@mysten/deepbook-v3 2.4.1 → 2.5.0

package/dist/contracts/deepbook_predict/pricing.d.mts

@@ -1,64 +1,64 @@
 import { MoveStruct } from "../utils/index.mjs";
-import * as _mysten_sui_bcs173 from "@mysten/sui/bcs";
-import * as _mysten_sui_transactions246 from "@mysten/sui/transactions";
+import * as _mysten_sui_bcs148 from "@mysten/sui/bcs";
+import * as _mysten_sui_transactions197 from "@mysten/sui/transactions";
 import { Transaction, TransactionArgument } from "@mysten/sui/transactions";
 
 //#region src/contracts/deepbook_predict/pricing.d.ts
 declare namespace pricing_d_exports {
-  export { FrozenPricer, Pricer, PricingSVI, RangePriceArguments, RangePriceOptions, RawSVI, UpPriceArguments, UpPriceOptions, rangePrice, upPrice };
+  export { FrozenPricer, HigherUpArguments, HigherUpOptions, LowerUpArguments, LowerUpOptions, Pricer, PricingSVI, ProbabilityArguments, ProbabilityOptions, RangePrice, RangePriceArguments, RangePriceOptions, RawSVI, UpPriceArguments, UpPriceOptions, higherUp, lowerUp, probability, rangePrice, upPrice };
 }
 declare const PricingSVI: MoveStruct<{
-  /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u128">;
-  a_is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
-  b: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u128">;
+  /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u128">;
+  a_is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
+  b: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u128">;
   rho: MoveStruct<{
-    magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
   m: MoveStruct<{
-    magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
-  sigma: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  sigma: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::PricingSVI">;
 declare const FrozenPricer: MoveStruct<{
-  expiry_market_id: _mysten_sui_bcs173.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
-  forward: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  expiry_market_id: _mysten_sui_bcs148.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
+  forward: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
   svi: MoveStruct<{
-    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u128">;
-    a_is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
-    b: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u128">;
+    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u128">;
+    a_is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
+    b: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u128">;
     rho: MoveStruct<{
-      magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
     m: MoveStruct<{
-      magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
-    sigma: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+    sigma: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
   }, "@local-pkg/deepbook_predict::pricing::PricingSVI">;
-  pyth_spot_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  pyth_spot_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::FrozenPricer">;
 declare const Pricer: MoveStruct<{
-  /** Expiry market this snapshot was loaded for. */expiry_market_id: _mysten_sui_bcs173.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
-  forward: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  /** Expiry market this snapshot was loaded for. */expiry_market_id: _mysten_sui_bcs148.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
+  forward: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
   svi: MoveStruct<{
-    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u128">;
-    a_is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
-    b: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u128">;
+    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u128">;
+    a_is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
+    b: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u128">;
     rho: MoveStruct<{
-      magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
     m: MoveStruct<{
-      magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
-    sigma: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+    sigma: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
   }, "@local-pkg/deepbook_predict::pricing::PricingSVI">;
   /**
    * Timestamps of the oracle observations this snapshot validated, as trade events
@@ -68,26 +68,30 @@ declare const Pricer: MoveStruct<{
    * provider `svi_timestamp`. Those timestamps are the clocks freshness gates and
    * SVI roll-down use.
    */
-  pyth_spot_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  pyth_spot_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::Pricer">;
+declare const RangePrice: MoveStruct<{
+  lower_up: _mysten_sui_bcs148.BcsType<bigint | null, string | number | bigint | null | undefined, "Option<u64>">;
+  higher_up: _mysten_sui_bcs148.BcsType<bigint | null, string | number | bigint | null | undefined, "Option<u64>">;
+}, "@local-pkg/deepbook_predict::pricing::RangePrice">;
 declare const RawSVI: MoveStruct<{
   a: MoveStruct<{
-    magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
-  b: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  b: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
   rho: MoveStruct<{
-    magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
   m: MoveStruct<{
-    magnitude: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs173.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs148.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
-  sigma: _mysten_sui_bcs173.BcsType<bigint, string | number | bigint, "u64">;
+  sigma: _mysten_sui_bcs148.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::RawSVI">;
 interface UpPriceArguments {
   pricer: TransactionArgument;
@@ -104,7 +108,7 @@ interface UpPriceOptions {
  * Return the current UP digital probability for a typed strike. Public PTB and
  * devInspect reads can compose it with a transaction-local `Pricer`.
