@panoptic-eng/sdk 1.0.60 → 1.0.62

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (34) hide show
  1. package/dist/{chainDeployments-CmDzAmZ3.js → chainDeployments-BhXMBZ4B.js} +50 -12
  2. package/dist/cow/index.js +1207 -484
  3. package/dist/cow/index.js.map +1 -1
  4. package/dist/{cow-CHb343la.js → cow-DTi3GjQz.js} +1 -1
  5. package/dist/deployments.d.ts +9 -1
  6. package/dist/deployments.d.ts.map +1 -1
  7. package/dist/deployments.js +50 -12
  8. package/dist/deployments.js.map +1 -1
  9. package/dist/index.d.ts +587 -75
  10. package/dist/index.d.ts.map +1 -1
  11. package/dist/index.js +577 -357
  12. package/dist/index.js.map +1 -1
  13. package/dist/{irm-BIaLQ-0n.js → irm-BDlcUNgJ.js} +2 -2
  14. package/dist/panoptic/v2/index.d.ts +169 -3
  15. package/dist/panoptic/v2/index.d.ts.map +1 -1
  16. package/dist/panoptic/v2/index.js +658 -107
  17. package/dist/panoptic/v2/index.js.map +1 -1
  18. package/dist/panoptic/v2/react-public.d.ts +177 -3
  19. package/dist/panoptic/v2/react-public.d.ts.map +1 -1
  20. package/dist/panoptic/v2/react-public.js +674 -113
  21. package/dist/panoptic/v2/react-public.js.map +1 -1
  22. package/dist/{rates-COAJpKRd.js → rates-BwZnK0tG.js} +498 -482
  23. package/dist/{router-B2fj4_X7.js → router-Y1OxL9Nt.js} +2 -2
  24. package/dist/{router-DliBF9FK.js → router-jMP7fVno.js} +2 -2
  25. package/dist/{transactionFees-CNbjAigT.js → transactionFees-aXQlx-lq.js} +11 -6
  26. package/dist/uniswap/index.js +724 -1
  27. package/dist/uniswap/index.js.map +1 -1
  28. package/dist/{v2-C3n8n1_i.js → v2-B27ILZl4.js} +518 -202
  29. package/dist/vault-transaction-fees.d.ts +1 -0
  30. package/dist/vault-transaction-fees.d.ts.map +1 -1
  31. package/dist/vault-transaction-fees.js +59 -16
  32. package/dist/vault-transaction-fees.js.map +1 -1
  33. package/dist/{writes-BTkqc_rn.js → writes-B8NGXzUG.js} +219 -38
  34. package/package.json +1 -1
@@ -1,4 +1,4 @@
1
- import { BaseError, ContractFunctionExecutionError, ContractFunctionRevertedError, ExecutionRevertedError, decodeAbiParameters, decodeErrorResult, decodeEventLog, decodeFunctionData, decodeFunctionResult, encodeAbiParameters, encodeFunctionData, erc20Abi, getAbiItem, getAddress, hexToString, keccak256, parseAbi, toFunctionSelector, toHex, trim, zeroAddress } from "viem";
1
+ import { BaseError, ContractFunctionExecutionError, ContractFunctionRevertedError, ExecutionRevertedError, decodeAbiParameters, decodeErrorResult, decodeEventLog, decodeFunctionData, decodeFunctionResult, encodeAbiParameters, encodeFunctionData, erc20Abi, getAbiItem, getAddress, hexToString, keccak256, parseAbi, parseEventLogs, toFunctionSelector, toHex, trim, zeroAddress } from "viem";
2
2
  import { call, multicall } from "viem/actions";
3
3
  import Decimal from "decimal.js";
4
4
 
@@ -9397,6 +9397,10 @@ function extractErrorData(error) {
9397
9397
  error.walk((e) => {
9398
9398
  if (foundData) return false;
9399
9399
  const node = e;
9400
+ if (typeof node.raw === "string" && node.raw.startsWith("0x") && node.raw.length > 10) {
9401
+ foundData = node.raw;
9402
+ return true;
9403
+ }
9400
9404
  if (node.data && typeof node.data === "string" && node.data.startsWith("0x")) {
9401
9405
  foundData = node.data;
9402
9406
  return true;
@@ -9425,6 +9429,7 @@ function extractErrorData(error) {
9425
9429
  let current = error;
9426
9430
  const maxDepth = 10;
9427
9431
  for (let i = 0; i < maxDepth && current; i++) {
9432
+ if (typeof current.raw === "string" && current.raw.startsWith("0x") && current.raw.length > 10) return current.raw;
9428
9433
  if (current.data && typeof current.data === "string" && current.data.startsWith("0x")) return current.data;
9429
9434
  if (current.data && typeof current.data === "object") {
9430
9435
  const nested = current.data;
