@panoptic-eng/sdk 1.0.26 → 1.0.27

package/dist/{irm-CSJX9BsU.d.ts → irm-DsuOZAXj.d.ts}

@@ -5691,4 +5691,4 @@ declare function getIrmCurve(params: {
 
 //#endregion
 export { BASE_CHAIN_ID as BASE_CHAIN_ID$1, BASE_DEPLOYMENT as BASE_DEPLOYMENT$1, BASE_ETH_USDC_5BPS_MARKET as BASE_ETH_USDC_5BPS_MARKET$1, BASE_HYPOVAULT_ADDRESSES as BASE_HYPOVAULT_ADDRESSES$1, BASE_HYPOVAULT_CORE_ADDRESSES as BASE_HYPOVAULT_CORE_ADDRESSES$1, BASE_HYPOVAULT_MANAGER_ADDRESSES as BASE_HYPOVAULT_MANAGER_ADDRESSES$1, BASE_HYPOVAULT_MANAGER_TURNKEY_SIGNERS as BASE_HYPOVAULT_MANAGER_TURNKEY_SIGNERS$1, BASE_PANOPTIC_POOL_ADDRESSES as BASE_PANOPTIC_POOL_ADDRESSES$1, BASE_PANOPTIC_V2_ADDRESSES as BASE_PANOPTIC_V2_ADDRESSES$1, BORROW_INDEX_BITS as BORROW_INDEX_BITS$1, BPS_SCALE as BPS_SCALE$1, CHAIN_DEPLOYMENTS as CHAIN_DEPLOYMENTS$1, ChainDeployment, HypoVaultManagerTurnkeySigners, IrmCurrent, IrmMarketStateInputs, IrmPoint, MAINNET_CHAIN_ID as MAINNET_CHAIN_ID$1, MAINNET_DEPLOYMENT as MAINNET_DEPLOYMENT$1, MAINNET_PANOPTIC_V2_ADDRESSES as MAINNET_PANOPTIC_V2_ADDRESSES$1, MARKET_EPOCH_BITS as MARKET_EPOCH_BITS$1, MARKET_EPOCH_SHIFT as MARKET_EPOCH_SHIFT$1, RATE_AT_TARGET_BITS as RATE_AT_TARGET_BITS$1, SECONDS_PER_YEAR as SECONDS_PER_YEAR$1, SEPOLIA_CHAIN_ID as SEPOLIA_CHAIN_ID$1, SEPOLIA_DEPLOYMENT as SEPOLIA_DEPLOYMENT$1, SEPOLIA_ETH_USDC_5BPS_MARKET as SEPOLIA_ETH_USDC_5BPS_MARKET$1, SEPOLIA_HYPOVAULT_ADDRESSES as SEPOLIA_HYPOVAULT_ADDRESSES$1, SEPOLIA_HYPOVAULT_CORE_ADDRESSES as SEPOLIA_HYPOVAULT_CORE_ADDRESSES$1, SEPOLIA_HYPOVAULT_MANAGER_ADDRESSES as SEPOLIA_HYPOVAULT_MANAGER_ADDRESSES$1, SEPOLIA_HYPOVAULT_MANAGER_TURNKEY_SIGNERS as SEPOLIA_HYPOVAULT_MANAGER_TURNKEY_SIGNERS$1, SEPOLIA_PANOPTIC_POOL_ADDRESSES as SEPOLIA_PANOPTIC_POOL_ADDRESSES$1, SEPOLIA_PANOPTIC_V2_ADDRESSES as SEPOLIA_PANOPTIC_V2_ADDRESSES$1, UNREALIZED_INTEREST_BITS as UNREALIZED_INTEREST_BITS$1, WAD as WAD$2, annualizePerSecondRateWad as annualizePerSecondRateWad$1, collateralTrackerV2Abi as collateralTrackerV2Abi$1, deriveSupplyRatePerSecWad as deriveSupplyRatePerSecWad$1, formatPerSecondRateWadAsAprPct as formatPerSecondRateWadAsAprPct$1, formatPerSecondRateWadAsApyPct as formatPerSecondRateWadAsApyPct$1, getChainDeployment as getChainDeployment$1, getEthUsdcMarket as getEthUsdcMarket$1, getIrmCurrent as getIrmCurrent$1, getIrmCurve as getIrmCurve$1, isSupportedChain as isSupportedChain$1, packMarketState as packMarketState$1, panopticFactoryV3Abi as panopticFactoryV3Abi$1, panopticFactoryV4Abi as panopticFactoryV4Abi$1, panopticPoolV2Abi as panopticPoolV2Abi$1, panopticQueryAbi as panopticQueryAbi$2, ratePerSecWadToAprPct as ratePerSecWadToAprPct$1, requireChainDeployment as requireChainDeployment$1, riskEngineAbi as riskEngineAbi$1, semiFungiblePositionManagerV3Abi as semiFungiblePositionManagerV3Abi$1, semiFungiblePositionManagerV4Abi as semiFungiblePositionManagerV4Abi$1, utilizationBpsToWad as utilizationBpsToWad$1, utilizationPctToWad as utilizationPctToWad$1 };
-//# sourceMappingURL=irm-CSJX9BsU.d.ts.map
+//# sourceMappingURL=irm-DsuOZAXj.d.ts.map

package/dist/{irm-CSJX9BsU.d.ts.map → irm-DsuOZAXj.d.ts.map}

@@ -1 +1 @@
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package/dist/panoptic/v2/greeks/index.d.ts

@@ -0,0 +1,3 @@
+import "../../../position-C8du80mE.js";
+import { PositionGreeksInput, PositionGreeksResult, calculatePortfolioDelta$1 as calculatePortfolioDelta, calculatePortfolioGamma$1 as calculatePortfolioGamma, calculatePortfolioGreeks$1 as calculatePortfolioGreeks, calculatePortfolioValue$1 as calculatePortfolioValue, calculatePositionDelta$1 as calculatePositionDelta, calculatePositionDeltaDebtOnly$1 as calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap$1 as calculatePositionDeltaWithSwap, calculatePositionGamma$1 as calculatePositionGamma, calculatePositionGreeks$1 as calculatePositionGreeks, calculatePositionValue$1 as calculatePositionValue, getLegDelta$1 as getLegDelta, getLegDeltaInVaultFrame$1 as getLegDeltaInVaultFrame, getLegGamma$1 as getLegGamma, getLegNetValueWidth0$1 as getLegNetValueWidth0, getLegValue$1 as getLegValue, getLoanEffectiveDelta$1 as getLoanEffectiveDelta, isCall$1 as isCall, isDefinedRisk$1 as isDefinedRisk, toVaultFrameAtTick$1 as toVaultFrameAtTick } from "../../../index-Bs35Gs9h.js";
+export { PositionGreeksInput, PositionGreeksResult, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, isCall, isDefinedRisk, toVaultFrameAtTick };

package/dist/panoptic/v2/greeks/index.js

@@ -0,0 +1,3 @@
+import { calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, isCall, isDefinedRisk, toVaultFrameAtTick } from "../../../greeks-GysWXct-.js";
+
+export { calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, isCall, isDefinedRisk, toVaultFrameAtTick };

package/dist/panoptic/v2/index.d.ts

@@ -1,9 +1,11 @@
-import { isCowSupportedChain$1 as isCowSupportedChain } from "../../index-CIlr4SNh.js";
-import { BlockMeta, ClosePositionSimulation, ClosedPosition, DepositSimulation, DispatchSimulation, ForceExerciseSimulation, LegGreeksParams, LiquidateSimulation, OpenPositionSimulation, PanopticError$1 as PanopticError, Position, PositionGreeks, RealizedPnL, SettleSimulation, SimulationResult, StoredPositionData, TokenFlow, TokenIdLeg, WithdrawSimulation } from "../../simulation-4SzTI-xf.js";
-import { CheckRouterApprovalParams, CollateralTracker, CurrentRates, FetchPoolIdParams, FetchPoolIdResult, GetOracleStateParams, GetPoolMetadataParams, GetPoolParams, GetRiskParametersParams, GetUtilizationParams, OracleState, Pool, PoolHealthStatus, PoolKey, PoolMetadata, QuoteSwapExactInViaRouterParams, QuoteSwapExactOutViaRouterParams, RiskEngine, RiskParameters, SafeMode, SafeModeState, TickLimitsResult, Utilization, fetchPoolId$1 as fetchPoolId, formatPriceRange$1 as formatPriceRange, formatTick$1 as formatTick, formatTickRange$1 as formatTickRange, getOracleState$1 as getOracleState, getPool$1 as getPool, getPoolMetadata$1 as getPoolMetadata, getPricesAtTick$1 as getPricesAtTick, getRiskParameters$1 as getRiskParameters, getTickSpacing$1 as getTickSpacing, getUtilization$1 as getUtilization, priceToTick$1 as priceToTick, roundToTickSpacing$1 as roundToTickSpacing, sqrtPriceX96ToPriceDecimalScaled$1 as sqrtPriceX96ToPriceDecimalScaled, sqrtPriceX96ToTick$1 as sqrtPriceX96ToTick, tickLimits$1 as tickLimits, tickToPrice$1 as tickToPrice, tickToPriceDecimalScaled$1 as tickToPriceDecimalScaled, tickToSqrtPriceX96$1 as tickToSqrtPriceX96, validateBuilderCode$1 as validateBuilderCode } from "../../types-CspUPolV.js";