  */
-declare function upPrice(options: UpPriceOptions): (tx: Transaction) => _mysten_sui_transactions246.TransactionResult;
+declare function upPrice(options: UpPriceOptions): (tx: Transaction) => _mysten_sui_transactions197.TransactionResult;
 interface RangePriceArguments {
   pricer: TransactionArgument;
   lower: TransactionArgument;
@@ -118,10 +122,47 @@ interface RangePriceOptions {
   };
 }
 /**
- * Return the current probability for `(lower, higher]`, floored at zero if the two
- * approximated boundary probabilities invert.
+ * Return both boundary probabilities for `(lower, higher]`. Use `probability()`
+ * for the combined range probability; absent boundaries are infinite sentinels.
  */
-declare function rangePrice(options: RangePriceOptions): (tx: Transaction) => _mysten_sui_transactions246.TransactionResult;
+declare function rangePrice(options: RangePriceOptions): (tx: Transaction) => _mysten_sui_transactions197.TransactionResult;
+interface LowerUpArguments {
+  price: TransactionArgument;
+}
+interface LowerUpOptions {
+  package?: string;
+  arguments: LowerUpArguments | [price: TransactionArgument];
+  config?: {
+    predictPackageId?: string;
+  };
+}
+declare function lowerUp(options: LowerUpOptions): (tx: Transaction) => _mysten_sui_transactions197.TransactionResult;
+interface HigherUpArguments {
+  price: TransactionArgument;
+}
+interface HigherUpOptions {
+  package?: string;
+  arguments: HigherUpArguments | [price: TransactionArgument];
+  config?: {
+    predictPackageId?: string;
+  };
+}
+declare function higherUp(options: HigherUpOptions): (tx: Transaction) => _mysten_sui_transactions197.TransactionResult;
+interface ProbabilityArguments {
+  price: TransactionArgument;
+}
+interface ProbabilityOptions {
+  package?: string;
+  arguments: ProbabilityArguments | [price: TransactionArgument];
+  config?: {
+    predictPackageId?: string;
+  };
+}
+/**
+ * Return the combined probability, floored at zero if approximated boundary prices
+ * invert.
+ */
+declare function probability(options: ProbabilityOptions): (tx: Transaction) => _mysten_sui_transactions197.TransactionResult;
 //#endregion
 export { pricing_d_exports };
 //# sourceMappingURL=pricing.d.mts.map

package/dist/contracts/deepbook_predict/pricing.d.mts.map

@@ -1 +1 @@
