@mysten/deepbook-v3 2.0.1 → 2.1.3

package/dist/predict/pricing.d.mts

@@ -0,0 +1,73 @@
+declare namespace pricing_d_exports {
+  export { BoardPricer, PricerInputs, Svi, boardPricer, downProbability, forward, probability, rangeProbability, rollDown, strikeAtProbability, upProbability };
+}
+/** Rolled-down SVI parameters for one expiry, in decimal (NOT the chain's 1e9/1e18 integer
+ * scaling) — the surface AFTER Predict's remaining-time roll-down, as carried by the
+ * on-chain `Pricer`. `a`, `rho`, `m` are signed; `b`, `sigma` are non-negative. */
+interface Svi {
+  a: number;
+  b: number;
+  rho: number;
+  m: number;
+  sigma: number;
+}
+/** A resolved pricer snapshot: the forward the contract prices against and its rolled SVI
+ * surface, both in decimal. Produced by `read.pricer(market)`; consume via {@link boardPricer}
+ * or the pure functions below. */
+interface PricerInputs {
+  /** Forward price the digital settles against, in decimal (same units as `strike`). */
+  forward: number;
+  svi: Svi;
+}
+/** P(settle > strike) — the UP digital, with the SVI skew correction. `inputs.svi` is the
+ * already-rolled surface (no roll-down applied here). `forward` and `strike` share units.
+ * Returns a probability in [0, 1]. */
+declare function upProbability(inputs: PricerInputs, strike: number): number;
+/** P(settle < strike) — the DOWN digital. Exactly `1 − up`, matching the chain's
+ * `range_price(-inf, strike] = up(-inf) − up(strike) = 1 − up(strike)`. */
+declare function downProbability(inputs: PricerInputs, strike: number): number;
+/** Probability mass in `(lower, higher]`, floored at 0 (matches `compute_range_price`'s
+ * saturating subtraction). Use `lower <= 0` for the −∞ bound and `higher = Infinity` for +∞. */
+declare function rangeProbability(inputs: PricerInputs, lower: number, higher: number): number;
+/** Binary probability at `strike` for the given side (`up` = P(>strike), `down` = 1 − up). */
+declare function probability(inputs: PricerInputs, strike: number, side: 'up' | 'down'): number;
+/** Strike where P(settle > strike) = `p`, by bisection (UP is monotone-decreasing in
+ * strike). Null when no crossing exists within ±64% of forward. */
+declare function strikeAtProbability(inputs: PricerInputs, p: number): number | null;
+/** Roll `a` and `b` down by the fraction of anchored time remaining, matching the chain's
+ * `roll_down_svi` (variance decays toward expiry). `remainingMs` = expiry − now;
+ * `anchorTteMs` = expiry − the SVI observation's **batch envelope time** — the same clock the
+ * freshness gate uses, and what the chain anchors on. It is NOT the provider's calibration
+ * (model) time, which stays on the stored observation: using that rolls by the wrong
+ * fraction. `read.pricer` avoids the question entirely (the chain has already rolled).
+ * `rho`, `m`, `sigma` are unchanged. Feed an UNrolled provider surface; the result is what {@link upProbability}
+ * expects. */
+declare function rollDown(svi: Svi, remainingMs: number, anchorTteMs: number): Svi;
+/** The forward the contract prices against: Pyth spot re-anchored by the Block-Scholes
+ * basis (`spot · forward/bsSpot`), falling back to the Block-Scholes forward when Pyth is
+ * absent. Pass `pythSpot <= 0` to force the fallback. NOTE: on-chain this branch is also
+ * gated by the admin flag `use_pyth_spot_for_forward` (default on) and a Pyth freshness
+ * window — when the flag is off or the Pyth spot is stale, the chain uses `bsForward`. If
+ * you track that config/freshness, apply it before calling (or use `read.pricer`, which
+ * gets the resolved forward from the chain). */
+declare function forward(pythSpot: number, bsSpot: number, bsForward: number): number;
+/** A pricer bound to one resolved snapshot: price a whole board of strikes locally, no
+ * chain calls. Returned by `read.pricer(market)`; also constructable directly from inputs
+ * you already hold (e.g. from a `Pricer` snapshot decoded elsewhere). */
+interface BoardPricer extends PricerInputs {
+  /** P(settle > strike). */
+  up(strike: number): number;
+  /** P(settle < strike) = 1 − up. */
+  down(strike: number): number;
+  /** P(side wins at strike). */
+  probability(strike: number, side: 'up' | 'down'): number;
+  /** Probability mass in `(lower, higher]` (use `lower<=0`/`higher=Infinity` for the tails). */
+  range(lower: number, higher: number): number;
+  /** Strike where P(> strike) = `p`, or null if outside ±64% of forward. */
+  strikeAtProbability(p: number): number | null;
+}
+/** Build a {@link BoardPricer} from a resolved snapshot (decimal forward + rolled SVI). Pure. */
+declare function boardPricer(inputs: PricerInputs): BoardPricer;
+//#endregion
+export { BoardPricer, PricerInputs, pricing_d_exports };
+//# sourceMappingURL=pricing.d.mts.map

package/dist/predict/pricing.d.mts.map

@@ -0,0 +1 @@
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package/dist/predict/pricing.mjs

@@ -0,0 +1,129 @@
+import { __exportAll } from "../_virtual/rolldown_runtime.mjs";
+
+//#region src/predict/pricing.ts
+var pricing_exports = /* @__PURE__ */ __exportAll({
+	boardPricer: () => boardPricer,
+	downProbability: () => downProbability,
+	forward: () => forward,
+	probability: () => probability,
+	rangeProbability: () => rangeProbability,
+	rollDown: () => rollDown,
+	strikeAtProbability: () => strikeAtProbability,
+	upProbability: () => upProbability
+});
+/** Standard normal CDF via erf (Abramowitz–Stegun 7.1.26, |err| < 1.5e-7). */
+function normalCdf(x) {
+	return .5 * (1 + erf(x / Math.SQRT2));
+}
+/** Standard normal PDF. */
+function normalPdf(x) {
+	return Math.exp(-.5 * x * x) / Math.sqrt(2 * Math.PI);
+}
+function erf(x) {
+	const sign = x >= 0 ? 1 : -1;
+	const ax = Math.abs(x);
+	const t = 1 / (1 + .3275911 * ax);
+	return sign * (1 - ((((1.061405429 * t - 1.453152027) * t + 1.421413741) * t - .284496736) * t + .254829592) * t * Math.exp(-ax * ax));
+}
+function clampD2(d2) {
+	return d2 > 8 ? 8 : d2 < -8 ? -8 : d2;
+}
+/** P(settle > strike) — the UP digital, with the SVI skew correction. `inputs.svi` is the
+* already-rolled surface (no roll-down applied here). `forward` and `strike` share units.
+* Returns a probability in [0, 1]. */
+function upProbability(inputs, strike) {
+	const { forward: forward$1, svi } = inputs;
+	if (!(forward$1 > 0)) return 0;
+	if (strike <= 0) return 1;
+	const { a, b, rho, m, sigma } = svi;
+	const k = Math.log(strike / forward$1);
+	const km = k - m;
+	const root = Math.sqrt(km * km + sigma * sigma);
+	const w = a + b * (rho * km + root);
+	if (w <= 0) return k < 0 ? 1 : 0;
+	const sq = Math.sqrt(w);
+	const d2 = clampD2(-((k + w / 2) / sq));
+	const nd2 = normalCdf(d2);
+	const wPrime = b * (rho + km / root);
+	const price = nd2 - normalPdf(d2) * wPrime / (2 * sq);
+	return price < 0 ? 0 : price > 1 ? 1 : price;
+}
+/** P(settle < strike) — the DOWN digital. Exactly `1 − up`, matching the chain's
+* `range_price(-inf, strike] = up(-inf) − up(strike) = 1 − up(strike)`. */
+function downProbability(inputs, strike) {
+	return 1 - upProbability(inputs, strike);
+}
+/** Probability mass in `(lower, higher]`, floored at 0 (matches `compute_range_price`'s
+* saturating subtraction). Use `lower <= 0` for the −∞ bound and `higher = Infinity` for +∞. */
+function rangeProbability(inputs, lower, higher) {
+	const d = (lower <= 0 ? 1 : upProbability(inputs, lower)) - (higher === Infinity ? 0 : upProbability(inputs, higher));
+	return d < 0 ? 0 : d;
+}
+/** Binary probability at `strike` for the given side (`up` = P(>strike), `down` = 1 − up). */
+function probability(inputs, strike, side) {
+	const up = upProbability(inputs, strike);
+	return side === "up" ? up : 1 - up;
+}
+/** Strike where P(settle > strike) = `p`, by bisection (UP is monotone-decreasing in
+* strike). Null when no crossing exists within ±64% of forward. */
+function strikeAtProbability(inputs, p) {
+	const { forward: forward$1 } = inputs;
+	if (!(forward$1 > 0) || !(p > 0 && p < 1)) return null;
+	const up = (strike) => upProbability(inputs, strike);
+	let r = .01;
+	while (up(forward$1 * (1 - r)) < p || up(forward$1 * (1 + r)) > p) {
+		r *= 2;
+		if (r > .64) return null;
+	}
+	let lo = forward$1 * (1 - r);
+	let hi = forward$1 * (1 + r);
+	for (let i = 0; i < 64; i++) {
+		const mid = (lo + hi) / 2;
+		if (up(mid) > p) lo = mid;
+		else hi = mid;
+	}
+	return (lo + hi) / 2;
+}
+/** Roll `a` and `b` down by the fraction of anchored time remaining, matching the chain's
+* `roll_down_svi` (variance decays toward expiry). `remainingMs` = expiry − now;
+* `anchorTteMs` = expiry − the SVI observation's **batch envelope time** — the same clock the
+* freshness gate uses, and what the chain anchors on. It is NOT the provider's calibration
+* (model) time, which stays on the stored observation: using that rolls by the wrong
+* fraction. `read.pricer` avoids the question entirely (the chain has already rolled).
+* `rho`, `m`, `sigma` are unchanged. Feed an UNrolled provider surface; the result is what {@link upProbability}
+* expects. */
+function rollDown(svi, remainingMs, anchorTteMs) {
+	const frac = anchorTteMs > 0 ? remainingMs / anchorTteMs : 0;
+	return {
+		...svi,
+		a: svi.a * frac,
+		b: svi.b * frac
+	};
+}
+/** The forward the contract prices against: Pyth spot re-anchored by the Block-Scholes
+* basis (`spot · forward/bsSpot`), falling back to the Block-Scholes forward when Pyth is
+* absent. Pass `pythSpot <= 0` to force the fallback. NOTE: on-chain this branch is also
+* gated by the admin flag `use_pyth_spot_for_forward` (default on) and a Pyth freshness
+* window — when the flag is off or the Pyth spot is stale, the chain uses `bsForward`. If
+* you track that config/freshness, apply it before calling (or use `read.pricer`, which
+* gets the resolved forward from the chain). */
+function forward(pythSpot, bsSpot, bsForward) {
+	if (pythSpot > 0 && bsSpot > 0) return pythSpot * (bsForward / bsSpot);
+	return bsForward;
+}
+/** Build a {@link BoardPricer} from a resolved snapshot (decimal forward + rolled SVI). Pure. */
+function boardPricer(inputs) {
+	return {
+		forward: inputs.forward,
+		svi: inputs.svi,
+		up: (strike) => upProbability(inputs, strike),
+		down: (strike) => downProbability(inputs, strike),
+		probability: (strike, side) => probability(inputs, strike, side),
+		range: (lower, higher) => rangeProbability(inputs, lower, higher),
+		strikeAtProbability: (p) => strikeAtProbability(inputs, p)
+	};
+}
+
+//#endregion
+export { boardPricer, pricing_exports };
+//# sourceMappingURL=pricing.mjs.map

