@panoptic-eng/sdk 1.0.54 → 1.0.56

package/dist/panoptic/v2/react-public.js

@@ -11288,13 +11288,10 @@ function getLpDepositBreakdown(ranges, sqrtPriceX96) {
 		}
 	};
 }
-/** Full deployed liquidity value; never a leveraged protocol margin estimate. */
-function getLpPositionFunding(params) {
-	const { tokenId, positionSize, tickSpacing, sqrtPriceX96, valuationSqrtPriceX96, quoteTokenIndex } = params;
-	if (positionSize < 0n || tickSpacing <= 0n || valuationSqrtPriceX96 <= 0n) throw new Error("Invalid LP funding input");
-	const legs = decodeAllLegs(tokenId);
-	if (legs.length === 0 || legs.some((leg) => leg.isLong || leg.width === 0n)) throw new Error("AMM Liquidity requires short liquidity legs without loans or credits");
-	const ranges = legs.map((leg) => {
+function getUnhedgedLpRanges({ tokenId, positionSize, tickSpacing }) {
+	if (positionSize < 0n || tickSpacing <= 0n) throw new Error("Invalid LP range input");
+	return decodeAllLegs(tokenId).flatMap((leg) => {
+		if (leg.isLong || leg.width === 0n) return [];
 		const width = leg.width * tickSpacing;
 		const tickLower = leg.strike - width / 2n;
 		const tickUpper = leg.strike + (width + 1n) / 2n;
@@ -11302,11 +11299,23 @@ function getLpPositionFunding(params) {
 		const upper = tickToSqrtPriceX96(tickUpper);
 		const amount = positionSize * leg.optionRatio;
 		const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96$2) / (upper - lower) : amount * Q96$2 / (upper - lower);
-		return {
+		return liquidity <= 0n ? [] : [{
 			tickLower: Number(tickLower),
 			tickUpper: Number(tickUpper),
 			liquidity
-		};
+		}];
+	});
+}
+/** Full deployed liquidity value; never a leveraged protocol margin estimate. */
+function getLpPositionFunding(params) {
+	const { tokenId, positionSize, tickSpacing, sqrtPriceX96, valuationSqrtPriceX96, quoteTokenIndex } = params;
+	if (positionSize < 0n || tickSpacing <= 0n || valuationSqrtPriceX96 <= 0n) throw new Error("Invalid LP funding input");
+	const legs = decodeAllLegs(tokenId);
+	if (legs.length === 0 || legs.some((leg) => leg.isLong || leg.width === 0n)) throw new Error("AMM Liquidity requires short liquidity legs without loans or credits");
+	const ranges = getUnhedgedLpRanges({
+		tokenId,
+		positionSize,
+		tickSpacing
 	});
 	const breakdown = getLpDepositBreakdown(ranges, sqrtPriceX96);
 	const priceSquared = valuationSqrtPriceX96 * valuationSqrtPriceX96;
@@ -12716,11 +12725,11 @@ function createTxResult(client, hash) {
 * @returns TxResult
 */
 async function submitWrite(params) {
-	const { client, walletClient, account, address, abi, functionName, args, value, txOverrides } = params;
+	const { client, walletClient, account, address, abi: abi$1, functionName, args, value, txOverrides } = params;
 	const broadcaster = txOverrides?.broadcaster;
 	if (broadcaster) {
 		const data = encodeFunctionData({
-			abi,
+			abi: abi$1,
 			functionName,
 			args
 		});
@@ -12752,7 +12761,7 @@ async function submitWrite(params) {
 	else {
 		const estimated = await client.estimateContractGas({
 			address,
-			abi,
+			abi: abi$1,
 			functionName,
 			args,
 			account: resolvedAccount,
@@ -12762,7 +12771,7 @@ async function submitWrite(params) {
 	}
 	const hash = await walletClient.writeContract({
 		address,
-		abi,
+		abi: abi$1,
 		functionName,
 		args,
 		account: resolvedAccount,
@@ -19055,10 +19064,10 @@ async function getChunkLiquidities(params) {
 */
 async function getFactoryTokenURI(params) {
 	const { client, factoryAddress, version, tokenId } = params;
-	const abi = version === "v3" ? panopticFactoryV3Abi : panopticFactoryV4Abi;
+	const abi$1 = version === "v3" ? panopticFactoryV3Abi : panopticFactoryV4Abi;
 	return client.readContract({
 		address: factoryAddress,
-		abi,
+		abi: abi$1,
 		functionName: "tokenURI",
 		args: [tokenId]
 	});
@@ -19068,10 +19077,10 @@ async function getFactoryTokenURI(params) {
 */
 async function getFactoryOwnerOf(params) {
 	const { client, factoryAddress, version, tokenId } = params;
-	const abi = version === "v3" ? panopticFactoryV3Abi : panopticFactoryV4Abi;
+	const abi$1 = version === "v3" ? panopticFactoryV3Abi : panopticFactoryV4Abi;
 	return client.readContract({
 		address: factoryAddress,
-		abi,
+		abi: abi$1,
 		functionName: "ownerOf",
 		args: [tokenId]
 	});
@@ -19081,10 +19090,10 @@ async function getFactoryOwnerOf(params) {
 */
 async function getFactoryConstructMetadata(params) {
 	const { client, factoryAddress, version, panopticPoolAddress, symbol0, symbol1, fee } = params;
-	const abi = version === "v3" ? panopticFactoryV3Abi : panopticFactoryV4Abi;
+	const abi$1 = version === "v3" ? panopticFactoryV3Abi : panopticFactoryV4Abi;
 	return client.readContract({
 		address: factoryAddress,
-		abi,
+		abi: abi$1,
 		functionName: "constructMetadata",
 		args: [
 			panopticPoolAddress,
@@ -23355,6 +23364,8 @@ async function getUniswapFeeHistory(params) {
 		return {
 			blockNumber: blockMetadata[i].blockNumber,
 			blockTimestamp: blockMetadata[i].blockTimestamp,
+			currentTick: bd.currentTick,
+			sqrtPriceX96: bd.sqrtPriceX96,
 			fees: {
 				token0: total0 - initialFees0,
 				token1: total1 - initialFees1
@@ -23454,6 +23465,7 @@ async function fetchV3BlockSnapshot(client, poolAddress, blockNumber, uniqueTick
 	}
 	return {
 		currentTick: slot0Result[1],
+		sqrtPriceX96: slot0Result[0],
 		feeGrowthGlobal0,
 		feeGrowthGlobal1,
 		tickData
@@ -23497,6 +23509,7 @@ async function fetchV4BlockSnapshot(client, stateViewAddress, poolId, blockNumbe
 	}
 	return {
 		currentTick: slot0Result[1],
+		sqrtPriceX96: slot0Result[0],
 		feeGrowthGlobal0: feeGrowthResult[0],
 		feeGrowthGlobal1: feeGrowthResult[1],
 		tickData
@@ -31595,6 +31608,67 @@ function isGasError(error) {
 	return /replacement transaction underpriced/i.test(message) || /gas too low/i.test(message) || /intrinsic gas too low/i.test(message) || /max fee per gas less than block base fee/i.test(message);
 }
 
+//#endregion
+//#region src/analytics/beta.ts
+/**
+* Realized beta of `tokenReturns` on `refReturns`. Both must be index-aligned and
+* the same length. Returns `null` when there are too few points or the reference
+* has no variance (a flat series has no defined slope).