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+{"version":3,"file":"pricing.d.mts","names":[],"sources":["../../../src/contracts/deepbook_predict/pricing.ts"],"mappings":";;;;;;;;;cAuBa,UAAA,EAAU,UAAA;sFAYrB,kBAAA,CAAA,OAAA;;;;;;;;;;;;;cACW,YAAA,EAAY,UAAA;;;;;;;;;;;;;;;;;;;;;;cAYZ,MAAA,EAAM,UAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;cAqBN,UAAA,EAAU,UAAA;YAMrB,kBAAA,CAAA,OAAA;;;cACW,MAAA,EAAM,UAAA;;eASjB,kBAAA,CAAA,OAAA;;;;;;;;;;;;;;UACe,gBAAA;EAChB,MAAA,EAAQ,mBAAA;EACR,MAAA,EAAQ,mBAAA;AAAA;AAAA,UAEQ,cAAA;EAChB,OAAA;EACA,SAAA,EAAW,gBAAA,IAAoB,MAAA,EAAQ,mBAAA,EAAqB,MAAA,EAAQ,mBAAA;EACpE,MAAA;IACC,gBAAA;EAAA;AAAA;;;;;iBAOc,OAAA,CAAQ,OAAA,EAAS,cAAA,IAKxB,EAAA,EAAI,WAAA,KAAW,2BAAA,CAAA,iBAAA;AAAA,UAQP,mBAAA;EAChB,MAAA,EAAQ,mBAAA;EACR,KAAA,EAAO,mBAAA;EACP,MAAA,EAAQ,mBAAA;AAAA;AAAA,UAEQ,iBAAA;EAChB,OAAA;EACA,SAAA,EACG,mBAAA,IACC,MAAA,EAAQ,mBAAA,EAAqB,KAAA,EAAO,mBAAA,EAAqB,MAAA,EAAQ,mBAAA;EACrE,MAAA;IACC,gBAAA;EAAA;AAAA;;;;;iBAOc,UAAA,CAAW,OAAA,EAAS,iBAAA,IAK3B,EAAA,EAAI,WAAA,KAAW,2BAAA,CAAA,iBAAA;AAAA,UAQP,gBAAA;EAChB,KAAA,EAAO,mBAAA;AAAA;AAAA,UAES,cAAA;EAChB,OAAA;EACA,SAAA,EAAW,gBAAA,IAAoB,KAAA,EAAO,mBAAA;EACtC,MAAA;IACC,gBAAA;EAAA;AAAA;AAAA,iBAGc,OAAA,CAAQ,OAAA,EAAS,cAAA,IAKxB,EAAA,EAAI,WAAA,KAAW,2BAAA,CAAA,iBAAA;AAAA,UAQP,iBAAA;EAChB,KAAA,EAAO,mBAAA;AAAA;AAAA,UAES,eAAA;EAChB,OAAA;EACA,SAAA,EAAW,iBAAA,IAAqB,KAAA,EAAO,mBAAA;EACvC,MAAA;IACC,gBAAA;EAAA;AAAA;AAAA,iBAGc,QAAA,CAAS,OAAA,EAAS,eAAA,IAKzB,EAAA,EAAI,WAAA,KAAW,2BAAA,CAAA,iBAAA;AAAA,UAQP,oBAAA;EAChB,KAAA,EAAO,mBAAA;AAAA;AAAA,UAES,kBAAA;EAChB,OAAA;EACA,SAAA,EAAW,oBAAA,IAAwB,KAAA,EAAO,mBAAA;EAC1C,MAAA;IACC,gBAAA;EAAA;AAAA;;;;;iBAOc,WAAA,CAAY,OAAA,EAAS,kBAAA,IAK5B,EAAA,EAAI,WAAA,KAAW,2BAAA,CAAA,iBAAA"}

package/dist/contracts/deepbook_predict/pricing.mjs

@@ -13,16 +13,22 @@ import { bcs } from "@mysten/sui/bcs";
 *
 * This module reads canonical Propbook Pyth and Block Scholes feeds and computes
 * SVI-adjusted digital probabilities. Live reads require fresh, pricing-safe Block
-* Scholes spot, forward, and SVI observations. The live forward comes from one of
-* two admin-selected sources (`PricingConfig.use_pyth_spot_for_forward`): a fresh
-* positive Pyth spot carrying the Block Scholes basis, or the Block Scholes
-* forward directly. Exact-history reads do not apply live freshness policy.
+* Scholes spot, forward, and SVI observations. The latest forward is paired with
+* an exact source-timestamp spot from Propbook's bounded recent history. The live
+* forward comes from one of two admin-selected sources
+* (`PricingConfig.use_pyth_spot_for_forward`): a fresh positive Pyth spot carrying
+* the Block Scholes basis, or the Block Scholes forward directly. Exact-history
+* reads do not apply live freshness policy.
