@mysten/deepbook-v3 2.6.4 → 2.8.0

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

@@ -1,97 +1,130 @@
 import { MoveStruct } from "../utils/index.mjs";
-import * as _mysten_sui_bcs161 from "@mysten/sui/bcs";
-import * as _mysten_sui_transactions251 from "@mysten/sui/transactions";
+import * as _mysten_sui_bcs57 from "@mysten/sui/bcs";
+import * as _mysten_sui_transactions170 from "@mysten/sui/transactions";
 import { Transaction, TransactionArgument } from "@mysten/sui/transactions";
 
 //#region src/contracts/deepbook_predict/pricing.d.ts
 declare namespace pricing_d_exports {
-  export { FrozenPricer, HigherUpArguments, HigherUpOptions, LowerUpArguments, LowerUpOptions, Pricer, PricingSVI, ProbabilityArguments, ProbabilityOptions, RangePrice, RangePriceArguments, RangePriceOptions, RawSVI, UpPriceArguments, UpPriceOptions, higherUp, lowerUp, probability, rangePrice, upPrice };
+  export { FrozenPricer, HigherUpArguments, HigherUpOptions, LowerUpArguments, LowerUpOptions, Pricer, PricingSVI, ProbabilityArguments, ProbabilityOptions, RangePrice, RangePriceArguments, RangePriceOptions, RawSVI, UpPriceArguments, UpPriceOptions, VolSnapshot, higherUp, lowerUp, probability, rangePrice, upPrice };
 }
+declare const VolSnapshot: MoveStruct<{
+  /**
+   * Canonical Propbook Pyth source for the market's underlying; commit finds this
+   * feed in each Lazer update.
+   */
+  pyth_source_id: _mysten_sui_bcs57.BcsType<number, number, "u32">; /** The matched Block Scholes spot and forward, narrowed to Predict's width. */
+  bs_spot: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  bs_forward: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">; /** Raw SVI parameters before roll-down, at 1e9. */
+  svi_a: MoveStruct<{
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
+  }, "fixed_math::i64::I64">;
+  svi_b: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  svi_rho: MoveStruct<{
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
+  }, "fixed_math::i64::I64">;
+  svi_m: MoveStruct<{
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
+  }, "fixed_math::i64::I64">;
+  svi_sigma: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  /**
+   * Provider source timestamps of the three reads. The SVI one is also the roll-down
+   * anchor.
+   */
+  bs_spot_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  bs_forward_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  svi_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+}, "@local-pkg/deepbook_predict::pricing::VolSnapshot">;
 declare const PricingSVI: MoveStruct<{
-  /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u128">;
-  a_is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
-  b: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u128">;
+  /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u128">;
+  a_is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
+  b: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u128">;
   rho: MoveStruct<{
-    magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
   m: MoveStruct<{
-    magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
-  sigma: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  sigma: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::PricingSVI">;
 declare const FrozenPricer: MoveStruct<{
-  expiry_market_id: _mysten_sui_bcs161.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
-  forward: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  expiry_market_id: _mysten_sui_bcs57.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
+  forward: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
   svi: MoveStruct<{
-    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u128">;
-    a_is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
-    b: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u128">;
+    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u128">;
+    a_is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
+    b: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u128">;
     rho: MoveStruct<{
-      magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
     m: MoveStruct<{
-      magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
-    sigma: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+    sigma: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
   }, "@local-pkg/deepbook_predict::pricing::PricingSVI">;
-  pyth_spot_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  pyth_spot_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::FrozenPricer">;
 declare const Pricer: MoveStruct<{
-  /** Expiry market this snapshot was loaded for. */expiry_market_id: _mysten_sui_bcs161.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
-  forward: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  /** Expiry market this snapshot was loaded for. */expiry_market_id: _mysten_sui_bcs57.BcsType<string, string | Uint8Array<ArrayBufferLike>, "bytes[32]">;
+  forward: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
   svi: MoveStruct<{
-    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u128">;
-    a_is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
-    b: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u128">;
+    /** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */a_magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u128">;
+    a_is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">; /** Rolled-down SVI `b`, at 1e18. */
+    b: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u128">;
     rho: MoveStruct<{
-      magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
     m: MoveStruct<{
-      magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-      is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+      magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+      is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
     }, "fixed_math::i64::I64">;
-    sigma: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+    sigma: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
   }, "@local-pkg/deepbook_predict::pricing::PricingSVI">;
   /**
    * Timestamps of the oracle observations this snapshot validated, as trade events
    * report them — each observation's own economic clock. Pyth carries its source
-   * timestamp (`0` only when no usable normalized observation exists); Block Scholes
-   * spot and forward carry the provider `value_timestamp`, and SVI carries the
-   * provider `svi_timestamp`. Those timestamps are the clocks freshness gates and
-   * SVI roll-down use.
