compass_api_sdk 2.2.115rc2__tar.gz → 2.2.117__tar.gz

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: compass_api_sdk
-Version: 2.2.115rc2
+Version: 2.2.117
 Summary: Compass API SDK.
 Author: royalnine
 Requires-Python: >=3.10

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/pyproject.toml

@@ -1,7 +1,7 @@
 
 [project]
 name = "compass_api_sdk"
-version = "2.2.115rc2"
+version = "2.2.117"
 description = "Compass API SDK."
 authors = [{ name = "royalnine" },]
 readme = "README-PYPI.md"
@@ -14,7 +14,7 @@ dependencies = [
 
 [tool.poetry]
 name = "compass_api_sdk"
-version = "2.2.115rc2"
+version = "2.2.117"
 description = "Compass API SDK."
 authors = ["Compass Labs"]
 repository = "https://github.com/CompassLabs/mono.git"

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/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 = "2.938.0"
-__user_agent__: str = "speakeasy-sdk/python 2.0.0 2.938.0 0.0.1 compass_api_sdk"
+__gen_version__: str = "2.941.0"
+__user_agent__: str = "speakeasy-sdk/python 2.0.0 2.941.0 0.0.1 compass_api_sdk"
 
 try:
     if __package__ is not None:

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/src/compass_api_sdk/earn.py

@@ -406,11 +406,11 @@ class Earn(BaseSDK):
     def earn_vaults(
         self,
         *,
-        order_by: str,
         direction: Optional[models.V2EarnVaultsDirection] = None,
         offset: Optional[int] = None,
         limit: Optional[int] = None,
         chain: OptionalNullable[models.Chain] = UNSET,
+        order_by: Optional[str] = None,
         asset_symbol: OptionalNullable[str] = UNSET,
         min_tvl_usd: OptionalNullable[
             Union[models.V2EarnVaultsMinTvlUsd, models.V2EarnVaultsMinTvlUsdTypedDict]
@@ -436,11 +436,11 @@ class Earn(BaseSDK):
 
         To deposit into a vault, use the [manage endpoint](https://docs.compasslabs.ai/v2/api-reference/earn/manage-earn-position) with `venue_type=VAULTS`.
 
-        :param order_by: The field to order the results by.
         :param direction: The direction to order the results by.
         :param offset: The offset of the first item to return.
         :param limit: The number of items to return.
         :param chain: Optional chain filter. If not provided, returns vaults for all chains.
+        :param order_by: Field to order the vaults by. One of: tvl_usd, liquidity_usd, deposit_cap_usd, apy_7d, apy_30d, apy_90d. Defaults to tvl_usd; unknown values also fall back to tvl_usd.
         :param asset_symbol: Filter vaults by underlying asset symbol (e.g., 'USDC', 'WETH').
         :param min_tvl_usd: Minimum TVL in USD. Vaults with TVL below this value will be excluded.
         :param min_liquidity_usd: Minimum available liquidity in USD. Vaults below this are excluded.
@@ -461,11 +461,11 @@ class Earn(BaseSDK):
             base_url = self._get_url(base_url, url_variables)
 
         request = models.V2EarnVaultsRequest(
-            order_by=order_by,
             direction=direction,
             offset=offset,
             limit=limit,
             chain=chain,
+            order_by=order_by,
             asset_symbol=asset_symbol,
             min_tvl_usd=min_tvl_usd,
             min_liquidity_usd=min_liquidity_usd,
@@ -532,11 +532,11 @@ class Earn(BaseSDK):
     async def earn_vaults_async(
         self,
         *,
-        order_by: str,
         direction: Optional[models.V2EarnVaultsDirection] = None,
         offset: Optional[int] = None,
         limit: Optional[int] = None,
         chain: OptionalNullable[models.Chain] = UNSET,
+        order_by: Optional[str] = None,
         asset_symbol: OptionalNullable[str] = UNSET,
         min_tvl_usd: OptionalNullable[
             Union[models.V2EarnVaultsMinTvlUsd, models.V2EarnVaultsMinTvlUsdTypedDict]
@@ -562,11 +562,11 @@ class Earn(BaseSDK):
 
         To deposit into a vault, use the [manage endpoint](https://docs.compasslabs.ai/v2/api-reference/earn/manage-earn-position) with `venue_type=VAULTS`.
 