@@ -9438,7 +9443,7 @@ function extractErrorData(error) {
9438
9443
  }
9439
9444
  const obj = error;
9440
9445
  if (obj.message && typeof obj.message === "string") {
9441
- const signatureMatch = obj.message.match(/signature:\s*(0x[a-fA-F0-9]{8,})/i);
9446
+ const signatureMatch = obj.message.match(/signature:?\s*["']?(0x[a-fA-F0-9]{8,})/i);
9442
9447
  if (signatureMatch) return signatureMatch[1];
9443
9448
  }
9444
9449
  return null;
@@ -11109,12 +11114,12 @@ function generateOverlappingTokenIds(params) {
11109
11114
  //#region src/panoptic/v2/tokenId/split.ts
11110
11115
  const POOL_ID_MASK$3 = (1n << TOKEN_ID_BITS.POOL_ID_SIZE) - 1n;
11111
11116
  const MAX_UINT128$3 = (1n << 128n) - 1n;
11112
- const MAX_UINT256$1 = (1n << 256n) - 1n;
11117
+ const MAX_UINT256$2 = (1n << 256n) - 1n;
11113
11118
  function invalid(message) {
11114
11119
  throw new PanopticValidationError(`splitTokenIdByTimescale: ${message}`);
11115
11120
  }
11116
11121
  function validateInput(tokenId, positionSize) {
11117
- if (tokenId < 0n || tokenId > MAX_UINT256$1) invalid("tokenId must fit in uint256");
11122
+ if (tokenId < 0n || tokenId > MAX_UINT256$2) invalid("tokenId must fit in uint256");
11118
11123
  if (positionSize <= 0n || positionSize > MAX_UINT128$3) invalid("positionSize must be between 1 and uint128.max");
11119
11124
  const legs = decodeAllLegs(tokenId);
11120
11125
  if (legs.length === 0) invalid("tokenId must contain at least one active leg");
@@ -11269,7 +11274,7 @@ function splitTokenIdByTimescale(tokenId, positionSize, targetTimescale) {
11269
11274
 
11270
11275
  //#endregion
11271
11276
  //#region src/uniswap/lpDeposit.ts
11272
- const Q96$2 = 1n << 96n;
11277
+ const Q96$3 = 1n << 96n;
11273
11278
  const ceilDiv$4 = (n, d) => (n + d - 1n) / d;
11274
11279
  /** Principal and separately identified funding headroom, in native token units. */
11275
11280
  function getLpDepositBreakdown(ranges, sqrtPriceX96) {
@@ -11281,8 +11286,8 @@ function getLpDepositBreakdown(ranges, sqrtPriceX96) {
11281
11286
  const lower = tickToSqrtPriceX96(BigInt(tickLower));
11282
11287
  const upper = tickToSqrtPriceX96(BigInt(tickUpper));
11283
11288
  const price = sqrtPriceX96 < lower ? lower : sqrtPriceX96 > upper ? upper : sqrtPriceX96;
11284
- amount0 += ceilDiv$4(liquidity * Q96$2 * (upper - price), upper * price);
11285
- amount1 += ceilDiv$4(liquidity * (price - lower), Q96$2);
11289
+ amount0 += ceilDiv$4(liquidity * Q96$3 * (upper - price), upper * price);
11290
+ amount1 += ceilDiv$4(liquidity * (price - lower), Q96$3);
11286
11291
  }
11287
11292
  const buffer = {
11288
11293
  amount0: ceilDiv$4(amount0 * 5n, 100n),
@@ -11310,7 +11315,7 @@ function getUnhedgedLpRanges({ tokenId, positionSize, tickSpacing }) {
11310
11315
  const lower = tickToSqrtPriceX96(tickLower);
11311
11316
  const upper = tickToSqrtPriceX96(tickUpper);
11312
11317
  const amount = positionSize * leg.optionRatio;
11313
- const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96$2) / (upper - lower) : amount * Q96$2 / (upper - lower);
11318
+ const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96$3) / (upper - lower) : amount * Q96$3 / (upper - lower);
11314
11319
  return liquidity <= 0n ? [] : [{
11315
11320
  tickLower: Number(tickLower),
11316
11321
  tickUpper: Number(tickUpper),
@@ -11331,7 +11336,7 @@ function getLpPositionFunding(params) {
11331
11336
  });
11332
11337
  const breakdown = getLpDepositBreakdown(ranges, sqrtPriceX96);
11333
11338
  const priceSquared = valuationSqrtPriceX96 * valuationSqrtPriceX96;
11334
- const value = ({ amount0, amount1 }) => quoteTokenIndex === 0 ? amount0 + ceilDiv$4(amount1 * Q96$2 * Q96$2, priceSquared) : amount1 + ceilDiv$4(amount0 * priceSquared, Q96$2 * Q96$2);
11339
