@orderly.network/perp 4.10.2 → 4.11.0

package/dist/index.d.ts

@@ -1,4 +1,4 @@
-import { API, OrderSide } from '@orderly.network/types';
+import { API, OrderSide, OrderType } from '@orderly.network/types';
 import { Decimal } from '@orderly.network/utils';
 
 declare global {
@@ -8,7 +8,7 @@ declare global {
         };
     }
 }
-declare const _default: "4.10.2";
+declare const _default: "4.11.0";
 
 /**
  * Calculates the notional value of a single position.
@@ -18,41 +18,213 @@ declare const _default: "4.10.2";
  */
 declare function notional(qty: number, mark_price: number): number;
 /**
- * Calculates the total notional value of all positions.
+ * @formulaId totalNotional
+ * @name Total Notional
+ * @formula Total Notional = sum ( abs(position_qty_i * mark_price_i) )
+ * @description
+ * ## Term Definitions
+ *
+ * - **Total Notional**: Sum of current position notional values
+ * - **position_qty_i**: Single symbol position quantity
+ * - **mark_price_i**: Single symbol mark price
+ *
+ * ## Example
+ *
+ * **Total Notional** = 10112.43
+ *
+ * **abs(BTC position notional)** = 5197.2
+ *
+ * **abs(ETH position notional)** = 4915.23
+ *
  * @param positions The array of positions.
  * @returns The total notional value of all positions.
  */
 declare function totalNotional(positions: API.Position[]): number;
+
+/** @deprecated Use inline type or the new input type instead */
 type UnrealPnLInputs = {
     markPrice: number;
     openPrice: number;
     qty: number;
 };
 /**
- * Calculates the unrealized profit or loss of a single position.
+ * @formulaId unrealizedPnL
+ * @description Calculates the unrealized profit or loss of a single position.
+ * This formula applies to both cross margin and isolated margin positions.
+ * @formula Unrealized PnL = position_qty * (mark_price - entry_price)
  * @param inputs The inputs for calculating the unrealized profit or loss.
- * @returns The unrealized profit or loss of the position.
+ * @returns The unrealized profit or loss of the position (in USDC).
  */
-declare function unrealizedPnL(inputs: UnrealPnLInputs): number;
-type UnrealPnLROIInputs = {
-    positionQty: number;
+declare function unrealizedPnL(inputs: {
+    /** symbol mark price */
+    markPrice: number;
+    /** symbol open price (entry price) */
     openPrice: number;
-    IMR: number;
-    unrealizedPnL: number;
-};
+    /** symbol quantity (position quantity, positive for long, negative for short) */
+    qty: number;
+}): number;
 /**
- * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.
+ * @formulaId unrealizedPnLROI
+ * @name Position unrealized ROI
+ * @formula Position unrealized ROI = Position unrealized PNL / ( IMR_i *  abs(position_qty_i * entry_price_i) ) * 100%, IMR_i = Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i)^(4/5))
+ * @description
+ * ## Term Definitions
+ *
+ * - **Position unrealized ROI**: Single symbol unrealized return on investment
+ * - **Position unrealized PNL**: Single symbol unrealized profit and loss
+ * - **IMR_i**: Single symbol initial margin rate
+ * - **Symbol Leverage_i**: Current leverage for symbol i under current margin mode
+ * - **Base IMR_i**: Single symbol base initial margin rate
+ * - **IMR Factor_i**: Single symbol IMR calculation factor, from v1/client/info
+ * - **Position Notional_i**: Single symbol position notional sum
+ * - **position_qty_i**: Single symbol position quantity
+ * - **entry_price_i**: Single symbol entry price (avg. open price)
+ *
+ * ## Example
+ *
+ * **Position unrealized ROI** = Position unrealized PNL / (IMR_i * abs(position_qty_i * entry_price_i)) * 100% = 216.69 / (0.1 * abs(-3 * 1710.64)) * 100% = 42.22%
+ *
+ * **ETH IMR_i** = Max(1/10, 0.1, 0.0000003754 * abs(-4915.23)^(4/5)) = Max(0.1, 0.1, 0.000337077174) = 0.1
+ *
+ * - Symbol Leverage_i = 10
+ * - ETH Base IMR_i = 0.1
+ * - ETH IMR Factor_i = 0.0000003754
+ * - ETH position_qty_i = -3
+ * - ETH entry_price_i = 1710.64
+ * - ETH mark_price_i = 1638.41
+ * - ETH Position Notional = -3 * 1638.41 = -4915.23
+ * - ETH Position unrealized PNL = 216.69
+ *
  * @param inputs The inputs for calculating the ROI.
  * @returns The ROI of the position's unrealized profit or loss.
  */
-declare function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number;
+declare function unrealizedPnLROI(inputs: {
+    positionQty: number;
+    openPrice: number;
+    IMR: number;
+    unrealizedPnL: number;
+}): number;
 /**
- * Calculates the total unrealized profit or loss of all positions.
+ * @formulaId totalUnrealizedPnl
+ * @name Total Unrealized PNL
+ * @formula Total Unrealized PNL = sum ( unrealized_pnl_i ), unrealized_pnl_i = position_qty_i * ( mark_price_i - entry_price _i )
+ * @description
+ * ## Term Definitions
+ *
+ * - **Total Unrealized PNL**: Sum of all current unrealized profit and loss for user's positions
+ * - **unrealized_pnl_i**: Current unrealized profit and loss for a single symbol
+ * - **position_qty_i**: Single symbol position quantity
+ * - **mark_price_i**: Single symbol mark price
+ * - **entry_price_i**: Single symbol entry price (avg. open price)
+ *
+ * ## Example
+ *
+ * ```
+ * BTC-PERP unrealized_pnl_i = 0.2 * (25986.2 - 26067) = -16.16
+ * ETH-PERP unrealized_pnl_i = -3 * (1638.41 - 1710.64) = 216.69
+ *
+ * Total Unrealized PNL = -16.16 + 216.69 = 200.53
+ * ```
  * @param positions The array of positions.
  * @returns The total unrealized profit or loss of all positions.
  */
 declare function totalUnrealizedPnL(positions: API.Position[]): number;
-declare const liqPrice: (inputs: {
+
+/**
+ * @formulaId liqPrice
+ * @name Position Liquidation Price
+ * @description
+ *
+ * ## Define:
+ *
+ * ### (1) calculate_liq_price function
+ *
+ * ```
+ * calculate_liq_price( mark_price, position_qty, mmr )
+ * ```
+ *
+ * If `position_qty >= 0` AND if `abs(position_qty) * mmr - position_qty >= 0`:
+ *
+ * Return `mark_price`
+ *
+ * Else:
+ *
+ * Return `max( mark_price + [ total_collateral_value - abs(position_qty) * mark_price * mmr - mm_for_other_symbols ] / [ abs(position_qty) * mmr - position_qty ], 0 )`
+ *
+ * Where `total_collateral_value` and `mm_for_other_symbols` are constants.
+ *
+ * - **total_collateral_value**
+ * - **mm_for_other_symbols** = `sum_i ( abs(position_qty_i) * mark_price_i * mmr_i )` for i != current symbol
+ *
+ * ### (2) compare_collateral_w_mm function
+ *
+ * ```
+ * compare_collateral_w_mm( price ) = collateral >= mm
+ * ```
+ *
+ * Where:
+ * - **collateral** = `total_collateral_value - position_qty_i * mark_price + position_qty_i * price`
+ * - **mm** = `abs(position_qty_i) * price * Max(Base MMR i, (Base MMR i / Base IMR i) * IMR Factor i * Abs(position_qty_i * price)^(4/5)) + mm_for_other_symbols`
+ *
+ * ## Given:
+ *
+ * Position liquidation price for symbol i with:
+ * - current mark price = `mark_price_i`
+ * - current position qty = `position_qty_i`
+ * - current mmr = `mmr_i = Max(Base MMR i, (Base MMR i / Base IMR i) * IMR Factor i * Abs(Position Notional i)^(4/5))`
+ * - symbol base mmr = `base_mmr_i`
+ *
+ * ## For LONG position
+ *
+ * ```
+ * liq_price_left = calculate_liq_price( mark_price_i, position_qty_i, base_mmr_i )
+ * liq_price_right = calculate_liq_price( mark_price_i, position_qty_i, mmr_i )
+ *
+ * ITERATE 30 times:
+ *     if liq_price_left >= liq_price_right:
+ *         return liq_price_right
+ *
+ *     mid = ( liq_price_left + liq_price_right ) / 2
+ *
+ *     if compare_collateral_w_mm( mid ):
+ *         liq_price_right = mid
+ *     else:
+ *         liq_price_left = mid
+ *
+ *     if (liq_price_right - liq_price_left) / (liq_price_left + liq_price_right) * 2 <= 0.0001:
+ *         break
+ *
+ * return liq_price_right
+ * ```
+ *
+ * ## For SHORT position
+ *
+ * ```
+ * liq_price_right = calculate_liq_price( mark_price_i, position_qty_i, mmr_i )
+ * liq_price_left = calculate_liq_price( mark_price_i, position_qty_i,
+ *   Max(Base MMR i, (Base MMR i / Base IMR i) * IMR Factor i * Abs(position_qty_i * liq_price_right)^(4/5))
+ * )
+ *
+ * ITERATE 30 times:
+ *     if liq_price_left >= liq_price_right:
+ *         return liq_price_left
+ *
+ *     mid = ( liq_price_left + liq_price_right ) / 2
+ *
+ *     if compare_collateral_w_mm( mid ):
+ *         liq_price_left = mid
+ *     else:
+ *         liq_price_right = mid
+ *
+ *     if (liq_price_right - liq_price_left) / (liq_price_left + liq_price_right) * 2 <= 0.0001:
+ *         break
+ *
+ * return liq_price_left
+ * ```
+ *
+ * @returns The liquidation price of the position.
+ */
+declare function liqPrice(inputs: {
     markPrice: number;
     symbol: string;
     totalCollateral: number;
@@ -63,58 +235,154 @@ declare const liqPrice: (inputs: {
     baseIMR: number;
     IMRFactor: number;
     costPosition: number;
-}) => number | null;
-type MMInputs = {
-    positionQty: number;
-    markPrice: number;
-    MMR: number;
-};
+}): number | null;
+
 /**
- * Calculates the maintenance margin of a position.