-        :param order_by: The field to order the results by.
         :param direction: The direction to order the results by.
         :param offset: The offset of the first item to return.
         :param limit: The number of items to return.
         :param chain: Optional chain filter. If not provided, returns vaults for all chains.
+        :param order_by: Field to order the vaults by. One of: tvl_usd, liquidity_usd, deposit_cap_usd, apy_7d, apy_30d, apy_90d. Defaults to tvl_usd; unknown values also fall back to tvl_usd.
         :param asset_symbol: Filter vaults by underlying asset symbol (e.g., 'USDC', 'WETH').
         :param min_tvl_usd: Minimum TVL in USD. Vaults with TVL below this value will be excluded.
         :param min_liquidity_usd: Minimum available liquidity in USD. Vaults below this are excluded.
@@ -587,11 +587,11 @@ class Earn(BaseSDK):
             base_url = self._get_url(base_url, url_variables)
 
         request = models.V2EarnVaultsRequest(
-            order_by=order_by,
             direction=direction,
             offset=offset,
             limit=limit,
             chain=chain,
+            order_by=order_by,
             asset_symbol=asset_symbol,
             min_tvl_usd=min_tvl_usd,
             min_liquidity_usd=min_liquidity_usd,
@@ -856,11 +856,11 @@ class Earn(BaseSDK):
     def earn_pendle_markets(
         self,
         *,
-        order_by: str,
         direction: Optional[models.V2EarnPendleMarketsDirection] = None,
         offset: Optional[int] = None,
         limit: Optional[int] = None,
         chain: OptionalNullable[models.Chain] = UNSET,
+        order_by: Optional[str] = None,
         underlying_symbol: OptionalNullable[str] = UNSET,
         min_tvl_usd: OptionalNullable[
             Union[
@@ -886,11 +886,11 @@ class Earn(BaseSDK):
         APY values are returned in percentage format (e.g., 5.25 means 5.25%). Markets
         without complete metadata or statistics are excluded.
 
-        :param order_by: The field to order the results by.
         :param direction: The direction to order the results by.
         :param offset: The offset of the first item to return.
         :param limit: The number of items to return.
         :param chain: Optional chain filter. If not provided, returns markets for all chains.
+        :param order_by: Field to order the markets by. One of: tvl_usd, implied_apy. Defaults to tvl_usd; unknown values also fall back to tvl_usd.
         :param underlying_symbol: Filter markets by underlying asset symbol (e.g., 'USDC', 'WETH').
         :param min_tvl_usd: Minimum TVL in USD. Markets with TVL below this value will be excluded.
         :param retries: Override the default retry configuration for this method
@@ -909,11 +909,11 @@ class Earn(BaseSDK):
             base_url = self._get_url(base_url, url_variables)
 
         request = models.V2EarnPendleMarketsRequest(
-            order_by=order_by,
             direction=direction,
             offset=offset,
             limit=limit,
             chain=chain,
+            order_by=order_by,
             underlying_symbol=underlying_symbol,
             min_tvl_usd=min_tvl_usd,
         )
@@ -978,11 +978,11 @@ class Earn(BaseSDK):
     async def earn_pendle_markets_async(
         self,
         *,
-        order_by: str,
         direction: Optional[models.V2EarnPendleMarketsDirection] = None,
         offset: Optional[int] = None,
         limit: Optional[int] = None,
         chain: OptionalNullable[models.Chain] = UNSET,
+        order_by: Optional[str] = None,
         underlying_symbol: OptionalNullable[str] = UNSET,
         min_tvl_usd: OptionalNullable[
             Union[
@@ -1008,11 +1008,11 @@ class Earn(BaseSDK):
         APY values are returned in percentage format (e.g., 5.25 means 5.25%). Markets
         without complete metadata or statistics are excluded.
 
