@panoptic-eng/sdk 1.0.37 → 1.0.39

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@panoptic-eng/sdk",
-  "version": "1.0.37",
+  "version": "1.0.39",
   "repository": {
     "type": "git",
     "url": "https://github.com/panoptic-labs/panoptic-sdk.git"
@@ -39,6 +39,10 @@
       "types": "./dist/zodiac/index.d.ts",
       "import": "./dist/zodiac/index.js"
     },
+    "./vault-transaction-fees": {
+      "types": "./dist/vault-transaction-fees.d.ts",
+      "import": "./dist/vault-transaction-fees.js"
+    },
     "./test": {
       "types": "./dist/test/index.d.ts",
       "import": "./dist/test/index.js"
@@ -50,8 +54,9 @@
   "scripts": {
     "check:no-src-dts": "node ./scripts/check-no-src-dts.mjs",
     "clean:tsbuildinfo": "node -e \"require('fs').rmSync('tsconfig.tsbuildinfo',{force:true})\"",
-    "build": "pnpm run check:no-src-dts && pnpm run clean:tsbuildinfo && pnpm run codegen:graphql && node ./scripts/tsdown-with-retry.mjs && pnpm run build:deployments-dts",
-    "build:ci": "pnpm run check:no-src-dts && pnpm run clean:tsbuildinfo && pnpm run codegen && pnpm tsdown && pnpm run build:deployments-dts",
+    "build": "pnpm run check:no-src-dts && pnpm run clean:tsbuildinfo && pnpm run codegen:graphql && pnpm tsdown && pnpm run build:dts && pnpm run build:deployments-dts",
+    "build:ci": "pnpm run check:no-src-dts && pnpm run clean:tsbuildinfo && pnpm run codegen && pnpm tsdown && pnpm run build:dts && pnpm run build:deployments-dts",
+    "build:dts": "node ./scripts/build-dts.mjs",
     "build:deployments-dts": "pnpm tsdown -c tsdown.deployments.config.ts && node ./scripts/inline-deployments-dts.mjs",
     "dev": "pnpm concurrently \"pnpm run codegen:graphql --watch\" \"pnpm tsdown --watch\"",
     "typecheck": "tsc --noEmit -p tsconfig.build.json",

package/dist/cow/types.d.ts

@@ -1,3 +0,0 @@
-import "../tx-CbDQ58Io.js";
-import { ApproveErc20ForCowParams, CancelCowOrderParams, CheckCowApprovalParams, CowApprovalStatus, CowOrderKind, CowOrderResult, CowOrderState, CowOrderStatus, CowQuote, GetCowOrderStatusParams, QuoteCowSwapParams, SignAndSubmitCowOrderParams } from "../types-BHdnurYr.js";
-export { ApproveErc20ForCowParams, CancelCowOrderParams, CheckCowApprovalParams, CowApprovalStatus, CowOrderKind, CowOrderResult, CowOrderState, CowOrderStatus, CowQuote, GetCowOrderStatusParams, QuoteCowSwapParams, SignAndSubmitCowOrderParams };

package/dist/cow-aX6of9TS.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"cow-aX6of9TS.js","names":["COW_SETTLEMENT: Address","COW_VAULT_RELAYER: Address","COW_NATIVE_ETH: Address","COW_API_URLS: Partial<Record<number, string>>","chainId: bigint | number","params: CheckCowApprovalParams","params: ApproveErc20ForCowParams","BPS_DENOMINATOR","params: PickBestVenueParams","chainId: bigint | number","chainId: bigint","cause?: Error","errorType: string","message: string","status: number","chainId: bigint","apiUrl?: string","baseUrl: string","path: string","init?: RequestInit","body: CowApiErrorBody","params: SignAndSubmitCowOrderParams","params: CancelCowOrderParams","slippageBps: bigint","params: QuoteCowSwapParams","params: GetCowOrderStatusParams","settlementTxHash: Hex | undefined","COINGECKO_CHAIN_SLUGS: Partial<Record<number, string>>","chainId: number","url: string","params: FindCowTokenParams","address: Address","XSTOCK_WRAPPERS: XstockWrapperRegistry","chainId: number","underlying: Address","wrapper: Address","address: Address"],"sources":["../src/cow/addresses.ts","../src/cow/approval.ts","../src/cow/compare.ts","../src/cow/eip712.ts","../src/cow/errors.ts","../src/cow/api.ts","../src/cow/order.ts","../src/cow/quote.ts","../src/cow/status.ts","../src/cow/tokens.ts","../src/cow/xstockWrappers.generated.ts","../src/cow/xstockWrappers.ts"],"sourcesContent":["/**\n * CoW Protocol contract addresses and order-book API endpoints.\n *\n * Both contracts are deployed deterministically (CREATE2) and share the same\n * address on every supported chain.\n *\n * @module cow/addresses\n */\n\nimport type { Address } from 'viem'\n\n/** GPv2Settlement — EIP-712 verifying contract for signed orders. */\nexport const COW_SETTLEMENT: Address = '0x9008D19f58AAbD9eD0D60971565AA8510560ab41'\n\n/** GPv2VaultRelayer — the ERC20 approval target (NOT the settlement contract). */\nexport const COW_VAULT_RELAYER: Address = '0xC92E8bdf79f0507f65a392b0ab4667716BFE0110'\n\n/**\n * Buy-token marker for native ETH. Orders buying this sentinel settle in\n * native ETH (the settlement contract unwraps WETH). Only valid on the buy\n * side — selling native ETH requires the eth-flow contract (unsupported here).\n */\nexport const COW_NATIVE_ETH: Address = '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE'\n\n/** Order-book API base URL per chain. */\nexport const COW_API_URLS: Partial<Record<number, string>> = {\n  1: 'https://api.cow.fi/mainnet',\n  11155111: 'https://api.cow.fi/sepolia',\n}\n\n/** Whether CoW Protocol has an order book for the chain. */\nexport function isCowSupportedChain(chainId: bigint | number): boolean {\n  return COW_API_URLS[Number(chainId)] !== undefined\n}\n","/**\n * ERC20 approval to the CoW vault relayer.\n *\n * Single-step plain `approve` to GPv2VaultRelayer — CoW does not use Permit2.\n *\n * @module cow/approval\n */\n\nimport { erc20Abi, maxUint256 } from 'viem'\n\nimport type { TxResult } from '../panoptic/v2/types'\nimport { submitWrite } from '../panoptic/v2/writes'\nimport { COW_VAULT_RELAYER } from './addresses'\nimport type { ApproveErc20ForCowParams, CheckCowApprovalParams, CowApprovalStatus } from './types'\n\n/** Check whether the vault relayer can pull `amount` of the sell token. */\nexport async function checkCowApproval(params: CheckCowApprovalParams): Promise<CowApprovalStatus> {\n  const { client, sellToken, owner, amount } = params\n\n  const allowance = await client.readContract({\n    address: sellToken,\n    abi: erc20Abi,\n    functionName: 'allowance',\n    args: [owner, COW_VAULT_RELAYER],\n  })\n\n  return { needsApproval: allowance < amount, allowance }\n}\n\n/** Approve the sell token to the vault relayer (defaults to unlimited). */\nexport async function approveErc20ForCow(params: ApproveErc20ForCowParams): Promise<TxResult> {\n  const { client, walletClient, account, sellToken, amount = maxUint256, txOverrides } = params\n\n  return submitWrite({\n    client,\n    walletClient,\n    account,\n    address: sellToken,\n    abi: erc20Abi,\n    functionName: 'approve',\n    args: [COW_VAULT_RELAYER, amount],\n    txOverrides,\n  })\n}\n","/**\n * Venue selection between the Uniswap v4 router and CoW Swap.\n *\n * Pure amount comparison so it stays testable and reusable outside React.\n * Gas cost of the router tx is not factored in (CoW ERC20 sells are gasless);\n * TODO: optionally discount the Uniswap side by gasEstimate × gas price.\n *\n * @module cow/compare\n */\n\n/** Swap venues the UI can route through. */\nexport type SwapVenue = 'uniswap' | 'cow'\n\nconst BPS_DENOMINATOR = 10_000n\n\n/** Parameters for {@link pickBestVenue}. */\nexport interface PickBestVenueParams {\n  /** 'sell' = exact-in (maximize output), 'buy' = exact-out (minimize input). */\n  kind: 'sell' | 'buy'\n  /** Uniswap quote amounts; omit when the quote failed or is unavailable. */\n  uniswap?: {\n    /** Quoted output (exact-in). */\n    amountOut?: bigint\n    /** Quoted input (exact-out). */\n    amountIn?: bigint\n  }\n  /** CoW quote amounts; omit when the quote failed or is unavailable. */\n  cow?: {\n    /** Quoted net output (exact-in). */\n    buyAmount?: bigint\n    /** Quoted gross input including fee (exact-out). */\n    sellAmountTotal?: bigint\n  }\n}\n\n/** Result of {@link pickBestVenue}. */\nexport interface BestVenue {\n  winner: SwapVenue\n  /** Price advantage of the winner over the loser in bps (only when both quoted). */\n  advantageBps?: bigint\n}\n\n/**\n * Pick the venue with the better effective price. Exact-in compares net\n * output (higher wins); exact-out compares gross input (lower wins). With a\n * single usable quote that venue wins; ties go to Uniswap (instant\n * settlement); with no usable quotes Uniswap wins by default.\n */\nexport function pickBestVenue(params: PickBestVenueParams): BestVenue {\n  const { kind, uniswap, cow } = params\n\n  const uniAmount = kind === 'sell' ? uniswap?.amountOut : uniswap?.amountIn\n  const cowAmount = kind === 'sell' ? cow?.buyAmount : cow?.sellAmountTotal\n\n  if (cowAmount === undefined || cowAmount <= 0n) return { winner: 'uniswap' }\n  if (uniAmount === undefined || uniAmount <= 0n) return { winner: 'cow' }\n\n  // 'sell': bigger output wins; 'buy': smaller input wins. Ties → Uniswap.\n  const cowWins = kind === 'sell' ? cowAmount > uniAmount : cowAmount < uniAmount\n  const [better, worse] = cowWins ? [cowAmount, uniAmount] : [uniAmount, cowAmount]\n  const advantageBps =\n    kind === 'sell'\n      ? ((better - worse) * BPS_DENOMINATOR) / worse\n      : ((worse - better) * BPS_DENOMINATOR) / better\n\n  return { winner: cowWins ? 'cow' : 'uniswap', advantageBps }\n}\n","/**\n * EIP-712 typed-data definitions for GPv2 (CoW Protocol) orders.\n * @module cow/eip712\n */\n\nimport { type Address, keccak256, stringToHex } from 'viem'\n\nimport { COW_SETTLEMENT } from './addresses'\n\n/** GPv2 `Order` struct, in EIP-712 typed-data form. */\nexport const COW_ORDER_TYPES = {\n  Order: [\n    { name: 'sellToken', type: 'address' },\n    { name: 'buyToken', type: 'address' },\n    { name: 'receiver', type: 'address' },\n    { name: 'sellAmount', type: 'uint256' },\n    { name: 'buyAmount', type: 'uint256' },\n    { name: 'validTo', type: 'uint32' },\n    { name: 'appData', type: 'bytes32' },\n    { name: 'feeAmount', type: 'uint256' },\n    { name: 'kind', type: 'string' },\n    { name: 'partiallyFillable', type: 'bool' },\n    { name: 'sellTokenBalance', type: 'string' },\n    { name: 'buyTokenBalance', type: 'string' },\n  ],\n} as const\n\n/** GPv2 order-cancellation struct (batch of order UIDs). */\nexport const COW_CANCELLATION_TYPES = {\n  OrderCancellations: [{ name: 'orderUids', type: 'bytes[]' }],\n} as const\n\n/** EIP-712 domain for GPv2Settlement on the given chain. */\nexport function cowDomain(chainId: bigint | number): {\n  name: string\n  version: string\n  chainId: number\n  verifyingContract: Address\n} {\n  return {\n    name: 'Gnosis Protocol',\n    version: 'v2',\n    chainId: Number(chainId),\n    verifyingContract: COW_SETTLEMENT,\n  }\n}\n\n/**\n * Full appData JSON document attached to orders. The order itself carries only\n * its keccak256 hash; the API stores the document when it accompanies the\n * order POST. Must stay byte-identical to {@link APP_DATA_HASH}.\n */\nexport const APP_DATA_DOC = '{\"appCode\":\"panoptic\",\"metadata\":{},\"version\":\"1.3.0\"}'\n\n/** keccak256 of {@link APP_DATA_DOC} — the `appData` field signed in the order. */\nexport const APP_DATA_HASH = keccak256(stringToHex(APP_DATA_DOC))\n","/**\n * Errors for the CoW Protocol swap module.\n *\n * All extend {@link PanopticError} so callers can keep a single\n * `instanceof PanopticError` check and so they satisfy `SimulationResult`'s\n * error type.\n *\n * @module cow/errors\n */\n\nimport { PanopticError } from '../panoptic/v2/errors'\n\n/** The chain has no CoW order book. */\nexport class CowUnsupportedChainError extends PanopticError {\n  override readonly name = 'CowUnsupportedChainError'\n\n  constructor(\n    public readonly chainId: bigint,\n    cause?: Error,\n  ) {\n    super(`CoW Protocol not available on chain ${chainId}`, cause)\n  }\n}\n\n/** The order-book API rejected a request (non-2xx response). */\nexport class CowApiError extends PanopticError {\n  override readonly name: string = 'CowApiError'\n\n  constructor(\n    /** Machine-readable API error type, e.g. 'SellAmountDoesNotCoverFee'. */\n    public readonly errorType: string,\n    message: string,\n    public readonly status: number,\n    cause?: Error,\n  ) {\n    super(message, cause)\n  }\n}\n\n/** The sell amount is too small to cover the protocol fee (dust order). */\nexport class CowOrderTooSmallError extends CowApiError {\n  override readonly name = 'CowOrderTooSmallError'\n\n  constructor(message: string, status: number, cause?: Error) {\n    super('SellAmountDoesNotCoverFee', message, status, cause)\n  }\n}\n\n/** Selling native ETH requires the eth-flow contract (unsupported here); buying it is fine. */\nexport class CowNativeTokenError extends PanopticError {\n  override readonly name = 'CowNativeTokenError'\n\n  constructor(cause?: Error) {\n    super('CoW orders cannot sell native ETH (eth-flow not supported)', cause)\n  }\n}\n","/**\n * Minimal fetch wrapper for the CoW order-book REST API.\n * @module cow/api\n */\n\nimport { COW_API_URLS } from './addresses'\nimport { CowApiError, CowOrderTooSmallError, CowUnsupportedChainError } from './errors'\n\n/** Resolve the order-book base URL for a chain (override wins). */\nexport function resolveCowApiUrl(chainId: bigint, apiUrl?: string): string {\n  const url = apiUrl ?? COW_API_URLS[Number(chainId)]\n  if (!url) throw new CowUnsupportedChainError(chainId)\n  return url\n}\n\n/** Shape of order-book error payloads. */\ninterface CowApiErrorBody {\n  errorType?: string\n  description?: string\n}\n\n/**\n * Call the order book and parse JSON, mapping non-2xx responses to\n * {@link CowApiError} (dust orders to {@link CowOrderTooSmallError}).\n */\nexport async function cowApiRequest<T>(\n  baseUrl: string,\n  path: string,\n  init?: RequestInit,\n): Promise<T> {\n  // Normalize headers so a Headers instance / tuple array passed by the caller\n  // is preserved (a spread would drop those), only defaulting Content-Type.\n  const headers = new Headers(init?.headers)\n  if (!headers.has('Content-Type')) headers.set('Content-Type', 'application/json')\n  const response = await fetch(`${baseUrl}/api/v1${path}`, { ...init, headers })\n\n  if (!response.ok) {\n    let body: CowApiErrorBody = {}\n    try {\n      body = (await response.json()) as CowApiErrorBody\n    } catch {\n      // Non-JSON error body — fall through with the status text.\n    }\n    const errorType = body.errorType ?? 'UnknownError'\n    const message = body.description ?? `CoW API request failed (${response.status})`\n    if (errorType === 'SellAmountDoesNotCoverFee') {\n      throw new CowOrderTooSmallError(message, response.status)\n    }\n    throw new CowApiError(errorType, message, response.status)\n  }\n\n  // Tolerate empty / non-JSON success bodies (e.g. DELETE /orders for a\n  // cancellation, which callers type as void): return undefined rather than\n  // throwing inside response.json().\n  if (response.status === 204) return undefined as T\n  const text = await response.text()\n  if (text === '') return undefined as T\n  return JSON.parse(text) as T\n}\n","/**\n * Sign and submit CoW orders (and signed cancellations) to the order book.\n *\n * Orders are EIP-712 intents — submission returns an order UID, not a tx\n * hash. Settlement happens later when a solver includes the order in a batch;\n * track it via {@link getCowOrderStatus}.