+ const value = ({ amount0, amount1 }) => quoteTokenIndex === 0 ? amount0 + ceilDiv$4(amount1 * Q96$3 * Q96$3, priceSquared) : amount1 + ceilDiv$4(amount0 * priceSquared, Q96$3 * Q96$3);
11335
11340
  const principalInQuote = value(breakdown.principal);
11336
11341
  const totalInQuote = value(breakdown.total);
11337
11342
  return {
@@ -12737,6 +12742,17 @@ function createTxResult(client, hash) {
12737
12742
  * @returns TxResult
12738
12743
  */
12739
12744
  async function submitWrite(params) {
12745
+ try {
12746
+ return await submitWriteRequest({
12747
+ ...params,
12748
+ abi: [...params.abi, ...panopticErrorsAbi]
12749
+ });
12750
+ } catch (error) {
12751
+ if (error instanceof PanopticError) throw error;
12752
+ throw parsePanopticError(error)?.error ?? error;
12753
+ }
12754
+ }
12755
+ async function submitWriteRequest(params) {
12740
12756
  const { client, walletClient, account, address, abi: abi$1, functionName, args, value, txOverrides } = params;
12741
12757
  const broadcaster = txOverrides?.broadcaster;
12742
12758
  if (broadcaster) {
@@ -14464,7 +14480,7 @@ async function assertLpPositionFunded(params) {
14464
14480
  //#endregion
14465
14481
  //#region src/panoptic/v2/greeks/index.ts
14466
14482
  /** Fixed-point scale constants for sqrtPriceX96 arithmetic */
14467
- const Q96$1 = 1n << 96n;
14483
+ const Q96$2 = 1n << 96n;
14468
14484
  const Q192$3 = 1n << 192n;
14469
14485
  /**
14470
14486
  * Convert tick to quote-denominated tick based on asset direction.
@@ -14612,7 +14628,7 @@ function computeOptionItm(m, qStrikeTick, qMintTick, halfWidthTick, isPut) {
14612
14628
  const sqrtK = tickToSqrtPriceX96(qStrikeTick);
14613
14629
  const sqrtPm = tickToSqrtPriceX96(qMintTick);
14614
14630
  const rX192 = sqrtR * sqrtR;
14615
- const sqrtKPmX96 = divTrunc(sqrtK * Q96$1, sqrtPm);
14631
+ const sqrtKPmX96 = divTrunc(sqrtK * Q96$2, sqrtPm);
14616
14632
  const diff = sqrtR - sqrtKPmX96;
14617
14633
  const diffSqX192 = diff * diff;
14618
14634
  return divTrunc(m * diffSqX192, rX192 - Q192$3);
@@ -14684,7 +14700,7 @@ function getLegValue(leg, currentTick, mintTick, positionSize, poolTickSpacing,
14684
14700
  const PX192 = sqrtP * sqrtP;
14685
14701
  const KX192 = sqrtK * sqrtK;
14686
14702
  const rX192 = sqrtR * sqrtR;
14687
- const numerator = m * (2n * sqrtPKR * Q96$1 - PX192 - KX192);
14703
+ const numerator = m * (2n * sqrtPKR * Q96$2 - PX192 - KX192);
14688
14704
  const denominator = rX192 - Q192$3;
14689
14705
  v = divTrunc(numerator, denominator);
14690
14706
  }
@@ -14792,7 +14808,7 @@ function getLegDelta(leg, currentTick, positionSize, poolTickSpacing, mintTick,
14792
14808
  const sqrtK = tickToSqrtPriceX96(qStrikeTick);
14793
14809
  const sqrtPm = tickToSqrtPriceX96(qMintTick);
14794
14810
  const rX192 = sqrtR * sqrtR;
14795
- const sqrtKPmX96 = sqrtK * Q96$1 / sqrtPm;
14811
+ const sqrtKPmX96 = sqrtK * Q96$2 / sqrtPm;
14796
14812
  const diff = sqrtR - sqrtKPmX96;
14797
14813
  const diffSqX192 = diff * diff;
14798
14814
  return divTrunc(m * diffSqX192, rX192 - Q192$3);
@@ -14851,7 +14867,7 @@ function getLegGamma(leg, currentTick, positionSize, poolTickSpacing, assetIndex
14851
14867
  const sqrtKPR = tickToSqrtPriceX96(qStrikeTick + qCurrentTick + halfWidthTick);
14852
14868
  const sqrtR = tickToSqrtPriceX96(halfWidthTick);
14853
14869
  const rX192 = sqrtR * sqrtR;
14854
- const numerator = m * sqrtKPR * Q96$1;
14870
+ const numerator = m * sqrtKPR * Q96$2;
14855
14871
  const denominator = 2n * (rX192 - Q192$3);
14856
14872
  return divTrunc(numerator, denominator);
14857
14873
  }
@@ -21640,6 +21656,73 @@ async function optimizeTokenIdRiskPartners(params) {
21640
21656
  return optimizedTokenId;
21641
21657
  }
21642
21658
 
21659
+ //#endregion
21660
+ //#region src/panoptic/v2/reads/tickNetWindows.ts
21661
+ /**
21662
+ * Wide liquidity distributions from several adjacent `getTickNets*` windows.