+   * timestamp (`0` only when no usable normalized observation exists; a `pricer_at`
+   * Pricer carries the committed update's generation time); Block Scholes spot and
+   * forward carry the provider `value_timestamp`, and SVI carries the provider
+   * `svi_timestamp`. Those timestamps are the clocks freshness gates and SVI
+   * roll-down use. The Pyth timestamp, including its `0` sentinel, is also what
+   * `assert_pyth_spot_fresh` gates live trades on, so it must stay the value the
+   * load's forward selection read.
    */
-  pyth_spot_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  pyth_spot_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_spot_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_forward_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+  block_scholes_svi_source_timestamp_ms: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::Pricer">;
 declare const RangePrice: MoveStruct<{
-  lower_up: _mysten_sui_bcs161.BcsType<bigint | null, string | number | bigint | null | undefined, "Option<u64>">;
-  higher_up: _mysten_sui_bcs161.BcsType<bigint | null, string | number | bigint | null | undefined, "Option<u64>">;
+  lower_up: _mysten_sui_bcs57.BcsType<bigint | null, string | number | bigint | null | undefined, "Option<u64>">;
+  higher_up: _mysten_sui_bcs57.BcsType<bigint | null, string | number | bigint | null | undefined, "Option<u64>">;
 }, "@local-pkg/deepbook_predict::pricing::RangePrice">;
 declare const RawSVI: MoveStruct<{
   a: MoveStruct<{
-    magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
-  b: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  b: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
   rho: MoveStruct<{
-    magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
   m: MoveStruct<{
-    magnitude: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
-    is_negative: _mysten_sui_bcs161.BcsType<boolean, boolean, "bool">;
+    magnitude: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
+    is_negative: _mysten_sui_bcs57.BcsType<boolean, boolean, "bool">;
   }, "fixed_math::i64::I64">;
-  sigma: _mysten_sui_bcs161.BcsType<bigint, string | number | bigint, "u64">;
+  sigma: _mysten_sui_bcs57.BcsType<bigint, string | number | bigint, "u64">;
 }, "@local-pkg/deepbook_predict::pricing::RawSVI">;
 interface UpPriceArguments {
   pricer: TransactionArgument;
@@ -108,7 +141,7 @@ interface UpPriceOptions {
  * Return the current UP digital probability for a typed strike. Public PTB and
  * devInspect reads can compose it with a transaction-local `Pricer`.
  */
-declare function upPrice(options: UpPriceOptions): (tx: Transaction) => _mysten_sui_transactions251.TransactionResult;
+declare function upPrice(options: UpPriceOptions): (tx: Transaction) => _mysten_sui_transactions170.TransactionResult;
 interface RangePriceArguments {
   pricer: TransactionArgument;
   lower: TransactionArgument;
@@ -125,7 +158,7 @@ interface RangePriceOptions {
  * Return both boundary probabilities for `(lower, higher]`. Use `probability()`
  * for the combined range probability; absent boundaries are infinite sentinels.
  */
-declare function rangePrice(options: RangePriceOptions): (tx: Transaction) => _mysten_sui_transactions251.TransactionResult;
+declare function rangePrice(options: RangePriceOptions): (tx: Transaction) => _mysten_sui_transactions170.TransactionResult;
 interface LowerUpArguments {
   price: TransactionArgument;
 }
@@ -136,7 +169,7 @@ interface LowerUpOptions {
     predictPackageId?: string;
   };
 }
-declare function lowerUp(options: LowerUpOptions): (tx: Transaction) => _mysten_sui_transactions251.TransactionResult;
+declare function lowerUp(options: LowerUpOptions): (tx: Transaction) => _mysten_sui_transactions170.TransactionResult;
 interface HigherUpArguments {
   price: TransactionArgument;
 }
@@ -147,7 +180,7 @@ interface HigherUpOptions {
     predictPackageId?: string;
   };
 }
-declare function higherUp(options: HigherUpOptions): (tx: Transaction) => _mysten_sui_transactions251.TransactionResult;
+declare function higherUp(options: HigherUpOptions): (tx: Transaction) => _mysten_sui_transactions170.TransactionResult;
 interface ProbabilityArguments {
   price: TransactionArgument;
 }
@@ -162,7 +195,7 @@ interface ProbabilityOptions {
  * Return the combined probability, floored at zero if approximated boundary prices
  * invert.
