@mysten/deepbook-v3 2.5.0 → 2.6.0

package/dist/predict/cost.mjs.map

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+{"version":3,"file":"cost.mjs","names":["quantity"],"sources":["../../src/predict/cost.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\n// Client-side ALL-IN cost math for Predict trades — the fee layer `pricing.ts` stops short of.\n// `pricing.*` answers \"what is this contract worth?\" (the probability); this module answers\n// \"what does the chain debit me for it?\" and \"what does closing it credit me?\", with NO chain\n// call: no `devInspect`, no dry run, no simulate.\n//\n// It is an EXACT integer port of the deployed cost path, function for function:\n//\n//   mint     `expiry_market::mint_quote_at` / `compute_mint_quote`\n//              -> premium + (trading_fee - fee_incentive_subsidy) + builder_fee + penalty_fee\n//                 + inventory_impact_charge\n//   budget   `expiry_market::quote_exact_cost_terms` (the `mint_exact_cost` lot search)\n//   redeem   `expiry_market::redeem_live`'s payment decomposition\n//              -> gross + inventory_impact_rebate - trading_fee - builder_fee - penalty\n//   fees     `strike_exposure_config::trading_fee` (per-boundary Bernoulli fee + expiry ramp),\n//            `expiry_market::builder_fee_amount`, `ewma::penalty_fee`,\n//            `strike_exposure::mint_range_inventory_impact` / `live_close_inventory_impact`\n//\n// Every rounding step is the chain's: `mul_down`, `mul_div_down` and a bit-identical\n// `sqrt_down` (same Newton schedule as `fixed_math::math`), all on bigints. So given the same\n// inputs the chain uses, these return the chain's numbers to the raw unit — the fee layer\n// carries no approximation of its own.\n//\n// Local float probabilities (`pricing.upProbability`, ~1e-4) introduce approximation.\n// With raw probabilities AND the same fee, account, book and clock inputs as execution,\n// the arithmetic matches the chain. `exactProbabilities` only identifies the probability\n// input format; it does not certify the source or freshness of any state. A nonzero\n// inventory-impact policy requires book data. Congestion defaults to a zero rate; supply\n// the actual rate when enabled. Use `read.quoteMint` / `read.quoteRedeem` for a simulation\n// against current account and market state, including the execution gates these previews\n// do not check (ownership, pauses, trade window, oracle freshness and cash backing).\n//\n// The fee POLICY is a per-market snapshot taken at creation (`StrikeExposureConfig`), and the\n// chain exposes no getter for `base_fee`/`min_fee` — take it from the market's `MarketCreated`\n// event (an indexer, or `decode`), or use {@link SHIPPED_FEE_POLICY} for the shipped template.\n\nimport { PredictInputError } from './errors.js';\nimport type { PricerInputs } from './pricing.js';\nimport { upProbability } from './pricing.js';\nimport { POS_INF_TICK } from './ticks.js';\nimport { fromRaw, U64_MAX, usdcToRaw } from './units.js';\n\n// === Protocol constants (mirrors of `deepbook_predict::constants` / `fixed_math::math`) ===\n\n/** `math::float_scaling` — 1e9 is 1.0 for every rate and probability here. */\nexport const FLOAT_SCALING = 1_000_000_000n;\n/** `constants::position_lot_size` — quantity is an integer number of these. */\nexport const POSITION_LOT_SIZE = 10_000n;\n/** `constants::min_premium` — a mint below this premium aborts `EPremiumBelowMinimum`. */\nexport const MIN_PREMIUM = 1_000_000n;\n/** `constants::builder_fee_multiplier` — the builder's cut of the trading fee (10%). */\nexport const BUILDER_FEE_MULTIPLIER = 100_000_000n;\n/** `constants::max_builder_fee_rate` — cap on the builder fee as a share of quantity (0.5%). */\nexport const MAX_BUILDER_FEE_RATE = 5_000_000n;\n/** `constants::fee_incentive_subsidy_rate` — sponsor share of a trader's mint fee (20%). */\nexport const FEE_INCENTIVE_SUBSIDY_RATE = 200_000_000n;\n/** `order::max_quantity_lots` — the order ID's 32-bit lot field. */\nexport const MAX_QUANTITY_LOTS = (1n << 32n) - 1n;\n\n// === Fixed-point primitives (mirrors of `fixed_math::math`) ===\n\nconst mulDown = (x: bigint, y: bigint): bigint => (x * y) / FLOAT_SCALING;\nconst divDown = (x: bigint, y: bigint): bigint => (x * FLOAT_SCALING) / y;\nconst mulDivDown = (x: bigint, y: bigint, denominator: bigint): bigint => (x * y) / denominator;\nconst min = (a: bigint, b: bigint): bigint => (a < b ? a : b);\nconst max = (a: bigint, b: bigint): bigint => (a > b ? a : b);\n\n// Move's unsigned types enforce these domains before arithmetic. JS bigint does not.\nfunction assertUint(value: bigint, name: string, maximum = U64_MAX, minimum = 0n): void {\n\tif (typeof value !== 'bigint' || value < minimum || value > maximum) {\n\t\tthrow new PredictInputError(\n\t\t\t`${name} must be an integer in [${minimum}, ${maximum}], got ${value}`,\n\t\t);\n\t}\n}\n\n// `math::sqrt_initial_guess_u128` — power-of-two seed for the Newton iteration.\nfunction sqrtInitialGuess(x: bigint): bigint {\n\tlet bits = 0n;\n\tlet val = x;\n\tif (val >= 1n << 64n) {\n\t\tval >>= 64n;\n\t\tbits += 64n;\n\t}\n\tif (val >= 1n << 32n) {\n\t\tval >>= 32n;\n\t\tbits += 32n;\n\t}\n\tif (val >= 1n << 16n) {\n\t\tval >>= 16n;\n\t\tbits += 16n;\n\t}\n\tif (val >= 1n << 8n) {\n\t\tval >>= 8n;\n\t\tbits += 8n;\n\t}\n\tif (val >= 1n << 4n) {\n\t\tval >>= 4n;\n\t\tbits += 4n;\n\t}\n\tif (val >= 1n << 2n) {\n\t\tval >>= 2n;\n\t\tbits += 2n;\n\t}\n\tif (val >= 1n << 1n) bits += 1n;\n\treturn 1n << ((bits + 1n) / 2n);\n}\n\n// `math::sqrt_u128_down` — seven Newton steps then one correcting decrement, exactly as the\n// chain runs them, so this agrees with the contract raw unit for raw unit rather than merely\n// to within a rounding step.\nfunction sqrtU128Down(x: bigint): bigint {\n\tif (x === 0n) return 0n;\n\tif (x < 4n) return 1n;\n\tlet g = sqrtInitialGuess(x);\n\tfor (let i = 0; i < 7; i++) g = (g + x / g) / 2n;\n\tif (g > x / g) g -= 1n;\n\treturn g;\n}\n\n/** `math::sqrt_down` — square root of a 1e9-scaled value, 1e9-scaled, rounded down. */\nexport function sqrtDown(x: bigint): bigint {\n\tassertUint(x, 'sqrt input');\n\treturn sqrtU128Down(x * FLOAT_SCALING);\n}\n\n// === Policy and state inputs ===\n\n/**\n * One market's fee policy: the `StrikeExposureConfig` it snapshotted at creation, in raw 1e9\n * rates. Snapshotted means later admin changes do NOT reprice a market already trading, so\n * read it per market (the `MarketCreated` event carries every field) rather than assuming the\n * template. The last three are the inventory-impact parameters, inert while\n * `inventoryImpactMaxRate` is `0n` (the shipped value).\n */\nexport interface FeePolicy {\n\t/** `base_fee` — multiplies `sqrt(p·(1−p))`. */\n\tbaseFee: bigint;\n\t/** `min_fee` — per-unit floor, applied per boundary leg before the ramp. */\n\tminFee: bigint;\n\t/** `expiry_fee_window_ms` — window before expiry over which the fee ramps. */\n\texpiryFeeWindowMs: bigint;\n\t/** `expiry_fee_max_multiplier` — multiplier reached at expiry; 1e9 disables the ramp. */\n\texpiryFeeMaxMultiplier: bigint;\n\t/** `min_entry_probability` — mint admission floor on the entry probability. */\n\tminEntryProbability: bigint;\n\t/** `max_entry_probability` — mint admission ceiling on the entry probability. */\n\tmaxEntryProbability: bigint;\n\t/** `inventory_impact_max_rate` — maximum marginal impact rate; `0n` disables impact. */\n\tinventoryImpactMaxRate: bigint;\n\t/** `inventory_impact_scale` — the market's `max_expiry_allocation`, the curve's `B`. */\n\tinventoryImpactScale: bigint;\n\t/** `backing_buffer_lambda` — the buffer on non-peak payout in the liability formula. */\n\tbackingBufferLambda: bigint;\n}\n\n/**\n * The shipped template (`config_constants` defaults): 10% Bernoulli fee, a 2.2% per-leg floor,\n * a one-day ramp window that is inert at a 1.0 multiplier, a 1%–99% entry band, and inventory\n * impact disabled. A market that was created under these values charges exactly this; one\n * created after an admin change does not, which is why the per-market snapshot is the real\n * answer. Verify against the deployment's `MarketCreated` before pricing money on it.\n */\nexport const SHIPPED_FEE_POLICY: FeePolicy = Object.freeze({\n\tbaseFee: 100_000_000n,\n\tminFee: 22_000_000n,\n\texpiryFeeWindowMs: 86_400_000n,\n\texpiryFeeMaxMultiplier: FLOAT_SCALING,\n\tminEntryProbability: 10_000_000n,\n\tmaxEntryProbability: 990_000_000n,\n\tinventoryImpactMaxRate: 0n,\n\tinventoryImpactScale: 0n,\n\tbackingBufferLambda: 310_000_000n,\n});\n\n/** A range's two boundary UP probabilities, raw 1e9. `null` is an infinite boundary — the\n * −∞ lower of a DOWN order and the +∞ higher of an UP order — which is priced at the digital\n * limit and pays no fee leg. */\nexport interface Boundaries {\n\t/** `P(settle > lower)`, or `null` for the −∞ lower bound. */\n\tlowerUp: bigint | null;\n\t/** `P(settle > higher)`, or `null` for the +∞ higher bound. */\n\thigherUp: bigint | null;\n}\n\n/** Where a quote's probabilities come from: boundary probabilities you already hold (raw 1e9,\n * e.g. `probabilityToRaw((await read.price(...)).up)`) or a local pricer snapshot plus\n * the range's strikes in USD (`null` for an infinite side). */\nexport type ProbabilitySource =\n\tBoundaries | { pricer: PricerInputs; lower: number | null; upper: number | null };\n\n/** The market's gas-price EWMA (`ewma::EwmaState`), both fields 1e9-scaled. */\nexport interface CongestionState {\n\tmean: bigint;\n\tvariance: bigint;\n}\n\n/** The protocol's congestion knobs (`EwmaConfig`). Shipped disabled. */\nexport interface CongestionPolicy {\n\tenabled: boolean;\n\t/** `penalty_rate` — per-unit surcharge charged when the z-score fires. */\n\tpenaltyRate: bigint;\n\t/** `z_score_threshold` — how many standard deviations above the mean gas must sit. */\n\tzScoreThreshold: bigint;\n}\n\n/** Pre-trade payout-tree reads a mint's inventory-impact charge is evaluated against\n * (`strike_exposure::quote_mint_range`). All in quote units. */\nexport interface MintBookTerms {\n\t/** `M` — largest summed net payout at any one settlement price. */\n\tmaxPayout: bigint;\n\t/** `T` — sum of every live order's payout. */\n\ttotalPayout: bigint;\n\t/** The payout peak inside the mint's own `(lower, higher]`. */\n\trangeMaxPayout: bigint;\n}\n\n/** The same reads for a live close, which also needs the peak OUTSIDE the order's range\n * (`strike_exposure::live_close_inventory_impact`). */\nexport interface CloseBookTerms extends MintBookTerms {\n\t/** The payout peak in the complement of the order's range. */\n\tcomplementMaxPayout: bigint;\n}\n\nfunction assertFeePolicy(policy: FeePolicy): void {\n\tassertUint(policy.baseFee, 'baseFee', FLOAT_SCALING);\n\tassertUint(policy.minFee, 'minFee', FLOAT_SCALING);\n\tassertUint(policy.expiryFeeWindowMs, 'expiryFeeWindowMs', U64_MAX, 1n);\n\tassertUint(\n\t\tpolicy.expiryFeeMaxMultiplier,\n\t\t'expiryFeeMaxMultiplier',\n\t\t10n * FLOAT_SCALING,\n\t\tFLOAT_SCALING,\n\t);\n\tassertUint(policy.minEntryProbability, 'minEntryProbability', FLOAT_SCALING);\n\tassertUint(policy.maxEntryProbability, 'maxEntryProbability', FLOAT_SCALING);\n\tif (policy.minEntryProbability >= policy.maxEntryProbability) {\n\t\tthrow new PredictInputError('minEntryProbability must be below maxEntryProbability');\n\t}\n\tassertUint(policy.inventoryImpactMaxRate, 'inventoryImpactMaxRate', FLOAT_SCALING);\n\tassertUint(policy.backingBufferLambda, 'backingBufferLambda', FLOAT_SCALING);\n\tassertUint(\n\t\tpolicy.inventoryImpactScale,\n\t\t'inventoryImpactScale',\n\t\tU64_MAX,\n\t\tpolicy.inventoryImpactMaxRate === 0n ? 0n : 1n,\n\t);\n}\n\nfunction assertBoundaries(boundaries: Boundaries): void {\n\tif (boundaries.lowerUp !== null) assertUint(boundaries.lowerUp, 'lowerUp', FLOAT_SCALING);\n\tif (boundaries.higherUp !== null) assertUint(boundaries.higherUp, 'higherUp', FLOAT_SCALING);\n}\n\nfunction assertBook(book: MintBookTerms): void {\n\tassertUint(book.totalPayout, 'totalPayout');\n\tassertUint(book.maxPayout, 'maxPayout', book.totalPayout);\n\tassertUint(book.rangeMaxPayout, 'rangeMaxPayout', book.maxPayout);\n}\n\nfunction assertCostInputs(\n\tinputs: Pick<MintInputsBase, 'fees' | 'book' | 'penaltyRate' | 'lotSize'>,\n): void {\n\tassertFeePolicy(inputs.fees);\n\tassertUint(inputs.penaltyRate ?? 0n, 'penaltyRate', FLOAT_SCALING);\n\tassertUint(inputs.lotSize ?? POSITION_LOT_SIZE, 'lotSize', U64_MAX / MAX_QUANTITY_LOTS, 1n);\n\tif (inputs.fees.inventoryImpactMaxRate > 0n && !inputs.book) {\n\t\tthrow new PredictInputError('book is required when inventory impact is enabled');\n\t}\n\tif (inputs.book) assertBook(inputs.book);\n}\n\n// === Fee components ===\n\n/** `strike_exposure_config::raw_bernoulli_fee_rate` — `base_fee · sqrt(p·(1−p))`, the fee rate\n * before the `min_fee` floor and the expiry ramp. Zero at the certain ends. */\nexport function bernoulliFeeRate(baseFee: bigint, probability: bigint): bigint {\n\tassertUint(baseFee, 'baseFee', FLOAT_SCALING);\n\tassertUint(probability, 'probability (EInvalidFeeProbability)', FLOAT_SCALING);\n\tif (probability === 0n || probability === FLOAT_SCALING) return 0n;\n\treturn mulDown(baseFee, sqrtDown(mulDown(probability, FLOAT_SCALING - probability)));\n}\n\n/** `strike_exposure_config::expiry_fee_multiplier` — 1.0 outside the window, rising linearly\n * to `expiry_fee_max_multiplier` at expiry. */\nexport function expiryFeeMultiplier(policy: FeePolicy, timeToExpiryMs: bigint): bigint {\n\tassertFeePolicy(policy);\n\tassertUint(timeToExpiryMs, 'timeToExpiryMs');\n\tif (timeToExpiryMs >= policy.expiryFeeWindowMs) return FLOAT_SCALING;\n\treturn (\n\t\tFLOAT_SCALING +\n\t\tmulDivDown(\n\t\t\tpolicy.expiryFeeMaxMultiplier - FLOAT_SCALING,\n\t\t\tpolicy.expiryFeeWindowMs - timeToExpiryMs,\n\t\t\tpolicy.expiryFeeWindowMs,\n\t\t)\n\t);\n}\n\n// `strike_exposure_config::leg_trading_fee` — one finite boundary's fee, floored then ramped,\n// rounded down at each step.\nfunction legTradingFee(\n\tpolicy: FeePolicy,\n\tprobability: bigint,\n\tquantity: bigint,\n\ttimeToExpiryMs: bigint,\n): bigint {\n\tconst base = max(bernoulliFeeRate(policy.baseFee, probability), policy.minFee);\n\treturn mulDown(mulDown(base, expiryFeeMultiplier(policy, timeToExpiryMs)), quantity);\n}\n\n/**\n * `strike_exposure_config::trading_fee` — the fee for a whole range, charged PER FINITE\n * BOUNDARY with each leg floored and ramped independently. A binary order has one finite\n * boundary and pays one leg; a two-sided range pays two, so it is not the same fee as the\n * range's own probability would suggest.\n */\nexport function tradingFee(\n\tpolicy: FeePolicy,\n\tboundaries: Boundaries,\n\tquantity: bigint,\n\ttimeToExpiryMs: bigint,\n): bigint {\n\tassertFeePolicy(policy);\n\tassertBoundaries(boundaries);\n\tassertUint(quantity, 'quantity');\n\tassertUint(timeToExpiryMs, 'timeToExpiryMs');\n\tconst lower =\n\t\tboundaries.lowerUp === null\n\t\t\t? 0n\n\t\t\t: legTradingFee(policy, boundaries.lowerUp, quantity, timeToExpiryMs);\n\tconst higher =\n\t\tboundaries.higherUp === null\n\t\t\t? 0n\n\t\t\t: legTradingFee(policy, boundaries.higherUp, quantity, timeToExpiryMs);\n\treturn lower + higher;\n}\n\n/** `expiry_market::builder_fee_amount` — an account carrying a builder code pays the builder a\n * multiple of its trading fee, capped as a share of quantity. */\nexport function builderFee(fee: bigint, quantity: bigint, hasBuilderCode: boolean): bigint {\n\tassertUint(fee, 'fee');\n\tassertUint(quantity, 'quantity');\n\tif (!hasBuilderCode) return 0n;\n\treturn min(mulDown(fee, BUILDER_FEE_MULTIPLIER), mulDown(quantity, MAX_BUILDER_FEE_RATE));\n}\n\n/** `expiry_market::fee_incentive_subsidy_amount` — a sponsor pays part of the trader's MINT\n * fee, bounded by the expiry's remaining sponsored balance. Mints only; redeems pay in full. */\nexport function feeIncentiveSubsidy(fee: bigint, feeIncentiveBalance: bigint): bigint {\n\tassertUint(fee, 'fee');\n\tassertUint(feeIncentiveBalance, 'feeIncentiveBalance');\n\treturn min(mulDown(fee, FEE_INCENTIVE_SUBSIDY_RATE), feeIncentiveBalance);\n}\n\n/**\n * `ewma::penalty_fee`'s firing test, as a per-unit RATE: `penalty_rate` when the transaction's\n * gas price is a high outlier against the market's pre-trade EWMA, else zero. It is a rate and\n * not an amount because the surcharge is `rate · quantity`, and a budget search has to reprice\n * it at every candidate quantity. `gasPrice` is the raw reference gas price (not 1e9-scaled),\n * as `tx_context::gas_price` reports it.\n */\nexport function congestionPenaltyRate(\n\tpolicy: CongestionPolicy,\n\tstate: CongestionState,\n\tgasPrice: bigint,\n): bigint {\n\tassertUint(policy.penaltyRate, 'penaltyRate', FLOAT_SCALING);\n\tassertUint(policy.zScoreThreshold, 'zScoreThreshold');\n\tassertUint(state.mean, 'mean');\n\tassertUint(state.variance, 'variance');\n\tassertUint(gasPrice, 'gasPrice', U64_MAX / FLOAT_SCALING);\n\tif (!policy.enabled || state.variance === 0n) return 0n;\n\tconst scaled = gasPrice * FLOAT_SCALING;\n\tif (scaled <= state.mean) return 0n;\n\tconst zScore = divDown(scaled - state.mean, sqrtDown(state.variance));\n\tif (zScore <= policy.zScoreThreshold) return 0n;\n\treturn policy.penaltyRate;\n}\n\n// `strike_exposure::live_payout_liability_from_terms` — `M + lambda·(T − M)`.\nfunction payoutLiability(policy: FeePolicy, maxPayout: bigint, totalPayout: bigint): bigint {\n\treturn maxPayout + mulDown(policy.backingBufferLambda, totalPayout - maxPayout);\n}\n\n/**\n * `strike_exposure::inventory_impact_potential_for_liability` — the book-level potential\n * `phi(L)`: marginal rate rising linearly to `inventory_impact_max_rate` over the scale `B`,\n * flat at the cap above it. Trades are charged the DIFFERENCE of two evaluations, which is\n * what makes inventory cycles telescope to zero.\n */\nexport function inventoryImpactPotential(policy: FeePolicy, liability: bigint): bigint {\n\tassertFeePolicy(policy);\n\tassertUint(liability, 'liability');\n\tif (policy.inventoryImpactMaxRate === 0n || liability === 0n) return 0n;\n\tconst scale = policy.inventoryImpactScale;\n\tconst capped = min(liability, scale);\n\tconst utilization = mulDivDown(capped, FLOAT_SCALING, scale);\n\tconst marginalRate = mulDown(policy.inventoryImpactMaxRate, utilization);\n\tconst potentialAtCapped = mulDown(marginalRate, capped) / 2n;\n\tif (liability <= scale) return potentialAtCapped;\n\treturn potentialAtCapped + mulDown(policy.inventoryImpactMaxRate, liability - scale);\n}\n\n/** `strike_exposure::mint_range_inventory_impact` — the charge a mint of `quantity` over a\n * range pays: the exact rise in the book potential. Zero at the shipped rate of `0n`. */\nexport function mintInventoryImpact(\n\tpolicy: FeePolicy,\n\tbook: MintBookTerms,\n\tquantity: bigint,\n): bigint {\n\tassertFeePolicy(policy);\n\tassertBook(book);\n\tassertUint(quantity, 'quantity', U64_MAX - book.totalPayout);\n\tif (policy.inventoryImpactMaxRate === 0n || quantity === 0n) return 0n;\n\tconst before = payoutLiability(policy, book.maxPayout, book.totalPayout);\n\tconst after = payoutLiability(\n\t\tpolicy,\n\t\tmax(book.maxPayout, book.rangeMaxPayout + quantity),\n\t\tbook.totalPayout + quantity,\n\t);\n\treturn inventoryImpactPotential(policy, after) - inventoryImpactPotential(policy, before);\n}\n\n/** `strike_exposure::live_close_inventory_impact` — the rebate a live close of `payout`\n * receives: the exact fall in the same potential. Zero at the shipped rate of `0n`. */\nexport function closeInventoryImpact(\n\tpolicy: FeePolicy,\n\tbook: CloseBookTerms,\n\tpayout: bigint,\n): bigint {\n\tassertFeePolicy(policy);\n\tassertBook(book);\n\tassertUint(book.complementMaxPayout, 'complementMaxPayout', book.maxPayout);\n\tif (max(book.rangeMaxPayout, book.complementMaxPayout) !== book.maxPayout) {\n\t\tthrow new PredictInputError('maxPayout must equal the larger range or complement payout');\n\t}\n\tassertUint(payout, 'close payout', book.rangeMaxPayout);\n\tif (policy.inventoryImpactMaxRate === 0n || payout === 0n) return 0n;\n\tconst before = payoutLiability(policy, book.maxPayout, book.totalPayout);\n\tconst after = payoutLiability(\n\t\tpolicy,\n\t\tmax(book.rangeMaxPayout - payout, book.complementMaxPayout),\n\t\tbook.totalPayout - payout,\n\t);\n\treturn inventoryImpactPotential(policy, before) - inventoryImpactPotential(policy, after);\n}\n\n// === Probabilities ===\n\n/** `pricing::probability` — the range's own probability, `up(lower) − up(higher)` with the\n * chain's saturating subtraction and its infinite-boundary defaults. */\nexport function rangeProbability(boundaries: Boundaries): bigint {\n\tassertBoundaries(boundaries);\n\tconst lower = boundaries.lowerUp ?? FLOAT_SCALING;\n\tconst higher = boundaries.higherUp ?? 0n;\n\treturn lower > higher ? lower - higher : 0n;\n}\n\n// Float probability -> the chain's raw 1e9 domain, clamped like `compute_nd2`'s own clamp.\nfunction toRawProbability(p: number): bigint {\n\tif (!Number.isFinite(p)) throw new PredictInputError(`probability is not finite: ${p}`);\n\tconst raw = BigInt(Math.round(p * Number(FLOAT_SCALING)));\n\treturn raw < 0n ? 0n : raw > FLOAT_SCALING ? FLOAT_SCALING : raw;\n}\n\n/** Price a range's two boundaries with the local float pricer. `lower`/`upper` are strikes in\n * USD; pass `null` for an infinite side (`{ lower: strike, upper: null }` is an UP order,\n * `{ lower: null, upper: strike }` a DOWN order). Carries the pricer's ~1e-4 approximation. */\nexport function boundaryProbabilities(\n\tpricer: PricerInputs,\n\tlower: number | null,\n\tupper: number | null,\n): Boundaries {\n\treturn {\n\t\tlowerUp: lower === null ? null : toRawProbability(upProbability(pricer, lower)),\n\t\thigherUp: upper === null ? null : toRawProbability(upProbability(pricer, upper)),\n\t};\n}\n\nfunction resolveBoundaries(source: ProbabilitySource): { boundaries: Boundaries; exact: boolean } {\n\tlet boundaries: Boundaries;\n\tlet exact: boolean;\n\tif ('pricer' in source) {\n\t\tconst { lower, upper } = source;\n\t\tif (lower !== null && upper !== null && lower >= upper) {\n\t\t\tthrow new PredictInputError(`lower strike ${lower} must be below ${upper} (EInvalidRange)`);\n\t\t}\n\t\tboundaries = boundaryProbabilities(source.pricer, lower, upper);\n\t\texact = false;\n\t} else {\n\t\tboundaries = source;\n\t\texact = true;\n\t}\n\tassertBoundaries(boundaries);\n\t// `(-inf, +inf]` is the whole outcome space; `order::assert_valid_order_shape` rejects it.