-        :param order_by: The field to order the results by.
         :param direction: The direction to order the results by.
         :param offset: The offset of the first item to return.
         :param limit: The number of items to return.
         :param chain: Optional chain filter. If not provided, returns markets for all chains.
+        :param order_by: Field to order the markets by. One of: tvl_usd, implied_apy. Defaults to tvl_usd; unknown values also fall back to tvl_usd.
         :param underlying_symbol: Filter markets by underlying asset symbol (e.g., 'USDC', 'WETH').
         :param min_tvl_usd: Minimum TVL in USD. Markets with TVL below this value will be excluded.
         :param retries: Override the default retry configuration for this method
@@ -1031,11 +1031,11 @@ class Earn(BaseSDK):
             base_url = self._get_url(base_url, url_variables)
 
         request = models.V2EarnPendleMarketsRequest(
-            order_by=order_by,
             direction=direction,
             offset=offset,
             limit=limit,
             chain=chain,
+            order_by=order_by,
             underlying_symbol=underlying_symbol,
             min_tvl_usd=min_tvl_usd,
         )
@@ -1122,8 +1122,11 @@ class Earn(BaseSDK):
         Estimate the output of a swap without building a transaction.
 
         Returns the expected amount of `token_out` received for selling `amount_in`
-        of `token_in`, routed via 1inch. This is read-only: it does not build a
-        transaction, require an account, or check balances.
+        of `token_in`. On chains with a market route this is the market rate; on
+        HyperEVM, where swaps are firm-priced, it is an indicative price from the
+        firm provider's live levels (`swap_provider` tells you which). This is
+        read-only: it does not build a transaction, require an account, or check
+        balances.
 
         Use it to gauge exit liquidity and price impact for a token before entering
         a position — for example, to warn when a market's underlying asset cannot be
@@ -1241,8 +1244,11 @@ class Earn(BaseSDK):
         Estimate the output of a swap without building a transaction.
 
         Returns the expected amount of `token_out` received for selling `amount_in`
-        of `token_in`, routed via 1inch. This is read-only: it does not build a
-        transaction, require an account, or check balances.
+        of `token_in`. On chains with a market route this is the market rate; on
+        HyperEVM, where swaps are firm-priced, it is an indicative price from the
+        firm provider's live levels (`swap_provider` tells you which). This is
+        read-only: it does not build a transaction, require an account, or check
+        balances.
 
         Use it to gauge exit liquidity and price impact for a token before entering
         a position — for example, to warn when a market's underlying asset cannot be
@@ -2293,6 +2299,7 @@ class Earn(BaseSDK):
             ]
         ] = None,
         gas_sponsorship: Optional[bool] = None,
+        pricing: Optional[models.EarnSwapRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -2314,7 +2321,8 @@ class Earn(BaseSDK):
         :param owner: The owner's wallet address.
         :param chain: Target blockchain network where the swap will execute.
         :param slippage: Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%).
-        :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`).
+        :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`). Firm-priced builds may be sponsored: the sponsor must broadcast before `quote_expires_at`.
+        :param pricing: Swap routing policy. 'auto': on chains with a market route the swap is priced by the market aggregator and bounded by `slippage` (the default behaviour); on HyperEVM, where only firm pricing is available, it is a firm zero-slippage quote that fills exactly or reverts. 'firm': always a firm quote; refused with a typed 409 when no firm quote covers the pair right now, never silently priced at market. 'market': always the market route; refused with 422 on HyperEVM. Read `swap_provider` on the response for the route that actually priced the build, and `quote_expires_at` for a firm quote's deadline.
         :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
@@ -2338,6 +2346,7 @@ class Earn(BaseSDK):
             owner=owner,
             chain=chain,
             gas_sponsorship=gas_sponsorship,
+            pricing=pricing,
         )
 