+ * @formulaId maintenanceMargin
+ * @name Position maintenance margin
+ * @formula Position maintenance margin = abs (position_qty_i  * mark_price_i * MMR_i )
+ * @description
+ * ## Term Definitions
+ *
+ * - **Position maintenance margin**: Single symbol maintenance margin
+ * - **MMR_i**: Single symbol maintenance margin rate
+ * - **Base MMR_i**: Single symbol base maintenance margin rate
+ * - **Base IMR_i**: Single symbol base initial margin rate
+ * - **IMR Factor_i**: Single symbol IMR calculation factor, from v1/client/info
+ * - **Position Notional_i**: Single symbol position notional sum
+ * - **position_qty_i**: Single symbol position quantity
+ * - **mark_price_i**: Single symbol mark price
+ *
+ * ## MMR Formula
+ *
+ * MMR_i = Max(Base MMR_i, (Base MMR_i / Base IMR_i) * IMR Factor_i * Abs(Position Notional_i)^(4/5))
+ *
+ * ## Example
+ *
+ * **BTC Position maintenance margin** = abs(position_qty_i * mark_price_i * MMR_i) = abs(0.2 * 25986.2 * 0.05) = 259.86
+ *
+ * **BTC MMR_i** = Max(0.05, (0.05 / 0.1) * 0.0000002512 * 5197.2^(4/5)) = Max(0.05, 0.000117924809) = 0.05
+ *
+ * - BTC Base MMR_i = 0.05
+ * - BTC Base IMR_i = 0.1
+ * - BTC IMR Factor_i = 0.0000002512
+ * - Abs(BTC Position Notional_i) = 5197.2
+ * - position_qty_i = 0.2
+ * - mark_price_i = 25986.2
+ *
  * @param inputs The inputs for calculating the maintenance margin.
  * @returns The maintenance margin of the position.
  */
-declare function maintenanceMargin(inputs: MMInputs): number;
-type UnsettlementPnLInputs = {
+declare function maintenanceMargin(inputs: {
     positionQty: number;
     markPrice: number;
-    costPosition: number;
-    sumUnitaryFunding: number;
-    lastSumUnitaryFunding: number;
+    MMR: number;
+}): number;
+
+/** @deprecated Use inline type or the new input type instead */
+type LiqPriceInputs = {
+    markPrice: number;
+    totalCollateral: number;
+    positionQty: number;
+    positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "mmr">[];
+    MMR: number;
 };
 /**
- * Calculates the unrealized profit or loss of each position.
+ * @formulaId unsettlementPnl
+ * @name Position Unrealized PNL
+ * @formula Position Unrealized PNL = position_qty_i * (mark_price_i - entry_price_i)
+ * @description
+ * ## Term Definitions
+ *
+ * - **Position Unrealized PNL**: Single symbol unrealized profit and loss
+ * - **position_qty_i**: Single symbol position quantity
+ * - **mark_price_i**: Single symbol mark price
+ * - **entry_price_i**: Single symbol entry price (avg. open price)
+ *
+ * ## Example
+ *
+ * **ETH Position Unrealized PNL** = position_qty_i * (mark_price_i - entry_price_i) = -3 * (1638.41 - 1710.64) = 216.69
+ *
+ * - ETH position_qty_i = -3
+ * - ETH mark_price_i = 1638.41
+ * - ETH entry_price_i = 1710.64
+ *
  * @param inputs The inputs for calculating the unrealized profit or loss.
  * @returns The unrealized profit or loss of each position.
  */
-declare function unsettlementPnL(inputs: UnsettlementPnLInputs): number;
-type TotalUnsettlementPnLInputs = {
-    positions: (API.Position & {
-        sum_unitary_funding: number;
-    })[];
+declare function unsettlementPnL(inputs: {
+    positionQty: number;
+    markPrice: number;
+    costPosition: number;
     sumUnitaryFunding: number;
-};
+    lastSumUnitaryFunding: number;
+}): number;
 /**
- * Calculates the total unrealized profit or loss of all positions.
+ * @formulaId totalUnsettlementPnL
+ * @name Total Unsettlement PNL
+ * @formula Unsettlement PNL = position_qty_i * mark_price_i - cost_position_i - position_qty_i * (sum_unitary_funding_i - last_sum_unitary_funding_i)
+ * @description
+ * ## Term Definitions
+ *
+ * - **total unsettlement PNL**: Sum of user account's unsettled PNL
+ * - **mark_price_i**: Single symbol mark price
+ * - **position_qty_i**: Single symbol position quantity
+ * - **cost_position_i**: Single symbol notional snapshot from last settlement, `/v1/position`
+ * - **sum_unitary_funding_i**: Single symbol current cumulative unit funding fee, `/v1/public/funding_rate`
+ * - **last_sum_unitary_funding_i**: Single symbol cumulative unit funding fee from last settlement, `/v1/position`
+ *
+ * ## Example
+ *
+ * **BTC-PERP Unsettlement PNL** = 0.2 * 25986.2 - 5197.2 - 0.2 * (-1585.92 + 1583.92) = 0.44
+ *
+ * **ETH-PERP Unsettlement PNL** = -3 * 1638.41 + 4902.45 + 3 * (-52.728 + 50.728) = -18.78
+ *
+ * **Total Unsettlement PNL** = 0.44 - 18.78 = -18.34
+ *
  * @param positions The array of positions.
  * @returns The total unrealized profit or loss of all positions.
  */
 declare function totalUnsettlementPnL(positions: (API.Position & {
     sum_unitary_funding: number;
 })[]): number;
-type MMRInputs = {
+
+/**
+ * @formulaId MMR
+ * @name Position Maintenance Margin Rate
+ * @formula MMR_i = Max(Base MMR_i, (Base MMR_i / Base IMR_i) * IMR Factor_i * Abs(Position Notional_i)^(4/5))
+ * @description
+ * ## Term Definitions
+ *
+ * - **MMR_i**: Single symbol maintenance margin rate
+ * - **Base MMR_i**: Single symbol base maintenance margin rate
+ * - **Base IMR_i**: Single symbol base initial margin rate
+ * - **IMR Factor_i**: Single symbol IMR calculation factor, from v1/client/info
+ * - **Position Notional_i**: Single symbol position notional sum
+ * - **position_qty_i**: Single symbol position quantity
+ * - **mark_price_i**: Single symbol mark price
+ *
+ * ## Example
+ *
+ * **BTC MMR_i** = Max(0.05, (0.05 / 0.1) * 0.0000002512 * 5197.2^(4/5)) = Max(0.05, 0.000117924809) = 0.05
+ *
+ * - BTC Base MMR_i = 0.05
+ * - BTC Base IMR_i = 0.1
+ * - BTC IMR Factor_i = 0.0000002512
+ * - Abs(BTC Position Notional_i) = 5197.2
+ * - position_qty_i = 0.2
+ * - mark_price_i = 25986.2
+ *
+ * @param inputs The inputs for calculating the MMR.
+ * @returns The MMR of the position.
+ */
+declare function MMR$1(inputs: {
     baseMMR: number;
     baseIMR: number;
     IMRFactor: number;
     positionNotional: number;
     IMR_factor_power: number;
-};
-/**
- * Calculates the maintenance margin requirement (MMR) of a position.
- * @param inputs The inputs for calculating the MMR.
- * @returns The MMR of the position.
- */
-declare function MMR$1(inputs: MMRInputs): number;
+}): number;
+
 /**
  * Calculates the profit or loss for take profit.
  * @returns The profit or loss for take profit.
@@ -155,9 +423,11 @@ declare function estPnLForSL(inputs: {
     positionQty: number;
     entryPrice: number;
 }): number;
+
 /**
- * calculate the max position notional
- * max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)
+ * @formulaId maxPositionNotional
+ * @description calculate the max position notional
+ * @formula max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)
  */
 declare function maxPositionNotional(inputs: {
     /** symbol leverage */
@@ -172,35 +442,139 @@ declare function maxPositionLeverage(inputs: {
     notional: number;
 }): number;
 
-type positions_MMInputs = MMInputs;
-type positions_MMRInputs = MMRInputs;
-type positions_TotalUnsettlementPnLInputs = TotalUnsettlementPnLInputs;
-type positions_UnrealPnLInputs = UnrealPnLInputs;
-type positions_UnrealPnLROIInputs = UnrealPnLROIInputs;
-type positions_UnsettlementPnLInputs = UnsettlementPnLInputs;
-declare const positions_estOffsetForTP: typeof estOffsetForTP;
-declare const positions_estPnLForSL: typeof estPnLForSL;
-declare const positions_estPnLForTP: typeof estPnLForTP;
-declare const positions_estPriceForTP: typeof estPriceForTP;
-declare const positions_estPriceFromOffsetForTP: typeof estPriceFromOffsetForTP;
-declare const positions_liqPrice: typeof liqPrice;
-declare const positions_maintenanceMargin: typeof maintenanceMargin;
-declare const positions_maxPositionLeverage: typeof maxPositionLeverage;
-declare const positions_maxPositionNotional: typeof maxPositionNotional;
-declare const positions_notional: typeof notional;
-declare const positions_totalNotional: typeof totalNotional;
-declare const positions_totalUnrealizedPnL: typeof totalUnrealizedPnL;
-declare const positions_totalUnsettlementPnL: typeof totalUnsettlementPnL;
-declare const positions_unrealizedPnL: typeof unrealizedPnL;
-declare const positions_unrealizedPnLROI: typeof unrealizedPnLROI;
-declare const positions_unsettlementPnL: typeof unsettlementPnL;
-declare namespace positions {
-  export { type positions_MMInputs as MMInputs, MMR$1 as MMR, type positions_MMRInputs as MMRInputs, type positions_TotalUnsettlementPnLInputs as TotalUnsettlementPnLInputs, type positions_UnrealPnLInputs as UnrealPnLInputs, type positions_UnrealPnLROIInputs as UnrealPnLROIInputs, type positions_UnsettlementPnLInputs as UnsettlementPnLInputs, positions_estOffsetForTP as estOffsetForTP, positions_estPnLForSL as estPnLForSL, positions_estPnLForTP as estPnLForTP, positions_estPriceForTP as estPriceForTP, positions_estPriceFromOffsetForTP as estPriceFromOffsetForTP, positions_liqPrice as liqPrice, positions_maintenanceMargin as maintenanceMargin, positions_maxPositionLeverage as maxPositionLeverage, positions_maxPositionNotional as maxPositionNotional, positions_notional as notional, positions_totalNotional as totalNotional, positions_totalUnrealizedPnL as totalUnrealizedPnL, positions_totalUnsettlementPnL as totalUnsettlementPnL, positions_unrealizedPnL as unrealizedPnL, positions_unrealizedPnLROI as unrealizedPnLROI, positions_unsettlementPnL as unsettlementPnL };
+/**
+ * @formulaId liquidationPriceIsolated
+ * @name Liquidation Price for Isolated Margin Position
+ * @formula liquidation_price = (isolated_position_margin' - cost_position' - funding_adjustment) / (abs(position_qty') * MMR' - position_qty')
+ * funding_adjustment = position_qty' * (sum_unitary_funding - last_sum_unitary_funding)
+ * position_qty' = position_qty + order_side * order_qty
+ * MMR' = max(base_MMR, (base_MMR / base_IMR) * IMR_factor * abs(position_qty' * reference_price)^(4/5))
+ * @description
+ *
+ * ## Definition
+ *
+ * **liquidation_price**: Price at which the isolated margin position will be liquidated
+ *
+ * **isolated_position_margin'**: Isolated position margin after order execution (if applicable)
+ *
+ * **cost_position'**: Position cost after order execution (if applicable)