21663
+ *
21664
+ * @module v2/reads/tickNetWindows
21665
+ */
21666
+ /** Absolute Uniswap V3/V4 tick bounds. */
21667
+ const TICK_MIN$1 = -887272;
21668
+ const TICK_MAX$1 = 887272;
21669
+ /**
21670
+ * Join ascending, edge-sharing windows into one distribution anchored to `windows[mainIndex]`.
21671
+ *
21672
+ * Each `getTickNets*` window is a running sum of liquidityNet from its own first tick (only the
21673
+ * window holding the current tick is rescaled to the pool's liquidity), so a neighbour's values
21674
+ * are off by a constant. Adjacent windows share their edge tick; the offset that makes that tick
21675
+ * agree is applied to the whole neighbour. Stitching stops at the first window that does not share
21676
+ * an edge with the one before it.
21677
+ */
21678
+ function stitchTickNetWindows(windows, mainIndex) {
21679
+ const main = windows[mainIndex];
21680
+ if (!main) return {
21681
+ ticks: [],
21682
+ liquidityNets: []
21683
+ };
21684
+ const ticks = [...main.ticks];
21685
+ const nets = [...main.liquidityNets];
21686
+ for (let i = mainIndex + 1; i < windows.length; i++) {
21687
+ const window = windows[i];
21688
+ const edge = ticks.length - 1;
21689
+ if (!window.ticks.length || window.ticks[0] !== ticks[edge]) break;
21690
+ const offset = nets[edge] - window.liquidityNets[0];
21691
+ ticks.push(...window.ticks.slice(1));
21692
+ nets.push(...window.liquidityNets.slice(1).map((value) => value + offset));
21693
+ }
21694
+ for (let i = mainIndex - 1; i >= 0; i--) {
21695
+ const window = windows[i];
21696
+ const last = window.ticks.length - 1;
21697
+ if (last < 0 || window.ticks[last] !== ticks[0]) break;
21698
+ const offset = nets[0] - window.liquidityNets[last];
21699
+ ticks.unshift(...window.ticks.slice(0, last));
21700
+ nets.unshift(...window.liquidityNets.slice(0, last).map((value) => value + offset));
21701
+ }
21702
+ return {
21703
+ ticks,
21704
+ liquidityNets: nets
21705
+ };
21706
+ }
21707
+ /**
21708
+ * Read the main window around `startTick` plus up to `windowsPerSide` windows of `nTicks` on each
21709
+ * side, in parallel, and stitch them. Side windows that would cross the tick bounds are skipped.