\n\tif (boundaries.lowerUp === null && boundaries.higherUp === null) {\n\t\tthrow new PredictInputError('a range cannot be infinite on both sides (EInvalidRange)');\n\t}\n\treturn { boundaries, exact };\n}\n\n// `number` is a human amount in USDC decimals, `bigint` is already raw — the SDK-wide\n// convention for every financial parameter.\nfunction rawAmount(value: number | bigint): bigint {\n\tconst raw = typeof value === 'bigint' ? value : usdcToRaw(value);\n\tassertUint(raw, 'amount');\n\treturn raw;\n}\n\nfunction rawMs(value: number | bigint): bigint {\n\tif (typeof value === 'number' && !Number.isSafeInteger(value)) {\n\t\tthrow new PredictInputError(`timestamp must be a safe integer in milliseconds, got ${value}`);\n\t}\n\tconst raw = typeof value === 'bigint' ? value : BigInt(value);\n\tassertUint(raw, 'timestamp');\n\treturn raw;\n}\n\n// === Mint ===\n\n/** Inputs shared by the exact-quantity mint quote and the budget-sized one. */\ninterface MintInputsBase {\n\t/** The market's snapshotted fee policy. */\n\tfees: FeePolicy;\n\t/** Market expiry, ms since epoch. */\n\texpiryMs: number | bigint;\n\t/** The clock the trade will price against, ms since epoch. Defaults to `Date.now()`. */\n\tnowMs?: number | bigint;\n\t/** Boundary probabilities, or a pricer snapshot plus the range's strikes. */\n\tprobabilities: ProbabilitySource;\n\t/** Whether the minting account carries a builder code (it pays the builder fee). */\n\tbuilderCode?: boolean;\n\t/** The expiry's remaining sponsored fee balance (`fee_incentive_balance`). Default `0n`. */\n\tfeeIncentiveBalance?: number | bigint;\n\t/** Per-unit congestion surcharge rate — see {@link congestionPenaltyRate}. Default `0n`. */\n\tpenaltyRate?: bigint;\n\t/** Pre-trade payout-tree terms. Required when inventory impact is enabled. */\n\tbook?: MintBookTerms;\n\t/** The deployment's `position_lot_size`. Defaults to the Move constant, `10_000n`. */\n\tlotSize?: bigint;\n}\n\n/** Inputs for {@link mintCost}: an exact payout quantity. */\nexport interface MintCostInputs extends MintInputsBase {\n\t/** Maximum payout bought, in quote units — `number` is human USD, `bigint` is raw. */\n\tquantity: number | bigint;\n}\n\n/** Inputs for {@link mintCostForBudget}: an all-in budget, the `mint_exact_cost` shape. */\nexport interface MintBudgetInputs extends MintInputsBase {\n\t/** The total to spend, fees included. */\n\tbudget: number | bigint;\n\t/** Floor on the fill; a smaller result aborts, as `mint_exact_cost` does. Default one lot. */\n\tminQuantity?: number | bigint;\n\t/** The account's settled USDC. The chain caps the budget at it before sizing; pass it to\n\t * reproduce that cap (and to let `U64_MAX` mean \"my whole balance\"). */\n\taccountBalance?: number | bigint;\n}\n\n/** One mint's cost decomposition — the fields of the chain's `MintQuote`, in human units with\n * the exact integers alongside. `cost` is the account debit. */\nexport interface MintCost {\n\t/** Maximum payout bought (human quote units). */\n\tquantity: number;\n\t/** Fill price, 0..1 per $1 of payout, before fees. */\n\tentryProbability: number;\n\t/** Premium into LP backing. */\n\tpremium: number;\n\t/** `referral` is not here: it is a split of protocol proceeds, not a trader debit. */\n\tfees: { trading: number; subsidy: number; builder: number; penalty: number; impact: number };\n\t/** All-in account debit: `premium + (trading − subsidy) + builder + penalty + impact`. */\n\tcost: number;\n\t/** All-in price per $1 of payout — `cost / quantity`, the number to compare across venues. */\n\tcostPerContract: number;\n\t/** Maximum payout divided by the all-in debit, including fees. */\n\tpayoutMultiple: number;\n\traw: {\n\t\tquantity: bigint;\n\t\tentryProbability: bigint;\n\t\tpremium: bigint;\n\t\ttradingFee: bigint;\n\t\tsubsidy: bigint;\n\t\tbuilderFee: bigint;\n\t\tpenaltyFee: bigint;\n\t\timpactCharge: bigint;\n\t\tcost: bigint;\n\t};\n\t/** True when boundary probabilities were supplied as raw integers rather than priced\n\t * locally in float. Does not verify their source, freshness or the other quote inputs. */\n\texactProbabilities: boolean;\n}\n\n/** Budget-sized mint plus the budget information needed to render an order preview. */\nexport interface MintBudgetCost extends Omit<MintCost, 'raw'> {\n\t/** Requested all-in budget, before the optional account-balance cap. */\n\tbudget: number;\n\t/** Budget after the optional account-balance cap. */\n\teffectiveBudget: number;\n\t/** Requested budget minus actual cost, including any balance-cap shortfall. */\n\tunspentBudget: number;\n\traw: MintCost['raw'] & {\n\t\tbudget: bigint;\n\t\teffectiveBudget: bigint;\n\t\tunspentBudget: bigint;\n\t};\n}\n\n// `strike_exposure_config::assert_mint_probability_policy`, applied where\n// `assert_range_mint_probability_policy` applies it: each finite leg and the range itself.\nfunction assertProbabilityPolicy(policy: FeePolicy, probability: bigint): void {\n\tif (probability < policy.minEntryProbability || probability > policy.maxEntryProbability) {\n\t\tthrow new PredictInputError(\n\t\t\t`entry probability ${probability} outside the market's [${policy.minEntryProbability}, ` +\n\t\t\t\t`${policy.maxEntryProbability}] admission band (EEntryProbabilityOutOfBounds)`,\n\t\t);\n\t}\n}\n\nfunction assertRangeMintPolicy(policy: FeePolicy, boundaries: Boundaries): void {\n\tif (boundaries.lowerUp !== null) assertProbabilityPolicy(policy, boundaries.lowerUp);\n\tif (boundaries.higherUp !== null) {\n\t\tassertProbabilityPolicy(policy, FLOAT_SCALING - boundaries.higherUp);\n\t}\n\tassertProbabilityPolicy(policy, rangeProbability(boundaries));\n}\n\nfunction assertValidQuantity(quantity: bigint, lotSize: bigint): void {\n\tif (quantity <= 0n || quantity % lotSize !== 0n || quantity / lotSize > MAX_QUANTITY_LOTS) {\n\t\tthrow new PredictInputError(\n\t\t\t`quantity ${quantity} must be a positive multiple of the ${lotSize} lot size, at most ` +\n\t\t\t\t`${MAX_QUANTITY_LOTS} lots (EInvalidQuantity)`,\n\t\t);\n\t}\n}\n\nfunction timeToExpiry(expiryMs: bigint, nowMs: bigint): bigint {\n\tif (nowMs >= expiryMs) {\n\t\tthrow new PredictInputError(\n\t\t\t`market expired at ${expiryMs}; a live trade at ${nowMs} aborts (ELivePricingExpired)`,\n\t\t);\n\t}\n\treturn expiryMs - nowMs;\n}\n\n// The all-in sum, `expiry_market::mint_quote_at`, with no admission checks — the one place the\n// cost is assembled, shared by the quote and the budget search exactly as the contract shares\n// it. Rounding order is the chain's: every component is floored before it is summed.\nfunction mintQuoteAt(\n\tinputs: MintInputsBase,\n\tboundaries: Boundaries,\n\tquantity: bigint,\n\ttimeToExpiryMs: bigint,\n): {\n\tpremium: bigint;\n\tfee: bigint;\n\tsubsidy: bigint;\n\tbuilder: bigint;\n\tpenalty: bigint;\n\timpact: bigint;\n\tcost: bigint;\n} {\n\tconst premium = mulDown(rangeProbability(boundaries), quantity);\n\tconst fee = tradingFee(inputs.fees, boundaries, quantity, timeToExpiryMs);\n\tconst subsidy = feeIncentiveSubsidy(fee, rawAmount(inputs.feeIncentiveBalance ?? 0n));\n\tconst builder = builderFee(fee, quantity, inputs.builderCode ?? false);\n\tconst penalty = mulDown(inputs.penaltyRate ?? 0n, quantity);\n\tconst impact = inputs.book ? mintInventoryImpact(inputs.fees, inputs.book, quantity) : 0n;\n\treturn {\n\t\tpremium,\n\t\tfee,\n\t\tsubsidy,\n\t\tbuilder,\n\t\tpenalty,\n\t\timpact,\n\t\tcost: premium + (fee - subsidy) + builder + penalty + impact,\n\t};\n}\n\nfunction mintCostFrom(\n\tinputs: MintInputsBase,\n\tboundaries: Boundaries,\n\texact: boolean,\n\tquantity: bigint,\n\ttimeToExpiryMs: bigint,\n): MintCost {\n\tconst q = mintQuoteAt(inputs, boundaries, quantity, timeToExpiryMs);\n\tconst probability = rangeProbability(boundaries);\n\treturn {\n\t\tquantity: fromRaw(quantity, 6),\n\t\tentryProbability: fromRaw(probability, 9),\n\t\tpremium: fromRaw(q.premium, 6),\n\t\tfees: {\n\t\t\ttrading: fromRaw(q.fee, 6),\n\t\t\tsubsidy: fromRaw(q.subsidy, 6),\n\t\t\tbuilder: fromRaw(q.builder, 6),\n\t\t\tpenalty: fromRaw(q.penalty, 6),\n\t\t\timpact: fromRaw(q.impact, 6),\n\t\t},\n\t\tcost: fromRaw(q.cost, 6),\n\t\tcostPerContract: quantity === 0n ? 0 : Number(q.cost) / Number(quantity),\n\t\tpayoutMultiple: Number(quantity) / Number(q.cost),\n\t\traw: {\n\t\t\tquantity,\n\t\t\tentryProbability: probability,\n\t\t\tpremium: q.premium,\n\t\t\ttradingFee: q.fee,\n\t\t\tsubsidy: q.subsidy,\n\t\t\tbuilderFee: q.builder,\n\t\t\tpenaltyFee: q.penalty,\n\t\t\timpactCharge: q.impact,\n\t\t\tcost: q.cost,\n\t\t},\n\t\texactProbabilities: exact,\n\t};\n}\n\n/**\n * All-in cost of minting an exact payout quantity — the `mint_exact_quantity` shape, priced\n * entirely client-side. Mirrors `compute_mint_quote`, including its admission checks: the\n * entry-probability band on each finite leg and on the range, the `min_premium` floor, the lot\n * grid, and the `all_in_cost <= quantity` bound (a contract may never cost more than it can\n * pay out). Each violation throws the `PredictInputError` naming the abort the chain would\n * have raised.\n */\nexport function mintCost(inputs: MintCostInputs): MintCost {\n\tassertCostInputs(inputs);\n\tconst { boundaries, exact } = resolveBoundaries(inputs.probabilities);\n\tconst lotSize = inputs.lotSize ?? POSITION_LOT_SIZE;\n\tconst quantity = rawAmount(inputs.quantity);\n\tconst ttl = timeToExpiry(rawMs(inputs.expiryMs), rawMs(inputs.nowMs ?? Date.now()));\n\n\tassertRangeMintPolicy(inputs.fees, boundaries);\n\tconst premium = mulDown(rangeProbability(boundaries), quantity);\n\tif (premium < MIN_PREMIUM) {\n\t\tthrow new PredictInputError(\n\t\t\t`premium ${premium} is below the ${MIN_PREMIUM} minimum (EPremiumBelowMinimum)`,\n\t\t);\n\t}\n\tassertValidQuantity(quantity, lotSize);\n\n\tconst quote = mintCostFrom(inputs, boundaries, exact, quantity, ttl);\n\tif (quote.raw.cost > quantity) {\n\t\tthrow new PredictInputError(\n\t\t\t`all-in cost ${quote.raw.cost} exceeds the maximum payout ${quantity} ` +\n\t\t\t\t`(EMintCostAboveMaxPayout)`,\n\t\t);\n\t}\n\treturn quote;\n}\n\n/**\n * A fill whose ALL-IN cost fits a budget — `expiry_market::mint_exact_cost` computed\n * client-side, with the same lot search over the same cost function, so the answer is the\n * quantity that entrypoint would size and the cost it would debit.\n *\n * Without it a \"spend exactly $X\" flow has to guess: every fee is charged ON TOP of the\n * premium, so the caller subtracts an estimated fee load, pads it against an abort, and\n * systematically underspends. Here the whole search runs locally; submit the all-in budget\n * through `tx.mintCost` on deployments carrying `mint_exact_cost`.\n *\n * Sizing also respects the fill's maximum payout and the 32-bit lot cap; either can leave\n * substantial budget unspent. When only the budget binds, one more lot would exceed it.\n * If the budget fill exceeds its maximum payout, the contract's step-down is best effort:\n * rounding can make it miss a larger admissible fill, including one meeting `minQuantity`.\n * The chain caps the budget at the account balance first ({@link MintBudgetInputs.accountBalance}).\n */\nexport function mintCostForBudget(inputs: MintBudgetInputs): MintBudgetCost {\n\tassertCostInputs(inputs);\n\tconst { boundaries, exact } = resolveBoundaries(inputs.probabilities);\n\tconst lotSize = inputs.lotSize ?? POSITION_LOT_SIZE;\n\tconst ttl = timeToExpiry(rawMs(inputs.expiryMs), rawMs(inputs.nowMs ?? Date.now()));\n\tconst minQuantity = inputs.minQuantity === undefined ? lotSize : rawAmount(inputs.minQuantity);\n\tconst requestedBudget = rawAmount(inputs.budget);\n\tlet budget = requestedBudget;\n\tif (inputs.accountBalance !== undefined) budget = min(budget, rawAmount(inputs.accountBalance));\n\n\tassertRangeMintPolicy(inputs.fees, boundaries);\n\n\t// `strike_exposure::max_quantity_for_premium` — the premium-only fit bounds the all-in\n\t// fit from above, because every other term is non-negative.\n\tconst probability = rangeProbability(boundaries);\n\tlet lo = 0n;\n\tlet hi = MAX_QUANTITY_LOTS;\n\twhile (lo < hi) {\n\t\tconst mid = (lo + hi + 1n) / 2n;\n\t\tif (mulDown(probability, mid * lotSize) <= budget) lo = mid;\n\t\telse hi = mid - 1n;\n\t}\n\n\t// `expiry_market::quote_exact_cost_terms`, first half: the budget search proper. Exact,\n\t// because every all-in term is nondecreasing in quantity for fixed pre-trade state.\n\tconst allInCostAt = (quantity: bigint) => mintQuoteAt(inputs, boundaries, quantity, ttl).cost;\n\thi = lo;\n\tlo = 0n;\n\twhile (lo < hi) {\n\t\tconst mid = (lo + hi + 1n) / 2n;\n\t\tif (allInCostAt(mid * lotSize) <= budget) lo = mid;\n\t\telse hi = mid - 1n;\n\t}\n\tconst budgetLots = lo;\n\tconst budgetQuantity = budgetLots * lotSize;\n\n\t// Second half: the maximum-payout bound (`cost <= quantity`) is deliberately NOT part of\n\t// that search. It is not monotone — cost and quantity both rise, and the independent floors\n\t// in each cost term let `cost(q) <= q` flip back to true at a larger lot wherever unit cost\n\t// sits within rounding of one — so binary-searching it would discard admissible fills. It is\n\t// consulted only when the budget fill breaches it, and the step-down runs strictly below\n\t// that fill, so every candidate already fits the budget.\n\t// This fallback mirrors Move's best-effort search; its nonmonotone predicate means it\n\t// can miss larger admissible fills, including one satisfying minQuantity.\n\tlet lots = budgetLots;\n\tif (budgetLots > 0n && allInCostAt(budgetQuantity) > budgetQuantity) {\n\t\tlet stepLo = 0n;\n\t\tlet stepHi = budgetLots - 1n;\n\t\twhile (stepLo < stepHi) {\n\t\t\tconst mid = (stepLo + stepHi + 1n) / 2n;\n\t\t\tconst candidate = mid * lotSize;\n\t\t\tif (allInCostAt(candidate) <= candidate) stepLo = mid;\n\t\t\telse stepHi = mid - 1n;\n\t\t}\n\t\t// No admissible smaller fill: fall back to the budget fill, which then fails the\n\t\t// maximum-payout bound below exactly as the chain's own quote aborts on it.\n\t\tlots = stepLo === 0n ? budgetLots : stepLo;\n\t}\n\n\tconst quantity = lots * lotSize;\n\tif (quantity < minQuantity) {\n\t\tthrow new PredictInputError(\n\t\t\t`budget ${budget} sizes ${quantity}, below the ${minQuantity} minimum ` +\n\t\t\t\t`(EMintQuantityBelowMin)`,\n\t\t);\n\t}\n\tconst premium = mulDown(probability, quantity);\n\tif (premium < MIN_PREMIUM) {\n\t\tthrow new PredictInputError(\n\t\t\t`budget ${budget} sizes a premium of ${premium}, below the ${MIN_PREMIUM} minimum ` +\n\t\t\t\t`(EPremiumBelowMinimum)`,\n\t\t);\n\t}\n\tassertValidQuantity(quantity, lotSize);\n\tconst quote = mintCostFrom(inputs, boundaries, exact, quantity, ttl);\n\tif (quote.raw.cost > quantity) {\n\t\tthrow new PredictInputError(\n\t\t\t`sized fill inside budget ${budget} costs more than it can pay out: ${quote.raw.cost} ` +\n\t\t\t\t`exceeds ${quantity} (EMintCostAboveMaxPayout)`,\n\t\t);\n\t}\n\treturn {\n\t\t...quote,\n\t\tbudget: fromRaw(requestedBudget, 6),\n\t\teffectiveBudget: fromRaw(budget, 6),\n\t\tunspentBudget: fromRaw(requestedBudget - quote.raw.cost, 6),\n\t\traw: {\n\t\t\t...quote.raw,\n\t\t\tbudget: requestedBudget,\n\t\t\teffectiveBudget: budget,\n\t\t\tunspentBudget: requestedBudget - quote.raw.cost,\n\t\t},\n\t};\n}\n\n// === Live redeem ===\n\n/** Inputs for {@link redeemLiveProceeds}. The range is the ORDER's own range — the same two\n * boundaries it was minted over, which is what `redeem_live` reprices. */\nexport interface RedeemLiveInputs {\n\tfees: FeePolicy;\n\texpiryMs: number | bigint;\n\tnowMs?: number | bigint;\n\t/** The order's boundary probabilities now, or a pricer snapshot plus the order's strikes. */\n\tprobabilities: ProbabilitySource;\n\t/** Payout being closed — the whole order, or part of it. */\n\tcloseQuantity: number | bigint;\n\t/** Current position payout quantity, when known. Validates the close and returns the remainder. */\n\tpositionQuantity?: number | bigint;\n\tbuilderCode?: boolean;\n\tpenaltyRate?: bigint;\n\t/** Pre-trade payout-tree terms. Required when inventory impact is enabled. */\n\tbook?: CloseBookTerms;\n\tlotSize?: bigint;\n}\n\n/** What a live close credits the account, decomposed. */\nexport interface RedeemLiveProceeds {\n\t/** NET credited to the account. */\n\tproceeds: number;\n\t/** Close value before fees: the range's current probability times the closed payout. */\n\tgross: number;\n\tfees: { trading: number; builder: number; penalty: number; impactRebate: number };\n\tquantityClosed: number;\n\t/** Unclosed payout quantity, or null when positionQuantity was not supplied. */\n\tremainingQuantity: number | null;\n\t/** Net credited per $1 of closed payout; includes fees and the inventory rebate. */\n\tproceedsPerContract: number;\n\t/** Current range probability, 0..1, before amount rounding and fees. */\n\tprobability: number;\n\traw: {\n\t\tproceeds: bigint;\n\t\tgross: bigint;\n\t\ttradingFee: bigint;\n\t\tbuilderFee: bigint;\n\t\tpenaltyFee: bigint;\n\t\timpactRebate: bigint;\n\t\tquantityClosed: bigint;\n\t\tremainingQuantity: bigint | null;\n\t\t/** 1e9-scaled range probability; locally priced inputs remain approximate. */\n\t\tprobability: bigint;\n\t};\n\t/** Identifies raw probability inputs; does not verify their source or state freshness. */\n\texactProbabilities: boolean;\n}\n\n/**\n * Net proceeds of closing a live position — `expiry_market::redeem_live`'s payment\n * decomposition, client-side. The mirror of {@link mintCost}: the same per-boundary trading\n * fee and builder fee, the same congestion surcharge, and the inventory-impact term as a\n * REBATE rather than a charge. There is no sponsor subsidy on a close (incentives subsidise\n * mints only), and each deduction is clamped at the payout remaining after the ones before it,\n * exactly as the contract clamps them, so a close can never cost more than it releases.\n *\n * Use this for a local UI preview from a supplied snapshot. `read.quoteRedeem` simulates\n * the actual close and remains the pre-trade check for ownership, remaining position size,\n * live-market gates and current fees. `proceeds` is what `min_proceeds` is compared against\n * on the real call; this preview does not guarantee execution at that amount.\n */\nexport function redeemLiveProceeds(inputs: RedeemLiveInputs): RedeemLiveProceeds {\n\tassertCostInputs(inputs);\n\tconst { boundaries, exact } = resolveBoundaries(inputs.probabilities);\n\tconst lotSize = inputs.lotSize ?? POSITION_LOT_SIZE;\n\tconst quantity = rawAmount(inputs.closeQuantity);\n\tconst ttl = timeToExpiry(rawMs(inputs.expiryMs), rawMs(inputs.nowMs ?? Date.now()));\n\tassertValidQuantity(quantity, lotSize);\n\n\tconst positionQuantity =\n\t\tinputs.positionQuantity === undefined ? null : rawAmount(inputs.positionQuantity);\n\tif (positionQuantity !== null) {\n\t\tassertValidQuantity(positionQuantity, lotSize);\n\t\tif (quantity > positionQuantity)\n\t\t\tthrow new PredictInputError('closeQuantity exceeds positionQuantity');\n\t}\n\tconst remainingQuantity = positionQuantity === null ? null : positionQuantity - quantity;\n\tconst probability = rangeProbability(boundaries);\n\tconst gross = mulDown(probability, quantity);\n\tconst fee = min(tradingFee(inputs.fees, boundaries, quantity, ttl), gross);\n\tconst builder = min(builderFee(fee, quantity, inputs.builderCode ?? false), gross - fee);\n\tconst penalty = min(mulDown(inputs.penaltyRate ?? 0n, quantity), gross - fee - builder);\n\tconst rebate = inputs.book ? closeInventoryImpact(inputs.fees, inputs.book, quantity) : 0n;\n\tconst proceeds = gross + rebate - fee - builder - penalty;\n\n\treturn {\n\t\tproceeds: fromRaw(proceeds, 6),\n\t\tgross: fromRaw(gross, 6),\n\t\tfees: {\n\t\t\ttrading: fromRaw(fee, 6),\n\t\t\tbuilder: fromRaw(builder, 6),\n\t\t\tpenalty: fromRaw(penalty, 6),\n\t\t\timpactRebate: fromRaw(rebate, 6),\n\t\t},\n\t\tquantityClosed: fromRaw(quantity, 6),\n\t\tremainingQuantity: remainingQuantity === null ? null : fromRaw(remainingQuantity, 6),\n\t\tproceedsPerContract: Number(proceeds) / Number(quantity),\n\t\tprobability: fromRaw(probability, 9),\n\t\traw: {\n\t\t\tproceeds,\n\t\t\tgross,\n\t\t\ttradingFee: fee,\n\t\t\tbuilderFee: builder,\n\t\t\tpenaltyFee: penalty,\n\t\t\timpactRebate: rebate,\n\t\t\tquantityClosed: quantity,\n\t\t\tremainingQuantity,\n\t\t\tprobability,\n\t\t},\n\t\texactProbabilities: exact,\n\t};\n}\n\n// === Order IDs ===\n\nconst QUANTITY_LOTS_OFFSET = 100n;\nconst LOWER_TICK_OFFSET = 70n;\nconst HIGHER_TICK_OFFSET = 40n;\nconst TICK_MASK = POS_INF_TICK; // `constants::pos_inf_tick` is the full 30-bit mask\n/** `constants::pos_inf_tick` — the +∞ sentinel in an order's higher-tick field. */\nexport { POS_INF_TICK };\nconst U32_MASK = (1n << 32n) - 1n;\n\n/** The contract terms packed into an order ID (`deepbook_predict::order`). Tick `0` as the\n * lower bound is −∞ and {@link POS_INF_TICK} as the higher is +∞; multiply a finite tick by\n * the market's `tickSize` for its raw strike. Use it to feed a position from `read.positions`\n * into {@link redeemLiveProceeds}. */\nexport interface OrderRange {\n\tlowerTick: bigint;\n\thigherTick: bigint;\n\t/** Minted payout: `quantity_lots · position_lot_size`. */\n\tquantity: bigint;\n}\n\n/** Decode an order ID's range and quantity — the TypeScript mirror of `order::lower_tick` /\n * `higher_tick` / `quantity`. */\nexport function decodeOrderRange(orderId: bigint, lotSize: bigint = POSITION_LOT_SIZE): OrderRange {\n\treturn {\n\t\tlowerTick: (orderId >> LOWER_TICK_OFFSET) & TICK_MASK,\n\t\thigherTick: (orderId >> HIGHER_TICK_OFFSET) & TICK_MASK,\n\t\tquantity: ((orderId >> QUANTITY_LOTS_OFFSET) & U32_MASK) * lotSize,\n\t};\n}\n\n/** The strikes an {@link OrderRange} prices against, in USD, with `null` for each infinite\n * side — the shape {@link boundaryProbabilities} takes. `tickSize` is the market's raw tick\n * size (`ActiveMarket.tickSize` in USD, or the raw value from the deployment). */\nexport function orderStrikes(\n\trange: OrderRange,\n\ttickSizeRaw: bigint,\n): { lower: number | null; upper: number | null } {\n\treturn {\n\t\tlower: range.lowerTick === 0n ? null : fromRaw(range.lowerTick * tickSizeRaw, 9),\n\t\tupper: range.higherTick === POS_INF_TICK ? null : fromRaw(range.higherTick * tickSizeRaw, 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package/dist/predict/decode.mjs