  */
-declare function probability(options: ProbabilityOptions): (tx: Transaction) => _mysten_sui_transactions251.TransactionResult;
+declare function probability(options: ProbabilityOptions): (tx: Transaction) => _mysten_sui_transactions170.TransactionResult;
 //#endregion
 export { pricing_d_exports };
 //# sourceMappingURL=pricing.d.mts.map

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

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package/dist/contracts/deepbook_predict/pricing.mjs

@@ -17,8 +17,18 @@ import { bcs } from "@mysten/sui/bcs";
 * an exact source-timestamp spot from Propbook's bounded recent history. The live
 * forward comes from one of two admin-selected sources
 * (`PricingConfig.use_pyth_spot_for_forward`): a fresh positive Pyth spot carrying
-* the Block Scholes basis, or the Block Scholes forward directly. Exact-history
-* reads do not apply live freshness policy.
+* the Block Scholes basis, or the Block Scholes forward directly. A load falls
+* back to the Block Scholes forward when the selected Pyth spot is stale or
+* unavailable; valuation prices on that fallback, while every live trade (mints,
+* mint quotes, and live redeems) refuses it through `assert_pyth_spot_fresh`.
+* Exact-history reads do not apply live freshness policy.
+*
+* Delayed execution splits that read in two. `load_vol` validates the same live
+* inputs when an order is admitted and returns the raw Block Scholes basis and SVI
+* its receipt stores; `pricer_at` later rebuilds a `Pricer` from them at the
+* order's committed Pyth tick. The `try_*` reads price exactly as `up_price` and
+* `range_price` do, and return `none` where those abort, so an order-flow fill
+* never aborts on a surface.
 */
 var pricing_exports = /* @__PURE__ */ __exportAll({
 	FrozenPricer: () => FrozenPricer,
@@ -26,6 +36,7 @@ var pricing_exports = /* @__PURE__ */ __exportAll({
 	PricingSVI: () => PricingSVI,
 	RangePrice: () => RangePrice,
 	RawSVI: () => RawSVI,
+	VolSnapshot: () => VolSnapshot,
 	higherUp: () => higherUp,
 	lowerUp: () => lowerUp,
 	probability: () => probability,
@@ -33,6 +44,22 @@ var pricing_exports = /* @__PURE__ */ __exportAll({
 	upPrice: () => upPrice
 });
 const $moduleName = "@local-pkg/deepbook_predict::pricing";
+const VolSnapshot = new MoveStruct({
+	name: `${$moduleName}::VolSnapshot`,
+	fields: {
+		pyth_source_id: bcs.u32(),
+		bs_spot: U64,
+		bs_forward: U64,
+		svi_a: I64,
+		svi_b: U64,
+		svi_rho: I64,
+		svi_m: I64,
+		svi_sigma: U64,
+		bs_spot_source_timestamp_ms: U64,
+		bs_forward_source_timestamp_ms: U64,
+		svi_source_timestamp_ms: U64
+	}
+});
 const PricingSVI = new MoveStruct({
 	name: `${$moduleName}::PricingSVI`,
 	fields: {
@@ -162,5 +189,5 @@ function probability(options) {
 }
 
 //#endregion
-export { FrozenPricer, Pricer, RangePrice, pricing_exports, probability, rangePrice };
+export { FrozenPricer, Pricer, RangePrice, VolSnapshot, pricing_exports, probability, rangePrice };
 //# sourceMappingURL=pricing.mjs.map

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

@@ -1 +1 @@
-{"version":3,"file":"pricing.mjs","names":["i64.I64"],"sources":["../../../src/contracts/deepbook_predict/pricing.ts"],"sourcesContent":["/**************************************************************\n * THIS FILE IS GENERATED AND SHOULD NOT BE MANUALLY MODIFIED *\n **************************************************************/\n\n/**\n * Pricing for Predict markets.\n *\n * This module reads canonical Propbook Pyth and Block Scholes feeds and computes\n * SVI-adjusted digital probabilities. Live reads require fresh, pricing-safe Block\n * Scholes spot, forward, and SVI observations. The latest forward is paired with\n * an exact source-timestamp spot from Propbook's bounded recent history. The live\n * forward comes from one of two admin-selected sources\n * (`PricingConfig.use_pyth_spot_for_forward`): a fresh positive Pyth spot carrying\n * the Block Scholes basis, or the Block Scholes forward directly. Exact-history\n * reads do not apply live freshness policy.