package/dist/predict/pricing.mjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"pricing.mjs","names":["forward"],"sources":["../../src/predict/pricing.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\n// Faithful float port of the deployed `deepbook_predict::pricing::compute_nd2`\n// (testnet `predict-testnet-8-21`, sourceCommit 1f79fe87) — the SVI-adjusted digital\n// probability, WITH the skew-correction term. It operates on the pricer's\n// ALREADY-RESOLVED forward and ALREADY-ROLLED-DOWN SVI, exactly as `load_live_pricer`\n// returns them (decoded by `reads/pricing.ts`). So the two on-chain steps that pick the\n// forward (Pyth-spot vs Block-Scholes, admin flag + freshness) and roll `a`/`b` down by\n// remaining/anchored time already happened on-chain — this module never re-derives them,\n// which is what keeps it faithful.\n//\n// This is the fast client-side board pricer: read one `Pricer` snapshot, then price every\n// strike locally with no further chain calls. `read.price` / `read.quoteMint` (a chain\n// dry-run) stay the authoritative quote at trade time. Divergence vs the chain is up to\n// ~1e-4 in probability, dominated by the chain's fixed-point truncation near ATM when sigma\n// sits at its floor (float64 here is the more precise side, not the less); negligible for\n// display. `tests/testnet/pricing.test.ts` bounds it live against the deployment.\n//\n// The on-chain formula (pricing.move `compute_nd2`, 1f79fe87):\n//   k  = ln(strike / forward)\n//   x  = k - m\n//   w  = a + b·(ρ·x + √(x² + σ²))            // a, b already rolled down\n//   d2 = −(k + w/2) / √w                       // clamped to ±8\n//   w′ = b·(ρ + x/√(x² + σ²))                  // SVI slope\n//   price = N(d2) − φ(d2)·w′ / (2·√w)          // the skew correction, clamped [0,1]\n\n/** Rolled-down SVI parameters for one expiry, in decimal (NOT the chain's 1e9/1e18 integer\n * scaling) — the surface AFTER Predict's remaining-time roll-down, as carried by the\n * on-chain `Pricer`. `a`, `rho`, `m` are signed; `b`, `sigma` are non-negative. */\nexport interface Svi {\n\ta: number;\n\tb: number;\n\trho: number;\n\tm: number;\n\tsigma: number;\n}\n\n/** A resolved pricer snapshot: the forward the contract prices against and its rolled SVI\n * surface, both in decimal. Produced by `read.pricer(market)`; consume via {@link boardPricer}\n * or the pure functions below. */\nexport interface PricerInputs {\n\t/** Forward price the digital settles against, in decimal (same units as `strike`). */\n\tforward: number;\n\tsvi: Svi;\n}\n\n/** Standard normal CDF via erf (Abramowitz–Stegun 7.1.26, |err| < 1.5e-7). */\nfunction normalCdf(x: number): number {\n\treturn 0.5 * (1 + erf(x / Math.SQRT2));\n}\n\n/** Standard normal PDF. */\nfunction normalPdf(x: number): number {\n\treturn Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);\n}\n\nfunction erf(x: number): number {\n\tconst sign = x >= 0 ? 1 : -1;\n\tconst ax = Math.abs(x);\n\tconst t = 1 / (1 + 0.3275911 * ax);\n\tconst y =\n\t\t1 -\n\t\t((((1.061405429 * t - 1.453152027) * t + 1.421413741) * t - 0.284496736) * t + 0.254829592) *\n\t\t\tt *\n\t\t\tMath.exp(-ax * ax);\n\treturn sign * y;\n}\n\n// Clamp |d2| at 8, matching the chain (`normal_cdf`/`normal_pdf` saturate beyond that).\nfunction clampD2(d2: number): number {\n\treturn d2 > 8 ? 8 : d2 < -8 ? -8 : d2;\n}\n\n/** P(settle > strike) — the UP digital, with the SVI skew correction. `inputs.svi` is the\n * already-rolled surface (no roll-down applied here). `forward` and `strike` share units.\n * Returns a probability in [0, 1]. */\nexport function upProbability(inputs: PricerInputs, strike: number): number {\n\tconst { forward, svi } = inputs;\n\tif (!(forward > 0)) return 0;\n\tif (strike <= 0) return 1; // neg-inf limit\n\tconst { a, b, rho, m, sigma } = svi;\n\tconst k = Math.log(strike / forward);\n\tconst km = k - m;\n\tconst root = Math.sqrt(km * km + sigma * sigma);\n\tconst inner = rho * km + root; // >= 0 for |rho| <= 1\n\tconst w = a + b * inner; // total variance\n\t// The chain guarantees w > 0 at every strike (assert_min_total_variance_positive at\n\t// load time), so this branch is unreachable in practice; return the variance→0 tail\n\t// limit rather than throw, so a UI never crashes on a degenerate snapshot.\n\tif (w <= 0) return k < 0 ? 1 : 0;\n\tconst sq = Math.sqrt(w);\n\tconst d2 = clampD2(-((k + w / 2) / sq));\n\tconst nd2 = normalCdf(d2);\n\tconst wPrime = b * (rho + km / root); // SVI slope × b\n\tconst price = nd2 - (normalPdf(d2) * wPrime) / (2 * sq); // skew correction\n\treturn price < 0 ? 0 : price > 1 ? 1 : price;\n}\n\n/** P(settle < strike) — the DOWN digital. Exactly `1 − up`, matching the chain's\n * `range_price(-inf, strike] = up(-inf) − up(strike) = 1 − up(strike)`. */\nexport function downProbability(inputs: PricerInputs, strike: number): number {\n\treturn 1 - upProbability(inputs, strike);\n}\n\n/** Probability mass in `(lower, higher]`, floored at 0 (matches `compute_range_price`'s\n * saturating subtraction). Use `lower <= 0` for the −∞ bound and `higher = Infinity` for +∞. */\nexport function rangeProbability(inputs: PricerInputs, lower: number, higher: number): number {\n\t// up(lower) − up(higher), where up(+inf) = 0 and up(<= 0) = 1.\n\tconst upLower = lower <= 0 ? 1 : upProbability(inputs, lower);\n\tconst upHigher = higher === Infinity ? 0 : upProbability(inputs, higher);\n\tconst d = upLower - upHigher;\n\treturn d < 0 ? 0 : d;\n}\n\n/** Binary probability at `strike` for the given side (`up` = P(>strike), `down` = 1 − up). */\nexport function probability(inputs: PricerInputs, strike: number, side: 'up' | 'down'): number {\n\tconst up = upProbability(inputs, strike);\n\treturn side === 'up' ? up : 1 - up;\n}\n\n/** Strike where P(settle > strike) = `p`, by bisection (UP is monotone-decreasing in\n * strike). Null when no crossing exists within ±64% of forward. */\nexport function strikeAtProbability(inputs: PricerInputs, p: number): number | null {\n\tconst { forward } = inputs;\n\tif (!(forward > 0) || !