@@ -39,7 +39,7 @@ function exactlyOne(items, what) {
 }
 const optId = (v) => v == null ? null : normalizeSuiAddress(v);
 function decodeMints(cfg, result) {
-	return decodeAll(result, cfg.packages.predict, "order_events", "OrderMinted", OrderMinted).map((e) => ({
+	return decodeAll(result, cfg.packages.predictV1 ?? cfg.packages.predict, "order_events", "OrderMinted", OrderMinted).map((e) => ({
 		marketId: normalizeSuiAddress(e.expiry_market_id),
 		accountId: normalizeSuiAddress(e.account_id),
 		owner: normalizeSuiAddress(e.owner),
@@ -73,8 +73,7 @@ function decodeMints(cfg, result) {
 	}));
 }
 function decodeRedeems(cfg, result) {
-	const pkg = cfg.packages.predict;
-	return decodeAll(result, pkg, "order_events", "LiveOrderRedeemed", LiveOrderRedeemed).map((e) => ({
+	return decodeAll(result, cfg.packages.predictV1 ?? cfg.packages.predict, "order_events", "LiveOrderRedeemed", LiveOrderRedeemed).map((e) => ({
 		marketId: normalizeSuiAddress(e.expiry_market_id),
 		accountId: normalizeSuiAddress(e.account_id),
 		owner: normalizeSuiAddress(e.owner),
@@ -105,7 +104,7 @@ function decodeRedeems(cfg, result) {
 	}));
 }
 function decodeClaims(cfg, result) {
-	return decodeAll(result, cfg.packages.predict, "order_events", "SettledOrderRedeemed", SettledOrderRedeemed).map((e) => ({
+	return decodeAll(result, cfg.packages.predictV1 ?? cfg.packages.predict, "order_events", "SettledOrderRedeemed", SettledOrderRedeemed).map((e) => ({
 		marketId: normalizeSuiAddress(e.expiry_market_id),
 		accountId: normalizeSuiAddress(e.account_id),
 		owner: normalizeSuiAddress(e.owner),
@@ -139,7 +138,7 @@ function decodeBalanceChanges(cfg, result, name) {
 const decodeDeposits = (cfg, result) => decodeBalanceChanges(cfg, result, "Deposited");
 const decodeWithdrawals = (cfg, result) => decodeBalanceChanges(cfg, result, "Withdrawn");
 function decodePlpRequests(cfg, result) {
-	const pkg = cfg.packages.predict;
+	const pkg = cfg.packages.predictV1 ?? cfg.packages.predict;
 	const make = (kind) => (e) => ({
 		kind,
 		vaultId: normalizeSuiAddress(e.pool_vault_id),
@@ -152,7 +151,7 @@ function decodePlpRequests(cfg, result) {
 	return [...decodeAll(result, pkg, "vault_events", "SupplyRequested", SupplyRequested).map(make("supply")), ...decodeAll(result, pkg, "vault_events", "WithdrawRequested", WithdrawRequested).map(make("withdraw"))];
 }
 function decodePlpCancels(cfg, result) {
-	return decodeAll(result, cfg.packages.predict, "vault_events", "RequestCancelled", RequestCancelled).map((e) => ({
+	return decodeAll(result, cfg.packages.predictV1 ?? cfg.packages.predict, "vault_events", "RequestCancelled", RequestCancelled).map((e) => ({
 		vaultId: normalizeSuiAddress(e.pool_vault_id),
 		accountId: normalizeSuiAddress(e.account_id),
 		recipient: normalizeSuiAddress(e.recipient),
@@ -163,7 +162,7 @@ function decodePlpCancels(cfg, result) {
 	}));
 }
 function decodeBuilderCodeSets(cfg, result) {
-	return decodeAll(result, cfg.packages.predict, "builder_code_events", "BuilderCodeSet", BuilderCodeSet).map((e) => ({
+	return decodeAll(result, cfg.packages.predictV1 ?? cfg.packages.predict, "builder_code_events", "BuilderCodeSet", BuilderCodeSet).map((e) => ({
 		accountId: normalizeSuiAddress(e.account_id),
 		owner: normalizeSuiAddress(e.owner),
 		builderCodeId: optId(e.builder_code_id)

