Loop

Leverage, close, collateral-swap, debt-swap

📄️ Leverage (loop)

Open a leveraged position via borrow → swap → deposit. Identify the debt market with `marketUidIn` and collateral market with `marketUidOut`. Omit `account` for quote-only. Include `account` to build full transaction calldata.

📄️ Leverage (loop) with simulation

Open a leveraged position and simulate post-trade state. Same parameters as GET. Send a JSON body with current portfolio state (`balanceData`, `aprData`) to receive projected post-trade metrics in the `simulation` field.

📄️ Close margin position

Close a leveraged position. Identify the collateral market with `marketUidIn` and debt market with `marketUidOut`. Omit `account` for quote-only. Include `account` to build full transaction calldata.

📄️ Close margin position with simulation

Close a leveraged position and simulate post-trade state. Same parameters as GET. Send a JSON body with current portfolio state (`balanceData`, `aprData`) to receive projected post-trade metrics in the `simulation` field.

📄️ Collateral swap

Swap collateral assets within a lending position. Identify the sell-side collateral market with `marketUidIn` and buy-side with `marketUidOut`. Omit `account` for quote-only. Include `account` to build full transaction calldata.

📄️ Collateral swap with simulation

Swap collateral assets and simulate post-trade state. Same parameters as GET. Send a JSON body with current portfolio state (`balanceData`, `aprData`) to receive projected post-trade metrics in the `simulation` field.

📄️ Debt swap

Swap debt between different borrow positions. Identify the repay-side debt market with `marketUidIn` and borrow-side with `marketUidOut`. Omit `account` for quote-only. Include `account` to build full transaction calldata.

📄️ Debt swap with simulation

Swap debt between borrow positions and simulate post-trade state. Same parameters as GET. Send a JSON body with current portfolio state (`balanceData`, `aprData`) to receive projected post-trade metrics in the `simulation` field.