@panoptic-eng/sdk 1.0.55 → 1.0.57

package/dist/{v2-bpvC_P3W.js → v2-B3MqHVHt.js}

@@ -1,9 +1,9 @@
-import { StateViewAbi, getAccountCollateral, panopticQueryAbi$1 as panopticQueryAbi, readBlockAndAggregate, requireReturnData } from "./irm-BsRdsXMS.js";
-import { AccountInsolventError, ChunkLimitError, DEFAULT_VEGOID, InvalidHistoryRangeError, MulticallResultMissingError, NotEnoughTokensError, PanopticError, PanopticValidationError, SafeModeError, StaleDataError, StorageDataNotFoundError, UnhealthyPoolError, WrongUniswapPoolError, applyMintBufferPerToken, availableToBorrow, collateralTrackerV2Abi, decodeLeftRightSigned, decodeLeftRightUnsigned, decodePositionBalance, getBlockMeta, getClosedPositionsKey, getPendingPositionsKey, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositionsKey, getTrackedChunksKey, getTrackedPositionIds, isPanopticErrorType, jsonSerializer, mintableAfterBuffer, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticGuardianAbi, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi as panopticQueryAbi$1, parsePanopticError, riskEngineAbi, semiFungiblePositionManagerV3Abi, semiFungiblePositionManagerV4Abi, stateViewAbi, uniswapV3PoolAbi } from "./rates-B0uPUed1.js";
+import { StateViewAbi, getAccountCollateral, panopticQueryAbi$1 as panopticQueryAbi, readBlockAndAggregate, requireReturnData } from "./irm-DsM35dGO.js";
+import { AccountInsolventError, ChunkLimitError, DEFAULT_VEGOID, InvalidHistoryRangeError, MulticallResultMissingError, NotEnoughTokensError, PanopticError, PanopticValidationError, SafeModeError, StaleDataError, StorageDataNotFoundError, UnhealthyPoolError, WrongUniswapPoolError, applyMintBufferPerToken, availableToBorrow, collateralTrackerV2Abi, decodeLeftRightSigned, decodeLeftRightUnsigned, decodePositionBalance, getBlockMeta, getClosedPositionsKey, getPendingPositionsKey, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositionsKey, getTrackedChunksKey, getTrackedPositionIds, isPanopticErrorType, jsonSerializer, mintableAfterBuffer, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticGuardianAbi, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi as panopticQueryAbi$1, parsePanopticError, riskEngineAbi, semiFungiblePositionManagerV3Abi, semiFungiblePositionManagerV4Abi, stateViewAbi, uniswapV3PoolAbi } from "./rates-CEJz8fjw.js";
 import { MAX_TICK, MAX_TRACKED_CHUNKS, MIN_TICK, NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, WAD, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionGamma, calculatePositionValue, priceToTick, sqrtPriceX96ToTick, tickLimits, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick } from "./greeks-CNi1-cnp.js";
-import { addLegToTokenId, buildBatchDispatchArgs, buildSettleSequenceCalls, buildUniqueCredit, buildUniqueLoan, countLegs, createTokenIdBuilder, decodeAllLegs, decodeTokenId, getPoolTokensForSimulation, loadCheckpoint, resolveTokenIndex, simulateOpenPosition, simulateWithTokenFlow } from "./writes-B4nGIi6h.js";
-import { getLpPositionFunding, getMaxLpPositionSize } from "./router-kAllFA4i.js";
-import { BaseError, ContractFunctionExecutionError, ContractFunctionRevertedError, ExecutionRevertedError, decodeFunctionResult, encodeAbiParameters, encodeFunctionData, getAddress, keccak256, toHex, zeroAddress } from "viem";
+import { addLegToTokenId, buildBatchDispatchArgs, buildSettleSequenceCalls, buildUniqueCredit, buildUniqueLoan, countLegs, createTokenIdBuilder, decodeAllLegs, decodeTokenId, getPoolTokensForSimulation, loadCheckpoint, resolveTokenIndex, simulateOpenPosition, simulateWithTokenFlow } from "./writes-CQrevcCu.js";
+import { getLpPositionFunding, getMaxLpPositionSize } from "./router-DUOHNdYZ.js";
+import { BaseError, ContractFunctionExecutionError, ContractFunctionRevertedError, ExecutionRevertedError, decodeFunctionResult, encodeAbiParameters, encodeFunctionData, getAddress, keccak256, parseAbi, toHex, zeroAddress } from "viem";
 import { multicall } from "viem/actions";
 import Decimal from "decimal.js";
 