package/dist/predict/decode.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"decode.mjs","names":["orderEvents.OrderMinted","orderEvents.LiveOrderRedeemed","orderEvents.SettledOrderRedeemed","accountEvents.AccountCreated","accountEvents.Deposited","accountEvents.Withdrawn","vaultEvents.SupplyRequested","vaultEvents.WithdrawRequested","vaultEvents.RequestCancelled","builderCodeEvents.BuilderCodeSet"],"sources":["../../src/predict/decode.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { fromBase64, normalizeSuiAddress } from '@mysten/sui/utils';\nimport type { PredictConfig } from './config/index.js';\nimport { accountEvents } from '../account.js';\nimport * as builderCodeEvents from '../contracts/deepbook_predict/builder_code_events.js';\nimport * as orderEvents from '../contracts/deepbook_predict/order_events.js';\nimport * as vaultEvents from '../contracts/deepbook_predict/vault_events.js';\nimport { PredictInputError } from './errors.js';\nimport { fromRaw } from './units.js';\n\n// ============================================================================\n// Execution-result decoders.\n//\n// Every tx.* builder returns a Transaction; after the app executes it (with\n// events included), the deployed contracts emit typed events carrying the full\n// receipt — order ids, fills, fees, queue indexes, new balances. These pure\n// functions turn that result into typed receipts. No network, no client.\n//\n// Decoding uses each event's BCS bytes, not its `json`: the client typings\n// warn the JSON rendering varies across transports (JSON-RPC/gRPC/GraphQL),\n// while BCS is canonical. Layouts come from the GENERATED event MoveStructs\n// (src/contracts/{deepbook_predict,account}/*_events.ts), whose field order\n// mirrors the deployed Move — regenerate the bindings if the package changes.\n// ============================================================================\n\n/** The slice of an executed/simulated transaction result the decoders need. */\nexport interface DecodableEvent {\n\t/** Full type tag `0xpkg::module::Name` (gRPC `eventType`, legacy `type`). */\n\teventType?: string;\n\ttype?: string;\n\tpackageId?: string;\n\tmodule?: string;\n\t/** Struct name, when the transport supplies it separately from a full type tag. */\n\tname?: string;\n\t/** Canonical BCS payload; some transports deliver it base64-encoded. */\n\tbcs?: Uint8Array | string;\n}\n\nexport interface DecodableTransactionResult {\n\tevents?: readonly DecodableEvent[] | null;\n}\n\n// --- matching + plumbing ----------------------------------------------------\n\nfunction eventBytes(e: DecodableEvent): Uint8Array | null {\n\tif (e.bcs instanceof Uint8Array) return e.bcs;\n\tif (typeof e.bcs === 'string') return fromBase64(e.bcs);\n\treturn null;\n}\n\n// Match by defining package + module + struct name. Events are typed by the\n// ORIGINAL package id; for the current v1 deployments that equals the config\n// package id.\nfunction matches(e: DecodableEvent, pkg: string, module: string, name: string): boolean {\n\tconst tag = e.eventType ?? e.type;\n\tif (tag) {\n\t\tconst parts = tag.split('::');\n\t\tif (parts.length !== 3) return false;\n\t\treturn (\n\t\t\tnormalizeSuiAddress(parts[0]) === normalizeSuiAddress(pkg) &&\n\t\t\tparts[1] === module &&\n\t\t\tparts[2] === name\n\t\t);\n\t}\n\t// No type tag. Match on what the transport did give us — and on `name` when it is\n\t// present, because module+package alone matches EVERY struct in the module, so one\n\t// decoder would happily take another's event and fail deep inside BCS.\n\tif (e.module !== module || e.packageId == null) return false;\n\tif (normalizeSuiAddress(e.packageId) !== normalizeSuiAddress(pkg)) return false;\n\treturn e.name == null || e.name === name;\n}\n\nfunction decodeAll<T>(\n\tresult: DecodableTransactionResult,\n\tpkg: string,\n\tmodule: string,\n\tname: string,\n\tlayout: { parse(bytes: Uint8Array): T },\n): T[] {\n\tconst out: T[] = [];\n\tfor (const e of result.events ?? []) {\n\t\tif (!matches(e, pkg, module, name)) continue;\n\t\tconst bytes = eventBytes(e);\n\t\tif (!bytes) {\n\t\t\tthrow new PredictInputError(\n\t\t\t\t`${module}::${name} event has no BCS payload — execute/simulate with events included`,\n\t\t\t);\n\t\t}\n\t\tout.push(layout.parse(bytes));\n\t}\n\treturn out;\n}\n\nfunction exactlyOne<T>(items: T[], what: string): T {\n\tif (items.length !== 1) {\n\t\tthrow new PredictInputError(`expected exactly one ${what} event, found ${items.length}`);\n\t}\n\treturn items[0];\n}\n\nconst optId = (v: string | null | undefined): string | null =>\n\tv == null ? null : normalizeSuiAddress(v);\n\n// --- receipts ---------------------------------------------------------------\n\nexport interface MintReceipt {\n\tmarketId: string;\n\taccountId: string;\n\towner: string;\n\t/** Persist this: required to redeem/claim the position later. */\n\torderId: bigint;\n\t/** Stable across partial-close replacements; equals orderId at mint. */\n\tpositionRootId: bigint;\n\tlowerTick: bigint;\n\thigherTick: bigint;\n\t/** 0..1 range probability quoted at entry (your fill price per $1 payout). */\n\tentryProbability: number;\n\t/** Max payout actually minted, in quote units (mintAmount: chain-floored). */\n\tquantity: number;\n\t/** Premium paid into LP backing, in quote units. */\n\tpremium: number;\n\t/**\n\t * Fee breakdown. `referral` is the slice of the trader-paid trading fee and\n\t * congestion surcharge delivered to the referrer; `inventoryImpact` is the\n\t * path-independent inventory-impact charge assessed on the mint.\n\t */\n\tfees: {\n\t\ttrading: number;\n\t\tsubsidy: number;\n\t\tbuilder: number;\n\t\tpenalty: number;\n\t\treferral: number;\n\t\tinventoryImpact: number;\n\t};\n\tbuilderCodeId: string | null;\n\traw: {\n\t\tquantity: bigint;\n\t\tpremium: bigint;\n\t\ttradingFee: bigint;\n\t\tfeeIncentiveSubsidy: bigint;\n\t\tbuilderFee: bigint;\n\t\tpenaltyFee: bigint;\n\t\treferralFee: bigint;\n\t\tinventoryImpactCharge: bigint;\n\t\tentryProbability: bigint;\n\t};\n}\n\nexport interface RedeemReceipt {\n\tmarketId: string;\n\taccountId: string;\n\towner: string;\n\torderId: bigint;\n\tpositionRootId: bigint;\n\tquantityClosed: number;\n\tremaining: number;\n\t/**\n\t * A partial close RETIRES the old order id and issues this replacement for\n\t * the remaining quantity — update your stored id or it goes silently stale.\n\t */\n\treplacementOrderId: bigint | null;\n\t/** NET quote credited to the account: gross + inventoryImpactRebate − trading −\n\t * builder − penalty — the same expression the chain asserts `min_proceeds`\n\t * against, and what `settle_live_redeem_payment` actually deposits. */\n\tproceeds: number;\n\t/** Gross close value before fees (the event's redeem_amount). */\n\tgross: number;\n\t/**\n\t * Fee breakdown. `inventoryImpactRebate` is the path-independent\n\t * inventory-impact rebate credited back on the close.\n\t */\n\tfees: { trading: number; builder: number; penalty: number; inventoryImpactRebate: number };\n\tbuilderCodeId: string | null;\n\traw: {\n\t\tquantityClosed: bigint;\n\t\tremaining: bigint;\n\t\tproceeds: bigint;\n\t\tgross: bigint;\n\t\ttradingFee: bigint;\n\t\tbuilderFee: bigint;\n\t\tpenaltyFee: bigint;\n\t\tinventoryImpactRebate: bigint;\n\t};\n}\n\nexport interface ClaimReceipt {\n\tmarketId: string;\n\taccountId: string;\n\towner: string;\n\torderId: bigint;\n\tpositionRootId: bigint;\n\t/** Quote units paid out. A settled claim closes the order in full. */\n\tpayout: number;\n\traw: { payout: bigint };\n}\n\nexport interface CreateManagerReceipt {\n\taccountId: string;\n\twrapperId: string;\n\towner: string;\n\tselfOwned: boolean;\n}\n\nexport interface BalanceChangeReceipt {\n\taccountId: string;\n\tcoinType: string;\n\t/** Display value assuming a 6-decimal coin (quote + PLP both are). */\n\tamount: number;\n\tnewBalance: number;\n\traw: { amount: bigint; newBalance: bigint };\n}\n\nexport interface PlpRequestReceipt {\n\tkind: 'supply' | 'withdraw';\n\tvaultId: string;\n\taccountId: string;\n\trecipient: string;\n\t/** Feed straight into cancelSupplyPlp / cancelWithdrawPlp. */\n\tindex: bigint;\n\t/** Quote units for supply; PLP shares (6-dec) for withdraw. */\n\tamount: number;\n\traw: { amount: bigint };\n}\n\nexport interface PlpCancelReceipt {\n\tvaultId: string;\n\taccountId: string;\n\trecipient: string;\n\tindex: bigint;\n\tisSupply: boolean;\n\t/** Refund returned to the account (quote for supply, PLP for withdraw). */\n\tamount: number;\n\traw: { amount: bigint };\n}\n\nexport interface BuilderCodeReceipt {\n\taccountId: string;\n\towner: string;\n\t/** Null after unsetBuilderCode. */\n\tbuilderCodeId: string | null;\n}\n\n// --- decoders (plural = all matching events, in event order) ----------------\n\nexport function decodeMints(cfg: PredictConfig, result: DecodableTransactionResult): MintReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predict,\n\t\t'order_events',\n\t\t'OrderMinted',\n\t\torderEvents.OrderMinted,\n\t).map((e) => ({\n\t\tmarketId: normalizeSuiAddress(e.expiry_market_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\torderId: e.order_id,\n\t\tpositionRootId: e.position_root_id,\n\t\tlowerTick: e.lower_tick,\n\t\thigherTick: e.higher_tick,\n\t\tentryProbability: fromRaw(e.entry_probability, 9),\n\t\tquantity: fromRaw(e.quantity, 6),\n\t\tpremium: fromRaw(e.premium, 6),\n\t\tfees: {\n\t\t\ttrading: fromRaw(e.trading_fee, 6),\n\t\t\tsubsidy: fromRaw(e.fee_incentive_subsidy, 6),\n\t\t\tbuilder: fromRaw(e.builder_fee, 6),\n\t\t\tpenalty: fromRaw(e.penalty_fee, 6),\n\t\t\treferral: fromRaw(e.referral_fee, 6),\n\t\t\tinventoryImpact: fromRaw(e.inventory_impact_charge, 6),\n\t\t},\n\t\tbuilderCodeId: optId(e.builder_code_id),\n\t\traw: {\n\t\t\tquantity: e.quantity,\n\t\t\tpremium: e.premium,\n\t\t\ttradingFee: e.trading_fee,\n\t\t\tfeeIncentiveSubsidy: e.fee_incentive_subsidy,\n\t\t\tbuilderFee: e.builder_fee,\n\t\t\tpenaltyFee: e.penalty_fee,\n\t\t\treferralFee: e.referral_fee,\n\t\t\tinventoryImpactCharge: e.inventory_impact_charge,\n\t\t\tentryProbability: e.entry_probability,\n\t\t},\n\t}));\n}\n\nexport function decodeRedeems(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): RedeemReceipt[] {\n\tconst pkg = cfg.packages.predict;\n\tconst live = decodeAll(\n\t\tresult,\n\t\tpkg,\n\t\t'order_events',\n\t\t'LiveOrderRedeemed',\n\t\torderEvents.LiveOrderRedeemed,\n\t).map((e): RedeemReceipt => ({\n\t\tmarketId: normalizeSuiAddress(e.expiry_market_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\torderId: e.order_id,\n\t\tpositionRootId: e.position_root_id,\n\t\tquantityClosed: fromRaw(e.quantity_closed, 6),\n\t\tremaining: fromRaw(e.remaining_quantity, 6),\n\t\treplacementOrderId: e.replacement_order_id,\n\t\t// Mirrors the deployed close-side accounting exactly (the same expression\n\t\t// `min_proceeds` is asserted against): the net credited to the account is\n\t\t// redeem_amount PLUS the inventory-impact rebate, minus trading, builder and\n\t\t// penalty fees. The event's redeem_amount is GROSS.\n\t\tproceeds: fromRaw(\n\t\t\te.redeem_amount + e.inventory_impact_rebate - e.trading_fee - e.builder_fee - e.penalty_fee,\n\t\t\t6,\n\t\t),\n\t\tgross: fromRaw(e.redeem_amount, 6),\n\t\tfees: {\n\t\t\ttrading: fromRaw(e.trading_fee, 6),\n\t\t\tbuilder: fromRaw(e.builder_fee, 6),\n\t\t\tpenalty: fromRaw(e.penalty_fee, 6),\n\t\t\tinventoryImpactRebate: fromRaw(e.inventory_impact_rebate, 6),\n\t\t},\n\t\tbuilderCodeId: optId(e.builder_code_id),\n\t\traw: {\n\t\t\tquantityClosed: e.quantity_closed,\n\t\t\tremaining: e.remaining_quantity,\n\t\t\tproceeds:\n\t\t\t\te.redeem_amount + e.inventory_impact_rebate - e.trading_fee - e.builder_fee - e.penalty_fee,\n\t\t\tgross: e.redeem_amount,\n\t\t\ttradingFee: e.trading_fee,\n\t\t\tbuilderFee: e.builder_fee,\n\t\t\tpenaltyFee: e.penalty_fee,\n\t\t\tinventoryImpactRebate: e.inventory_impact_rebate,\n\t\t},\n\t}));\n\treturn live;\n}\n\nexport function decodeClaims(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): ClaimReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predict,\n\t\t'order_events',\n\t\t'SettledOrderRedeemed',\n\t\torderEvents.SettledOrderRedeemed,\n\t).map((e) => ({\n\t\tmarketId: normalizeSuiAddress(e.expiry_market_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\torderId: e.order_id,\n\t\tpositionRootId: e.position_root_id,\n\t\tpayout: fromRaw(e.payout_amount, 6),\n\t\traw: { payout: e.payout_amount },\n\t}));\n}\n\nexport function decodeAccountsCreated(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): CreateManagerReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.account,\n\t\t'account_events',\n\t\t'AccountCreated',\n\t\taccountEvents.AccountCreated,\n\t).map((e) => ({\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\twrapperId: normalizeSuiAddress(e.wrapper_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\tselfOwned: e.self_owned,\n\t}));\n}\n\nfunction decodeBalanceChanges(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n\tname: 'Deposited' | 'Withdrawn',\n): BalanceChangeReceipt[] {\n\tconst layout = name === 'Deposited' ? accountEvents.Deposited : accountEvents.Withdrawn;\n\treturn decodeAll(result, cfg.packages.account, 'account_events', name, layout).map((e) => ({\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\tcoinType: e.coin_type,\n\t\tamount: fromRaw(e.amount, 6),\n\t\tnewBalance: fromRaw(e.new_balance, 6),\n\t\traw: { amount: e.amount, newBalance: e.new_balance },\n\t}));\n}\n\nexport const decodeDeposits = (\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): BalanceChangeReceipt[] => decodeBalanceChanges(cfg, result, 'Deposited');\n\nexport const decodeWithdrawals = (\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): BalanceChangeReceipt[] => decodeBalanceChanges(cfg, result, 'Withdrawn');\n\nexport function decodePlpRequests(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): PlpRequestReceipt[] {\n\tconst pkg = cfg.packages.predict;\n\t// Supply/WithdrawRequested differ only in their min-out field (unused here);\n\t// pick the fields both share so either generated struct's parse feeds `make`.\n\ttype RequestedCommon = Pick<\n\t\t(typeof vaultEvents.SupplyRequested)['$inferType'],\n\t\t'pool_vault_id' | 'account_id' | 'recipient' | 'index' | 'amount'\n\t>;\n\tconst make =\n\t\t(kind: 'supply' | 'withdraw') =>\n\t\t(e: RequestedCommon): PlpRequestReceipt => ({\n\t\t\tkind,\n\t\t\tvaultId: normalizeSuiAddress(e.pool_vault_id),\n\t\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\t\trecipient: normalizeSuiAddress(e.recipient),\n\t\t\tindex: e.index,\n\t\t\tamount: fromRaw(e.amount, 6),\n\t\t\traw: { amount: e.amount },\n\t\t});\n\treturn [\n\t\t...decodeAll(result, pkg, 'vault_events', 'SupplyRequested', vaultEvents.SupplyRequested).map(\n\t\t\tmake('supply'),\n\t\t),\n\t\t...decodeAll(\n\t\t\tresult,\n\t\t\tpkg,\n\t\t\t'vault_events',\n\t\t\t'WithdrawRequested',\n\t\t\tvaultEvents.WithdrawRequested,\n\t\t).map(make('withdraw')),\n\t];\n}\n\nexport function decodePlpCancels(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): PlpCancelReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predict,\n\t\t'vault_events',\n\t\t'RequestCancelled',\n\t\tvaultEvents.RequestCancelled,\n\t).map((e) => ({\n\t\tvaultId: normalizeSuiAddress(e.pool_vault_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\trecipient: normalizeSuiAddress(e.recipient),\n\t\tindex: e.index,\n\t\tisSupply: e.is_supply,\n\t\tamount: fromRaw(e.amount, 6),\n\t\traw: { amount: e.amount },\n\t}));\n}\n\nexport function decodeBuilderCodeSets(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): BuilderCodeReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predict,\n\t\t'builder_code_events',\n\t\t'BuilderCodeSet',\n\t\tbuilderCodeEvents.BuilderCodeSet,\n\t).map((e) => ({\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\tbuilderCodeId: optId(e.builder_code_id),\n\t}));\n}\n\nexport { exactlyOne 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+{"version":3,"file":"decode.mjs","names":["orderEvents.OrderMinted","orderEvents.LiveOrderRedeemed","orderEvents.SettledOrderRedeemed","accountEvents.AccountCreated","accountEvents.Deposited","accountEvents.Withdrawn","vaultEvents.SupplyRequested","vaultEvents.WithdrawRequested","vaultEvents.RequestCancelled","builderCodeEvents.BuilderCodeSet"],"sources":["../../src/predict/decode.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { fromBase64, normalizeSuiAddress } from '@mysten/sui/utils';\nimport type { PredictConfig } from './config/index.js';\nimport { accountEvents } from '../account.js';\nimport * as builderCodeEvents from '../contracts/deepbook_predict/builder_code_events.js';\nimport * as orderEvents from '../contracts/deepbook_predict/order_events.js';\nimport * as vaultEvents from '../contracts/deepbook_predict/vault_events.js';\nimport { PredictInputError } from './errors.js';\nimport { fromRaw } from './units.js';\n\n// ============================================================================\n// Execution-result decoders.\n//\n// Every tx.* builder returns a Transaction; after the app executes it (with\n// events included), the deployed contracts emit typed events carrying the full\n// receipt — order ids, fills, fees, queue indexes, new balances. These pure\n// functions turn that result into typed receipts. No network, no client.\n//\n// Decoding uses each event's BCS bytes, not its `json`: the client typings\n// warn the JSON rendering varies across transports (JSON-RPC/gRPC/GraphQL),\n// while BCS is canonical. Layouts come from the GENERATED event MoveStructs\n// (src/contracts/{deepbook_predict,account}/*_events.ts), whose field order\n// mirrors the deployed Move — regenerate the bindings if the package changes.\n// ============================================================================\n\n/** The slice of an executed/simulated transaction result the decoders need. */\nexport interface DecodableEvent {\n\t/** Full type tag `0xpkg::module::Name` (gRPC `eventType`, legacy `type`). */\n\teventType?: string;\n\ttype?: string;\n\tpackageId?: string;\n\tmodule?: string;\n\t/** Struct name, when the transport supplies it separately from a full type tag. */\n\tname?: string;\n\t/** Canonical BCS payload; some transports deliver it base64-encoded. */\n\tbcs?: Uint8Array | string;\n}\n\nexport interface DecodableTransactionResult {\n\tevents?: readonly DecodableEvent[] | null;\n}\n\n// --- matching + plumbing ----------------------------------------------------\n\nfunction eventBytes(e: DecodableEvent): Uint8Array | null {\n\tif (e.bcs instanceof Uint8Array) return e.bcs;\n\tif (typeof e.bcs === 'string') return fromBase64(e.bcs);\n\treturn null;\n}\n\n// Match by defining package + module + struct name. Events are typed by the\n// package version that introduced their struct, not the latest Move-call target.\n// All events decoded here were introduced in v1.\nfunction matches(e: DecodableEvent, pkg: string, module: string, name: string): boolean {\n\tconst tag = e.eventType ?? e.type;\n\tif (tag) {\n\t\tconst parts = tag.split('::');\n\t\tif (parts.length !== 3) return false;\n\t\treturn (\n\t\t\tnormalizeSuiAddress(parts[0]) === normalizeSuiAddress(pkg) &&\n\t\t\tparts[1] === module &&\n\t\t\tparts[2] === name\n\t\t);\n\t}\n\t// No type tag. Match on what the transport did give us — and on `name` when it is\n\t// present, because module+package alone matches EVERY struct in the module, so one\n\t// decoder would happily take another's event and fail deep inside BCS.\n\tif (e.module !== module || e.packageId == null) return false;\n\tif (normalizeSuiAddress(e.packageId) !== normalizeSuiAddress(pkg)) return false;\n\treturn e.name == null || e.name === name;\n}\n\nfunction decodeAll<T>(\n\tresult: DecodableTransactionResult,\n\tpkg: string,\n\tmodule: string,\n\tname: string,\n\tlayout: { parse(bytes: Uint8Array): T },\n): T[] {\n\tconst out: T[] = [];\n\tfor (const e of result.events ?? []) {\n\t\tif (!matches(e, pkg, module, name)) continue;\n\t\tconst bytes = eventBytes(e);\n\t\tif (!bytes) {\n\t\t\tthrow new PredictInputError(\n\t\t\t\t`${module}::${name} event has no BCS payload — execute/simulate with events included`,\n\t\t\t);\n\t\t}\n\t\tout.push(layout.parse(bytes));\n\t}\n\treturn out;\n}\n\nfunction exactlyOne<T>(items: T[], what: string): T {\n\tif (items.length !== 1) {\n\t\tthrow new PredictInputError(`expected exactly one ${what} event, found ${items.length}`);\n\t}\n\treturn items[0];\n}\n\nconst optId = (v: string | null | undefined): string | null =>\n\tv == null ? null : normalizeSuiAddress(v);\n\n// --- receipts ---------------------------------------------------------------\n\nexport interface MintReceipt {\n\tmarketId: string;\n\taccountId: string;\n\towner: string;\n\t/** Persist this: required to redeem/claim the position later. */\n\torderId: bigint;\n\t/** Stable across partial-close replacements; equals orderId at mint. */\n\tpositionRootId: bigint;\n\tlowerTick: bigint;\n\thigherTick: bigint;\n\t/** 0..1 range probability quoted at entry (your fill price per $1 payout). */\n\tentryProbability: number;\n\t/** Max payout actually minted, in quote units (mintAmount: chain-floored). */\n\tquantity: number;\n\t/** Premium paid into LP backing, in quote units. */\n\tpremium: number;\n\t/**\n\t * Fee breakdown. `referral` is the slice of the trader-paid trading fee and\n\t * congestion surcharge delivered to the referrer; `inventoryImpact` is the\n\t * path-independent inventory-impact charge assessed on the mint.\n\t */\n\tfees: {\n\t\ttrading: number;\n\t\tsubsidy: number;\n\t\tbuilder: number;\n\t\tpenalty: number;\n\t\treferral: number;\n\t\tinventoryImpact: number;\n\t};\n\tbuilderCodeId: string | null;\n\traw: {\n\t\tquantity: bigint;\n\t\tpremium: bigint;\n\t\ttradingFee: bigint;\n\t\tfeeIncentiveSubsidy: bigint;\n\t\tbuilderFee: bigint;\n\t\tpenaltyFee: bigint;\n\t\treferralFee: bigint;\n\t\tinventoryImpactCharge: bigint;\n\t\tentryProbability: bigint;\n\t};\n}\n\nexport interface RedeemReceipt {\n\tmarketId: string;\n\taccountId: string;\n\towner: string;\n\torderId: bigint;\n\tpositionRootId: bigint;\n\tquantityClosed: number;\n\tremaining: number;\n\t/**\n\t * A partial close RETIRES the old order id and issues this replacement for\n\t * the remaining quantity — update your stored id or it goes silently stale.\n\t */\n\treplacementOrderId: bigint | null;\n\t/** NET quote credited to the account: gross + inventoryImpactRebate − trading −\n\t * builder − penalty — the same expression the chain asserts `min_proceeds`\n\t * against, and what `settle_live_redeem_payment` actually deposits. */\n\tproceeds: number;\n\t/** Gross close value before fees (the event's redeem_amount). */\n\tgross: number;\n\t/**\n\t * Fee breakdown. `inventoryImpactRebate` is the path-independent\n\t * inventory-impact rebate credited back on the close.\n\t */\n\tfees: { trading: number; builder: number; penalty: number; inventoryImpactRebate: number };\n\tbuilderCodeId: string | null;\n\traw: {\n\t\tquantityClosed: bigint;\n\t\tremaining: bigint;\n\t\tproceeds: bigint;\n\t\tgross: bigint;\n\t\ttradingFee: bigint;\n\t\tbuilderFee: bigint;\n\t\tpenaltyFee: bigint;\n\t\tinventoryImpactRebate: bigint;\n\t};\n}\n\nexport interface ClaimReceipt {\n\tmarketId: string;\n\taccountId: string;\n\towner: string;\n\torderId: bigint;\n\tpositionRootId: bigint;\n\t/** Quote units paid out. A settled claim closes the order in full. */\n\tpayout: number;\n\traw: { payout: bigint };\n}\n\nexport interface CreateManagerReceipt {\n\taccountId: string;\n\twrapperId: string;\n\towner: string;\n\tselfOwned: boolean;\n}\n\nexport interface BalanceChangeReceipt {\n\taccountId: string;\n\tcoinType: string;\n\t/** Display value assuming a 6-decimal coin (quote + PLP both are). */\n\tamount: number;\n\tnewBalance: number;\n\traw: { amount: bigint; newBalance: bigint };\n}\n\nexport interface PlpRequestReceipt {\n\tkind: 'supply' | 'withdraw';\n\tvaultId: string;\n\taccountId: string;\n\trecipient: string;\n\t/** Feed straight into cancelSupplyPlp / cancelWithdrawPlp. */\n\tindex: bigint;\n\t/** Quote units for supply; PLP shares (6-dec) for withdraw. */\n\tamount: number;\n\traw: { amount: bigint };\n}\n\nexport interface PlpCancelReceipt {\n\tvaultId: string;\n\taccountId: string;\n\trecipient: string;\n\tindex: bigint;\n\tisSupply: boolean;\n\t/** Refund returned to the account (quote for supply, PLP for withdraw). */\n\tamount: number;\n\traw: { amount: bigint };\n}\n\nexport interface BuilderCodeReceipt {\n\taccountId: string;\n\towner: string;\n\t/** Null after unsetBuilderCode. */\n\tbuilderCodeId: string | null;\n}\n\n// --- decoders (plural = all matching events, in event order) ----------------\n\nexport function decodeMints(cfg: PredictConfig, result: DecodableTransactionResult): MintReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predictV1 ?? cfg.packages.predict,\n\t\t'order_events',\n\t\t'OrderMinted',\n\t\torderEvents.OrderMinted,\n\t).map((e) => ({\n\t\tmarketId: normalizeSuiAddress(e.expiry_market_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\torderId: e.order_id,\n\t\tpositionRootId: e.position_root_id,\n\t\tlowerTick: e.lower_tick,\n\t\thigherTick: e.higher_tick,\n\t\tentryProbability: fromRaw(e.entry_probability, 9),\n\t\tquantity: fromRaw(e.quantity, 6),\n\t\tpremium: fromRaw(e.premium, 6),\n\t\tfees: {\n\t\t\ttrading: fromRaw(e.trading_fee, 6),\n\t\t\tsubsidy: fromRaw(e.fee_incentive_subsidy, 6),\n\t\t\tbuilder: fromRaw(e.builder_fee, 6),\n\t\t\tpenalty: fromRaw(e.penalty_fee, 6),\n\t\t\treferral: fromRaw(e.referral_fee, 6),\n\t\t\tinventoryImpact: fromRaw(e.inventory_impact_charge, 6),\n\t\t},\n\t\tbuilderCodeId: optId(e.builder_code_id),\n\t\traw: {\n\t\t\tquantity: e.quantity,\n\t\t\tpremium: e.premium,\n\t\t\ttradingFee: e.trading_fee,\n\t\t\tfeeIncentiveSubsidy: e.fee_incentive_subsidy,\n\t\t\tbuilderFee: e.builder_fee,\n\t\t\tpenaltyFee: e.penalty_fee,\n\t\t\treferralFee: e.referral_fee,\n\t\t\tinventoryImpactCharge: e.inventory_impact_charge,\n\t\t\tentryProbability: e.entry_probability,\n\t\t},\n\t}));\n}\n\nexport function decodeRedeems(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): RedeemReceipt[] {\n\tconst pkg = cfg.packages.predictV1 ?? cfg.packages.predict;\n\tconst live = decodeAll(\n\t\tresult,\n\t\tpkg,\n\t\t'order_events',\n\t\t'LiveOrderRedeemed',\n\t\torderEvents.LiveOrderRedeemed,\n\t).map((e): RedeemReceipt => ({\n\t\tmarketId: normalizeSuiAddress(e.expiry_market_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\torderId: e.order_id,\n\t\tpositionRootId: e.position_root_id,\n\t\tquantityClosed: fromRaw(e.quantity_closed, 6),\n\t\tremaining: fromRaw(e.remaining_quantity, 6),\n\t\treplacementOrderId: e.replacement_order_id,\n\t\t// Mirrors the deployed close-side accounting exactly (the same expression\n\t\t// `min_proceeds` is asserted against): the net credited to the account is\n\t\t// redeem_amount PLUS the inventory-impact rebate, minus trading, builder and\n\t\t// penalty fees. The event's redeem_amount is GROSS.\n\t\tproceeds: fromRaw(\n\t\t\te.redeem_amount + e.inventory_impact_rebate - e.trading_fee - e.builder_fee - e.penalty_fee,\n\t\t\t6,\n\t\t),\n\t\tgross: fromRaw(e.redeem_amount, 6),\n\t\tfees: {\n\t\t\ttrading: fromRaw(e.trading_fee, 6),\n\t\t\tbuilder: fromRaw(e.builder_fee, 6),\n\t\t\tpenalty: fromRaw(e.penalty_fee, 6),\n\t\t\tinventoryImpactRebate: fromRaw(e.inventory_impact_rebate, 6),\n\t\t},\n\t\tbuilderCodeId: optId(e.builder_code_id),\n\t\traw: {\n\t\t\tquantityClosed: e.quantity_closed,\n\t\t\tremaining: e.remaining_quantity,\n\t\t\tproceeds:\n\t\t\t\te.redeem_amount + e.inventory_impact_rebate - e.trading_fee - e.builder_fee - e.penalty_fee,\n\t\t\tgross: e.redeem_amount,\n\t\t\ttradingFee: e.trading_fee,\n\t\t\tbuilderFee: e.builder_fee,\n\t\t\tpenaltyFee: e.penalty_fee,\n\t\t\tinventoryImpactRebate: e.inventory_impact_rebate,\n\t\t},\n\t}));\n\treturn live;\n}\n\nexport function decodeClaims(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): ClaimReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predictV1 ?? cfg.packages.predict,\n\t\t'order_events',\n\t\t'SettledOrderRedeemed',\n\t\torderEvents.SettledOrderRedeemed,\n\t).map((e) => ({\n\t\tmarketId: normalizeSuiAddress(e.expiry_market_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\torderId: e.order_id,\n\t\tpositionRootId: e.position_root_id,\n\t\tpayout: fromRaw(e.payout_amount, 6),\n\t\traw: { payout: e.payout_amount },\n\t}));\n}\n\nexport function decodeAccountsCreated(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): CreateManagerReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.account,\n\t\t'account_events',\n\t\t'AccountCreated',\n\t\taccountEvents.AccountCreated,\n\t).map((e) => ({\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\twrapperId: normalizeSuiAddress(e.wrapper_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\tselfOwned: e.self_owned,\n\t}));\n}\n\nfunction decodeBalanceChanges(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n\tname: 'Deposited' | 'Withdrawn',\n): BalanceChangeReceipt[] {\n\tconst layout = name === 'Deposited' ? accountEvents.Deposited : accountEvents.Withdrawn;\n\treturn decodeAll(result, cfg.packages.account, 'account_events', name, layout).map((e) => ({\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\tcoinType: e.coin_type,\n\t\tamount: fromRaw(e.amount, 6),\n\t\tnewBalance: fromRaw(e.new_balance, 6),\n\t\traw: { amount: e.amount, newBalance: e.new_balance },\n\t}));\n}\n\nexport const decodeDeposits = (\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): BalanceChangeReceipt[] => decodeBalanceChanges(cfg, result, 'Deposited');\n\nexport const decodeWithdrawals = (\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): BalanceChangeReceipt[] => decodeBalanceChanges(cfg, result, 'Withdrawn');\n\nexport function decodePlpRequests(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): PlpRequestReceipt[] {\n\tconst pkg = cfg.packages.predictV1 ?? cfg.packages.predict;\n\t// Supply/WithdrawRequested differ only in their min-out field (unused here);\n\t// pick the fields both share so either generated struct's parse feeds `make`.\n\ttype RequestedCommon = Pick<\n\t\t(typeof vaultEvents.SupplyRequested)['$inferType'],\n\t\t'pool_vault_id' | 'account_id' | 'recipient' | 'index' | 'amount'\n\t>;\n\tconst make =\n\t\t(kind: 'supply' | 'withdraw') =>\n\t\t(e: RequestedCommon): PlpRequestReceipt => ({\n\t\t\tkind,\n\t\t\tvaultId: normalizeSuiAddress(e.pool_vault_id),\n\t\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\t\trecipient: normalizeSuiAddress(e.recipient),\n\t\t\tindex: e.index,\n\t\t\tamount: fromRaw(e.amount, 6),\n\t\t\traw: { amount: e.amount },\n\t\t});\n\treturn [\n\t\t...decodeAll(result, pkg, 'vault_events', 'SupplyRequested', vaultEvents.SupplyRequested).map(\n\t\t\tmake('supply'),\n\t\t),\n\t\t...decodeAll(\n\t\t\tresult,\n\t\t\tpkg,\n\t\t\t'vault_events',\n\t\t\t'WithdrawRequested',\n\t\t\tvaultEvents.WithdrawRequested,\n\t\t).map(make('withdraw')),\n\t];\n}\n\nexport function decodePlpCancels(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): PlpCancelReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predictV1 ?? cfg.packages.predict,\n\t\t'vault_events',\n\t\t'RequestCancelled',\n\t\tvaultEvents.RequestCancelled,\n\t).map((e) => ({\n\t\tvaultId: normalizeSuiAddress(e.pool_vault_id),\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\trecipient: normalizeSuiAddress(e.recipient),\n\t\tindex: e.index,\n\t\tisSupply: e.is_supply,\n\t\tamount: fromRaw(e.amount, 6),\n\t\traw: { amount: e.amount },\n\t}));\n}\n\nexport function decodeBuilderCodeSets(\n\tcfg: PredictConfig,\n\tresult: DecodableTransactionResult,\n): BuilderCodeReceipt[] {\n\treturn decodeAll(\n\t\tresult,\n\t\tcfg.packages.predictV1 ?? cfg.packages.predict,\n\t\t'builder_code_events',\n\t\t'BuilderCodeSet',\n\t\tbuilderCodeEvents.BuilderCodeSet,\n\t).map((e) => ({\n\t\taccountId: normalizeSuiAddress(e.account_id),\n\t\towner: normalizeSuiAddress(e.owner),\n\t\tbuilderCodeId: optId(e.builder_code_id),\n\t}));\n}\n\nexport { exactlyOne 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package/dist/predict/index.d.mts