         req = self._build_request(
@@ -2416,6 +2425,7 @@ class Earn(BaseSDK):
             ]
         ] = None,
         gas_sponsorship: Optional[bool] = None,
+        pricing: Optional[models.EarnSwapRequestPricing] = None,
         retries: OptionalNullable[utils.RetryConfig] = UNSET,
         server_url: Optional[str] = None,
         timeout_ms: Optional[int] = None,
@@ -2437,7 +2447,8 @@ class Earn(BaseSDK):
         :param owner: The owner's wallet address.
         :param chain: Target blockchain network where the swap will execute.
         :param slippage: Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%).
-        :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`).
+        :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`). Firm-priced builds may be sponsored: the sponsor must broadcast before `quote_expires_at`.
+        :param pricing: Swap routing policy. 'auto': on chains with a market route the swap is priced by the market aggregator and bounded by `slippage` (the default behaviour); on HyperEVM, where only firm pricing is available, it is a firm zero-slippage quote that fills exactly or reverts. 'firm': always a firm quote; refused with a typed 409 when no firm quote covers the pair right now, never silently priced at market. 'market': always the market route; refused with 422 on HyperEVM. Read `swap_provider` on the response for the route that actually priced the build, and `quote_expires_at` for a firm quote's deadline.
         :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
@@ -2461,6 +2472,7 @@ class Earn(BaseSDK):
             owner=owner,
             chain=chain,
             gas_sponsorship=gas_sponsorship,
+            pricing=pricing,
         )
 
         req = self._build_request_async(

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/src/compass_api_sdk/models/__init__.py

@@ -654,6 +654,7 @@ if TYPE_CHECKING:
     )
     from .earnswapquoteresponse import (
         EarnSwapQuoteResponse,
+        EarnSwapQuoteResponseSwapProvider,
         EarnSwapQuoteResponseTypedDict,
     )
     from .earnswaprequest import (
@@ -661,11 +662,16 @@ if TYPE_CHECKING:
         EarnSwapRequestAmountIn,
         EarnSwapRequestAmountInTypedDict,
         EarnSwapRequestChain,
+        EarnSwapRequestPricing,
         EarnSwapRequestSlippage,
         EarnSwapRequestSlippageTypedDict,
         EarnSwapRequestTypedDict,
     )
-    from .earnswapresponse import EarnSwapResponse, EarnSwapResponseTypedDict
+    from .earnswapresponse import (
+        EarnSwapResponse,
+        EarnSwapResponseSwapProvider,
+        EarnSwapResponseTypedDict,
+    )
     from .earntransferfromeoaparams import (
         EarnTransferFromEOAParams,
         EarnTransferFromEOAParamsAmount,
@@ -1921,7 +1927,11 @@ if TYPE_CHECKING:
         V2BundleRequestChain,
         V2BundleRequestTypedDict,
     )
-    from .v2bundleresponse import V2BundleResponse, V2BundleResponseTypedDict
+    from .v2bundleresponse import (
+        V2BundleResponse,
+        V2BundleResponseSwapProvider,
+        V2BundleResponseTypedDict,
+    )
     from .v2useroperation import (
         V2UserOperation,
         V2UserOperationBody,
@@ -2437,15 +2447,18 @@ __all__ = [
     "EarnSwapParamsSlippageTypedDict",
     "EarnSwapParamsTypedDict",
     "EarnSwapQuoteResponse",
+    "EarnSwapQuoteResponseSwapProvider",
     "EarnSwapQuoteResponseTypedDict",
     "EarnSwapRequest",
     "EarnSwapRequestAmountIn",
     "EarnSwapRequestAmountInTypedDict",
     "EarnSwapRequestChain",
+    "EarnSwapRequestPricing",
     "EarnSwapRequestSlippage",
     "EarnSwapRequestSlippageTypedDict",
     "EarnSwapRequestTypedDict",
     "EarnSwapResponse",
+    "EarnSwapResponseSwapProvider",
     "EarnSwapResponseTypedDict",
     "EarnTransferFromEOAParams",
     "EarnTransferFromEOAParamsAmount",
@@ -3264,6 +3277,7 @@ __all__ = [
     "V2BundleRequestChain",
     "V2BundleRequestTypedDict",
     "V2BundleResponse",
+    "V2BundleResponseSwapProvider",
     "V2BundleResponseTypedDict",
     "V2CctpMintResponse",
     "V2CctpMintResponseTypedDict",
@@ -3845,15 +3859,18 @@ _dynamic_imports: dict[str, str] = {
     "EarnSwapParamsSlippageTypedDict": ".earnswapparams",
     "EarnSwapParamsTypedDict": ".earnswapparams",
     "EarnSwapQuoteResponse": ".earnswapquoteresponse",
+    "EarnSwapQuoteResponseSwapProvider": ".earnswapquoteresponse",
     "EarnSwapQuoteResponseTypedDict": ".earnswapquoteresponse",
     "EarnSwapRequest": ".earnswaprequest",
     "EarnSwapRequestAmountIn": ".earnswaprequest",
     "EarnSwapRequestAmountInTypedDict": ".earnswaprequest",
     "EarnSwapRequestChain": ".earnswaprequest",
+    "EarnSwapRequestPricing": ".earnswaprequest",
     "EarnSwapRequestSlippage": ".earnswaprequest",
     "EarnSwapRequestSlippageTypedDict": ".earnswaprequest",
     "EarnSwapRequestTypedDict": ".earnswaprequest",
     "EarnSwapResponse": ".earnswapresponse",
+    "EarnSwapResponseSwapProvider": ".earnswapresponse",
     "EarnSwapResponseTypedDict": ".earnswapresponse",
     "EarnTransferFromEOAParams": ".earntransferfromeoaparams",
     "EarnTransferFromEOAParamsAmount": ".earntransferfromeoaparams",
@@ -4744,6 +4761,7 @@ _dynamic_imports: dict[str, str] = {
     "V2BundleRequestChain": ".v2bundlerequest",
     "V2BundleRequestTypedDict": ".v2bundlerequest",
     "V2BundleResponse": ".v2bundleresponse",
+    "V2BundleResponseSwapProvider": ".v2bundleresponse",
     "V2BundleResponseTypedDict": ".v2bundleresponse",
     "V2UserOperation": ".v2useroperation",
     "V2UserOperationBody": ".v2useroperation",