\n *\n * @module cow/order\n */\n\nimport type { Hex } from 'viem'\n\nimport { cowApiRequest, resolveCowApiUrl } from './api'\nimport {\n  APP_DATA_DOC,\n  APP_DATA_HASH,\n  COW_CANCELLATION_TYPES,\n  COW_ORDER_TYPES,\n  cowDomain,\n} from './eip712'\nimport type { CancelCowOrderParams, CowOrderResult, SignAndSubmitCowOrderParams } from './types'\n\n/**\n * Build the final order from a quote, sign it (EIP-712) and POST it to the\n * order book. The signed `feeAmount` is 0 — the fee is already folded into the\n * quote's `orderSellAmount`.\n */\nexport async function signAndSubmitCowOrder(\n  params: SignAndSubmitCowOrderParams,\n): Promise<CowOrderResult> {\n  const { walletClient, account, chainId, quote, receiver = account, apiUrl } = params\n  const baseUrl = resolveCowApiUrl(chainId, apiUrl)\n\n  const order = {\n    sellToken: quote.sellToken,\n    buyToken: quote.buyToken,\n    receiver,\n    sellAmount: quote.orderSellAmount,\n    buyAmount: quote.orderBuyAmount,\n    validTo: Number(quote.validTo),\n    appData: APP_DATA_HASH,\n    feeAmount: 0n,\n    kind: quote.kind,\n    partiallyFillable: false,\n    sellTokenBalance: 'erc20',\n    buyTokenBalance: 'erc20',\n  } as const\n\n  const signature = await walletClient.signTypedData({\n    account,\n    domain: cowDomain(chainId),\n    types: COW_ORDER_TYPES,\n    primaryType: 'Order',\n    message: order,\n  })\n\n  const orderUid = await cowApiRequest<Hex>(baseUrl, '/orders', {\n    method: 'POST',\n    body: JSON.stringify({\n      ...order,\n      sellAmount: order.sellAmount.toString(),\n      buyAmount: order.buyAmount.toString(),\n      feeAmount: '0',\n      // Full appData document so the API can verify it against the signed hash.\n      appData: APP_DATA_DOC,\n      appDataHash: APP_DATA_HASH,\n      signingScheme: 'eip712',\n      signature,\n      from: account,\n      quoteId: quote.quoteId ?? undefined,\n    }),\n  })\n\n  return { orderUid }\n}\n\n/**\n * Cancel an open order off-chain (free, signed cancellation). Cancellation is\n * best-effort: an order already committed to a solver batch can still settle.\n */\nexport async function cancelCowOrder(params: CancelCowOrderParams): Promise<void> {\n  const { walletClient, account, chainId, orderUid, apiUrl } = params\n  const baseUrl = resolveCowApiUrl(chainId, apiUrl)\n\n  const signature = await walletClient.signTypedData({\n    account,\n    domain: cowDomain(chainId),\n    types: COW_CANCELLATION_TYPES,\n    primaryType: 'OrderCancellations',\n    message: { orderUids: [orderUid] },\n  })\n\n  await cowApiRequest<void>(baseUrl, '/orders', {\n    method: 'DELETE',\n    body: JSON.stringify({ orderUids: [orderUid], signature, signingScheme: 'eip712' }),\n  })\n}\n","/**\n * Quote swaps via the CoW order-book API.\n *\n * Unlike the Uniswap quoter this is an off-chain HTTP call; results still come\n * back as a `SimulationResult` so UI error handling matches the router path.\n *\n * @module cow/quote\n */\n\nimport { zeroAddress } from 'viem'\n\nimport { PanopticError } from '../panoptic/v2/errors'\nimport type { SimulationResult } from '../panoptic/v2/types'\nimport { COW_NATIVE_ETH } from './addresses'\nimport { cowApiRequest, resolveCowApiUrl } from './api'\nimport { APP_DATA_DOC } from './eip712'\nimport { CowNativeTokenError } from './errors'\nimport type { CowQuote, QuoteCowSwapParams } from './types'\n\nconst BPS_DENOMINATOR = 10_000n\n/** Default order validity window (30 minutes). */\nexport const DEFAULT_VALID_FOR_SECONDS = 1800n\n\n/** No block context for off-chain quotes. */\nconst OFFCHAIN_META = {\n  blockNumber: 0n,\n  blockTimestamp: 0n,\n  blockHash: '0x0' as `0x${string}`,\n}\n\n/**\n * Reject out-of-range slippage so the limit-amount math can't underflow/overflow.\n * 100% (BPS_DENOMINATOR) is forbidden too: on the exact-in path it would reduce\n * `orderBuyAmount` to 0, signing an order that accepts any fill.\n */\nfunction assertSlippageBps(slippageBps: bigint): void {\n  if (slippageBps < 0n || slippageBps >= BPS_DENOMINATOR) {\n    throw new PanopticError(`invalid slippageBps ${slippageBps}, must be 0..9999`)\n  }\n}\n\n/** Raw order-book quote response (amounts are decimal strings). */\ninterface CowQuoteResponse {\n  quote: {\n    sellToken: string\n    buyToken: string\n    sellAmount: string\n    buyAmount: string\n    feeAmount: string\n    validTo: number\n    kind: 'sell' | 'buy'\n  }\n  id: number | null\n}\n\n/**\n * Quote a swap via the CoW order book.\n *\n * For `kind: 'sell'` (exact-in) `amount` is the sell amount before fee; for\n * `kind: 'buy'` (exact-out) it is the exact buy amount. The returned\n * `orderSellAmount`/`orderBuyAmount` are ready to sign: the fee is folded into\n * the sell side (orders are placed with `feeAmount: 0` under the current fee\n * model) and `slippageBps` is applied to the non-exact side.\n */\nexport async function quoteCowSwap(\n  params: QuoteCowSwapParams,\n): Promise<SimulationResult<CowQuote>> {\n  const {\n    chainId,\n    sellToken,\n    buyToken,\n    kind,\n    amount,\n    from,\n    slippageBps,\n    validForSeconds = DEFAULT_VALID_FOR_SECONDS,\n    apiUrl,\n  } = params\n\n  try {\n    assertSlippageBps(slippageBps)\n    // Selling native ETH would need the eth-flow contract; buying it is fine —\n    // orders use the buy-token sentinel and settle in native ETH.\n    if (sellToken === zeroAddress) {\n      throw new CowNativeTokenError()\n    }\n    const resolvedBuyToken = buyToken === zeroAddress ? COW_NATIVE_ETH : buyToken\n    if (amount <= 0n) {\n      throw new PanopticError(`amount ${amount} must be positive`)\n    }\n\n    const baseUrl = resolveCowApiUrl(chainId, apiUrl)\n    const response = await cowApiRequest<CowQuoteResponse>(baseUrl, '/quote', {\n      method: 'POST',\n      body: JSON.stringify({\n        sellToken,\n        buyToken: resolvedBuyToken,\n        from,\n        receiver: from,\n        validFor: Number(validForSeconds),\n        appData: APP_DATA_DOC,\n        partiallyFillable: false,\n        sellTokenBalance: 'erc20',\n        buyTokenBalance: 'erc20',\n        signingScheme: 'eip712',\n        ...(kind === 'sell'\n          ? { kind: 'sell', sellAmountBeforeFee: amount.toString() }\n          : { kind: 'buy', buyAmountAfterFee: amount.toString() }),\n      }),\n    })\n\n    const sellAmount = BigInt(response.quote.sellAmount)\n    const buyAmount = BigInt(response.quote.buyAmount)\n    const feeAmount = BigInt(response.quote.feeAmount)\n    const sellAmountTotal = sellAmount + feeAmount\n\n    // Fold the fee into the signed sell amount (feeAmount signs as 0), then\n    // apply slippage to the side the user did not fix. Buy-order sell cap uses\n    // ceiling division so the buffer never rounds down.\n    const orderSellAmount =\n      kind === 'sell'\n        ? sellAmountTotal\n        : (sellAmountTotal * (BPS_DENOMINATOR + slippageBps) + BPS_DENOMINATOR - 1n) /\n          BPS_DENOMINATOR\n    const orderBuyAmount =\n      kind === 'sell' ? (buyAmount * (BPS_DENOMINATOR - slippageBps)) / BPS_DENOMINATOR : buyAmount\n\n    return {\n      success: true,\n      data: {\n        kind,\n        sellToken,\n        // The signed order must carry the resolved (sentinel) buy token.\n        buyToken: resolvedBuyToken,\n        sellAmount,\n        buyAmount,\n        feeAmount,\n        sellAmountTotal,\n        orderSellAmount,\n        orderBuyAmount,\n        validTo: BigInt(response.quote.validTo),\n        quoteId: response.id,\n      },\n      gasEstimate: 0n,\n      _meta: OFFCHAIN_META,\n    }\n  } catch (error) {\n    return {\n      success: false,\n      error:\n        error instanceof PanopticError\n          ? error\n          : new PanopticError(\n              error instanceof Error ? error.message : 'CoW quote failed',\n              error instanceof Error ? error : undefined,\n            ),\n      _meta: OFFCHAIN_META,\n    }\n  }\n}\n","/**\n * Poll order state from the CoW order book.\n * @module cow/status\n */\n\nimport type { Hex } from 'viem'\n\nimport { cowApiRequest, resolveCowApiUrl } from './api'\nimport type { CowOrderState, CowOrderStatus, GetCowOrderStatusParams } from './types'\n\n/** Raw `GET /orders/{uid}` fields we consume. */\ninterface CowOrderResponse {\n  status: CowOrderStatus\n  executedSellAmount: string\n  executedBuyAmount: string\n}\n\n/** Raw `GET /trades` entry fields we consume. */\ninterface CowTradeResponse {\n  txHash: Hex | null\n}\n\n/**\n * Fetch an order's lifecycle state. Once any trade has executed, the\n * settlement tx hash is included (fetched from the trades endpoint).\n */\nexport async function getCowOrderStatus(params: GetCowOrderStatusParams): Promise<CowOrderState> {\n  const { chainId, orderUid, apiUrl } = params\n  const baseUrl = resolveCowApiUrl(chainId, apiUrl)\n\n  const order = await cowApiRequest<CowOrderResponse>(baseUrl, `/orders/${orderUid}`)\n\n  const executedSellAmount = BigInt(order.executedSellAmount ?? '0')\n  const executedBuyAmount = BigInt(order.executedBuyAmount ?? '0')\n\n  let settlementTxHash: Hex | undefined\n  if (executedBuyAmount > 0n) {\n    const trades = await cowApiRequest<CowTradeResponse[]>(baseUrl, `/trades?orderUid=${orderUid}`)\n    settlementTxHash = trades.find((t) => t.txHash)?.txHash ?? undefined\n  }\n\n  return { status: order.status, executedSellAmount, executedBuyAmount, settlementTxHash }\n}\n","/**\n * Resolve token symbols to addresses using the token lists CoW Swap trades\n * from. Lets a UI route any listed token (e.g. xStocks like NVDAx) to the\n * order book without maintaining a static registry.\n *\n * Sources, in priority order:\n * 1. CoW's curated list (canonical entries for blue-chip symbols like UNI)\n * 2. CoinGecko's full per-chain list (carries the long tail, incl. xStocks)\n *\n * Lists are fetched lazily and cached in-module for an hour.\n *\n * @module cow/tokens\n */\n\nimport { type Address, getAddress } from 'viem'\n\n/** Resolved token-list entry. */\nexport interface CowTokenInfo {\n  chainId: number\n  address: Address\n  symbol: string\n  name: string\n  decimals: number\n  logoURI?: string\n}\n\n/** Parameters for {@link findCowToken}. */\nexport interface FindCowTokenParams {\n  /** Chain to resolve on. */\n  chainId: bigint\n  /** Token symbol, case-insensitive (e.g. 'nvdax'). */\n  symbol: string\n  /** Override the token-list URLs (e.g. tests). */\n  listUrls?: string[]\n}\n\n/** CoinGecko per-chain list slugs for the chains CoW supports here. */\nconst COINGECKO_CHAIN_SLUGS: Partial<Record<number, string>> = {\n  1: 'ethereum',\n}\n\nfunction tokenListUrls(chainId: number): string[] {\n  const urls = ['https://files.cow.fi/tokens/CowSwap.json']\n  const slug = COINGECKO_CHAIN_SLUGS[chainId]\n  if (slug) urls.push(`https://tokens.coingecko.com/${slug}/all.json`)\n  return urls\n}\n\ninterface RawTokenList {\n  tokens: {\n    chainId?: number\n    address: string\n    symbol: string\n    name: string\n    decimals: number\n    logoURI?: string\n  }[]\n}\n\nconst LIST_CACHE_TTL_MS = 3_600_000\nconst listCache = new Map<string, { fetchedAt: number; list: Promise<RawTokenList | null> }>()\n\n/** Fetch a token list with an in-module 1h cache; resolves null on any failure. */\nfunction fetchTokenList(url: string): Promise<RawTokenList | null> {\n  const cached = listCache.get(url)\n  if (cached && Date.now() - cached.fetchedAt < LIST_CACHE_TTL_MS) return cached.list\n\n  const list = fetch(url)\n    .then((res) => (res.ok ? (res.json() as Promise<RawTokenList>) : null))\n    .catch(() => null)\n    .then((parsed) => {\n      // Drop failures from the cache so the next call retries.\n      if (parsed === null || !Array.isArray(parsed.tokens)) {\n        listCache.delete(url)\n        return null\n      }\n      return parsed\n    })\n  listCache.set(url, { fetchedAt: Date.now(), list })\n  return list\n}\n\n/**\n * Find a token by symbol on the given chain across CoW's token lists. The\n * first list containing a (case-insensitive) symbol match wins; within a\n * list the first match wins, which favors canonical entries on collisions.\n * Returns null when no list resolves the symbol (or all fetches fail).\n *\n * Resolution only proves the token is listed — whether solvers can actually\n * fill a given pair/size is answered by `quoteCowSwap`.\n */\nexport async function findCowToken(params: FindCowTokenParams): Promise<CowTokenInfo | null> {\n  const { chainId, symbol, listUrls } = params\n  const chain = Number(chainId)\n  const wanted = symbol.toUpperCase()\n\n  for (const url of listUrls ?? tokenListUrls(chain)) {\n    const list = await fetchTokenList(url)\n    if (!list) continue\n    const match = list.tokens.find(\n      // CoW's own list omits chainId on some entries (single-chain lists).\n      (t) => (t.chainId === undefined || t.chainId === chain) && t.symbol.toUpperCase() === wanted,\n    )\n    if (match) {\n      // Validate/checksum the external address; skip a malformed entry rather\n      // than leak a non-Address string to callers.\n      let address: Address\n      try {\n        address = getAddress(match.address)\n      } catch {\n        continue\n      }\n      return {\n        chainId: chain,\n        address,\n        symbol: match.symbol,\n        name: match.name,\n        decimals: match.decimals,\n        logoURI: match.logoURI,\n      }\n    }\n  }\n  return null\n}\n","/**\n * Generated registry of Backed xStock ERC4626 wrappers on Ethereum mainnet.\n *\n * DO NOT EDIT BY HAND. Regenerate with `pnpm --filter panoptic-v2-sdk gen:xstock-wrappers`\n * (scripts/gen-xstock-wrappers.ts), which scans the WrappedBackedTokenFactory\n * `NewToken` events and reads each wrapper's ERC4626 `asset()` as the underlying.