@panoptic-eng/sdk 1.0.54 → 1.0.56

package/dist/panoptic/v2/index.js

@@ -11285,13 +11285,10 @@ 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;
@@ -11299,11 +11296,23 @@ 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;
@@ -12713,11 +12722,11 @@ 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
 		});
@@ -12749,7 +12758,7 @@ async function submitWrite(params) {
 	else {
 		const estimated = await client.estimateContractGas({
 			address,
-			abi,
+			abi: abi$1,
 			functionName,
 			args,
 			account: resolvedAccount,
@@ -12759,7 +12768,7 @@ async function submitWrite(params) {
 	}
 	const hash = await walletClient.writeContract({
 		address,
-		abi,
+		abi: abi$1,
 		functionName,
 		args,
 		account: resolvedAccount,
@@ -18566,10 +18575,10 @@ 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]
 	});
@@ -18579,10 +18588,10 @@ 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]
 	});
@@ -18592,10 +18601,10 @@ 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,
@@ -22674,6 +22683,8 @@ 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
@@ -22773,6 +22784,7 @@ async function fetchV3BlockSnapshot(client, poolAddress, blockNumber, uniqueTick
 	}
 	return {
 		currentTick: slot0Result[1],
+		sqrtPriceX96: slot0Result[0],
 		feeGrowthGlobal0,
 		feeGrowthGlobal1,
 		tickData
@@ -22816,6 +22828,7 @@ async function fetchV4BlockSnapshot(client, stateViewAddress, poolId, blockNumbe
 	}
 	return {
 		currentTick: slot0Result[1],
+		sqrtPriceX96: slot0Result[0],
 		feeGrowthGlobal0: feeGrowthResult[0],
 		feeGrowthGlobal1: feeGrowthResult[1],
 		tickData
@@ -30914,6 +30927,67 @@ 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 });
@@ -31479,7 +31553,7 @@ 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]: {
@@ -31496,9 +31570,240 @@ 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
-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, 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, 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, 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, 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, utilizationBpsToWad, utilizationPctToWad, validateBatch, validateBuilderCode, validatePoolId, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
+//#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
+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, 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, 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, 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, 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, utilizationBpsToWad, utilizationPctToWad, validateBatch, validateBuilderCode, validatePoolId, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
 //# sourceMappingURL=index.js.map