compass_api_sdk-2.2.117/src/compass_api_sdk/models/earnswapquoteresponse.py

@@ -0,0 +1,60 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+
+from __future__ import annotations
+from compass_api_sdk.types import BaseModel, UNSET_SENTINEL
+from enum import Enum
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import NotRequired, TypedDict
+
+
+class EarnSwapQuoteResponseSwapProvider(str, Enum):
+    r"""Which route priced the estimate. 'market': the market aggregator's price-only quote. 'firm': an INDICATIVE price from the firm provider's live levels (HyperEVM), computed without spending a quote; the executable build fetches the firm quote itself. When those levels cannot price `amount_in` the endpoint answers 409 rather than a zero `amount_out`."""
+
+    MARKET = "market"
+    FIRM = "firm"
+
+
+class EarnSwapQuoteResponseTypedDict(TypedDict):
+    r"""Estimated output of a read-only swap quote."""
+
+    amount_out: str
+    r"""Estimated amount of `token_out` received, in human-readable units. On the market route, zero when no route / insufficient liquidity exists for the pair (a definitive answer). On the firm route (HyperEVM) a missing or short price book is a 409 instead, never a zero: unlike a missing route it is transient, so retry."""
+    token_in: str
+    r"""The token address actually quoted as input. Usually the requested `token_in`; for Pendle (when `sy_address` is supplied) it is the resolved redeem token, which callers should use to value the input."""
+    token_out: str
+    r"""The token address quoted as output — what `amount_out` is denominated in (the resolved `token_out` from the request)."""
+    swap_provider: NotRequired[EarnSwapQuoteResponseSwapProvider]
+    r"""Which route priced the estimate. 'market': the market aggregator's price-only quote. 'firm': an INDICATIVE price from the firm provider's live levels (HyperEVM), computed without spending a quote; the executable build fetches the firm quote itself. When those levels cannot price `amount_in` the endpoint answers 409 rather than a zero `amount_out`."""
+
+
+class EarnSwapQuoteResponse(BaseModel):
+    r"""Estimated output of a read-only swap quote."""
+
+    amount_out: str
+    r"""Estimated amount of `token_out` received, in human-readable units. On the market route, zero when no route / insufficient liquidity exists for the pair (a definitive answer). On the firm route (HyperEVM) a missing or short price book is a 409 instead, never a zero: unlike a missing route it is transient, so retry."""
+
+    token_in: str
+    r"""The token address actually quoted as input. Usually the requested `token_in`; for Pendle (when `sy_address` is supplied) it is the resolved redeem token, which callers should use to value the input."""
+
+    token_out: str
+    r"""The token address quoted as output — what `amount_out` is denominated in (the resolved `token_out` from the request)."""
+
+    swap_provider: Optional[EarnSwapQuoteResponseSwapProvider] = None
+    r"""Which route priced the estimate. 'market': the market aggregator's price-only quote. 'firm': an INDICATIVE price from the firm provider's live levels (HyperEVM), computed without spending a quote; the executable build fetches the firm quote itself. When those levels cannot price `amount_in` the endpoint answers 409 rather than a zero `amount_out`."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["swap_provider"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/src/compass_api_sdk/models/earnswaprequest.py