\n *\n * @module cow/xstockWrappers.generated\n */\n\nimport type { XstockWrapperRegistry } from './xstockWrappers'\n\nexport const XSTOCK_WRAPPERS: XstockWrapperRegistry = {\n  1: [\n    {\n      wrapper: '0x5AA7649fdbDa47De64A07aC81D64B682AF9C0724',\n      underlying: '0x9d275685dC284C8eB1C79f6ABA7a63Dc75ec890a',\n      symbol: 'wAAPLx',\n      name: 'Wrapped Apple xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x5CC079963Fb70C0f987F65F539E3B61a6EBdf6Db',\n      underlying: '0xfBF2398dF672cEE4aFcC2A4A733222331c742a6A',\n      symbol: 'wABBVx',\n      name: 'Wrapped AbbVie xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xD812B37181Ae89801e4BB3F49E4C1FAF11fC0b57',\n      underlying: '0x89233399708C18Ac6887F90A2B4Cd8Ba5fEdD06e',\n      symbol: 'wABTx',\n      name: 'Wrapped Abbott xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xc262Bea18cb810Cc7715EE48fe3cbD3D79B4aFe1',\n      underlying: '0x03183Ce31b1656B72A55fa6056e287f50C35BbEB',\n      symbol: 'wACNx',\n      name: 'Wrapped Accenture xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x444DE06b76C9a1417A21A877038F49A1f0D8A1cD',\n      underlying: '0x16E0B579be45bAaE54cEddd52e742B6457A7fE12',\n      symbol: 'wADBEx',\n      name: 'Wrapped Adobe xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x36d2fe6e6e4136C6BF286588391FAD6d45422350',\n      underlying: '0x2f9a35aB5dDFBc49927BFdEab98A86c53DC6E763',\n      symbol: 'wAMBRx',\n      name: 'Wrapped Amber xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x1eb8909B5C46A24F005A76C469912f5518F448eF',\n      underlying: '0x3522513E5F146a2006e2901b05f16B2821485E19',\n      symbol: 'wAMDx',\n      name: 'Wrapped AMD xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xac85d37acbadCa37545E21ab0fB991bcE8c1187C',\n      underlying: '0x3557Ba345B01EFa20A1bdDC61F573BFD87195081',\n      symbol: 'wAMZNx',\n      name: 'Wrapped Amazon.com xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xd17E483364D849e3B3A52464bb2CA56626EDfc31',\n      underlying: '0x50a1291F69D9d3853Def8209cFb1AF0b46927BE1',\n      symbol: 'wAPPx',\n      name: 'Wrapped AppLovin xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xD0798d3c30F4408350C8448d75DA1c7721227dBa',\n      underlying: '0xC0B417e7F83db438631Eb5E096684dd742E5294F',\n      symbol: 'wASMLx',\n      name: 'Wrapped ASML xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x720347faf9D745B841541De0d7B2abc8A4b87531',\n      underlying: '0x89b2607878ae19baB8020b8140eD550Ef3E953bb',\n      symbol: 'wASTSx',\n      name: 'Wrapped AST SpaceMobile xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x8DEb752aAA807E0258afd5cCFFe2b5A804026f28',\n      underlying: '0x38BAC69cbBd28156796e4163B2B6dcb81E336565',\n      symbol: 'wAVGOx',\n      name: 'Wrapped Broadcom xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x0b306951161b856Ad02c8566B4eF184c6BB08564',\n      underlying: '0xb23767492D0Ca6dC7221CBeA45689a0410f388c4',\n      symbol: 'wAXPx',\n      name: 'Wrapped American Express xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xB908FEAeab7E671dB697d77c3acFD8859E92a4e2',\n      underlying: '0x5D642505FE1a28897eb3BaBA665F454755D8daA2',\n      symbol: 'wAZNx',\n      name: 'Wrapped AstraZeneca xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xA2b1335256cd663Da89F650180508dd1f0DC3BAa',\n      underlying: '0x314938c596F5ce31C3f75307d2979338C346D7F2',\n      symbol: 'wBACx',\n      name: 'Wrapped Bank of America xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xDEc933e2392AD908263e70A386fbF34e703Ffe8F',\n      underlying: '0xbbcb0356bB9e6B3Faa5CbF9E5F36185d53403Ac9',\n      symbol: 'wbCOIN',\n      name: 'Wrapped Backed Coinbase Global',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x277f724d12DD0249b48CBD7eB2623c5e5042b970',\n      underlying: '0xa8A25DB6Cf17Fa097f1DBbc9c841892456898fF3',\n      symbol: 'wBKNGx',\n      name: 'Wrapped Booking xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xE5365A5A16A7D1DD37b33e6F8D78aeB89847398B',\n      underlying: '0x5A6a0742cA689E7E8a91A38F5255589CB2191646',\n      symbol: 'wBLKx',\n      name: 'Wrapped BlackRock xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x7a1d054e09eAe0294D53959674EE9DE14a1f70B1',\n      underlying: '0x38DE7b9FC733DeF81525E65C1Bf99722026489e2',\n      symbol: 'wBLSHx',\n      name: 'Wrapped Bullish xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xBFd29b7F395d30932033c2F45ab792024E71AA94',\n      underlying: '0xaeB681B69E5094E04d11BCeF51A71358A374C3ED',\n      symbol: 'wBMNRx',\n      name: 'Wrapped Bitmine xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x1a4F71B0Ff3C22540887bcf83b50054a213c673d',\n      underlying: '0xaC28C9178ACc8BA4A11A29E013a3A2627086e422',\n      symbol: 'wbMSTR',\n      name: 'Wrapped Backed MicroStrategy Inc',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x7E8101A1C322D394b3961498c7D40d2DFA94C392',\n      underlying: '0xA34C5e0AbE843E10461E2C9586Ea03E55Dbcc495',\n      symbol: 'wbNVDA',\n      name: 'Wrapped Backed NVIDIA Corp',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xa150245f155778e749185C9446e9e59E406674eF',\n      underlying: '0x12992613fDd35aBe95DEc5a4964331b1ee23B50d',\n      symbol: 'wBRK.Bx',\n      name: 'Wrapped Berkshire Hathaway xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x88E437dbebdDe3D75Ff7c0cb830F54dd834538f0',\n      underlying: '0x22E1991e5f82736A2a990322a46aac0e95826c5B',\n      symbol: 'wBTBTx',\n      name: 'Wrapped Bit Digital xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x1f82284C1658Ad71C576f7230E6C2DEE7901c1FA',\n      underlying: '0x14A5f2872396802C3Cc8942A39Ab3E4118EE5038',\n      symbol: 'wbTSLA',\n      name: 'Wrapped Backed Tesla Inc',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xdCE0CA61bC9F95b771e0764dc4C553288b7F2f13',\n      underlying: '0xD0194F0f077968DA8ca59811e9407f54AE6c9432',\n      symbol: 'wCLSKx',\n      name: 'Wrapped CleanSpark xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xd1A01e3F9c7565e88b1CF2413ba0a0E671e57b33',\n      underlying: '0xBC7170a1280Be28513B4e940C681537EB25e39f4',\n      symbol: 'wCMCSAx',\n      name: 'Wrapped Comcast xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x3a98E79cDc7D8B2716A8696E25af028E429f11dA',\n      underlying: '0x364f210f430eC2448Fc68A49203040F6124096F0',\n      symbol: 'wCOINx',\n      name: 'Wrapped Coinbase xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x89E2B6cA78DBee629544679780963b85Ba76fe2a',\n      underlying: '0x51eD5b74A05F256DbD9Ebb4e4f68Bb41ba10160b',\n      symbol: 'wCORZx',\n      name: 'Wrapped Core Scientific xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xFa48FeE923600Fecaa7af0DfB4a66E3109Ad51bf',\n      underlying: '0x4720B5e6421e6879132aED52040d56Bb6e5CFeeF',\n      symbol: 'wCOSTx',\n      name: 'Wrapped Costco xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xA90872ACa656eBE47bDEBF3B19Ec9Dd9C5ADC7f8',\n      underlying: '0xfEbDEd1B0986a8ee107f5AB1a1c5a813491DeCEB',\n      symbol: 'wCRCLx',\n      name: 'Wrapped Circle xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xc6B6B8D50A6673C04C495e30B411da5A7adF39f5',\n      underlying: '0x4A4073f2EAF299A1be22254DCD2C41727F6F54a2',\n      symbol: 'wCRMx',\n      name: 'Wrapped Salesforce xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xD71a6aDBc40c2674591CDB11B8C7ae03A880b06E',\n      underlying: '0x214151022C2a5E380aB80CdaC31f23Ae554a7345',\n      symbol: 'wCRWDx',\n      name: 'Wrapped CrowdStrike xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xCFa485bc42c2492917351F89F5cf5c7b2C5a66aa',\n      underlying: '0x053C784cD87B74f42e0c089f98643E79c1A3ff16',\n      symbol: 'wCSCOx',\n      name: 'Wrapped Cisco xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x7F88888b7A81546a036554Aa67a289Ea428b20d4',\n      underlying: '0xad5cdc3340904285B8159089974A99a1A09EB4C0',\n      symbol: 'wCVXx',\n      name: 'Wrapped Chevron xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xce41bF7482E86fFF0Ab0A971dD425496BB58E4FD',\n      underlying: '0x521860bB5dF5468358875266B89BFE90d990C6e7',\n      symbol: 'wDFDVx',\n      name: 'Wrapped DFDV xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x6c7AD1886a6Da37766fED060d5F08fF43285DcdD',\n      underlying: '0xdbA228936F4079DaF9Aa906fd48a87f2300405F4',\n      symbol: 'wDHRx',\n      name: 'Wrapped Danaher xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x3E5ceeA6D6399Ac1a1FEE67C1644fc7F616aD9fD',\n      underlying: '0x03D44b9bB0398E2Be3C89417D51E615C3D461F5a',\n      symbol: 'wDUOLx',\n      name: 'Wrapped Duolingo xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x0c4F0256FB31cC71666Fee3f0cE1De3B1abE347B',\n      underlying: '0x4c7610990cb63cdca174ce61822F7693B49FCe93',\n      symbol: 'wEBAYx',\n      name: 'Wrapped eBay xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x5230C4b621bd2d1f22933903F9a4fA82a9F17fcf',\n      underlying: '0xd1be5bA0c293997C7F69da707D14EB4ABCB13ddD',\n      symbol: 'wEXPEx',\n      name: 'Wrapped Expedia xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x91049e9586301c54B2eF410C2b7e9040Ffb02182',\n      underlying: '0x3C313D234D0C6C876F6c21ba2EC1F26823247Be2',\n      symbol: 'wFIGx',\n      name: 'Wrapped Figma xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xdeAE051463CD8C457e7e9D97A398c575E8629c18',\n      underlying: '0x3AE27479E6e52f6ddB6EA8AA567e6Cc92C78d93a',\n      symbol: 'wFUFUx',\n      name: 'Wrapped BitFuFu xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x61532Ce3f1DF7fBf5fFb7B891d184226e85B37c6',\n      underlying: '0x2380F2673C640fB67E2d6B55B44C62F0E0e69DA9',\n      symbol: 'wGLDx',\n      name: 'Wrapped Gold xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4c79D4A1a863830EF845431578FB40E31bD51f4A',\n      underlying: '0xf7F4fAC56f012dE7Dd6adFF54C761986B9E0655a',\n      symbol: 'wGLXYx',\n      name: 'Wrapped Galaxy Digital xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xb2f6ED0ED3eEb22bEF7A648794FFC19b8aF3761C',\n      underlying: '0xE5f6d3b2405ABdfE6F660e63202B25D23763160d',\n      symbol: 'wGMEx',\n      name: 'Wrapped Gamestop xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x1630F08370917E79df0B7572395a5e907508bBBc',\n      underlying: '0xe92f673Ca36C5E2Efd2DE7628f815f84807e803F',\n      symbol: 'wGOOGLx',\n      name: 'Wrapped Alphabet xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x6eEd78e2780d82BE4E37d9937C27Bcf32C8DA072',\n      underlying: '0x3Ee7E9B3A992fD23CD1C363B0e296856B04ab149',\n      symbol: 'wGSx',\n      name: 'Wrapped Goldman Sachs xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xC641E2eBF6E076e2AE53477C2E725b3c67C0fd94',\n      underlying: '0x766b0CD6ED6D90B5d49d2c36a3761E9728501BA9',\n      symbol: 'wHDx',\n      name: 'Wrapped Home Depot xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xBd1B73b2E89967e83507B500D798998200A53380',\n      underlying: '0x62a48560861B0b451654bFffdb5be6E47aa8ff1B',\n      symbol: 'wHONx',\n      name: 'Wrapped Honeywell xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x953707d7A1cB30cc5C636bDA8EaeBe410341eB14',\n      underlying: '0xE1385FDd5ffB10081Cd52C56584F25EFa9084015',\n      symbol: 'wHOODx',\n      name: 'Wrapped Robinhood xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x6Ec2763859C5b04F5598017880744081aFeFa3Bb',\n      underlying: '0xd457b379801433EA5c3A8542b61902023AE39DcD',\n      symbol: 'wHSDTx',\n      name: 'Wrapped Helius Medical Technologies xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x154f25Cfd146d2DF6420ec1f575C3c46D45f4Db7',\n      underlying: '0x560deb3D70Ac90064fF809349cDf9A771a06fd36',\n      symbol: 'wHUTx',\n      name: 'Wrapped Hut 8 xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xa8F31436FFE4E71f51B2D65b7D5a5c457AE2000f',\n      underlying: '0xd9913208647671Fe0F48F7F260076B2C6F310Aac',\n      symbol: 'wIBMx',\n      name: 'Wrapped International Business Machines xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x59361E881b186e48D71EC61E969dCF50a4dbC75b',\n      underlying: '0x6a668332825450ACD2e449372057d31b3de16a1E',\n      symbol: 'wIEMGx',\n      name: 'Wrapped Core MSCI Emerging Markets xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x3ab20fd7c57146AF128E8565261CBdaDa0F015E6',\n      underlying: '0xAA28cB97D7f7E172f54deE950743886D2d65447d',\n      symbol: 'wIJRx',\n      name: 'Wrapped S&P Small Cap xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x6A2a68Ca7FC793D8CEa36326a6Ec1eF7AC3D9742',\n      underlying: '0xf8A80D1cb9cFD70D03D655D9dF42339846F3B3C8',\n      symbol: 'wINTCx',\n      name: 'Wrapped Intel xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x5A47DE111D731Fd2Df90E4A2d7a9b459b31Bd643',\n      underlying: '0xdadfb355c6110eda0908740d52c834d6C2BCDDc7',\n      symbol: 'wIWMx',\n      name: 'Wrapped Russell 2000 xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xcdB53A7cBa9Ec6d55dfE8f58bd6772826722D7BD',\n      underlying: '0xdb0482cfaD4789798623E64b15eebA01b16e917C',\n      symbol: 'wJNJx',\n      name: 'Wrapped Johnson & Johnson xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xaB635f839f81A12dC8Db8Ab31006af14E26292fE',\n      underlying: '0xD9FC3E075d45254a1D834fEa18AF8041207DeA0A',\n      symbol: 'wJPMx',\n      name: 'Wrapped JPMorgan Chase xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x9a2486fbe7bC17C9100be65c31aBE7c9Bf84C23c',\n      underlying: '0xdCC1a2699441079dA889B1F49e12B69cC791129b',\n      symbol: 'wKOx',\n      name: 'Wrapped Coca-Cola xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x316fFEa434348c2cB72024e62Ae845770315351E',\n      underlying: '0x15059c599C16Fd8f70B633Ade165502D6402CD49',\n      symbol: 'wLINx',\n      name: 'Wrapped Linde xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x3644971A7E971f60e707F7E8716cCaC5a0461290',\n      underlying: '0x19c41EA77b34BbDEe61c3A87A75D1ABDA2ED0be4',\n      symbol: 'wLLYx',\n      name: 'Wrapped Eli Lilly xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xD395C4dAd12eb071714d2b86cB5bC16acE9996B6',\n      underlying: '0x847dEB9c78fb00319bC7A006dFF729c11428E537',\n      symbol: 'wLULUx',\n      name: 'Wrapped lululemon xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x34f5273693C880a9B2d9B6cfc8e13A2f3B8C0F06',\n      underlying: '0x9D692bffEf6f6BedF4274053ff9998EFE3B2539E',\n      symbol: 'wMARAx',\n      name: 'Wrapped MARA xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x5b32624f352d2FC6cC70889967A143ba1814f82b',\n      underlying: '0xb365Cd2588065F522D379AD19e903304f6B622C6',\n      symbol: 'wMAx',\n      name: 'Wrapped Mastercard xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x1717D8Be2Bcb27f4E8f36c817088Fa6a2c0b3B30',\n      underlying: '0x80A77a372c1e12AcCdA84299492f404902E2DA67',\n      symbol: 'wMCDx',\n      name: \"Wrapped McDonald's xStock\",\n      decimals: 18,\n    },\n    {\n      wrapper: '0x02C1b10e5329c4502469396B2ce9f200E60b4a77',\n      underlying: '0x0588e851ec0418d660BeE81230d6c678dAF21d46',\n      symbol: 'wMDTx',\n      name: 'Wrapped Medtronic xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4E41a262cAA93C6575d336E0a4eb79f3c67caa06',\n      underlying: '0x96702be57Cd9777f835117a809C7124fe4ec989A',\n      symbol: 'wMETAx',\n      name: 'Wrapped Meta xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x61a6Cd11f658D1b418e1082b564678983b71Fb7F',\n      underlying: '0x8499b26BBfC8c3830a37b92E47DF2d7cBc0154e9',\n      symbol: 'wMNSTx',\n      name: 'Wrapped Monster xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4728E48c2C201E32fe210AaB68A71E419FEAc74a',\n      underlying: '0x17D8186Ed8F68059124190D147174D0f6697dc40',\n      symbol: 'wMRKx',\n      name: 'Wrapped Merck xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x0d6fce45796D5c00689c0916b976645a0FF1F0cE',\n      underlying: '0xeAAd46F4146Ded5a47B55AA7F6c48c191dEAEC88',\n      symbol: 'wMRVLx',\n      name: 'Wrapped Marvell xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x63Ad27614231767C8C489745B9145272De50D09b',\n      underlying: '0x5621737f42dAE558b81269FcB9E9E70c19Aa6b35',\n      symbol: 'wMSFTx',\n      name: 'Wrapped Microsoft xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x266E5923F6118F8b340cA5a23AE7f71897361476',\n      underlying: '0xAE2f842EF90C0d5213259Ab82639D5BBF649b08E',\n      symbol: 'wMSTRx',\n      name: 'Wrapped MicroStrategy xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x529E286229963bE57F0EC6F57d2D70A2F3E29935',\n      underlying: '0xf6a873BAe4Ba1B304e45dF52A4b7D176E1C6a8c4',\n      