21710
+ */
21711
+ async function readTickNetWindows({ startTick, mainNTicks, nTicks, tickSpacing, windowsPerSide, read }) {
21712
+ const center = Math.trunc(startTick / tickSpacing) * tickSpacing;
21713
+ const half = Number(nTicks) * tickSpacing;
21714
+ const mainHalf = Number(mainNTicks) * tickSpacing;
21715
+ const sideCenters = (direction) => Array.from({ length: windowsPerSide }, (_, k) => center + direction * (mainHalf + half + 2 * half * k)).filter((side) => side - half >= TICK_MIN$1 && side + half <= TICK_MAX$1);
21716
+ const below = sideCenters(-1).reverse();
21717
+ const above = sideCenters(1);
21718
+ const windows = await Promise.all([
21719
+ ...below.map((side) => read(side, nTicks)),
21720
+ read(startTick, mainNTicks),
21721
+ ...above.map((side) => read(side, nTicks))
21722
+ ]);
21723
+ return stitchTickNetWindows(windows, below.length);
21724
+ }
21725
+
21643
21726
  //#endregion
21644
21727
  //#region src/panoptic/v2/reads/liquidity.ts
21645
21728
  /**
@@ -21657,24 +21740,35 @@ async function optimizeTokenIdRiskPartners(params) {
21657
21740
  async function getPoolLiquidities(params) {
21658
21741
  const { client, poolAddress, queryAddress, startTick, nTicks, blockNumber } = params;
21659
21742
  const targetBlockNumber = blockNumber ?? params._meta?.blockNumber ?? await client.getBlockNumber();
21660
- const [result, _meta] = await Promise.all([client.readContract({
21661
- address: queryAddress,
21662
- abi: panopticQueryAbi$1,
21663
- functionName: "getTickNets",
21664
- args: [
21665
- poolAddress,
21666
- Number(startTick),
21667
- nTicks
21668
- ],
21669
- blockNumber: targetBlockNumber
21743
+ const windowsPerSide = params.windowsPerSide ?? 0;
21744
+ if (windowsPerSide > 0 && params.tickSpacing === void 0) throw new PanopticValidationError("getPoolLiquidities: tickSpacing is required with windowsPerSide");
21745
+ const [{ ticks, liquidityNets }, _meta] = await Promise.all([readTickNetWindows({
21746
+ startTick: Number(startTick),
21747
+ mainNTicks: nTicks,
21748
+ nTicks,
21749
+ tickSpacing: params.tickSpacing ?? 1,
21750
+ windowsPerSide,
21751
+ read: (centerTick, windowTicks) => client.readContract({
21752
+ address: queryAddress,
21753
+ abi: panopticQueryAbi$1,
21754
+ functionName: "getTickNets",
21755
+ args: [
21756
+ poolAddress,
21757
+ centerTick,
21758
+ windowTicks
21759
+ ],
21760
+ blockNumber: targetBlockNumber
21761
+ }).then(([tickData, nets]) => ({
21762
+ ticks: tickData,
21763
+ liquidityNets: nets
21764
+ }))
21670
21765
  }), params._meta ?? getBlockMeta({
21671
21766
  client,
21672
21767
  blockNumber: targetBlockNumber
21673
21768
  })]);
21674
- const [tickData, liquidityNets] = result;
21675
21769
  return {
21676
- ticks: [...tickData],
21677
- liquidityNets: [...liquidityNets],
21770
+ ticks,
21771
+ liquidityNets,
21678
21772
  _meta
21679
21773
  };
21680
21774
  }
@@ -22753,6 +22847,32 @@ function computeUniswapFeesForBlock(blockData, legs) {
22753
22847
  total1
22754
22848
  };
22755
22849
  }
22850
+ const MAX_UINT256$1 = 2n ** 256n - 1n;
22851
+ /**
22852
+ * Fee growth per unit of liquidity inside `[lowerTick, upperTick)` at one block,
22853
+ * wrapped to uint256 as the pool computes it. Diff two snapshots with
22854
+ * `feesFromFeeGrowthDelta` to get the fees a constant liquidity earned between them.
22855
+ */
22856
+ function feeGrowthInsideX128(blockData, lowerTick, upperTick) {
22857
+ const lower = blockData.tickData.get(lowerTick);
22858
+ const upper = blockData.tickData.get(upperTick);
22859
+ if (!lower || !upper) return null;
22860
+ const { currentTick } = blockData;
22861
+ const inside = (global, lowerOutside, upperOutside) => {
22862
+ const below = currentTick >= lowerTick ? lowerOutside : global - lowerOutside;
22863
+ const above = currentTick < upperTick ? upperOutside : global - upperOutside;
22864
+ return global - below - above & MAX_UINT256$1;
22865
+ };
22866
