@panoptic-eng/sdk 1.0.48 → 1.0.50

package/dist/{irm-C7QhFiwL.js → irm-BJaJSUjF.js}

@@ -1,5 +1,5 @@
-import { MulticallNoDataError, MulticallResultFailedError, MulticallResultMissingError, PanopticValidationError, collateralTrackerV2Abi, decodeLeftRightUnsigned, getBlockMeta, getPool, getPositions, panopticPoolV2Abi, riskEngineAbi } from "./rates-5oQD-SuM.js";
-import { NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, tickToSqrtPriceX96 } from "./greeks-9aTE-DwO.js";
+import { MulticallNoDataError, MulticallResultFailedError, MulticallResultMissingError, PanopticValidationError, collateralTrackerV2Abi, decodeLeftRightUnsigned, getBlockMeta, getPool, getPositions, panopticPoolV2Abi, riskEngineAbi } from "./rates-COAJpKRd.js";
+import { NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, tickToSqrtPriceX96 } from "./greeks-CNi1-cnp.js";
 import { decodeFunctionResult, encodeFunctionData } from "viem";
 import { call } from "viem/actions";
 
@@ -2328,24 +2328,25 @@ var _1 = {
 			"collateralTracker1": "0x69E9f9e44E5F52237493b980dd7306198C64A4E4"
 		} },
 		"v2": {
-			"semiFungiblePositionManagerV4": "0x000000000000047534b9E1D528ED997169865a64",
-			"semiFungiblePositionManagerV3": "0x000000000000031d296bBA22f188472157eEb01f",
-			"builderFactory": "0x00000000000008D41F2cd5bF144F61cEB3661F98",
-			"riskEngine": "0x0000000000000e673aECBDB5f5fE5DFAf4a8e9Ac",
-			"panopticPoolImplementation": "0x00000000000010bb6695dAAC60D0515c0A01a948",
-			"collateralTrackerImplementation": "0x0000000000002038055dB8f2B2Fd356598935C51",
+			"semiFungiblePositionManagerV4": "0x00000000000005C3287f136Ef5AF56c68Ea6849f",
+			"semiFungiblePositionManagerV3": "0x00000000000005E4693aDc8Ec0f12D686f728198",
+			"builderFactory": "0x0000000000000a3D22E158417AA639D7F71b0FF7",
+			"riskEngine": "0x0000000000000E65545005B26207D7edFd031260",
+			"panopticPoolImplementation": "0x000000000000135429F0DaCaB61639Bf6a63EbbC",
+			"collateralTrackerImplementation": "0x0000000000001d9c38CA405A2e04420865A08A33",
 			"panopticFactoryV4": "0x0000000000000c51d0f8cf4bd9adE7191372a625",
 			"panopticFactoryV3": "0x0000000000000aDC9A108591e718F2aee963a2a7",
 			"panopticHelper": "0x0000000000000000000000000000000000000000",
-			"panopticMath": "0x000000000000301F5BC0171C75967b8e78a92b10",
+			"panopticMath": "0x000000000000334bbd65C195581cf59ECf315932",
 			"panopticQuery": "0x0000000000000e1aE9c66C1c3B0A547D23389C93",
-			"interactionHelper": "0x00000000000040ae7CD505F4E0e3F34195D8c08C"
+			"interactionHelper": "0x00000000000041fe14Ce3c2392337CE501aE8328"
 		}
 	},
 	"riskEngines": [
 		"0x000000000000075e29cdaa9cb640a69e148ca7da",
 		"0x0000000000000fe1e261f66ce2f44def4f5ae0cb",
-		"0x0000000000000e673aECBDB5f5fE5DFAf4a8e9Ac"
+		"0x0000000000000e673aECBDB5f5fE5DFAf4a8e9Ac",
+		"0x0000000000000E65545005B26207D7edFd031260"
 	],
 	"markets": { "ethUsdc30bps": {
 		"currency0": "0x0000000000000000000000000000000000000000",