+ *
+ * **funding_adjustment**: Adjustment for funding fees
+ *
+ * **position_qty'**: Position quantity after order execution
+ *
+ * **MMR'**: Maintenance margin rate after order execution
+ *
+ * ## Scenarios
+ *
+ * ### 1. No Order (order_qty = 0)
+ * - `isolated_position_margin' = isolated_position_margin`
+ * - `cost_position' = cost_position`
+ *
+ * ### 2. Open/Add Position (position_qty = 0 or order_side = sign(position_qty))
+ * - `isolated_position_margin' = isolated_position_margin + order_qty * reference_price / leverage`
+ * - `cost_position' = cost_position + order_side * order_qty * reference_price`
+ *
+ * ### 3. Close/Reduce Position (order_side ≠ sign(position_qty) and sign(position_qty') = sign(position_qty))
+ * - `isolated_position_margin' = isolated_position_margin * position_qty' / position_qty`
+ * - `cost_position' = cost_position + order_side * order_qty * reference_price`
+ *
+ * ### 4. Flip Position (order_side ≠ sign(position_qty) and sign(position_qty') ≠ sign(position_qty))
+ * - `isolated_position_margin' = abs(position_qty') * reference_price / leverage`
+ * - `cost_position' = position_qty' * reference_price`
+ *
+ * ## Example
+ *
+ * ```
+ * isolated_position_margin = 2000
+ * cost_position = 100000
+ * position_qty = 2 (long)
+ * sum_unitary_funding = 0.001
+ * last_sum_unitary_funding = 0.0008
+ * base_MMR = 0.025
+ * base_IMR = 0.04
+ * IMR_factor = 0.0000001
+ * reference_price = 50000
+ * liquidation_price = (2000 - 100000 - 0.0004) / (2 * 0.025 - 2) ≈ 50256.41
+ * ```
+ *
+ * @param inputs Input parameters for calculating liquidation price
+ * @returns Liquidation price (in USDC) or null if invalid
+ */
+declare function liquidationPriceIsolated(inputs: {
+    /**
+     * @description Current isolated position margin
+     */
+    isolatedPositionMargin: number;
+    /**
+     * @description Current position cost
+     */
+    costPosition: number;
+    /**
+     * @description Current position quantity (positive for long, negative for short)
+     */
+    positionQty: number;
+    /**
+     * @description Current cumulative unitary funding
+     */
+    sumUnitaryFunding: number;
+    /**
+     * @description Last cumulative unitary funding (at last settlement)
+     */
+    lastSumUnitaryFunding: number;
+    /**
+     * @description Base maintenance margin rate
+     */
+    baseMMR: number;
+    /**
+     * @description Base initial margin rate
+     */
+    baseIMR: number;
+    /**
+     * @description IMR calculation factor
+     */
+    IMRFactor: number;
+    /**
+     * @description Reference price (mark price for current position, or order price for estimated liquidation)
+     */
+    referencePrice?: number;
+    /**
+     * @description Order side (BUY = +1, SELL = -1) for calculating estimated liquidation after order execution
+     */
+    orderSide?: "BUY" | "SELL";
+    /**
+     * @description Order quantity for calculating estimated liquidation after order execution
+     */
+    orderQty?: number;
+    /**
+     * @description Leverage for the position
+     */
+    leverage: number;
+}): number | null;
+
+type index$1_LiqPriceInputs = LiqPriceInputs;
+type index$1_UnrealPnLInputs = UnrealPnLInputs;
+declare const index$1_estOffsetForTP: typeof estOffsetForTP;
+declare const index$1_estPnLForSL: typeof estPnLForSL;
+declare const index$1_estPnLForTP: typeof estPnLForTP;
+declare const index$1_estPriceForTP: typeof estPriceForTP;
+declare const index$1_estPriceFromOffsetForTP: typeof estPriceFromOffsetForTP;
+declare const index$1_liqPrice: typeof liqPrice;
+declare const index$1_liquidationPriceIsolated: typeof liquidationPriceIsolated;
+declare const index$1_maintenanceMargin: typeof maintenanceMargin;
+declare const index$1_maxPositionLeverage: typeof maxPositionLeverage;
+declare const index$1_maxPositionNotional: typeof maxPositionNotional;
+declare const index$1_notional: typeof notional;
+declare const index$1_totalNotional: typeof totalNotional;
+declare const index$1_totalUnrealizedPnL: typeof totalUnrealizedPnL;
+declare const index$1_totalUnsettlementPnL: typeof totalUnsettlementPnL;
+declare const index$1_unrealizedPnL: typeof unrealizedPnL;
+declare const index$1_unrealizedPnLROI: typeof unrealizedPnLROI;
+declare const index$1_unsettlementPnL: typeof unsettlementPnL;
+declare namespace index$1 {
+  export { type index$1_LiqPriceInputs as LiqPriceInputs, MMR$1 as MMR, type index$1_UnrealPnLInputs as UnrealPnLInputs, index$1_estOffsetForTP as estOffsetForTP, index$1_estPnLForSL as estPnLForSL, index$1_estPnLForTP as estPnLForTP, index$1_estPriceForTP as estPriceForTP, index$1_estPriceFromOffsetForTP as estPriceFromOffsetForTP, index$1_liqPrice as liqPrice, index$1_liquidationPriceIsolated as liquidationPriceIsolated, index$1_maintenanceMargin as maintenanceMargin, index$1_maxPositionLeverage as maxPositionLeverage, index$1_maxPositionNotional as maxPositionNotional, index$1_notional as notional, index$1_totalNotional as totalNotional, index$1_totalUnrealizedPnL as totalUnrealizedPnL, index$1_totalUnsettlementPnL as totalUnsettlementPnL, index$1_unrealizedPnL as unrealizedPnL, index$1_unrealizedPnLROI as unrealizedPnLROI, index$1_unsettlementPnL as unsettlementPnL };
 }
 
-type ResultOptions = {
-    dp: number;
-};
 type TotalValueInputs = {
     totalUnsettlementPnL: number;
     USDCHolding: number;
@@ -210,55 +584,260 @@ type TotalValueInputs = {
     }[];
 };
 /**
- * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.
- */
-declare function totalValue(inputs: TotalValueInputs): Decimal;
-/**
- * Total value of available collateral in the user's account (denominated in USDC).
+ * @formulaId totalValue
+ * @name Total Value
+ * @formula Total Value = total_holding + total_isolated_position_margin + total_unsettled_PNL, total_holding = usdc balance.holding + SUM(non-usdc balance.holding * mark price)
+ * @description
+ *
+ * ## Definition
+ *
+ * **Total Value** = User's total asset value (denominated in USDC), including assets that cannot be used as collateral
+ *
+ * **Total holding** = Sum of all holding quantities in the user's account
+ *
+ * **usdc balance.holding** = USDC holding quantity
+ *
+ * **non-usdc balance.holding * mark price** = Value of non-USDC asset holdings (denominated in USDC)
+ *
+ * **total_isolated_position_margin** = Sum of all isolated margin position margins
+ *
+ * **holding**: Asset quantity held by the user, from `/v1/client/holding` or v2 Websocket API | Balance
+ *
+ * **mark price**: Current price of the asset, from v2 Websocket API | Balance
+ *
+ * **total unsettlement PNL** = Sum of user's account unsettled PNL (including both cross and isolated margin positions)
+ *
+ * ## Example
+ *
+ * ```
+ * total_holding = 2000 + 1000 * 1.001 = 3001
+ * total_isolated_position_margin = 500
+ * total_unsettled_PNL = -18.34
+ * Total Value = 3001 + 500 - 18.34 = 3482.66
+ * ```
  */
+declare function totalValue(inputs: {
+    /**
+     * @description Total unsettled PNL of user account (including both cross and isolated margin positions)
+     */
+    totalUnsettlementPnL: number;
+    /**
+     * @description USDC holding quantity
+     */
+    USDCHolding: number;
+    /**
+     * @description Non-USDC holdings with their index prices
+     */
+    nonUSDCHolding: {
+        holding: number;
+        indexPrice: number;
+    }[];
+    /**
+     * @description Total isolated position margin (sum of all isolated margin positions). Pass 0 if no isolated margin positions exist.
+     * @default 0
+     */
+    totalIsolatedPositionMargin?: number;
+}): Decimal;
+
 type FreeCollateralInputs = {
     totalCollateral: Decimal;
     totalInitialMarginWithOrders: number;
 };
 /**
- * Calculate free collateral.
+ * @formulaId freeCollateral
+ * @name Free Collateral
+ * @formula Free Collateral = Total_collateral_value - total_initial_margin_with_orders
+ * Total_collateral_value = (usdc balance.holding + usdc balance.pending_short_qty - usdc balance.isolated_order_frozen) + SUM(non-usdc balance.holding * mark price * discount) + total_cross_unsettled_PNL
+ * total_initial_margin_with_orders = sum ( cross_position_notional_with_orders_i * cross_IMR_i (with_orders))
+ * IMR_i (with_orders) = Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))
+ * position_notional_with_orders_i = abs( mark_price_i * position_qty_with_orders_i)
+ * position_qty_with_orders_i = max[ abs(position_qty_i + sum_position_qty_buy_orders_i), abs(position_qty_i - sum_position_qty_sell_orders_i)]
+ * @description
+ *
+ * ## Definition
+ *
+ * **Free collateral**: Total value of available margin in the user's account (denominated in USDC). For isolated margin mode, this only considers cross margin positions and orders.
+ *
+ * **Total_collateral_value**: Total value of collateral assets in the user's account (denominated in USDC). For isolated margin mode, includes cross margin unsettled PNL but excludes isolated order frozen amounts.
+ * Use `totalCollateral` function with optional parameters (`usdcBalancePendingShortQty`, `usdcBalanceIsolatedOrderFrozen`, `totalCrossUnsettledPnL`) to calculate this value.
+ *
+ * **total_initial_margin_with_orders**: Total initial margin used by cross margin positions and orders (isolated margin positions are excluded).
+ * Use `totalInitialMarginWithQty` function with `orders` parameter to calculate this value. The function automatically filters to cross margin only.
+ *
+ * **usdc balance.pending_short_qty**: USDC balance frozen for pending short orders
+ *
+ * **usdc balance.isolated_order_frozen**: USDC balance frozen for isolated margin orders
+ *
+ * **total_cross_unsettled_PNL**: Total unsettled PNL from cross margin positions only
+ *
+ * **initial_margin_i with order**: Initial margin for symbol i (considering both positions and orders)
+ *
+ * **IMR_i (with_orders)**: Initial margin rate for a single symbol (considering both position and order notional)
+ *
+ * **Symbol Leverage i**: Leverage for symbol i under current margin mode (cross/isolated). Use `position.leverage` when position exists; otherwise resolve by symbol + mode leverage source.