 */
 var pricing_exports = /* @__PURE__ */ __exportAll({
 	FrozenPricer: () => FrozenPricer,
 	Pricer: () => Pricer,
 	PricingSVI: () => PricingSVI,
+	RangePrice: () => RangePrice,
 	RawSVI: () => RawSVI,
+	higherUp: () => higherUp,
+	lowerUp: () => lowerUp,
+	probability: () => probability,
 	rangePrice: () => rangePrice,
 	upPrice: () => upPrice
 });
@@ -62,6 +68,13 @@ const Pricer = new MoveStruct({
 		block_scholes_svi_source_timestamp_ms: U64
 	}
 });
+const RangePrice = new MoveStruct({
+	name: `${$moduleName}::RangePrice`,
+	fields: {
+		lower_up: bcs.option(U64),
+		higher_up: bcs.option(U64)
+	}
+});
 const RawSVI = new MoveStruct({
 	name: `${$moduleName}::RawSVI`,
 	fields: {
@@ -88,8 +101,8 @@ function upPrice(options) {
 	});
 }
 /**
-* Return the current probability for `(lower, higher]`, floored at zero if the two
-* approximated boundary probabilities invert.
+* Return both boundary probabilities for `(lower, higher]`. Use `probability()`
+* for the combined range probability; absent boundaries are infinite sentinels.
 */
 function rangePrice(options) {
 	const packageAddress = options.package ?? options.config?.predictPackageId ?? "@local-pkg/deepbook_predict";
@@ -110,7 +123,44 @@ function rangePrice(options) {
 		arguments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames)
 	});
 }
+function lowerUp(options) {
+	const packageAddress = options.package ?? options.config?.predictPackageId ?? "@local-pkg/deepbook_predict";
+	const argumentsTypes = [null];
+	const parameterNames = ["price"];
+	return (tx) => tx.moveCall({
+		package: packageAddress,
+		module: "pricing",
+		function: "lower_up",
+		arguments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames)
+	});
+}
+function higherUp(options) {
+	const packageAddress = options.package ?? options.config?.predictPackageId ?? "@local-pkg/deepbook_predict";
+	const argumentsTypes = [null];
+	const parameterNames = ["price"];
+	return (tx) => tx.moveCall({
+		package: packageAddress,
+		module: "pricing",
+		function: "higher_up",
+		arguments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames)
+	});
+}
+/**
+* Return the combined probability, floored at zero if approximated boundary prices
+* invert.
+*/
+function probability(options) {
+	const packageAddress = options.package ?? options.config?.predictPackageId ?? "@local-pkg/deepbook_predict";
+	const argumentsTypes = [null];
+	const parameterNames = ["price"];
+	return (tx) => tx.moveCall({
+		package: packageAddress,
+		module: "pricing",
+		function: "probability",
+		arguments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames)
+	});
+}
 
 //#endregion
-export { FrozenPricer, Pricer, pricing_exports, rangePrice };
+export { FrozenPricer, Pricer, RangePrice, pricing_exports, probability, rangePrice };
 //# sourceMappingURL=pricing.mjs.map

package/dist/contracts/deepbook_predict/pricing.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"pricing.mjs","names":["i64.I64"],"sources":["../../../src/contracts/deepbook_predict/pricing.ts"],"sourcesContent":["/**************************************************************\n * THIS FILE IS GENERATED AND SHOULD NOT BE MANUALLY MODIFIED *\n **************************************************************/\n\n/**\n * Pricing for Predict markets.\n *\n * This module reads canonical Propbook Pyth and Block Scholes feeds and computes\n * SVI-adjusted digital probabilities. Live reads require fresh, pricing-safe Block\n * Scholes spot, forward, and SVI observations. The live forward comes from one of\n * two admin-selected sources (`PricingConfig.use_pyth_spot_for_forward`): a fresh\n * positive Pyth spot carrying the Block Scholes basis, or the Block Scholes\n * forward directly. Exact-history reads do not apply live freshness policy.