(p > 0 && p < 1)) return null;\n\tconst up = (strike: number) => upProbability(inputs, strike);\n\tlet r = 0.01;\n\twhile (up(forward * (1 - r)) < p || up(forward * (1 + r)) > p) {\n\t\tr *= 2;\n\t\tif (r > 0.64) return null;\n\t}\n\tlet lo = forward * (1 - r);\n\tlet hi = forward * (1 + r);\n\tfor (let i = 0; i < 64; i++) {\n\t\tconst mid = (lo + hi) / 2;\n\t\tif (up(mid) > p) lo = mid;\n\t\telse hi = mid;\n\t}\n\treturn (lo + hi) / 2;\n}\n\n// --- Resolving raw feed data client-side (for consumers that hold their own live oracle\n// feed and want to price with NO chain call, e.g. deepbook-app). The turnkey path is\n// `read.pricer(market)`, which reads these already resolved from the chain's `Pricer`;\n// these two helpers reproduce the on-chain resolution when you'd rather not read the chain.\n\n/** Roll `a` and `b` down by the fraction of anchored time remaining, matching the chain's\n * `roll_down_svi` (variance decays toward expiry). `remainingMs` = expiry − now;\n * `anchorTteMs` = expiry − the SVI observation's **batch envelope time** — the same clock the\n * freshness gate uses, and what the chain anchors on. It is NOT the provider's calibration\n * (model) time, which stays on the stored observation: using that rolls by the wrong\n * fraction. `read.pricer` avoids the question entirely (the chain has already rolled).\n * `rho`, `m`, `sigma` are unchanged. Feed an UNrolled provider surface; the result is what {@link upProbability}\n * expects. */\nexport function rollDown(svi: Svi, remainingMs: number, anchorTteMs: number): Svi {\n\tconst frac = anchorTteMs > 0 ? remainingMs / anchorTteMs : 0;\n\treturn { ...svi, a: svi.a * frac, b: svi.b * frac };\n}\n\n/** The forward the contract prices against: Pyth spot re-anchored by the Block-Scholes\n * basis (`spot · forward/bsSpot`), falling back to the Block-Scholes forward when Pyth is\n * absent. Pass `pythSpot <= 0` to force the fallback. NOTE: on-chain this branch is also\n * gated by the admin flag `use_pyth_spot_for_forward` (default on) and a Pyth freshness\n * window — when the flag is off or the Pyth spot is stale, the chain uses `bsForward`. If\n * you track that config/freshness, apply it before calling (or use `read.pricer`, which\n * gets the resolved forward from the chain). */\nexport function forward(pythSpot: number, bsSpot: number, bsForward: number): number {\n\tif (pythSpot > 0 && bsSpot > 0) return pythSpot * (bsForward / bsSpot);\n\treturn bsForward;\n}\n\n/** A pricer bound to one resolved snapshot: price a whole board of strikes locally, no\n * chain calls. Returned by `read.pricer(market)`; also constructable directly from inputs\n * you already hold (e.g. from a `Pricer` snapshot decoded elsewhere). */\nexport interface BoardPricer extends PricerInputs {\n\t/** P(settle > strike). */\n\tup(strike: number): number;\n\t/** P(settle < strike) = 1 − up. */\n\tdown(strike: number): number;\n\t/** P(side wins at strike). */\n\tprobability(strike: number, side: 'up' | 'down'): number;\n\t/** Probability mass in `(lower, higher]` (use `lower<=0`/`higher=Infinity` for the tails). */\n\trange(lower: number, higher: number): number;\n\t/** Strike where P(> strike) = `p`, or null if outside ±64% of forward. */\n\tstrikeAtProbability(p: number): number | null;\n}\n\n/** Build a {@link BoardPricer} from a resolved snapshot (decimal forward + rolled SVI). Pure. */\nexport function boardPricer(inputs: PricerInputs): BoardPricer {\n\treturn {\n\t\tforward: inputs.forward,\n\t\tsvi: inputs.svi,\n\t\tup: (strike) => upProbability(inputs, strike),\n\t\tdown: (strike) => downProbability(inputs, strike),\n\t\tprobability: (strike, side) => probability(inputs, strike, side),\n\t\trange: (lower, higher) => rangeProbability(inputs, lower, higher),\n\t\tstrikeAtProbability: (p) => strikeAtProbability(inputs, p),\n\t};\n}\n"],"mappings":";;;;;;;;;;;;;;AA+CA,SAAS,UAAU,GAAmB;AACrC,QAAO,MAAO,IAAI,IAAI,IAAI,KAAK,MAAM;;;AAItC,SAAS,UAAU,GAAmB;AACrC,QAAO,KAAK,IAAI,MAAO,IAAI,EAAE,GAAG,KAAK,KAAK,IAAI,KAAK,GAAG;;AAGvD,SAAS,IAAI,GAAmB;CAC/B,MAAM,OAAO,KAAK,IAAI,IAAI;CAC1B,MAAM,KAAK,KAAK,IAAI,EAAE;CACtB,MAAM,IAAI,KAAK,IAAI,WAAY;AAM/B,QAAO,QAJN,QACI,cAAc,IAAI,eAAe,IAAI,eAAe,IAAI,cAAe,IAAI,cAC9E,IACA,KAAK,IAAI,CAAC,KAAK,GAAG;;AAKrB,SAAS,QAAQ,IAAoB;AACpC,QAAO,KAAK,IAAI,IAAI,KAAK,KAAK,KAAK;;;;;AAMpC,SAAgB,cAAc,QAAsB,QAAwB;CAC3E,MAAM,EAAE,oBAAS,QAAQ;AACzB,KAAI,EAAEA,YAAU,GAAI,QAAO;AAC3B,KAAI,UAAU,EAAG,QAAO;CACxB,MAAM,EAAE,GAAG,GAAG,KAAK,GAAG,UAAU;CAChC,MAAM,IAAI,KAAK,IAAI,SAASA,UAAQ;CACpC,MAAM,KAAK,IAAI;CACf,MAAM,OAAO,KAAK,KAAK,KAAK,KAAK,QAAQ,MAAM;CAE/C,MAAM,IAAI,IAAI,KADA,MAAM,KAAK;AAKzB,KAAI,KAAK,EAAG,QAAO,IAAI,IAAI,IAAI;CAC/B,MAAM,KAAK,KAAK,KAAK,EAAE;CACvB,MAAM,KAAK,QAAQ,GAAG,IAAI,IAAI,KAAK,IAAI;CACvC,MAAM,MAAM,UAAU,GAAG;CACzB,MAAM,SAAS,KAAK,MAAM,KAAK;CAC/B,MAAM,QAAQ,MAAO,UAAU,GAAG,GAAG,UAAW,IAAI;AACpD,QAAO,QAAQ,IAAI,IAAI,QAAQ,IAAI,IAAI;;;;AAKxC,SAAgB,gBAAgB,QAAsB,QAAwB;AAC7E,QAAO,IAAI,cAAc,QAAQ,OAAO;;;;AAKzC,SAAgB,iBAAiB,QAAsB,OAAe,QAAwB;CAI7F,MAAM,KAFU,SAAS,IAAI,IAAI,cAAc,QAAQ,MAAM,KAC5C,WAAW,WAAW,IAAI,cAAc,QAAQ,OAAO;AAExE,QAAO,IAAI,IAAI,IAAI;;;AAIpB,SAAgB,YAAY,QAAsB,QAAgB,MAA6B;CAC9F,MAAM,KAAK,cAAc,QAAQ,OAAO;AACxC,QAAO,SAAS,OAAO,KAAK,IAAI;;;;AAKjC,SAAgB,oBAAoB,QAAsB,GAA0B;CACnF,MAAM,EAAE,uBAAY;AACpB,KAAI,EAAEA,YAAU,MAAM,EAAE,IAAI,KAAK,IAAI,GAAI,QAAO;CAChD,MAAM,MAAM,WAAmB,cAAc,QAAQ,OAAO;CAC5D,IAAI,IAAI;AACR,QAAO,GAAGA,aAAW,IAAI,GAAG,GAAG,KAAK,GAAGA,aAAW,IAAI,GAAG,GAAG,GAAG;AAC9D,OAAK;AACL,MAAI,IAAI,IAAM,QAAO;;CAEtB,IAAI,KAAKA,aAAW,IAAI;CACxB,IAAI,KAAKA,aAAW,IAAI;AACxB,MAAK,IAAI,IAAI,GAAG,IAAI,IAAI,KAAK;EAC5B,MAAM,OAAO,KAAK,MAAM;AACxB,MAAI,GAAG,IAAI,GAAG,EAAG,MAAK;MACjB,MAAK;;AAEX,SAAQ,KAAK,MAAM;;;;;;;;;;AAgBpB,SAAgB,SAAS,KAAU,aAAqB,aAA0B;CACjF,MAAM,OAAO,cAAc,IAAI,cAAc,cAAc;AAC3D,QAAO;EAAE,GAAG;EAAK,GAAG,IAAI,IAAI;EAAM,GAAG,IAAI,IAAI;EAAM;;;;;;;;;AAUpD,SAAgB,QAAQ,UAAkB,QAAgB,WAA2B;AACpF,KAAI,WAAW,KAAK,SAAS,EAAG,QAAO,YAAY,YAAY;AAC/D,QAAO;;;AAoBR,SAAgB,YAAY,QAAmC;AAC9D,QAAO;EACN,SAAS,OAAO;EAChB,KAAK,OAAO;EACZ,KAAK,WAAW,cAAc,QAAQ,OAAO;EAC7C,OAAO,WAAW,gBAAgB,QAAQ,OAAO;EACjD,cAAc,QAAQ,SAAS,YAAY,QAAQ,QAAQ,KAAK;EAChE,QAAQ,OAAO,WAAW,iBAAiB,QAAQ,OAAO,OAAO;EACjE,sBAAsB,MAAM,oBAAoB,QAAQ,EAAE;EAC1D"}