symbol: 'wMUx',\n      name: 'Wrapped Micron Technology xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xfE0D2545f9E7f3678CB35Ed3CDf70488C5570D11',\n      underlying: '0xA6a65AC27E76cD53cB790473E4345c46e5eBf961',\n      symbol: 'wNFLXx',\n      name: 'Wrapped Netflix xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x93E62845C1DD5822EbC807ab71A5Fb750DecD15A',\n      underlying: '0xc845b2894dBddd03858fd2D643B4eF725fE0849d',\n      symbol: 'wNVDAx',\n      name: 'Wrapped NVIDIA xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x16E443AEbc83E2089AA90431A1C0d311854EEC69',\n      underlying: '0xF9523E369c5f55ad72DbAA75B0a9b92B3D8b147e',\n      symbol: 'wNVOx',\n      name: 'Wrapped Novo Nordisk xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x9608a6eB064dd1C35eC9A4332bD9F8b05D1dE66C',\n      underlying: '0x4b0eE7C047D43cA403239f28f42115bEdB7c0076',\n      symbol: 'wOKLOx',\n      name: 'Wrapped Oklo xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x9836479c80823f5f8B60FD0171F8D96301185714',\n      underlying: '0xbEe6b69345F376598Fe16AbD5592c6F844825E66',\n      symbol: 'wOPENx',\n      name: 'Wrapped OPEN xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x54f34Ceb15313Caaee838F77c1c3C2Fe2E94526A',\n      underlying: '0x548308E91ec9F285C7bFf05295baDBD56a6e4971',\n      symbol: 'wORCLx',\n      name: 'Wrapped Oracle xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x7FbE0E7ACB47DCb053BF6146cCA6Bfb81A5D1319',\n      underlying: '0xe12BB32D77BE4DB10DDC82088b230D35d097E9C5',\n      symbol: 'wPANWx',\n      name: 'Wrapped Palo Alto Networks xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xA00A5538708b5aca7045F2ca15104707965bac94',\n      underlying: '0x36c424a6EC0e264b1616102Ad63eD2aD7857413e',\n      symbol: 'wPEPx',\n      name: 'Wrapped PepsiCo xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4E6894c3481B3A45393ce8ac9552945Ad50A3758',\n      underlying: '0x1Ac765B5BEa23184802C7d2d497f7c33f1444A9e',\n      symbol: 'wPFEx',\n      name: 'Wrapped Pfizer xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x0afC19943fA98E9E9E90Fc4ab4d4D3c13E162232',\n      underlying: '0xa90424D5D3E770e8644103AB503ed775dD1318FD',\n      symbol: 'wPGx',\n      name: 'Wrapped Procter & Gamble xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xa3B6Fe1a923585bb828fCFAa460B78EeFD5aE2EC',\n      underlying: '0x6d482CeC5f9dd1f05CCee9Fd3ff79B246170F8e2',\n      symbol: 'wPLTRx',\n      name: 'Wrapped Palantir xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xF429759BBf687118efd6B3713303006C356b8765',\n      underlying: '0x536825370F1159cBA953055f5c2F16DDc7B5a348',\n      symbol: 'wPLx',\n      name: 'Wrapped Planet Labs xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x7C2e00e6b0d519a8C492d20c2524342A4398FF34',\n      underlying: '0x02a6c1789c3B4FDb1a7a3DfA39F90e5d3c94F4F9',\n      symbol: 'wPMx',\n      name: 'Wrapped Philip Morris xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xCf4953c617CD1306A1f9236084204fBc67FDA2Ac',\n      underlying: '0xf706585e7e8900bE0267bEE3B9A2F70835EC6628',\n      symbol: 'wPYPLx',\n      name: 'Wrapped PayPal xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xdbD9232fee15351068Fe02F0683146e16D9f2cEa',\n      underlying: '0xa753A7395cAe905Cd615Da0B82A53E0560f250af',\n      symbol: 'wQQQx',\n      name: 'Wrapped Nasdaq xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xc1de0BA489E6a5df9ebbA3911e382b455DeDF8c3',\n      underlying: '0x5d8dA1417E3565eb02C9ca8cC588bE5D8F65b1c5',\n      symbol: 'wRBLXx',\n      name: 'Wrapped Roblox xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xE99c177Bcb254bE2A0333c3B7071c696400Df1cF',\n      underlying: '0x6Ac47387f0a2798dF4C4eE5bb31ab9517ac97cb8',\n      symbol: 'wRIOTx',\n      name: 'Wrapped Riot Platforms xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xf3f249dBaA9E3e9C9B78b1784cECd954e829aC81',\n      underlying: '0xE17ce7dD2afb6Da3488fD9ef2558523D569e17B4',\n      symbol: 'wRKLBx',\n      name: 'Wrapped Rocket Lab xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4329d7C2Fa1De1c7218cd0c68587e2225C8C53fB',\n      underlying: '0x7c7445A40926152B8d24aBDb9020e219d3D3380a',\n      symbol: 'wSATAx',\n      name: 'Wrapped Strive, Inc. Series A Preferred xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x9Fd163B1020535C24A3140DB9BB1153E6dEf8fCd',\n      underlying: '0x338791c58fdED314b81EAb139A1A2Fb7967D90d6',\n      symbol: 'wSBETx',\n      name: 'Wrapped SharpLink Gaming xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xB9FCE7dcDfa1962EB53B3e2000554A77F0c10E8b',\n      underlying: '0xF6D87E523512704C29E9b7cA3e9e6226bDCE3EA1',\n      symbol: 'wSCHFx',\n      name: 'Wrapped Schwab International Equity xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x93bd84EE978b60f37df0639f70EAC621e542AD4b',\n      underlying: '0x4833e7f4f0460f4B72A3a5879A6C9841bCC5B58B',\n      symbol: 'wSLVx',\n      name: 'Wrapped iShares Silver Trust xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x382567e5D72eca3eD2Bb97a4e42918107E09fab0',\n      underlying: '0x7F8ba411ECBC0A135d669d5EaE5D15b0Ca0b0ea1',\n      symbol: 'wSPCEx',\n      name: 'Wrapped Virgin Galactic xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x8e2eeD8b8B5E13Ea7BF38e50d7821d2C57309072',\n      underlying: '0x68fa48B1C2FE52b3D776E1953e0E782b5044Ce28',\n      symbol: 'wSPCXx',\n      name: 'Wrapped SpaceX xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x2f5a59Dd87C57fBfA10a5Ab12fD902C8AFdA2dfD',\n      underlying: '0xD3c5Af6B2F0F754b2141f368cFc5ea99C3594d3a',\n      symbol: 'wSPGIx',\n      name: 'Wrapped S&P Global xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xc88FcD8B874fDb3256E8B55b3decB8c24EAb4c02',\n      underlying: '0x90A2a4c76b5D8c0bc892A69EA28Aa775a8f2dD48',\n      symbol: 'wSPYx',\n      name: 'Wrapped SP500 xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x0B2456017C5Df2dFc0289740C4b352049892780C',\n      underlying: '0x1Aad217B8F78dbA5E6693460e8470F8b1A3977f3',\n      symbol: 'wSTRCx',\n      name: 'Wrapped Strategy PP Variable xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xB038B3b1f999897035AD4Ea65A9d6F59E2e86588',\n      underlying: '0x38E0445308E7FcD5230F2DF6b52B36DD4FF313b6',\n      symbol: 'wSTRKx',\n      name: 'Wrapped Strategy PP Fixed xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xCd932bF1c895B7143ec34Df5Ae7889D3853904D8',\n      underlying: '0x4cbf89ED7Bb30b8a860fa86d3c96E9c72931299b',\n      symbol: 'wTBLLx',\n      name: 'Wrapped TBLL xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xfa4fFDbf6D53E1539B03823D72886Ab9510250E7',\n      underlying: '0x61AeE4f4e6B62806c26eafF921e7F41782cA2E03',\n      symbol: 'wTEMx',\n      name: 'Wrapped Tempus AI xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x0420112790C619Fbbd44106bC72ce217b515269A',\n      underlying: '0xAB6a44AD34D083f463fa6F64d0619F11eB2cb48D',\n      symbol: 'wTGTx',\n      name: 'Wrapped Target xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x89EA0284308dEEF33a22abd7ea33888b4349108C',\n      underlying: '0xAF072F109A2C173D822a4fe9af311A1B18F83d19',\n      symbol: 'wTMOx',\n      name: 'Wrapped Thermo Fisher xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xF940Fd9D8B80412C47691442075848cc05cD6732',\n      underlying: '0x68F3DDEE8BAE33691E7CD0372984fD857E842760',\n      symbol: 'wTMUSx',\n      name: 'Wrapped T-Mobile xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4b12EB39418e30fC0e86E36CDac0545c1d9edAc9',\n      underlying: '0xe95ab205e333443D7970336D5fD827eF9eD97608',\n      symbol: 'wTONXx',\n      name: 'Wrapped TON xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x3D843414E617CBb9D2328c7eCF155d7C18139D6A',\n      underlying: '0xfDDDb57878eF9D6f681Ec4381DCB626b9E69AC86',\n      symbol: 'wTQQQx',\n      name: 'Wrapped TQQQ xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x93730D679190e831caea5e4ce46a5701D555e0F2',\n      underlying: '0xeCF59a3FD0224D33429920f8fa6dE493abc4EFC0',\n      symbol: 'wTRONx',\n      name: 'Wrapped Tron xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x43680aBF18cf54898Be84C6eF78237CFBD441883',\n      underlying: '0x8aD3c73F833d3F9A523aB01476625F269aEB7Cf0',\n      symbol: 'wTSLAx',\n      name: 'Wrapped Tesla xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x083283FAfD9CEC6145ce6a4A50F020A01737De52',\n      underlying: '0x9e3bf4Ecfc44EeDD624F26656B6736a3F093b073',\n      symbol: 'wTSMx',\n      name: 'Wrapped TSMC xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xb10F7AA3BC0ad9FcE5Fc99702C2022d47BA93827',\n      underlying: '0x75639aE3A05079873D7189DcbDBc455898cAe904',\n      symbol: 'wTx',\n      name: 'Wrapped AT&T xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4BEa51f138A30329b8855bf0DaE85EA5644Ada82',\n      underlying: '0xdb9783Ca04bBD64fe2c6d7B9503A979b3DE30729',\n      symbol: 'wUBERx',\n      name: 'Wrapped Uber xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xA0412CE46fE877b7f174B82aCD95E70063BbaF2a',\n      underlying: '0x167A6375DA1eFc4a5BE0f470E73eCEfd66245048',\n      symbol: 'wUNHx',\n      name: 'Wrapped UnitedHealth xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x92DB84B2358E97976DAD16f91E6aeb9B2A757e76',\n      underlying: '0x7AB6C97f65e4227adc5090Bd31a376D1F36f39fa',\n      symbol: 'wVSTx',\n      name: 'Wrapped Vistra xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xE9161F111c55Bdd67525C1d4F9bbca07750aaAb7',\n      underlying: '0xbD730E618bcD88C82dDeE52e10275CF2f88A4777',\n      symbol: 'wVTIx',\n      name: 'Wrapped Vanguard xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x48Da55D8FE70A4E3ec421736369BACB8D62Fa089',\n      underlying: '0x6d5edEEbBc6A4099Eb8bb289EB3b80D799f7b28C',\n      symbol: 'wVTx',\n      name: 'Wrapped Vanguard Total World xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x3cf193acf378Ec224a0209Be888b4b0B963E1896',\n      underlying: '0x2363FD1235C1B6d3A5088DdF8dF3A0b3A30C5293',\n      symbol: 'wVx',\n      name: 'Wrapped Visa xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x4cA269239B760787bB2A54C055c383FD2DADE779',\n      underlying: '0xc435b3C41AE56d9Bc57b8525F4d522C978F168e8',\n      symbol: 'wWBDx',\n      name: 'Wrapped Warner Bros. Discovery xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x97C4C1704111B7c2304B177C37858B7169c667f9',\n      underlying: '0xfEEE18422F8F1cD6193C12aAfad7123DbfF15517',\n      symbol: 'wWENx',\n      name: \"Wrapped Wendy's xStock\",\n      decimals: 18,\n    },\n    {\n      wrapper: '0xa24D9c43D64c76aCD962003647FD43a85eb44Db8',\n      underlying: '0x7AEfc9965699fBea943e03264d96e50CD4A97b21',\n      symbol: 'wWMTx',\n      name: 'Wrapped Walmart xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0xf068165CFf011A56562F855b44CF690e371232C8',\n      underlying: '0xC0c2150cf0870E2d7aBc7cDe17C20A542faFBB9B',\n      symbol: 'wWULFx',\n      name: 'Wrapped TeraWulf xStock',\n      decimals: 18,\n    },\n    {\n      wrapper: '0x448bC811F60eac772775dD53421380E8D4DC4338',\n      underlying: '0xEEdb0273c5Af792745180e9fF568cD01550fFA13',\n      symbol: 'wXOMx',\n      name: 'Wrapped Exxon Mobil xStock',\n      decimals: 18,\n    },\n  ],\n}\n","/**\n * Resolve xStocks (tokenized equities) to their Backed ERC4626 wrapper, and\n * back.\n *\n * xStocks are rebasing, so they can't be used directly in AMMs / Panoptic\n * pools — those are built on the non-rebasing **wrapped** version minted by the\n * Backed `WrappedBackedTokenFactory`. CoW Swap, by contrast, trades the\n * unwrapped xStock. A user who buys e.g. NVDAx on CoW therefore holds the\n * unwrapped token and must wrap it before lending it or selling it through the\n * Uniswap/Panoptic venue.\n *\n * The factory exposes no underlying→wrapper lookup and its `NewToken` event\n * omits the underlying, so this mapping is generated offline (see\n * `scripts/gen-xstock-wrappers.ts`) into {@link XSTOCK_WRAPPERS} and resolved\n * statically here — no runtime fetch.\n *\n * Each wrapper is a standard ERC4626 vault: `asset()` is the underlying xStock,\n * `deposit` wraps, `redeem` unwraps, and `convertToShares`/`convertToAssets`\n * (or `previewDeposit`/`previewRedeem`) convert amounts.\n *\n * @module cow/xstockWrappers\n */\n\nimport type { Address } from 'viem'\n\nimport { XSTOCK_WRAPPERS } from './xstockWrappers.generated'\n\nexport { XSTOCK_WRAPPERS }\n\n/** A single xStock → wrapper mapping entry. */\nexport interface XstockWrapperInfo {\n  /** ERC4626 wrapper (the token Panoptic/Uniswap pools trade). */\n  wrapper: Address\n  /** Underlying rebasing xStock (`asset()` of the wrapper; the CoW-traded token). */\n  underlying: Address\n  /** Wrapper symbol, e.g. `wNVDAx`. */\n  symbol: string\n  /** Wrapper name, e.g. `Wrapped NVIDIA xStock`. */\n  name: string\n  /** Wrapper (and underlying) ERC20 decimals. */\n  decimals: number\n}\n\n/** Generated registry keyed by chainId. */\nexport type XstockWrapperRegistry = Partial<Record<number, XstockWrapperInfo[]>>\n\n/**\n * Per-chain lookup indices, built lazily from the static registry. Keys are\n * lowercased addresses for case-insensitive matching. Caching static config is\n * safe (it carries no dynamic on-chain data).\n */\nconst indexCache = new Map<\n  number,\n  { byUnderlying: Map<string, XstockWrapperInfo>; byWrapper: Map<string, XstockWrapperInfo> }\n>()\n\nfunction getIndex(chainId: number) {\n  let idx = indexCache.get(chainId)\n  if (!idx) {\n    const byUnderlying = new Map<string, XstockWrapperInfo>()\n    const byWrapper = new Map<string, XstockWrapperInfo>()\n    for (const entry of XSTOCK_WRAPPERS[chainId] ?? []) {\n      byUnderlying.set(entry.underlying.toLowerCase(), entry)\n      byWrapper.set(entry.wrapper.toLowerCase(), entry)\n    }\n    idx = { byUnderlying, byWrapper }\n    indexCache.set(chainId, idx)\n  }\n  return idx\n}\n\n/**\n * Resolve the wrapper for an unwrapped xStock. Returns `undefined` when the\n * address isn't a known xStock underlying on this chain.\n */\nexport function getXstockWrapper(\n  chainId: number,\n  underlying: Address,\n): XstockWrapperInfo | undefined {\n  return getIndex(chainId).byUnderlying.get(underlying.toLowerCase())\n}\n\n/**\n * Resolve the underlying xStock for a wrapper address. Returns `undefined` when\n * the address isn't a known xStock wrapper on this chain.\n */\nexport function getXstockUnderlying(\n  chainId: number,\n  wrapper: Address,\n): XstockWrapperInfo | undefined {\n  return getIndex(chainId).byWrapper.get(wrapper.toLowerCase())\n}\n\n/** True if `address` is a known unwrapped xStock on this chain. */\nexport function isXstockUnderlying(chainId: number, address: Address): boolean {\n  return getXstockWrapper(chainId, address) !== undefined\n}\n\n/** True if `address` is a known xStock wrapper on this chain. */\nexport function isXstockWrapper(chainId: number, address: Address): boolean {\n  return getXstockUnderlying(chainId, address) !== 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package/dist/greeks-GysWXct-.js.map