@@ -2367,6 +2368,63 @@ var _1 = {
 		"weth": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"
 	}
 };
+var _4663 = {
+	"chainId": 4663,
+	"infrastructure": {
+		"uniswapV3Factory": "0x1f7d7550b1b028f7571e69a784071f0205fd2efa",
+		"poolManager": "0x8366a39cc670b4001a1121b8f6a443a643e40951",
+		"stateView": "0xf3334192d15450cdd385c8b70e03f9a6bd9e673b"
+	},
+	"hypovault": {
+		"core": {
+			"hypoVaultImplementation": "0x0000000000000000000000000000000000000000",
+			"factory": "0x0000000000000000000000000000000000000000",
+			"accountant": "0x0000000000000000000000000000000000000000",
+			"rolesAuthority": "0x0000000000000000000000000000000000000000",
+			"collateralTrackerDecoderAndSanitizer": "0x0000000000000000000000000000000000000000"
+		},
+		"vaults": {
+			"wethPlpVault": "0x0000000000000000000000000000000000000000",
+			"usdcPlpVault": "0x0000000000000000000000000000000000000000"
+		},
+		"managers": {
+			"wethPlpVaultManager": "0x0000000000000000000000000000000000000000",
+			"usdcPlpVaultManager": "0x0000000000000000000000000000000000000000"
+		},
+		"turnkeySigners": {
+			"wethPlpVaultManager": "0x0000000000000000000000000000000000000000",
+			"usdcPlpVaultManager": "0x0000000000000000000000000000000000000000"
+		}
+	},
+	"panoptic": {
+		"pool": {
+			"version": "v4",
+			"panopticPool": "0x0000000000000000000000000000000000000000",
+			"collateralTracker0": "0x0000000000000000000000000000000000000000",
+			"collateralTracker1": "0x0000000000000000000000000000000000000000"
+		},
+		"v2": {
+			"semiFungiblePositionManagerV4": "0x00000000000005C3287f136Ef5AF56c68Ea6849f",
+			"semiFungiblePositionManagerV3": "0x00000000000005E4693aDc8Ec0f12D686f728198",
+			"builderFactory": "0x0000000000000a3D22E158417AA639D7F71b0FF7",
+			"riskEngine": "0x0000000000000E65545005B26207D7edFd031260",
+			"panopticPoolImplementation": "0x000000000000135429F0DaCaB61639Bf6a63EbbC",
+			"collateralTrackerImplementation": "0x0000000000001d9c38CA405A2e04420865A08A33",
+			"panopticFactoryV4": "0x0000000000000c51d0f8cf4bd9adE7191372a625",
+			"panopticFactoryV3": "0x0000000000000aDC9A108591e718F2aee963a2a7",
+			"panopticHelper": "0x0000000000000000000000000000000000000000",
+			"panopticMath": "0x000000000000334bbd65C195581cf59ECf315932",
+			"panopticQuery": "0x0000000000000e1aE9c66C1c3B0A547D23389C93",
+			"interactionHelper": "0x00000000000041fe14Ce3c2392337CE501aE8328"
+		}
+	},
+	"riskEngines": ["0x0000000000000E65545005B26207D7edFd031260"],
+	"markets": {},
+	"subgraphs": {
+		"hypovault": "",
+		"panoptic": "https://api.goldsky.com/api/public/project_cl9gc21q105380hxuh8ks53k3/subgraphs/panoptic-subgraph-robinhood/v2_prod/gn"
+	}
+};
 var _8453 = {
 	"chainId": 8453,
 	"infrastructure": {
@@ -2495,6 +2553,7 @@ var _11155111 = {
 };
 var chainDeployments_data_default = {
 	"1": _1,
+	"4663": _4663,
 	"8453": _8453,
 	"11155111": _11155111
 };
@@ -2504,6 +2563,7 @@ var chainDeployments_data_default = {