-import { BORROW_INDEX_BITS$1 as BORROW_INDEX_BITS, BPS_SCALE$1 as BPS_SCALE, ChainDeployment, IrmCurrent, IrmMarketStateInputs, IrmPoint, MARKET_EPOCH_BITS$1 as MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT$1 as MARKET_EPOCH_SHIFT, RATE_AT_TARGET_BITS$1 as RATE_AT_TARGET_BITS, SECONDS_PER_YEAR$1 as SECONDS_PER_YEAR, UNREALIZED_INTEREST_BITS$1 as UNREALIZED_INTEREST_BITS, annualizePerSecondRateWad$1 as annualizePerSecondRateWad, collateralTrackerV2Abi$1 as collateralTrackerV2Abi, deriveSupplyRatePerSecWad$1 as deriveSupplyRatePerSecWad, formatPerSecondRateWadAsAprPct$1 as formatPerSecondRateWadAsAprPct, formatPerSecondRateWadAsApyPct$1 as formatPerSecondRateWadAsApyPct, getChainDeployment$1 as getChainDeployment, getIrmCurrent$1 as getIrmCurrent, getIrmCurve$1 as getIrmCurve, isSupportedChain$1 as isSupportedChain, packMarketState$1 as packMarketState, panopticPoolV2Abi$1 as panopticPoolV2Abi, ratePerSecWadToAprPct$1 as ratePerSecWadToAprPct, requireChainDeployment$1 as requireChainDeployment, utilizationBpsToWad$1 as utilizationBpsToWad, utilizationPctToWad$1 as utilizationPctToWad } from "../../irm-CSJX9BsU.js";
-import { AccountLiquidatedEvent, BaseEvent, DepositEvent, DispatchCall, EventSubscription, ForcedExercisedEvent, LegUpdate, NonceManager, OptionBurntEvent, OptionMintedEvent, PanopticEvent, PanopticEventType, PremiumSettledEvent, SyncEvent, TxBroadcaster, TxOverrides, TxReceipt, TxResult, TxResultWithReceipt, WithdrawEvent } from "../../tx-Banz1S18.js";
-import { CheckCowApprovalParams, QuoteCowSwapParams } from "../../types-Bzw_7NJv.js";
+import { isCowSupportedChain$1 as isCowSupportedChain } from "../../index-cqnrR3RH.js";
+import { BlockMeta, ClosedPosition, LegGreeksParams, Position, PositionGreeks, RealizedPnL, StoredPositionData, TokenIdLeg } from "../../position-C8du80mE.js";
+import { CheckRouterApprovalParams, CollateralTracker, CurrentRates, FetchPoolIdParams, FetchPoolIdResult, GetOracleStateParams, GetPoolMetadataParams, GetPoolParams, GetRiskParametersParams, GetUtilizationParams, OracleState, Pool, PoolHealthStatus, PoolKey, PoolMetadata, QuoteSwapExactInViaRouterParams, QuoteSwapExactOutViaRouterParams, RiskEngine, RiskParameters, SafeMode, SafeModeState, TickLimitsResult, Utilization, fetchPoolId$1 as fetchPoolId, formatPriceRange$1 as formatPriceRange, formatTick$1 as formatTick, formatTickRange$1 as formatTickRange, getOracleState$1 as getOracleState, getPool$1 as getPool, getPoolMetadata$1 as getPoolMetadata, getPricesAtTick$1 as getPricesAtTick, getRiskParameters$1 as getRiskParameters, getTickSpacing$1 as getTickSpacing, getUtilization$1 as getUtilization, priceToTick$1 as priceToTick, roundToTickSpacing$1 as roundToTickSpacing, sqrtPriceX96ToPriceDecimalScaled$1 as sqrtPriceX96ToPriceDecimalScaled, sqrtPriceX96ToTick$1 as sqrtPriceX96ToTick, tickLimits$1 as tickLimits, tickToPrice$1 as tickToPrice, tickToPriceDecimalScaled$1 as tickToPriceDecimalScaled, tickToSqrtPriceX96$1 as tickToSqrtPriceX96, validateBuilderCode$1 as validateBuilderCode } from "../../types-CnfCBl2B.js";
+import { BORROW_INDEX_BITS$1 as BORROW_INDEX_BITS, BPS_SCALE$1 as BPS_SCALE, ChainDeployment, IrmCurrent, IrmMarketStateInputs, IrmPoint, MARKET_EPOCH_BITS$1 as MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT$1 as MARKET_EPOCH_SHIFT, RATE_AT_TARGET_BITS$1 as RATE_AT_TARGET_BITS, SECONDS_PER_YEAR$1 as SECONDS_PER_YEAR, UNREALIZED_INTEREST_BITS$1 as UNREALIZED_INTEREST_BITS, annualizePerSecondRateWad$1 as annualizePerSecondRateWad, collateralTrackerV2Abi$1 as collateralTrackerV2Abi, deriveSupplyRatePerSecWad$1 as deriveSupplyRatePerSecWad, formatPerSecondRateWadAsAprPct$1 as formatPerSecondRateWadAsAprPct, formatPerSecondRateWadAsApyPct$1 as formatPerSecondRateWadAsApyPct, getChainDeployment$1 as getChainDeployment, getIrmCurrent$1 as getIrmCurrent, getIrmCurve$1 as getIrmCurve, isSupportedChain$1 as isSupportedChain, packMarketState$1 as packMarketState, panopticPoolV2Abi$1 as panopticPoolV2Abi, ratePerSecWadToAprPct$1 as ratePerSecWadToAprPct, requireChainDeployment$1 as requireChainDeployment, utilizationBpsToWad$1 as utilizationBpsToWad, utilizationPctToWad$1 as utilizationPctToWad } from "../../irm-DsuOZAXj.js";
+import { AccountLiquidatedEvent, BaseEvent, DepositEvent, DispatchCall, EventSubscription, ForcedExercisedEvent, LegUpdate, NonceManager, OptionBurntEvent, OptionMintedEvent, PanopticEvent, PanopticEventType, PremiumSettledEvent, SyncEvent, TxBroadcaster, TxOverrides, TxReceipt, TxResult, TxResultWithReceipt, WithdrawEvent } from "../../tx-D4uNr1_K.js";
+import { ClosePositionSimulation, DepositSimulation, DispatchSimulation, ForceExerciseSimulation, LiquidateSimulation, OpenPositionSimulation, PanopticError$1 as PanopticError, SettleSimulation, SimulationResult, TokenFlow, WithdrawSimulation } from "../../simulation-DMPUACvp.js";
+import { CheckCowApprovalParams, QuoteCowSwapParams } from "../../types-CRev1pDq.js";
+import { PositionGreeksInput, PositionGreeksResult, calculatePortfolioDelta$1 as calculatePortfolioDelta, calculatePortfolioGamma$1 as calculatePortfolioGamma, calculatePortfolioGreeks$1 as calculatePortfolioGreeks, calculatePortfolioValue$1 as calculatePortfolioValue, calculatePositionDelta$1 as calculatePositionDelta, calculatePositionDeltaDebtOnly$1 as calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap$1 as calculatePositionDeltaWithSwap, calculatePositionGamma$1 as calculatePositionGamma, calculatePositionGreeks$1 as calculatePositionGreeks, calculatePositionValue$1 as calculatePositionValue, getLegDelta$1 as getLegDelta, getLegDeltaInVaultFrame$1 as getLegDeltaInVaultFrame, getLegGamma$1 as getLegGamma, getLegNetValueWidth0$1 as getLegNetValueWidth0, getLegValue$1 as getLegValue, isCall$1 as isCall, isDefinedRisk$1 as isDefinedRisk, toVaultFrameAtTick$1 as toVaultFrameAtTick } from "../../index-Bs35Gs9h.js";
 import { Abi, Address as Address$1, Client, ContractFunctionArgs, ContractFunctionName, Hash, Hex, Log, PublicClient, WalletClient } from "viem";
 import { ReactNode } from "react";
 import * as react_jsx_runtime21 from "react/jsx-runtime";
@@ -3304,232 +3306,6 @@ interface GetPoolLiquiditiesParams {
  */
 declare function getPoolLiquidities(params: GetPoolLiquiditiesParams): Promise<PoolLiquidities>;
 
-//#endregion
-//#region src/panoptic/v2/greeks/index.d.ts
-/**
- * Calculate the NET (user-experienced) payoff value for a width=0 (loan/credit) leg.