+ *
+ * **Base IMR i**: Base initial margin rate for a single symbol, from `/v1/public/info`
+ *
+ * **IMR Factor i**: IMR calculation factor for a single symbol, from `v1/client/info`
+ *
+ * **Position Notional i**: Sum of position notional for a single symbol
+ *
+ * **Order Notional i**: Sum of order notional for a single symbol
+ *
+ * **position_notional_with_orders_i**: Sum of position and order notional for a single symbol
+ *
+ * **mark_price_i**: Mark price for a single symbol
+ *
+ * **position_qty_with_orders_i**: Sum of position and order quantity for a single symbol
+ *
+ * **position_qty_i**: Position quantity for a single symbol
+ *
+ * **sum_position_qty_buy_orders_i**: Sum of long order quantity for a single symbol [algo orders should be ignored]
+ *
+ * **sum_position_qty_sell_orders_i**: Sum of short order quantity for a single symbol [algo orders should be ignored]
+ *
+ * ## Example
+ *
+ * ```
+ * Total_collateral_value = (2000 + 100 - 200) + 1 * 2000 * 0.9 + 50 = 2050
+ * total_initial_margin_with_orders = 1500
+ * Free Collateral = 2050 - 1500 = 550
+ * ```
  */
-declare function freeCollateral(inputs: FreeCollateralInputs): Decimal;
-type TotalCollateralValueInputs = {
-    USDCHolding: number;
+declare function freeCollateral(inputs: {
+    /**
+     * @description Total collateral value
+     */
+    totalCollateral: Decimal;
+    /**
+     * @description Total initial margin with orders (for cross margin positions only)
+     */
+    totalInitialMarginWithOrders: number;
+}): Decimal;
+
+type FreeCollateralUSDCOnlyInputs = {
+    /**
+     * Free collateral (total_collateral_value - total_initial_margin_with_orders).
+     * @see freeCollateral
+     */
+    freeCollateral: Decimal;
+    /**
+     * Non-USDC token holdings; same structure as in totalCollateral.
+     * Each item contributes (capped_holding × index_price × discount) to the sum to subtract.
+     */
     nonUSDCHolding: {
         holding: number;
         indexPrice: number;
         collateralCap: number;
         collateralRatio: Decimal;
     }[];
-    unsettlementPnL: number;
-};
-/**
- * Calculate total collateral.
- */
-declare function totalCollateral(inputs: TotalCollateralValueInputs): Decimal;
-declare function initialMarginWithOrder(): void;
-type PositionNotionalWithOrderInputs = {
-    markPrice: number;
-    positionQtyWithOrders: number;
 };
 /**
- * Sum of notional value for a symbol's position and orders.
+ * @formulaId freeCollateralUSDCOnly
+ * @name Free Collateral (USDC Only)
+ * @formula Free Collateral USDC Only = max(0, free_collateral - SUM(non_usdc_token.holding × mark_price × discount))
+ * @description
+ *
+ * ## Definition
+ *
+ * **Free Collateral (USDC Only)**: Part of free collateral that is backed only by USDC (and unsettled PNL), i.e. excluding the value of non-USDC collateral.
+ *
+ * **free_collateral**: From freeCollateral (total_collateral_value - total_initial_margin_with_orders).
+ *
+ * **non_usdc_token.holding × mark_price × discount**: Same as in totalCollateral — value of each non-USDC asset (capped by collateralCap), using indexPrice as mark price and collateralRatio as discount.
+ *
+ * ## Example
+ *
+ * ```
+ * free_collateral = 550
+ * SUM(non_usdc.holding × mark_price × discount) = 1 * 2000 * 0.9 = 1800
+ * Free Collateral USDC Only = max(0, 550 - 1800) = 0
+ * ```
  */
-declare function positionNotionalWithOrder_by_symbol(inputs: PositionNotionalWithOrderInputs): Decimal;
-type PositionQtyWithOrderInputs = {
-    positionQty: number;
-    buyOrdersQty: number;
-    sellOrdersQty: number;
-};
+declare function freeCollateralUSDCOnly(inputs: FreeCollateralUSDCOnlyInputs): Decimal;
+
 /**
- *  Sum of position quantity and orders quantity for a symbol.
- */
-declare function positionQtyWithOrders_by_symbol(inputs: PositionQtyWithOrderInputs): number;
-type IMRInputs = {
-    /**
-     * effective max leverage
+ * @formulaId totalCollateral
+ * @name Total Collateral
+ * @formula Total collateral = usdc balance.holding + SUM(non-usdc balance.holding * mark price * discount) + total unsettlement PNL
+ * @description
+ *
+ * ## Definition
+ *
+ * **discount**: Collateral substitution rate
+ *
+ * **Total collateral**: Total value of collateral assets in the user's account (denominated in USDC)
+ *
+ * **usdc balance.holding**: USDC holding quantity
+ *
+ * **non-usdc balance.holding * mark price**: Value of non-USDC asset holdings (denominated in USDC)
+ *
+ * **holding**: Asset quantity held by the user, from `/v1/client/holding` or v2 Websocket API | Balance
+ *
+ * **mark price**: Current price of the asset, from v2 Websocket API | Balance
+ *
+ * **total unsettlement PNL**: Sum of user's account unsettled PNL
+ *
+ * ## Example
+ *
+ * ```
+ * Total collateral = 2000 + 1000 * 1.001 * 0 - 18.34 = 1981.66
+ * total unsettlement PNL = -18.34
+ * ```
+ */
+declare function totalCollateral(inputs: {
+    USDCHolding: number;
+    nonUSDCHolding: {
+        holding: number;
+        indexPrice: number;
+        collateralCap: number;
+        collateralRatio: Decimal;
+    }[];
+    /**
+     * Sum of user's account unsettled PNL
+     */
+    unsettlementPnL: number;
+    /**
+     * @description USDC balance frozen for pending short orders (for freeCollateral calculation)
+     * @default 0
+     */
+    usdcBalancePendingShortQty?: number;
+    /**
+     * @description USDC balance frozen for isolated margin orders (for freeCollateral calculation)
+     * @default 0
+     */
+    usdcBalanceIsolatedOrderFrozen?: number;
+    /**
+     * @description Total cross margin unsettled PNL (for freeCollateral calculation). If provided, this will be used instead of unsettlementPnL.
+     */
+    totalCrossUnsettledPnL?: number;
+}): Decimal;
+
+/**
+ * Sum of notional value for a symbol's position and orders.
+ */
+declare function positionNotionalWithOrder_by_symbol(inputs: {
+    markPrice: number;
+    positionQtyWithOrders: number;
+}): Decimal;
+/**
+ *  Sum of position quantity and orders quantity for a symbol.
+ */
+declare function positionQtyWithOrders_by_symbol(inputs: {
+    positionQty: number;
+    buyOrdersQty: number;
+    sellOrdersQty: number;
+}): number;
+
+/**
+ * @formulaId imr
+ * @description
+ * Initial margin rate for a symbol.
+ * Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))
+ */
+declare function IMR(inputs: {
+    /**
+     * effective symbol leverage (resolved by symbol + margin mode)
      */
     maxLeverage: number;
     baseIMR: number;
@@ -266,14 +845,11 @@ type IMRInputs = {
     positionNotional: number;
     ordersNotional: number;
     IMR_factor_power?: number;
-};
-/**
- * Initial margin rate for a symbol.
- * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))
- */
-declare function IMR(inputs: IMRInputs): number;
+}): number;
+
 declare function buyOrdersFilter_by_symbol(orders: API.Order[], symbol: string): API.Order[];
 declare function sellOrdersFilter_by_symbol(orders: API.Order[], symbol: string): API.Order[];
+
 /**
  * Get the quantity of a specified symbol from the list of positions.
  */
@@ -288,24 +864,21 @@ declare function getPositonsAndOrdersNotionalBySymbol(inputs: {
     symbol: string;
     markPrice: number;
 }): number;
-type TotalInitialMarginWithOrdersInputs = {
-    positions: API.Position[];
-    orders: API.Order[];
-    markPrices: {
-        [key: string]: number;
-    };
-    symbolInfo: any;
-    IMR_Factors: {
-        [key: string]: number;
-    };
-} & Pick<IMRInputs, "maxLeverage">;
+
 /**
- * @deprecated
- * Calculate the total initial margin used by the user (including positions and orders).
+ * Calculate total initial margin with orders for cross margin positions.
+ * Formula: total_initial_margin_with_orders = sum(cross_position_notional_with_orders_i * cross_IMR_i)
+ *
+ * @param positions - All positions (will be filtered to cross margin only)
+ * @param orders - All orders (will be filtered to cross margin only)
+ * @param markPrices - Mark prices by symbol
+ * @param symbolInfo - Symbol info accessor
+ * @param IMR_Factors - IMR factors by symbol
+ * @param maxLeverageBySymbol - Symbol leverage map (symbol + margin mode)
  */
-declare function totalInitialMarginWithOrders(inputs: TotalInitialMarginWithOrdersInputs): number;
 declare function totalInitialMarginWithQty(inputs: {
     positions: API.Position[];
+    orders: API.Order[];
     markPrices: {
         [key: string]: number;
     };
@@ -313,11 +886,9 @@ declare function totalInitialMarginWithQty(inputs: {
     IMR_Factors: {
         [key: string]: number;
     };
-    /**
-     * account max leverage
-     */
-    maxLeverage: number;
+    maxLeverageBySymbol?: Record<string, number>;
 }): number;
+
 /**
  * Group orders by symbol, as a symbol can have multiple orders.
  */
@@ -331,26 +902,29 @@ declare function groupOrdersBySymbol(orders: API.Order[]): {
  * @returns An array of unique symbols.
  */
 declare function extractSymbols(positions: Pick<API.Position, "symbol">[], orders: Pick<API.Order, "symbol">[]): string[];
-type OtherIMsInputs = {
+
+/**
+ * Total margin used by other symbols (except the current symbol).
+ */
+declare function otherIMs(inputs: {
     positions: API.Position[];
     markPrices: {
         [key: string]: number;
     };
-    /**
-     * account max leverage
-     */
-    maxLeverage: number;
     symbolInfo: any;
     IMR_Factors: {
         [key: string]: number;
     };
+}): number;
+
+type ResultOptions = {
+    dp: number;
 };
-/**
- * Total margin used by other symbols (except the current symbol).
- */
-declare function otherIMs(inputs: OtherIMsInputs): number;
 type MaxQtyInputs = {
     symbol: string;
+    /**
+     * @description Maximum quantity limit for opening a single position, /v1/public/info.base_max
+     */
     baseMaxQty: number;
     /**
      * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.
@@ -371,53 +945,396 @@ type MaxQtyInputs = {
     takerFeeRate: number;
 };
 /**
- * Maximum order quantity.