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-{"version":3,"file":"greeks-GysWXct-.js","names":["Q192","exponent: bigint","value: bigint","value: string","numerator: bigint","denominator: bigint","precision: bigint","leftNumerator: bigint","leftDenominator: bigint","rightNumerator: bigint","rightDenominator: bigint","tick: bigint","sqrtPriceX96: bigint","decimals0: bigint","decimals1: bigint","price: string","tickLower: bigint","tickUpper: bigint","feeBps: bigint","tickSpacing: bigint","currentTick: bigint","toleranceBps: bigint","tick: bigint","isAssetToken0: boolean","numerator: bigint","denominator: bigint","leg: Pick<TokenIdLeg, 'asset'>","assetIndex?: bigint","leg: TokenIdLeg","m: bigint","qCurrentTick: bigint","qStrikeTick: bigint","qMintTick: bigint","_definedRisk: boolean","swapAtMint: boolean","itmOffsetNotional: bigint","halfWidthTick: bigint","isPut: boolean","sqrtK","sqrtPm","sqrtR","rX192","diff","diffSqX192","tokenType: bigint","legs: Pick<TokenIdLeg, 'tokenType' | 'isLong'>[]","currentTick: bigint","mintTick: bigint","positionSize: bigint","poolTickSpacing: bigint","definedRisk: boolean","swapAtMint?: boolean","v: bigint","mintTick: bigint | undefined","vDelta","isPut","debtDelta","itmDelta","vDelta: bigint","delta: bigint","fromAsset: bigint","vaultAssetIndex: 0n | 1n","input: PositionGreeksInput","sum","input: Omit<PositionGreeksInput, 'assetIndex' | 'swapAtMint'> & {\n    assetIndex: 0n | 1n\n  }","positions: PositionGreeksInput[]","input: PositionGreeksInput & { swapAtMint: boolean }"],"sources":["../src/panoptic/v2/utils/constants.ts","../src/panoptic/v2/formatters/tick.ts","../src/panoptic/v2/greeks/index.ts"],"sourcesContent":["/**\n * Constants for the Panoptic v2 SDK.\n * @module v2/utils/constants\n */\n\n/**\n * WAD constant (10^18) used for fixed-point arithmetic.\n * Commonly used for spread calculations and other WAD-scaled values.\n */\nexport const WAD = 10n ** 18n\n\n/**\n * Zero collateral object for guest mode.\n * Returns safe defaults when no wallet is connected.\n */\nexport const ZERO_COLLATERAL = {\n  token0: {\n    assets: 0n,\n    shares: 0n,\n    availableAssets: 0n,\n    lockedAssets: 0n,\n  },\n  token1: {\n    assets: 0n,\n    shares: 0n,\n    availableAssets: 0n,\n    lockedAssets: 0n,\n  },\n} as const\n\n/**\n * Zero valuation object for guest mode.\n * Returns safe defaults when no wallet is connected.\n */\nexport const ZERO_VALUATION = {\n  netLiquidationValue0: 0n,\n  netLiquidationValue1: 0n,\n  maintenanceMargin0: 0n,\n  maintenanceMargin1: 0n,\n  marginExcess0: 0n,\n  marginExcess1: 0n,\n} as const\n\n/**\n * Storage schema version for the SDK.\n * Increment when storage format changes (triggers migration or clear).\n */\nexport const SCHEMA_VERSION = 1\n\n/**\n * Storage key prefix for all SDK data.\n */\nexport const STORAGE_PREFIX = 'panoptic-v2-sdk'\n\n/**\n * Maximum number of chunks that can be tracked per pool.\n * Exceeding this limit throws ChunkLimitError.\n */\nexport const MAX_TRACKED_CHUNKS = 1000\n\n/**\n * Default reorg depth for chain reorganization handling.\n * On reorg detection, rollback this many blocks and re-sync.\n */\nexport const REORG_DEPTH = 128n\n\n/**\n * Oracle epoch duration in seconds (64 seconds per epoch).\n */\nexport const ORACLE_EPOCH_SECONDS = 64n\n\n/**\n * Minimum tick value for Uniswap v3/v4 pools.\n */\nexport const MIN_TICK = -887272n\n\n/**\n * Maximum tick value for Uniswap v3/v4 pools.\n */\nexport const MAX_TICK = 887272n\n\n/**\n * Basis points denominator (100% = 10000 bps).\n */\nexport const BPS_DENOMINATOR = 10000n\n\n/**\n * Utilization denominator (100% = 10000).\n */\nexport const UTILIZATION_DENOMINATOR = 10000n\n","/**\n * Tick and price formatters for Uniswap V3/V4 pools.\n *\n * Ticks represent logarithmic prices where: price = 1.0001^tick\n *\n * @module v2/formatters/tick\n */\n\nimport { MAX_TICK, MIN_TICK } from '../utils/constants'\n\nconst Q192 = 1n << 192n\nconst RAW_PRICE_PRECISION = 40n\n\nfunction pow10(exponent: bigint): bigint {\n  if (exponent < 0n) {\n    throw new RangeError('Exponent must be non-negative')\n  }\n  return 10n ** exponent\n}\n\nfunction absBigint(value: bigint): bigint {\n  return value < 0n ? -value : value\n}\n\nfunction trimTrailingZeros(value: string): string {\n  const dotIndex = value.indexOf('.')\n  if (dotIndex === -1) return value\n\n  let end = value.length\n  while (end > dotIndex && value[end - 1] === '0') {\n    end -= 1\n  }\n\n  if (end === dotIndex + 1) {\n    end = dotIndex\n  }\n\n  return value.slice(0, end)\n}\n\nfunction formatRatio(numerator: bigint, denominator: bigint, precision: bigint): string {\n  if (precision < 0n) {\n    throw new RangeError('Precision must be non-negative')\n  }\n\n  const sign = numerator < 0n ? '-' : ''\n  const absNumerator = numerator < 0n ? -numerator : numerator\n\n  const scale = pow10(precision)\n  const scaled = (absNumerator * scale + denominator / 2n) / denominator\n  const integerPart = scaled / scale\n  const fractionalPart = scaled % scale\n\n  if (precision === 0n) {\n    return `${sign}${integerPart}`\n  }\n\n  return `${sign}${integerPart}.${fractionalPart.toString().padStart(Number(precision), '0')}`\n}\n\nfunction parseDecimalToFraction(value: string): { numerator: bigint; denominator: bigint } {\n  const trimmed = value.trim()\n  if (trimmed.length === 0) {\n    throw new Error('Price must be a number')\n  }\n\n  const isNegative = trimmed.startsWith('-')\n  const unsigned = isNegative || trimmed.startsWith('+') ? trimmed.slice(1) : trimmed\n\n  const [basePart, exponentPart] = unsigned.toLowerCase().split('e')\n  const [integerStr, fractionalStr = ''] = basePart.split('.')\n\n  if (integerStr === '' && fractionalStr === '') {\n    throw new Error('Price must be a number')\n  }\n\n  const integerDigits = integerStr === '' ? '0' : integerStr\n  const digits = `${integerDigits}${fractionalStr}`\n\n  let numerator = BigInt(digits === '' ? '0' : digits)\n  let denominator = pow10(BigInt(fractionalStr.length))\n\n  if (exponentPart !== undefined && exponentPart !== '') {\n    const exponent = BigInt(exponentPart)\n    if (exponent > 0n) {\n      numerator *= pow10(exponent)\n    } else if (exponent < 0n) {\n      denominator *= pow10(-exponent)\n    }\n  }\n\n  if (isNegative) {\n    numerator = -numerator\n  }\n\n  return { numerator, denominator }\n}\n\nfunction compareRatios(\n  leftNumerator: bigint,\n  leftDenominator: bigint,\n  rightNumerator: bigint,\n  rightDenominator: bigint,\n): -1 | 0 | 1 {\n  const left = leftNumerator * rightDenominator\n  const right = rightNumerator * leftDenominator\n\n  if (left === right) return 0\n  return left < right ? -1 : 1\n}\n\nexport function tickToSqrtPriceX96(tick: bigint): bigint {\n  if (tick < MIN_TICK || tick > MAX_TICK) {\n    throw new RangeError('Tick out of bounds')\n  }\n\n  const absTick = tick < 0n ? -tick : tick\n\n  let ratio =\n    (absTick & 0x1n) !== 0n\n      ? 0xfffcb933bd6fad37aa2d162d1a594001n\n      : 0x100000000000000000000000000000000n\n  if ((absTick & 0x2n) !== 0n) ratio = (ratio * 0xfff97272373d413259a46990580e213an) >> 128n\n  if ((absTick & 0x4n) !== 0n) ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdccn) >> 128n\n  if ((absTick & 0x8n) !== 0n) ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0n) >> 128n\n  if ((absTick & 0x10n) !== 0n) ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644n) >> 128n\n  if ((absTick & 0x20n) !== 0n) ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0n) >> 128n\n  if ((absTick & 0x40n) !== 0n) ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861n) >> 128n\n  if ((absTick & 0x80n) !== 0n) ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053n) >> 128n\n  if ((absTick & 0x100n) !== 0n) ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4n) >> 128n\n  if ((absTick & 0x200n) !== 0n) ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54n) >> 128n\n  if ((absTick & 0x400n) !== 0n) ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3n) >> 128n\n  if ((absTick & 0x800n) !== 0n) ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9n) >> 128n\n  if ((absTick & 0x1000n) !== 0n) ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825n) >> 128n\n  if ((absTick & 0x2000n) !== 0n) ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5n) >> 128n\n  if ((absTick & 0x4000n) !== 0n) ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7n) >> 128n\n  if ((absTick & 0x8000n) !== 0n) ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6n) >> 128n\n  if ((absTick & 0x10000n) !== 0n) ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9n) >> 128n\n  if ((absTick & 0x20000n) !== 0n) ratio = (ratio * 0x5d6af8dedb81196699c329225ee604n) >> 128n\n  if ((absTick & 0x40000n) !== 0n) ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98n) >> 128n\n  if ((absTick & 0x80000n) !== 0n) ratio = (ratio * 0x48a170391f7dc42444e8fa2n) >> 128n\n\n  if (tick > 0n) {\n    ratio = ((1n << 256n) - 1n) / ratio\n  }\n\n  const remainderMask = (1n << 32n) - 1n\n  const sqrtPriceX96 = (ratio >> 32n) + ((ratio & remainderMask) === 0n ? 0n : 1n)\n\n  return sqrtPriceX96\n}\n\nconst MIN_SQRT_PRICE_X96 = tickToSqrtPriceX96(MIN_TICK)\nconst MAX_SQRT_PRICE_X96 = tickToSqrtPriceX96(MAX_TICK)\n\nfunction getPriceRatioFromSqrtPriceX96(sqrtPriceX96: bigint): {\n  numerator: bigint\n  denominator: bigint\n} {\n  return {\n    numerator: sqrtPriceX96 * sqrtPriceX96,\n    denominator: Q192,\n  }\n}\n\nfunction getRawPriceRatio(tick: bigint): { numerator: bigint; denominator: bigint } {\n  return getPriceRatioFromSqrtPriceX96(tickToSqrtPriceX96(tick))\n}\n\nfunction adjustRatioForDecimals(\n  numerator: bigint,\n  denominator: bigint,\n  decimals0: bigint,\n  decimals1: bigint,\n): { numerator: bigint; denominator: bigint } {\n  const diff = decimals0 - decimals1\n  if (diff === 0n) {\n    return { numerator, denominator }\n  }\n\n  if (diff > 0n) {\n    return { numerator: numerator * pow10(diff), denominator }\n  }\n\n  return { numerator, denominator: denominator * pow10(-diff) }\n}\n\n/**\n * Convert a tick to a raw price string (no decimal adjustment).\n * Uses the formula: price = 1.0001^tick\n *\n * This returns the raw price ratio, not adjusted for token decimals.\n * A fixed internal precision is used and trailing zeros are trimmed.\n *\n * @param tick - The tick value\n * @returns Price string\n *\n * @example\n * ```typescript\n * tickToPrice(0n)       // \"1\"\n * tickToPrice(1000n)    // \"1.105...\" (approximately)\n * tickToPrice(-1000n)   // \"0.904...\" (approximately)\n * tickToPrice(200000n)  // Very large number\n * ```\n */\nexport function tickToPrice(tick: bigint): string {\n  const { numerator, denominator } = getRawPriceRatio(tick)\n  const price = formatRatio(numerator, denominator, RAW_PRICE_PRECISION)\n  return trimTrailingZeros(price)\n}\n\n/**\n * Convert a tick to a human-readable price with decimal scaling.\n * Uses the formula: price = 1.0001^tick * 10^(decimals0-decimals1)\n *\n * This adjusts for the different decimals of the two tokens in the pair.\n *\n * @param tick - The tick value\n * @param decimals0 - Decimals of token0\n * @param decimals1 - Decimals of token1\n * @param precision - Number of decimal places to display\n * @returns Formatted price string\n *\n * @example\n * ```typescript\n * // WETH/USDC pool (18 decimals / 6 decimals)\n * // At tick ~200000, price is roughly $2000 per ETH\n * tickToPriceDecimalScaled(200000n, 18n, 6n, 2n) // \"2000.00\" (approximately)\n *\n * // For token1/token0 price, swap the decimals\n * tickToPriceDecimalScaled(200000n, 6n, 18n, 6n) // \"0.000500\" (approximately)\n * ```\n */\nexport function tickToPriceDecimalScaled(\n  tick: bigint,\n  decimals0: bigint,\n  decimals1: bigint,\n  precision: bigint,\n): string {\n  const rawRatio = getRawPriceRatio(tick)\n  const { numerator, denominator } = adjustRatioForDecimals(\n    rawRatio.numerator,\n    rawRatio.denominator,\n    decimals0,\n    decimals1,\n  )\n\n  return formatRatio(numerator, denominator, precision)\n}\n\n/**\n * Convert a sqrtPriceX96 to a human-readable price with decimal scaling.\n *\n * Uses the formula: price = (sqrtPriceX96^2 / 2^192) * 10^(decimals0-decimals1)\n *\n * @param sqrtPriceX96 - The sqrt price in Q64.96 format\n * @param decimals0 - Decimals of token0\n * @param decimals1 - Decimals of token1\n * @param precision - Number of decimal places to display\n * @returns Formatted price string\n *\n * @example\n * ```typescript\n * sqrtPriceX96ToPriceDecimalScaled(2n ** 96n, 18n, 18n, 2n) // \"1.00\"\n * ```\n */\nexport function sqrtPriceX96ToPriceDecimalScaled(\n  sqrtPriceX96: bigint,\n  decimals0: bigint,\n  decimals1: bigint,\n  precision: bigint,\n): string {\n  const rawRatio = getPriceRatioFromSqrtPriceX96(sqrtPriceX96)\n  const { numerator, denominator } = adjustRatioForDecimals(\n    rawRatio.numerator,\n    rawRatio.denominator,\n    decimals0,\n    decimals1,\n  )\n\n  return formatRatio(numerator, denominator, precision)\n}\n\n/**\n * Convert a price to a tick value.\n *\n * @param price - The price string\n * @param decimals0 - Decimals of token0\n * @param decimals1 - Decimals of token1\n * @returns The tick value (rounded to nearest integer)\n *\n * @example\n * ```typescript\n * // WETH/USDC: What tick for $2000 per ETH?\n * priceToTick(\"2000\", 18n, 6n) // ~200000n\n *\n * // Inverse: What tick for 0.0005 ETH per USDC?\n * priceToTick(\"0.0005\", 6n, 18n) // ~200000n\n * ```\n */\nexport function priceToTick(price: string, decimals0: bigint, decimals1: bigint): bigint {\n  const parsed = parseDecimalToFraction(price)\n  if (parsed.numerator <= 0n) {\n    throw new Error('Price must be positive')\n  }\n\n  let targetNumerator = parsed.numerator\n  let targetDenominator = parsed.denominator\n\n  const diff = decimals0 - decimals1\n  if (diff > 0n) {\n    targetDenominator *= pow10(diff)\n  } else if (diff < 0n) {\n    targetNumerator *= pow10(-diff)\n  }\n\n  let low = MIN_TICK\n  let high = MAX_TICK\n\n  while (low <= high) {\n    const mid = (low + high) / 2n\n    const { numerator, denominator } = getRawPriceRatio(mid)\n    const cmp = compareRatios(numerator, denominator, targetNumerator, targetDenominator)\n\n    if (cmp === 0) {\n      return mid\n    }\n\n    if (cmp < 0) {\n      low = mid + 1n\n    } else {\n      high = mid - 1n\n    }\n  }\n\n  const floorTick = high\n  const ceilTick = low\n\n  if (floorTick < MIN_TICK) return MIN_TICK\n  if (ceilTick > MAX_TICK) return MAX_TICK\n\n  const floorRatio = getRawPriceRatio(floorTick)\n  const ceilRatio = getRawPriceRatio(ceilTick)\n\n  const floorDiffNumerator = absBigint(\n    targetNumerator * floorRatio.denominator - floorRatio.numerator * targetDenominator,\n  )\n  const ceilDiffNumerator = absBigint(\n    targetNumerator * ceilRatio.denominator - ceilRatio.numerator * targetDenominator,\n  )\n  const floorDiffDenominator = targetDenominator * floorRatio.denominator\n  const ceilDiffDenominator = targetDenominator * ceilRatio.denominator\n\n  return floorDiffNumerator * ceilDiffDenominator <= ceilDiffNumerator * floorDiffDenominator\n    ? floorTick\n    : ceilTick\n}\n\n/**\n * Convert a sqrtPriceX96 value to the nearest tick.