\n */\n\nimport { MoveStruct, normalizeMoveArguments } from '../utils/index.js';\nimport { U128, U64 } from '../../bcs/integers.js';\nimport { bcs } from '@mysten/sui/bcs';\nimport { type Transaction, type TransactionArgument } from '@mysten/sui/transactions';\nimport * as i64 from './deps/fixed_math/i64.js';\nconst $moduleName = '@local-pkg/deepbook_predict::pricing';\nexport const PricingSVI = new MoveStruct({\n\tname: `${$moduleName}::PricingSVI`,\n\tfields: {\n\t\t/** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */\n\t\ta_magnitude: U128,\n\t\ta_is_negative: bcs.bool(),\n\t\t/** Rolled-down SVI `b`, at 1e18. */\n\t\tb: U128,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport const FrozenPricer = new MoveStruct({\n\tname: `${$moduleName}::FrozenPricer`,\n\tfields: {\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const Pricer = new MoveStruct({\n\tname: `${$moduleName}::Pricer`,\n\tfields: {\n\t\t/** Expiry market this snapshot was loaded for. */\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\t/**\n\t\t * Timestamps of the oracle observations this snapshot validated, as trade events\n\t\t * report them — each observation's own economic clock. Pyth carries its source\n\t\t * timestamp (`0` only when no usable normalized observation exists); Block Scholes\n\t\t * spot and forward carry the provider `value_timestamp`, and SVI carries the\n\t\t * provider `svi_timestamp`. Those timestamps are the clocks freshness gates and\n\t\t * SVI roll-down use.\n\t\t */\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const RawSVI = new MoveStruct({\n\tname: `${$moduleName}::RawSVI`,\n\tfields: {\n\t\ta: i64.I64,\n\t\tb: U64,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport interface UpPriceArguments {\n\tpricer: TransactionArgument;\n\tstrike: TransactionArgument;\n}\nexport interface UpPriceOptions {\n\tpackage?: string;\n\targuments: UpPriceArguments | [pricer: TransactionArgument, strike: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return the current UP digital probability for a typed strike. Public PTB and\n * devInspect reads can compose it with a transaction-local `Pricer`.\n */\nexport function upPrice(options: UpPriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? '@local-pkg/deepbook_predict';\n\tconst argumentsTypes = [null, null] satisfies (string | null)[];\n\tconst parameterNames = ['pricer', 'strike'];\n\treturn (tx: Transaction) =>\n\t\ttx.moveCall({\n\t\t\tpackage: packageAddress,\n\t\t\tmodule: 'pricing',\n\t\t\tfunction: 'up_price',\n\t\t\targuments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames),\n\t\t});\n}\nexport interface RangePriceArguments {\n\tpricer: TransactionArgument;\n\tlower: TransactionArgument;\n\thigher: TransactionArgument;\n}\nexport interface RangePriceOptions {\n\tpackage?: string;\n\targuments:\n\t\t| RangePriceArguments\n\t\t| [pricer: TransactionArgument, lower: TransactionArgument, higher: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return the current probability for `(lower, higher]`, floored at zero if the two\n * approximated boundary probabilities invert.\n */\nexport function rangePrice(options: RangePriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? 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+{"version":3,"file":"pricing.mjs","names":["i64.I64"],"sources":["../../../src/contracts/deepbook_predict/pricing.ts"],"sourcesContent":["/**************************************************************\n * THIS FILE IS GENERATED AND SHOULD NOT BE MANUALLY MODIFIED *\n **************************************************************/\n\n/**\n * Pricing for Predict markets.\n *\n * This module reads canonical Propbook Pyth and Block Scholes feeds and computes\n * SVI-adjusted digital probabilities. Live reads require fresh, pricing-safe Block\n * Scholes spot, forward, and SVI observations. The latest forward is paired with\n * an exact source-timestamp spot from Propbook's bounded recent history. The live\n * forward comes from one of two admin-selected sources\n * (`PricingConfig.use_pyth_spot_for_forward`): a fresh positive Pyth spot carrying\n * the Block Scholes basis, or the Block Scholes forward directly. Exact-history\n * reads do not apply live freshness policy.