+ * @formulaId maxQty
+ * @name Max Order QTY
+ * @description
+ * ## Max Long Quantity Formula
+ *
+ * ```
+ * max long qty = MIN (
+ *   base max,
+ *   (((Total_collateral_value - Other_IMs) / (Max(1 / Symbol Leverage i, Base IMR i) + 2 * futures_take_fee_rate * 0.0001) / mark_price_i) * 0.995 - position_qty_this_symbol - sum_buy_order_qty_this_symbol),
+ *   ((((Total_collateral_value - Other_IMs) / IMR Factor i)^(1/1.8)) / mark_price_i - position_qty_this_symbol - sum_buy_order_qty_this_symbol) / (1 + 2 * futures_take_fee_rate * 0.0001) * 0.995
+ * )
+ * ```
+ *
+ * ## Max Short Quantity Formula
+ *
+ * ```
+ * max short qty = MIN (
+ *   base max,
+ *   (((Total_collateral_value - Other_IMs) / (Max(1 / Symbol Leverage i, Base IMR i) + 2 * futures_take_fee_rate * 0.0001) / mark_price_i) * 0.995 + position_qty_this_symbol - sum_sell_order_qty_this_symbol),
+ *   ((((Total_collateral_value - Other_IMs) / IMR Factor i)^(1/1.8)) / mark_price_i + position_qty_this_symbol - sum_sell_order_qty_this_symbol) / (1 + 2 * futures_take_fee_rate * 0.0001) * 0.995
+ * )
+ * ```
+ *
+ * ## Reduce Only Mode
+ *
+ * When reduce only is enabled:
+ * - If `position_qty_i > 0`: max long qty = 0, max short qty = abs(position_qty_i)
+ * - If `position_qty_i < 0`: max long qty = abs(position_qty_i), max short qty = 0
+ * - If `position_qty_i = 0`: max long qty = 0, max short qty = 0
+ *
+ * ## Variable Definitions
+ *
+ * | Variable | Description | API Reference |
+ * |----------|-------------|---------------|
+ * | `max long qty` | Maximum long quantity for current symbol | |
+ * | `max short qty` | Maximum short quantity for current symbol | |
+ * | `base_max` | Maximum quantity limit for opening a single position | `/v1/public/info.base_max` |
+ * | `Total_collateral_value` | Total value of collateral assets in user account (USDC denominated) | |
+ * | `Other_IMs` | Initial margin occupied by all other symbols excluding current symbol | |
+ * | `IMR_i (with_orders)` | Initial margin rate for a single symbol (considering both position/orders notional) | |
+ * | `Symbol Leverage i` | Leverage for symbol i under current margin mode | `position.leverage` or symbol+mode leverage source |
+ * | `Base IMR i` | Base initial margin rate for a single symbol | `/v1/public/info` |
+ * | `IMR Factor i` | IMR calculation factor for a single symbol | `v1/client/info` |
+ * | `Position Notional i` | Sum of position notional for a single symbol | |
+ * | `Order Notional i` | Sum of order notional for a single symbol | |
+ * | `position_notional_with_orders_i` | Sum of position/orders notional for a single symbol | |
+ * | `mark_price_i` | Mark price for a single symbol | |
+ * | `position_qty_with_orders_i` | Sum of position/orders quantity for a single symbol | |
+ * | `position_qty_i` | Position quantity for a single symbol | |
+ * | `sum_position_qty_buy_orders_i` | Sum of long order quantity for a single symbol [algo orders ignored] | |
+ * | `sum_position_qty_sell_orders_i` | Sum of short order quantity for a single symbol [algo orders ignored] | |
+ * | `futures_take_fee_rate` | User's futures taker fee rate | `GET /v1/client/info` |
+ *
+ * ## Calculation Details
+ *
+ * ```
+ * Other_IMs = sum(position_notional_with_orders_i * IMR_i (with_orders)) // excluding current symbol
+ *
+ * IMR_i (with_orders) = Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))
+ *
+ * position_notional_with_orders_i = abs(mark_price_i * position_qty_with_orders_i)
+ *
+ * position_qty_with_orders_i = max[abs(position_qty_i + sum_position_qty_buy_orders_i), abs(position_qty_i - sum_position_qty_sell_orders_i)]
+ * ```
+ *
+ * ## Example Calculation
+ *
+ * **Given:**
+ * - `futures_take_fee_rate = 8`
+ * - `BTC base max = 20`
+ * - `Total_collateral_value = 1981.66`
+ * - `Other_IMs = ETH Initial Margin = 4915.23 * 0.1 = 491.523`
+ * - `BTC mark_price_i = 25986.2`
+ * - `BTC position_qty_this_symbol = 0.2`
+ * - `sum_buy_order_qty_this_symbol = 0.3`
+ * - `sum_sell_order_qty_this_symbol = -0.5`
+ *
+ * **Max Long Quantity:**
+ * ```
+ * max long qty = MIN(
+ *   20 BTC,
+ *   ((1981.66 - 491.523) / (0.1 + 2 * 8 * 0.0001) / 25986.2 * 0.995 - 0.2 - 0.3) = 0.0615815026 BTC,
+ *   ((((1981.66 - 491.523) / 0.0000002512)^(1/1.8)) / 25986.2 - 0.2 - 0.3) / (1 + 2 * 8 * 0.0001) * 0.995 = 9.78216039 BTC
+ * ) = 0.0615815026 BTC
+ * ```
+ *
+ * **Max Short Quantity:**
+ * ```
+ * max short qty = MIN(
+ *   20 BTC,
+ *   ((1981.66 - 491.523) / (0.1 + 2 * 8 * 0.0001) / 25986.2 * 0.995 + 0.2 - 0.5) = 0.261581503 BTC,
+ *   ((((1981.66 - 491.523) / 0.0000002512)^(1/1.8)) / 25986.2 + 0.2 - 0.5) / (1 + 2 * 8 * 0.0001) * 0.995 = 9.98084249726 BTC
+ * ) = 0.261581503 BTC
+ * ```
+ *
+ * ## Additional Examples
+ *
+ * **Base max qty calculation:**
+ * ```
+ * Base max qty = (1981.66 - 491.523) / (0.1 + 2 * 8 * 0.0001) / 25986.2 * 0.995 = 0.561581503 BTC
+ * ```
+ *
+ * **Different position scenarios:**
+ *
+ * 1. **Short position -0.3 BTC:**
+ *    - max long qty = 0.561581503 - (-0.3) = 0.861581503
+ *    - max short qty = 0.561581503 + (-0.3) = 0.261581503
+ *
+ * 2. **Short position -0.3 BTC + sell orders 0.1:**
+ *    - max long qty = 0.561581503 - (-0.3) = 0.861581503
+ *    - max short qty = 0.561581503 + (-0.3) - 0.1 = 0.161581503
+ *
+ * 3. **Long position 0.3 BTC + buy orders 0.2 + sell orders 0.1:**
+ *    - max long qty = 0.561581503 - 0.3 - 0.2 = 0.061581503
+ *    - max short qty = 0.561581503 + 0.3 - 0.1 = 0.761581503
+ *
+ * ## Special Case: Insufficient Collateral
+ *
+ * When `totalCollatValue <= newTotalIM`:
+ *
+ * ```
+ * newOrderSize_iter = ITERATE() return max(0, newOrderSize_iter * 99.5% + others)
+ * ```
+ *
+ * **ITERATE() Algorithm:**
+ * ```
+ * ITERATE() {
+ *     iteratorLeverage = min(1 / Symbol Leverage i, Base IMR i)
+ *     iteratorStep = 2
+ *
+ *     // First iteration (30 times)
+ *     for (i = 0; i < 30; i++) {
+ *         iteratorLeverage = max(0, iteratorLeverage - iteratorStep)
+ *         newOrderSize1 = (adjustedCollateral - othersIM) * iteratorLeverage / markPrice
+ *         calculate afterTradeIM
+ *         if (adjustedCollateral >= afterTradeIM) break
+ *     }
+ *
+ *     leftLeverage = iteratorLeverage
+ *     rightLeverage = min(symbolLeverage_i, leftLeverage + iteratorStep)
+ *
+ *     // Binary search (30 times)
+ *     for (i = 0; i < 30; i++) {
+ *         midLeverage = (leftLeverage + rightLeverage) / 2
+ *         newOrderSize2 = (adjustedCollateral - othersIM) * midLeverage / markPrice
+ *         calculate afterTradeIM
+ *         precision = (adjustedCollateral - afterTradeIM) / adjustedCollateral
+ *
+ *         if (adjustedCollateral > afterTradeIM) {
+ *             leftLeverage = midLeverage
+ *             if (0 <= precision <= 0.5%) break
+ *         } else {
+ *             rightLeverage = midLeverage
+ *         }
+ *     }
+ *
+ *     return newOrderSize2
+ * }
+ * ```
  */
 declare function maxQty(side: OrderSide, inputs: MaxQtyInputs, options?: ResultOptions): number;
 declare function maxQtyByLong(inputs: Omit<MaxQtyInputs, "side">, options?: ResultOptions): number;
 declare function maxQtyByShort(inputs: Omit<MaxQtyInputs, "side">, options?: ResultOptions): number;
-type TotalMarginRatioInputs = {
+
+/**
+ * @formulaId maxQtyIsolated
+ * @name Maximum Tradeable Quantity for Isolated Margin
+ * @formula max_notional = min((1 / leverage / imr_factor)^(5/4), symbol_max_notional)
+ * @description
+ *
+ * ## Definition
+ *
+ * **maxQtyIsolated**: Maximum tradeable quantity for isolated margin positions
+ *
+ * This function calculates the maximum quantity that can be traded for an isolated margin position,
+ * considering available balance, leverage, position limits, and pending orders.