@@ -1605,10 +1605,10 @@ 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]
 	});
@@ -1618,10 +1618,10 @@ 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]
 	});
@@ -1631,10 +1631,10 @@ 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,
@@ -4420,6 +4420,8 @@ 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
@@ -4519,6 +4521,7 @@ async function fetchV3BlockSnapshot(client, poolAddress, blockNumber, uniqueTick
 	}
 	return {
 		currentTick: slot0Result[1],
+		sqrtPriceX96: slot0Result[0],
 		feeGrowthGlobal0,
 		feeGrowthGlobal1,
 		tickData
@@ -4562,6 +4565,7 @@ async function fetchV4BlockSnapshot(client, stateViewAddress, poolId, blockNumbe
 	}
 	return {
 		currentTick: slot0Result[1],
+		sqrtPriceX96: slot0Result[0],
 		feeGrowthGlobal0: feeGrowthResult[0],
 		feeGrowthGlobal1: feeGrowthResult[1],
 		tickData
@@ -9844,4 +9848,235 @@ function calculateVarianceProfile(candles, isAssetToken0, intervalSeconds = 3600
 }
 
 //#endregion
-export { DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, MARKET_INDICATOR_PERIODS, REQUIRED_BASE_ERROR_SENTINEL, STRIKE_LADDER_TARGET_STRIKES, VARIANCE_RATIO_LAG, addPendingPosition, addTrackedChunks, apportion, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, buildCreditWrappedDispatch, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, calculateAccountGreeksPure, calculateMarketIndicator, calculateSpreadWad, calculateVarianceProfile, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearPendingPositions, clearTrackedChunks, clearTradeHistory, collateralRuleKindFor, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, createEventPoller, createEventSubscription, createFlowNeutralTokenId, decodePanopticTokenURI, emptyLiquidateParams, encodePoolKeyBytes, encodeV3PoolKeyBytes, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, failPendingPosition, feesFromFeeGrowthDelta, fetchSfpmV3PoolId, getAccountBuyingPower, getAccountGreeks, getAccountHistory, getChunkLiquidities, getChunkSpreads, getClosedPositions, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getHedgeLimits, getItmAmounts, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNotEnoughTokensError, getOpenPositionPreview, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPoolCollateralAddresses, getPoolLiquidities, getPortfolioValue, getPositionChunkData, getPositionEnrichmentData, getPriceHistory, getRealizedPnL, getRequiredCreditForITM, getSafeMode, getStreamiaHistory, getSyncStatus, getTrackedChunks, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, interpolateBlocks, isGasError, isNonceError, isRetryableRpcError, isolateGroupTokenId, ladderStrikeSequence, logReturns, minePoolAddress, minePoolAddressLocalAsync, multicallRead, optimizeTokenIdRiskPartners, parseCollateralLog, parsePoolLog, prepareIndicatorCandles, previewDeposit, previewMint, previewRedeem, previewWithdraw, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, realizedBeta, removeTrackedChunks, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveUniswapV4PoolKey, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateDispatch, simulateForceExercise, simulateLiquidate, simulateSFPMBurn, simulateSFPMMint, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, slippageBpsToTickDistance, watchEvents };
+//#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,
+		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,
+		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 { DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, MARKET_INDICATOR_PERIODS, REQUIRED_BASE_ERROR_SENTINEL, STRIKE_LADDER_TARGET_STRIKES, VARIANCE_RATIO_LAG, addPendingPosition, addTrackedChunks, apportion, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, buildCreditWrappedDispatch, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, calculateAccountGreeksPure, calculateMarketIndicator, calculateSpreadWad, calculateVarianceProfile, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearPendingPositions, clearTrackedChunks, clearTradeHistory, collateralCurveTicks, collateralRuleKindFor, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, createEventPoller, createEventSubscription, createFlowNeutralTokenId, decodePanopticTokenURI, emptyLiquidateParams, encodePoolKeyBytes, encodeV3PoolKeyBytes, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, failPendingPosition, feesFromFeeGrowthDelta, fetchSfpmV3PoolId, getAccountBuyingPower, getAccountGreeks, getAccountHistory, getChunkLiquidities, getChunkSpreads, getClosedPositions, getCollateralCurve, getCollateralCurveInputs, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getHedgeLimits, getItmAmounts, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNotEnoughTokensError, getOpenPositionPreview, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPoolCollateralAddresses, getPoolLiquidities, getPortfolioValue, getPositionChunkData, getPositionEnrichmentData, getPositionValueCurve, getPriceHistory, getRealizedPnL, getRequiredCreditForITM, getSafeMode, getStreamiaHistory, getSyncStatus, getTrackedChunks, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, interpolateBlocks, isGasError, isNonceError, isRetryableRpcError, isolateGroupTokenId, ladderStrikeSequence, logReturns, marketPnlInQuote, marketRiskFromValues, marketScenario, minePoolAddress, minePoolAddressLocalAsync, multicallRead, netLiquidationValueInQuote, optimizeTokenIdRiskPartners, parseCollateralLog, parsePoolLog, positionValueKey, positionValueTicks, prepareIndicatorCandles, preparePositionValueCurve, previewDeposit, previewMint, previewRedeem, previewWithdraw, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, realizedBeta, removeTrackedChunks, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveUniswapV4PoolKey, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateDispatch, simulateForceExercise, simulateLiquidate, simulateSFPMBurn, simulateSFPMMint, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, slippageBpsToTickDistance, watchEvents };