 const MAINNET_CHAIN_ID = 1;
 const SEPOLIA_CHAIN_ID = 11155111;
 const BASE_CHAIN_ID = 8453;
+const ROBINHOOD_CHAIN_ID = 4663;
 const CHAIN_DEPLOYMENTS = chainDeployments_data_default;
 function getChainDeployment(chainId) {
 	return CHAIN_DEPLOYMENTS[chainId];
@@ -2543,6 +2603,14 @@ const SEPOLIA_ETH_USDC_5BPS_MARKET = getEthUsdcMarket(SEPOLIA_DEPLOYMENT);
 const MAINNET_RISK_ENGINES = MAINNET_DEPLOYMENT.riskEngines;
 const BASE_RISK_ENGINES = BASE_DEPLOYMENT.riskEngines;
 const SEPOLIA_RISK_ENGINES = SEPOLIA_DEPLOYMENT.riskEngines;
+const ROBINHOOD_DEPLOYMENT = CHAIN_DEPLOYMENTS[ROBINHOOD_CHAIN_ID];
+const ROBINHOOD_HYPOVAULT_CORE_ADDRESSES = ROBINHOOD_DEPLOYMENT.hypovault.core;
+const ROBINHOOD_HYPOVAULT_ADDRESSES = ROBINHOOD_DEPLOYMENT.hypovault.vaults;
+const ROBINHOOD_HYPOVAULT_MANAGER_ADDRESSES = ROBINHOOD_DEPLOYMENT.hypovault.managers;
+const ROBINHOOD_HYPOVAULT_MANAGER_TURNKEY_SIGNERS = ROBINHOOD_DEPLOYMENT.hypovault.turnkeySigners;
+const ROBINHOOD_PANOPTIC_POOL_ADDRESSES = ROBINHOOD_DEPLOYMENT.panoptic.pool;
+const ROBINHOOD_PANOPTIC_V2_ADDRESSES = ROBINHOOD_DEPLOYMENT.panoptic.v2;
+const ROBINHOOD_RISK_ENGINES = ROBINHOOD_DEPLOYMENT.riskEngines;
 
 //#endregion
 //#region ../deployments/src/vaultDisplayNames.js
@@ -2765,4 +2833,4 @@ async function getIrmCurve(params) {
 }
 
 //#endregion
-export { BASE_CHAIN_ID, BASE_DEPLOYMENT, BASE_ETH_USDC_5BPS_MARKET, BASE_HYPOVAULT_ADDRESSES, BASE_HYPOVAULT_CORE_ADDRESSES, BASE_HYPOVAULT_MANAGER_ADDRESSES, BASE_HYPOVAULT_MANAGER_TURNKEY_SIGNERS, BASE_PANOPTIC_POOL_ADDRESSES, BASE_PANOPTIC_V2_ADDRESSES, BORROW_INDEX_BITS, BPS_SCALE, CHAIN_DEPLOYMENTS, MAINNET_CHAIN_ID, MAINNET_DEPLOYMENT, MAINNET_ETH_USDC_5BPS_V3_PANOPTIC_POOL_ADDRESSES, MAINNET_PANOPTIC_V2_ADDRESSES, MAINNET_RISK_ENGINES, MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT, Multicall3Abi, RATE_AT_TARGET_BITS, SECONDS_PER_YEAR, SEPOLIA_CHAIN_ID, SEPOLIA_DEPLOYMENT, SEPOLIA_ETH_USDC_5BPS_MARKET, SEPOLIA_HYPOVAULT_ADDRESSES, SEPOLIA_HYPOVAULT_CORE_ADDRESSES, SEPOLIA_HYPOVAULT_MANAGER_ADDRESSES, SEPOLIA_HYPOVAULT_MANAGER_TURNKEY_SIGNERS, SEPOLIA_PANOPTIC_POOL_ADDRESSES, SEPOLIA_PANOPTIC_V2_ADDRESSES, StateViewAbi, UNREALIZED_INTEREST_BITS, VAULT_DISPLAY_NAMES_PER_CHAIN, VAULT_DISPLAY_NAME_RESOLVERS_PER_CHAIN, WAD as WAD$1, deriveSupplyRatePerSecWad, getAccountCollateral, getAccountSummaryBasic, getAccountSummaryRisk, getChainDeployment, getCollateralAddresses, getCollateralData, getCurrentRates, getEthUsdcMarket, getInterestState, getIrmCurrent, getIrmCurve, getLiquidationPrices, getNetLiquidationValue, getNetLiquidationValues, isLiquidatable, isSupportedChain, packMarketState, panopticQueryAbi, ratePerSecWadToAprPct, readBlockAndAggregate, requireChainDeployment, requireReturnData, resolveVaultDisplayName, utilizationBpsToWad, utilizationPctToWad };