package/dist/predict/reads/balances.mjs

@@ -0,0 +1,41 @@
+import { balance, loadAccount } from "../../contracts/account/account.mjs";
+import { inspectReturns } from "./inspect.mjs";
+import { deriveAccountWrapperIdFrom } from "../tx/common.mjs";
+import { hasPosition as hasPosition$1 } from "../../contracts/deepbook_predict/predict_account.mjs";
+import { parseU64LE } from "./parse.mjs";
+import { Transaction } from "@mysten/sui/transactions";
+
+//#region src/predict/reads/balances.ts
+async function accountBalance(client, config, owner, coinType) {
+	const tx = new Transaction();
+	const acct = tx.add(loadAccount({
+		config,
+		arguments: { self: deriveAccountWrapperIdFrom(config, owner) }
+	}));
+	tx.add(balance({
+		config,
+		typeArguments: [coinType],
+		arguments: { self: acct }
+	}));
+	return parseU64LE((await inspectReturns(client, tx))[1][0]);
+}
+async function hasPosition(client, config, owner, marketId, orderId) {
+	const tx = new Transaction();
+	const acct = tx.add(loadAccount({
+		config,
+		arguments: { self: deriveAccountWrapperIdFrom(config, owner) }
+	}));
+	tx.add(hasPosition$1({
+		config,
+		arguments: {
+			account: acct,
+			expiryMarketId: marketId,
+			orderId
+		}
+	}));
+	return ((await inspectReturns(client, tx))[1][0][0] ?? 0) !== 0;
+}
+
+//#endregion
+export { accountBalance, hasPosition };
+//# sourceMappingURL=balances.mjs.map

package/dist/predict/reads/balances.mjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"balances.mjs","names":["account.loadAccount","account.balance","predictAccount.hasPosition"],"sources":["../../../src/predict/reads/balances.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { Transaction } from '@mysten/sui/transactions';\nimport type { GeneratedConfig } from '../config/generated.js';\nimport { deriveAccountWrapperIdFrom } from '../tx/common.js';\nimport { accountMoveCalls as account } from '../../account.js';\nimport * as predictAccount from '../../contracts/deepbook_predict/predict_account.js';\nimport { inspectReturns, type ReadClient } from './inspect.js';\nimport { parseU64LE } from './parse.js';\n\n// An owner's stored account balance for `coinType` (the deployment's quote coin,\n// DUSDC on testnet, unless the caller asks for another). Chains `account::load_account(wrapper)` →\n// `account::balance<T>(account, root, clock)`; the u64 is command 1's return —\n// see packages/account/sources/account.move:{80,86}. The clock is auto-injected by\n// the generated `balance` wrapper; the wrapper id is derived off-chain (no read).\nexport async function accountBalance(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\towner: string,\n\tcoinType: string,\n): Promise<bigint> {\n\tconst tx = new Transaction();\n\tconst acct = tx.add(\n\t\taccount.loadAccount({ config, arguments: { self: deriveAccountWrapperIdFrom(config, owner) } }),\n\t);\n\ttx.add(account.balance({ config, typeArguments: [coinType], arguments: { self: acct } }));\n\tconst cmds = await inspectReturns(client, tx);\n\treturn parseU64LE(cmds[1][0]);\n}\n\n// Whether the owner's account still holds `orderId` on `marketId`. The cheap\n// on-chain validator for app-stored order ids (stale after a full close or a\n// partial-close replacement — see RedeemReceipt.replacementOrderId). Chains\n// `account::load_account(wrapper)` → `predict_account::has_position(account,\n// market_id, order_id)` — see packages/predict/sources/predict_account.move:85.\nexport async function hasPosition(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\towner: string,\n\tmarketId: string,\n\torderId: bigint,\n): Promise<boolean> {\n\tconst tx = new Transaction();\n\tconst acct = tx.add(\n\t\taccount.loadAccount({ config, arguments: { self: deriveAccountWrapperIdFrom(config, owner) } }),\n\t);\n\ttx.add(\n\t\tpredictAccount.hasPosition({\n\t\t\tconfig,\n\t\t\targuments: { account: acct, expiryMarketId: marketId, orderId },\n\t\t}),\n\t);\n\tconst cmds = await inspectReturns(client, tx);\n\treturn (cmds[1][0][0] ?? 0) !== 0; // BCS bool: 1 byte\n}\n"],"mappings":";;;;;;;;AAeA,eAAsB,eACrB,QACA,QACA,OACA,UACkB;CAClB,MAAM,KAAK,IAAI,aAAa;CAC5B,MAAM,OAAO,GAAG,IACfA,YAAoB;EAAE;EAAQ,WAAW,EAAE,MAAM,2BAA2B,QAAQ,MAAM,EAAE;EAAE,CAAC,CAC/F;AACD,IAAG,IAAIC,QAAgB;EAAE;EAAQ,eAAe,CAAC,SAAS;EAAE,WAAW,EAAE,MAAM,MAAM;EAAE,CAAC,CAAC;AAEzF,QAAO,YADM,MAAM,eAAe,QAAQ,GAAG,EACtB,GAAG,GAAG;;AAQ9B,eAAsB,YACrB,QACA,QACA,OACA,UACA,SACmB;CACnB,MAAM,KAAK,IAAI,aAAa;CAC5B,MAAM,OAAO,GAAG,IACfD,YAAoB;EAAE;EAAQ,WAAW,EAAE,MAAM,2BAA2B,QAAQ,MAAM,EAAE;EAAE,CAAC,CAC/F;AACD,IAAG,IACFE,cAA2B;EAC1B;EACA,WAAW;GAAE,SAAS;GAAM,gBAAgB;GAAU;GAAS;EAC/D,CAAC,CACF;AAED,UADa,MAAM,eAAe,QAAQ,GAAG,EAChC,GAAG,GAAG,MAAM,OAAO"}

package/dist/predict/reads/inspect.d.mts

@@ -0,0 +1,8 @@
+import { Transaction } from "@mysten/sui/transactions";
+import { ClientWithCoreApi } from "@mysten/sui/client";
+
+//#region src/predict/reads/inspect.d.ts
+type ReadClient = ClientWithCoreApi;
+//#endregion
+export { ReadClient };
+//# sourceMappingURL=inspect.d.mts.map

package/dist/predict/reads/inspect.d.mts.map

@@ -0,0 +1 @@
+{"version":3,"file":"inspect.d.mts","names":[],"sources":["../../../src/predict/reads/inspect.ts"],"mappings":";;;;KAUY,UAAA,GAAa,iBAAA"}

package/dist/predict/reads/inspect.mjs

@@ -0,0 +1,37 @@
+import { decodeMoveAbort } from "../errors.mjs";
+import { normalizeSuiAddress } from "@mysten/sui/utils";
+
+//#region src/predict/reads/inspect.ts
+function throwSimFailure(failed) {
+	const status = failed?.status;
+	const error = status && status.success === false ? status.error : void 0;
+	const decoded = error ? decodeMoveAbort(error) : null;
+	if (decoded) throw decoded;
+	throw new Error(error?.message ?? "simulateTransaction aborted (FailedTransaction)");
+}
+async function simulateWithEvents(client, tx, sender) {
+	tx.setSender(sender);
+	const result = await client.core.simulateTransaction({
+		transaction: tx,
+		checksEnabled: false,
+		include: { events: true }
+	});
+	if (result.$kind === "FailedTransaction") throwSimFailure(result.FailedTransaction);
+	return result.Transaction?.events ?? [];
+}
+async function inspectReturns(client, tx, sender = normalizeSuiAddress("0x0")) {
+	tx.setSender(sender);
+	const result = await client.core.simulateTransaction({
+		transaction: tx,
+		checksEnabled: false,
+		include: { commandResults: true }
+	});
+	if (result.$kind === "FailedTransaction") throwSimFailure(result.FailedTransaction);
+	const commands = result.commandResults;
+	if (!commands) throw new Error("simulateTransaction returned no commandResults");
+	return commands.map((c) => c.returnValues.map((rv) => rv.bcs));
+}
+
+//#endregion
+export { inspectReturns, simulateWithEvents };
+//# sourceMappingURL=inspect.mjs.map