+ return {
22867
+ feeGrowthInside0X128: inside(blockData.feeGrowthGlobal0, lower.feeGrowthOutside0, upper.feeGrowthOutside0),
22868
+ feeGrowthInside1X128: inside(blockData.feeGrowthGlobal1, lower.feeGrowthOutside1, upper.feeGrowthOutside1)
22869
+ };
22870
+ }
22871
+ /** Blocks before the chain's Multicall3 deployment need viem's deployless multicall. */
22872
+ function predatesMulticall3(client, blockNumber) {
22873
+ const deployedAt = client.chain?.contracts?.multicall3?.blockCreated;
22874
+ return blockNumber != null && deployedAt != null && blockNumber < BigInt(deployedAt);
22875
+ }
22756
22876
  async function fetchUniswapBlockSnapshot(client, blockNumber, uniqueTicks, poolConfig) {
22757
22877
  if (poolConfig.version === "v3") return fetchV3BlockSnapshot(client, poolConfig.poolAddress, blockNumber, uniqueTicks);
22758
22878
  else return fetchV4BlockSnapshot(client, poolConfig.stateViewAddress, poolConfig.poolId, blockNumber, uniqueTicks);
@@ -22784,7 +22904,8 @@ async function fetchV3BlockSnapshot(client, poolAddress, blockNumber, uniqueTick
22784
22904
  const results = await client.multicall({
22785
22905
  contracts,
22786
22906
  blockNumber,
22787
- allowFailure: false
22907
+ allowFailure: false,
22908
+ deployless: predatesMulticall3(client, blockNumber)
22788
22909
  });
22789
22910
  const slot0Result = results[0];
22790
22911
  const feeGrowthGlobal0 = results[1];
@@ -22793,6 +22914,7 @@ async function fetchV3BlockSnapshot(client, poolAddress, blockNumber, uniqueTick
22793
22914
  for (let i = 0; i < uniqueTicks.length; i++) {
22794
22915
  const tickResult = results[3 + i];
22795
22916
  tickData.set(uniqueTicks[i], {
22917
+ liquidityGross: tickResult[0],
22796
22918
  feeGrowthOutside0: tickResult[2],
22797
22919
  feeGrowthOutside1: tickResult[3]
22798
22920
  });
@@ -22829,7 +22951,8 @@ async function fetchV4BlockSnapshot(client, stateViewAddress, poolId, blockNumbe
22829
22951
  const results = await client.multicall({
22830
22952
  contracts,
22831
22953
  blockNumber,
22832
- allowFailure: false
22954
+ allowFailure: false,
22955
+ deployless: predatesMulticall3(client, blockNumber)
22833
22956
  });
22834
22957
  const slot0Result = results[0];
22835
22958
  const feeGrowthResult = results[1];
@@ -22837,6 +22960,7 @@ async function fetchV4BlockSnapshot(client, stateViewAddress, poolId, blockNumbe
22837
22960
  for (let i = 0; i < uniqueTicks.length; i++) {
22838
22961
  const tickResult = results[2 + i];
22839
22962
  tickData.set(uniqueTicks[i], {
22963
+ liquidityGross: tickResult[0],
22840
22964
  feeGrowthOutside0: tickResult[2],
22841
22965
  feeGrowthOutside1: tickResult[3]
22842
22966
  });
@@ -23139,23 +23263,34 @@ function clampNTicks(startTick, tickSpacing, nTicks) {
23139
23263
  * for the pool — only a deployed PanopticQuery on the chain.
23140
23264
  */
23141
23265
  async function getUniswapV3PoolLiquidities(params) {
23142
- const { client, poolAddress, queryAddress, startTick, nTicks } = params;
23143
- const safeN = clampNTicks(startTick, 1, nTicks);
23266
+ const { client, poolAddress, queryAddress, startTick, nTicks, windowsPerSide = 0 } = params;
23267
+ if (windowsPerSide > 0 && params.tickSpacing === void 0) throw new PanopticValidationError("getUniswapV3PoolLiquidities: tickSpacing is required with windowsPerSide");
23268
+ const safeN = clampNTicks(startTick, params.tickSpacing ?? 1, nTicks);
23144
23269
  const _meta = await getBlockMeta({ client });
23145
- const [ticks, liquidityNets] = await client.readContract({
23146
- address: queryAddress,
23147
- abi: panopticQueryAbi$1,
23148
- functionName: "getTickNetsV3",
23149
- args: [
23150
- poolAddress,
23151
- startTick,
23152
- safeN
23153
- ],
23154
- blockNumber: _meta.blockNumber
23270
+ const { ticks, liquidityNets } = await readTickNetWindows({
23271
+ startTick,
23272
+ mainNTicks: safeN,
23273
+ nTicks,
23274
+ tickSpacing: params.tickSpacing ?? 1,