@@ -13,7 +13,7 @@ import { MarketFeeds, loadLivePricer } from "./tx/trade.mjs";
 import { ReadClient } from "./reads/inspect.mjs";
 import { PricerSnapshot } from "./reads/pricing.mjs";
 import { POS_INF_TICK, Side, binaryRangeTicks } from "./ticks.mjs";
-import { ActiveMarket, CloseOptions, MarketDescriptor, MarketSummary, MintAmountOptions, MintOptions, MintQuote, POSITION_LOT_SIZE, PlpSupplyOptions, PlpWithdrawOptions, PoolSummary, PredictClient, PredictCompatibleClient, RedeemQuote, predict } from "./client.mjs";
+import { ActiveMarket, CloseOptions, MarketDescriptor, MarketSummary, MintAmountOptions, MintCostOptions, MintOptions, MintQuote, POSITION_LOT_SIZE, PlpSupplyOptions, PlpWithdrawOptions, PoolSummary, PredictClient, PredictCompatibleClient, RedeemQuote, predict } from "./client.mjs";
 import { deriveAccountWrapperId, generateAuth } from "./tx/common.mjs";
 import { admin_d_exports } from "../contracts/deepbook_predict/admin.mjs";
 import { builder_code_d_exports } from "../contracts/deepbook_predict/builder_code.mjs";
@@ -33,5 +33,6 @@ import { config_events_d_exports } from "../contracts/deepbook_predict/config_ev
 import { order_events_d_exports } from "../contracts/deepbook_predict/order_events.mjs";
 import { vault_events_d_exports } from "../contracts/deepbook_predict/vault_events.mjs";
 import { U64_MAX, priceToRaw, probabilityToRaw, rawToPrice, rawToProbability, rawToUsdc, usdcToRaw } from "./units.mjs";
+import { cost_d_exports } from "./cost.mjs";
 import { MoveAbortError, PredictInputError, PredictMoveError, decodeMoveAbort } from "./errors.mjs";
-export { type ActiveMarket, type BalanceChangeReceipt, type BuilderCodeReceipt, type ClaimReceipt, type CloseOptions, type CreateManagerReceipt, type DecodableEvent, type DecodableTransactionResult, type GeneratedConfig, MAINNET_CONFIG, MAINNET_DEPLOYMENT, MAINNET_UNITS, type MarketDescriptor, type MarketFeeds, type MarketSummary, type MintAmountOptions, type MintOptions, type MintQuote, type MintReceipt, type MoveAbortError, type OpenPosition, POSITION_LOT_SIZE, POS_INF_TICK, type PlpCancelReceipt, type PlpRequestReceipt, type PlpSupplyOptions, type PlpWithdrawOptions, type PoolSummary, PredictClient, type PredictCompatibleClient, type PredictConfig, PredictInputError, PredictMoveError, type PredictPackages, type PricerSnapshot, type ReadClient, type RedeemQuote, type RedeemReceipt, type Side, TESTNET_CONFIG, TESTNET_DEPLOYMENT, TESTNET_UNITS, U64_MAX, type UnderlyingConfig, admin_d_exports as adminMoveCalls, binaryRangeTicks, builder_code_events_d_exports as builderCodeEvents, builder_code_d_exports as builderCodeMoveCalls, config_events_d_exports as configEvents, decodeMoveAbort, deriveAccountWrapperId, expiry_market_d_exports as expiryMarketMoveCalls, generateAuth, getConfig, getDeployment, getUnits, loadLivePricer, market_lifecycle_cap_d_exports as marketLifecycleCapMoveCalls, market_manager_d_exports as marketManagerMoveCalls, order_events_d_exports as orderEvents, pause_cap_d_exports as pauseCapMoveCalls, plp_d_exports as plpMoveCalls, pool_valuation_cap_d_exports as poolValuationCapMoveCalls, predict, predict_account_d_exports as predictAccountMoveCalls, priceToRaw, pricing_d_exports as pricing, pricing_d_exports$1 as pricingMoveCalls, probabilityToRaw, protocol_config_d_exports as protocolConfigMoveCalls, range_codec_d_exports as rangeCodecMoveCalls, rawToPrice, rawToProbability, rawToUsdc, registry_d_exports as registryMoveCalls, toGeneratedConfig, usdcToRaw, vault_events_d_exports as vaultEvents };
+export { type ActiveMarket, type BalanceChangeReceipt, type BuilderCodeReceipt, type ClaimReceipt, type CloseOptions, type CreateManagerReceipt, type DecodableEvent, type DecodableTransactionResult, type GeneratedConfig, MAINNET_CONFIG, MAINNET_DEPLOYMENT, MAINNET_UNITS, type MarketDescriptor, type MarketFeeds, type MarketSummary, type MintAmountOptions, type MintCostOptions, type MintOptions, type MintQuote, type MintReceipt, type MoveAbortError, type OpenPosition, POSITION_LOT_SIZE, POS_INF_TICK, type PlpCancelReceipt, type PlpRequestReceipt, type PlpSupplyOptions, type PlpWithdrawOptions, type PoolSummary, PredictClient, type PredictCompatibleClient, type PredictConfig, PredictInputError, PredictMoveError, type PredictPackages, type PricerSnapshot, type ReadClient, type RedeemQuote, type RedeemReceipt, type Side, TESTNET_CONFIG, TESTNET_DEPLOYMENT, TESTNET_UNITS, U64_MAX, type UnderlyingConfig, admin_d_exports as adminMoveCalls, binaryRangeTicks, builder_code_events_d_exports as builderCodeEvents, builder_code_d_exports as builderCodeMoveCalls, config_events_d_exports as configEvents, cost_d_exports as cost, decodeMoveAbort, deriveAccountWrapperId, expiry_market_d_exports as expiryMarketMoveCalls, generateAuth, getConfig, getDeployment, getUnits, loadLivePricer, market_lifecycle_cap_d_exports as marketLifecycleCapMoveCalls, market_manager_d_exports as marketManagerMoveCalls, order_events_d_exports as orderEvents, pause_cap_d_exports as pauseCapMoveCalls, plp_d_exports as plpMoveCalls, pool_valuation_cap_d_exports as poolValuationCapMoveCalls, predict, predict_account_d_exports as predictAccountMoveCalls, priceToRaw, pricing_d_exports as pricing, pricing_d_exports$1 as pricingMoveCalls, probabilityToRaw, protocol_config_d_exports as protocolConfigMoveCalls, range_codec_d_exports as rangeCodecMoveCalls, rawToPrice, rawToProbability, rawToUsdc, registry_d_exports as registryMoveCalls, toGeneratedConfig, usdcToRaw, vault_events_d_exports as vaultEvents };