package/dist/predict/reads/inspect.mjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"inspect.mjs","names":[],"sources":["../../../src/predict/reads/inspect.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport type { ClientWithCoreApi } from '@mysten/sui/client';\nimport type { Transaction } from '@mysten/sui/transactions';\nimport { normalizeSuiAddress } from '@mysten/sui/utils';\nimport { decodeMoveAbort, type MoveAbortError } from '../errors.js';\n\n// The one network seam every read sits on: any client exposing the core API\n// (`client.core.simulateTransaction`, plus the object reads positions.ts needs).\n// Callers pass a real SuiGrpcClient/SuiJsonRpcClient; tests inject a structural mock.\nexport type ReadClient = ClientWithCoreApi;\n\n// The abort payload a failed simulate result carries: the structured gRPC `MoveAbort`\n// arm (`{ abortCode, location: { module }, cleverError: { constantName } }`) plus an\n// optional display `message`. Read structurally so mocks and API-shape drift satisfy it.\ntype SimAbortError = MoveAbortError & { message?: string };\n\n// Run a read-only PTB through the gRPC `simulateTransaction` (the devInspect\n// replacement) and return each command's BCS return values, indexed\n// [commandIndex][returnValueIndex].\n//\n// `checksEnabled: false` disables validation so we may inspect non-entry public\n// funs — see SimulateTransactionOptions.checksEnabled in\n// node_modules/@mysten/sui/dist/client/types.d.mts:385-396. Per-command outputs\n// live under `commandResults[i].returnValues[j].bcs` — see\n// SimulateTransactionResult / CommandResult / CommandOutput in that same file at\n// lines 309-348. `commandResults` is only populated when `include.commandResults`\n// is set, so we request it explicitly.\n//\n// A sender is required to simulate; callers rarely have one for a pure read, so we\n// default to the zero address. On abort the result's `$kind` is `FailedTransaction`;\n// we decode the carried abort into a typed PredictMoveError, falling back to a plain\n// Error with the failure message when it isn't a decodable Move abort.\n// Shared failure handling: decode the abort carried by a FailedTransaction\n// into a typed PredictMoveError, else throw a plain Error.\nfunction throwSimFailure(failed: unknown): never {\n\tconst status = (failed as { status?: { success: boolean; error?: SimAbortError } })?.status;\n\tconst error = status && status.success === false ? status.error : undefined;\n\tconst decoded = error ? decodeMoveAbort(error) : null;\n\tif (decoded) throw decoded;\n\tthrow new Error(error?.message ?? 'simulateTransaction aborted (FailedTransaction)');\n}\n\n// Simulate a full transaction (typically one built by a tx.* builder) and return\n// the events it would emit — the quote path: dry-run the real action, decode the\n// receipt. Sender must be the acting owner so account auth resolves. Throws the\n// same typed errors the real execution would surface.\nexport async function simulateWithEvents(\n\tclient: ReadClient,\n\ttx: Transaction,\n\tsender: string,\n): Promise<{ eventType?: string; bcs?: Uint8Array | string }[]> {\n\ttx.setSender(sender);\n\tconst result = await client.core.simulateTransaction({\n\t\ttransaction: tx,\n\t\tchecksEnabled: false,\n\t\tinclude: { events: true },\n\t});\n\tif (result.$kind === 'FailedTransaction') throwSimFailure(result.FailedTransaction);\n\treturn (result.Transaction?.events ?? []) as { eventType?: string; bcs?: Uint8Array }[];\n}\n\nexport async function inspectReturns(\n\tclient: ReadClient,\n\ttx: Transaction,\n\tsender: string = normalizeSuiAddress('0x0'),\n): Promise<Uint8Array[][]> {\n\ttx.setSender(sender);\n\tconst result = await client.core.simulateTransaction({\n\t\ttransaction: tx,\n\t\tchecksEnabled: false,\n\t\tinclude: { commandResults: true },\n\t});\n\tif (result.$kind === 'FailedTransaction') throwSimFailure(result.FailedTransaction);\n\tconst commands = result.commandResults;\n\tif (!commands) throw new Error('simulateTransaction returned no commandResults');\n\treturn commands.map((c) => c.returnValues.map((rv) => rv.bcs));\n}\n"],"mappings":";;;;AAmCA,SAAS,gBAAgB,QAAwB;CAChD,MAAM,SAAU,QAAqE;CACrF,MAAM,QAAQ,UAAU,OAAO,YAAY,QAAQ,OAAO,QAAQ;CAClE,MAAM,UAAU,QAAQ,gBAAgB,MAAM,GAAG;AACjD,KAAI,QAAS,OAAM;AACnB,OAAM,IAAI,MAAM,OAAO,WAAW,kDAAkD;;AAOrF,eAAsB,mBACrB,QACA,IACA,QAC+D;AAC/D,IAAG,UAAU,OAAO;CACpB,MAAM,SAAS,MAAM,OAAO,KAAK,oBAAoB;EACpD,aAAa;EACb,eAAe;EACf,SAAS,EAAE,QAAQ,MAAM;EACzB,CAAC;AACF,KAAI,OAAO,UAAU,oBAAqB,iBAAgB,OAAO,kBAAkB;AACnF,QAAQ,OAAO,aAAa,UAAU,EAAE;;AAGzC,eAAsB,eACrB,QACA,IACA,SAAiB,oBAAoB,MAAM,EACjB;AAC1B,IAAG,UAAU,OAAO;CACpB,MAAM,SAAS,MAAM,OAAO,KAAK,oBAAoB;EACpD,aAAa;EACb,eAAe;EACf,SAAS,EAAE,gBAAgB,MAAM;EACjC,CAAC;AACF,KAAI,OAAO,UAAU,oBAAqB,iBAAgB,OAAO,kBAAkB;CACnF,MAAM,WAAW,OAAO;AACxB,KAAI,CAAC,SAAU,OAAM,IAAI,MAAM,iDAAiD;AAChF,QAAO,SAAS,KAAK,MAAM,EAAE,aAAa,KAAK,OAAO,GAAG,IAAI,CAAC"}