+*/
+function realizedBeta(tokenReturns, refReturns, { minSamples = 8 } = {}) {
+	const n = Math.min(tokenReturns.length, refReturns.length);
+	if (n < minSamples) return null;
+	let sumT = 0;
+	let sumR = 0;
+	let count = 0;
+	for (let i = 0; i < n; i++) {
+		const t = tokenReturns[i];
+		const r = refReturns[i];
+		if (!Number.isFinite(t) || !Number.isFinite(r)) continue;
+		sumT += t;
+		sumR += r;
+		count++;
+	}
+	if (count < minSamples) return null;
+	const meanT = sumT / count;
+	const meanR = sumR / count;
+	let cov = 0;
+	let varR = 0;
+	let varT = 0;
+	for (let i = 0; i < n; i++) {
+		const t = tokenReturns[i];
+		const r = refReturns[i];
+		if (!Number.isFinite(t) || !Number.isFinite(r)) continue;
+		const dt = t - meanT;
+		const dr = r - meanR;
+		cov += dt * dr;
+		varR += dr * dr;
+		varT += dt * dt;
+	}
+	if (!(varR > 0)) return null;
+	const beta = cov / varR;
+	const rSquared = varT > 0 ? cov * cov / (varR * varT) : 0;
+	return {
+		beta,
+		rSquared: Math.min(1, Math.max(0, rSquared)),
+		samples: count
+	};
+}
+/**
+* Log returns of a price series (`ln(p_i / p_{i-1})`), skipping non-positive or
+* non-finite prices by emitting `NaN` at that step so downstream alignment stays
+* index-consistent. The output is one shorter than the input.
+*/
+function logReturns(prices) {
+	const out = [];
+	for (let i = 1; i < prices.length; i++) {
+		const a = prices[i - 1];
+		const b = prices[i];
+		out.push(Number.isFinite(a) && Number.isFinite(b) && a > 0 && b > 0 ? Math.log(b / a) : Number.NaN);
+	}
+	return out;
+}
+
 //#endregion
 //#region src/analytics/market-indicators.ts
 const D = Decimal.clone({ precision: 40 });
@@ -32160,7 +32234,7 @@ const VAULT_DISPLAY_NAMES_PER_CHAIN = {
 		[sepoliaVaults.wethPlpVault.toLowerCase()]: "PLP Vault",
 		[sepoliaVaults.usdcPlpVault.toLowerCase()]: "Unicorn Vault"
 	},
-	[ROBINHOOD_CHAIN_ID]: { [robinhoodUsdgVault.toLowerCase()]: "USDG PLP Vault" }
+	[ROBINHOOD_CHAIN_ID]: { [robinhoodUsdgVault.toLowerCase()]: "0DTE +67∆ Vault" }
 };
 const VAULT_DISPLAY_NAME_RESOLVERS_PER_CHAIN = {
 	[MAINNET_CHAIN_ID]: {
@@ -32177,9 +32251,240 @@ const VAULT_DISPLAY_NAME_RESOLVERS_PER_CHAIN = {
 		[sepoliaVaults.wethPlpVault.toLowerCase()]: () => "PLP Vault",
 		[sepoliaVaults.usdcPlpVault.toLowerCase()]: () => "Unicorn Vault"
 	},
-	[ROBINHOOD_CHAIN_ID]: { [robinhoodUsdgVault.toLowerCase()]: () => "USDG PLP Vault" }
+	[ROBINHOOD_CHAIN_ID]: { [robinhoodUsdgVault.toLowerCase()]: () => "0DTE +67∆ Vault" }
 };
 
+//#endregion
+//#region src/panoptic/v2/greeks/marketPnl.ts
+/** Values and prices use raw token units, matching the net-liquidation-value read. */
+function netLiquidationValueInQuote(value0, value1, tick, isAssetToken0) {
+	const price = new Decimal("1.0001").pow(tick.toString());
+	return isAssetToken0 ? new Decimal(value1.toString()).plus(new Decimal(value0.toString()).mul(price)) : new Decimal(value0.toString()).plus(new Decimal(value1.toString()).div(price));
+}
+/** Apply the accrued-premium offset and optional asset collateral to a relative NLV curve. */
+function marketPnlInQuote({ relativeValue, premium, assetBalance = 0n, price, baselinePrice }) {
+	return new Decimal(relativeValue).plus(premium).plus(new Decimal(assetBalance.toString()).mul(new Decimal(price).minus(baselinePrice)));
+}
+/** Map a common reference-asset shock into a pool tick and quote-token USD multiplier. */
+function marketScenario({ currentTick, isAssetToken0, assetBeta, quoteBeta, shock }) {
+	const assetFactor = new Decimal(assetBeta).mul(shock).plus(1);
+	const quoteFactor = new Decimal(quoteBeta).mul(shock).plus(1);
+	if (!assetFactor.isFinite() || !quoteFactor.isFinite() || assetFactor.lte(0) || quoteFactor.lte(0)) return null;
+	const shift = assetFactor.div(quoteFactor).ln().div(new Decimal("1.0001").ln());
+	const tick = currentTick + BigInt(shift.mul(isAssetToken0 ? 1 : -1).round().toFixed(0));
+	return tick < -887272n || tick > 887272n ? null : {
+		tick,
+		quoteFactor
+	};
+}
+/** Finite-difference risk in raw asset/quote units from three ordered quote prices. */
+function marketRiskFromValues({ lower, current, upper }) {
+	const left = new Decimal(current.price).minus(lower.price);
+	const right = new Decimal(upper.price).minus(current.price);
+	if (left.lte(0) || right.lte(0)) return null;
+	const leftSlope = new Decimal(current.value).minus(lower.value).div(left);
+	const rightSlope = new Decimal(upper.value).minus(current.value).div(right);
+	const delta = leftSlope.mul(right).plus(rightSlope.mul(left)).div(left.plus(right));
+	const gamma = rightSlope.minus(leftSlope).mul(2).div(left.plus(right)).mul(new Decimal(current.price).pow(2));
+	return {
+		asset: delta,
+		quote: new Decimal(current.value).minus(delta.mul(current.price)),
+		gamma
+	};
+}
+
+//#endregion
+//#region src/panoptic/v2/reads/collateralCurve.ts
+/** Native-token margin inputs, independent of the tick used to display the curve. */
+async function getCollateralCurveInputs({ client, poolAddress, account, tokenIds, collateral0, collateral1, blockNumber }) {
+	const ids = [...tokenIds].sort((a, b) => a < b ? -1 : a > b ? 1 : 0);
+	const [tracker0, tracker1] = await Promise.all([collateral0 ?? client.readContract({
+		address: poolAddress,
+		abi: panopticPoolV2Abi,