@@ -42,6 +42,14 @@ class EarnSwapRequestChain(str, Enum):
     TEMPO = "tempo"
 
 
+class EarnSwapRequestPricing(str, Enum):
+    r"""Swap routing policy. 'auto': on chains with a market route the swap is priced by the market aggregator and bounded by `slippage` (the default behaviour); on HyperEVM, where only firm pricing is available, it is a firm zero-slippage quote that fills exactly or reverts. 'firm': always a firm quote; refused with a typed 409 when no firm quote covers the pair right now, never silently priced at market. 'market': always the market route; refused with 422 on HyperEVM. Read `swap_provider` on the response for the route that actually priced the build, and `quote_expires_at` for a firm quote's deadline."""
+
+    AUTO = "auto"
+    FIRM = "firm"
+    MARKET = "market"
+
+
 class EarnSwapRequestTypedDict(TypedDict):
     r"""Swap one token held in the Earn Account for another, in a single atomic
     transaction.
@@ -62,7 +70,9 @@ class EarnSwapRequestTypedDict(TypedDict):
     slippage: NotRequired[EarnSwapRequestSlippageTypedDict]
     r"""Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%)."""
     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`)."""
+    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`). Firm-priced builds may be sponsored: the sponsor must broadcast before `quote_expires_at`."""
+    pricing: NotRequired[EarnSwapRequestPricing]
+    r"""Swap routing policy. 'auto': on chains with a market route the swap is priced by the market aggregator and bounded by `slippage` (the default behaviour); on HyperEVM, where only firm pricing is available, it is a firm zero-slippage quote that fills exactly or reverts. 'firm': always a firm quote; refused with a typed 409 when no firm quote covers the pair right now, never silently priced at market. 'market': always the market route; refused with 422 on HyperEVM. Read `swap_provider` on the response for the route that actually priced the build, and `quote_expires_at` for a firm quote's deadline."""
 
 
 class EarnSwapRequest(BaseModel):
@@ -97,11 +107,14 @@ class EarnSwapRequest(BaseModel):
     r"""Maximum slippage tolerance as a percentage (e.g., 0.5 = 0.5%)."""
 
     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`)."""
+    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`). Firm-priced builds may be sponsored: the sponsor must broadcast before `quote_expires_at`."""
+
+    pricing: Optional[EarnSwapRequestPricing] = None
+    r"""Swap routing policy. 'auto': on chains with a market route the swap is priced by the market aggregator and bounded by `slippage` (the default behaviour); on HyperEVM, where only firm pricing is available, it is a firm zero-slippage quote that fills exactly or reverts. 'firm': always a firm quote; refused with a typed 409 when no firm quote covers the pair right now, never silently priced at market. 'market': always the market route; refused with 422 on HyperEVM. Read `swap_provider` on the response for the route that actually priced the build, and `quote_expires_at` for a firm quote's deadline."""
 
     @model_serializer(mode="wrap")
     def serialize_model(self, handler):
-        optional_fields = set(["action_type", "slippage", "gas_sponsorship"])
+        optional_fields = set(["action_type", "slippage", "gas_sponsorship", "pricing"])
         serialized = handler(self)
         m = {}
 