- *
- * Unlike `getLegValueWidth0` (debt-only), this includes the collateral/holding side and
- * therefore depends on how the position was opened:
- *
- * - **Cover at mint** (`swapAtMint = false`): the collateral is sourced in the SAME token as
- *   the debt/credit, so the holding side exactly offsets it → net PnL is FLAT (0 everywhere,
- *   mint-relative), regardless of which token the leg is denominated in.
- * - **Zap** (`swapAtMint = true`): the collateral is sourced in the OTHER token, leaving a
- *   ±1-delta line in the asset (ETH), anchored to 0 at the mint price:
- *     - USDC loan  → zap to ETH:   +1 (long ETH)
- *     - ETH  loan  → zap to USDC:  −1 (short ETH)
- *     - USDC credit ← zap from ETH: −1 (short ETH)
- *     - ETH  credit ← zap from USDC: +1 (long ETH)
- *
- * @returns Net leg value in numeraire token smallest units (mint-relative PnL).
- */
-declare function getLegNetValueWidth0(leg: TokenIdLeg, m: bigint, qCurrentTick: bigint, qMintTick: bigint, isAssetToken0: boolean, swapAtMint: boolean, itmOffsetNotional?: bigint): bigint;
-/**
- * Check if leg is a call option (vs put).
- *
- * A call is when the leg moves the asset token:
- * - If asset is token0: call when tokenType=0
- * - If asset is token1: call when tokenType=1
- */
-declare function isCall(tokenType: bigint, isAssetToken0: boolean): boolean;
-/**
- * Check if position has defined risk (is a spread).
- *
- * A position is defined risk if it has 2+ legs of the same tokenType
- * with both long and short exposure.
- */
-declare function isDefinedRisk(legs: Pick<TokenIdLeg, 'tokenType' | 'isLong'>[]): boolean;
-/**
- * Calculate the value of a single leg.
- *
- * Value represents the current P&L of the position in numeraire token units.
- * Combines base value (from Panoptic's piecewise formula), debt, and ITM adjustment.
- *
- * Uses sqrtPriceX96 for all calculations to maintain precision and on-chain fidelity.
- *
- * @param leg - The leg to calculate
- * @param currentTick - Current pool tick
- * @param mintTick - Tick at position mint
- * @param positionSize - Position size in asset token smallest units
- * @param poolTickSpacing - Pool tick spacing
- * @param definedRisk - Whether position is defined risk
- * @param assetIndex - Optional override for leg.asset (0n = token0 is asset, 1n = token1)
- * @returns Leg value in numeraire token smallest units
- */
-declare function getLegValue(leg: TokenIdLeg, currentTick: bigint, mintTick: bigint, positionSize: bigint, poolTickSpacing: bigint, definedRisk: boolean, assetIndex?: bigint, swapAtMint?: boolean): bigint;
-/**
- * Calculate the delta of a single leg.
- *
- * Delta is the rate of change of position value with respect to price.
- * For puts: delta = vDelta
- * For calls: delta = debtDelta + vDelta + itmDelta (if not defined risk)
- *
- * Uses sqrtPriceX96 for all price calculations to maintain precision.
- *
- * @param leg - The leg to calculate
- * @param currentTick - Current pool tick
- * @param positionSize - Position size in asset token smallest units
- * @param poolTickSpacing - Pool tick spacing
- * @param mintTick - Tick at mint (optional, for ITM adjustment)
- * @param definedRisk - Whether position is defined risk
- * @param assetIndex - Optional override for leg.asset (0n = token0 is asset, 1n = token1)
- * @returns Leg delta in asset token smallest units
- */
-declare function getLegDelta(leg: TokenIdLeg, currentTick: bigint, positionSize: bigint, poolTickSpacing: bigint, mintTick: bigint | undefined, definedRisk: boolean, assetIndex?: bigint): bigint;
-/** Convert a delta between token frames at the current pool tick. */
-declare function toVaultFrameAtTick(delta: bigint, fromAsset: bigint, vaultAssetIndex: 0n | 1n, currentTick: bigint, flipSignOnAssetInversion?: boolean): bigint;
-/**
- * Calculate one leg's wallet-aware delta in the vault asset frame.
- *
- * Width-zero loans and credits must be evaluated directly in the vault frame.
- * Option legs remain in their natural leg frame until converted at the mark tick.
- */
-declare function getLegDeltaInVaultFrame(leg: TokenIdLeg, currentTick: bigint, positionSize: bigint, poolTickSpacing: bigint, mintTick: bigint | undefined, definedRisk: boolean, vaultAssetIndex: 0n | 1n): bigint;
-/**
- * Calculate the gamma (dollar gamma) of a single leg.
- *
- * Formula: gamma = (m * sqrt(K * P * r)) / (2 * (r - 1))
- * where:
- * - m = positionSize * optionRatio (with sign based on long/short)
- * - K = strike price (numeraire/asset)
- * - P = current price (numeraire/asset)
- * - r = 1.0001^(width*tickSpacing/2) ≈ 1 (dimensionless ratio)
- *
- * Uses sqrtPriceX96 arithmetic:
- * - sqrt(K*P*r) = tickToSqrtPriceX96(strikeₜ + currentₜ + widthₜ/2)
- * - Keeps X96/X192 precision until final division
- *
- * @param leg - The leg to calculate
- * @param currentTick - Current pool tick
- * @param positionSize - Position size in asset token smallest units
- * @param poolTickSpacing - Pool tick spacing
- * @param assetIndex - Optional override for leg.asset (0n = token0 is asset, 1n = token1)
- * @returns Leg gamma in numeraire token smallest units
- */
-declare function getLegGamma(leg: TokenIdLeg, currentTick: bigint, positionSize: bigint, poolTickSpacing: bigint, assetIndex?: bigint): bigint;
-/**
- * Parameters for position-level greek calculations.
- */
-interface PositionGreeksInput {
-  /** Position legs */
-  legs: TokenIdLeg[];
-  /** Current pool tick */
-  currentTick: bigint;
-  /** Tick at position mint */
-  mintTick: bigint;
-  /** Position size in asset token smallest units */
-  positionSize: bigint;
-  /** Pool tick spacing */
-  poolTickSpacing: bigint;
-  /** Optional override for leg.asset on all legs (0n = token0 is asset, 1n = token1) */
-  assetIndex?: bigint;
-  /**
-   * How width=0 (loan/credit) legs were opened. When provided, `calculatePositionValue`
-   * returns the NET user-experienced payoff for those legs (Zap = ±1 line, Cover = flat)
-   * instead of the debt-only value. Leave undefined for delta/greeks aggregation, which
-   * accounts for the held collateral separately.
-   */
-  swapAtMint?: boolean;
-}
-/**
- * Calculate total value across all legs.
- */
-declare function calculatePositionValue(input: PositionGreeksInput): bigint;
-/**
- * Calculate total delta across all legs.
- */
-declare function calculatePositionDelta(input: PositionGreeksInput): bigint;
-/**
- * Calculate total gamma across all legs.
- */
-declare function calculatePositionGamma(input: PositionGreeksInput): bigint;
-/**
- * Position greeks result.
- */
-interface PositionGreeksResult {
-  /** Position value in numeraire token smallest units */
-  value: bigint;
-  /** Position delta in asset token smallest units */
-  delta: bigint;
-  /** Position gamma in numeraire token smallest units */
-  gamma: bigint;
-}
-/**
- * Calculate all greeks for a position.
- */
-declare function calculatePositionGreeks(input: PositionGreeksInput): PositionGreeksResult;
-/**
- * Aggregate value across multiple independent positions.
- *
- * Each entry is valued with its OWN `positionSize`, `mintTick`, and legs, then
- * summed. Do NOT collapse multiple positions into one synthetic `PositionGreeksInput`
- * with a shared `positionSize` — `m = positionSize * optionRatio` is per-position, so a
- * shared size double-counts (and integer `optionRatio` cannot encode fractional shares).
- *
- * @param positions - One `PositionGreeksInput` per open position
- * @returns Total value in numeraire token smallest units
- */
-declare function calculatePortfolioValue(positions: PositionGreeksInput[]): bigint;
-/**
- * Aggregate delta across multiple independent positions.
- *
- * See {@link calculatePortfolioValue} for why each position must keep its own
- * `positionSize` rather than being merged into one synthetic position.