+export { BASE_CHAIN_ID, BASE_DEPLOYMENT, BASE_ETH_USDC_5BPS_MARKET, BASE_HYPOVAULT_ADDRESSES, BASE_HYPOVAULT_CORE_ADDRESSES, BASE_HYPOVAULT_MANAGER_ADDRESSES, BASE_HYPOVAULT_MANAGER_TURNKEY_SIGNERS, BASE_PANOPTIC_POOL_ADDRESSES, BASE_PANOPTIC_V2_ADDRESSES, BORROW_INDEX_BITS, BPS_SCALE, CHAIN_DEPLOYMENTS, MAINNET_CHAIN_ID, MAINNET_DEPLOYMENT, MAINNET_ETH_USDC_5BPS_V3_PANOPTIC_POOL_ADDRESSES, MAINNET_PANOPTIC_V2_ADDRESSES, MAINNET_RISK_ENGINES, MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT, Multicall3Abi, RATE_AT_TARGET_BITS, ROBINHOOD_CHAIN_ID, ROBINHOOD_DEPLOYMENT, ROBINHOOD_HYPOVAULT_ADDRESSES, ROBINHOOD_HYPOVAULT_CORE_ADDRESSES, ROBINHOOD_HYPOVAULT_MANAGER_ADDRESSES, ROBINHOOD_HYPOVAULT_MANAGER_TURNKEY_SIGNERS, ROBINHOOD_PANOPTIC_POOL_ADDRESSES, ROBINHOOD_PANOPTIC_V2_ADDRESSES, ROBINHOOD_RISK_ENGINES, SECONDS_PER_YEAR, SEPOLIA_CHAIN_ID, SEPOLIA_DEPLOYMENT, SEPOLIA_ETH_USDC_5BPS_MARKET, SEPOLIA_HYPOVAULT_ADDRESSES, SEPOLIA_HYPOVAULT_CORE_ADDRESSES, SEPOLIA_HYPOVAULT_MANAGER_ADDRESSES, SEPOLIA_HYPOVAULT_MANAGER_TURNKEY_SIGNERS, SEPOLIA_PANOPTIC_POOL_ADDRESSES, SEPOLIA_PANOPTIC_V2_ADDRESSES, StateViewAbi, UNREALIZED_INTEREST_BITS, VAULT_DISPLAY_NAMES_PER_CHAIN, VAULT_DISPLAY_NAME_RESOLVERS_PER_CHAIN, WAD as WAD$1, deriveSupplyRatePerSecWad, getAccountCollateral, getAccountSummaryBasic, getAccountSummaryRisk, getChainDeployment, getCollateralAddresses, getCollateralData, getCurrentRates, getEthUsdcMarket, getInterestState, getIrmCurrent, getIrmCurve, getLiquidationPrices, getNetLiquidationValue, getNetLiquidationValues, isLiquidatable, isSupportedChain, packMarketState, panopticQueryAbi, ratePerSecWadToAprPct, readBlockAndAggregate, requireChainDeployment, requireReturnData, resolveVaultDisplayName, utilizationBpsToWad, utilizationPctToWad };

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

@@ -166,6 +166,10 @@ interface PositionGreeksInput {
  * Calculate total value across all legs.
  */
 declare function calculatePositionValue(input: PositionGreeksInput): bigint;
+/** Prepare mint-time invariants once for an arbitrary series of valuation ticks. */
+declare function preparePositionValue(input: Omit<PositionGreeksInput, 'currentTick'>): (currentTick: bigint) => bigint;
+/** Value a tick series without repeating position preparation. */
+declare function calculatePositionValues(input: Omit<PositionGreeksInput, 'currentTick'>, ticks: readonly bigint[]): bigint[];
 /**
  * Calculate total delta across all legs.
  */
@@ -184,6 +188,13 @@ declare function calculatePositionDelta(input: PositionGreeksInput): bigint;
 declare function calculatePositionDeltaDebtOnly(input: Omit<PositionGreeksInput, 'assetIndex' | 'swapAtMint'> & {
   assetIndex: 0n | 1n;
 }): bigint;
+/** Delta and one strategy contract's notional, both in the requested asset frame. */
+declare function getPositionDeltaMetrics(input: Omit<PositionGreeksInput, 'assetIndex' | 'swapAtMint'> & {
+  assetIndex: 0n | 1n;
+}): {
+  delta: bigint;
+  contractSize: bigint;
+};
 /**
  * Calculate total gamma across all legs.