+		functionName: "collateralToken0",
+		blockNumber
+	}), collateral1 ?? client.readContract({
+		address: poolAddress,
+		abi: panopticPoolV2Abi,
+		functionName: "collateralToken1",
+		blockNumber
+	})]);
+	const [positions, balances0, balances1] = await Promise.all([
+		client.readContract({
+			address: poolAddress,
+			abi: panopticPoolV2Abi,
+			functionName: "getFullPositionsData",
+			args: [
+				account,
+				false,
+				ids
+			],
+			blockNumber
+		}),
+		client.readContract({
+			address: tracker0,
+			abi: collateralTrackerV2Abi,
+			functionName: "assetsAndInterest",
+			args: [account],
+			blockNumber
+		}),
+		client.readContract({
+			address: tracker1,
+			abi: collateralTrackerV2Abi,
+			functionName: "assetsAndInterest",
+			args: [account],
+			blockNumber
+		})
+	]);
+	return [
+		positions[0],
+		positions[1],
+		...positions[2],
+		...balances0,
+		...balances1
+	];
+}
+/** A spot-independent sampling grid, including exact liquidation boundaries and their neighbours. */
+function collateralCurveTicks(tokenIds, liquidationTicks) {
+	const strikes = tokenIds.flatMap((id) => decodeTokenId(id).legs.map((leg) => leg.strike));
+	const center = strikes.length === 0 ? 0n : strikes.reduce((a, b) => a + b, 0n) / BigInt(strikes.length);
+	const ticks = new Set([-887272n, 887272n]);
+	for (let i = 0n; i < 250n; i++) {
+		ticks.add(center - 25000n + 50000n * i / 249n);
+		ticks.add(-887272n + 1774544n * i / 249n);
+	}
+	for (const tick of liquidationTicks) {
+		ticks.add(tick - 1n);
+		ticks.add(tick);
+		ticks.add(tick + 1n);
+	}
+	return [...ticks].filter((tick) => tick >= -887272n && tick <= 887272n).sort((a, b) => a < b ? -1 : a > b ? 1 : 0);
+}
+/** Collateral requirements and liquidation boundaries evaluated at one block. */
+async function getCollateralCurve({ client, poolAddress, account, queryAddress, tokenIds, blockNumber: requestedBlockNumber }) {
+	const blockNumber = requestedBlockNumber ?? await client.getBlockNumber();
+	const boundaries = await client.readContract({
+		address: queryAddress,
+		abi: panopticQueryAbi$1,
+		functionName: "getLiquidationPrices",
+		args: [
+			poolAddress,
+			account,
+			tokenIds
+		],
+		blockNumber
+	});
+	const liquidationTicks = boundaries.map(BigInt).filter((tick) => tick >= -887272n && tick <= 887272n);
+	const ticks = collateralCurveTicks(tokenIds, liquidationTicks);
+	const contracts = ticks.map((tick) => ({
+		address: queryAddress,
+		abi: panopticQueryAbi$1,
+		functionName: "checkCollateral",
+		args: [
+			poolAddress,
+			account,
+			tokenIds,
+			Number(tick)
+		]
+	}));
+	const chunks = [];
+	for (let i = 0; i < contracts.length; i += 100) chunks.push(contracts.slice(i, i + 100));
+	const results = (await Promise.all(chunks.map((batch) => multicall(client, {
+		contracts: batch,
+		blockNumber,
+		allowFailure: false
+	})))).flat();
+	return {
+		blockNumber,
+		liquidationTicks,
+		points: results.map(([collateral0, required0, collateral1, required1], i) => ({
+			tick: ticks[i],
+			collateral0,
+			required0,
+			collateral1,
+			required1
+		}))
+	};
+}
+
+//#endregion
+//#region src/panoptic/v2/reads/positionValueCurve.ts
+const abi = parseAbi(["function computeNetLiquidationValue(uint256[] positionIdList, uint256 shortPremium, uint256 longPremium, uint256[] positionBalanceArray, int24[] atTicks) pure returns (int256[] value0, int256[] value1)"]);
+/** Stable identity for a position-dependent curve; premiums and spot are separate inputs. */
+function positionValueKey(positions) {
+	return [...positions].sort((a, b) => a.tokenId < b.tokenId ? -1 : a.tokenId > b.tokenId ? 1 : 0).map(({ tokenId, positionSize }) => `${tokenId}:${positionSize}`).join(",");
+}
+/** All changes in the curve's active liquidity, independent of the current market tick. */
+function positionValueTicks(positions) {
+	const ticks = new Set([-887272n, 887272n]);
+	for (const { tokenId, positionSize } of positions) {
+		if (tokenId < 0n || tokenId >= 1n << 256n || positionSize <= 0n || positionSize >= 1n << 128n) throw new RangeError("Invalid position id or size");
+		const { legs, tickSpacing } = decodeTokenId(tokenId);
+		for (const leg of legs) {
+			if (leg.width === 0n) continue;
+			const width = leg.width * tickSpacing;
+			const lower = leg.strike - width / 2n;
+			const upper = leg.strike + (width + 1n) / 2n;
+			if (lower < -887272n || upper > 887272n || lower >= upper) throw new RangeError("Invalid position range");
+			ticks.add(lower);
+			ticks.add(upper);
+		}
+	}
+	return [...ticks].sort((a, b) => a < b ? -1 : a > b ? 1 : 0);
+}
+/** Read the immutable, premium-free part of NLV from the deployed pure calculation. */
+async function getPositionValueCurve({ client, queryAddress, positions }) {
+	const ticks = positionValueTicks(positions);
+	const [values0, values1] = await client.readContract({
+		address: queryAddress,
+		abi,
+		functionName: "computeNetLiquidationValue",
+		args: [
+			positions.map((p) => p.tokenId),
+			0n,
+			0n,
+			positions.map((p) => p.positionSize),
+			ticks.map(Number)
+		]
+	});
+	return ticks.map((tick, i) => ({
+		tick,
+		value0: values0[i],
+		value1: values1[i]
+	}));
+}
+/**
+* Between leg boundaries, token0 is affine in inverse sqrt price and token1 in sqrt price.