package/dist/predict/index.mjs

@@ -29,5 +29,6 @@ import { pause_cap_exports } from "../contracts/deepbook_predict/pause_cap.mjs";
 import { pool_valuation_cap_exports } from "../contracts/deepbook_predict/pool_valuation_cap.mjs";
 import { protocol_config_exports } from "../contracts/deepbook_predict/protocol_config.mjs";
 import { config_events_exports } from "../contracts/deepbook_predict/config_events.mjs";
+import { cost_exports } from "./cost.mjs";
 
-export { MAINNET_CONFIG, MAINNET_DEPLOYMENT, MAINNET_UNITS, POSITION_LOT_SIZE, POS_INF_TICK, PredictClient, PredictInputError, PredictMoveError, TESTNET_CONFIG, TESTNET_DEPLOYMENT, TESTNET_UNITS, U64_MAX, admin_exports as adminMoveCalls, binaryRangeTicks, builder_code_events_exports as builderCodeEvents, builder_code_exports as builderCodeMoveCalls, config_events_exports as configEvents, decodeMoveAbort, deriveAccountWrapperId, expiry_market_exports as expiryMarketMoveCalls, generateAuth, getConfig, getDeployment, getUnits, loadLivePricer, market_lifecycle_cap_exports as marketLifecycleCapMoveCalls, market_manager_exports as marketManagerMoveCalls, order_events_exports as orderEvents, pause_cap_exports as pauseCapMoveCalls, plp_exports as plpMoveCalls, pool_valuation_cap_exports as poolValuationCapMoveCalls, predict, predict_account_exports as predictAccountMoveCalls, priceToRaw, pricing_exports as pricing, pricing_exports$1 as pricingMoveCalls, probabilityToRaw, protocol_config_exports as protocolConfigMoveCalls, range_codec_exports as rangeCodecMoveCalls, rawToPrice, rawToProbability, rawToUsdc, registry_exports as registryMoveCalls, toGeneratedConfig, usdcToRaw, vault_events_exports as vaultEvents };
+export { MAINNET_CONFIG, MAINNET_DEPLOYMENT, MAINNET_UNITS, POSITION_LOT_SIZE, POS_INF_TICK, PredictClient, PredictInputError, PredictMoveError, TESTNET_CONFIG, TESTNET_DEPLOYMENT, TESTNET_UNITS, U64_MAX, admin_exports as adminMoveCalls, binaryRangeTicks, builder_code_events_exports as builderCodeEvents, builder_code_exports as builderCodeMoveCalls, config_events_exports as configEvents, cost_exports as cost, decodeMoveAbort, deriveAccountWrapperId, expiry_market_exports as expiryMarketMoveCalls, generateAuth, getConfig, getDeployment, getUnits, loadLivePricer, market_lifecycle_cap_exports as marketLifecycleCapMoveCalls, market_manager_exports as marketManagerMoveCalls, order_events_exports as orderEvents, pause_cap_exports as pauseCapMoveCalls, plp_exports as plpMoveCalls, pool_valuation_cap_exports as poolValuationCapMoveCalls, predict, predict_account_exports as predictAccountMoveCalls, priceToRaw, pricing_exports as pricing, pricing_exports$1 as pricingMoveCalls, probabilityToRaw, protocol_config_exports as protocolConfigMoveCalls, range_codec_exports as rangeCodecMoveCalls, rawToPrice, rawToProbability, rawToUsdc, registry_exports as registryMoveCalls, toGeneratedConfig, usdcToRaw, vault_events_exports as vaultEvents };

package/dist/predict/pricing.mjs

@@ -125,5 +125,5 @@ function boardPricer(inputs) {
 }
 
 //#endregion
-export { boardPricer, pricing_exports };
+export { boardPricer, pricing_exports, upProbability };
 //# sourceMappingURL=pricing.mjs.map

package/dist/predict/reads/positions.mjs

@@ -31,7 +31,7 @@ async function resolvePositionsTable(client, config, owner) {
 	const wrapperContent = await contentOf(client, deriveAccountWrapperIdFrom(config, owner));
 	if (!wrapperContent) return null;
 	const accountUid = normalizeSuiAddress(AccountWrapper.parse(wrapperContent).account.account_id);
-	const fieldContent = await contentOf(client, deriveDynamicFieldID(accountUid, `${config.accountPackageId}::account::DataKey<${config.predictPackageId}::predict_account::PredictApp>`, new Uint8Array([0])));
+	const fieldContent = await contentOf(client, deriveDynamicFieldID(accountUid, `${config.accountPackageId}::account::DataKey<${config.predictPackageIdV1}::predict_account::PredictApp>`, new Uint8Array([0])));
 	if (!fieldContent) return {
 		accountUid,
 		positionsTableId: null,

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

@@ -1 +1 @@
-{"version":3,"file":"positions.mjs","names":[],"sources":["../../../src/predict/reads/positions.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { bcs } from '@mysten/sui/bcs';\nimport type { ClientWithCoreApi } from '@mysten/sui/client';\nimport { deriveDynamicFieldID, normalizeSuiAddress } from '@mysten/sui/utils';\nimport { type GeneratedConfig } from '../config/generated.js';\nimport { deriveAccountWrapperIdFrom } from '../tx/common.js';\nimport { AccountWrapper } from '../../account.js';\nimport { PositionKey, PredictData } from '../../contracts/deepbook_predict/predict_account.js';\n\n// ============================================================================\n// Chain-only position enumeration.\n//\n// Every open position is tracked under the owner's account:\n// `predict_account::PredictData.positions` is a\n// `Table<PositionKey{expiry_market_id, order_id}, Position>` — and Table\n// entries are dynamic fields, so the KEYS (everything redeem/claim need)\n// arrive directly from a dynamic-field listing. No indexer, no simulation.\n//\n// The walk (all parsing is exact BCS via `include: {content: true}`; the account\n// and PredictData struct layouts come from the generated `contracts/*` MoveStructs\n// so they can't drift from the deployed `account`/`predict_account` sources):\n//   1. wrapper object (id derived client-side)     → account UID\n//   2. derived DataKey<PredictApp> field object     → positions Table id\n//   3. listDynamicFields(table)                    → PositionKey per entry\n// Steps 1-2 resolve ids that are immutable once created — cache them per\n// owner (the facade does) and steady state is ONE call per page of positions.\n// ============================================================================\n\n// sui::dynamic_field::Field<DataKey<PredictApp>, PredictData>. DataKey is\n// source-empty, but Move inserts a hidden `dummy_field: bool` into empty\n// structs — so the name occupies ONE zero byte between id and value (and the\n// same byte is the derived-field key, below). The `value` uses the generated\n// `PredictData` layout so it tracks the deployed struct.\nconst PredictDataFieldBcs = bcs.struct('Field<DataKey,PredictData>', {\n\tid: bcs.Address,\n\tname: bcs.bool(), // DataKey's hidden dummy_field\n\tvalue: PredictData,\n});\n\n/** One open position — the coordinates redeem/claim/hasPosition take. */\nexport interface OpenPosition {\n\tmarketId: string;\n\torderId: bigint;\n}\n\n/** Resolved-once ids for an owner's position store (cache these). */\nexport interface PositionsHandle {\n\taccountUid: string;\n\t/** Null until the account's Predict data exists (first trade/builder-code). */\n\tpositionsTableId: string | null;\n\t/** Open-position count at resolution time (from the Table's size). */\n\tpositionCount: bigint;\n}\n\nasync function contentOf(client: ClientWithCoreApi, objectId: string): Promise<Uint8Array | null> {\n\ttry {\n\t\tconst { object } = await client.core.getObject({ objectId, include: { content: true } });\n\t\treturn object.content ?? null;\n\t} catch (e) {\n\t\t// Only a genuinely absent object means \"no positions\" (never-onboarded\n\t\t// owner, or no Predict data yet). Anything else — transport failures,\n\t\t// rate limits — must surface, not silently read as an empty portfolio.\n\t\tif (/not.?found|does not exist|deleted|NOT_FOUND/i.test(String(e))) return null;\n\t\tthrow e;\n\t}\n}\n\n/**\n * Resolve the immutable id chain for an owner's positions: wrapper → account\n * UID → PredictData → positions Table. Returns null when the owner has never\n * created a Predict account.\n */\nexport async function resolvePositionsTable(\n\tclient: ClientWithCoreApi,\n\tconfig: GeneratedConfig,\n\towner: string,\n): Promise<PositionsHandle | null> {\n\tconst wrapperContent = await contentOf(client, deriveAccountWrapperIdFrom(config, owner));\n\tif (!wrapperContent) return null;\n\tconst accountUid = normalizeSuiAddress(AccountWrapper.parse(wrapperContent).account.account_id);\n\n\t// The PredictData field id is derivable — no listing needed for this hop.\n\tconst dataFieldId = deriveDynamicFieldID(\n\t\taccountUid,\n\t\t`${config.accountPackageId}::account::DataKey<${config.predictPackageId}::predict_account::PredictApp>`,\n\t\tnew Uint8Array([0]), // DataKey's hidden dummy_field: bool = false\n\t);\n\tconst fieldContent = await contentOf(client, dataFieldId);\n\tif (!fieldContent) return { accountUid, positionsTableId: null, positionCount: 0n };\n\n\tconst data = PredictDataFieldBcs.parse(fieldContent).value;\n\treturn {\n\t\taccountUid,\n\t\tpositionsTableId: normalizeSuiAddress(data.positions.id),\n\t\tpositionCount: data.positions.size,\n\t};\n}\n\n/**\n * List open positions from a resolved positions Table: one call per page,\n * keys parsed from the dynamic-field NAMES (no per-entry fetches).\n */\nexport async function positionsFromTable(\n\tclient: ClientWithCoreApi,\n\tpositionsTableId: string,\n\topts: { limit?: number; maxPages?: number } = {},\n): Promise<OpenPosition[]> {\n\tconst limit = opts.limit ?? 1000;\n\tconst maxPages = opts.maxPages ?? 10;\n\tconst out: OpenPosition[] = [];\n\tlet cursor: string | undefined = undefined;\n\tfor (let page = 0; page < maxPages; page++) {\n\t\tconst res = await client.core.listDynamicFields({\n\t\t\tparentId: positionsTableId,\n\t\t\tlimit,\n\t\t\tcursor,\n\t\t});\n\t\tfor (const entry of res.dynamicFields) {\n\t\t\tconst key = PositionKey.parse(entry.name.bcs);\n\t\t\tout.push({\n\t\t\t\tmarketId: normalizeSuiAddress(key.expiry_market_id),\n\t\t\t\torderId: key.order_id,\n\t\t\t});\n\t\t}\n\t\tif (!res.hasNextPage || !res.cursor) return out;\n\t\tcursor = res.cursor;\n\t}\n\tthrow new Error(\n\t\t`positions listing exceeded ${maxPages} pages (${out.length} so far) — raise maxPages`,\n\t);\n}\n\n/** Convenience: resolve + list in one call (uncached; the facade caches). */\nexport async function positions(\n\tclient: ClientWithCoreApi,\n\tconfig: GeneratedConfig,\n\towner: string,\n\topts: { limit?: number; maxPages?: number } = {},\n): Promise<OpenPosition[]> {\n\tconst handle = await resolvePositionsTable(client, config, owner);\n\tif (!handle?.positionsTableId) return [];\n\treturn positionsFromTable(client, handle.positionsTableId, opts);\n}\n"],"mappings":";;;;;;;AAkCA,MAAM,sBAAsB,IAAI,OAAO,8BAA8B;CACpE,IAAI,IAAI;CACR,MAAM,IAAI,MAAM;CAChB,OAAO;CACP,CAAC;AAiBF,eAAe,UAAU,QAA2B,UAA8C;AACjG,KAAI;EACH,MAAM,EAAE,WAAW,MAAM,OAAO,KAAK,UAAU;GAAE;GAAU,SAAS,EAAE,SAAS,MAAM;GAAE,CAAC;AACxF,SAAO,OAAO,WAAW;UACjB,GAAG;AAIX,MAAI,+CAA+C,KAAK,OAAO,EAAE,CAAC,CAAE,QAAO;AAC3E,QAAM;;;;;;;;AASR,eAAsB,sBACrB,QACA,QACA,OACkC;CAClC,MAAM,iBAAiB,MAAM,UAAU,QAAQ,2BAA2B,QAAQ,MAAM,CAAC;AACzF,KAAI,CAAC,eAAgB,QAAO;CAC5B,MAAM,aAAa,oBAAoB,eAAe,MAAM,eAAe,CAAC,QAAQ,WAAW;CAQ/F,MAAM,eAAe,MAAM,UAAU,QALjB,qBACnB,YACA,GAAG,OAAO,iBAAiB,qBAAqB,OAAO,iBAAiB,iCACxE,IAAI,WAAW,CAAC,EAAE,CAAC,CACnB,CACwD;AACzD,KAAI,CAAC,aAAc,QAAO;EAAE;EAAY,kBAAkB;EAAM,eAAe;EAAI;CAEnF,MAAM,OAAO,oBAAoB,MAAM,aAAa,CAAC;AACrD,QAAO;EACN;EACA,kBAAkB,oBAAoB,KAAK,UAAU,GAAG;EACxD,eAAe,KAAK,UAAU;EAC9B;;;;;;AAOF,eAAsB,mBACrB,QACA,kBACA,OAA8C,EAAE,EACtB;CAC1B,MAAM,QAAQ,KAAK,SAAS;CAC5B,MAAM,WAAW,KAAK,YAAY;CAClC,MAAM,MAAsB,EAAE;CAC9B,IAAI,SAA6B;AACjC,MAAK,IAAI,OAAO,GAAG,OAAO,UAAU,QAAQ;EAC3C,MAAM,MAAM,MAAM,OAAO,KAAK,kBAAkB;GAC/C,UAAU;GACV;GACA;GACA,CAAC;AACF,OAAK,MAAM,SAAS,IAAI,eAAe;GACtC,MAAM,MAAM,YAAY,MAAM,MAAM,KAAK,IAAI;AAC7C,OAAI,KAAK;IACR,UAAU,oBAAoB,IAAI,iBAAiB;IACnD,SAAS,IAAI;IACb,CAAC;;AAEH,MAAI,CAAC,IAAI,eAAe,CAAC,IAAI,OAAQ,QAAO;AAC5C,WAAS,IAAI;;AAEd,OAAM,IAAI,MACT,8BAA8B,SAAS,UAAU,IAAI,OAAO,2BAC5D"}
+{"version":3,"file":"positions.mjs","names":[],"sources":["../../../src/predict/reads/positions.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport { bcs } from '@mysten/sui/bcs';\nimport type { ClientWithCoreApi } from '@mysten/sui/client';\nimport { deriveDynamicFieldID, normalizeSuiAddress } from '@mysten/sui/utils';\nimport { type GeneratedConfig } from '../config/generated.js';\nimport { deriveAccountWrapperIdFrom } from '../tx/common.js';\nimport { AccountWrapper } from '../../account.js';\nimport { PositionKey, PredictData } from '../../contracts/deepbook_predict/predict_account.js';\n\n// ============================================================================\n// Chain-only position enumeration.\n//\n// Every open position is tracked under the owner's account:\n// `predict_account::PredictData.positions` is a\n// `Table<PositionKey{expiry_market_id, order_id}, Position>` — and Table\n// entries are dynamic fields, so the KEYS (everything redeem/claim need)\n// arrive directly from a dynamic-field listing. No indexer, no simulation.\n//\n// The walk (all parsing is exact BCS via `include: {content: true}`; the account\n// and PredictData struct layouts come from the generated `contracts/*` MoveStructs\n// so they can't drift from the deployed `account`/`predict_account` sources):\n//   1. wrapper object (id derived client-side)     → account UID\n//   2. derived DataKey<PredictApp> field object     → positions Table id\n//   3. listDynamicFields(table)                    → PositionKey per entry\n// Steps 1-2 resolve ids that are immutable once created — cache them per\n// owner (the facade does) and steady state is ONE call per page of positions.\n// ============================================================================\n\n// sui::dynamic_field::Field<DataKey<PredictApp>, PredictData>. DataKey is\n// source-empty, but Move inserts a hidden `dummy_field: bool` into empty\n// structs — so the name occupies ONE zero byte between id and value (and the\n// same byte is the derived-field key, below). The `value` uses the generated\n// `PredictData` layout so it tracks the deployed struct.\nconst PredictDataFieldBcs = bcs.struct('Field<DataKey,PredictData>', {\n\tid: bcs.Address,\n\tname: bcs.bool(), // DataKey's hidden dummy_field\n\tvalue: PredictData,\n});\n\n/** One open position — the coordinates redeem/claim/hasPosition take. */\nexport interface OpenPosition {\n\tmarketId: string;\n\torderId: bigint;\n}\n\n/** Resolved-once ids for an owner's position store (cache these). */\nexport interface PositionsHandle {\n\taccountUid: string;\n\t/** Null until the account's Predict data exists (first trade/builder-code). */\n\tpositionsTableId: string | null;\n\t/** Open-position count at resolution time (from the Table's size). */\n\tpositionCount: bigint;\n}\n\nasync function contentOf(client: ClientWithCoreApi, objectId: string): Promise<Uint8Array | null> {\n\ttry {\n\t\tconst { object } = await client.core.getObject({ objectId, include: { content: true } });\n\t\treturn object.content ?? null;\n\t} catch (e) {\n\t\t// Only a genuinely absent object means \"no positions\" (never-onboarded\n\t\t// owner, or no Predict data yet). Anything else — transport failures,\n\t\t// rate limits — must surface, not silently read as an empty portfolio.\n\t\tif (/not.?found|does not exist|deleted|NOT_FOUND/i.test(String(e))) return null;\n\t\tthrow e;\n\t}\n}\n\n/**\n * Resolve the immutable id chain for an owner's positions: wrapper → account\n * UID → PredictData → positions Table. Returns null when the owner has never\n * created a Predict account.\n */\nexport async function resolvePositionsTable(\n\tclient: ClientWithCoreApi,\n\tconfig: GeneratedConfig,\n\towner: string,\n): Promise<PositionsHandle | null> {\n\tconst wrapperContent = await contentOf(client, deriveAccountWrapperIdFrom(config, owner));\n\tif (!wrapperContent) return null;\n\tconst accountUid = normalizeSuiAddress(AccountWrapper.parse(wrapperContent).account.account_id);\n\n\t// The PredictData field id is derivable — no listing needed for this hop.\n\tconst dataFieldId = deriveDynamicFieldID(\n\t\taccountUid,\n\t\t`${config.accountPackageId}::account::DataKey<${config.predictPackageIdV1}::predict_account::PredictApp>`,\n\t\tnew Uint8Array([0]), // DataKey's hidden dummy_field: bool = false\n\t);\n\tconst fieldContent = await contentOf(client, dataFieldId);\n\tif (!fieldContent) return { accountUid, positionsTableId: null, positionCount: 0n };\n\n\tconst data = PredictDataFieldBcs.parse(fieldContent).value;\n\treturn {\n\t\taccountUid,\n\t\tpositionsTableId: normalizeSuiAddress(data.positions.id),\n\t\tpositionCount: data.positions.size,\n\t};\n}\n\n/**\n * List open positions from a resolved positions Table: one call per page,\n * keys parsed from the dynamic-field NAMES (no per-entry fetches).\n */\nexport async function positionsFromTable(\n\tclient: ClientWithCoreApi,\n\tpositionsTableId: string,\n\topts: { limit?: number; maxPages?: number } = {},\n): Promise<OpenPosition[]> {\n\tconst limit = opts.limit ?? 1000;\n\tconst maxPages = opts.maxPages ?? 10;\n\tconst out: OpenPosition[] = [];\n\tlet cursor: string | undefined = undefined;\n\tfor (let page = 0; page < maxPages; page++) {\n\t\tconst res = await client.core.listDynamicFields({\n\t\t\tparentId: positionsTableId,\n\t\t\tlimit,\n\t\t\tcursor,\n\t\t});\n\t\tfor (const entry of res.dynamicFields) {\n\t\t\tconst key = PositionKey.parse(entry.name.bcs);\n\t\t\tout.push({\n\t\t\t\tmarketId: normalizeSuiAddress(key.expiry_market_id),\n\t\t\t\torderId: key.order_id,\n\t\t\t});\n\t\t}\n\t\tif (!res.hasNextPage || !res.cursor) return out;\n\t\tcursor = res.cursor;\n\t}\n\tthrow new Error(\n\t\t`positions listing exceeded ${maxPages} pages (${out.length} so far) — raise maxPages`,\n\t);\n}\n\n/** Convenience: resolve + list in one call (uncached; the facade caches). */\nexport async function positions(\n\tclient: ClientWithCoreApi,\n\tconfig: GeneratedConfig,\n\towner: string,\n\topts: { limit?: number; maxPages?: number } = {},\n): Promise<OpenPosition[]> {\n\tconst handle = await resolvePositionsTable(client, config, owner);\n\tif (!handle?.positionsTableId) return [];\n\treturn positionsFromTable(client, handle.positionsTableId, opts);\n}\n"],"mappings":";;;;;;;AAkCA,MAAM,sBAAsB,IAAI,OAAO,8BAA8B;CACpE,IAAI,IAAI;CACR,MAAM,IAAI,MAAM;CAChB,OAAO;CACP,CAAC;AAiBF,eAAe,UAAU,QAA2B,UAA8C;AACjG,KAAI;EACH,MAAM,EAAE,WAAW,MAAM,OAAO,KAAK,UAAU;GAAE;GAAU,SAAS,EAAE,SAAS,MAAM;GAAE,CAAC;AACxF,SAAO,OAAO,WAAW;UACjB,GAAG;AAIX,MAAI,+CAA+C,KAAK,OAAO,EAAE,CAAC,CAAE,QAAO;AAC3E,QAAM;;;;;;;;AASR,eAAsB,sBACrB,QACA,QACA,OACkC;CAClC,MAAM,iBAAiB,MAAM,UAAU,QAAQ,2BAA2B,QAAQ,MAAM,CAAC;AACzF,KAAI,CAAC,eAAgB,QAAO;CAC5B,MAAM,aAAa,oBAAoB,eAAe,MAAM,eAAe,CAAC,QAAQ,WAAW;CAQ/F,MAAM,eAAe,MAAM,UAAU,QALjB,qBACnB,YACA,GAAG,OAAO,iBAAiB,qBAAqB,OAAO,mBAAmB,iCAC1E,IAAI,WAAW,CAAC,EAAE,CAAC,CACnB,CACwD;AACzD,KAAI,CAAC,aAAc,QAAO;EAAE;EAAY,kBAAkB;EAAM,eAAe;EAAI;CAEnF,MAAM,OAAO,oBAAoB,MAAM,aAAa,CAAC;AACrD,QAAO;EACN;EACA,kBAAkB,oBAAoB,KAAK,UAAU,GAAG;EACxD,eAAe,KAAK,UAAU;EAC9B;;;;;;AAOF,eAAsB,mBACrB,QACA,kBACA,OAA8C,EAAE,EACtB;CAC1B,MAAM,QAAQ,KAAK,SAAS;CAC5B,MAAM,WAAW,KAAK,YAAY;CAClC,MAAM,MAAsB,EAAE;CAC9B,IAAI,SAA6B;AACjC,MAAK,IAAI,OAAO,GAAG,OAAO,UAAU,QAAQ;EAC3C,MAAM,MAAM,MAAM,OAAO,KAAK,kBAAkB;GAC/C,UAAU;GACV;GACA;GACA,CAAC;AACF,OAAK,MAAM,SAAS,IAAI,eAAe;GACtC,MAAM,MAAM,YAAY,MAAM,MAAM,KAAK,IAAI;AAC7C,OAAI,KAAK;IACR,UAAU,oBAAoB,IAAI,iBAAiB;IACnD,SAAS,IAAI;IACb,CAAC;;AAEH,MAAI,CAAC,IAAI,eAAe,CAAC,IAAI,OAAQ,QAAO;AAC5C,WAAS,IAAI;;AAEd,OAAM,IAAI,MACT,8BAA8B,SAAS,UAAU,IAAI,OAAO,2BAC5D"}