  */
@@ -273,5 +284,5 @@ declare function getLoanEffectiveDelta(leg: TokenIdLeg, positionSize: bigint, sw
 declare function calculatePositionDeltaWithSwap(input: PositionGreeksInput & {
   swapAtMint: boolean;
 }): bigint; //#endregion
-export { PositionGreeksInput, PositionGreeksResult, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, isCall, isDefinedRisk, toVaultFrameAtTick };
+export { PositionGreeksInput, PositionGreeksResult, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, calculatePositionValues, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, getPositionDeltaMetrics, isCall, isDefinedRisk, preparePositionValue, toVaultFrameAtTick };
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","names":["Address","BlockMeta","TokenIdLeg","Position","LegGreeksParams","PositionGreeks","ClosedPosition","RealizedPnL","StoredPositionData","StoredPoolMeta","TokenIdLeg","getLegNetValueWidth0","isCall","isDefinedRisk","Pick","getLegValue","getLegDelta","toVaultFrameAtTick","getLegDeltaInVaultFrame","getLegGamma","PositionGreeksInput","calculatePositionValue","calculatePositionDelta","calculatePositionDeltaDebtOnly","Omit","calculatePositionGamma","PositionGreeksResult","calculatePositionGreeks","calculatePortfolioValue","calculatePortfolioDelta","calculatePortfolioGamma","calculatePortfolioGreeks","getLoanEffectiveDelta","calculatePositionDeltaWithSwap"],"sources":["../../../../src/panoptic/v2/types/position.d.ts","../../../../src/panoptic/v2/greeks/index.d.ts"],"sourcesContent":null,"mappings":";;;;;;;AASA;;;UAAiBU,UAAAA;;;;;;;;;;;;;;;;;;;EC0BOC;;;;;;;;;;;;;;;;;;;;AAAxB;;;;;;;iBAAwBA,oBAAAA,MAA0BD;AAQlD;;;;;;;AAOwBG,iBAPAD,MAAAA,CAOa,SAAA,EAAA,MAAA,EAAA,aAAA,EAAA,OAAA,CAAA,EAAA,OAAA;;;;AAAW;;;iBAAxBC,aAAAA,OAAoBC,KAAKJ;;;;;;;;;;;;;;;AAkBjD;;;iBAAwBK,WAAAA,MAAiBL;;;;;;;;;;;;;;;;AAmBzC;;AAEA;iBAFwBM,WAAAA,MAAiBN;;iBAEjBO,kBAAAA;;;;AAOxB;;;iBAAwBC,uBAAAA,MAA6BR;;;;;;;;;;;;;;;;;;;AAsBrD;;;iBAAwBS,WAAAA,MAAiBT;AAIzC;;;UAAiBU,mBAAAA;EAwBOC;QAtBdX;;;EA0BcY;;;;;;;;;;;;AAYxB;;EAAsD,UAAaF,CAAAA,EAAAA,OAAAA;;AAAD;;;iBAhB1CC,sBAAAA,QAA8BD;AAsBtD;;;iBAlBwBE,sBAAAA,QAA8BF;AAsBtD;;;;AAWA;;;;AAAiG;;;iBArBzEG,8BAAAA,QAAsCC,KAAKJ;;;;;;iBAM3CK,sBAAAA,QAA8BL;;;AA2BtD;UAvBiBM,oBAAAA;;;;;;;;;AAiCjB;;iBAtBwBC,uBAAAA,QAA+BP,sBAAsBM;;;;;;;;AAgC7E;;;;AAIwBK,iBAxBAH,uBAAAA,CAwBwB,SAAA,EAxBWR,mBAwBX,EAAA,CAAA,EAAA,MAAA;;;;AAAwD;;;;;;iBAdhFS,uBAAAA,YAAmCT;;;;;;;;;;iBAUnCU,uBAAAA,YAAmCV;;;;iBAInCW,wBAAAA,YAAoCX,wBAAwBM;AAqBpF;;;;;;;;;;;AAWA;;;;;;;;;iBAXwBM,qBAAAA,MAA2BtB;;;;;;;;;;;iBAW3BuB,8BAAAA,QAAsCb"}