- *
- * @param positions - One `PositionGreeksInput` per open position
- * @returns Total delta in asset token smallest units
- */
-declare function calculatePortfolioDelta(positions: PositionGreeksInput[]): bigint;
-/**
- * Aggregate gamma across multiple independent positions.
- *
- * See {@link calculatePortfolioValue} for why each position must keep its own
- * `positionSize` rather than being merged into one synthetic position.
- *
- * @param positions - One `PositionGreeksInput` per open position
- * @returns Total gamma in numeraire token smallest units
- */
-declare function calculatePortfolioGamma(positions: PositionGreeksInput[]): bigint;
-/**
- * Calculate all greeks aggregated across multiple independent positions.
- */
-declare function calculatePortfolioGreeks(positions: PositionGreeksInput[]): PositionGreeksResult;
-/**
- * Calculate the effective delta of a loan leg accounting for swapAtMint.
- *
- * A loan borrows one token and (optionally) swaps it for the other at mint.
- * The net delta depends on whether the swap occurred:
- *
- * | Scenario              | Result                                          |
- * |-----------------------|-------------------------------------------------|
- * | No swap               | 0n (hold what you owe, net zero)                |
- * | Swap + borrows asset  | -m (hold numeraire, owe asset → short exposure) |
- * | Swap + borrows numer. | +m (hold asset, owe numeraire → long exposure)  |
- *
- * Only meaningful for legs with `width === 0n`. For options, use `getLegDelta`.
- *
- * @param leg - The loan leg
- * @param positionSize - Position size in asset token smallest units
- * @param swapAtMint - Whether the borrowed tokens were swapped at mint
- * @param assetIndex - Optional override for leg.asset (0n = token0 is asset)
- * @returns Effective delta in asset token smallest units
- */
-
-/**
- * Calculate total delta for a position, using swap-aware delta for loan legs.
- *
- * For legs with `width === 0n` (loans/credits), uses `getLoanEffectiveDelta`
- * which accounts for the swapAtMint flag. For option legs (`width > 0n`),
- * uses the standard `getLegDelta`.
- *
- * @param input - Position greeks input plus swapAtMint flag
- * @returns Total delta in asset token smallest units
- */
-declare function calculatePositionDeltaWithSwap(input: PositionGreeksInput & {
-  swapAtMint: boolean;
-}): bigint;
-
 //#endregion
 //#region src/panoptic/v2/reads/accountGreeks.d.ts
 /**
@@ -10176,5 +9952,5 @@ declare function isNonceError(error: unknown): boolean;
 declare function isGasError(error: unknown): boolean;
 
 //#endregion
-export { AccountBuyingPower, AccountCollateral, AccountGreeksCurveResult, AccountGreeksResult, AccountInsolventError, AccountLiquidatedEvent, AccountPremia, AccountSummaryBasic, AccountSummaryRisk, AddPendingPositionParams, AddTrackedChunksParams, AlreadyInitializedError, ApprovalStatus, ApproveParams, ApprovePoolParams, BORROW_INDEX_BITS, BPS_DENOMINATOR, BPS_SCALE, BaseEvent, BatchDiagnostic, BatchDiagnosticCode, BatchDispatchArgs, BatchOp, BatchOpBurn, BatchOpKind, BatchOpMint, BatchValidationError, BelowMinimumRedemptionError, BlockMeta, BorrowParams, BuildBatchDispatchArgsParams, BuildBatchDispatchArgsResult, CalculateAccountGreeksPureParams, CancelParams, CastingError, ChainDeployment, CheckApprovalParams, CheckCollateralAcrossTicksParams, ChunkData, ChunkHasZeroLiquidityError, ChunkInput, ChunkKey, ChunkLimitError, ChunkLiquidityResult, ChunkMetadata, ChunkSpread, ChunkStats, ClosePositionParams, ClosePositionSimulation, ClosedPosition, CollateralAcrossTicks, CollateralDataPoint, CollateralEstimate, CollateralSharePriceData, CollateralTracker, ConfirmPendingPositionParams, CreateEventPollerParams, CreateEventSubscriptionParams, CreateFlowNeutralTokenIdParams, CrossPoolError, CurrentRates, DEFAULT_MAX_SPREAD, DEFAULT_RECONNECT_CONFIG, DEFAULT_VEGOID, DataWithMeta, DecodedLeg, DecodedTokenId, DeltaHedgeResult, DeployNewPoolParams, DepositEvent, DepositParams, DepositSimulation, DepositTooLargeError, DetectReorgParams, DispatchCall, DispatchCalldata, DispatchParams, DispatchSimulation, DuplicateTokenIdError, ERC4626PreviewParams, ERC4626PreviewResult, EffectiveLiquidityAboveThresholdError, EncodeLegParams, EnforcedTickLimits, EstimateBlockNumbersParams, EstimateCollateralRequiredParams, EventPoller, EventReconstructionParams, EventReconstructionResult, EventSubscription, EventSubscriptionHandle, ExceedsMaximumRedemptionError, ExecuteBatchDispatchParams, FailPendingPositionParams, FetchPoolIdParams, FetchPoolIdResult, FlowNeutralTokenId, ForceExerciseParams, ForceExerciseSimulation, ForcedExercisedEvent, GetAccountBuyingPowerParams, GetAccountCollateralParams, GetAccountGreeksParams, GetAccountPremiaParams, GetAccountSummaryBasicParams, GetAccountSummaryRiskParams, GetBlockMetaParams, GetChunkLiquiditiesParams, GetChunkLiquiditiesResult, GetChunkSpreadsParams, GetCollateralDataParams, GetCurrentRatesParams, GetDeltaHedgeParamsInput, GetEnforcedTickLimitsParams, GetFactoryConstructMetadataParams, GetFactoryOwnerOfParams, GetFactoryTokenURIParams, GetGuardianUnlockStateParams, GetInterestStateParams, GetItmAmountsParams, GetLiquidationPricesParams, GetMarginBufferParams, GetMaxPositionSizeParams, GetMaxWithdrawableParams, GetNativeTokenPriceParams, GetNetLiquidationValueParams, GetNetLiquidationValuesParams, GetOpenPositionIdsParams, GetOpenPositionPreviewParams, GetOracleStateParams, GetPanopticPoolAddressParams, GetPanopticPoolFromPoolIdParams, GetPendingPositionsParams, GetPoolLiquiditiesParams, GetPoolMetadataParams, GetPoolParams, GetPortfolioValueParams, GetPositionChunkDataParams, GetPositionChunkDataResult, GetPositionEnrichmentDataParams, GetPositionEnrichmentDataResult, GetPositionGreeksParams, GetPositionParams, GetPositionsParams, GetPositionsWithPremiaParams, GetPriceHistoryParams, GetRealizedPnLParams, GetRequiredCreditForITMParams, GetRiskParametersParams, GetSafeModeParams, GetStreamiaHistoryParams, GetSyncStatusParams, GetTrackedChunksParams, GetTrackedPositionIdsParams, GetTradeHistoryParams, GetUniswapFeeHistoryParams, GetUniswapV3PoolFromIdParams, GetUniswapV3PoolInfoParams, GetUniswapV3PoolLiquiditiesParams, GetUniswapV4PoolBasicStateParams, GetUniswapV4PoolInfoParams, GetUniswapV4PoolKeyFromIdParams, GetUniswapV4PoolLiquiditiesParams, GetUtilizationParams, GuardianUnlockState, InputListFailError, InsufficientCreditLiquidityError, InterestState, InvalidBuilderCodeError, InvalidHistoryRangeError, InvalidTickBoundError, InvalidTickError, InvalidTokenIdParameterError, InvalidUniswapCallbackError, IrmCurrent, IrmMarketStateInputs, IrmPoint, IsLiquidatableParams, ItmAmounts, LEG_BITS, LEG_LIMITS, LEG_MASKS, LegChunkData, LegConfig, LegGreeksParams, LegUpdate, LengthMismatchError, LiquidateParams, LiquidateSimulation, LiquidationCheck, LiquidationPrices, LiquidityChunkKey, LiquidityChunkSpread, LiquidityTooHighError, LoanSlotExhaustedError, MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT, MAX_TICK, MAX_TRACKED_CHUNKS, MIN_TICK, MarginBuffer, MaxPositionSize, MaxRetriesExceededError, MinePoolAddressParams, MinePoolAddressResult, MintParams, MissingPositionIdsError, MulticallContract, MulticallReadParams, MutationEffectParams, MutationType, NetLiquidationValue, NetLiquidationValues, NetLiquidityZeroError, NetworkMismatchError, NeutralLeg, NoLegsExercisableError, NonceManager, NotALongLegError, NotBuilderError, NotEnoughLiquidityInChunkError, NotEnoughTokensError, NotGuardianError, NotMarginCalledError, NotPanopticPoolError, ORACLE_EPOCH_SECONDS, OpenPositionParams, OpenPositionPreview, OpenPositionSimulation, OptimizeTokenIdRiskPartnersParams, OptionBurntEvent, OptionMintedEvent, OracleRateLimitedError, OracleState, PanopticContextValue, PanopticError, PanopticEvent, PanopticEventType, PanopticHelperNotDeployedError, PanopticNFTMetadata, PanopticProvider, PanopticProviderProps, PanopticValidationError, ParsedError, PendingPosition, PokeOracleParams, Pool, PoolFormatterConfig, PoolFormatters, PoolHealthStatus, PoolKey, PoolLiquidities, PoolMetadata, PoolNotInitializedError, PoolVersionConfig, PortfolioValue, Position, PositionChunkData, PositionCountNotZeroError, PositionEnrichmentResult, PositionGreeks, PositionGreeksInput, PositionGreeksResult, PositionInput, PositionNotOwnedError, PositionSnapshotNotFoundError, PositionStorageParams, PositionTooLargeError, PositionWithPremia, PositionsWithPremiaResult, PremiumSettledEvent, PreviewBorrowParams, PreviewBorrowResult, PreviewWrapParams, PriceBoundFailError, PriceHistoryResult, PriceHistoryTimeRange, PriceImpactTooLargeError, PriceSnapshot, ProviderLagError, QueryOptions, RATE_AT_TARGET_BITS, REORG_DEPTH, REQUIRED_BASE_ERROR_SENTINEL, RealizedPnL, ReconnectConfig, RecoverSnapshotFromTxParams, RecoverSnapshotParams, RedeemParams, ReentrancyError, RemoveTrackedChunksParams, ReorgDetection, RepayParams, RequiredCreditForITM, ResolveBlockNumbersParams, ResolvePanopticPoolFromPoolIdParams, ResolvePanopticPoolFromPoolIdResult, ResolveUniswapV4PoolKeyParams, RiskEngine, RiskParameters, RollPositionParams, RpcError, RpcResponseError, SCHEMA_VERSION, SECONDS_PER_YEAR, SFPMSimulationResult, STANDARD_TICK_WIDTHS, STORAGE_PREFIX, SafeMode, SafeModeError, SafeModeState, SaveCheckpointParams, SaveClosedPositionParams, ScanChunksParams, ScanChunksResult, ScannedChunk, SettleParams, SettleSimulation, SettledEvent, SimulateBatchDispatchParams, SimulateBatchDispatchResult, SimulateClosePositionParams, SimulateDeployNewPoolParams, SimulateDepositParams, SimulateDispatchParams, SimulateForceExerciseParams, SimulateLiquidateParams, SimulateOpenPositionParams, SimulateSFPMParams, SimulateSettleParams, SimulateSwapExactInParams, SimulateSwapExactOutParams, SimulateWithdrawParams, SimulationResult, SmartRepayParams, SnapshotRecoveryResult, SpeedUpParams, StaleDataError, StaleOracleError, StorageAdapter, StreamiaHistoryResult, StreamiaLeg, StreamiaSnapshot, SupplyParams, SwapExactInParams, SwapExactOutParams, SwapSimulation, SwapTokenMismatchError, SyncCheckpoint, SyncEvent, SyncOptions, SyncPositionsParams, SyncPositionsResult, SyncProgressEvent, SyncResult, SyncState, SyncStatus, SyncStatusResult, SyncTimeoutError, TOKEN_ID_BITS, TickAndSpreadLimits, TickLimitsResult, Timescale, TokenCollateral, TokenFlow, TokenIdBuilder, TokenIdHasZeroLegsError, TokenIdLeg, TokenInterestState, TooManyLegsOpenError, TransferFailedError, TxBroadcaster, TxOverrides, TxReceipt, TxResult, TxResultWithReceipt, UNREALIZED_INTEREST_BITS, UTILIZATION_DENOMINATOR, UnauthorizedUniswapCallbackError, UnderOverFlowError, UnhealthyPoolError, UniswapFeeHistoryResult, UniswapFeeSnapshot, UniswapV3Liquidities, UniswapV3PoolInfo, UniswapV3PoolToken, UniswapV4PoolBasicState, UniswapV4PoolInfo, UniswapV4PoolKey, UnsupplyParams, UnwrapWethParams, UnwrapXstockParams, Utilization, V3PoolConfig, V4PoolConfig, ValidateBatchParams, WAD, WatchEventsParams, WithdrawEvent, WithdrawParams, WithdrawSimulation, WithdrawWithPositionsParams, WrapEthParams, WrapXstockParams, WriteConfig, WrongPoolIdError, WrongUniswapPoolError, ZERO_COLLATERAL, ZERO_VALUATION, ZeroAddressError, ZeroCollateralRequirementError, addLegToTokenId, addPendingPosition, addTrackedChunks, annualizePerSecondRateWad, approve, approveAndWait, approvePool, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertTradeable, borrow, borrowAndWait, buildBatchDispatchArgs, buildOpenPositionCalldata, buildUniqueLoan, calculateAccountGreeksPure, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, calculateResyncBlock, calculateSpreadWad, cancelTransaction, checkApproval, checkCollateralAcrossTicks, cleanupStalePendingPositions, clearCheckpoint, clearPendingPositions, clearTrackedChunks, clearTrackedPositions, clearTradeHistory, closePosition, closePositionAndWait, collateralTrackerV2Abi, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, countLegs, createEventPoller, createEventSubscription, createFileStorage, createFlowNeutralTokenId, createMemoryStorage, createNonceManager, createPoolFormatters, createTokenIdBuilder, decodeAllDispatchCalldata, decodeAllLegs, decodeDispatchCalldata, decodeLeftRightSigned, decodeLeftRightUnsigned, decodeLeg, decodePanopticTokenURI, decodePoolId, decodeTickSpacing, decodeTokenId, decodeVegoid, deployNewPool, deployNewPoolAndWait, deposit, depositAndWait, deriveSupplyRatePerSecWad, detectReorg, dispatch, dispatchAndWait, encodeLeg, encodePoolId, encodePoolKeyBytes, encodeV3PoolKeyBytes, encodeV4PoolId, estimateBlockNumbers, estimateCollateralRequired, executeBatchDispatch, executeBatchDispatchAndWait, failPendingPosition, fetchPoolId, forceExercise, forceExerciseAndWait, formatBlockNumber, formatBps, formatCompact, formatDatetime, formatDuration, formatDurationSeconds, formatFeeTier, formatGas, formatGwei, formatPerSecondRateWadAsAprPct, formatPerSecondRateWadAsApyPct, formatPoolIdHex, formatPriceRange, formatRateWad, formatRatioPercent, formatTick, formatTickRange, formatTimestamp, formatTimestampLocale, formatTokenAmount, formatTokenAmountSigned, formatTokenDelta, formatTokenFlow, formatTokenIdHex, formatTokenIdShort, formatTxHash, formatUtilization, formatWad, formatWadPercent, formatWadSigned, formatWei, getAccountBuyingPower, getAccountCollateral, getAccountGreeks, getAccountHistory, getAccountPremia, getAccountSummaryBasic, getAccountSummaryRisk, getAssetIndex, getBlockMeta, getChainDeployment, getChunkLiquidities, getChunkSpreads, getClosedPositions, getClosedPositionsKey, getCollateralAddresses, getCollateralData, getCollateralSharePrices, getCollateralTotalAssetsBatch, getCurrentRates, getDeltaHedgeParams, getEnforcedTickLimits, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getInterestState, getIrmCurrent, getIrmCurve, getItmAmounts, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLiquidationPrices, getMarginBuffer, getMaxPositionSize, getMaxWithdrawable, getNativeTokenPrice, getNetLiquidationValue, getNetLiquidationValues, getOpenPositionIds, getOpenPositionPreview, getOracleState, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPendingPositionsKey, getPool, getPoolDeploymentBlock, getPoolDisplayId, getPoolLiquidities, getPoolMetaKey, getPoolMetadata, getPoolPrefix, getPortfolioValue, getPosition, getPositionChunkData, getPositionEnrichmentData, getPositionGreeks, getPositionMetaKey, getPositions, getPositionsKey, getPositionsWithPremia, getPriceHistory, getPricesAtTick, getRealizedPnL, getRequiredCreditForITM, getRiskParameters, getSafeMode, getSchemaVersionKey, getStreamiaHistory, getSyncCheckpointKey, getSyncStatus, getTickSpacing, getTokenListId, getTrackedChunks, getTrackedChunksKey, getTrackedPositionIds, getTradeHistory, getUniswapFeeHistory, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