\n */\n\nimport { MoveStruct, normalizeMoveArguments } from '../utils/index.js';\nimport { U128, U64 } from '../../bcs/integers.js';\nimport { bcs } from '@mysten/sui/bcs';\nimport { type Transaction, type TransactionArgument } from '@mysten/sui/transactions';\nimport * as i64 from './deps/fixed_math/i64.js';\nconst $moduleName = '@local-pkg/deepbook_predict::pricing';\nexport const PricingSVI = new MoveStruct({\n\tname: `${$moduleName}::PricingSVI`,\n\tfields: {\n\t\t/** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */\n\t\ta_magnitude: U128,\n\t\ta_is_negative: bcs.bool(),\n\t\t/** Rolled-down SVI `b`, at 1e18. */\n\t\tb: U128,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport const FrozenPricer = new MoveStruct({\n\tname: `${$moduleName}::FrozenPricer`,\n\tfields: {\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const Pricer = new MoveStruct({\n\tname: `${$moduleName}::Pricer`,\n\tfields: {\n\t\t/** Expiry market this snapshot was loaded for. */\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\t/**\n\t\t * Timestamps of the oracle observations this snapshot validated, as trade events\n\t\t * report them — each observation's own economic clock. Pyth carries its source\n\t\t * timestamp (`0` only when no usable normalized observation exists); Block Scholes\n\t\t * spot and forward carry the provider `value_timestamp`, and SVI carries the\n\t\t * provider `svi_timestamp`. Those timestamps are the clocks freshness gates and\n\t\t * SVI roll-down use.\n\t\t */\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const RangePrice = new MoveStruct({\n\tname: `${$moduleName}::RangePrice`,\n\tfields: {\n\t\tlower_up: bcs.option(U64),\n\t\thigher_up: bcs.option(U64),\n\t},\n});\nexport const RawSVI = new MoveStruct({\n\tname: `${$moduleName}::RawSVI`,\n\tfields: {\n\t\ta: i64.I64,\n\t\tb: U64,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport interface UpPriceArguments {\n\tpricer: TransactionArgument;\n\tstrike: TransactionArgument;\n}\nexport interface UpPriceOptions {\n\tpackage?: string;\n\targuments: UpPriceArguments | [pricer: TransactionArgument, strike: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return the current UP digital probability for a typed strike. Public PTB and\n * devInspect reads can compose it with a transaction-local `Pricer`.\n */\nexport function upPrice(options: UpPriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? '@local-pkg/deepbook_predict';\n\tconst argumentsTypes = [null, null] satisfies (string | null)[];\n\tconst parameterNames = ['pricer', 'strike'];\n\treturn (tx: Transaction) =>\n\t\ttx.moveCall({\n\t\t\tpackage: packageAddress,\n\t\t\tmodule: 'pricing',\n\t\t\tfunction: 'up_price',\n\t\t\targuments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames),\n\t\t});\n}\nexport interface RangePriceArguments {\n\tpricer: TransactionArgument;\n\tlower: TransactionArgument;\n\thigher: TransactionArgument;\n}\nexport interface RangePriceOptions {\n\tpackage?: string;\n\targuments:\n\t\t| RangePriceArguments\n\t\t| [pricer: TransactionArgument, lower: TransactionArgument, higher: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return both boundary probabilities for `(lower, higher]`. Use `probability()`\n * for the combined range probability; absent boundaries are infinite sentinels.\n */\nexport function rangePrice(options: RangePriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? 