+ *
+ * ## Business Rules
+ *
+ * ### For BUY Orders:
+ * - If `reduce_only == False` and `position_qty >= 0` (long or no position): Use simplified formula
+ * - If `reduce_only == False` and `position_qty < 0` (short position): Use binary search iteration
+ * - If `reduce_only == True`: Return `MAX(0, -position_qty)` (can only reduce short position)
+ *
+ * ### For SELL Orders:
+ * - If `reduce_only == False` and `position_qty <= 0` (short or no position): Use simplified formula
+ * - If `reduce_only == False` and `position_qty > 0` (long position): Use binary search iteration
+ * - If `reduce_only == True`: Return `MAX(0, position_qty)` (can only reduce long position)
+ *
+ * ### Binary Search Algorithm:
+ * - Used for reverse position scenarios (e.g., buying when holding short position)
+ * - Maximum 30 iterations
+ * - Searches for maximum quantity that satisfies: `iso_order_frozen <= available_balance` and `open_notional <= max_notional`
+ *
+ * ## Example
+ *
+ * ```
+ * order_side = BUY
+ * reduce_only = False
+ * position_qty = 5 (long)
+ * available_balance = 1000 USDC
+ * leverage = 25
+ * mark_price = 100000 USDC
+ * current_order_reference_price = 99900 USDC
+ * max_notional = 10059467.44 USDC
+ * pending_long_notional = 299200 USDC
+ * max_qty = MIN(1000 / 99900 * 25, (10059467.44 - 100000 * 5 - 299200) / 99900) = 0.25 BTC
+ * ```
+ *
+ * @param inputs Input parameters for calculating maximum tradeable quantity
+ * @returns Maximum tradeable quantity
+ */
+declare function maxQtyForIsolatedMargin(inputs: {
+    /**
+     * @description Trading symbol
+     */
+    symbol: string;
+    /**
+     * @description Order side (BUY or SELL)
+     */
+    orderSide: OrderSide;
+    /**
+     * @description Current order reference price
+     */
+    currentOrderReferencePrice: number;
+    /**
+     * @description Available balance (USDC)
+     */
+    availableBalance: number;
+    /**
+     * @description Leverage for the trading pair
+     */
+    leverage: number;
+    /**
+     * @description Base initial margin rate
+     */
+    baseIMR: number;
+    /**
+     * @description IMR calculation factor
+     */
+    IMR_Factor: number;
+    /**
+     * @description Mark price
+     */
+    markPrice: number;
+    /**
+     * @description Current position quantity (positive for long, negative for short)
+     */
+    positionQty: number;
+    /**
+     * @description Pending long orders (excluding current order)
+     */
+    pendingLongOrders: Array<{
+        referencePrice: number;
+        quantity: number;
+    }>;
+    /**
+     * @description Pending sell orders (excluding current order)
+     */
+    pendingSellOrders: Array<{
+        referencePrice: number;
+        quantity: number;
+    }>;
+    /**
+     * @description Already frozen margin for long orders
+     */
+    isoOrderFrozenLong: number;
+    /**
+     * @description Already frozen margin for short orders
+     */
+    isoOrderFrozenShort: number;
+    /**
+     * @description Maximum notional value for the symbol
+     */
+    symbolMaxNotional: number;
+    /**
+     * @description Precision threshold for binary search (default: 1)
+     */
+    epsilon?: number;
+}): number;
+
+/**
+ * total margin ratio
+ */
+declare function totalMarginRatio(inputs: {
     totalCollateral: number;
     markPrices: {
         [key: string]: number;
     };
     positions: API.Position[];
-};
+}, dp?: number): number;
+
 /**
- * total margin ratio
+ * @formulaId totalUnrealizedROI
+ * @name Total Unrealized ROI
+ * @formula Total Unrealized ROI = Total Unrealized PNL / ( Total Value - Total Unrealized PNL ) * 100%
+ * @description
+ *
+ * ## Definition
+ *
+ * **Total Unrealized PNL** = Sum of unrealized profit and loss for all current positions of the user
+ *
+ * **Total Value** = User's total asset value (denominated in USDC), including assets that cannot be used as collateral
+ *
+ * ## Example
+ *
+ * ```
+ * Total Unrealized ROI = 200.53 / ( 2982.66 - 200.53 ) * 100% = 7.21%
+ * Total Unrealized PNL = 200.53
+ * Total Value = 2982.66
+ * ```
  */
-declare function totalMarginRatio(inputs: TotalMarginRatioInputs, dp?: number): number;
-type TotalUnrealizedROIInputs = {
+declare function totalUnrealizedROI(inputs: {
     totalUnrealizedPnL: number;
     totalValue: number;
-};
-/**
- * totalUnrealizedROI
- */
-declare function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs): number;
+}): number;
+
 /**
  * current account leverage
  */
 declare function currentLeverage(totalMarginRatio: number): number;
-type AvailableBalanceInputs = {
+
+declare function availableBalance(inputs: {
     USDCHolding: number;
     unsettlementPnL: number;
-};
-declare function availableBalance(inputs: AvailableBalanceInputs): number;
-type AccountMMRInputs = {
+}): number;
+/**
+ * @formulaId availableBalanceForIsolatedMargin
+ * @name Available Balance for Isolated Margin
+ * @formula availableBalanceForIsolatedMargin = max(0, min(USDC_balance, free_collateral - max(total_cross_unsettled_pnl, 0)))
+ * @description
+ *
+ * ## Definition
+ *
+ * max(0, min(USDC_balance, free_collateral - max(total_cross_unsettled_pnl, 0))), where
+ *
+ * **USDC_balance** = User's USDC balance
+ *
+ * **free_collateral** = Available collateral in the user's account (for cross margin trading)
+ *
+ * **total_cross_unsettled_pnl**  = sum( unsettled_PNL_i ) across all cross margin positions
+ */
+declare function availableBalanceForIsolatedMargin(inputs: {
+    USDCHolding: number;
+    totalCrossUnsettledPnL: number;
+    freeCollateral: number;
+}): number;
+
+/**
+ * @formulaId mmr
+ * @name Total Maintenance Margin Ratio
+ * @formula Total Maintenance Margin Ratio = sum(Position maintenance margin) / total_position_notional * 100%, total_position_notional = sum(abs(position_qty_i * mark_price_i))
+ * @description
+ *
+ * ## Definition
+ *
+ * **Total Maintenance Margin Ratio** = User's account maintenance margin ratio
+ *
+ * **sum(Position maintenance margin)** = Total maintenance margin of all user positions (denominated in USDC)
+ *
+ * **total_position_notional** = Sum of notional value of current positions
+ *
+ * **position_qty_i** = Position quantity for a single symbol
+ *
+ * **mark_price_i** = Mark price for a single symbol
+ *
+ * ## Example
+ *
+ * ```
+ * Total Margin Ratio = 505.61 / 10112.43 * 100% = 4.99988628%
+ * total_position_notional = 10112.43
+ * abs(BTC position notional) = 5197.2
+ * abs(ETH position notional) = 4915.23
+ * sum(Position maintenance margin) = 505.61
+ * BTC position MM = 259.86
+ * ETH position MM = 245.75
+ * ```
+ *
+ * @param inputs AccountMMRInputs
+ * @returns number|null
+ */
+declare function MMR(inputs: {
     positionsMMR: number;
     /**
      * Notional sum of all positions,
      * positions.totalNotional()
      */
     positionsNotional: number;
-};
-/**
- * total maintenance margin ratio
- * @param inputs AccountMMRInputs
- * @returns number|null
- */
-declare function MMR(inputs: AccountMMRInputs): number | null;
+}): number | null;
+
 declare const collateralRatio: (params: {
     baseWeight: number;
     discountFactor: number | null;
@@ -432,6 +1349,7 @@ declare const collateralContribution: (params: {
     collateralRatio: number;
     indexPrice: number;
 }) => number;
+
 declare const LTV: (params: {
     usdcBalance: number;
     upnl: number;
@@ -441,6 +1359,7 @@ declare const LTV: (params: {
         weight: number;
     }>;
 }) => number;
+
 /**
  * max(0, min(USDC_balance, free_collateral - max(upnl, 0)))
  */
@@ -466,64 +1385,179 @@ declare const calcMinimumReceived: (inputs: {
     amount: number;
     slippage: number;
 }) => number;
+
 /**
- * @deprecated This method will be removed soon. Please update your code to use symbolLeverage directly.
+ * @formulaId maxAdd
+ * @name Maximum Margin Addition for Isolated Position
+ * @formula max_add = max(0, min(USDC_balance, free_collateral - max(total_cross_unsettled_pnl, 0)))
+ * @description
+ *
+ * ## Definition
+ *
+ * **max_add**: Maximum amount of margin that can be added to an isolated margin position
+ *
+ * **USDC_balance**: User's USDC balance
+ *
+ * **free_collateral**: Available collateral in the user's account (for cross margin trading)
+ *
+ * **total_cross_unsettled_pnl**: Total unsettled PNL from cross margin positions only
+ *
+ * ## Business Rules
+ *
+ * - Maximum add amount cannot exceed available USDC balance
+ * - Maximum add amount cannot exceed free collateral minus cross margin unrealized profit
+ * - Cross margin unrealized profit reduces available funds for adding isolated margin
+ *
+ * ## Example
+ *
+ * ```
+ * USDC_balance = 500
+ * free_collateral = 300
+ * total_cross_unsettled_pnl = 100 (profit)
+ * max_add = max(0, min(500, 300 - max(100, 0))) = max(0, min(500, 200)) = 200
+ * ```
+ *
+ * @param inputs Input parameters for calculating maximum margin addition
+ * @returns Maximum margin that can be added (in USDC)
  */
-declare const maxLeverage: (inputs: {
-    symbolLeverage?: number;
-    accountLeverage: number;
-}) => number;
+declare function maxAdd(inputs: {
+    /**
+     * @description USDC balance
+     */
+    USDCHolding: number;
+    /**
+     * @description Free collateral (available for cross margin trading)
+     */
+    freeCollateral: number;
+    /**
+     * @description Total cross margin unsettled PNL
+     */
+    totalCrossUnsettledPnL: number;
+}): number;
+/**
+ * @formulaId maxReduce
+ * @name Maximum Margin Reduction for Isolated Position
+ * @formula max_reduce = max(0, isolated_position_margin - position_notional * imr + min(0, position_unsettled_pnl))
+ * @description
+ *
+ * ## Definition
+ *
+ * **max_reduce**: Maximum amount of margin that can be reduced from an isolated margin position
+ *
+ * **isolated_position_margin**: Current margin allocated to the isolated position
+ *
+ * **position_notional**: Notional value of the isolated position
+ *
+ * **imr**: Initial margin rate for the isolated position
+ *
+ * **position_unsettled_pnl**: Unrealized PNL of the isolated position
+ *
+ * ## Business Rules
+ *
+ * - Maximum reduce amount cannot exceed current isolated position margin
+ * - Unrealized losses increase the maximum reducible amount
+ * - Position notional and IMR determine the minimum required margin
+ *
+ * ## Example
+ *
+ * ```
+ * isolated_position_margin = 1000
+ * position_notional = 5000
+ * imr = 0.02
+ * position_unsettled_pnl = -100 (loss)
+ * max_reduce = max(0, 1000 - 5000 * 0.02 + min(0, -100)) = max(0, 1000 - 100 - 100) = 800
+ * ```
+ *
+ * @param inputs Input parameters for calculating maximum margin reduction
+ * @returns Maximum margin that can be reduced (in USDC)
+ */
+declare function maxReduce(inputs: {
+    /**
+     * @description Current margin allocated to the isolated position
+     */
+    isolatedPositionMargin: number;
+    /**
+     * @description Notional value of the isolated position
+     */
+    positionNotional: number;
+    /**
+     * @description Initial margin rate for the isolated position
+     */
+    imr: number;
+    /**
+     * @description Unrealized PNL of the isolated position
+     */
+    positionUnsettledPnL: number;
+}): number;
 
-type account_AccountMMRInputs = AccountMMRInputs;
-type account_AvailableBalanceInputs = AvailableBalanceInputs;
-type account_FreeCollateralInputs = FreeCollateralInputs;
-declare const account_IMR: typeof IMR;
-type account_IMRInputs = IMRInputs;
-declare const account_LTV: typeof LTV;
-declare const account_MMR: typeof MMR;
-type account_MaxQtyInputs = MaxQtyInputs;
-type account_OtherIMsInputs = OtherIMsInputs;
-type account_PositionNotionalWithOrderInputs = PositionNotionalWithOrderInputs;
-type account_PositionQtyWithOrderInputs = PositionQtyWithOrderInputs;
-type account_ResultOptions = ResultOptions;
-type account_TotalCollateralValueInputs = TotalCollateralValueInputs;
-type account_TotalInitialMarginWithOrdersInputs = TotalInitialMarginWithOrdersInputs;
-type account_TotalMarginRatioInputs = TotalMarginRatioInputs;
-type account_TotalUnrealizedROIInputs = TotalUnrealizedROIInputs;