+* Endpoint interpolation differs from contract integer rounding by at most a few wei per leg.
+*/
+function preparePositionValueCurve(curve) {
+	if (curve.length < 2) throw new RangeError("Incomplete position value curve");
+	for (let i = 0; i < curve.length; i++) if (curve[i].tick < -887272n || curve[i].tick > 887272n || i > 0 && curve[i].tick <= curve[i - 1].tick) throw new RangeError("Invalid position value curve ticks");
+	const points = curve.map((point) => ({
+		...point,
+		sqrt: tickToSqrtPriceX96(point.tick)
+	}));
+	return (tick) => {
+		if (tick < points[0].tick || tick > points[points.length - 1].tick) throw new RangeError("Tick outside position value curve");
+		let lo = 0;
+		let hi = points.length - 1;
+		while (hi - lo > 1) {
+			const mid = Math.floor((lo + hi) / 2);
+			if (points[mid].tick <= tick) lo = mid;
+			else hi = mid;
+		}
+		const left = points[lo];
+		const right = points[hi];
+		const sqrt = tickToSqrtPriceX96(tick);
+		const numerator = sqrt - left.sqrt;
+		const denominator = right.sqrt - left.sqrt;
+		return {
+			value0: left.value0 + (right.value0 - left.value0) * numerator * right.sqrt / (denominator * sqrt),
+			value1: left.value1 + (right.value1 - left.value1) * numerator / denominator
+		};
+	};
+}
+
 //#endregion
 //#region src/panoptic/v2/react/cacheScopes.ts
 /**
@@ -37653,5 +37958,5 @@ function useTxEventConfirmation({ txHash, poolAddress = zeroAddress, collateralT
 }
 
 //#endregion
-export { AccountInsolventError, AlreadyInitializedError, BORROW_INDEX_BITS, BPS_DENOMINATOR, BPS_SCALE, BatchValidationError, BelowMinimumRedemptionError, CastingError, ChunkHasZeroLiquidityError, ChunkLimitError, CrossPoolError, DEFAULT_MAX_SPREAD, DEFAULT_MINT_BUFFER, DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, DEFAULT_VEGOID, DepositTooLargeError, DuplicateTokenIdError, EffectiveLiquidityAboveThresholdError, ExceedsMaximumRedemptionError, InputListFailError, InsufficientCreditLiquidityError, InvalidBuilderCodeError, InvalidHistoryRangeError, InvalidTickBoundError, InvalidTickError, InvalidTokenIdParameterError, InvalidUniswapCallbackError, LEG_BITS, LEG_LIMITS, LEG_MASKS, LengthMismatchError, LiquidityTooHighError, LoanSlotExhaustedError, MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT, MARKET_INDICATOR_PERIODS, MAX_TICK, MAX_TRACKED_CHUNKS, MINT_BUFFER, MINT_BUFFER_DENOMINATOR, MIN_TICK, MaxRetriesExceededError, MissingPositionIdsError, NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, NetLiquidityZeroError, NetworkMismatchError, NoLegsExercisableError, NotALongLegError, NotBuilderError, NotEnoughLiquidityInChunkError, NotEnoughTokensError, NotGuardianError, NotMarginCalledError, NotPanopticPoolError, ORACLE_EPOCH_SECONDS, OracleRateLimitedError, PanopticError, PanopticHelperNotDeployedError, PanopticProvider, PanopticValidationError, PoolNotInitializedError, PositionCountNotZeroError, PositionNotOwnedError, PositionSnapshotNotFoundError, PositionTooLargeError, PriceBoundFailError, PriceImpactTooLargeError, ProviderLagError, RATE_AT_TARGET_BITS, REORG_DEPTH, REQUIRED_BASE_ERROR_SENTINEL, ReentrancyError, RpcError, RpcResponseError, SCHEMA_VERSION, SECONDS_PER_YEAR, STANDARD_TICK_WIDTHS, STORAGE_PREFIX, STRIKE_LADDER_TARGET_STRIKES, SafeModeError, StaleDataError, StaleOracleError, SwapTokenMismatchError, SyncTimeoutError, TOKEN_ID_BITS, TokenIdHasZeroLegsError, TooManyLegsOpenError, TransferFailedError, UNREALIZED_INTEREST_BITS, UTILIZATION_DENOMINATOR, UnauthorizedUniswapCallbackError, UnderOverFlowError, UnhealthyPoolError, UnsafePremiumSettlementError, VARIANCE_RATIO_LAG, WAD, WrongPoolIdError, WrongUniswapPoolError, ZERO_COLLATERAL, ZERO_VALUATION, ZeroAddressError, ZeroCollateralRequirementError, addLegToTokenId, addPendingPosition, addTrackedChunks, annualizePerSecondRateWad, applyMintBuffer, applyMintBufferPerToken, apportion, approve, approveAndWait, approvePool, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, borrow, borrowAndWait, buildBatchDispatchArgs, buildCreditSwapCall, buildCreditWrappedDispatch, buildOpenPositionCalldata, buildProtectedSettleDispatch, buildProtectedSettlePlan, buildSettleSequenceCalls, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, buildUniqueCredit, buildUniqueLoan, buildUniqueWidthZeroLeg, calculateAccountGreeksPure, calculateMarketIndicator, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, calculatePositionValues, calculateResyncBlock, calculateSpreadWad, calculateVarianceProfile, cancelTransaction, checkApproval, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearCheckpoint, clearPendingPositions, clearTrackedChunks, clearTrackedPositions, clearTradeHistory, closePosition, closePositionAndWait, collateralRuleKindFor, collateralTrackerV2Abi, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, countLegs, createEventPoller, createEventSubscription, createFileStorage, createFlowNeutralTokenId, createMemoryStorage, createNonceManager, createPoolFormatters, createTokenIdBuilder, decodeAllDispatchCalldata, decodeAllLegs, decodeDispatchCalldata, decodeLeftRightSigned, decodeLeftRightUnsigned, decodeLeg, decodeOraclePack, decodeOracleRiskParameters, decodeOracleTiming, decodePanopticTokenURI, decodePoolId, decodeTickSpacing, decodeTokenId, decodeVegoid, deployNewPool, deployNewPoolAndWait, deposit, depositAndWait, deriveSupplyRatePerSecWad, deriveUniqueTokenId, detectReorg, diagnoseOracleSafeMode, dispatch, dispatchAndWait, emptyLiquidateParams, encodeLeg, encodePoolId, encodePoolKeyBytes, encodeV3PoolKeyBytes, encodeV4PoolId, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, executeBatchDispatch, executeBatchDispatchAndWait, executeSettleSequence, executeSettleSequenceAndWait, failPendingPosition, feesFromFeeGrowthDelta, fetchPoolId, fetchSfpmV3PoolId, forceExercise, forceExerciseAndWait, formatBlockNumber, formatBps, formatCompact, formatDatetime, formatDuration, formatDurationSeconds, formatFeeTier, formatGas, formatGwei, formatPerSecondRateWadAsAprPct, formatPerSecondRateWadAsApyPct, formatPoolIdHex, formatPriceRange, formatRateWad, formatRatioPercent, formatTick, formatTickRange, formatTimestamp, formatTimestampLocale, formatTokenAmount, formatTokenAmountSigned, formatTokenDelta, formatTokenFlow, formatTokenIdHex, formatTokenIdShort, formatTxHash, formatUtilization, formatWad, formatWadPercent, formatWadSigned, formatWei, generateOverlappingTokenIds, getAccountBuyingPower, getAccountCollateral, getAccountGreeks, getAccountHistory, getAccountPremia, getAccountSummaryBasic, getAccountSummaryRisk, getAssetIndex, getBlockMeta, getChainDeployment, getChunkLiquidities, getChunkSpreads, getClosedPositions, getClosedPositionsKey, getCollateralAddresses, getCollateralData, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getCurrentRates, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getForfeitablePremium, getGuardianUnlockState, getHedgeLimits, getInterestState, getIrmCurrent, getIrmCurve, getItmAmounts, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLiquidationPrices, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNetLiquidationValue, getNetLiquidationValues, getNotEnoughTokensError, getOpenPositionIds, getOpenPositionPreview, getOracleRiskParameters, getOracleState, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPendingPositionsKey, getPool, getPoolCurrentTick, getPoolDeploymentBlock, getPoolDisplayId, getPoolLiquidities, getPoolMetaKey, getPoolMetadata, getPoolPrefix, getPortfolioValue, getPosition, getPositionChunkData, getPositionDeltaMetrics, getPositionEnrichmentData, getPositionGreeks, getPositionMetaKey, getPositions, getPositionsKey, getPositionsWithPremia, getPriceHistory, getPricesAtTick, getRealizedPnL, getRequiredCreditForITM, getRiskParameters, getSafeMode, getSchemaVersionKey, getStreamiaHistory, getSyncCheckpointKey, getSyncStatus, getTickSpacing, getTokenListId, getTrackedChunks, getTrackedChunksKey, getTrackedPositionIds, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, getUtilization, hasLoanOrCredit, hasLongLeg, interpolateBlocks, isCall, isCowSupportedChain, isCredit, isCreditLeg, isDefinedRisk, isGasError, isInputListFailError, isLiquidatable, isLoan, isLoanLeg, isNonceError, isPanopticErrorType, isPositionTracked, isRetryableRpcError, isShortOnly, isSpread, isSupportedChain, isolateGroupTokenId, jsonSerializer, ladderStrikeSequence, liquidate, liquidateAndWait, loadCheckpoint, minePoolAddress, mint, mintAndWait, mintableAfterBuffer, multicallRead, mutationEffects, openPosition, openPositionAndWait, optimizeTokenIdRiskPartners, oracleEpochAt, orderListForSettle, packMarketState, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi, parseBps, parseCollateralLog, parsePanopticError, parsePoolLog, parseTokenAmount, parseTokenListId, parseWad, planDeriveStrategy, pokeOracle, pokeOracleAndWait, prepareIndicatorCandles, preparePositionValue, previewBorrow, previewDeposit, previewMint, previewRedeem, previewUnwrap, previewWithdraw, previewWrap, priceToTick, publicBroadcaster, queryKeys, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, quoteV3ExactIn, ratePerSecWadToAprPct, reconstructFromEvents, recoverSnapshot, recoverSnapshotFromTx, redeem, redeemAndWait, removeTrackedChunks, repay, repayAndWait, requireChainDeployment, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveTokenIndex, resolveUniswapV4PoolKey, riskEngineAbi, rollPosition, rollPositionAndWait, roundToTickSpacing, saveCheckpoint, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, selectDispatchForAccount, settleAccumulatedPremia, settleAccumulatedPremiaAndWait, settlePremiumFrom, settlePremiumFromAndWait, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateDispatch, simulateForceExercise, simulateLiquidate, simulateOpenPosition, simulateSFPMBurn, simulateSFPMMint, simulateSettle, simulateSettlePremiumBatch, simulateSettlePremiumFrom, simulateSettleSequence, simulateSwapExactIn, simulateSwapExactOut, simulateWithTokenFlow, simulateWithdraw, slippageBpsToTickDistance, smartRepay, smartRepayAndWait, speedUpTransaction, splitTokenIdByTimescale, sqrtPriceX96ToPriceDecimalScaled, sqrtPriceX96ToTick, supply, supplyAndWait, swapExactIn, swapExactInAndWait, swapExactOut, swapExactOutAndWait, syncPositions, tickLimits, tickToPrice, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick, truncateAddress, unsupply, unsupplyAndWait, unwrapWeth, unwrapWethAndWait, unwrapXstock, unwrapXstockAndWait, useAccountCollateral, useAccountGreeks, useAccountPremia, useAccountSummaryBasic, useAccountSummaryRisk, useAddPendingPosition, useApprove, useApproveErc20ForCow, useApproveErc20ForPermit2, useApprovePool, useApproveRouterViaPermit2, useBatchDispatch