package/dist/vault-transaction-fees.d.ts

@@ -9,12 +9,14 @@ type VaultTransactionFeeQuote = {
   maxFeePerGas: bigint;
   maxPriorityFeePerGas: bigint;
   minimumMaxFeePerGas: bigint;
+  minimumPriorityFeePerGas?: bigint;
   source: 'fee_history' | 'viem_fallback' | 'rpc_priority_fee' | 'fee_history_p25';
 };
 type VaultDeltaHedgeFeeQuote = VaultTransactionFeeQuote & {
   rawPriorityFeePerGas: bigint;
 };
 type VaultSignedTransactionFeeCaps = {
+  chainId?: number;
   gasLimit?: bigint | null;
   maxFeePerGas: bigint | null;
   maxPriorityFeePerGas: bigint | null;
@@ -90,9 +92,9 @@ declare function validateVaultSignedTransactionFeeCaps(feeCaps: VaultSignedTrans
  * Resolve explicit EIP-1559 fees for operator-controlled vault transactions.
  *
  * The normal path follows the median p90 priority fee from the last 20 blocks,
- * with a 0.1 gwei floor and 3 gwei ceiling. If fee history is unavailable,
- * Viem's estimate is used while preserving those bounds and its original
- * base-fee allowance.
+ * with a 3 gwei ceiling and a 0.1 gwei floor except on chains that do not use
+ * tips for ordering. If fee history is unavailable, Viem's estimate is used
+ * while preserving those bounds and its original base-fee allowance.
  */
 declare function getVaultTransactionFeeQuote<chain extends Chain | undefined>(client: Client<Transport, chain>): Promise<VaultTransactionFeeQuote>;
 declare function getVaultDeltaHedgeHistoricalFeeQuote<chain extends Chain | undefined>(client: Client<Transport, chain>): Promise<VaultDeltaHedgeFeeQuote>;

package/dist/vault-transaction-fees.d.ts.map

@@ -1 +1 @@
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