-type account_TotalValueInputs = TotalValueInputs;
-declare const account_availableBalance: typeof availableBalance;
-declare const account_buyOrdersFilter_by_symbol: typeof buyOrdersFilter_by_symbol;
-declare const account_calcMinimumReceived: typeof calcMinimumReceived;
-declare const account_collateralContribution: typeof collateralContribution;
-declare const account_collateralRatio: typeof collateralRatio;
-declare const account_currentLeverage: typeof currentLeverage;
-declare const account_extractSymbols: typeof extractSymbols;
-declare const account_freeCollateral: typeof freeCollateral;
-declare const account_getPositonsAndOrdersNotionalBySymbol: typeof getPositonsAndOrdersNotionalBySymbol;
-declare const account_getQtyFromOrdersBySide: typeof getQtyFromOrdersBySide;
-declare const account_getQtyFromPositions: typeof getQtyFromPositions;
-declare const account_groupOrdersBySymbol: typeof groupOrdersBySymbol;
-declare const account_initialMarginWithOrder: typeof initialMarginWithOrder;
-declare const account_maxLeverage: typeof maxLeverage;
-declare const account_maxQty: typeof maxQty;
-declare const account_maxQtyByLong: typeof maxQtyByLong;
-declare const account_maxQtyByShort: typeof maxQtyByShort;
-declare const account_maxWithdrawalOtherCollateral: typeof maxWithdrawalOtherCollateral;
-declare const account_maxWithdrawalUSDC: typeof maxWithdrawalUSDC;
-declare const account_otherIMs: typeof otherIMs;
-declare const account_positionNotionalWithOrder_by_symbol: typeof positionNotionalWithOrder_by_symbol;
-declare const account_positionQtyWithOrders_by_symbol: typeof positionQtyWithOrders_by_symbol;
-declare const account_sellOrdersFilter_by_symbol: typeof sellOrdersFilter_by_symbol;
-declare const account_totalCollateral: typeof totalCollateral;
-declare const account_totalInitialMarginWithOrders: typeof totalInitialMarginWithOrders;
-declare const account_totalInitialMarginWithQty: typeof totalInitialMarginWithQty;
-declare const account_totalMarginRatio: typeof totalMarginRatio;
-declare const account_totalUnrealizedROI: typeof totalUnrealizedROI;
-declare const account_totalValue: typeof totalValue;
-declare namespace account {
-  export { type account_AccountMMRInputs as AccountMMRInputs, type account_AvailableBalanceInputs as AvailableBalanceInputs, type account_FreeCollateralInputs as FreeCollateralInputs, account_IMR as IMR, type account_IMRInputs as IMRInputs, account_LTV as LTV, account_MMR as MMR, type account_MaxQtyInputs as MaxQtyInputs, type account_OtherIMsInputs as OtherIMsInputs, type account_PositionNotionalWithOrderInputs as PositionNotionalWithOrderInputs, type account_PositionQtyWithOrderInputs as PositionQtyWithOrderInputs, type account_ResultOptions as ResultOptions, type account_TotalCollateralValueInputs as TotalCollateralValueInputs, type account_TotalInitialMarginWithOrdersInputs as TotalInitialMarginWithOrdersInputs, type account_TotalMarginRatioInputs as TotalMarginRatioInputs, type account_TotalUnrealizedROIInputs as TotalUnrealizedROIInputs, type account_TotalValueInputs as TotalValueInputs, account_availableBalance as availableBalance, account_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, account_calcMinimumReceived as calcMinimumReceived, account_collateralContribution as collateralContribution, account_collateralRatio as collateralRatio, account_currentLeverage as currentLeverage, account_extractSymbols as extractSymbols, account_freeCollateral as freeCollateral, account_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, account_getQtyFromOrdersBySide as getQtyFromOrdersBySide, account_getQtyFromPositions as getQtyFromPositions, account_groupOrdersBySymbol as groupOrdersBySymbol, account_initialMarginWithOrder as initialMarginWithOrder, account_maxLeverage as maxLeverage, account_maxQty as maxQty, account_maxQtyByLong as maxQtyByLong, account_maxQtyByShort as maxQtyByShort, account_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, account_maxWithdrawalUSDC as maxWithdrawalUSDC, account_otherIMs as otherIMs, account_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, account_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, account_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, account_totalCollateral as totalCollateral, account_totalInitialMarginWithOrders as totalInitialMarginWithOrders, account_totalInitialMarginWithQty as totalInitialMarginWithQty, account_totalMarginRatio as totalMarginRatio, account_totalUnrealizedROI as totalUnrealizedROI, account_totalValue as totalValue };
+type index_FreeCollateralInputs = FreeCollateralInputs;
+type index_FreeCollateralUSDCOnlyInputs = FreeCollateralUSDCOnlyInputs;
+declare const index_IMR: typeof IMR;
+declare const index_LTV: typeof LTV;
+declare const index_MMR: typeof MMR;
+type index_MaxQtyInputs = MaxQtyInputs;
+type index_ResultOptions = ResultOptions;
+type index_TotalValueInputs = TotalValueInputs;
+declare const index_availableBalance: typeof availableBalance;
+declare const index_availableBalanceForIsolatedMargin: typeof availableBalanceForIsolatedMargin;
+declare const index_buyOrdersFilter_by_symbol: typeof buyOrdersFilter_by_symbol;
+declare const index_calcMinimumReceived: typeof calcMinimumReceived;
+declare const index_collateralContribution: typeof collateralContribution;
+declare const index_collateralRatio: typeof collateralRatio;
+declare const index_currentLeverage: typeof currentLeverage;
+declare const index_extractSymbols: typeof extractSymbols;
+declare const index_freeCollateral: typeof freeCollateral;
+declare const index_freeCollateralUSDCOnly: typeof freeCollateralUSDCOnly;
+declare const index_getPositonsAndOrdersNotionalBySymbol: typeof getPositonsAndOrdersNotionalBySymbol;
+declare const index_getQtyFromOrdersBySide: typeof getQtyFromOrdersBySide;
+declare const index_getQtyFromPositions: typeof getQtyFromPositions;
+declare const index_groupOrdersBySymbol: typeof groupOrdersBySymbol;
+declare const index_maxAdd: typeof maxAdd;
+declare const index_maxQty: typeof maxQty;
+declare const index_maxQtyByLong: typeof maxQtyByLong;
+declare const index_maxQtyByShort: typeof maxQtyByShort;
+declare const index_maxQtyForIsolatedMargin: typeof maxQtyForIsolatedMargin;
+declare const index_maxReduce: typeof maxReduce;
+declare const index_maxWithdrawalOtherCollateral: typeof maxWithdrawalOtherCollateral;
+declare const index_maxWithdrawalUSDC: typeof maxWithdrawalUSDC;
+declare const index_otherIMs: typeof otherIMs;
+declare const index_positionNotionalWithOrder_by_symbol: typeof positionNotionalWithOrder_by_symbol;
+declare const index_positionQtyWithOrders_by_symbol: typeof positionQtyWithOrders_by_symbol;
+declare const index_sellOrdersFilter_by_symbol: typeof sellOrdersFilter_by_symbol;
+declare const index_totalCollateral: typeof totalCollateral;
+declare const index_totalInitialMarginWithQty: typeof totalInitialMarginWithQty;
+declare const index_totalMarginRatio: typeof totalMarginRatio;
+declare const index_totalUnrealizedROI: typeof totalUnrealizedROI;
+declare const index_totalValue: typeof totalValue;
+declare namespace index {
+  export { type index_FreeCollateralInputs as FreeCollateralInputs, type index_FreeCollateralUSDCOnlyInputs as FreeCollateralUSDCOnlyInputs, index_IMR as IMR, index_LTV as LTV, index_MMR as MMR, type index_MaxQtyInputs as MaxQtyInputs, type index_ResultOptions as ResultOptions, type index_TotalValueInputs as TotalValueInputs, index_availableBalance as availableBalance, index_availableBalanceForIsolatedMargin as availableBalanceForIsolatedMargin, index_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, index_calcMinimumReceived as calcMinimumReceived, index_collateralContribution as collateralContribution, index_collateralRatio as collateralRatio, index_currentLeverage as currentLeverage, index_extractSymbols as extractSymbols, index_freeCollateral as freeCollateral, index_freeCollateralUSDCOnly as freeCollateralUSDCOnly, index_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, index_getQtyFromOrdersBySide as getQtyFromOrdersBySide, index_getQtyFromPositions as getQtyFromPositions, index_groupOrdersBySymbol as groupOrdersBySymbol, index_maxAdd as maxAdd, index_maxQty as maxQty, index_maxQtyByLong as maxQtyByLong, index_maxQtyByShort as maxQtyByShort, index_maxQtyForIsolatedMargin as maxQtyForIsolatedMargin, index_maxReduce as maxReduce, index_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, index_maxWithdrawalUSDC as maxWithdrawalUSDC, index_otherIMs as otherIMs, index_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, index_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, index_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, index_totalCollateral as totalCollateral, index_totalInitialMarginWithQty as totalInitialMarginWithQty, index_totalMarginRatio as totalMarginRatio, index_totalUnrealizedROI as totalUnrealizedROI, index_totalValue as totalValue };
 }
 
+/** @deprecated Use inline type or the new input type instead */
+type EstimatedLiquidationPriceInputs = {
+    totalCollateral: number;
+    markPrice: number;
+    baseMMR: number;
+    baseIMR: number;
+    IMR_Factor: number;
+    orderFee: number;
+    positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "symbol" | "mmr">[];
+    newOrder: {
+        symbol: string;
+        qty: number;
+        price: number;
+    };
+};
+/** @deprecated Use inline type or the new input type instead */
+type EstimatedLeverageInputs = {
+    totalCollateral: number;
+    positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "symbol" | "mmr">[];
+    newOrder: {
+        symbol: string;
+        qty: number;
+        price: number;
+    };
+};
 /**
  * Maximum price when placing an order
  */
@@ -548,41 +1582,276 @@ declare function orderFee(inputs: {
     price: number;
     futuresTakeFeeRate: number;
 }): number;
-type EstimatedLiquidationPriceInputs = {
-    totalCollateral: number;
+/**
+ * Calculate reference price for a **new order** based on business rules.
+ *
+ * The reference price is used by risk / margin formulas as the effective
+ * execution price when the user is preparing a new order.
+ *
+ * Business rules (simplified):
+ *
+ * - LIMIT
+ *   - BUY:   `reference = limit_price`
+ *   - SELL:  `reference = max(limit_price, Bid1)`
+ *   - If `limit_price` is not provided: same as MARKET
+ *
+ * - MARKET
+ *   - BUY:   `reference = Ask1`
+ *   - SELL:  `reference = Bid1`
+ *
+ * - STOP MARKET
+ *   - If `stop_price` provided: `reference = stop_price`
+ *   - Else: same as MARKET
+ *
+ * - STOP LIMIT
+ *   - If `limit_price` provided: `reference = limit_price`
+ *   - Else: same as MARKET
+ *
+ * - TRAILING STOP
+ *   - If `trigger_price` provided: `reference = trigger_price`
+ *   - Else: same as MARKET
+ *
+ * - BBO (LIMIT with ASK / BID as `orderTypeExt`)
+ *   - BUY + ASK  => `reference = Ask1`
+ *   - SELL + BID => `reference = Bid1`
+ *   - BUY + BID  => `reference = Bid1`
+ *   - SELL + ASK => `reference = Ask1`
+ *
+ * @param order     Lightweight description of the new order
+ * @param askPrice  Ask1 price from orderbook
+ * @param bidPrice  Bid1 price from orderbook
+ * @returns Reference price or null if it cannot be determined
+ */
+declare function getOrderReferencePrice(order: {
+    /**
+     * @description Order type (e.g. LIMIT, MARKET, STOP_LIMIT, STOP_MARKET, TRAILING_STOP, ASK, BID)
+     */
+    orderType: OrderType;
+    /**
+     * @description Extended order type for BBO orders (ASK / BID as LIMIT extensions)
+     */
+    orderTypeExt?: OrderType;
+    /**
+     * @description Order side (BUY or SELL)
+     */
+    side: OrderSide;
+    /**
+     * @description User input LIMIT price (for LIMIT / STOP_LIMIT orders)
+     */
+    limitPrice?: number;
+    /**
+     * @description Trigger price (for STOP_MARKET / STOP_LIMIT / TRAILING_STOP orders)
+     */
+    triggerPrice?: number;
+}, askPrice: number, bidPrice: number): number | null;
+/**
+ * @formulaId estLiqPriceIsolated
+ * @name Est. Position liq. Price (Isolated Margin)
+ * @description
+ * Estimate the liquidation price for an isolated-margin position after placing a new order.