package/dist/predict/reads/markets.mjs

@@ -0,0 +1,130 @@
+import { inspectReturns } from "./inspect.mjs";
+import { parseOptionalId, parseOptionalU64, parseU64LE, parseVectorOfIds } from "./parse.mjs";
+import { POS_INF_TICK } from "../ticks.mjs";
+import { admissionTickSize, currentNav as currentNav$1, expiry, mintPaused, referenceTick as referenceTick$1, tickSize } from "../../contracts/deepbook_predict/expiry_market.mjs";
+import { loadLivePricer } from "../tx/trade.mjs";
+import { activeExpiryMarkets } from "../../contracts/deepbook_predict/plp.mjs";
+import { rangePrice } from "../../contracts/deepbook_predict/pricing.mjs";
+import { strikeFromTick } from "../../contracts/deepbook_predict/range_codec.mjs";
+import { expiryMarketId as expiryMarketId$1 } from "../../contracts/deepbook_predict/registry.mjs";
+import { Transaction } from "@mysten/sui/transactions";
+
+//#region src/predict/reads/markets.ts
+async function activeMarketIds(client, config) {
+	const tx = new Transaction();
+	tx.add(activeExpiryMarkets({ config }));
+	const [cmd0] = await inspectReturns(client, tx);
+	return parseVectorOfIds(cmd0[0]);
+}
+async function expiryMarketId(client, config, underlying, expiryMs) {
+	const tx = new Transaction();
+	tx.add(expiryMarketId$1({
+		config,
+		arguments: {
+			propbookUnderlyingId: underlying.propbookUnderlyingId,
+			expiry: expiryMs
+		}
+	}));
+	const [cmd0] = await inspectReturns(client, tx);
+	return parseOptionalId(cmd0[0]);
+}
+const STATE_FNS = [
+	expiry,
+	tickSize,
+	admissionTickSize,
+	mintPaused,
+	referenceTick$1
+];
+function parseStateAt(cmds, base) {
+	return {
+		expiryMs: parseU64LE(cmds[base][0]),
+		tickSizeRaw: parseU64LE(cmds[base + 1][0]),
+		admissionTickSizeRaw: parseU64LE(cmds[base + 2][0]),
+		mintPaused: (cmds[base + 3][0][0] ?? 0) !== 0,
+		referenceTickRaw: parseOptionalU64(cmds[base + 4][0])
+	};
+}
+async function marketState(client, config, marketId) {
+	const [state] = await marketStates(client, config, [marketId]);
+	return state;
+}
+async function marketStates(client, config, marketIds) {
+	if (marketIds.length === 0) return [];
+	const tx = new Transaction();
+	for (const id of marketIds) for (const fn of STATE_FNS) tx.add(fn({
+		config,
+		arguments: { market: id }
+	}));
+	const cmds = await inspectReturns(client, tx);
+	return marketIds.map((_, i) => parseStateAt(cmds, STATE_FNS.length * i));
+}
+async function rangePrices(client, config, marketId, feeds, strikeRaw, tickSizeRaw) {
+	const tx = new Transaction();
+	const pricer = tx.add(loadLivePricer(config, {
+		expiryMarketId: marketId,
+		...feeds
+	}));
+	const strikeTick = strikeRaw / tickSizeRaw;
+	const mkStrike = (tick) => tx.add(strikeFromTick({
+		config,
+		arguments: {
+			tick,
+			tickSize: tickSizeRaw
+		}
+	}));
+	const strike = mkStrike(strikeTick);
+	const posInf = mkStrike(POS_INF_TICK);
+	const negInf = mkStrike(0n);
+	tx.add(rangePrice({
+		config,
+		arguments: {
+			pricer,
+			lower: strike,
+			higher: posInf
+		}
+	}));
+	tx.add(rangePrice({
+		config,
+		arguments: {
+			pricer,
+			lower: negInf,
+			higher: strike
+		}
+	}));
+	const cmds = await inspectReturns(client, tx);
+	return {
+		upRaw: parseU64LE(cmds[cmds.length - 2][0]),
+		downRaw: parseU64LE(cmds[cmds.length - 1][0])
+	};
+}
+async function referenceTick(client, config, marketId) {
+	const tx = new Transaction();
+	tx.add(referenceTick$1({
+		config,
+		arguments: { market: marketId }
+	}));
+	const [cmd0] = await inspectReturns(client, tx);
+	return parseOptionalU64(cmd0[0]);
+}
+async function currentNav(client, config, marketId, underlying) {
+	const tx = new Transaction();
+	const pricer = tx.add(loadLivePricer(config, {
+		expiryMarketId: marketId,
+		pythFeed: underlying.pythFeed,
+		blockScholesValueStore: underlying.blockScholesValueStore,
+		blockScholesSviStore: underlying.blockScholesSviStore
+	}));
+	tx.add(currentNav$1({
+		config,
+		arguments: {
+			market: marketId,
+			pricer
+		}
+	}));
+	const cmds = await inspectReturns(client, tx);
+	return parseU64LE(cmds[cmds.length - 1][0]);
+}
+
+//#endregion
+export { activeMarketIds, currentNav, expiryMarketId, marketState, marketStates, rangePrices, referenceTick };
+//# sourceMappingURL=markets.mjs.map