, getUtilization, hasLoanOrCredit, hasLongLeg, interpolateBlocks, isCall, isCowSupportedChain, isCredit, isCreditLeg, isDefinedRisk, isGasError, isInputListFailError, isLiquidatable, isLoan, isLoanLeg, isNonceError, isPanopticErrorType, isPositionTracked, isRetryableRpcError, isShortOnly, isSpread, isSupportedChain, jsonSerializer, liquidate, liquidateAndWait, loadCheckpoint, minePoolAddress, mint, mintAndWait, multicallRead, mutationEffects, openPosition, openPositionAndWait, optimizeTokenIdRiskPartners, packMarketState, panopticPoolV2Abi, parseBps, parseCollateralLog, parsePanopticError, parsePoolLog, parseTokenAmount, parseTokenListId, parseWad, pokeOracle, pokeOracleAndWait, previewBorrow, previewDeposit, previewMint, previewRedeem, previewUnwrap, previewWithdraw, previewWrap, priceToTick, publicBroadcaster, queryKeys, ratePerSecWadToAprPct, reconstructFromEvents, recoverSnapshot, recoverSnapshotFromTx, redeem, redeemAndWait, removeTrackedChunks, repay, repayAndWait, requireChainDeployment, resolveBlockNumbers, resolvePanopticPoolFromPoolId, resolveTokenIndex, resolveUniswapV4PoolKey, rollPosition, rollPositionAndWait, roundToTickSpacing, saveCheckpoint, saveClosedPosition, scanChunks, selectDispatchForAccount, settleAccumulatedPremia, settleAccumulatedPremiaAndWait, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateDispatch, simulateForceExercise, simulateLiquidate, simulateOpenPosition, simulateSFPMBurn, simulateSFPMMint, simulateSettle, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, smartRepay, smartRepayAndWait, speedUpTransaction, sqrtPriceX96ToPriceDecimalScaled, sqrtPriceX96ToTick, supply, supplyAndWait, swapExactIn, swapExactInAndWait, swapExactOut, swapExactOutAndWait, syncPositions, tickLimits, tickToPrice, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick, truncateAddress, unsupply, unsupplyAndWait, unwrapWeth, unwrapWethAndWait, unwrapXstock, unwrapXstockAndWait, useAccountCollateral, useAccountGreeks, useAccountPremia, useAccountSummaryBasic, useAccountSummaryRisk, useAddPendingPosition, useApprove, useApproveErc20ForCow, useApproveErc20ForPermit2, useApprovePool, useApproveRouterViaPermit2, useBatchDispatch as useBatchDispatchHook, useBorrow as useBorrowHook, useCancelCowOrder, useCheckCowApproval, useCheckRouterApproval, useChunkSpreads, useClearTrackedPositions, useClosePosition as useClosePositionHook, useClosedPositions, useCollateralData, useConfirmPendingPosition, useCowOrderStatus, useCurrentRates, useDeployNewPool as useDeployNewPoolHook, useDeposit as useDepositHook, useDispatch as useDispatchHook, useEstimateCollateralRequired, useEventPoller, useEventSubscription, useFactoryConstructMetadata, useFactoryOwnerOf, useFactoryTokenURI, useFailPendingPosition, useFlowNeutralTokenId, useForceExercise as useForceExerciseHook, useGuardianUnlockState, useInterestState, useIsLiquidatable, useLiquidate as useLiquidateHook, useLiquidationPrices, useMarginBuffer, useMaxPositionSize, useMaxWithdrawable, useMinePoolAddress as useMinePoolAddressHook, useMintShares, useNativeTokenPrice, useNetLiquidationValue, useNetLiquidationValues, useOpenPosition as useOpenPositionHook, useOpenPositionPreview, useOptimizeRiskPartners, useOracleState, usePanopticContext, usePanopticPoolAddress, usePokeOracle as usePokeOracleHook, usePool, usePoolLiquidities, usePosition, usePositionGreeks, usePositions, usePositionsWithPremia, usePreviewBorrow, usePreviewDeposit, usePreviewMint, usePreviewRedeem, usePreviewWithdraw, usePriceHistory, useQuoteCowSwap, useQuoteSwapExactInViaRouter, useQuoteSwapExactOutViaRouter, useRealizedPnL, useRedeem as useRedeemHook, useRepay as useRepayHook, useResolveUniswapV4PoolKey, useRiskParameters, useRollPosition as useRollPositionHook, useSafeMode, useSettleAccumulatedPremia as useSettleAccumulatedPremiaHook, useSimulateBatchDispatch, useSimulateClosePosition, useSimulateDeployNewPool, useSimulateDeposit, useSimulateDispatch, useSimulateForceExercise, useSimulateLiquidate, useSimulateOpenPosition, useSimulateSFPMBurn, useSimulateSFPMMint, useSimulateSettle, useSimulateSwapExactIn, useSimulateSwapExactOut, useSimulateWithdraw, useSmartRepay as useSmartRepayHook, useStreamiaHistory, useSubmitCowOrder, useSupply as useSupplyHook, useSwapExactIn, useSwapExactInViaRouter, useSwapExactOut, useSwapExactOutViaRouter, useSyncPositions, useSyncStatus, useTrackedPositionIds, useTradeHistory, useTxEventConfirmation, useUniswapFeeHistory, useUniswapV3PoolInfo, useUniswapV3PoolLiquidities, useUniswapV4PoolBasicState, useUniswapV4PoolInfo, useUniswapV4PoolLiquidities, useUnsupply as useUnsupplyHook, useUnwrapWeth, useUnwrapXstock, useUtilization, useValidateBuilderCode, useWatchEvents, useWithdraw as useWithdrawHook, useWithdrawWithPositions as useWithdrawWithPositionsHook, useWrapEth, useWrapXstock, utilizationBpsToWad, utilizationPctToWad, validateBatch, validateBuilderCode, validatePoolId, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
+export { AccountBuyingPower, AccountCollateral, AccountGreeksCurveResult, AccountGreeksResult, AccountInsolventError, AccountLiquidatedEvent, AccountPremia, AccountSummaryBasic, AccountSummaryRisk, AddPendingPositionParams, AddTrackedChunksParams, AlreadyInitializedError, ApprovalStatus, ApproveParams, ApprovePoolParams, BORROW_INDEX_BITS, BPS_DENOMINATOR, BPS_SCALE, BaseEvent, BatchDiagnostic, BatchDiagnosticCode, BatchDispatchArgs, BatchOp, BatchOpBurn, BatchOpKind, BatchOpMint, BatchValidationError, BelowMinimumRedemptionError, BlockMeta, BorrowParams, BuildBatchDispatchArgsParams, BuildBatchDispatchArgsResult, CalculateAccountGreeksPureParams, CancelParams, CastingError, ChainDeployment, CheckApprovalParams, CheckCollateralAcrossTicksParams, ChunkData, ChunkHasZeroLiquidityError, ChunkInput, ChunkKey, ChunkLimitError, ChunkLiquidityResult, ChunkMetadata, ChunkSpread, ChunkStats, ClosePositionParams, ClosePositionSimulation, ClosedPosition, CollateralAcrossTicks, CollateralDataPoint, CollateralEstimate, CollateralSharePriceData, CollateralTracker, ConfirmPendingPositionParams, CreateEventPollerParams, CreateEventSubscriptionParams, CreateFlowNeutralTokenIdParams, CrossPoolError, CurrentRates, DEFAULT_MAX_SPREAD, DEFAULT_RECONNECT_CONFIG, DEFAULT_VEGOID, DataWithMeta, DecodedLeg, DecodedTokenId, DeltaHedgeResult, DeployNewPoolParams, DepositEvent, DepositParams, DepositSimulation, DepositTooLargeError, DetectReorgParams, DispatchCall, DispatchCalldata, DispatchParams, DispatchSimulation, DuplicateTokenIdError, ERC4626PreviewParams, ERC4626PreviewResult, EffectiveLiquidityAboveThresholdError, EncodeLegParams, EnforcedTickLimits, EstimateBlockNumbersParams, EstimateCollateralRequiredParams, EventPoller, EventReconstructionParams, EventReconstructionResult, EventSubscription, EventSubscriptionHandle, ExceedsMaximumRedemptionError, ExecuteBatchDispatchParams, FailPendingPositionParams, FetchPoolIdParams, FetchPoolIdResult, FlowNeutralTokenId, ForceExerciseParams, ForceExerciseSimulation, ForcedExercisedEvent, GetAccountBuyingPowerParams, GetAccountCollateralParams, GetAccountGreeksParams, GetAccountPremiaParams, GetAccountSummaryBasicParams, GetAccountSummaryRiskParams, GetBlockMetaParams, GetChunkLiquiditiesParams, GetChunkLiquiditiesResult, GetChunkSpreadsParams, GetCollateralDataParams, GetCurrentRatesParams, GetDeltaHedgeParamsInput, GetEnforcedTickLimitsParams, GetFactoryConstructMetadataParams, GetFactoryOwnerOfParams, GetFactoryTokenURIParams, GetGuardianUnlockStateParams, GetInterestStateParams, GetItmAmountsParams, GetLiquidationPricesParams, GetMarginBufferParams, GetMaxPositionSizeParams, GetMaxWithdrawableParams, GetNativeTokenPriceParams, GetNetLiquidationValueParams, GetNetLiquidationValuesParams, GetOpenPositionIdsParams, GetOpenPositionPreviewParams, GetOracleStateParams, GetPanopticPoolAddressParams, GetPanopticPoolFromPoolIdParams, GetPendingPositionsParams, GetPoolLiquiditiesParams, GetPoolMetadataParams, GetPoolParams, GetPortfolioValueParams, GetPositionChunkDataParams, GetPositionChunkDataResult, GetPositionEnrichmentDataParams, GetPositionEnrichmentDataResult, GetPositionGreeksParams, GetPositionParams, GetPositionsParams, GetPositionsWithPremiaParams, GetPriceHistoryParams, GetRealizedPnLParams, GetRequiredCreditForITMParams, GetRiskParametersParams, GetSafeModeParams, GetStreamiaHistoryParams, GetSyncStatusParams, GetTrackedChunksParams, GetTrackedPositionIdsParams, GetTradeHistoryParams, GetUniswapFeeHistoryParams, GetUniswapV3PoolFromIdParams, GetUniswapV3PoolInfoParams, GetUniswapV3PoolLiquiditiesParams, GetUniswapV4PoolBasicStateParams, GetUniswapV4PoolInfoParams, GetUniswapV4PoolKeyFromIdParams, GetUniswapV4PoolLiquiditiesParams, GetUtilizationParams, GuardianUnlockState, InputListFailError, InsufficientCreditLiquidityError, InterestState, InvalidBuilderCodeError, InvalidHistoryRangeError, InvalidTickBoundError, InvalidTickError, InvalidTokenIdParameterError, InvalidUniswapCallbackError, IrmCurrent, IrmMarketStateInputs, IrmPoint, IsLiquidatableParams, ItmAmounts, LEG_BITS, LEG_LIMITS, LEG_MASKS, LegChunkData, LegConfig, LegGreeksParams, LegUpdate, LengthMismatchError, LiquidateParams, LiquidateSimulation, LiquidationCheck, LiquidationPrices, LiquidityChunkKey, LiquidityChunkSpread, LiquidityTooHighError, LoanSlotExhaustedError, MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT, MAX_TICK, MAX_TRACKED_CHUNKS, MIN_TICK, MarginBuffer, MaxPositionSize, MaxRetriesExceededError, MinePoolAddressParams, MinePoolAddressResult, MintParams, MissingPositionIdsError, MulticallContract, MulticallReadParams, MutationEffectParams, MutationType, NetLiquidationValue, NetLiquidationValues, NetLiquidityZeroError, NetworkMismatchError, NeutralLeg, NoLegsExercisableError, NonceManager, NotALongLegError, NotBuilderError, NotEnoughLiquidityInChunkError, NotEnoughTokensError, NotGuardianError, NotMarginCalledError, NotPanopticPoolError, ORACLE_EPOCH_SECONDS, OpenPositionParams, OpenPositionPreview, OpenPositionSimulation, OptimizeTokenIdRiskPartnersParams, OptionBurntEvent, OptionMintedEvent, OracleRateLimitedError, OracleState, PanopticContextValue, PanopticError, PanopticEvent, PanopticEventType, PanopticHelperNotDeployedError, PanopticNFTMetadata, PanopticProvider, PanopticProviderProps, PanopticValidationError, ParsedError, PendingPosition, PokeOracleParams, Pool, PoolFormatterConfig, PoolFormatters, PoolHealthStatus, PoolKey, PoolLiquidities, PoolMetadata, PoolNotInitializedError, PoolVersionConfig, PortfolioValue, Position, PositionChunkData, PositionCountNotZeroError, PositionEnrichmentResult, PositionGreeks, PositionGreeksInput, PositionGreeksResult, PositionInput, PositionNotOwnedError, PositionSnapshotNotFoundError, PositionStorageParams, PositionTooLargeError, PositionWithPremia, PositionsWithPremiaResult, PremiumSettledEvent, PreviewBorrowParams, PreviewBorrowResult, PreviewWrapParams, PriceBoundFailError, PriceHistoryResult, PriceHistoryTimeRange, PriceImpactTooLargeError, PriceSnapshot, ProviderLagError, QueryOptions, RATE_AT_TARGET_BITS, REORG_DEPTH, REQUIRED_BASE_ERROR_SENTINEL, RealizedPnL, ReconnectConfig, RecoverSnapshotFromTxParams, RecoverSnapshotParams, RedeemParams, ReentrancyError, RemoveTrackedChunksParams, ReorgDetection, RepayParams, RequiredCreditForITM, ResolveBlockNumbersParams, ResolvePanopticPoolFromPoolIdParams, ResolvePanopticPoolFromPoolIdResult, ResolveUniswapV4PoolKeyParams, RiskEngine, RiskParameters, RollPositionParams, RpcError, RpcResponseError, SCHEMA_VERSION, SECONDS_PER_YEAR, SFPMSimulationResult, STANDARD_TICK_WIDTHS, STORAGE_PREFIX, SafeMode, SafeModeError, SafeModeState, SaveCheckpointParams, SaveClosedPositionParams, ScanChunksParams, ScanChunksResult, ScannedChunk, SettleParams, SettleSimulation, SettledEvent, SimulateBatchDispatchParams, SimulateBatchDispatchResult, SimulateClosePositionParams, SimulateDeployNewPoolParams, SimulateDepositParams, SimulateDispatchParams, SimulateForceExerciseParams, SimulateLiquidateParams, SimulateOpenPositionParams, SimulateSFPMParams, SimulateSettleParams, SimulateSwapExactInParams, SimulateSwapExactOutParams, SimulateWithdrawParams, SimulationResult, SmartRepayParams, SnapshotRecoveryResult, SpeedUpParams, StaleDataError, StaleOracleError, StorageAdapter, StreamiaHistoryResult, StreamiaLeg, StreamiaSnapshot, SupplyParams, SwapExactInParams, SwapExactOutParams, SwapSimulation, SwapTokenMismatchError, SyncCheckpoint, SyncEvent, SyncOptions, SyncPositionsParams, SyncPositionsResult, SyncProgressEvent, SyncResult, SyncState, SyncStatus, SyncStatusResult, SyncTimeoutError, TOKEN_ID_BITS, TickAndSpreadLimits, TickLimitsResult, Timescale, TokenCollateral, TokenFlow, TokenIdBuilder, TokenIdHasZeroLegsError, TokenIdLeg, TokenInterestState, TooManyLegsOpenError, TransferFailedError, TxBroadcaster, TxOverrides, TxReceipt, TxResult, TxResultWithReceipt, UNREALIZED_INTEREST_BITS, UTILIZATION_DENOMINATOR, UnauthorizedUniswapCallbackError, UnderOverFlowError, UnhealthyPoolError, UniswapFeeHistoryResult, UniswapFeeSnapshot, UniswapV3Liquidities, UniswapV3PoolInfo, UniswapV3PoolToken, UniswapV4PoolBasicState, UniswapV4PoolInfo, UniswapV4PoolKey, UnsupplyParams, UnwrapWethParams, UnwrapXstockParams, Utilization, V3PoolConfig, V4PoolConfig, ValidateBatchParams, WAD, WatchEventsParams, WithdrawEvent, WithdrawParams, WithdrawSimulation, WithdrawWithPositionsParams, WrapEthParams, WrapXstockParams, WriteConfig, WrongPoolIdError, WrongUniswapPoolError, ZERO_COLLATERAL, ZERO_VALUATION, ZeroAddressError, ZeroCollateralRequirementError, addLegToTokenId, addPendingPosition, addTrackedChunks, annualizePerSecondRateWad, approve, approveAndWait, approvePool, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertTradeable, borrow, borrowAndWait, buildBatchDispatchArgs, buildOpenPositionCalldata, buildUniqueLoan, calculateAccountGreeksPure, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, calculateResyncBlock, calculateSpreadWad, cancelTransaction, checkApproval, checkCollateralAcrossTicks, cleanupStalePendingPositions, clearCheckpoint, clearPendingPositions, clearTrackedChunks, clearTrackedPositions, clearTradeHistory, closePosition, closePositionAndWait, collateralTrackerV2Abi, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, countLegs, createEventPoller, createEventSubscription, createFileStorage, createFlowNeutralTokenId, createMemoryStorage, createNonceManager, createPoolFormatters, createTokenIdBuilder, decodeAllDispatchCalldata, decodeAllLegs, decodeDispatchCalldata, decodeLeftRightSigned, decodeLeftRightUnsigned, decodeLeg, decodePanopticTokenURI, decodePoolId, decodeTickSpacing, decodeTokenId, decodeVegoid, deployNewPool, deployNewPoolAndWait, deposit, depositAndWait, deriveSupplyRatePerSecWad, detectReorg, dispatch, dispatchAndWait, encodeLeg, encodePoolId, encodePoolKeyBytes, encodeV3PoolKeyBytes, encodeV4PoolId, estimateBlockNumbers, estimateCollateralRequired, executeBatchDispatch, executeBatchDispatchAndWait, failPendingPosition, fetchPoolId, forceExercise, forceExerciseAndWait, formatBlockNumber, formatBps, formatCompact, formatDatetime, formatDuration, formatDurationSeconds, formatFeeTier, formatGas, formatGwei, formatPerSecondRateWadAsAprPct, formatPerSecondRateWadAsApyPct, formatPoolIdHex, formatPriceRange, formatRateWad, formatRatioPercent, formatTick, formatTickRange, formatTimestamp, formatTimestampLocale, formatTokenAmount, formatTokenAmountSigned, formatTokenDelta, formatTokenFlow, formatTokenIdHex, formatTokenIdShort, formatTxHash, formatUtilization, formatWad, formatWadPercent, formatWadSigned, formatWei, getAccountBuyingPower, getAccountCollateral, getAccountGreeks, getAccountHistory, getAccountPremia, getAccountSummaryBasic, getAccountSummaryRisk, getAssetIndex, getBlockMeta, getChainDeployment, getChunkLiquidities, getChunkSpreads, getClosedPositions, getClosedPositionsKey, getCollateralAddresses, getCollateralData, getCollateralSharePrices, getCollateralTotalAssetsBatch, getCurrentRates, getDeltaHedgeParams, getEnforcedTickLimits, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getInterestState, getIrmCurrent, getIrmCurve, getItmAmounts, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLiquidationPrices, getMarginBuffer, getMaxPositionSize, getMaxWithdrawable, getNativeTokenPrice, getNetLiquidationValue, getNetLiquidationValues, getOpenPositionIds, getOpenPositionPreview, getOracleState, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPendingPositionsKey, getPool, getPoolDeploymentBlock, getPoolDisplayId, getPoolLiquidities, getPoolMetaKey, getPoolMetadata, getPoolPrefix, getPortfolioValue, getPosition, getPositionChunkData, getPositionEnrichmentData, getPositionGreeks, getPositionMetaKey, getPositions, getPositionsKey, getPositionsWithPremia, getPriceHistory, getPricesAtTick, getRealizedPnL, getRequiredCreditForITM, getRiskParameters, getSafeMode, getSchemaVersionKey, getStreamiaHistory, getSyncCheckpointKey, getSyncStatus, getTickSpacing, getTokenListId, getTrackedChunks, getTrackedChunksKey, getTrackedPositionIds, getTradeHistory, getUniswapFeeHistory, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, getUtilization, hasLoanOrCredit, hasLongLeg, interpolateBlocks, isCall, isCowSupportedChain, isCredit, isCreditLeg, isDefinedRisk, isGasError, isInputListFailError, isLiquidatable, isLoan, isLoanLeg, isNonceError, isPanopticErrorType, isPositionTracked, isRetryableRpcError, isShortOnly, isSpread, isSupportedChain, jsonSerializer, liquidate, liquidateAndWait, loadCheckpoint, minePoolAddress, mint, mintAndWait, multicallRead, mutationEffects, openPosition, openPositionAndWait, optimizeTokenIdRiskPartners, packMarketState, panopticPoolV2Abi, parseBps, parseCollateralLog, parsePanopticError, parsePoolLog, parseTokenAmount, parseTokenListId, parseWad, pokeOracle, pokeOracleAndWait, previewBorrow, previewDeposit, previewMint, previewRedeem, previewUnwrap, previewWithdraw, previewWrap, priceToTick, publicBroadcaster, queryKeys, ratePerSecWadToAprPct, reconstructFromEvents, recoverSnapshot, recoverSnapshotFromTx, redeem, redeemAndWait, removeTrackedChunks, repay, repayAndWait, requireChainDeployment, resolveBlockNumbers, resolvePanopticPoolFromPoolId, resolveTokenIndex, resolveUniswapV4PoolKey, rollPosition, rollPositionAndWait, roundToTickSpacing, saveCheckpoint, saveClosedPosition, scanChunks, selectDispatchForAccount, settleAccumulatedPremia, settleAccumulatedPremiaAndWait, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateDispatch, simulateForceExercise, simulateLiquidate, simulateOpenPosition, simulateSFPMBurn, simulateSFPMMint, simulateSettle, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, smartRepay, smartRepayAndWait, speedUpTransaction, sqrtPriceX96ToPriceDecimalScaled, sqrtPriceX96ToTick, supply, supplyAndWait, swapExactIn, swapExactInAndWait, swapExactOut, swapExactOutAndWait, syncPositions, tickLimits, tickToPrice, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick, truncateAddress, unsupply, unsupplyAndWait, unwrapWeth, unwrapWethAndWait, unwrapXstock, unwrapXstockAndWait, useAccountCollateral, useAccountGreeks, useAccountPremia, useAccountSummaryBasic, useAccountSummaryRisk, useAddPendingPosition, useApprove, useApproveErc20ForCow, useApproveErc20ForPermit2, useApprovePool, useApproveRouterViaPermit2, useBatchDispatch as useBatchDispatchHook, useBorrow as useBorrowHook, useCancelCowOrder, useCheckCowApproval, useCheckRouterApproval, useChunkSpreads, useClearTrackedPositions, useClosePosition as useClosePositionHook, useClosedPositions, useCollateralData, useConfirmPendingPosition, useCowOrderStatus, useCurrentRates, useDeployNewPool as useDeployNewPoolHook, useDeposit as useDepositHook, useDispatch as useDispatchHook, useEstimateCollateralRequired, useEventPoller, useEventSubscription, useFactoryConstructMetadata, useFactoryOwnerOf, useFactoryTokenURI, useFailPendingPosition, useFlowNeutralTokenId, useForceExercise as useForceExerciseHook, useGuardianUnlockState, useInterestState, useIsLiquidatable, useLiquidate as useLiquidateHook, useLiquidationPrices, useMarginBuffer, useMaxPositionSize, useMaxWithdrawable, useMinePoolAddress as useMinePoolAddressHook, useMintShares, useNativeTokenPrice, useNetLiquidationValue, useNetLiquidationValues, useOpenPosition as useOpenPositionHook, useOpenPositionPreview, useOptimizeRiskPartners, useOracleState, usePanopticContext, usePanopticPoolAddress, usePokeOracle as usePokeOracleHook, usePool, usePoolLiquidities, usePosition, usePositionGreeks, usePositions, usePositionsWithPremia, usePreviewBorrow, usePreviewDeposit, usePreviewMint, usePreviewRedeem, usePreviewWithdraw, usePriceHistory, useQuoteCowSwap, useQuoteSwapExactInViaRouter, useQuoteSwapExactOutViaRouter, useRealizedPnL, useRedeem as useRedeemHook, useRepay as useRepayHook, useResolveUniswapV4PoolKey, useRiskParameters, useRollPosition as useRollPositionHook, useSafeMode, useSettleAccumulatedPremia as useSettleAccumulatedPremiaHook, useSimulateBatchDispatch, useSimulateClosePosition, useSimulateDeployNewPool, useSimulateDeposit, useSimulateDispatch, useSimulateForceExercise, useSimulateLiquidate, useSimulateOpenPosition, useSimulateSFPMBurn, useSimulateSFPMMint, useSimulateSettle, useSimulateSwapExactIn, useSimulateSwapExactOut, useSimulateWithdraw, useSmartRepay as useSmartRepayHook, useStreamiaHistory, useSubmitCowOrder, useSupply as useSupplyHook, useSwapExactIn, useSwapExactInViaRouter, useSwapExactOut, useSwapExactOutViaRouter, useSyncPositions, useSyncStatus, useTrackedPositionIds, useTradeHistory, useTxEventConfirmation, useUniswapFeeHistory, useUniswapV3PoolInfo, useUniswapV3PoolLiquidities, useUniswapV4PoolBasicState, useUniswapV4PoolInfo, useUniswapV4PoolLiquidities, useUnsupply as useUnsupplyHook, useUnwrapWeth, useUnwrapXstock, useUtilization, useValidateBuilderCode, useWatchEvents, useWithdraw as useWithdrawHook, useWithdrawWithPositions as useWithdrawWithPositionsHook, useWrapEth, useWrapXstock, utilizationBpsToWad, utilizationPctToWad, validateBatch, validateBuilderCode, validatePoolId, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
 //# sourceMappingURL=index.d.ts.map