23275
+ windowsPerSide,
23276
+ read: (centerTick, windowTicks) => client.readContract({
23277
+ address: queryAddress,
23278
+ abi: panopticQueryAbi$1,
23279
+ functionName: "getTickNetsV3",
23280
+ args: [
23281
+ poolAddress,
23282
+ centerTick,
23283
+ windowTicks
23284
+ ],
23285
+ blockNumber: _meta.blockNumber
23286
+ }).then(([windowTickData, windowNets]) => ({
23287
+ ticks: windowTickData,
23288
+ liquidityNets: windowNets
23289
+ }))
23155
23290
  });
23156
23291
  return {
23157
- ticks: [...ticks],
23158
- liquidityNets: [...liquidityNets],
23292
+ ticks,
23293
+ liquidityNets,
23159
23294
  _meta
23160
23295
  };
23161
23296
  }
@@ -23328,22 +23463,32 @@ async function getUniswapV4PoolLiquidities(params) {
23328
23463
  const { client, queryAddress, poolManager, poolId, tickSpacing, startTick, nTicks } = params;
23329
23464
  const safeN = clampNTicks(startTick, tickSpacing, nTicks);
23330
23465
  const _meta = await getBlockMeta({ client });
23331
- const [ticks, liquidityNets] = await client.readContract({
23332
- address: queryAddress,
23333
- abi: panopticQueryAbi$1,
23334
- functionName: "getTickNetsV4",
23335
- args: [
23336
- poolManager,
23337
- poolId,
23338
- tickSpacing,
23339
- startTick,
23340
- safeN
23341
- ],
23342
- blockNumber: _meta.blockNumber
23466
+ const { ticks, liquidityNets } = await readTickNetWindows({
23467
+ startTick,
23468
+ mainNTicks: safeN,
23469
+ nTicks,
23470
+ tickSpacing,
23471
+ windowsPerSide: params.windowsPerSide ?? 0,
23472
+ read: (centerTick, windowTicks) => client.readContract({
23473
+ address: queryAddress,
23474
+ abi: panopticQueryAbi$1,
23475
+ functionName: "getTickNetsV4",
23476
+ args: [
23477
+ poolManager,
23478
+ poolId,
23479
+ tickSpacing,
23480
+ centerTick,
23481
+ windowTicks
23482
+ ],
23483
+ blockNumber: _meta.blockNumber
23484
+ }).then(([windowTickData, windowNets]) => ({
23485
+ ticks: windowTickData,
23486
+ liquidityNets: windowNets
23487
+ }))
23343
23488
  });
23344
23489
  return {
23345
- ticks: [...ticks],
23346
- liquidityNets: [...liquidityNets],
23490
+ ticks,
23491
+ liquidityNets,
23347
23492
  _meta
23348
23493
  };
23349
23494
  }
@@ -26070,7 +26215,7 @@ async function forceExerciseAndWait(params) {
26070
26215
  //#endregion
26071
26216
  //#region src/panoptic/v2/writes/protectedSettle.ts
26072
26217
  const POOL_ID_MASK = (1n << 64n) - 1n;
26073
- const Q96 = 1n << 96n;
26218
+ const Q96$1 = 1n << 96n;
26074
26219
  const MAX_UINT128$1 = (1n << 128n) - 1n;
26075
26220
  const SETTLE_LIMITS = [
26076
26221
  -887272n,
@@ -26090,7 +26235,7 @@ function minimumPokeSize(legs, tickSpacing) {
26090
26235
  const sqrtLower = tickToSqrtPriceX96(lowerTick);
26091
26236
  const sqrtUpper = tickToSqrtPriceX96(upperTick);
26092
26237
  const delta = sqrtUpper - sqrtLower;
26093
- const liquidityFactor = leg.asset === 0n ? sqrtLower * sqrtUpper / Q96 : Q96;
26238
+ const liquidityFactor = leg.asset === 0n ? sqrtLower * sqrtUpper / Q96$1 : Q96$1;
26094
26239
  if (liquidityFactor === 0n) return void 0;
26095
26240
  const requiredAmount = ceilDiv$1(delta, liquidityFactor);
26096
26241
  const legSize = ceilDiv$1(requiredAmount, leg.optionRatio);
@@ -27866,6 +28011,62 @@ async function getLoanPositionsForToken(client, poolAddress, account, existingPo
27866
28011
  };
27867
28012
  });
27868
28013
  }
28014
+ async function buildRepayDispatch(params) {
28015
+ const { client, account, poolAddress, chainId, token, amount, slippageBps, existingPositionIds, builderCode = 0n } = params;
28016
+ if (amount <= 0n) throw new Error("Repayment amount must be positive");
28017
+ const pool = await getPool({
28018
+ client,
28019
+ poolAddress,
28020
+ chainId
28021
+ });
28022
+ const tokenIndex = resolveTokenIndex(token, pool.collateralTracker0.token, pool.collateralTracker1.token);
28023
+ const loans = await getLoanPositionsForToken(client, poolAddress, account, existingPositionIds, tokenIndex);