package/dist/predict/tx/trade.d.mts.map

@@ -1 +1 @@
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+{"version":3,"file":"trade.d.mts","names":[],"sources":["../../../src/predict/tx/trade.ts"],"mappings":";;;;UAqBiB,WAAA;EAChB,QAAA;EACA,sBAAA;EACA,oBAAA;AAAA;AAAA,iBAQe,cAAA,CACf,MAAA,EAAQ,eAAA,EACR,IAAA;EAAQ,cAAA;AAAA,IAA2B,WAAA,IAChC,EAAA,EAAI,WAAA,KAAgB,iBAAA"}

package/dist/predict/tx/trade.mjs

@@ -1,11 +1,12 @@
 import { U64_MAX } from "../units.mjs";
 import { withAuth } from "./common.mjs";
-import { loadLivePricer as loadLivePricer$1, mintExactAmount as mintExactAmount$1, mintExactQuantity as mintExactQuantity$1, redeemLive as redeemLive$1, redeemSettled as redeemSettled$1 } from "../../contracts/deepbook_predict/expiry_market.mjs";
+import { loadLivePricer as loadLivePricer$1, mintExactAmount as mintExactAmount$1, mintExactCost as mintExactCost$1, mintExactQuantity as mintExactQuantity$1, redeemLive as redeemLive$1, redeemSettled as redeemSettled$1 } from "../../contracts/deepbook_predict/expiry_market.mjs";
 
 //#region src/predict/tx/trade.ts
 const authed = {
 	mintExactQuantity: withAuth(mintExactQuantity$1),
 	mintExactAmount: withAuth(mintExactAmount$1),
+	mintExactCost: withAuth(mintExactCost$1),
 	redeemLive: withAuth(redeemLive$1),
 	redeemSettled: withAuth(redeemSettled$1)
 };
@@ -56,6 +57,21 @@ function mintExactAmount(config, args) {
 		}
 	}));
 }
+/** Mint within an all-in budget, including fees, using the v2 entrypoint. */
+function mintExactCost(config, args) {
+	return liveTrade(config, args, (pricer) => authed.mintExactCost({
+		config,
+		arguments: {
+			market: args.expiryMarketId,
+			wrapper: args.wrapperId,
+			pricer,
+			lowerTick: args.lowerTick,
+			higherTick: args.higherTick,
+			maxCost: args.maxCostRaw,
+			minQuantity: args.minQuantityRaw
+		}
+	}));
+}
 function redeemLive(config, args) {
 	return liveTrade(config, args, (pricer) => authed.redeemLive({
 		config,
@@ -82,5 +98,5 @@ function redeemSettled(config, args) {
 }
 
 //#endregion
-export { loadLivePricer, mintExactAmount, mintExactQuantity, redeemLive, redeemSettled };
+export { loadLivePricer, mintExactAmount, mintExactCost, mintExactQuantity, redeemLive, redeemSettled };
 //# sourceMappingURL=trade.mjs.map