\n *\n * @param sqrtPriceX96 - The sqrt price in Q64.96 format\n * @returns The tick value (rounded to nearest integer)\n *\n * @example\n * ```typescript\n * const tick = sqrtPriceX96ToTick(2n ** 96n) // 0n\n * ```\n */\nexport function sqrtPriceX96ToTick(sqrtPriceX96: bigint): bigint {\n  if (sqrtPriceX96 <= 0n) {\n    throw new Error('Sqrt price must be positive')\n  }\n\n  if (sqrtPriceX96 < MIN_SQRT_PRICE_X96 || sqrtPriceX96 > MAX_SQRT_PRICE_X96) {\n    throw new RangeError('Sqrt price out of bounds')\n  }\n\n  let low = MIN_TICK\n  let high = MAX_TICK\n\n  while (low <= high) {\n    const mid = (low + high) / 2n\n    const midSqrt = tickToSqrtPriceX96(mid)\n\n    if (midSqrt === sqrtPriceX96) {\n      return mid\n    }\n\n    if (midSqrt < sqrtPriceX96) {\n      low = mid + 1n\n    } else {\n      high = mid - 1n\n    }\n  }\n\n  const floorTick = high\n  const ceilTick = low\n\n  if (floorTick < MIN_TICK) return MIN_TICK\n  if (ceilTick > MAX_TICK) return MAX_TICK\n\n  const floorSqrt = tickToSqrtPriceX96(floorTick)\n  const ceilSqrt = tickToSqrtPriceX96(ceilTick)\n\n  const floorDiff = absBigint(sqrtPriceX96 - floorSqrt)\n  const ceilDiff = absBigint(ceilSqrt - sqrtPriceX96)\n\n  return floorDiff <= ceilDiff ? floorTick : ceilTick\n}\n\n/**\n * Format a tick value for display.\n *\n * @param tick - The tick value\n * @returns Formatted tick string\n *\n * @example\n * ```typescript\n * formatTick(200000n)  // \"200000\"\n * formatTick(-50000n)  // \"-50000\"\n * ```\n */\nexport function formatTick(tick: bigint): string {\n  return tick.toString()\n}\n\n/**\n * Get the price at a specific tick, returning both token0/token1 and token1/token0 prices.\n *\n * @param tick - The tick value\n * @param decimals0 - Decimals of token0\n * @param decimals1 - Decimals of token1\n * @param precision - Number of decimal places to display\n * @returns Object with both price directions\n *\n * @example\n * ```typescript\n * const prices = getPricesAtTick(200000n, 18n, 6n, 2n)\n * // prices.token0PerToken1 = \"0.00\" (very small)\n * // prices.token1PerToken0 = \"2000.00\" (USDC per ETH)\n * ```\n */\nexport function getPricesAtTick(\n  tick: bigint,\n  decimals0: bigint,\n  decimals1: bigint,\n  precision: bigint,\n): { token0PerToken1: string; token1PerToken0: string } {\n  const rawRatio = getRawPriceRatio(tick)\n  const adjustedRatio = adjustRatioForDecimals(\n    rawRatio.numerator,\n    rawRatio.denominator,\n    decimals0,\n    decimals1,\n  )\n\n  return {\n    token0PerToken1: formatRatio(adjustedRatio.denominator, adjustedRatio.numerator, precision),\n    token1PerToken0: formatRatio(adjustedRatio.numerator, adjustedRatio.denominator, precision),\n  }\n}\n\n/**\n * Format a tick range for display.\n *\n * @param tickLower - Lower tick\n * @param tickUpper - Upper tick\n * @returns Formatted tick range string\n *\n * @example\n * ```typescript\n * formatTickRange(-50000n, 200000n) // \"-50000 - 200000\"\n * ```\n */\nexport function formatTickRange(tickLower: bigint, tickUpper: bigint): string {\n  return `${tickLower} - ${tickUpper}`\n}\n\n/**\n * Format a price range for display.\n *\n * @param tickLower - Lower tick\n * @param tickUpper - Upper tick\n * @param decimals0 - Decimals of token0\n * @param decimals1 - Decimals of token1\n * @param precision - Number of decimal places to display\n * @returns Formatted price range string\n *\n * @example\n * ```typescript\n * formatPriceRange(0n, 0n, 18n, 18n, 2n) // \"1.00 - 1.00\"\n * ```\n */\nexport function formatPriceRange(\n  tickLower: bigint,\n  tickUpper: bigint,\n  decimals0: bigint,\n  decimals1: bigint,\n  precision: bigint,\n): string {\n  const lower = tickToPriceDecimalScaled(tickLower, decimals0, decimals1, precision)\n  const upper = tickToPriceDecimalScaled(tickUpper, decimals0, decimals1, precision)\n  return `${lower} - ${upper}`\n}\n\n/**\n * Calculate the tick spacing for a given fee tier.\n *\n * @param feeBps - Fee in basis points (e.g., 500n for 0.05%)\n * @returns Tick spacing\n *\n * @example\n * ```typescript\n * getTickSpacing(100n)  // 1n (0.01% fee tier)\n * getTickSpacing(500n)  // 10n (0.05% fee tier)\n * getTickSpacing(3000n) // 60n (0.30% fee tier)\n * getTickSpacing(10000n) // 200n (1.00% fee tier)\n * ```\n */\nexport function getTickSpacing(feeBps: bigint): bigint {\n  // Standard Uniswap V3 tick spacings\n  switch (feeBps) {\n    case 100n:\n      return 1n\n    case 500n:\n      return 10n\n    case 3000n:\n      return 60n\n    case 10000n:\n      return 200n\n    default: {\n      const spacing = feeBps / 50n\n      return spacing > 1n ? spacing : 1n\n    }\n  }\n}\n\n/**\n * Round a tick to the nearest valid tick for a given tick spacing.\n *\n * @param tick - The tick to round\n * @param tickSpacing - The tick spacing\n * @returns Rounded tick\n *\n * @example\n * ```typescript\n * roundToTickSpacing(12345n, 10n) // 12340n\n * roundToTickSpacing(12345n, 60n) // 12360n\n * roundToTickSpacing(-12345n, 10n) // -12350n\n * ```\n */\nexport function roundToTickSpacing(tick: bigint, tickSpacing: bigint): bigint {\n  const remainder = tick % tickSpacing\n  if (remainder === 0n) {\n    return tick\n  }\n  // Round to nearest\n  if (tick >= 0n) {\n    return remainder >= tickSpacing / 2n ? tick + (tickSpacing - remainder) : tick - remainder\n  }\n\n  const absRemainder = -remainder\n  return absRemainder >= tickSpacing / 2n\n    ? tick - (tickSpacing - absRemainder)\n    : tick + absRemainder\n}\n\n/**\n * Result of {@link tickLimits}.\n */\nexport interface TickLimitsResult {\n  /** Lower tick limit (clamped to MIN_TICK). */\n  low: bigint\n  /** Upper tick limit (clamped to MAX_TICK). */\n  high: bigint\n}\n\n/**\n * Compute slippage-bounded tick limits around the current tick.\n *\n * 1 tick ≈ 1 basis point (0.01 %) of price change, so a `toleranceBps`\n * of 500 allows roughly 5 % price movement.  The result is clamped to\n * the protocol's `[MIN_TICK, MAX_TICK]` range.\n *\n * Useful for setting `tickLimitLow` / `tickLimitHigh` on `openPosition`\n * and `closePosition` to protect against MEV sandwiches and volatile\n * tick moves.\n *\n * @param currentTick - The current pool tick (must be within [MIN_TICK, MAX_TICK]).\n * @param toleranceBps - Slippage tolerance in basis points (≈ ticks). Must be non-negative.\n * @returns Clamped `{ low, high }` tick limits.\n * @throws {RangeError} If `toleranceBps` is negative or `currentTick` is out of bounds.\n *\n * @example\n * ```typescript\n * const { low, high } = tickLimits(200_000n, 500n)\n * // low  = 199_500n\n * // high = 200_500n\n *\n * await openPosition({ ..., tickLimitLow: low, tickLimitHigh: high })\n * ```\n */\nexport function tickLimits(currentTick: bigint, toleranceBps: bigint): TickLimitsResult {\n  if (toleranceBps < 0n) {\n    throw new RangeError(`toleranceBps must be non-negative, got ${toleranceBps}`)\n  }\n  if (currentTick < MIN_TICK || currentTick > MAX_TICK) {\n    throw new RangeError(`currentTick ${currentTick} is out of bounds [${MIN_TICK}, ${MAX_TICK}]`)\n  }\n\n  const rawLow = currentTick - toleranceBps\n  const rawHigh = currentTick + toleranceBps\n  const low = rawLow < MIN_TICK ? MIN_TICK : rawLow\n  const high = rawHigh > MAX_TICK ? MAX_TICK : rawHigh\n\n  if (low > high) {\n    throw new RangeError(\n      `Computed tick limits are inverted: low ${low} > high ${high} (currentTick=${currentTick}, toleranceBps=${toleranceBps})`,\n    )\n  }\n\n  return { low, high }\n}\n","/**\n * Client-side greeks for the Panoptic v2 SDK.\n *\n * All functions accept bigint inputs (ticks, sizes) and return bigint values\n * in the natural token units — no artificial WAD scaling. The tick-based price\n * (1.0001^tick) naturally encodes the decimal conversion between tokens.\n *\n * Uses pure sqrtPriceX96 arithmetic for exact on-chain fidelity with PanopticQuery.\n * All intermediate calculations keep X96/X192 precision until final scaling.\n *\n * - Value: in numeraire token smallest units (e.g., USDC wei if numeraire is USDC)\n * - Delta: in asset token smallest units (e.g., WETH wei if asset is WETH)\n * - Gamma (dollar-gamma): in numeraire token smallest units\n *\n * @module v2/greeks\n */\n\nimport { tickToSqrtPriceX96 } from '../formatters/tick'\nimport type { TokenIdLeg } from '../types'\n\n// --- Internal Helpers ---\n\n/** Fixed-point scale constants for sqrtPriceX96 arithmetic */\nconst Q96 = 1n << 96n\nconst Q192 = 1n << 192n\n\n/**\n * Convert tick to quote-denominated tick based on asset direction.\n *\n * When isAssetToken0 = true (asset is token0, numeraire is token1):\n * - Tick already encodes price as token1/token0 (numeraire per asset)\n * - Return tick unchanged\n *\n * When isAssetToken0 = false (asset is token1, numeraire is token0):\n * - Tick encodes price as token1/token0, but we need token0/token1 (numeraire per asset)\n * - Invert by negating: 1/price = 1.0001^(-tick)\n */\nfunction quoteTick(tick: bigint, isAssetToken0: boolean): bigint {\n  return isAssetToken0 ? tick : -tick\n}\n\n/**\n * Divide with truncation toward zero (matches Solidity division behavior).\n *\n * JavaScript bigint division uses floor (toward negative infinity), but Solidity\n * truncates toward zero. For on-chain fidelity, we must match Solidity.\n *\n * Example:\n * - Solidity: -7 / 2 = -3 (truncate toward zero)\n * - JS bigint: -7n / 2n = -4n (floor toward -∞)\n * - This function: divTrunc(-7n, 2n) = -3n ✓\n */\nfunction divTrunc(numerator: bigint, denominator: bigint): bigint {\n  if (denominator === 0n) return 0n\n\n  const quotient = numerator / denominator\n  const remainder = numerator % denominator\n\n  // If signs differ and there's a remainder, JS floored when we need to truncate\n  // Add 1 to move toward zero\n  if (numerator < 0n !== denominator < 0n && remainder !== 0n) {\n    return quotient + 1n\n  }\n\n  return quotient\n}\n\n/** Resolve isAssetToken0: optional assetIndex overrides leg.asset */\nfunction resolveAssetDirection(leg: Pick<TokenIdLeg, 'asset'>, assetIndex?: bigint): boolean {\n  return assetIndex !== undefined ? assetIndex === 0n : leg.asset === 0n\n}\n\n/**\n * Compute the tokenType-denominated notional of a width=0 (loan/credit) leg.\n *\n * When leg.asset !== leg.tokenType, positionSize is in leg.asset units and\n * the borrowed notional is encoded via leg.strike: notional_tokenType_raw =\n * positionSize_raw × 1.0001^strike (a raw-to-raw ratio, unquoted by pool direction).\n * When leg.asset === leg.tokenType, m is already the notional (old convention).\n *\n * `m > 0` for loans (isLong=false), `m < 0` for credits (isLong=true), so the\n * returned notional is signed the same way.\n */\nfunction computeWidth0Notional(leg: TokenIdLeg, m: bigint): bigint {\n  const scaleByStrike = leg.asset !== leg.tokenType\n  if (!scaleByStrike) return m\n  // The UI stores strike with a sign that depends on leg.asset:\n  //   priceTokenTypePerAsset = 1.0001^(leg.asset === 0 ? strike : -strike)\n  // Mirror that here so K_raw matches the intended notional scaling.\n  const signedStrike = leg.asset === 0n ? leg.strike : -leg.strike\n  const sqrtKraw = tickToSqrtPriceX96(signedStrike)\n  const KrawX192 = sqrtKraw * sqrtKraw\n  return divTrunc(m * KrawX192, Q192)\n}\n\n/**\n * Calculate value for a width=0 (loan/credit) leg.\n * Width=0 means the range is a single tick (the strike), so there's no meaningful\n * \"in range\" — we use the below/above formulas which avoid division by (r-1)=0.\n *\n * This is the DEBT-ONLY value (the borrowed/lent obligation), used by delta/greeks\n * aggregation where the held-collateral side lives in a separate wallet/CT term. For\n * a standalone payoff chart that must reflect the net user-experienced payoff (which\n * depends on Zap vs Cover-at-mint), use `getLegNetValueWidth0`.\n */\nfunction getLegValueWidth0(\n  leg: TokenIdLeg,\n  m: bigint,\n  qCurrentTick: bigint,\n  qStrikeTick: bigint,\n  qMintTick: bigint,\n  isAssetToken0: boolean,\n  _definedRisk: boolean,\n): bigint {\n  // For loan/credit legs (width=0), value depends on the borrowed token.\n  // m > 0 for loans (isLong=false), m < 0 for credits (isLong=true).\n  const borrowsAsset = isCall(leg.tokenType, isAssetToken0)\n\n  const notional = computeWidth0Notional(leg, m)\n\n  if (borrowsAsset) {\n    // Asset loan/credit: debt PnL = -notional*(P - Pm); crosses y=0 at mint price, delta=-notional.\n    const sqrtP = tickToSqrtPriceX96(qCurrentTick)\n    const sqrtPm = tickToSqrtPriceX96(qMintTick)\n    const PX192 = sqrtP * sqrtP\n    const PmX192 = sqrtPm * sqrtPm\n    return divTrunc(-notional * (PX192 - PmX192), Q192)\n  } else {\n    // Numeraire loan/credit: the obligation is a constant amount of the numeraire token,\n    // so its value doesn't change with price. getLegValue is mint-relative PnL (option\n    // legs cancel the mint baseline via `itm`; the asset branch above returns\n    // -notional*(P - Pm), which is 0 at mint), so the numeraire branch's mint-relative PnL\n    // is value(P) - value(Pm) = const - const = 0. Returning a nonzero constant here would\n    // shift the whole PnL curve/baseline by the notional (double-counting the credit).\n    return 0n\n  }\n}\n\n/**\n * Calculate the NET (user-experienced) payoff value for a width=0 (loan/credit) leg.\n *\n * Unlike `getLegValueWidth0` (debt-only), this includes the collateral/holding side and\n * therefore depends on how the position was opened:\n *\n * - **Cover at mint** (`swapAtMint = false`): the collateral is sourced in the SAME token as\n *   the debt/credit, so the holding side exactly offsets it → net PnL is FLAT (0 everywhere,\n *   mint-relative), regardless of which token the leg is denominated in.\n * - **Zap** (`swapAtMint = true`): the collateral is sourced in the OTHER token, leaving a\n *   ±1-delta line in the asset (ETH), anchored to 0 at the mint price:\n *     - USDC loan  → zap to ETH:   +1 (long ETH)\n *     - ETH  loan  → zap to USDC:  −1 (short ETH)\n *     - USDC credit ← zap from ETH: −1 (short ETH)\n *     - ETH  credit ← zap from USDC: +1 (long ETH)\n *\n * @returns Net leg value in numeraire token smallest units (mint-relative PnL).\n */\nexport function getLegNetValueWidth0(\n  leg: TokenIdLeg,\n  m: bigint,\n  qCurrentTick: bigint,\n  qMintTick: bigint,\n  isAssetToken0: boolean,\n  swapAtMint: boolean,\n  itmOffsetNotional: bigint = 0n,\n): bigint {\n  // Cover at mint: collateral in the same token as the debt/credit cancels it → flat.\n  if (!swapAtMint) return 0n\n\n  const borrowsAsset = isCall(leg.tokenType, isAssetToken0)\n\n  // ITM-neutralizing credits/loans are sized to offset an option leg's mint-time ITM,\n  // which was zapped into the other token under swapAtMint and therefore carries the same\n  // ±delta line this leg would otherwise add. Net the leg's notional against that ITM\n  // (`itmOffsetNotional`, same token side, opposite sign) so a correctly-sized credit\n  // cancels to flat and only the residual (over/under-sizing) contributes a swap line.