\n */\n\nimport { MoveStruct, normalizeMoveArguments } from '../utils/index.js';\nimport { U128, U64 } from '../../bcs/integers.js';\nimport { bcs } from '@mysten/sui/bcs';\nimport { type Transaction, type TransactionArgument } from '@mysten/sui/transactions';\nimport * as i64 from './deps/fixed_math/i64.js';\nconst $moduleName = '@local-pkg/deepbook_predict::pricing';\nexport const PricingSVI = new MoveStruct({\n\tname: `${$moduleName}::PricingSVI`,\n\tfields: {\n\t\t/** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */\n\t\ta_magnitude: U128,\n\t\ta_is_negative: bcs.bool(),\n\t\t/** Rolled-down SVI `b`, at 1e18. */\n\t\tb: U128,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport const FrozenPricer = new MoveStruct({\n\tname: `${$moduleName}::FrozenPricer`,\n\tfields: {\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const Pricer = new MoveStruct({\n\tname: `${$moduleName}::Pricer`,\n\tfields: {\n\t\t/** Expiry market this snapshot was loaded for. */\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\t/**\n\t\t * Timestamps of the oracle observations this snapshot validated, as trade events\n\t\t * report them — each observation's own economic clock. Pyth carries its source\n\t\t * timestamp (`0` only when no usable normalized observation exists); Block Scholes\n\t\t * spot and forward carry the provider `value_timestamp`, and SVI carries the\n\t\t * provider `svi_timestamp`. Those timestamps are the clocks freshness gates and\n\t\t * SVI roll-down use.\n\t\t */\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const RangePrice = new MoveStruct({\n\tname: `${$moduleName}::RangePrice`,\n\tfields: {\n\t\tlower_up: bcs.option(U64),\n\t\thigher_up: bcs.option(U64),\n\t},\n});\nexport const RawSVI = new MoveStruct({\n\tname: `${$moduleName}::RawSVI`,\n\tfields: {\n\t\ta: i64.I64,\n\t\tb: U64,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport interface UpPriceArguments {\n\tpricer: TransactionArgument;\n\tstrike: TransactionArgument;\n}\nexport interface UpPriceOptions {\n\tpackage?: string;\n\targuments: UpPriceArguments | [pricer: TransactionArgument, strike: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return the current UP digital probability for a typed strike. Public PTB and\n * devInspect reads can compose it with a transaction-local `Pricer`.\n */\nexport function upPrice(options: UpPriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? '@local-pkg/deepbook_predict';\n\tconst argumentsTypes = [null, null] satisfies (string | null)[];\n\tconst parameterNames = ['pricer', 'strike'];\n\treturn (tx: Transaction) =>\n\t\ttx.moveCall({\n\t\t\tpackage: packageAddress,\n\t\t\tmodule: 'pricing',\n\t\t\tfunction: 'up_price',\n\t\t\targuments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames),\n\t\t});\n}\nexport interface RangePriceArguments {\n\tpricer: TransactionArgument;\n\tlower: TransactionArgument;\n\thigher: TransactionArgument;\n}\nexport interface RangePriceOptions {\n\tpackage?: string;\n\targuments:\n\t\t| RangePriceArguments\n\t\t| [pricer: TransactionArgument, lower: TransactionArgument, higher: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return both boundary probabilities for `(lower, higher]`. Use `probability()`\n * for the combined range probability; absent boundaries are infinite sentinels.\n */\nexport function rangePrice(options: RangePriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? '@local-pkg/deepbook_predict';\n\tconst argumentsTypes = [null, null, null] satisfies (string | null)[];\n\tconst parameterNames = ['pricer', 'lower', 'higher'];\n\treturn (tx: Transaction) =>\n\t\ttx.moveCall({\n\t\t\tpackage: packageAddress,\n\t\t\tmodule: 'pricing',\n\t\t\tfunction: 'range_price',\n\t\t\targuments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames),\n\t\t});\n}\nexport interface LowerUpArguments {\n\tprice: TransactionArgument;\n}\nexport interface LowerUpOptions {\n\tpackage?: string;\n\targuments: LowerUpArguments | [price: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\nexport function lowerUp(options: LowerUpOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? 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