package/dist/predict/tx/trade.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"trade.mjs","names":["expiryMarket.mintExactQuantity","expiryMarket.mintExactAmount","expiryMarket.redeemLive","expiryMarket.redeemSettled","expiryMarket.loadLivePricer"],"sources":["../../../src/predict/tx/trade.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport type { Transaction, TransactionResult } from '@mysten/sui/transactions';\nimport type { GeneratedConfig } from '../config/generated.js';\nimport { U64_MAX } from '../units.js';\nimport * as expiryMarket from '../../contracts/deepbook_predict/expiry_market.js';\nimport { withAuth } from './common.js';\n\n// The four trade calls with their `auth` argument already supplied (see `withAuth`): each\n// takes its generated options minus that slot and expands to auth → call.\nconst authed = {\n\tmintExactQuantity: withAuth(expiryMarket.mintExactQuantity),\n\tmintExactAmount: withAuth(expiryMarket.mintExactAmount),\n\tredeemLive: withAuth(expiryMarket.redeemLive),\n\tredeemSettled: withAuth(expiryMarket.redeemSettled),\n};\n\n// The oracle feed object ids a live market's pricer reads. Grouped so callers pass one\n// bundle; the deployment's per-underlying ids live in `cfg.underlyings[symbol]` (see\n// `src/config/testnet.ts`), named to match `deployment.testnet.json`.\nexport interface MarketFeeds {\n\tpythFeed: string;\n\tblockScholesValueStore: string;\n\tblockScholesSviStore: string;\n}\n\n// Load a fresh `Pricer` from the live oracle feeds. Every live-flow trade call\n// (`mint_*`, `redeem_live`) borrows this `&Pricer` and it must be loaded first in the\n// PTB. Deployed sig `load_live_pricer` (expiry_market.move): market, config,\n// propbook_registry (&OracleRegistry), pyth, bs_values, bs_svi, clock (auto-injected).\n// `config` and `propbook_registry` are supplied by the config slice, not named here.\nexport function loadLivePricer(\n\tconfig: GeneratedConfig,\n\targs: { expiryMarketId: string } & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn (tx) =>\n\t\ttx.add(\n\t\t\texpiryMarket.loadLivePricer({\n\t\t\t\tconfig,\n\t\t\t\targuments: {\n\t\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\t\tpyth: args.pythFeed,\n\t\t\t\t\tbsValues: args.blockScholesValueStore,\n\t\t\t\t\tbsSvi: args.blockScholesSviStore,\n\t\t\t\t},\n\t\t\t}),\n\t\t);\n}\n\n// The three commands every live-flow trade is: load a fresh market-bound `Pricer`, mint\n// owner auth, then the one `expiry_market::*` call that consumes both. Only the pricer is\n// composed here — `build` returns an `authed.*` call, which is the other two commands.\nfunction liveTrade(\n\tconfig: GeneratedConfig,\n\targs: { expiryMarketId: string } & MarketFeeds,\n\tbuild: (pricer: TransactionResult) => (tx: Transaction) => TransactionResult,\n): (tx: Transaction) => TransactionResult {\n\treturn (tx) => {\n\t\tconst pricer = tx.add(loadLivePricer(config, args));\n\t\treturn tx.add(build(pricer));\n\t};\n}\n\n// Mint a position of an exact `quantityRaw`, capped by cost/probability ceilings,\n// returning the new order id (u256). Command order is pricer → auth → mint (auth is a\n// hot potato consumed by this call). `maxCostRaw`/`maxProbabilityRaw` default to\n// `U64_MAX` (no slippage cap). Deployed sig `mint_exact_quantity`.\nexport function mintExactQuantity(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\tlowerTick: bigint;\n\t\thigherTick: bigint;\n\t\tquantityRaw: bigint;\n\t\tmaxCostRaw?: bigint;\n\t\tmaxProbabilityRaw?: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.mintExactQuantity({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\tlowerTick: args.lowerTick,\n\t\t\t\thigherTick: args.higherTick,\n\t\t\t\tquantity: args.quantityRaw,\n\t\t\t\tmaxCost: args.maxCostRaw ?? U64_MAX,\n\t\t\t\tmaxProbability: args.maxProbabilityRaw ?? U64_MAX,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n// Mint by spending up to `maxPremiumRaw` (raw quote units), enforcing a `minQuantityRaw`\n// floor on the position received and a `maxCostRaw` all-in ceiling, returning the new\n// order id (u256). Command order is pricer → auth → mint. Deployed sig\n// `mint_exact_amount`: …, max_premium, min_quantity, max_cost, root.\nexport function mintExactAmount(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\tlowerTick: bigint;\n\t\thigherTick: bigint;\n\t\tmaxPremiumRaw: bigint;\n\t\tminQuantityRaw: bigint;\n\t\tmaxCostRaw?: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.mintExactAmount({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\tlowerTick: args.lowerTick,\n\t\t\t\thigherTick: args.higherTick,\n\t\t\t\tmaxPremium: args.maxPremiumRaw,\n\t\t\t\tminQuantity: args.minQuantityRaw,\n\t\t\t\tmaxCost: args.maxCostRaw ?? U64_MAX,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n// Owner-authorized redeem of a live (not-yet-settled) position: close `closeQuantityRaw`\n// of `orderId` at the live pricer's mark, enforcing close-side slippage floors\n// (`minProbabilityRaw`/`minProceedsRaw`, default 0 = uncapped). Returns `Option<u256>`:\n// the replacement order id when a partial close leaves quantity open, else none. Command\n// order is pricer → auth → redeem. Deployed sig `redeem_live`.\nexport function redeemLive(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\torderId: bigint;\n\t\tcloseQuantityRaw: bigint;\n\t\tminProbabilityRaw?: bigint;\n\t\tminProceedsRaw?: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.redeemLive({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\torderId: args.orderId,\n\t\t\t\tcloseQuantity: args.closeQuantityRaw,\n\t\t\t\tminProbability: args.minProbabilityRaw ?? 0n,\n\t\t\t\tminProceeds: args.minProceedsRaw ?? 0n,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n// Owner-authorized redeem of a settled position: closes `orderId` IN FULL against the\n// recorded settlement price (the deployed entrypoint takes no quantity — a settled claim\n// is all-or-nothing). No live pricer (settlement price is fixed); auth is consumed by the\n// call. Deployed sig `redeem_settled` (owner-auth form). The keeper-facing\n// `redeem_settled_permissionless` is a separate entrypoint, out of scope for this SDK.\nexport function redeemSettled(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\torderId: bigint;\n\t},\n): (tx: Transaction) => TransactionResult {\n\treturn authed.redeemSettled({\n\t\tconfig,\n\t\targuments: {\n\t\t\tmarket: args.expiryMarketId,\n\t\t\twrapper: args.wrapperId,\n\t\t\torderId: args.orderId,\n\t\t},\n\t});\n}\n"],"mappings":";;;;;AAUA,MAAM,SAAS;CACd,mBAAmB,SAASA,oBAA+B;CAC3D,iBAAiB,SAASC,kBAA6B;CACvD,YAAY,SAASC,aAAwB;CAC7C,eAAe,SAASC,gBAA2B;CACnD;AAgBD,SAAgB,eACf,QACA,MACyC;AACzC,SAAQ,OACP,GAAG,IACFC,iBAA4B;EAC3B;EACA,WAAW;GACV,QAAQ,KAAK;GACb,MAAM,KAAK;GACX,UAAU,KAAK;GACf,OAAO,KAAK;GACZ;EACD,CAAC,CACF;;AAMH,SAAS,UACR,QACA,MACA,OACyC;AACzC,SAAQ,OAAO;EACd,MAAM,SAAS,GAAG,IAAI,eAAe,QAAQ,KAAK,CAAC;AACnD,SAAO,GAAG,IAAI,MAAM,OAAO,CAAC;;;AAQ9B,SAAgB,kBACf,QACA,MASyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,kBAAkB;EACxB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,WAAW,KAAK;GAChB,YAAY,KAAK;GACjB,UAAU,KAAK;GACf,SAAS,KAAK,cAAc;GAC5B,gBAAgB,KAAK,qBAAqB;GAC1C;EACD,CAAC,CACF;;AAOF,SAAgB,gBACf,QACA,MASyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,gBAAgB;EACtB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,WAAW,KAAK;GAChB,YAAY,KAAK;GACjB,YAAY,KAAK;GACjB,aAAa,KAAK;GAClB,SAAS,KAAK,cAAc;GAC5B;EACD,CAAC,CACF;;AAQF,SAAgB,WACf,QACA,MAQyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,WAAW;EACjB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,SAAS,KAAK;GACd,eAAe,KAAK;GACpB,gBAAgB,KAAK,qBAAqB;GAC1C,aAAa,KAAK,kBAAkB;GACpC;EACD,CAAC,CACF;;AAQF,SAAgB,cACf,QACA,MAKyC;AACzC,QAAO,OAAO,cAAc;EAC3B;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd,SAAS,KAAK;GACd;EACD,CAAC"}
+{"version":3,"file":"trade.mjs","names":["expiryMarket.mintExactQuantity","expiryMarket.mintExactAmount","expiryMarket.mintExactCost","expiryMarket.redeemLive","expiryMarket.redeemSettled","expiryMarket.loadLivePricer"],"sources":["../../../src/predict/tx/trade.ts"],"sourcesContent":["// Copyright (c) Mysten Labs, Inc.\n// SPDX-License-Identifier: Apache-2.0\nimport type { Transaction, TransactionResult } from '@mysten/sui/transactions';\nimport type { GeneratedConfig } from '../config/generated.js';\nimport { U64_MAX } from '../units.js';\nimport * as expiryMarket from '../../contracts/deepbook_predict/expiry_market.js';\nimport { withAuth } from './common.js';\n\n// The trade calls with their `auth` argument already supplied (see `withAuth`): each\n// takes its generated options minus that slot and expands to auth → call.\nconst authed = {\n\tmintExactQuantity: withAuth(expiryMarket.mintExactQuantity),\n\tmintExactAmount: withAuth(expiryMarket.mintExactAmount),\n\tmintExactCost: withAuth(expiryMarket.mintExactCost),\n\tredeemLive: withAuth(expiryMarket.redeemLive),\n\tredeemSettled: withAuth(expiryMarket.redeemSettled),\n};\n\n// The oracle feed object ids a live market's pricer reads. Grouped so callers pass one\n// bundle; the deployment's per-underlying ids live in `cfg.underlyings[symbol]` (see\n// `src/config/testnet.ts`), named to match `deployment.testnet.json`.\nexport interface MarketFeeds {\n\tpythFeed: string;\n\tblockScholesValueStore: string;\n\tblockScholesSviStore: string;\n}\n\n// Load a fresh `Pricer` from the live oracle feeds. Every live-flow trade call\n// (`mint_*`, `redeem_live`) borrows this `&Pricer` and it must be loaded first in the\n// PTB. Deployed sig `load_live_pricer` (expiry_market.move): market, config,\n// propbook_registry (&OracleRegistry), pyth, bs_values, bs_svi, clock (auto-injected).\n// `config` and `propbook_registry` are supplied by the config slice, not named here.\nexport function loadLivePricer(\n\tconfig: GeneratedConfig,\n\targs: { expiryMarketId: string } & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn (tx) =>\n\t\ttx.add(\n\t\t\texpiryMarket.loadLivePricer({\n\t\t\t\tconfig,\n\t\t\t\targuments: {\n\t\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\t\tpyth: args.pythFeed,\n\t\t\t\t\tbsValues: args.blockScholesValueStore,\n\t\t\t\t\tbsSvi: args.blockScholesSviStore,\n\t\t\t\t},\n\t\t\t}),\n\t\t);\n}\n\n// The three commands every live-flow trade is: load a fresh market-bound `Pricer`, mint\n// owner auth, then the one `expiry_market::*` call that consumes both. Only the pricer is\n// composed here — `build` returns an `authed.*` call, which is the other two commands.\nfunction liveTrade(\n\tconfig: GeneratedConfig,\n\targs: { expiryMarketId: string } & MarketFeeds,\n\tbuild: (pricer: TransactionResult) => (tx: Transaction) => TransactionResult,\n): (tx: Transaction) => TransactionResult {\n\treturn (tx) => {\n\t\tconst pricer = tx.add(loadLivePricer(config, args));\n\t\treturn tx.add(build(pricer));\n\t};\n}\n\n// Mint a position of an exact `quantityRaw`, capped by cost/probability ceilings,\n// returning the new order id (u256). Command order is pricer → auth → mint (auth is a\n// hot potato consumed by this call). `maxCostRaw`/`maxProbabilityRaw` default to\n// `U64_MAX` (no slippage cap). Deployed sig `mint_exact_quantity`.\nexport function mintExactQuantity(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\tlowerTick: bigint;\n\t\thigherTick: bigint;\n\t\tquantityRaw: bigint;\n\t\tmaxCostRaw?: bigint;\n\t\tmaxProbabilityRaw?: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.mintExactQuantity({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\tlowerTick: args.lowerTick,\n\t\t\t\thigherTick: args.higherTick,\n\t\t\t\tquantity: args.quantityRaw,\n\t\t\t\tmaxCost: args.maxCostRaw ?? U64_MAX,\n\t\t\t\tmaxProbability: args.maxProbabilityRaw ?? U64_MAX,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n// Mint by spending up to `maxPremiumRaw` (raw quote units), enforcing a `minQuantityRaw`\n// floor on the position received and a `maxCostRaw` all-in ceiling, returning the new\n// order id (u256). Command order is pricer → auth → mint. Deployed sig\n// `mint_exact_amount`: …, max_premium, min_quantity, max_cost, root.\nexport function mintExactAmount(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\tlowerTick: bigint;\n\t\thigherTick: bigint;\n\t\tmaxPremiumRaw: bigint;\n\t\tminQuantityRaw: bigint;\n\t\tmaxCostRaw?: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.mintExactAmount({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\tlowerTick: args.lowerTick,\n\t\t\t\thigherTick: args.higherTick,\n\t\t\t\tmaxPremium: args.maxPremiumRaw,\n\t\t\t\tminQuantity: args.minQuantityRaw,\n\t\t\t\tmaxCost: args.maxCostRaw ?? U64_MAX,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n/** Mint within an all-in budget, including fees, using the v2 entrypoint. */\nexport function mintExactCost(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\tlowerTick: bigint;\n\t\thigherTick: bigint;\n\t\tmaxCostRaw: bigint;\n\t\tminQuantityRaw: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.mintExactCost({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\tlowerTick: args.lowerTick,\n\t\t\t\thigherTick: args.higherTick,\n\t\t\t\tmaxCost: args.maxCostRaw,\n\t\t\t\tminQuantity: args.minQuantityRaw,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n// Owner-authorized redeem of a live (not-yet-settled) position: close `closeQuantityRaw`\n// of `orderId` at the live pricer's mark, enforcing close-side slippage floors\n// (`minProbabilityRaw`/`minProceedsRaw`, default 0 = uncapped). Returns `Option<u256>`:\n// the replacement order id when a partial close leaves quantity open, else none. Command\n// order is pricer → auth → redeem. Deployed sig `redeem_live`.\nexport function redeemLive(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\torderId: bigint;\n\t\tcloseQuantityRaw: bigint;\n\t\tminProbabilityRaw?: bigint;\n\t\tminProceedsRaw?: bigint;\n\t} & MarketFeeds,\n): (tx: Transaction) => TransactionResult {\n\treturn liveTrade(config, args, (pricer) =>\n\t\tauthed.redeemLive({\n\t\t\tconfig,\n\t\t\targuments: {\n\t\t\t\tmarket: args.expiryMarketId,\n\t\t\t\twrapper: args.wrapperId,\n\t\t\t\tpricer,\n\t\t\t\torderId: args.orderId,\n\t\t\t\tcloseQuantity: args.closeQuantityRaw,\n\t\t\t\tminProbability: args.minProbabilityRaw ?? 0n,\n\t\t\t\tminProceeds: args.minProceedsRaw ?? 0n,\n\t\t\t},\n\t\t}),\n\t);\n}\n\n// Owner-authorized redeem of a settled position: closes `orderId` IN FULL against the\n// recorded settlement price (the deployed entrypoint takes no quantity — a settled claim\n// is all-or-nothing). No live pricer (settlement price is fixed); auth is consumed by the\n// call. Deployed sig `redeem_settled` (owner-auth form). The keeper-facing\n// `redeem_settled_permissionless` is a separate entrypoint, out of scope for this SDK.\nexport function redeemSettled(\n\tconfig: GeneratedConfig,\n\targs: {\n\t\texpiryMarketId: string;\n\t\twrapperId: string;\n\t\torderId: bigint;\n\t},\n): (tx: Transaction) => TransactionResult {\n\treturn authed.redeemSettled({\n\t\tconfig,\n\t\targuments: {\n\t\t\tmarket: args.expiryMarketId,\n\t\t\twrapper: args.wrapperId,\n\t\t\torderId: args.orderId,\n\t\t},\n\t});\n}\n"],"mappings":";;;;;AAUA,MAAM,SAAS;CACd,mBAAmB,SAASA,oBAA+B;CAC3D,iBAAiB,SAASC,kBAA6B;CACvD,eAAe,SAASC,gBAA2B;CACnD,YAAY,SAASC,aAAwB;CAC7C,eAAe,SAASC,gBAA2B;CACnD;AAgBD,SAAgB,eACf,QACA,MACyC;AACzC,SAAQ,OACP,GAAG,IACFC,iBAA4B;EAC3B;EACA,WAAW;GACV,QAAQ,KAAK;GACb,MAAM,KAAK;GACX,UAAU,KAAK;GACf,OAAO,KAAK;GACZ;EACD,CAAC,CACF;;AAMH,SAAS,UACR,QACA,MACA,OACyC;AACzC,SAAQ,OAAO;EACd,MAAM,SAAS,GAAG,IAAI,eAAe,QAAQ,KAAK,CAAC;AACnD,SAAO,GAAG,IAAI,MAAM,OAAO,CAAC;;;AAQ9B,SAAgB,kBACf,QACA,MASyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,kBAAkB;EACxB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,WAAW,KAAK;GAChB,YAAY,KAAK;GACjB,UAAU,KAAK;GACf,SAAS,KAAK,cAAc;GAC5B,gBAAgB,KAAK,qBAAqB;GAC1C;EACD,CAAC,CACF;;AAOF,SAAgB,gBACf,QACA,MASyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,gBAAgB;EACtB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,WAAW,KAAK;GAChB,YAAY,KAAK;GACjB,YAAY,KAAK;GACjB,aAAa,KAAK;GAClB,SAAS,KAAK,cAAc;GAC5B;EACD,CAAC,CACF;;;AAIF,SAAgB,cACf,QACA,MAQyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,cAAc;EACpB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,WAAW,KAAK;GAChB,YAAY,KAAK;GACjB,SAAS,KAAK;GACd,aAAa,KAAK;GAClB;EACD,CAAC,CACF;;AAQF,SAAgB,WACf,QACA,MAQyC;AACzC,QAAO,UAAU,QAAQ,OAAO,WAC/B,OAAO,WAAW;EACjB;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd;GACA,SAAS,KAAK;GACd,eAAe,KAAK;GACpB,gBAAgB,KAAK,qBAAqB;GAC1C,aAAa,KAAK,kBAAkB;GACpC;EACD,CAAC,CACF;;AAQF,SAAgB,cACf,QACA,MAKyC;AACzC,QAAO,OAAO,cAAc;EAC3B;EACA,WAAW;GACV,QAAQ,KAAK;GACb,SAAS,KAAK;GACd,SAAS,KAAK;GACd;EACD,CAAC"}

package/dist/sessions.d.mts

@@ -14,8 +14,10 @@ import { Transaction, TransactionArgument, TransactionResult } from "@mysten/sui
  * registry. `sessionsPackageId` and `sessionsConfig` come from the sessions deployment.
  */
 interface SessionsConfig extends DeepbookSessionsConfig {
-  /** The `deepbook_sessions` Move package id. */
+  /** The latest `deepbook_sessions` Move-call package id. */
   sessionsPackageId: string;
+  /** Original ID for v1 structs. Omit only for an unupgraded custom deployment. */
+  sessionsPackageIdV1?: string;
   /** The shared `SessionsConfig` object id. */
   sessionsConfig: string;
   /** The shared `account` Move package id. */
@@ -184,6 +186,20 @@ declare class SessionsContract {
     minQuantity: number | bigint;
     maxCost: number | bigint;
   }): (tx: Transaction) => TransactionResult;
+  /**
+   * Mint within an all-in budget as a session. Amounts are raw Move units.
+   * Requires Sessions/Predict v2 (currently Testnet; Mainnet is still v1).
+   */
+  mintExactCost(params: {
+    expiryMarketId: string;
+    wrapperId: string;
+    protocolConfig: string;
+    pricer: TransactionArgument;
+    lowerTick: number | bigint;
+    higherTick: number | bigint;
+    maxCost: number | bigint;
+    minQuantity: number | bigint;
+  }): (tx: Transaction) => TransactionResult;
   /**
    * @description Close part or all of a live position at the pricer's mark, as `session`.
    * `minProbability` / `minProceeds` are close-side slippage floors; `0` disables either,

package/dist/sessions.d.mts.map

@@ -1 +1 @@
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+{"version":3,"file":"sessions.d.mts","names":[],"sources":["../src/sessions.ts"],"mappings":";;;;;;;;;;;AA2BA;;;;UAAiB,cAAA,SAAuB,sBAAA;EAEvC;EAAA,iBAAA;EAIA;EAFA,mBAAA;EAMA;EAJA,cAAA;EAIe;EAFf,gBAAA;EAU+B;EAR/B,eAAA;AAAA;;AAgBD;;;;UARiB,eAAA;EAuBD;EArBf,gBAAA;;EAEA,4BAAA;AAAA;;UAIgB,kBAAA;EAiBuC;EAfvD,cAAA;AAAA;;;;;;;AA6BD;;;;iBAhBgB,iBAAA,CACf,OAAA,EAAS,UAAA,GACP,cAAA,GAAiB,eAAA,GAAkB,kBAAA;AAiBtC;AAAA,cAHa,uBAAA;;cAGA,wBAAA;;UAkBI,YAAA;EAAY;EAE5B,OAAA;EAAA;EAEA,WAAA;AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;cAsCY,gBAAA;EAAA;cAGA,MAAA,EAAQ,cAAA;EAgEpB;;;;EA9CA,sBAAA,CAAuB,KAAA;EA+CV;;;;;EAnCb,eAAA,CAAgB,KAAA;EA0DH;;;;;EA7Cb,qBAAA,CAAsB,KAAA;EA6DT;;;;;;;;EAxCb,gBAAA,CAAiB,MAAA;IAAU,SAAA;IAAmB,OAAA;IAAiB,UAAA;EAAA,KACtD,EAAA,EAAI,WAAA;EAyEZ;;;;;;;;EAnDD,aAAA,CAAc,MAAA;IAAU,SAAA;IAAmB,OAAA;EAAA,KAClC,EAAA,EAAI,WAAA;EAmFZ;;;;;EApED,mBAAA,CAAoB,MAAA;IAAU,SAAA;IAAmB,OAAA;EAAA,KACxC,EAAA,EAAI,WAAA,KAAc,iBAAA;EAiG1B;;;;;;;EAxED,iBAAA,CAAkB,MAAA;IACjB,cAAA;IACA,SAAA;IACA,cAAA;IACA,MAAA,EAAQ,mBAAA;IACR,SAAA;IACA,UAAA;IACA,QAAA;IACA,OAAA;IACA,cAAA;EAAA,KAEQ,EAAA,EAAI,WAAA,KAAc,iBAAA;EAsGlB;;;;;EA7ET,eAAA,CAAgB,MAAA;IACf,cAAA;IACA,SAAA;IACA,cAAA;IACA,MAAA,EAAQ,mBAAA;IACR,SAAA;IACA,UAAA;IACA,UAAA;IACA,WAAA;IACA,OAAA;EAAA,KAEQ,EAAA,EAAI,WAAA,KAAc,iBAAA;EAsGlB;;;;EA9ET,aAAA,CAAc,MAAA;IACb,cAAA;IACA,SAAA;IACA,cAAA;IACA,MAAA,EAAQ,mBAAA;IACR,SAAA;IACA,UAAA;IACA,OAAA;IACA,WAAA;EAAA,KAEQ,EAAA,EAAI,WAAA,KAAc,iBAAA;EAmIsD;;;;;;;;;EAvGjF,UAAA,CAAW,MAAA;IACV,cAAA;IACA,SAAA;IACA,cAAA;IACA,MAAA,EAAQ,mBAAA;IACR,OAAA;IACA,aAAA;IACA,cAAA;IACA,WAAA;EAAA,KAEQ,EAAA,EAAI,WAAA,KAAc,iBAAA;;;;;;EAwB3B,aAAA,CAAc,MAAA;IACb,cAAA;IACA,SAAA;IACA,cAAA;IACA,OAAA;EAAA,KAEQ,EAAA,EAAI,WAAA;;;;;;;;;;;;;;;SA8BN,cAAA,CAAe,QAAA,EAAU,UAAA,GAAa,YAAA;;SAqBtC,cAAA,CAAe,MAAA,WAAiB,YAAA,IAAgB,KAAA,oBAAyB,YAAA;;;;;;;SAYzE,eAAA,CAAgB,MAAA,WAAiB,YAAA,IAAgB,KAAA,oBAAyB,YAAA;AAAA"}

package/dist/sessions.mjs

@@ -2,7 +2,7 @@ import { MAINNET_SESSIONS } from "./deployments/mainnet.mjs";
 import { TESTNET_DEPLOYMENT, TESTNET_SESSIONS, TESTNET_UNITS } from "./deployments/testnet.mjs";
 import { getDeployment, getUnits } from "./deployments/index.mjs";
 import { AccountContract } from "./account.mjs";
-import { SessionAuthorized, SessionRevoked, SessionsApp, SessionsData, authorizeSession, mintExactAmount, mintExactQuantity, redeemLive, redeemSettled, revokeSession, sessionExpirationMs, sessions_exports } from "./contracts/deepbook_sessions/sessions.mjs";
+import { SessionAuthorized, SessionRevoked, SessionsApp, SessionsData, authorizeSession, mintExactAmount, mintExactCost, mintExactQuantity, redeemLive, redeemSettled, revokeSession, sessionExpirationMs, sessions_exports } from "./contracts/deepbook_sessions/sessions.mjs";
 import { session_config_exports } from "./contracts/deepbook_sessions/session_config.mjs";
 import { bcs } from "@mysten/sui/bcs";
 import { deriveDynamicFieldID, deriveObjectID } from "@mysten/sui/utils";
@@ -103,7 +103,7 @@ var SessionsContract = class {
 	* bulk on-chain read, so this is the route to enumerating grants.
 	*/
 	deriveSessionsFieldId(owner) {
-		return deriveDynamicFieldID(this.deriveAccountId(owner), `${this.#config.accountPackageId}::account::DataKey<${this.#config.sessionsPackageId}::sessions::SessionsApp>`, new Uint8Array([0]));
+		return deriveDynamicFieldID(this.deriveAccountId(owner), `${this.#config.accountPackageId}::account::DataKey<${this.#config.sessionsPackageIdV1 ?? this.#config.sessionsPackageId}::sessions::SessionsApp>`, new Uint8Array([0]));
 	}
 	/**
 	* @description Grant `session` authority over the Account until `now + durationMs`.
@@ -205,6 +205,26 @@ var SessionsContract = class {
 		}));
 	}
 	/**
+	* Mint within an all-in budget as a session. Amounts are raw Move units.
+	* Requires Sessions/Predict v2 (currently Testnet; Mainnet is still v1).
+	*/
+	mintExactCost(params) {
+		return (tx) => tx.add(mintExactCost({
+			config: this.#generatedConfig,
+			arguments: {
+				market: params.expiryMarketId,
+				accountRegistry: this.#config.accountRegistry,
+				wrapper: params.wrapperId,
+				config: params.protocolConfig,
+				pricer: params.pricer,
+				lowerTick: params.lowerTick,
+				higherTick: params.higherTick,
+				maxCost: params.maxCost,
+				minQuantity: params.minQuantity
+			}
+		}));
+	}
+	/**
 	* @description Close part or all of a live position at the pricer's mark, as `session`.
 	* `minProbability` / `minProceeds` are close-side slippage floors; `0` disables either,
 	* and OMITTING them is `0` — unlike the mint caps, which are required. On a delegated