+{"version":3,"file":"index.d.ts","names":["Address","BlockMeta","TokenIdLeg","Position","LegGreeksParams","PositionGreeks","ClosedPosition","RealizedPnL","StoredPositionData","StoredPoolMeta","TokenIdLeg","getLegNetValueWidth0","isCall","isDefinedRisk","Pick","getLegValue","getLegDelta","toVaultFrameAtTick","getLegDeltaInVaultFrame","getLegGamma","PositionGreeksInput","calculatePositionValue","preparePositionValue","Omit","calculatePositionValues","calculatePositionDelta","calculatePositionDeltaDebtOnly","getPositionDeltaMetrics","calculatePositionGamma","PositionGreeksResult","calculatePositionGreeks","calculatePortfolioValue","calculatePortfolioDelta","calculatePortfolioGamma","calculatePortfolioGreeks","getLoanEffectiveDelta","calculatePositionDeltaWithSwap"],"sources":["../../../../src/panoptic/v2/types/position.d.ts","../../../../src/panoptic/v2/greeks/index.d.ts"],"sourcesContent":null,"mappings":";;;;;;;AASA;;;UAAiBU,UAAAA;;;;;;;;;;;;;;;;;;;EC0BOC;;;;;;;;;;;;;;;;;;;;AAAxB;;;;;;;iBAAwBA,oBAAAA,MAA0BD;AAQlD;;;;;;;AAOwBG,iBAPAD,MAAAA,CAOa,SAAA,EAAA,MAAA,EAAA,aAAA,EAAA,OAAA,CAAA,EAAA,OAAA;;;;AAAW;;;iBAAxBC,aAAAA,OAAoBC,KAAKJ;;;;;;;;;;;;;;;AAkBjD;;;iBAAwBK,WAAAA,MAAiBL;;;;;;;;;;;;;;;;AAmBzC;;AAEA;iBAFwBM,WAAAA,MAAiBN;;iBAEjBO,kBAAAA;;;;AAOxB;;;iBAAwBC,uBAAAA,MAA6BR;;;;;;;;;;;;;;;;;;;AAsBrD;;;iBAAwBS,WAAAA,MAAiBT;AAIzC;;;UAAiBU,mBAAAA;EAwBOC;QAtBdX;EAwBcY;EAAoB,WAAA,EAAA,MAAA;EAAA;EAAgC,QAAxBC,EAAAA,MAAAA;EAAI;;EAEhCC;EAAuB,eAAA,EAAA,MAAA;EAAA;EAAgC,UAAxBD,CAAAA,EAAAA,MAAAA;EAAI;;;;AAI3D;;;;;;;iBARwBF,sBAAAA,QAA8BD;;iBAE9BE,oBAAAA,QAA4BC,KAAKH;;iBAEjCI,uBAAAA,QAA+BD,KAAKH;AAgB5D;;;AAA8DG,iBAZtCE,sBAAAA,CAYsCF,KAAAA,EAZRH,mBAYQG,CAAAA,EAAAA,MAAAA;AAAI;;AAIlE;;;;AAA2D;;;;AAS3D;iBAbwBG,8BAAAA,QAAsCH,KAAKH;;;AAiBnE;iBAbwBO,uBAAAA,QAA+BJ,KAAKH;;;EAwBpCU,KAAAA,EAAAA,MAAAA;EAAuB,YAAA,EAAA,MAAA;CAAA;;AAAkD;;iBAfzEF,sBAAAA,QAA8BR;;;;UAIrCS,oBAAAA;;;;;;EAuBOE,KAAAA,EAAAA,MAAAA;;;;;iBAZAD,uBAAAA,QAA+BV,sBAAsBS;;;;;AAsB7E;;;;;;;iBAVwBE,uBAAAA,YAAmCX;;;AAoB3D;;;;AAIA;;;AAAoFS,iBAd5DG,uBAAAA,CAc4DH,SAAAA,EAdzBT,mBAcyBS,EAAAA,CAAAA,EAAAA,MAAAA;AAAoB;;;;;;;;;iBAJhFI,uBAAAA,YAAmCb;;;;iBAInCc,wBAAAA,YAAoCd,wBAAwBS;;;;;;;;AAqBpF;;;;;;;;;;;AAWA;;iBAXwBM,qBAAAA,MAA2BzB;;;;;;;;;;;iBAW3B0B,8BAAAA,QAAsChB"}

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

@@ -459,9 +459,13 @@ function getLegGamma(leg, currentTick, positionSize, poolTickSpacing, assetIndex
 * Calculate total value across all legs.