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+{"version":3,"file":"pricing.mjs","names":["i64.I64"],"sources":["../../../src/contracts/deepbook_predict/pricing.ts"],"sourcesContent":["/**************************************************************\n * THIS FILE IS GENERATED AND SHOULD NOT BE MANUALLY MODIFIED *\n **************************************************************/\n\n/**\n * Pricing for Predict markets.\n *\n * This module reads canonical Propbook Pyth and Block Scholes feeds and computes\n * SVI-adjusted digital probabilities. Live reads require fresh, pricing-safe Block\n * Scholes spot, forward, and SVI observations. The latest forward is paired with\n * an exact source-timestamp spot from Propbook's bounded recent history. The live\n * forward comes from one of two admin-selected sources\n * (`PricingConfig.use_pyth_spot_for_forward`): a fresh positive Pyth spot carrying\n * the Block Scholes basis, or the Block Scholes forward directly. A load falls\n * back to the Block Scholes forward when the selected Pyth spot is stale or\n * unavailable; valuation prices on that fallback, while every live trade (mints,\n * mint quotes, and live redeems) refuses it through `assert_pyth_spot_fresh`.\n * Exact-history reads do not apply live freshness policy.\n *\n * Delayed execution splits that read in two. `load_vol` validates the same live\n * inputs when an order is admitted and returns the raw Block Scholes basis and SVI\n * its receipt stores; `pricer_at` later rebuilds a `Pricer` from them at the\n * order's committed Pyth tick. The `try_*` reads price exactly as `up_price` and\n * `range_price` do, and return `none` where those abort, so an order-flow fill\n * never aborts on a surface.\n */\n\nimport { MoveStruct, normalizeMoveArguments } from '../utils/index.js';\nimport { bcs } from '@mysten/sui/bcs';\nimport { U64, U128 } from '../../bcs/integers.js';\nimport { type Transaction, type TransactionArgument } from '@mysten/sui/transactions';\nimport * as i64 from './deps/fixed_math/i64.js';\nconst $moduleName = '@local-pkg/deepbook_predict::pricing';\nexport const VolSnapshot = new MoveStruct({\n\tname: `${$moduleName}::VolSnapshot`,\n\tfields: {\n\t\t/**\n\t\t * Canonical Propbook Pyth source for the market's underlying; commit finds this\n\t\t * feed in each Lazer update.\n\t\t */\n\t\tpyth_source_id: bcs.u32(),\n\t\t/** The matched Block Scholes spot and forward, narrowed to Predict's width. */\n\t\tbs_spot: U64,\n\t\tbs_forward: U64,\n\t\t/** Raw SVI parameters before roll-down, at 1e9. */\n\t\tsvi_a: i64.I64,\n\t\tsvi_b: U64,\n\t\tsvi_rho: i64.I64,\n\t\tsvi_m: i64.I64,\n\t\tsvi_sigma: U64,\n\t\t/**\n\t\t * Provider source timestamps of the three reads. The SVI one is also the roll-down\n\t\t * anchor.\n\t\t */\n\t\tbs_spot_source_timestamp_ms: U64,\n\t\tbs_forward_source_timestamp_ms: U64,\n\t\tsvi_source_timestamp_ms: U64,\n\t},\n});\nexport const PricingSVI = new MoveStruct({\n\tname: `${$moduleName}::PricingSVI`,\n\tfields: {\n\t\t/** Rolled-down SVI `a`, magnitude at 1e18, sign in `a_is_negative`. */\n\t\ta_magnitude: U128,\n\t\ta_is_negative: bcs.bool(),\n\t\t/** Rolled-down SVI `b`, at 1e18. */\n\t\tb: U128,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport const FrozenPricer = new MoveStruct({\n\tname: `${$moduleName}::FrozenPricer`,\n\tfields: {\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const Pricer = new MoveStruct({\n\tname: `${$moduleName}::Pricer`,\n\tfields: {\n\t\t/** Expiry market this snapshot was loaded for. */\n\t\texpiry_market_id: bcs.Address,\n\t\tforward: U64,\n\t\tsvi: PricingSVI,\n\t\t/**\n\t\t * Timestamps of the oracle observations this snapshot validated, as trade events\n\t\t * report them — each observation's own economic clock. Pyth carries its source\n\t\t * timestamp (`0` only when no usable normalized observation exists; a `pricer_at`\n\t\t * Pricer carries the committed update's generation time); Block Scholes spot and\n\t\t * forward carry the provider `value_timestamp`, and SVI carries the provider\n\t\t * `svi_timestamp`. Those timestamps are the clocks freshness gates and SVI\n\t\t * roll-down use. The Pyth timestamp, including its `0` sentinel, is also what\n\t\t * `assert_pyth_spot_fresh` gates live trades on, so it must stay the value the\n\t\t * load's forward selection read.