+ *
+ * The underlying formula is:
+ *
+ * \[
+ * liquidation\_price =
+ * \frac{
+ *   isolated\_position\_margin' - cost\_position' - funding\_adjustment
+ * }{
+ *   |position\_qty'| \cdot MMR' - position\_qty'
+ * }
+ * \]
+ *
+ * Where:
+ * - `position_qty' = positionQty + orderSide * orderQty`
+ * - `funding_adjustment = position_qty' * (sumUnitaryFunding - lastSumUnitaryFunding)`
+ * - `MMR' = max(baseMMR, (baseMMR / baseIMR) * IMR_Factor * abs(position_qty' * reference_price)^(4/5))`
+ *
+ * Notes:
+ * - This function only considers a **single isolated position** (no cross-margin collateral or other symbols).
+ * - `newOrder.qty > 0` is treated as a BUY, `newOrder.qty < 0` as a SELL.
+ *
+ * @param inputs Estimation inputs for isolated-margin liquidation price
+ * @returns Estimated liquidation price (in quote currency), or 0 when invalid / no position
+ */
+declare function estLiqPriceIsolated(inputs: {
+    /**
+     * @description Current isolated margin of the position
+     */
+    isolatedPositionMargin: number;
+    /**
+     * @description Current position cost (qty * average entry price)
+     */
+    costPosition: number;
+    /**
+     * @description Current position quantity (positive for long, negative for short)
+     */
+    positionQty: number;
+    /**
+     * @description Current cumulative unitary funding
+     */
+    sumUnitaryFunding: number;
+    /**
+     * @description Last cumulative unitary funding at the last settlement
+     */
+    lastSumUnitaryFunding: number;
+    /**
+     * @description Current mark price of the symbol
+     */
     markPrice: number;
+    /**
+     * @description Base maintenance margin rate
+     */
     baseMMR: number;
+    /**
+     * @description Base initial margin rate
+     */
     baseIMR: number;
+    /**
+     * @description IMR calculation factor
+     */
     IMR_Factor: number;
-    orderFee: number;
-    positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "symbol" | "mmr">[];
+    /**
+     * @description Leverage for this isolated position
+     */
+    leverage: number;
+    /**
+     * @description New order information used for estimation
+     */
     newOrder: {
+        /**
+         * @description Symbol of the order (kept for interface consistency)
+         */
         symbol: string;
+        /**
+         * @description Order quantity (positive for BUY, negative for SELL)
+         */
         qty: number;
+        /**
+         * @description Order price (reference price when opening / adding / flipping)
+         */
         price: number;
     };
-};
+}): number;
 /**
- * Estimated liquidation price
+ * @formulaId estLiqPrice
+ * @name Est. Position liq. Price
+ * @description
+ *
+ * ## When user has positions:
+ *
+ * ```
+ * Est. liq. Position Price = max(mark_price_i + (total_collateral_value - new_total_MM - order_fee) / (abs(position_qty_i + new_order_qty_i) * new_MMRi - (position_qty_i + new_order_qty_i)), 0)
+ * ```
+ *
+ * ## When user has no positions:
+ *
+ * ```
+ * Est. liq. Position Price = max(order_price_i + (total_collateral_value - new_total_MM - order_fee) / (abs(position_qty_i + new_order_qty_i) * new_MMRi - (position_qty_i + new_order_qty_i)), 0)
+ * ```
+ *
+ * ## Formula Components:
+ *
+ * - `order_fee = new_order_qty_i * order_price_i * futures_take_fee_rate`
+ * - `new_total_MM = sum(abs(position_qty_i * mark_price_i + new_order_qty_i * order_price_i)) * MMRi)`
+ * - `new_MMRi = Max(Base_MMR_i, (Base_MMR_i / Base_IMR_i) * IMR_Factor_i * Abs(position_qty_i * mark_price_i + new_order_qty_i * limit_price_i)^(4/5))`
+ *
+ * ## Order Price Determination:
+ *
+ * ### Market Order:
+ * - **Long order**: `order_price_i = ask0`
+ * - **Short order**: `order_price_i = bid0`
+ *
+ * ### Limit Order:
+ *
+ * #### Long order:
+ * - If `limit_price >= ask0`: `order_price_i = ask0`
+ * - If `limit_price < ask0`: `order_price_i = limit_price`
+ *
+ * #### Short order:
+ * - If `limit_price <= bid0`: `order_price_i = bid0`
+ * - If `limit_price > bid0`: `order_price_i = limit_price`
+ *
+ * ## Parameter Definitions:
+ *
+ * | Parameter | Description |
+ * |-----------|-------------|
+ * | `Est. Position liq. Price` | Estimated liquidation price for the position |
+ * | `position_qty_i` | Position quantity for a single symbol |
+ * | `mark_price_i` | Mark price for a single symbol |
+ * | `total_collateral_value` | Total asset value of user's account margin (USDC denominated) |
+ * | `new_order_qty_i` | Symbol quantity when user prepares to open position (positive for long, negative for short) |
+ * | `new_total_MM` | Sum of current position maintenance margin (including prepared order maintenance margin) |
+ * | `new_MMR_i` | Maintenance margin rate for a single symbol (including prepared order notional consideration) |
+ * | `Base_MMR_i` | Base maintenance margin rate for a single symbol |
+ * | `Base_IMR_i` | Base initial margin rate for a single symbol |
+ * | `IMR_Factor_i` | IMR calculation factor for a single symbol, from v1/client/info |
+ * | `Position_Notional_i` | Sum of position notional for a single symbol |
+ * | `order_fee` | Estimated order fee when user prepares to open position |
+ * | `futures_take_fee_rate` | User's futures take fee rate, from GET /v1/client/info |
+ * | `order_price_i` | Estimated execution price when user prepares to open position |
+ * | `limit_price` | Price entered by user when preparing to open position |
+ * | `ask0` | Minimum ask price from orderbook |
+ * | `bid0` | Maximum bid price from orderbook |
+ *
+ * ## Examples:
+ *
+ * ### Market Order Example:
+ * Long BTC qty = 0.1, mark price = 25986.2, ask0 = 26000, BTC position_qty_i = 0.2, ETH position_qty_i = -3
+ * futures_take_fee_rate = 0.06%
+ *
+ * **Result**: BTC Est. Position liq. Price = 21268.7316
+ *
+ * ### Limit Order Example 1:
+ * Long BTC qty = 0.1, mark price = 25986.2, ask0 = 26000, limit price = 25000, BTC position_qty_i = 0.2, ETH position_qty_i = -3
+ *
+ * **Result**: BTC Est. Position liq. Price = 21250.9772
+ *
+ * ### Limit Order Example 2:
+ * Short BTC qty = -0.1, mark price = 25986.2, bid0 = 25900, limit price = 25000, BTC position_qty_i = 0.2, ETH position_qty_i = -3
+ *
+ * **Result**: BTC Est. Position liq. Price = 9102.17368
+ *
+ * ### No Position Example:
+ * Long BTC qty = 0.1, mark price = 25986.2, ask0 = 26000, limit price = 25000
+ *
+ * **Result**: BTC Est. Position liq. Price = 5472
+ *
  * @param inputs
  * @returns
  */
-declare function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number;
-type EstimatedLeverageInputs = {
+declare function estLiqPrice(inputs: {
     totalCollateral: number;
-    positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "symbol">[];
+    markPrice: number;
+    baseMMR: number;
+    baseIMR: number;
+    IMR_Factor: number;
+    orderFee: number;
+    positions: {
+        position_qty: number;
+        mark_price: number;
+        symbol: string;
+        mmr: number;
+    }[];
     newOrder: {
         symbol: string;
         qty: number;
         price: number;
     };
-};
+}): number;
 /**
  * Estimated leverage
  * @param inputs EstimtedLeverageInputs
  * @returns number
  */
-declare function estLeverage(inputs: EstimatedLeverageInputs): number | null;
+declare function estLeverage(inputs: {
+    totalCollateral: number;
+    positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "symbol">[];
+    newOrder: {
+        symbol: string;
+        qty: number;
+        price: number;
+    };
+}): number | null;
 declare function tpslROI(inputs: {
     side: OrderSide;
     type: "tp" | "sl";
@@ -595,13 +1864,15 @@ type order_EstimatedLeverageInputs = EstimatedLeverageInputs;
 type order_EstimatedLiquidationPriceInputs = EstimatedLiquidationPriceInputs;
 declare const order_estLeverage: typeof estLeverage;
 declare const order_estLiqPrice: typeof estLiqPrice;
+declare const order_estLiqPriceIsolated: typeof estLiqPriceIsolated;
+declare const order_getOrderReferencePrice: typeof getOrderReferencePrice;
 declare const order_maxPrice: typeof maxPrice;
 declare const order_minPrice: typeof minPrice;
 declare const order_orderFee: typeof orderFee;
 declare const order_scopePrice: typeof scopePrice;
 declare const order_tpslROI: typeof tpslROI;
 declare namespace order {
-  export { type order_EstimatedLeverageInputs as EstimatedLeverageInputs, type order_EstimatedLiquidationPriceInputs as EstimatedLiquidationPriceInputs, order_estLeverage as estLeverage, order_estLiqPrice as estLiqPrice, order_maxPrice as maxPrice, order_minPrice as minPrice, order_orderFee as orderFee, order_scopePrice as scopePrice, order_tpslROI as tpslROI };
+  export { type order_EstimatedLeverageInputs as EstimatedLeverageInputs, type order_EstimatedLiquidationPriceInputs as EstimatedLiquidationPriceInputs, order_estLeverage as estLeverage, order_estLiqPrice as estLiqPrice, order_estLiqPriceIsolated as estLiqPriceIsolated, order_getOrderReferencePrice as getOrderReferencePrice, order_maxPrice as maxPrice, order_minPrice as minPrice, order_orderFee as orderFee, order_scopePrice as scopePrice, order_tpslROI as tpslROI };
 }
 
-export { account, order, order as orderUtils, positions, _default as version };
+export { index as account, order, order as orderUtils, index$1 as positions, _default as version };