\n  const notional = computeWidth0Notional(leg, m) + itmOffsetNotional\n\n  const sqrtP = tickToSqrtPriceX96(qCurrentTick)\n  const sqrtPm = tickToSqrtPriceX96(qMintTick)\n  const PX192 = sqrtP * sqrtP\n  const PmX192 = sqrtPm * sqrtPm\n\n  if (borrowsAsset) {\n    // Debt/credit is in the asset (ETH); zapping the collateral into the numeraire leaves the\n    // debt-only asset exposure -notional*(P - Pm). (Loan → short ETH; credit → long ETH.)\n    return divTrunc(-notional * (PX192 - PmX192), Q192)\n  }\n\n  // Debt/credit is in the numeraire (USDC); zapping sources/spends the asset (ETH). We hold\n  // notional/Pm units of ETH, worth (notional/Pm)*(P - Pm) = notional*(P/Pm) - notional in\n  // numeraire. (Loan → long ETH; credit → short ETH.) Zero at mint by construction.\n  return divTrunc(notional * PX192, PmX192) - notional\n}\n\n/**\n * Compute the mint-time ITM (in-the-money) adjustment for an option leg.\n *\n * This is the `itm` baseline used by {@link getLegValue}: the amount by which the\n * position was already ITM at mint, expressed in the leg's natural units:\n * - Puts: numeraire units (added directly to the put's `debt*K + v` value).\n * - Calls: asset-ratio units (the call value multiplies it by price: `itm*P`/`itm*Pm`).\n *\n * Extracted so callers (e.g. {@link calculatePositionValue}) can build a per-side ITM\n * notional pool to net width=0 credit/loan legs against — an ITM-neutralizing credit\n * was sized to offset exactly this amount, so it should not add a spurious swap line.\n */\nfunction computeOptionItm(\n  m: bigint,\n  qStrikeTick: bigint,\n  qMintTick: bigint,\n  halfWidthTick: bigint,\n  isPut: boolean,\n): bigint {\n  if (isPut) {\n    // Put ITM adjustment\n    if (qMintTick < qStrikeTick - halfWidthTick) {\n      // Below range: itm = (K - Pm) * m\n      const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n      const sqrtPm = tickToSqrtPriceX96(qMintTick)\n      const KX192 = sqrtK * sqrtK\n      const PmX192 = sqrtPm * sqrtPm\n      return divTrunc(m * (KX192 - PmX192), Q192)\n    } else if (qMintTick > qStrikeTick + halfWidthTick) {\n      // Above range: itm = 0\n      return 0n\n    }\n    // In range: itm = m * (sqrt(K*r) - sqrt(Pm))^2 / (r - 1)\n    const sqrtKR = tickToSqrtPriceX96(qStrikeTick + halfWidthTick)\n    const sqrtPm = tickToSqrtPriceX96(qMintTick)\n    const sqrtR = tickToSqrtPriceX96(halfWidthTick)\n    const rX192 = sqrtR * sqrtR\n    const diff = sqrtKR - sqrtPm // X96\n    const diffSqX192 = diff * diff // X192\n    return divTrunc(m * diffSqX192, rX192 - Q192)\n  }\n\n  // Call ITM adjustment\n  if (qMintTick < qStrikeTick - halfWidthTick) {\n    // Below range: itm = 0\n    return 0n\n  } else if (qMintTick > qStrikeTick + halfWidthTick) {\n    // Above range: itm = (1 - K/Pm) * m\n    const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n    const sqrtPm = tickToSqrtPriceX96(qMintTick)\n    const KX192 = sqrtK * sqrtK\n    const PmX192 = sqrtPm * sqrtPm\n    return divTrunc(m * (PmX192 - KX192), PmX192)\n  }\n  // In range: itm = m * (sqrt(r) - sqrt(K/Pm))^2 / (r - 1)\n  const sqrtR = tickToSqrtPriceX96(halfWidthTick)\n  const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n  const sqrtPm = tickToSqrtPriceX96(qMintTick)\n  const rX192 = sqrtR * sqrtR\n  // sqrt(K/Pm) in X96 = sqrtK * 2^96 / sqrtPm\n  const sqrtKPmX96 = divTrunc(sqrtK * Q96, sqrtPm)\n  const diff = sqrtR - sqrtKPmX96 // X96\n  const diffSqX192 = diff * diff // X192\n  return divTrunc(m * diffSqX192, rX192 - Q192)\n}\n\n// --- Public Helpers ---\n\n/**\n * Check if leg is a call option (vs put).\n *\n * A call is when the leg moves the asset token:\n * - If asset is token0: call when tokenType=0\n * - If asset is token1: call when tokenType=1\n */\nexport function isCall(tokenType: bigint, isAssetToken0: boolean): boolean {\n  return isAssetToken0 ? tokenType === 0n : tokenType === 1n\n}\n\n/**\n * Check if position has defined risk (is a spread).\n *\n * A position is defined risk if it has 2+ legs of the same tokenType\n * with both long and short exposure.\n */\nexport function isDefinedRisk(legs: Pick<TokenIdLeg, 'tokenType' | 'isLong'>[]): boolean {\n  if (legs.length < 2) return false\n\n  for (const tt of [0n, 1n]) {\n    const group = legs.filter((l) => l.tokenType === tt)\n    if (group.length >= 2 && group.some((l) => l.isLong) && group.some((l) => !l.isLong)) {\n      return true\n    }\n  }\n  return false\n}\n\n// --- Per-Leg Greeks ---\n\n/**\n * Calculate the value of a single leg.\n *\n * Value represents the current P&L of the position in numeraire token units.\n * Combines base value (from Panoptic's piecewise formula), debt, and ITM adjustment.\n *\n * Uses sqrtPriceX96 for all calculations to maintain precision and on-chain fidelity.\n *\n * @param leg - The leg to calculate\n * @param currentTick - Current pool tick\n * @param mintTick - Tick at position mint\n * @param positionSize - Position size in asset token smallest units\n * @param poolTickSpacing - Pool tick spacing\n * @param definedRisk - Whether position is defined risk\n * @param assetIndex - Optional override for leg.asset (0n = token0 is asset, 1n = token1)\n * @returns Leg value in numeraire token smallest units\n */\nexport function getLegValue(\n  leg: TokenIdLeg,\n  currentTick: bigint,\n  mintTick: bigint,\n  positionSize: bigint,\n  poolTickSpacing: bigint,\n  definedRisk: boolean,\n  assetIndex?: bigint,\n  swapAtMint?: boolean,\n): bigint {\n  const isAssetToken0 = resolveAssetDirection(leg, assetIndex)\n  const qCurrentTick = quoteTick(currentTick, isAssetToken0)\n  const qMintTick = quoteTick(mintTick, isAssetToken0)\n  const qStrikeTick = quoteTick(leg.strike, isAssetToken0)\n  const halfWidthTick = (leg.width * poolTickSpacing) / 2n\n\n  const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio\n\n  // True loan/credit (leg.width === 0n): when the caller specifies how the position was\n  // opened (swapAtMint), return the NET user-experienced payoff (Zap vs Cover) instead of\n  // the debt-only value. Narrow options whose halfWidth rounds to 0 are excluded.\n  if (leg.width === 0n && swapAtMint !== undefined) {\n    return getLegNetValueWidth0(leg, m, qCurrentTick, qMintTick, isAssetToken0, swapAtMint)\n  }\n\n  // Width=0 (loans/credits): single-tick position, no range to integrate over.\n  if (halfWidthTick === 0n) {\n    return getLegValueWidth0(\n      leg,\n      m,\n      qCurrentTick,\n      qStrikeTick,\n      qMintTick,\n      isAssetToken0,\n      definedRisk,\n    )\n  }\n\n  // Compute base value: v = f(P, K, r) from Panoptic's piecewise formula\n  let v: bigint\n\n  if (qCurrentTick < qStrikeTick - halfWidthTick) {\n    // Below range: v = m * P\n    const sqrtP = tickToSqrtPriceX96(qCurrentTick)\n    const PX192 = sqrtP * sqrtP\n    v = divTrunc(m * PX192, Q192)\n  } else if (qCurrentTick > qStrikeTick + halfWidthTick) {\n    // Above range: v = m * K\n    const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n    const KX192 = sqrtK * sqrtK\n    v = divTrunc(m * KX192, Q192)\n  } else {\n    // In range: v = m * (2*sqrt(P*K*r) - P - K) / (r - 1)\n    const sqrtP = tickToSqrtPriceX96(qCurrentTick)\n    const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n    const sqrtPKR = tickToSqrtPriceX96(qCurrentTick + qStrikeTick + halfWidthTick)\n    const sqrtR = tickToSqrtPriceX96(halfWidthTick)\n\n    const PX192 = sqrtP * sqrtP\n    const KX192 = sqrtK * sqrtK\n    const rX192 = sqrtR * sqrtR\n\n    // v = m * (2*sqrtPKR/2^96 - PX192/2^192 - KX192/2^192) / ((rX192 - 2^192)/2^192)\n    //   = m * (2*sqrtPKR*2^96 - PX192 - KX192) / (rX192 - 2^192)\n    const numerator = m * (2n * sqrtPKR * Q96 - PX192 - KX192)\n    const denominator = rX192 - Q192\n    v = divTrunc(numerator, denominator)\n  }\n\n  const debt = -m\n  const isPut = !isCall(leg.tokenType, isAssetToken0)\n\n  // Compute ITM adjustment (differs for puts vs calls)\n  const itm = computeOptionItm(m, qStrikeTick, qMintTick, halfWidthTick, isPut)\n\n  // Compute final result based on option type\n  if (isPut) {\n    // Put: result = debt * K + v + itm\n    const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n    const KX192 = sqrtK * sqrtK\n    const debtK = divTrunc(debt * KX192, Q192)\n    return debtK + v + itm\n  } else {\n    // Call: result = debt*P + v + itm*Pm (if defined risk) or debt*P + v + itm*P (if not)\n    const sqrtP = tickToSqrtPriceX96(qCurrentTick)\n    const PX192 = sqrtP * sqrtP\n    const debtP = divTrunc(debt * PX192, Q192)\n\n    if (definedRisk) {\n      const sqrtPm = tickToSqrtPriceX96(qMintTick)\n      const PmX192 = sqrtPm * sqrtPm\n      const itmPm = divTrunc(itm * PmX192, Q192)\n      return debtP + v + itmPm\n    } else {\n      const itmP = divTrunc(itm * PX192, Q192)\n      return debtP + v + itmP\n    }\n  }\n}\n\n/**\n * Calculate the delta of a single leg.\n *\n * Delta is the rate of change of position value with respect to price.\n * For puts: delta = vDelta\n * For calls: delta = debtDelta + vDelta + itmDelta (if not defined risk)\n *\n * Uses sqrtPriceX96 for all price calculations to maintain precision.\n *\n * @param leg - The leg to calculate\n * @param currentTick - Current pool tick\n * @param positionSize - Position size in asset token smallest units\n * @param poolTickSpacing - Pool tick spacing\n * @param mintTick - Tick at mint (optional, for ITM adjustment)\n * @param definedRisk - Whether position is defined risk\n * @param assetIndex - Optional override for leg.asset (0n = token0 is asset, 1n = token1)\n * @returns Leg delta in asset token smallest units\n */\nexport function getLegDelta(\n  leg: TokenIdLeg,\n  currentTick: bigint,\n  positionSize: bigint,\n  poolTickSpacing: bigint,\n  mintTick: bigint | undefined,\n  definedRisk: boolean,\n  assetIndex?: bigint,\n): bigint {\n  const isAssetToken0 = resolveAssetDirection(leg, assetIndex)\n  const qCurrentTick = quoteTick(currentTick, isAssetToken0)\n  const qStrikeTick = quoteTick(leg.strike, isAssetToken0)\n  const halfWidthTick = (leg.width * poolTickSpacing) / 2n\n\n  const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio\n\n  // True loan/credit: leg.width === 0n (not just halfWidth rounding to 0).\n  // Debt-side exposure only — no option-like piecewise formula.\n  if (leg.width === 0n) {\n    const borrowsAsset = isAssetToken0 ? leg.tokenType === 0n : leg.tokenType === 1n\n    if (!borrowsAsset) return 0n\n    // See getLegValueWidth0 for the notional-scaling rationale.\n    if (leg.asset === leg.tokenType) return -m\n    const signedStrike = leg.asset === 0n ? leg.strike : -leg.strike\n    const sqrtKraw = tickToSqrtPriceX96(signedStrike)\n    const KrawX192 = sqrtKraw * sqrtKraw\n    const notional = divTrunc(m * KrawX192, Q192)\n    return -notional\n  }\n\n  // Narrow option whose halfWidth rounds to 0: use option-like width=0 branch\n  if (halfWidthTick === 0n) {\n    const vDelta = qCurrentTick <= qStrikeTick ? m : 0n\n    const isPut = !isCall(leg.tokenType, isAssetToken0)\n    if (isPut) return vDelta\n\n    // Call: add debt delta and ITM delta (same as normal path but no in-range branch)\n    const debtDelta = -m\n    let itmDelta = 0n\n    if (mintTick !== undefined && !definedRisk) {\n      const qMintTick = quoteTick(mintTick, isAssetToken0)\n      if (qMintTick > qStrikeTick) {\n        const sqrtPm = tickToSqrtPriceX96(qMintTick)\n        const sqrtK = tickToSqrtPriceX96(qStrikeTick)\n        const PmX192 = sqrtPm * sqrtPm\n        const KX192 = sqrtK * sqrtK\n        itmDelta = divTrunc((PmX192 - KX192) * m, PmX192)\n      }\n    }\n    return definedRisk ? debtDelta + vDelta : debtDelta + vDelta + itmDelta\n  }\n\n  // Compute vDelta: derivative of value with respect to price\n  // vDelta = P < lo ? m : P > hi ? 0 : (m * (sqrt(K*r)/sqrt(P) - 1)) / (r - 1)\n  let vDelta: bigint\n\n  if (qCurrentTick < qStrikeTick - halfWidthTick) {\n    // Below range: vDelta = m\n    vDelta = m\n  } else if (qCurrentTick > qStrikeTick + halfWidthTick) {\n    // Above range: vDelta = 0\n    vDelta = 0n\n  } else {\n    // In range: vDelta = m * (sqrt(K*r) - sqrt(P)) / (sqrt(P) * (r - 1))\n    const sqrtP = tickToSqrtPriceX96(qCurrentTick) // X96\n    const sqrtKR = tickToSqrtPriceX96(qStrikeTick + halfWidthTick) // sqrt(K*r) in X96\n    const sqrtR = tickToSqrtPriceX96(halfWidthTick) // X96\n    const rX192 = sqrtR * sqrtR // X192\n\n    // vDelta = m * (sqrtKR - sqrtP)/2^96 / (sqrtP/2^96 * (rX192 - 2^192)/2^192)\n    //        = m * (sqrtKR - sqrtP) * 2^192 / (sqrtP * (rX192 - 2^192))\n    const numerator = m * (sqrtKR - sqrtP) * Q192\n    const denominator = sqrtP * (rX192 - Q192)\n    vDelta = divTrunc(numerator, denominator)\n  }\n\n  const isPut = !isCall(leg.tokenType, isAssetToken0)\n\n  if (isPut) {\n    return vDelta\n  }\n\n  // Call: add debt delta and ITM delta\n  const debtDelta = -m\n\n  const itmDelta =\n    mintTick === undefined\n      ? 0n\n      : (() => {\n          const qMintTick = quoteTick(mintTick, isAssetToken0)\n\n          if (qMintTick < qStrikeTick - halfWidthTick) {\n            // Below range: itmDelta = 0\n            return 0n\n          } else if (qMintTick > qStrikeTick + halfWidthTick) {\n            // Above range: itmDelta = (1 - K/Pm) * m = (Pm - K) * m / Pm\n            const sqrtPm = tickToSqrtPriceX96(qMintTick) // X96\n            const sqrtK = tickToSqrtPriceX96(qStrikeTick) // X96\n            const PmX192 = sqrtPm * sqrtPm // X192\n            const KX192 = sqrtK * sqrtK // X192\n\n            // itmDelta = (1 - K/Pm) * m = (PmX192 - KX192) * m / PmX192\n            return divTrunc((PmX192 - KX192) * m, PmX192)\n          } else {\n            // In range: itmDelta = m * (sqrt(r) - sqrt(K/Pm))^2 / (r - 1)\n            const sqrtR = tickToSqrtPriceX96(halfWidthTick) // X96\n            const sqrtK = tickToSqrtPriceX96(qStrikeTick) // X96\n            const sqrtPm = tickToSqrtPriceX96(qMintTick) // X96\n            const rX192 = sqrtR * sqrtR // X192\n\n            // sqrt(K/Pm) = sqrtK / sqrtPm (both X96, so scale cancels)\n            // But we need (sqrt(r) - sqrt(K/Pm))^2, so work in X96:\n            // sqrtKPm = sqrt(K/Pm) in X96 = sqrtK * 2^96 / sqrtPm\n            const sqrtKPmX96 = (sqrtK * Q96) / sqrtPm // X96\n\n            // (sqrt(r) - sqrt(K/Pm))^2 = (sqrtR - sqrtKPmX96)^2 / 2^192\n            const diff = sqrtR - sqrtKPmX96 // X96\n            const diffSqX192 = diff * diff // X192\n\n            // itmDelta = m * diffSqX192 / 2^192 / (rX192 / 2^192 - 1)\n            //          = m * diffSqX192 / (rX192 - 2^192)\n            return divTrunc(m * diffSqX192, rX192 - Q192)\n          }\n        })()\n\n  return definedRisk ? debtDelta + vDelta : debtDelta + vDelta + itmDelta\n}\n\n/** Convert a delta between token frames at the current pool tick. */\nexport function toVaultFrameAtTick(\n  delta: bigint,\n  fromAsset: bigint,\n  vaultAssetIndex: 0n | 1n,\n  currentTick: bigint,\n  flipSignOnAssetInversion = false,\n): bigint {\n  if (fromAsset === vaultAssetIndex) return delta\n  const sqrtPriceX96 = tickToSqrtPriceX96(currentTick)\n  const converted =\n    vaultAssetIndex === 0n\n      ? (delta * Q192) / (sqrtPriceX96 * sqrtPriceX96)\n      : (delta * sqrtPriceX96 * sqrtPriceX96) / Q192\n  return flipSignOnAssetInversion ? -converted : converted\n}\n\n/**\n * Calculate one leg's wallet-aware delta in the vault asset frame.