 */
 function calculatePositionValue(input) {
-	const { legs, currentTick, mintTick, positionSize, poolTickSpacing, assetIndex, swapAtMint } = input;
+	return preparePositionValue(input)(input.currentTick);
+}
+/** Prepare mint-time invariants once for an arbitrary series of valuation ticks. */
+function preparePositionValue(input) {
+	const { legs, mintTick, positionSize, poolTickSpacing, assetIndex, swapAtMint } = input;
 	const definedRisk = isDefinedRisk(legs);
-	if (swapAtMint === void 0) return legs.reduce((sum$1, leg) => sum$1 + getLegValue(leg, currentTick, mintTick, positionSize, poolTickSpacing, definedRisk, assetIndex, swapAtMint), 0n);
+	if (swapAtMint === void 0) return (currentTick) => legs.reduce((sum, leg) => sum + getLegValue(leg, currentTick, mintTick, positionSize, poolTickSpacing, definedRisk, assetIndex, swapAtMint), 0n);
 	let numeraireItmPool = 0n;
 	let assetItmPool = 0n;
 	for (const leg of legs) {
@@ -476,19 +480,29 @@ function calculatePositionValue(input) {
 		if (isPut) numeraireItmPool += itm;
 		else assetItmPool += itm;
 	}
-	let sum = 0n;
-	for (const leg of legs) if (leg.width === 0n) {
-		const isAssetToken0 = resolveAssetDirection(leg, assetIndex);
-		const borrowsAsset = isCall(leg.tokenType, isAssetToken0);
-		const offset = borrowsAsset ? assetItmPool : numeraireItmPool;
-		if (borrowsAsset) assetItmPool = 0n;
-		else numeraireItmPool = 0n;
-		const qCurrentTick = quoteTick(currentTick, isAssetToken0);
-		const qMintTick = quoteTick(mintTick, isAssetToken0);
-		const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio;
-		sum += getLegNetValueWidth0(leg, m, qCurrentTick, qMintTick, isAssetToken0, swapAtMint, offset);
-	} else sum += getLegValue(leg, currentTick, mintTick, positionSize, poolTickSpacing, definedRisk, assetIndex, swapAtMint);
-	return sum;
+	const initialNumeraireItm = numeraireItmPool;
+	const initialAssetItm = assetItmPool;
+	return (currentTick) => {
+		let numeraireItmPool$1 = initialNumeraireItm;
+		let assetItmPool$1 = initialAssetItm;
+		let sum = 0n;
+		for (const leg of legs) if (leg.width === 0n) {
+			const isAssetToken0 = resolveAssetDirection(leg, assetIndex);
+			const borrowsAsset = isCall(leg.tokenType, isAssetToken0);
+			const offset = borrowsAsset ? assetItmPool$1 : numeraireItmPool$1;
+			if (borrowsAsset) assetItmPool$1 = 0n;
+			else numeraireItmPool$1 = 0n;
+			const qCurrentTick = quoteTick(currentTick, isAssetToken0);
+			const qMintTick = quoteTick(mintTick, isAssetToken0);
+			const m = leg.isLong ? -(positionSize * leg.optionRatio) : positionSize * leg.optionRatio;
+			sum += getLegNetValueWidth0(leg, m, qCurrentTick, qMintTick, isAssetToken0, swapAtMint, offset);
+		} else sum += getLegValue(leg, currentTick, mintTick, positionSize, poolTickSpacing, definedRisk, assetIndex, swapAtMint);
+		return sum;
+	};
+}
+/** Value a tick series without repeating position preparation. */
+function calculatePositionValues(input, ticks) {
+	return ticks.map(preparePositionValue(input));
 }
 /**
 * Calculate total delta across all legs.
@@ -514,6 +528,15 @@ function calculatePositionDeltaDebtOnly(input) {
 	const definedRisk = isDefinedRisk(legs);
 	return legs.reduce((sum, leg) => sum + getLegDeltaInVaultFrame(leg, currentTick, positionSize, poolTickSpacing, mintTick, definedRisk, assetIndex), 0n);
 }
+/** Delta and one strategy contract's notional, both in the requested asset frame. */
+function getPositionDeltaMetrics(input) {
+	const orderedLegs = [...input.legs].sort((a, b) => a.index < b.index ? -1 : a.index > b.index ? 1 : 0);
+	const nativeLeg = orderedLegs.find((leg) => leg.width > 0n) ?? orderedLegs[0];
+	return {
+		delta: calculatePositionDeltaDebtOnly(input),
+		contractSize: nativeLeg ? toVaultFrameAtTick(input.positionSize, nativeLeg.asset, input.assetIndex, input.currentTick) : 0n
+	};
+}
 /**
 * Calculate total gamma across all legs.
 */
@@ -627,5 +650,5 @@ function calculatePositionDeltaWithSwap(input) {
 }
 
 //#endregion
-export { calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, isCall, isDefinedRisk, toVaultFrameAtTick };
+export { calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, calculatePositionValues, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLoanEffectiveDelta, getPositionDeltaMetrics, isCall, isDefinedRisk, preparePositionValue, toVaultFrameAtTick };
 //# sourceMappingURL=index.js.map