compass_api_sdk-2.2.117/src/compass_api_sdk/models/earnswapresponse.py

@@ -0,0 +1,84 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+
+from __future__ import annotations
+from .batchedsafeoperationsresponse_output import (
+    BatchedSafeOperationsResponseOutput,
+    BatchedSafeOperationsResponseOutputTypedDict,
+)
+from .unsignedtransaction import UnsignedTransaction, UnsignedTransactionTypedDict
+from compass_api_sdk.types import (
+    BaseModel,
+    Nullable,
+    OptionalNullable,
+    UNSET,
+    UNSET_SENTINEL,
+)
+from datetime import datetime
+from enum import Enum
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import NotRequired, TypedDict
+
+
+class EarnSwapResponseSwapProvider(str, Enum):
+    r"""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 signal, since `pricing` is only what was requested."""
+
+    MARKET = "market"
+    FIRM = "firm"
+
+
+class EarnSwapResponseTypedDict(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); a quote-time estimate on market builds, where `slippage` sets how far below it the enforced minimum output sits."""
+    transaction: NotRequired[Nullable[UnsignedTransactionTypedDict]]
+    r"""Unsigned transaction for direct execution. Present when gas_sponsorship=false."""
+    eip_712: NotRequired[Nullable[BatchedSafeOperationsResponseOutputTypedDict]]
+    r"""EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true."""
+    swap_provider: NotRequired[EarnSwapResponseSwapProvider]
+    r"""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 signal, since `pricing` is only what was requested."""
+    quote_expires_at: NotRequired[Nullable[datetime]]
+    r"""Deadline of the firm swap quote. The transaction (or the sponsor's broadcast of the signed typed data) must be included before it or the swap reverts on-chain; refresh by re-calling this endpoint and discarding the previous payload. Null on market builds."""
+
+
+class EarnSwapResponse(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); a quote-time estimate on market builds, where `slippage` sets how far below it the enforced minimum output sits."""
+
+    transaction: OptionalNullable[UnsignedTransaction] = UNSET
+    r"""Unsigned transaction for direct execution. Present when gas_sponsorship=false."""
+
+    eip_712: OptionalNullable[BatchedSafeOperationsResponseOutput] = UNSET
+    r"""EIP-712 typed data for gas-sponsored execution. Present when gas_sponsorship=true."""
+
+    swap_provider: Optional[EarnSwapResponseSwapProvider] = None
+    r"""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 signal, since `pricing` is only what was requested."""
+
+    quote_expires_at: OptionalNullable[datetime] = UNSET
+    r"""Deadline of the firm swap quote. The transaction (or the sponsor's broadcast of the signed typed data) must be included before it or the swap reverts on-chain; refresh by re-calling this endpoint and discarding the previous payload. Null on market builds."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            ["transaction", "eip_712", "swap_provider", "quote_expires_at"]
+        )
+        nullable_fields = set(["transaction", "eip_712", "quote_expires_at"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+            is_nullable_and_explicitly_set = (
+                k in nullable_fields
+                and (self.__pydantic_fields_set__.intersection({n}))  # pylint: disable=no-member
+            )
+
+            if val != UNSET_SENTINEL:
+                if (
+                    val is not None
+                    or k not in optional_fields
+                    or is_nullable_and_explicitly_set
+                ):
+                    m[k] = val
+
+        return m

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/src/compass_api_sdk/models/marketallocation.py

@@ -22,11 +22,13 @@ class MarketAllocationTypedDict(TypedDict):
     collateral_token: str
     r"""Address of the collateral token accepted by this market."""
     lltv: str
-    r"""Liquidation Loan-To-Value ratio as a raw uint256 string. Divide by 1e18 to get the decimal ratio (e.g., '860000000000000000' = 86%)."""
+    r"""Liquidation Loan-To-Value ratio as a raw uint256 string scaled by 1e18 (e.g., '860000000000000000' = 86%). Kept for backward compatibility; prefer `lltv_percent`."""
     loan_token_symbol: NotRequired[Nullable[str]]
     r"""Symbol of the loan token (e.g., 'USDC')."""
     collateral_token_symbol: NotRequired[Nullable[str]]
     r"""Symbol of the collateral token (e.g., 'WETH')."""
+    lltv_percent: NotRequired[Nullable[str]]
+    r"""Liquidation Loan-To-Value in percent (e.g. 86 means a position is liquidatable once debt exceeds 86% of collateral value). Same scale as `lltv` on /v2/credit/morpho_markets."""
     supply_cap: NotRequired[Nullable[str]]
     r"""Maximum amount the vault is allowed to supply to this market, as a raw uint184 string in the smallest token unit."""
     supply_assets: NotRequired[Nullable[str]]
@@ -48,7 +50,7 @@ class MarketAllocation(BaseModel):
     r"""Address of the collateral token accepted by this market."""
 