as useBatchDispatchHook, useBorrow as useBorrowHook, useCancelCowOrder, useCheckCowApproval, useCheckRouterApproval, useChunkSpreads, useClearTrackedPositions, useClosePosition as useClosePositionHook, useClosedPositions, useCollateralBreakdown, useCollateralData, useConfirmPendingPosition, useCowOrderStatus, useCurrentRates, useDeployNewPool as useDeployNewPoolHook, useDeposit as useDepositHook, useDispatch as useDispatchHook, useEstimateCollateralRequired, useEventPoller, useEventSubscription, useExecuteSettleSequence, useFactoryConstructMetadata, useFactoryOwnerOf, useFactoryTokenURI, useFailPendingPosition, useFlowNeutralTokenId, useForceExercise as useForceExerciseHook, useForfeitablePremium, useGuardianUnlockState, useInterestState, useIsLiquidatable, useLiquidate as useLiquidateHook, useLiquidationPrices, useMarginBuffer, useMaxPositionSize, useMaxRedeem, useMaxWithdrawable, useMinePoolAddress as useMinePoolAddressHook, useMintShares, useNativeTokenPrice, useNetLiquidationValue, useNetLiquidationValues, useOpenPosition as useOpenPositionHook, useOpenPositionPreview, useOptimizeRiskPartners, useOracleState, usePanopticContext, usePanopticPoolAddress, usePokeOracle as usePokeOracleHook, usePool, usePoolLiquidities, usePoolVersion, usePosition, usePositionGreeks, usePositions, usePositionsWithPremia, usePreviewBorrow, usePreviewDeposit, usePreviewMint, usePreviewRedeem, usePreviewWithdraw, usePriceHistory, useQuoteCowSwap, useQuoteSwapExactInViaRouter, useQuoteSwapExactOutViaRouter, useRealizedPnL, useRedeem as useRedeemHook, useRepay as useRepayHook, useResolveUniswapV4PoolKey, useRiskParameters, useRollPosition as useRollPositionHook, useSafeMode, useSettleAccumulatedPremia as useSettleAccumulatedPremiaHook, useSettlePremiumFrom as useSettlePremiumFromHook, useSimulateBatchDispatch, useSimulateClosePosition, useSimulateDeployNewPool, useSimulateDeposit, useSimulateDispatch, useSimulateForceExercise, useSimulateLiquidate, useSimulateOpenPosition, useSimulateSFPMBurn, useSimulateSFPMMint, useSimulateSettle, useSimulateSettlePremiumBatch, useSimulateSettlePremiumFrom, useSimulateSettleSequence, useSimulateSwapExactIn, useSimulateSwapExactOut, useSimulateWithdraw, useSmartRepay as useSmartRepayHook, useStreamiaHistory, useSubmitCowOrder, useSupply as useSupplyHook, useSwapExactIn, useSwapExactInViaRouter, useSwapExactOut, useSwapExactOutViaRouter, useSyncPositions, useSyncStatus, useTrackedPositionIds, useTradeHistory, useTxEventConfirmation, useUniswapFeeHistory, useUniswapV3PoolInfo, useUniswapV3PoolLiquidities, useUniswapV4PoolBasicState, useUniswapV4PoolInfo, useUniswapV4PoolLiquidities, useUnsupply as useUnsupplyHook, useUnwrapWeth, useUnwrapXstock, useUtilization, useValidateBuilderCode, useWatchEvents, useWithdraw as useWithdrawHook, useWithdrawWithPositions as useWithdrawWithPositionsHook, useWrapEth, useWrapXstock, utilizationBpsToWad, utilizationPctToWad, validateBatch, validateBuilderCode, validatePoolId, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
+export { AccountInsolventError, AlreadyInitializedError, BORROW_INDEX_BITS, BPS_DENOMINATOR, BPS_SCALE, BatchValidationError, BelowMinimumRedemptionError, CastingError, ChunkHasZeroLiquidityError, ChunkLimitError, CrossPoolError, DEFAULT_MAX_SPREAD, DEFAULT_MINT_BUFFER, DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, DEFAULT_VEGOID, DepositTooLargeError, DuplicateTokenIdError, EffectiveLiquidityAboveThresholdError, ExceedsMaximumRedemptionError, InputListFailError, InsufficientCreditLiquidityError, InvalidBuilderCodeError, InvalidHistoryRangeError, InvalidTickBoundError, InvalidTickError, InvalidTokenIdParameterError, InvalidUniswapCallbackError, LEG_BITS, LEG_LIMITS, LEG_MASKS, LengthMismatchError, LiquidityTooHighError, LoanSlotExhaustedError, MARKET_EPOCH_BITS, MARKET_EPOCH_SHIFT, MARKET_INDICATOR_PERIODS, MAX_TICK, MAX_TRACKED_CHUNKS, MINT_BUFFER, MINT_BUFFER_DENOMINATOR, MIN_TICK, MaxRetriesExceededError, MissingPositionIdsError, NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, NetLiquidityZeroError, NetworkMismatchError, NoLegsExercisableError, NotALongLegError, NotBuilderError, NotEnoughLiquidityInChunkError, NotEnoughTokensError, NotGuardianError, NotMarginCalledError, NotPanopticPoolError, ORACLE_EPOCH_SECONDS, OracleRateLimitedError, PanopticError, PanopticHelperNotDeployedError, PanopticProvider, PanopticValidationError, PoolNotInitializedError, PositionCountNotZeroError, PositionNotOwnedError, PositionSnapshotNotFoundError, PositionTooLargeError, PriceBoundFailError, PriceImpactTooLargeError, ProviderLagError, RATE_AT_TARGET_BITS, REORG_DEPTH, REQUIRED_BASE_ERROR_SENTINEL, ReentrancyError, RpcError, RpcResponseError, SCHEMA_VERSION, SECONDS_PER_YEAR, STANDARD_TICK_WIDTHS, STORAGE_PREFIX, STRIKE_LADDER_TARGET_STRIKES, SafeModeError, StaleDataError, StaleOracleError, SwapTokenMismatchError, SyncTimeoutError, TOKEN_ID_BITS, TokenIdHasZeroLegsError, TooManyLegsOpenError, TransferFailedError, UNREALIZED_INTEREST_BITS, UTILIZATION_DENOMINATOR, UnauthorizedUniswapCallbackError, UnderOverFlowError, UnhealthyPoolError, UnsafePremiumSettlementError, VARIANCE_RATIO_LAG, WAD, WrongPoolIdError, WrongUniswapPoolError, ZERO_COLLATERAL, ZERO_VALUATION, ZeroAddressError, ZeroCollateralRequirementError, addLegToTokenId, addPendingPosition, addTrackedChunks, annualizePerSecondRateWad, applyMintBuffer, applyMintBufferPerToken, apportion, approve, approveAndWait, approvePool, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, borrow, borrowAndWait, buildBatchDispatchArgs, buildCreditSwapCall, buildCreditWrappedDispatch, buildOpenPositionCalldata, buildProtectedSettleDispatch, buildProtectedSettlePlan, buildSettleSequenceCalls, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, buildUniqueCredit, buildUniqueLoan, buildUniqueWidthZeroLeg, calculateAccountGreeksPure, calculateMarketIndicator, calculatePortfolioDelta, calculatePortfolioGamma, calculatePortfolioGreeks, calculatePortfolioValue, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionDeltaWithSwap, calculatePositionGamma, calculatePositionGreeks, calculatePositionValue, calculatePositionValues, calculateResyncBlock, calculateSpreadWad, calculateVarianceProfile, cancelTransaction, checkApproval, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearCheckpoint, clearPendingPositions, clearTrackedChunks, clearTrackedPositions, clearTradeHistory, closePosition, closePositionAndWait, collateralCurveTicks, collateralRuleKindFor, collateralTrackerV2Abi, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, countLegs, createEventPoller, createEventSubscription, createFileStorage, createFlowNeutralTokenId, createMemoryStorage, createNonceManager, createPoolFormatters, createTokenIdBuilder, decodeAllDispatchCalldata, decodeAllLegs, decodeDispatchCalldata, decodeLeftRightSigned, decodeLeftRightUnsigned, decodeLeg, decodeOraclePack, decodeOracleRiskParameters, decodeOracleTiming, decodePanopticTokenURI, decodePoolId, decodeTickSpacing, decodeTokenId, decodeVegoid, deployNewPool, deployNewPoolAndWait, deposit, depositAndWait, deriveSupplyRatePerSecWad, deriveUniqueTokenId, detectReorg, diagnoseOracleSafeMode, dispatch, dispatchAndWait, emptyLiquidateParams, encodeLeg, encodePoolId, encodePoolKeyBytes, encodeV3PoolKeyBytes, encodeV4PoolId, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, executeBatchDispatch, executeBatchDispatchAndWait, executeSettleSequence, executeSettleSequenceAndWait, failPendingPosition, feesFromFeeGrowthDelta, fetchPoolId, fetchSfpmV3PoolId, forceExercise, forceExerciseAndWait, formatBlockNumber, formatBps, formatCompact, formatDatetime, formatDuration, formatDurationSeconds, formatFeeTier, formatGas, formatGwei, formatPerSecondRateWadAsAprPct, formatPerSecondRateWadAsApyPct, formatPoolIdHex, formatPriceRange, formatRateWad, formatRatioPercent, formatTick, formatTickRange, formatTimestamp, formatTimestampLocale, formatTokenAmount, formatTokenAmountSigned, formatTokenDelta, formatTokenFlow, formatTokenIdHex, formatTokenIdShort, formatTxHash, formatUtilization, formatWad, formatWadPercent, formatWadSigned, formatWei, generateOverlappingTokenIds, getAccountBuyingPower, getAccountCollateral, getAccountGreeks, getAccountHistory, getAccountPremia, getAccountSummaryBasic, getAccountSummaryRisk, getAssetIndex, getBlockMeta, getChainDeployment, getChunkLiquidities, getChunkSpreads, getClosedPositions, getClosedPositionsKey, getCollateralAddresses, getCollateralCurve, getCollateralCurveInputs, getCollateralData, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getCurrentRates, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getForfeitablePremium, getGuardianUnlockState, getHedgeLimits, getInterestState, getIrmCurrent, getIrmCurve, getItmAmounts, getLegDelta, getLegDeltaInVaultFrame, getLegGamma, getLegNetValueWidth0, getLegValue, getLiquidationPrices, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNetLiquidationValue, getNetLiquidationValues, getNotEnoughTokensError, getOpenPositionIds, getOpenPositionPreview, getOracleRiskParameters, getOracleState, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPendingPositionsKey, getPool, getPoolCurrentTick, getPoolDeploymentBlock, getPoolDisplayId, getPoolLiquidities, getPoolMetaKey, getPoolMetadata, getPoolPrefix, getPortfolioValue, getPosition, getPositionChunkData, getPositionDeltaMetrics, getPositionEnrichmentData, getPositionGreeks, getPositionMetaKey, getPositionValueCurve, getPositions, getPositionsKey, getPositionsWithPremia, getPriceHistory, getPricesAtTick, getRealizedPnL, getRequiredCreditForITM, getRiskParameters, getSafeMode, getSchemaVersionKey, getStreamiaHistory, getSyncCheckpointKey, getSyncStatus, getTickSpacing, getTokenListId, getTrackedChunks, getTrackedChunksKey, getTrackedPositionIds, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, getUtilization, hasLoanOrCredit, hasLongLeg, interpolateBlocks, isCall, isCowSupportedChain, isCredit, isCreditLeg, isDefinedRisk, isGasError, isInputListFailError, isLiquidatable, isLoan, isLoanLeg, isNonceError, isPanopticErrorType, isPositionTracked, isRetryableRpcError, isShortOnly, isSpread, isSupportedChain, isolateGroupTokenId, jsonSerializer, ladderStrikeSequence, liquidate, liquidateAndWait, loadCheckpoint, logReturns, marketPnlInQuote, marketRiskFromValues, marketScenario, minePoolAddress, mint, mintAndWait, mintableAfterBuffer, multicallRead, mutationEffects, netLiquidationValueInQuote, openPosition, openPositionAndWait, optimizeTokenIdRiskPartners, oracleEpochAt, orderListForSettle, packMarketState, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi, parseBps, parseCollateralLog, parsePanopticError, parsePoolLog, parseTokenAmount, parseTokenListId, parseWad, planDeriveStrategy, pokeOracle, pokeOracleAndWait, positionValueKey, positionValueTicks, prepareIndicatorCandles, preparePositionValue, preparePositionValueCurve, previewBorrow, previewDeposit, previewMint, previewRedeem, previewUnwrap, previewWithdraw, previewWrap, priceToTick, publicBroadcaster, queryKeys, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, quoteV3ExactIn, ratePerSecWadToAprPct, realizedBeta, reconstructFromEvents, recoverSnapshot, recoverSnapshotFromTx, redeem, redeemAndWait, removeTrackedChunks, repay, repayAndWait, requireChainDeployment, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveTokenIndex, resolveUniswapV4PoolKey, riskEngineAbi, rollPosition, rollPositionAndWait, roundToTickSpacing, saveCheckpoint, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, selectDispatchForAccount, settleAccumulatedPremia, settleAccumulatedPremiaAndWait, settlePremiumFrom, settlePremiumFromAndWait, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateDispatch, simulateForceExercise, simulateLiquidate, simulateOpenPosition, simulateSFPMBurn, simulateSFPMMint, simulateSettle, simulateSettlePremiumBatch, simulateSettlePremiumFrom, simulateSettleSequence, simulateSwapExactIn, simulateSwapExactOut, simulateWithTokenFlow, simulateWithdraw, slippageBpsToTickDistance, smartRepay, smartRepayAndWait, speedUpTransaction, splitTokenIdByTimescale, sqrtPriceX96ToPriceDecimalScaled, sqrtPriceX96ToTick, supply, supplyAndWait, swapExactIn, swapExactInAndWait, swapExactOut, swapExactOutAndWait, syncPositions, tickLimits, tickToPrice, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick, truncateAddress, unsupply, unsupplyAndWait, unwrapWeth, unwrapWethAndWait, unwrapXstock, unwrapXstockAndWait, useAccountCollateral, useAccountGreeks, useAccountPremia, useAccountSummaryBasic, useAccountSummaryRisk, useAddPendingPosition, useApprove, useApproveErc20ForCow, useApproveErc20ForPermit2, useApprovePool, useApproveRouterViaPermit2, useBatchDispatch as useBatchDispatchHook, useBorrow as useBorrowHook, useCancelCowOrder, useCheckCowApproval, useCheckRouterApproval, useChunkSpreads, useClearTrackedPositions, useClosePosition as useClosePositionHook, useClosedPositions, useCollateralBreakdown, useCollateralData, useConfirmPendingPosition, useCowOrderStatus, useCurrentRates, useDeployNewPool as useDeployNewPoolHook, useDeposit as useDepositHook, useDispatch as useDispatchHook, useEstimateCollateralRequired, useEventPoller, useEventSubscription, useExecuteSettleSequence, useFactoryConstructMetadata, useFactoryOwnerOf, useFactoryTokenURI, useFailPendingPosition, useFlowNeutralTokenId, useForceExercise as useForceExerciseHook, useForfeitablePremium, useGuardianUnlockState, useInterestState, useIsLiquidatable, useLiquidate as useLiquidateHook, useLiquidationPrices, useMarginBuffer, useMaxPositionSize, useMaxRedeem, useMaxWithdrawable, useMinePoolAddress as useMinePoolAddressHook, useMintShares, useNativeTokenPrice, useNetLiquidationValue, useNetLiquidationValues, useOpenPosition as useOpenPositionHook, useOpenPositionPreview, useOptimizeRiskPartners, useOracleState, usePanopticContext, usePanopticPoolAddress, usePokeOracle as usePokeOracleHook, usePool, usePoolLiquidities, usePoolVersion, usePosition, usePositionGreeks, usePositions, usePositionsWithPremia, usePreviewBorrow, usePreviewDeposit, usePreviewMint, usePreviewRedeem, usePreviewWithdraw, usePriceHistory, useQuoteCowSwap, useQuoteSwapExactInViaRouter, useQuoteSwapExactOutViaRouter, useRealizedPnL, useRedeem as useRedeemHook, useRepay as useRepayHook, useResolveUniswapV4PoolKey, useRiskParameters, useRollPosition as useRollPositionHook, useSafeMode, useSettleAccumulatedPremia as useSettleAccumulatedPremiaHook, useSettlePremiumFrom as useSettlePremiumFromHook, useSimulateBatchDispatch, useSimulateClosePosition, useSimulateDeployNewPool, useSimulateDeposit, useSimulateDispatch, useSimulateForceExercise, useSimulateLiquidate, useSimulateOpenPosition, useSimulateSFPMBurn, useSimulateSFPMMint, useSimulateSettle, useSimulateSettlePremiumBatch, useSimulateSettlePremiumFrom, useSimulateSettleSequence, useSimulateSwapExactIn, useSimulateSwapExactOut, useSimulateWithdraw, useSmartRepay as useSmartRepayHook, useStreamiaHistory, useSubmitCowOrder, useSupply as useSupplyHook, useSwapExactIn, useSwapExactInViaRouter, useSwapExactOut, useSwapExactOutViaRouter, useSyncPositions, useSyncStatus, useTrackedPositionIds, useTradeHistory, useTxEventConfirmation, useUniswapFeeHistory, useUniswapV3PoolInfo, useUniswapV3PoolLiquidities, useUniswapV4PoolBasicState, useUniswapV4PoolInfo, useUniswapV4PoolLiquidities, useUnsupply as useUnsupplyHook, useUnwrapWeth, useUnwrapXstock, useUtilization, useValidateBuilderCode, useWatchEvents, useWithdraw as useWithdrawHook, useWithdrawWithPositions as useWithdrawWithPositionsHook, useWrapEth, useWrapXstock, utilizationBpsToWad, utilizationPctToWad, validateBatch, validateBuilderCode, validatePoolId, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
 //# sourceMappingURL=react-public.js.map