compass_api_sdk 2.2.112__tar.gz → 2.2.113__tar.gz

{compass_api_sdk-2.2.112 → compass_api_sdk-2.2.113}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: compass_api_sdk
-Version: 2.2.112
+Version: 2.2.113
 Summary: Compass API SDK.
 Author: royalnine
 Requires-Python: >=3.10

{compass_api_sdk-2.2.112 → compass_api_sdk-2.2.113}/pyproject.toml

@@ -1,7 +1,7 @@
 
 [project]
 name = "compass_api_sdk"
-version = "2.2.112"
+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 = "2.2.112"
+version = "2.2.113"
 description = "Compass API SDK."
 authors = ["Compass Labs"]
 repository = "https://github.com/CompassLabs/mono.git"

{compass_api_sdk-2.2.112 → 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-2.2.112 → 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