     lltv: str
-    r"""Liquidation Loan-To-Value ratio as a raw uint256 string. Divide by 1e18 to get the decimal ratio (e.g., '860000000000000000' = 86%)."""
+    r"""Liquidation Loan-To-Value ratio as a raw uint256 string scaled by 1e18 (e.g., '860000000000000000' = 86%). Kept for backward compatibility; prefer `lltv_percent`."""
 
     loan_token_symbol: OptionalNullable[str] = UNSET
     r"""Symbol of the loan token (e.g., 'USDC')."""
@@ -56,6 +58,9 @@ class MarketAllocation(BaseModel):
     collateral_token_symbol: OptionalNullable[str] = UNSET
     r"""Symbol of the collateral token (e.g., 'WETH')."""
 
+    lltv_percent: OptionalNullable[str] = UNSET
+    r"""Liquidation Loan-To-Value in percent (e.g. 86 means a position is liquidatable once debt exceeds 86% of collateral value). Same scale as `lltv` on /v2/credit/morpho_markets."""
+
     supply_cap: OptionalNullable[str] = UNSET
     r"""Maximum amount the vault is allowed to supply to this market, as a raw uint184 string in the smallest token unit."""
 
@@ -71,6 +76,7 @@ class MarketAllocation(BaseModel):
             [
                 "loan_token_symbol",
                 "collateral_token_symbol",
+                "lltv_percent",
                 "supply_cap",
                 "supply_assets",
                 "allocation_pct",
@@ -80,6 +86,7 @@ class MarketAllocation(BaseModel):
             [
                 "loan_token_symbol",
                 "collateral_token_symbol",
+                "lltv_percent",
                 "supply_cap",
                 "supply_assets",
                 "allocation_pct",

{compass_api_sdk-2.2.115rc2 → compass_api_sdk-2.2.117}/src/compass_api_sdk/models/v2_earn_pendle_marketsop.py

@@ -36,8 +36,6 @@ r"""Minimum TVL in USD. Markets with TVL below this value will be excluded."""
 
 
 class V2EarnPendleMarketsRequestTypedDict(TypedDict):
-    order_by: str
-    r"""The field to order the results by."""
     direction: NotRequired[V2EarnPendleMarketsDirection]
     r"""The direction to order the results by."""
     offset: NotRequired[int]
@@ -46,6 +44,8 @@ class V2EarnPendleMarketsRequestTypedDict(TypedDict):
     r"""The number of items to return."""
     chain: NotRequired[Nullable[Chain]]
     r"""Optional chain filter. If not provided, returns markets for all chains."""
+    order_by: NotRequired[str]
+    r"""Field to order the markets by. One of: tvl_usd, implied_apy. Defaults to tvl_usd; unknown values also fall back to tvl_usd."""
     underlying_symbol: NotRequired[Nullable[str]]
     r"""Filter markets by underlying asset symbol (e.g., 'USDC', 'WETH')."""
     min_tvl_usd: NotRequired[Nullable[V2EarnPendleMarketsMinTvlUsdTypedDict]]
@@ -53,11 +53,6 @@ class V2EarnPendleMarketsRequestTypedDict(TypedDict):
 
 
 class V2EarnPendleMarketsRequest(BaseModel):
-    order_by: Annotated[
-        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
-    ]
-    r"""The field to order the results by."""
-
     direction: Annotated[
         Optional[V2EarnPendleMarketsDirection],
         FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
@@ -82,6 +77,12 @@ class V2EarnPendleMarketsRequest(BaseModel):
     ] = UNSET
     r"""Optional chain filter. If not provided, returns markets for all chains."""
 
+    order_by: Annotated[
+        Optional[str],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Field to order the markets by. One of: tvl_usd, implied_apy. Defaults to tvl_usd; unknown values also fall back to tvl_usd."""
+
     underlying_symbol: Annotated[
         OptionalNullable[str],
         FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
@@ -102,6 +103,7 @@ class V2EarnPendleMarketsRequest(BaseModel):
                 "offset",
                 "limit",
                 "chain",
+                "order_by",
                 "underlying_symbol",
                 "min_tvl_usd",
             ]