\n\t\t */\n\t\tpyth_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_spot_source_timestamp_ms: U64,\n\t\tblock_scholes_forward_source_timestamp_ms: U64,\n\t\tblock_scholes_svi_source_timestamp_ms: U64,\n\t},\n});\nexport const RangePrice = new MoveStruct({\n\tname: `${$moduleName}::RangePrice`,\n\tfields: {\n\t\tlower_up: bcs.option(U64),\n\t\thigher_up: bcs.option(U64),\n\t},\n});\nexport const RawSVI = new MoveStruct({\n\tname: `${$moduleName}::RawSVI`,\n\tfields: {\n\t\ta: i64.I64,\n\t\tb: U64,\n\t\trho: i64.I64,\n\t\tm: i64.I64,\n\t\tsigma: U64,\n\t},\n});\nexport interface UpPriceArguments {\n\tpricer: TransactionArgument;\n\tstrike: TransactionArgument;\n}\nexport interface UpPriceOptions {\n\tpackage?: string;\n\targuments: UpPriceArguments | [pricer: TransactionArgument, strike: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return the current UP digital probability for a typed strike. Public PTB and\n * devInspect reads can compose it with a transaction-local `Pricer`.\n */\nexport function upPrice(options: UpPriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? '@local-pkg/deepbook_predict';\n\tconst argumentsTypes = [null, null] satisfies (string | null)[];\n\tconst parameterNames = ['pricer', 'strike'];\n\treturn (tx: Transaction) =>\n\t\ttx.moveCall({\n\t\t\tpackage: packageAddress,\n\t\t\tmodule: 'pricing',\n\t\t\tfunction: 'up_price',\n\t\t\targuments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames),\n\t\t});\n}\nexport interface RangePriceArguments {\n\tpricer: TransactionArgument;\n\tlower: TransactionArgument;\n\thigher: TransactionArgument;\n}\nexport interface RangePriceOptions {\n\tpackage?: string;\n\targuments:\n\t\t| RangePriceArguments\n\t\t| [pricer: TransactionArgument, lower: TransactionArgument, higher: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\n/**\n * Return both boundary probabilities for `(lower, higher]`. Use `probability()`\n * for the combined range probability; absent boundaries are infinite sentinels.\n */\nexport function rangePrice(options: RangePriceOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? '@local-pkg/deepbook_predict';\n\tconst argumentsTypes = [null, null, null] satisfies (string | null)[];\n\tconst parameterNames = ['pricer', 'lower', 'higher'];\n\treturn (tx: Transaction) =>\n\t\ttx.moveCall({\n\t\t\tpackage: packageAddress,\n\t\t\tmodule: 'pricing',\n\t\t\tfunction: 'range_price',\n\t\t\targuments: normalizeMoveArguments(options.arguments, argumentsTypes, parameterNames),\n\t\t});\n}\nexport interface LowerUpArguments {\n\tprice: TransactionArgument;\n}\nexport interface LowerUpOptions {\n\tpackage?: string;\n\targuments: LowerUpArguments | [price: TransactionArgument];\n\tconfig?: {\n\t\tpredictPackageId?: string;\n\t};\n}\nexport function lowerUp(options: LowerUpOptions) {\n\tconst packageAddress =\n\t\toptions.package ?? options.config?.predictPackageId ?? 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package/dist/contracts/deepbook_predict/pricing_config.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"pricing_config.mjs","names":[],"sources":["../../../src/contracts/deepbook_predict/pricing_config.ts"],"sourcesContent":["/**************************************************************\n * THIS FILE IS GENERATED AND SHOULD NOT BE MANUALLY MODIFIED *\n **************************************************************/\n\n/**\n * Stored oracle source-selection and freshness config for Predict quotes.