package/dist/predict/reads/markets.mjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"markets.mjs","names":["plp.activeExpiryMarkets","registry.expiryMarketId","expiryMarket.expiry","expiryMarket.tickSize","expiryMarket.admissionTickSize","expiryMarket.mintPaused","expiryMarket.referenceTick","rangeCodec.strikeFromTick","pricing.rangePrice","expiryMarket.currentNav"],"sources":["../../../src/predict/reads/markets.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { Transaction } from '@mysten/sui/transactions';\nimport { type GeneratedConfig } from '../config/generated.js';\nimport { type UnderlyingConfig } from '../config/index.js';\nimport { PredictMoveError } from '../errors.js';\nimport { POS_INF_TICK } from '../ticks.js';\nimport { loadLivePricer, type MarketFeeds } from '../tx/trade.js';\nimport * as expiryMarket from '../../contracts/deepbook_predict/expiry_market.js';\nimport * as plp from '../../contracts/deepbook_predict/plp.js';\nimport * as pricing from '../../contracts/deepbook_predict/pricing.js';\nimport * as rangeCodec from '../../contracts/deepbook_predict/range_codec.js';\nimport * as registry from '../../contracts/deepbook_predict/registry.js';\nimport { inspectReturns, type ReadClient } from './inspect.js';\nimport { parseOptionalId, parseOptionalU64, parseU64LE, parseVectorOfIds } from './parse.js';\n\n// On-chain ids of the pool's active (live, not-yet-settled) expiry markets.\n// `plp::active_expiry_markets(vault)` — see packages/predict/sources/plp/plp.move:179.\nexport async function activeMarketIds(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n): Promise<string[]> {\n\tconst tx = new Transaction();\n\ttx.add(plp.activeExpiryMarkets({ config }));\n\tconst [cmd0] = await inspectReturns(client, tx);\n\treturn parseVectorOfIds(cmd0[0]);\n}\n\n// The expiry market id for one underlying at one expiry, or null if none exists.\n// `registry::expiry_market_id(registry, propbook_underlying_id: u32, expiry: u64):\n// Option<ID>` — see packages/predict/sources/registry/registry.move:53.\nexport async function expiryMarketId(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tunderlying: UnderlyingConfig,\n\texpiryMs: bigint,\n): Promise<string | null> {\n\tconst tx = new Transaction();\n\ttx.add(\n\t\tregistry.expiryMarketId({\n\t\t\tconfig,\n\t\t\targuments: { propbookUnderlyingId: underlying.propbookUnderlyingId, expiry: expiryMs },\n\t\t}),\n\t);\n\tconst [cmd0] = await inspectReturns(client, tx);\n\treturn parseOptionalId(cmd0[0]);\n}\n\nexport interface MarketState {\n\texpiryMs: bigint;\n\ttickSizeRaw: bigint;\n\t/**\n\t * The COARSER raw-price step new finite mint boundaries must align to\n\t * (`expiry_market::admission_tick_size`). A numeric strike must be a whole\n\t * multiple of this — the fine `tickSizeRaw` grid alone is not sufficient — or\n\t * the chain aborts `EInvalidAdmissionTick`. The market's reference tick is the\n\t * one finite boundary allowed to bypass it.\n\t */\n\tadmissionTickSizeRaw: bigint;\n\tmintPaused: boolean;\n\t/**\n\t * The reference fine-grid tick (Polymarket-style anchor strike: derived\n\t * on-chain from the exact previous-window oracle observation), or null while\n\t * the keeper has not seeded it. Reference PRICE raw = tick * tickSizeRaw.\n\t */\n\treferenceTickRaw: bigint | null;\n}\n\n// The per-market state getters, in fixed order. `expiry_market::{expiry,\n// tick_size, mint_paused, reference_tick}` — see\n// packages/predict/sources/expiry_market.move:{101,177,259,187}. reference_tick\n// returns Option (no abort risk). settlement is read separately via\n// `settlementPrice` (its own non-batched getter below).\nconst STATE_FNS = [\n\texpiryMarket.expiry,\n\texpiryMarket.tickSize,\n\texpiryMarket.admissionTickSize,\n\texpiryMarket.mintPaused,\n\texpiryMarket.referenceTick,\n] as const;\n\nfunction parseStateAt(cmds: Uint8Array[][], base: number): MarketState {\n\treturn {\n\t\texpiryMs: parseU64LE(cmds[base][0]),\n\t\ttickSizeRaw: parseU64LE(cmds[base + 1][0]),\n\t\tadmissionTickSizeRaw: parseU64LE(cmds[base + 2][0]),\n\t\tmintPaused: (cmds[base + 3][0][0] ?? 0) !== 0, // BCS bool: 1 byte\n\t\treferenceTickRaw: parseOptionalU64(cmds[base + 4][0]),\n\t};\n}\n\nexport async function marketState(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tmarketId: string,\n): Promise<MarketState> {\n\tconst [state] = await marketStates(client, config, [marketId]);\n\treturn state;\n}\n\n// Batched marketState for N markets in ONE PTB (STATE_FNS.length commands per\n// market, same order). Returns states aligned with `marketIds`.\nexport async function marketStates(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tmarketIds: readonly string[],\n): Promise<MarketState[]> {\n\tif (marketIds.length === 0) return [];\n\tconst tx = new Transaction();\n\tfor (const id of marketIds) {\n\t\tfor (const fn of STATE_FNS) {\n\t\t\ttx.add(fn({ config, arguments: { market: id } }));\n\t\t}\n\t}\n\tconst cmds = await inspectReturns(client, tx);\n\treturn marketIds.map((_, i) => parseStateAt(cmds, STATE_FNS.length * i));\n}\n\n// Anonymous both-sides pricing for one strike: the chain's own probability for\n// (strike, +inf] and (-inf, strike]. Deployed `pricing::range_price` takes typed\n// `range_codec::Strike`s (NOT raw u64) — each boundary is built via\n// `range_codec::strike_from_tick(tick, tick_size)`, which maps tick 0 → -inf,\n// POS_INF_TICK → +inf, and any finite tick → tick*tick_size. `range_price` is a\n// public fun on the deployed package. Both sides read the SAME pricer in one PTB, so\n// `down` is the chain's number, not 1 − up.\nexport async function rangePrices(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tmarketId: string,\n\tfeeds: MarketFeeds,\n\tstrikeRaw: bigint,\n\ttickSizeRaw: bigint,\n): Promise<{ upRaw: bigint; downRaw: bigint }> {\n\tconst tx = new Transaction();\n\tconst pricer = tx.add(loadLivePricer(config, { expiryMarketId: marketId, ...feeds }));\n\t// strikeRaw is a whole tick multiple (the caller validates divisibility), so the\n\t// finite boundary is `strike_from_tick(strikeRaw / tickSize, tickSize)`.\n\tconst strikeTick = strikeRaw / tickSizeRaw;\n\tconst mkStrike = (tick: bigint) =>\n\t\ttx.add(rangeCodec.strikeFromTick({ config, arguments: { tick, tickSize: tickSizeRaw } }));\n\tconst strike = mkStrike(strikeTick);\n\tconst posInf = mkStrike(POS_INF_TICK);\n\tconst negInf = mkStrike(0n);\n\t// UP: (strike, +inf], then DOWN: (-inf, strike] — the last two commands.\n\ttx.add(pricing.rangePrice({ config, arguments: { pricer, lower: strike, higher: posInf } }));\n\ttx.add(pricing.rangePrice({ config, arguments: { pricer, lower: negInf, higher: strike } }));\n\tconst cmds = await inspectReturns(client, tx);\n\treturn {\n\t\tupRaw: parseU64LE(cmds[cmds.length - 2][0]),\n\t\tdownRaw: parseU64LE(cmds[cmds.length - 1][0]),\n\t};\n}\n\n// Fresh single read of the reference tick — used by mint-at-reference, which\n// must not trust a cached state (the reference is unset early in a window\n// until the keeper seeds it).\nexport async function referenceTick(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tmarketId: string,\n): Promise<bigint | null> {\n\tconst tx = new Transaction();\n\ttx.add(expiryMarket.referenceTick({ config, arguments: { market: marketId } }));\n\tconst [cmd0] = await inspectReturns(client, tx);\n\treturn parseOptionalU64(cmd0[0]);\n}\n\n// The recorded settlement price, or null while the market is unsettled.\n//\n// On the deployed package `expiry_market::settlement_price` is public and\n// `destroy_some`s the stored Option — callable here only because simulate runs with\n// checksEnabled:false, and it aborts in std::option (EOPTION_NOT_SET) when the\n// market has not settled; we map exactly that abort (and the public\n// EMarketNotSettled variant, should a future package guard it directly) to null.\n// (A non-aborting `try_settlement_price` also exists on-chain if this ever wants to\n// drop the abort-catch.)\nexport async function settlementPrice(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tmarketId: string,\n): Promise<bigint | null> {\n\tconst tx = new Transaction();\n\ttx.add(expiryMarket.settlementPrice({ config, arguments: { market: marketId } }));\n\ttry {\n\t\tconst [cmd0] = await inspectReturns(client, tx);\n\t\treturn parseU64LE(cmd0[0]);\n\t} catch (e) {\n\t\tif (\n\t\t\te instanceof PredictMoveError &&\n\t\t\t(e.module === 'option' ||\n\t\t\t\t(e.module === 'expiry_market' && e.abortName === 'EMarketNotSettled'))\n\t\t) {\n\t\t\treturn null;\n\t\t}\n\t\tthrow e;\n\t}\n}\n\n// A market's current NAV mark (the per-expiry recoverable value the flush prices\n// against). Loads a fresh live pricer, then reads `current_nav(market, &pricer)` —\n// see packages/predict/sources/expiry_market.move:236. `Pricer` has copy+drop, so\n// the unconsumed borrow is fine in a read-only inspect.\nexport async function currentNav(\n\tclient: ReadClient,\n\tconfig: GeneratedConfig,\n\tmarketId: string,\n\tunderlying: UnderlyingConfig,\n): Promise<bigint> {\n\tconst tx = new Transaction();\n\tconst pricer = tx.add(\n\t\tloadLivePricer(config, {\n\t\t\texpiryMarketId: marketId,\n\t\t\tpythFeed: underlying.pythFeed,\n\t\t\tblockScholesValueStore: underlying.blockScholesValueStore,\n\t\t\tblockScholesSviStore: underlying.blockScholesSviStore,\n\t\t}),\n\t);\n\ttx.add(expiryMarket.currentNav({ config, arguments: { market: marketId, pricer } }));\n\tconst cmds = await inspectReturns(client, tx);\n\t// current_nav is the last command; load_live_pricer precedes it.\n\treturn parseU64LE(cmds[cmds.length - 1][0]);\n}\n"],"mappings":";;;;;;;;;;;;AAkBA,eAAsB,gBACrB,QACA,QACoB;CACpB,MAAM,KAAK,IAAI,aAAa;AAC5B,IAAG,IAAIA,oBAAwB,EAAE,QAAQ,CAAC,CAAC;CAC3C,MAAM,CAAC,QAAQ,MAAM,eAAe,QAAQ,GAAG;AAC/C,QAAO,iBAAiB,KAAK,GAAG;;AAMjC,eAAsB,eACrB,QACA,QACA,YACA,UACyB;CACzB,MAAM,KAAK,IAAI,aAAa;AAC5B,IAAG,IACFC,iBAAwB;EACvB;EACA,WAAW;GAAE,sBAAsB,WAAW;GAAsB,QAAQ;GAAU;EACtF,CAAC,CACF;CACD,MAAM,CAAC,QAAQ,MAAM,eAAe,QAAQ,GAAG;AAC/C,QAAO,gBAAgB,KAAK,GAAG;;AA4BhC,MAAM,YAAY;CACjBC;CACAC;CACAC;CACAC;CACAC;CACA;AAED,SAAS,aAAa,MAAsB,MAA2B;AACtE,QAAO;EACN,UAAU,WAAW,KAAK,MAAM,GAAG;EACnC,aAAa,WAAW,KAAK,OAAO,GAAG,GAAG;EAC1C,sBAAsB,WAAW,KAAK,OAAO,GAAG,GAAG;EACnD,aAAa,KAAK,OAAO,GAAG,GAAG,MAAM,OAAO;EAC5C,kBAAkB,iBAAiB,KAAK,OAAO,GAAG,GAAG;EACrD;;AAGF,eAAsB,YACrB,QACA,QACA,UACuB;CACvB,MAAM,CAAC,SAAS,MAAM,aAAa,QAAQ,QAAQ,CAAC,SAAS,CAAC;AAC9D,QAAO;;AAKR,eAAsB,aACrB,QACA,QACA,WACyB;AACzB,KAAI,UAAU,WAAW,EAAG,QAAO,EAAE;CACrC,MAAM,KAAK,IAAI,aAAa;AAC5B,MAAK,MAAM,MAAM,UAChB,MAAK,MAAM,MAAM,UAChB,IAAG,IAAI,GAAG;EAAE;EAAQ,WAAW,EAAE,QAAQ,IAAI;EAAE,CAAC,CAAC;CAGnD,MAAM,OAAO,MAAM,eAAe,QAAQ,GAAG;AAC7C,QAAO,UAAU,KAAK,GAAG,MAAM,aAAa,MAAM,UAAU,SAAS,EAAE,CAAC;;AAUzE,eAAsB,YACrB,QACA,QACA,UACA,OACA,WACA,aAC8C;CAC9C,MAAM,KAAK,IAAI,aAAa;CAC5B,MAAM,SAAS,GAAG,IAAI,eAAe,QAAQ;EAAE,gBAAgB;EAAU,GAAG;EAAO,CAAC,CAAC;CAGrF,MAAM,aAAa,YAAY;CAC/B,MAAM,YAAY,SACjB,GAAG,IAAIC,eAA0B;EAAE;EAAQ,WAAW;GAAE;GAAM,UAAU;GAAa;EAAE,CAAC,CAAC;CAC1F,MAAM,SAAS,SAAS,WAAW;CACnC,MAAM,SAAS,SAAS,aAAa;CACrC,MAAM,SAAS,SAAS,GAAG;AAE3B,IAAG,IAAIC,WAAmB;EAAE;EAAQ,WAAW;GAAE;GAAQ,OAAO;GAAQ,QAAQ;GAAQ;EAAE,CAAC,CAAC;AAC5F,IAAG,IAAIA,WAAmB;EAAE;EAAQ,WAAW;GAAE;GAAQ,OAAO;GAAQ,QAAQ;GAAQ;EAAE,CAAC,CAAC;CAC5F,MAAM,OAAO,MAAM,eAAe,QAAQ,GAAG;AAC7C,QAAO;EACN,OAAO,WAAW,KAAK,KAAK,SAAS,GAAG,GAAG;EAC3C,SAAS,WAAW,KAAK,KAAK,SAAS,GAAG,GAAG;EAC7C;;AAMF,eAAsB,cACrB,QACA,QACA,UACyB;CACzB,MAAM,KAAK,IAAI,aAAa;AAC5B,IAAG,IAAIF,gBAA2B;EAAE;EAAQ,WAAW,EAAE,QAAQ,UAAU;EAAE,CAAC,CAAC;CAC/E,MAAM,CAAC,QAAQ,MAAM,eAAe,QAAQ,GAAG;AAC/C,QAAO,iBAAiB,KAAK,GAAG;;AAsCjC,eAAsB,WACrB,QACA,QACA,UACA,YACkB;CAClB,MAAM,KAAK,IAAI,aAAa;CAC5B,MAAM,SAAS,GAAG,IACjB,eAAe,QAAQ;EACtB,gBAAgB;EAChB,UAAU,WAAW;EACrB,wBAAwB,WAAW;EACnC,sBAAsB,WAAW;EACjC,CAAC,CACF;AACD,IAAG,IAAIG,aAAwB;EAAE;EAAQ,WAAW;GAAE,QAAQ;GAAU;GAAQ;EAAE,CAAC,CAAC;CACpF,MAAM,OAAO,MAAM,eAAe,QAAQ,GAAG;AAE7C,QAAO,WAAW,KAAK,KAAK,SAAS,GAAG,GAAG"}

