borrower's true cost is their sum. Null means unmeasured, NOT zero."""
 
+    COLLATERAL_YIELD_KIND: Annotated[
+        Annotated[
+            OptionalNullable[Literal["fixed"]], AfterValidator(validate_const("fixed"))
+        ],
+        pydantic.Field(alias="collateral_yield_kind"),
+    ] = "fixed"
+    r"""Set to 'fixed' when collateral_intrinsic_apy is locked in until a maturity date rather than measured over a trailing window, as it is for a principal token. Clients should label such a rate as fixed to maturity instead of a 7-day average. Absent for every other market."""
+
+    pt_maturity: OptionalNullable[str] = UNSET
+    r"""Maturity date of the principal-token collateral, ISO-8601 UTC. Present only on principal-token markets."""
+
+    pt_expired: OptionalNullable[bool] = UNSET
+    r"""Whether the principal-token collateral has passed its maturity. Matured markets stay listed so open positions can still be unwound, so clients should use this to disable opening rather than to hide the row. Present only on principal-token markets."""
+
+    pt_loopable: OptionalNullable[bool] = UNSET
+    r"""Whether a NEW loop may be opened on this principal-token market. False once the market is matured or too close to maturity to earn back a loop's entry cost. Computed server-side, so clients need no copy of the threshold. Present only on principal-token markets."""
+
     tvl_usd: OptionalNullable[str] = UNSET
     r"""Total value locked (total supplied assets) in USD, sourced from the indexer. Null if the indexer hasn't priced this market yet."""
 
@@ -133,6 +162,10 @@ class MorphoLendingMarket(BaseModel):
                 "borrow_apy",
                 "collateral_intrinsic_apy",
                 "loan_intrinsic_apy",
+                "collateral_yield_kind",
+                "pt_maturity",
+                "pt_expired",
+                "pt_loopable",
                 "tvl_usd",
                 "liquidity_usd",
             ]
@@ -143,6 +176,10 @@ class MorphoLendingMarket(BaseModel):
                 "borrow_apy",
                 "collateral_intrinsic_apy",
                 "loan_intrinsic_apy",
+                "collateral_yield_kind",
+                "pt_maturity",
+                "pt_expired",
+                "pt_loopable",
                 "tvl_usd",
                 "liquidity_usd",
             ]
@@ -167,3 +204,9 @@ class MorphoLendingMarket(BaseModel):
                     m[k] = val
 
         return m
+
+
+try:
+    MorphoLendingMarket.model_rebuild()
+except NameError:
+    pass

{compass_api_sdk-2.2.111rc1 → compass_api_sdk-2.2.113}/src/compass_api_sdk/models/perpetualtradingopportunity.py

@@ -18,6 +18,8 @@ class PerpetualTradingOpportunityTypedDict(TypedDict):
     r"""Current mark price"""
     oracle_price: str
     r"""Oracle reference price"""
+    prev_day_price: str
+    r"""Price 24 hours ago, for computing 24h price change (0 for newly listed markets)"""
     open_interest: str
     r"""Open interest in USD"""
     volume_24h: str
@@ -48,6 +50,9 @@ class PerpetualTradingOpportunity(BaseModel):
     oracle_price: str
     r"""Oracle reference price"""
 
+    prev_day_price: str
+    r"""Price 24 hours ago, for computing 24h price change (0 for newly listed markets)"""
+
     open_interest: str
     r"""Open interest in USD"""