\n *\n * ProtocolConfig owns this mutable policy. Pricing reads it when resolving live\n * probabilities for mint and redeem flows.\n */\n\nimport { MoveStruct } from '../utils/index.js';\nimport { bcs } from '@mysten/sui/bcs';\nimport { U64 } from '../../bcs/integers.js';\nconst $moduleName = '@local-pkg/deepbook_predict::pricing_config';\nexport const PricingConfig = new MoveStruct({\n\tname: `${$moduleName}::PricingConfig`,\n\tfields: {\n\t\t/**\n\t\t * Selects which live-forward formula pricing uses. True carries the Block Scholes\n\t\t * basis on a fresh Pyth spot (`pyth_spot * bs_forward / bs_spot`); false uses the\n\t\t * Block Scholes forward directly and no Pyth spot, fresh or not, moves a quote.\n\t\t */\n\t\tuse_pyth_spot_for_forward: bcs.bool(),\n\t\t/**\n\t\t * Fixed wall-clock maximum age for Pyth spot; it does not vary with time to\n\t\t * expiry.\n\t\t */\n\t\tpyth_spot_freshness_ms: U64,\n\t\t/**\n\t\t * Fixed wall-clock maximum age for Block Scholes spot and forward; it does not\n\t\t * vary with time to expiry.\n\t\t */\n\t\tblock_scholes_price_freshness_ms: U64,\n\t\t/**\n\t\t * Fixed wall-clock maximum age for Block Scholes SVI parameters; it does not vary\n\t\t * with time to expiry.\n\t\t */\n\t\tblock_scholes_svi_freshness_ms: U64,\n\t},\n});\n"],"mappings":";;;;;;;;;;;;;;AAcA,MAAM,cAAc;AACpB,MAAa,gBAAgB,IAAI,WAAW;CAC3C,MAAM,GAAG,YAAY;CACrB,QAAQ;EAMP,2BAA2B,IAAI,MAAM;EAKrC,wBAAwB;EAKxB,kCAAkC;EAKlC,gCAAgC;EAChC;CACD,CAAC"}
+{"version":3,"file":"pricing_config.mjs","names":[],"sources":["../../../src/contracts/deepbook_predict/pricing_config.ts"],"sourcesContent":["/**************************************************************\n * THIS FILE IS GENERATED AND SHOULD NOT BE MANUALLY MODIFIED *\n **************************************************************/\n\n/**\n * Stored oracle source-selection and freshness config for Predict quotes.\n *\n * ProtocolConfig owns this mutable policy. Pricing reads it when resolving live\n * probabilities for mint and redeem flows.\n */\n\nimport { MoveStruct } from '../utils/index.js';\nimport { bcs } from '@mysten/sui/bcs';\nimport { U64 } from '../../bcs/integers.js';\nconst $moduleName = '@local-pkg/deepbook_predict::pricing_config';\nexport const PricingConfig = new MoveStruct({\n\tname: `${$moduleName}::PricingConfig`,\n\tfields: {\n\t\t/**\n\t\t * Selects which live-forward formula pricing uses. True carries the Block Scholes\n\t\t * basis on a fresh Pyth spot (`pyth_spot * bs_forward / bs_spot`); false uses the\n\t\t * Block Scholes forward directly and no Pyth spot, fresh or not, moves a quote.\n\t\t */\n\t\tuse_pyth_spot_for_forward: bcs.bool(),\n\t\t/**\n\t\t * Fixed wall-clock maximum age for Pyth spot; it does not vary with time to\n\t\t * expiry. Past it, while `use_pyth_spot_for_forward` is set, a live load falls\n\t\t * back to the Block Scholes forward, which valuation prices on and every live\n\t\t * trade (mint, mint quote, live redeem) refuses.\n\t\t */\n\t\tpyth_spot_freshness_ms: U64,\n\t\t/**\n\t\t * Fixed wall-clock maximum age for Block Scholes spot and forward; it does not\n\t\t * vary with time to expiry.\n\t\t */\n\t\tblock_scholes_price_freshness_ms: U64,\n\t\t/**\n\t\t * Fixed wall-clock maximum age for Block Scholes SVI parameters; it does not vary\n\t\t * with time to expiry.\n\t\t */\n\t\tblock_scholes_svi_freshness_ms: U64,\n\t},\n});\n"],"mappings":";;;;;;;;;;;;;;AAcA,MAAM,cAAc;AACpB,MAAa,gBAAgB,IAAI,WAAW;CAC3C,MAAM,GAAG,YAAY;CACrB,QAAQ;EAMP,2BAA2B,IAAI,MAAM;EAOrC,wBAAwB;EAKxB,kCAAkC;EAKlC,gCAAgC;EAChC;CACD,CAAC"}