package/dist/predict/reads/parse.mjs

@@ -0,0 +1,20 @@
+import { bcs } from "@mysten/sui/bcs";
+
+//#region src/predict/reads/parse.ts
+function parseU64LE(bytes) {
+	return BigInt(bcs.u64().parse(bytes));
+}
+function parseVectorOfIds(bytes) {
+	return bcs.vector(bcs.Address).parse(bytes);
+}
+function parseOptionalU64(bytes) {
+	const v = bcs.option(bcs.u64()).parse(bytes);
+	return v == null ? null : BigInt(v);
+}
+function parseOptionalId(bytes) {
+	return bcs.option(bcs.Address).parse(bytes);
+}
+
+//#endregion
+export { parseOptionalId, parseOptionalU64, parseU64LE, parseVectorOfIds };
+//# sourceMappingURL=parse.mjs.map

package/dist/predict/reads/parse.mjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"parse.mjs","names":[],"sources":["../../../src/predict/reads/parse.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\n// BCS decoders for the return values of on-chain reads, built on the\n// `@mysten/sui/bcs` codec so the read layer decodes exactly the on-chain Move ABI\n// (u64 LE, vector<ID>, Option) with no hand-rolled byte walking. Round-tripped\n// against `@mysten/sui/bcs` in tests/reads.test.ts.\n\nimport { bcs } from '@mysten/sui/bcs';\n\n// BCS u64 → bigint. `bcs.u64()` parses to a decimal string.\nexport function parseU64LE(bytes: Uint8Array): bigint {\n\treturn BigInt(bcs.u64().parse(bytes));\n}\n\n// BCS vector<ID> / vector<address> → full-length 0x lowercase ids\n// (`bcs.Address` already yields normalized ids).\nexport function parseVectorOfIds(bytes: Uint8Array): string[] {\n\treturn bcs.vector(bcs.Address).parse(bytes);\n}\n\n// BCS Option<u64>: None → null, Some(x) → x.\nexport function parseOptionalU64(bytes: Uint8Array): bigint | null {\n\tconst v = bcs.option(bcs.u64()).parse(bytes);\n\treturn v == null ? null : BigInt(v);\n}\n\n// BCS Option<ID>: None → null, Some(id) → normalized 0x id.\nexport function parseOptionalId(bytes: Uint8Array): string | null {\n\treturn bcs.option(bcs.Address).parse(bytes);\n}\n"],"mappings":";;;AAUA,SAAgB,WAAW,OAA2B;AACrD,QAAO,OAAO,IAAI,KAAK,CAAC,MAAM,MAAM,CAAC;;AAKtC,SAAgB,iBAAiB,OAA6B;AAC7D,QAAO,IAAI,OAAO,IAAI,QAAQ,CAAC,MAAM,MAAM;;AAI5C,SAAgB,iBAAiB,OAAkC;CAClE,MAAM,IAAI,IAAI,OAAO,IAAI,KAAK,CAAC,CAAC,MAAM,MAAM;AAC5C,QAAO,KAAK,OAAO,OAAO,OAAO,EAAE;;AAIpC,SAAgB,gBAAgB,OAAkC;AACjE,QAAO,IAAI,OAAO,IAAI,QAAQ,CAAC,MAAM,MAAM"}

package/dist/predict/reads/pool.mjs

@@ -0,0 +1,26 @@
+import { inspectReturns } from "./inspect.mjs";
+import { parseU64LE } from "./parse.mjs";
+import { idleBalance, plpTotalSupply, supplyRequestsPending, withdrawRequestsPending } from "../../contracts/deepbook_predict/plp.mjs";
+import { Transaction } from "@mysten/sui/transactions";
+
+//#region src/predict/reads/pool.ts
+async function poolStats(client, config) {
+	const tx = new Transaction();
+	for (const fn of [
+		plpTotalSupply,
+		idleBalance,
+		supplyRequestsPending,
+		withdrawRequestsPending
+	]) tx.add(fn({ config }));
+	const cmds = await inspectReturns(client, tx);
+	return {
+		plpTotalSupply: parseU64LE(cmds[0][0]),
+		idleBalance: parseU64LE(cmds[1][0]),
+		supplyRequestsPending: parseU64LE(cmds[2][0]),
+		withdrawRequestsPending: parseU64LE(cmds[3][0])
+	};
+}
+
+//#endregion
+export { poolStats };
+//# sourceMappingURL=pool.mjs.map

package/dist/predict/reads/pool.mjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"pool.mjs","names":["plp.plpTotalSupply","plp.idleBalance","plp.supplyRequestsPending","plp.withdrawRequestsPending"],"sources":["../../../src/predict/reads/pool.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { Transaction } from '@mysten/sui/transactions';\nimport { type GeneratedConfig } from '../config/generated.js';\nimport * as plp from '../../contracts/deepbook_predict/plp.js';\nimport { inspectReturns, type ReadClient } from './inspect.js';\nimport { parseU64LE } from './parse.js';\n\nexport interface PoolStats {\n\tplpTotalSupply: bigint;\n\tidleBalance: bigint;\n\tsupplyRequestsPending: bigint;\n\twithdrawRequestsPending: bigint;\n}\n\n// The pool's four u64 vault stats batched into one PTB (command order fixed below).\n// `plp::{plp_total_supply, idle_balance, supply_requests_pending,\n// withdraw_requests_pending}(vault)` — see\n// packages/predict/sources/plp/plp.move:{164,149,169,174}.\nexport async function poolStats(client: ReadClient, config: GeneratedConfig): Promise<PoolStats> {\n\tconst tx = new Transaction();\n\tfor (const fn of [\n\t\tplp.plpTotalSupply,\n\t\tplp.idleBalance,\n\t\tplp.supplyRequestsPending,\n\t\tplp.withdrawRequestsPending,\n\t]) {\n\t\ttx.add(fn({ config }));\n\t}\n\tconst cmds = await inspectReturns(client, tx);\n\treturn {\n\t\tplpTotalSupply: parseU64LE(cmds[0][0]),\n\t\tidleBalance: parseU64LE(cmds[1][0]),\n\t\tsupplyRequestsPending: parseU64LE(cmds[2][0]),\n\t\twithdrawRequestsPending: parseU64LE(cmds[3][0]),\n\t};\n}\n"],"mappings":";;;;;;AAmBA,eAAsB,UAAU,QAAoB,QAA6C;CAChG,MAAM,KAAK,IAAI,aAAa;AAC5B,MAAK,MAAM,MAAM;EAChBA;EACAC;EACAC;EACAC;EACA,CACA,IAAG,IAAI,GAAG,EAAE,QAAQ,CAAC,CAAC;CAEvB,MAAM,OAAO,MAAM,eAAe,QAAQ,GAAG;AAC7C,QAAO;EACN,gBAAgB,WAAW,KAAK,GAAG,GAAG;EACtC,aAAa,WAAW,KAAK,GAAG,GAAG;EACnC,uBAAuB,WAAW,KAAK,GAAG,GAAG;EAC7C,yBAAyB,WAAW,KAAK,GAAG,GAAG;EAC/C"}

package/dist/predict/reads/positions.d.mts

@@ -0,0 +1,12 @@
+import "../config/generated.mjs";
+import { ClientWithCoreApi } from "@mysten/sui/client";
+
+//#region src/predict/reads/positions.d.ts
+/** One open position — the coordinates redeem/claim/hasPosition take. */
+interface OpenPosition {
+  marketId: string;
+  orderId: bigint;
+}
+//#endregion
+export { OpenPosition };
+//# sourceMappingURL=positions.d.mts.map

package/dist/predict/reads/positions.d.mts.map

@@ -0,0 +1 @@
+{"version":3,"file":"positions.d.mts","names":[],"sources":["../../../src/predict/reads/positions.ts"],"mappings":";;;;;UAyCiB,YAAA;EAChB,QAAA;EACA,OAAA;AAAA"}