\n *\n * Width-zero loans and credits must be evaluated directly in the vault frame.\n * Option legs remain in their natural leg frame until converted at the mark tick.\n */\nexport function getLegDeltaInVaultFrame(\n  leg: TokenIdLeg,\n  currentTick: bigint,\n  positionSize: bigint,\n  poolTickSpacing: bigint,\n  mintTick: bigint | undefined,\n  definedRisk: boolean,\n  vaultAssetIndex: 0n | 1n,\n): bigint {\n  if (leg.width === 0n) {\n    return getLegDelta(\n      leg,\n      currentTick,\n      positionSize,\n      poolTickSpacing,\n      mintTick,\n      definedRisk,\n      vaultAssetIndex,\n    )\n  }\n\n  const legDelta = getLegDelta(\n    leg,\n    currentTick,\n    positionSize,\n    poolTickSpacing,\n    mintTick,\n    definedRisk,\n  )\n  return toVaultFrameAtTick(legDelta, leg.asset, vaultAssetIndex, currentTick, true)\n}\n\n/**\n * Calculate the gamma (dollar gamma) of a single leg.\n *\n * Formula: gamma = (m * sqrt(K * P * r)) / (2 * (r - 1))\n * where:\n * - m = positionSize * optionRatio (with sign based on long/short)\n * - K = strike price (numeraire/asset)\n * - P = current price (numeraire/asset)\n * - r = 1.0001^(width*tickSpacing/2) ≈ 1 (dimensionless ratio)\n *\n * Uses sqrtPriceX96 arithmetic:\n * - sqrt(K*P*r) = tickToSqrtPriceX96(strikeₜ + currentₜ + widthₜ/2)\n * - Keeps X96/X192 precision until final division\n *\n * @param leg - The leg to calculate\n * @param currentTick - Current pool tick\n * @param positionSize - Position size in asset token smallest units\n * @param poolTickSpacing - Pool tick spacing\n * @param assetIndex - Optional override for leg.asset (0n = token0 is asset, 1n = token1)\n * @returns Leg gamma in numeraire token smallest units\n */\nexport function getLegGamma(\n  leg: TokenIdLeg,\n  currentTick: bigint,\n  positionSize: bigint,\n  poolTickSpacing: bigint,\n  assetIndex?: bigint,\n): bigint {\n  const isAssetToken0 = resolveAssetDirection(leg, assetIndex)\n\n  // Convert to quote-denominated ticks (negate if asset is token0)\n  const qCurrentTick = quoteTick(currentTick, isAssetToken0)\n  const qStrikeTick = quoteTick(leg.strike, isAssetToken0)\n  const halfWidthTick = (leg.width * poolTickSpacing) / 2n\n\n  // True loan: no gamma\n  if (leg.width === 0n) return 0n\n\n  // Narrow option whose halfWidth rounds to 0: no curvature (denominator 2*(r-1)=0)\n  if (halfWidthTick === 0n) return 0n\n\n  // Range check: gamma is zero outside [strike - halfWidth, strike + halfWidth]\n  // This works in both normal and inverted tick space\n  if (qCurrentTick < qStrikeTick - halfWidthTick || qCurrentTick > qStrikeTick + halfWidthTick) {\n    return 0n\n  }\n\n  // Position size with sign: gamma uses inverted multiplier (long = positive, short = negative)\n  const m = leg.isLong ? positionSize * leg.optionRatio : -(positionSize * leg.optionRatio)\n\n  // sqrt(K * P * r) using tick addition: sqrt(K*P*r) = sqrt(1.0001^(K_tick + P_tick + r_tick))\n  const sqrtKPR = tickToSqrtPriceX96(qStrikeTick + qCurrentTick + halfWidthTick) // X96 scale\n\n  // r = 1.0001^(halfWidthTick), compute as (sqrtR)^2 to maintain precision\n  const sqrtR = tickToSqrtPriceX96(halfWidthTick) // X96 scale\n  const rX192 = sqrtR * sqrtR // X192 scale: r * 2^192\n\n  // gamma = m * sqrt(K*P*r) / (2 * (r - 1))\n  //       = m * (sqrtKPR / 2^96) / (2 * (rX192/2^192 - 1))\n  //       = m * sqrtKPR * 2^192 / (2^96 * 2 * (rX192 - 2^192))\n  //       = m * sqrtKPR * 2^96 / (2 * (rX192 - 2^192))\n  const numerator = m * sqrtKPR * Q96 // [asset] * [numeraire/asset * 2^96] * 2^96 = [numeraire * 2^192]\n  const denominator = 2n * (rX192 - Q192) // 2 * (r - 1) in X192 scale\n\n  return divTrunc(numerator, denominator) // [numeraire]\n}\n\n// --- Position-Level Aggregates ---\n\n/**\n * Parameters for position-level greek calculations.\n */\nexport interface PositionGreeksInput {\n  /** Position legs */\n  legs: TokenIdLeg[]\n  /** Current pool tick */\n  currentTick: bigint\n  /** Tick at position mint */\n  mintTick: bigint\n  /** Position size in asset token smallest units */\n  positionSize: bigint\n  /** Pool tick spacing */\n  poolTickSpacing: bigint\n  /** Optional override for leg.asset on all legs (0n = token0 is asset, 1n = token1) */\n  assetIndex?: bigint\n  /**\n   * How width=0 (loan/credit) legs were opened. When provided, `calculatePositionValue`\n   * returns the NET user-experienced payoff for those legs (Zap = ±1 line, Cover = flat)\n   * instead of the debt-only value. Leave undefined for delta/greeks aggregation, which\n   * accounts for the held collateral separately.\n   */\n  swapAtMint?: boolean\n}\n\n/**\n * Calculate total value across all legs.\n */\nexport function calculatePositionValue(input: PositionGreeksInput): bigint {\n  const { legs, currentTick, mintTick, positionSize, poolTickSpacing, assetIndex, swapAtMint } =\n    input\n  const definedRisk = isDefinedRisk(legs)\n\n  // Fast path: without swapAtMint there is no width=0 net-payoff (delta/greeks aggregation),\n  // so no ITM netting is needed — value each leg independently.\n  if (swapAtMint === undefined) {\n    return legs.reduce(\n      (sum, leg) =>\n        sum +\n        getLegValue(\n          leg,\n          currentTick,\n          mintTick,\n          positionSize,\n          poolTickSpacing,\n          definedRisk,\n          assetIndex,\n          swapAtMint,\n        ),\n      0n,\n    )\n  }\n\n  // Pass 1: accumulate each option leg's mint-time ITM into a per-side notional pool. Under\n  // swapAtMint the ITM was zapped into the other token, so a width=0 credit/loan that was\n  // created to neutralize it (see getLegNetValueWidth0) should net against this pool instead\n  // of adding a duplicate swap line. Puts contribute numeraire ITM; calls contribute asset ITM.\n  let numeraireItmPool = 0n\n  let assetItmPool = 0n\n  for (const leg of legs) {\n    const halfWidthTick = (leg.width * poolTickSpacing) / 2n\n    if (leg.width === 0n || halfWidthTick === 0n) continue // not a valued option leg\n    const isAssetToken0 = resolveAssetDirection(leg, assetIndex)\n    const qStrikeTick = quoteTick(leg.strike, isAssetToken0)\n    const qMintTick = quoteTick(mintTick, isAssetToken0)\n    const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio\n    const isPut = !isCall(leg.tokenType, isAssetToken0)\n    const itm = computeOptionItm(m, qStrikeTick, qMintTick, halfWidthTick, isPut)\n    if (isPut) numeraireItmPool += itm\n    else assetItmPool += itm\n  }\n\n  // Pass 2: sum leg values, netting width=0 legs against the matching ITM pool (consumed once).\n  let sum = 0n\n  for (const leg of legs) {\n    if (leg.width === 0n) {\n      const isAssetToken0 = resolveAssetDirection(leg, assetIndex)\n      const borrowsAsset = isCall(leg.tokenType, isAssetToken0)\n      const offset = borrowsAsset ? assetItmPool : numeraireItmPool\n      if (borrowsAsset) assetItmPool = 0n\n      else numeraireItmPool = 0n\n      const qCurrentTick = quoteTick(currentTick, isAssetToken0)\n      const qMintTick = quoteTick(mintTick, isAssetToken0)\n      const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio\n      sum += getLegNetValueWidth0(\n        leg,\n        m,\n        qCurrentTick,\n        qMintTick,\n        isAssetToken0,\n        swapAtMint,\n        offset,\n      )\n    } else {\n      sum += getLegValue(\n        leg,\n        currentTick,\n        mintTick,\n        positionSize,\n        poolTickSpacing,\n        definedRisk,\n        assetIndex,\n        swapAtMint,\n      )\n    }\n  }\n  return sum\n}\n\n/**\n * Calculate total delta across all legs.\n */\nexport function calculatePositionDelta(input: PositionGreeksInput): bigint {\n  const { legs, currentTick, mintTick, positionSize, poolTickSpacing, assetIndex } = input\n  const definedRisk = isDefinedRisk(legs)\n\n  return legs.reduce(\n    (sum, leg) =>\n      sum +\n      getLegDelta(\n        leg,\n        currentTick,\n        positionSize,\n        poolTickSpacing,\n        mintTick,\n        definedRisk,\n        assetIndex,\n      ),\n    0n,\n  )\n}\n\n/**\n * Calculate debt-only position delta in a single target asset frame.\n *\n * Option legs are first valued in their natural `leg.asset` frame, then\n * converted into `assetIndex` using the current pool price. Width-zero legs\n * are evaluated directly in the target frame.\n *\n * Width=0 loan/credit legs include only their debt obligation. The held-token\n * side must be added separately from account collateral balances, preventing a\n * zap from being counted once in the position and again in collateral.\n */\nexport function calculatePositionDeltaDebtOnly(\n  input: Omit<PositionGreeksInput, 'assetIndex' | 'swapAtMint'> & {\n    assetIndex: 0n | 1n\n  },\n): bigint {\n  const { legs, currentTick, mintTick, positionSize, poolTickSpacing, assetIndex } = input\n  const definedRisk = isDefinedRisk(legs)\n\n  return legs.reduce(\n    (sum, leg) =>\n      sum +\n      getLegDeltaInVaultFrame(\n        leg,\n        currentTick,\n        positionSize,\n        poolTickSpacing,\n        mintTick,\n        definedRisk,\n        assetIndex,\n      ),\n    0n,\n  )\n}\n\n/**\n * Calculate total gamma across all legs.\n */\nexport function calculatePositionGamma(input: PositionGreeksInput): bigint {\n  const { legs, currentTick, positionSize, poolTickSpacing, assetIndex } = input\n\n  return legs.reduce(\n    (sum, leg) => sum + getLegGamma(leg, currentTick, positionSize, poolTickSpacing, assetIndex),\n    0n,\n  )\n}\n\n/**\n * Position greeks result.\n */\nexport interface PositionGreeksResult {\n  /** Position value in numeraire token smallest units */\n  value: bigint\n  /** Position delta in asset token smallest units */\n  delta: bigint\n  /** Position gamma in numeraire token smallest units */\n  gamma: bigint\n}\n\n/**\n * Calculate all greeks for a position.\n */\nexport function calculatePositionGreeks(input: PositionGreeksInput): PositionGreeksResult {\n  return {\n    value: calculatePositionValue(input),\n    delta: calculatePositionDelta(input),\n    gamma: calculatePositionGamma(input),\n  }\n}\n\n// --- Portfolio (Multi-Position) Aggregates ---\n\n/**\n * Aggregate value across multiple independent positions.\n *\n * Each entry is valued with its OWN `positionSize`, `mintTick`, and legs, then\n * summed. Do NOT collapse multiple positions into one synthetic `PositionGreeksInput`\n * with a shared `positionSize` — `m = positionSize * optionRatio` is per-position, so a\n * shared size double-counts (and integer `optionRatio` cannot encode fractional shares).\n *\n * @param positions - One `PositionGreeksInput` per open position\n * @returns Total value in numeraire token smallest units\n */\nexport function calculatePortfolioValue(positions: PositionGreeksInput[]): bigint {\n  return positions.reduce((sum, input) => sum + calculatePositionValue(input), 0n)\n}\n\n/**\n * Aggregate delta across multiple independent positions.\n *\n * See {@link calculatePortfolioValue} for why each position must keep its own\n * `positionSize` rather than being merged into one synthetic position.\n *\n * @param positions - One `PositionGreeksInput` per open position\n * @returns Total delta in asset token smallest units\n */\nexport function calculatePortfolioDelta(positions: PositionGreeksInput[]): bigint {\n  return positions.reduce((sum, input) => sum + calculatePositionDelta(input), 0n)\n}\n\n/**\n * Aggregate gamma across multiple independent positions.\n *\n * See {@link calculatePortfolioValue} for why each position must keep its own\n * `positionSize` rather than being merged into one synthetic position.\n *\n * @param positions - One `PositionGreeksInput` per open position\n * @returns Total gamma in numeraire token smallest units\n */\nexport function calculatePortfolioGamma(positions: PositionGreeksInput[]): bigint {\n  return positions.reduce((sum, input) => sum + calculatePositionGamma(input), 0n)\n}\n\n/**\n * Calculate all greeks aggregated across multiple independent positions.\n */\nexport function calculatePortfolioGreeks(positions: PositionGreeksInput[]): PositionGreeksResult {\n  return {\n    value: calculatePortfolioValue(positions),\n    delta: calculatePortfolioDelta(positions),\n    gamma: calculatePortfolioGamma(positions),\n  }\n}\n\n// --- Loan/Credit Swap-Aware Delta ---\n\n/**\n * Calculate the effective delta of a loan leg accounting for swapAtMint.\n *\n * A loan borrows one token and (optionally) swaps it for the other at mint.\n * The net delta depends on whether the swap occurred:\n *\n * | Scenario              | Result                                          |\n * |-----------------------|-------------------------------------------------|\n * | No swap               | 0n (hold what you owe, net zero)                |\n * | Swap + borrows asset  | -m (hold numeraire, owe asset → short exposure) |\n * | Swap + borrows numer. | +m (hold asset, owe numeraire → long exposure)  |\n *\n * Only meaningful for legs with `width === 0n`. For options, use `getLegDelta`.\n *\n * @param leg - The loan leg\n * @param positionSize - Position size in asset token smallest units\n * @param swapAtMint - Whether the borrowed tokens were swapped at mint\n * @param assetIndex - Optional override for leg.asset (0n = token0 is asset)\n * @returns Effective delta in asset token smallest units\n */\nexport function getLoanEffectiveDelta(\n  leg: TokenIdLeg,\n  positionSize: bigint,\n  swapAtMint: boolean,\n  assetIndex?: bigint,\n): bigint {\n  if (!swapAtMint) return 0n\n\n  const isAssetToken0 = resolveAssetDirection(leg, assetIndex)\n  const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio\n  const borrowsAsset = isAssetToken0 ? leg.tokenType === 0n : leg.tokenType === 1n\n\n  return borrowsAsset ? -m : m\n}\n\n/**\n * Calculate total delta for a position, using swap-aware delta for loan legs.\n *\n * For legs with `width === 0n` (loans/credits), uses `getLoanEffectiveDelta`\n * which accounts for the swapAtMint flag. For option legs (`width > 0n`),\n * uses the standard `getLegDelta`.\n *\n * @param input - Position greeks input plus swapAtMint flag\n * @returns Total delta in asset token smallest units\n */\nexport function calculatePositionDeltaWithSwap(\n  input: PositionGreeksInput & { swapAtMint: boolean },\n): bigint {\n  const { legs, currentTick, mintTick, positionSize, poolTickSpacing, assetIndex, swapAtMint } =\n    input\n  const optionLegs = legs.filter((l) => l.width !== 0n)\n  const definedRisk = isDefinedRisk(optionLegs)\n\n  return legs.reduce((sum, leg) => {\n    if (leg.width === 0n) {\n      return sum + getLoanEffectiveDelta(leg, positionSize, swapAtMint, assetIndex)\n    }\n    return (\n      sum +\n      getLegDelta(\n        leg,\n        currentTick,\n        positionSize,\n        poolTickSpacing,\n        mintTick,\n        definedRisk,\n        assetIndex,\n      )\n    )\n  }, 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