28024
+ if (loans.length === 0) throw new NoLoanPositionsError(token);
28025
+ const totalDebt = loans.reduce((sum$1, l) => sum$1 + l.tokenAmount, 0n);
28026
+ const loanIds = loans.map((l) => l.tokenId);
28027
+ const remainder = totalDebt > amount ? totalDebt - amount : 0n;
28028
+ const { low: tickLimitLow, high: tickLimitHigh } = tickLimits(pool.currentTick, slippageBps);
28029
+ const ascendingLimits = [
28030
+ tickLimitLow,
28031
+ tickLimitHigh,
28032
+ 0n
28033
+ ];
28034
+ const nonLoanIds = existingPositionIds.filter((id) => !loanIds.includes(id));
28035
+ const opsPositionIds = [...loanIds];
28036
+ const opsSizes = loanIds.map(() => 0n);
28037
+ const opsLimits = loanIds.map(() => ascendingLimits);
28038
+ let finalPositionIdList;
28039
+ if (remainder > 0n) {
28040
+ const { tokenId: newLoanId, adjustedSize } = buildUniqueLoan(pool.poolId, tokenIndex, tokenIndex, pool.currentTick, pool.tickSpacing, nonLoanIds, remainder);
28041
+ opsPositionIds.push(newLoanId);
28042
+ opsSizes.push(adjustedSize);
28043
+ opsLimits.push(ascendingLimits);
28044
+ finalPositionIdList = [...nonLoanIds, newLoanId];
28045
+ } else finalPositionIdList = nonLoanIds;
28046
+ return {
28047
+ positionIdList: opsPositionIds,
28048
+ finalPositionIdList,
28049
+ positionSizes: opsSizes,
28050
+ tickAndSpreadLimits: opsLimits,
28051
+ usePremiaAsCollateral: false,
28052
+ builderCode
28053
+ };
28054
+ }
28055
+ /** Preview the same full or partial repayment dispatch used by smartRepay. */
28056
+ async function previewRepay(params) {
28057
+ const dispatch$1 = await buildRepayDispatch(params);
28058
+ const simulation = await simulateDispatch({
28059
+ client: params.client,
28060
+ account: params.account,
28061
+ poolAddress: params.poolAddress,
28062
+ existingPositionIdList: params.existingPositionIds,
28063
+ ...dispatch$1
28064
+ });
28065
+ return {
28066
+ dispatch: dispatch$1,
28067
+ simulation
28068
+ };
28069
+ }
27869
28070
  /**
27870
28071
  * Smart repay: burns all loan positions for a token and optionally re-opens a smaller one.
27871
28072
  *
@@ -27879,37 +28080,9 @@ async function getLoanPositionsForToken(client, poolAddress, account, existingPo
27879
28080
  * @returns TxResult
27880
28081
  */
27881
28082
  async function smartRepay(params) {
27882
- const { client, walletClient, account, poolAddress, chainId, token, amount, slippageBps, existingPositionIds, builderCode = 0n, txOverrides } = params;
28083
+ const { client, walletClient, account, poolAddress, txOverrides } = params;
27883
28084
  for (let attempt = 0; attempt < MAX_RETRIES; attempt++) {
27884
- const pool = await getPool({
27885
- client,
27886
- poolAddress,
27887
- chainId
27888
- });
27889
- const tokenIndex = resolveTokenIndex(token, pool.collateralTracker0.token, pool.collateralTracker1.token);
27890
- const loans = await getLoanPositionsForToken(client, poolAddress, account, existingPositionIds, tokenIndex);
27891
- if (loans.length === 0) throw new NoLoanPositionsError(token);
27892
- const totalDebt = loans.reduce((sum$1, l) => sum$1 + l.tokenAmount, 0n);
27893
- const loanIds = loans.map((l) => l.tokenId);
27894
- const remainder = totalDebt > amount ? totalDebt - amount : 0n;
27895
- const { low: tickLimitLow, high: tickLimitHigh } = tickLimits(pool.currentTick, slippageBps);
27896
- const ascendingLimits = [
27897
- Number(tickLimitLow),
27898
- Number(tickLimitHigh),
27899
- 0
27900
- ];
27901
- const nonLoanIds = existingPositionIds.filter((id) => !loanIds.includes(id));
27902
- const opsPositionIds = [...loanIds];
27903
- const opsSizes = loanIds.map(() => 0n);
27904
- const opsLimits = loanIds.map(() => ascendingLimits);
27905
- let finalPositionIdList;
27906
- if (remainder > 0n) {
27907
- const { tokenId: newLoanId, adjustedSize } = buildUniqueLoan(pool.poolId, tokenIndex, tokenIndex, pool.currentTick, pool.tickSpacing, nonLoanIds, remainder);
27908
- opsPositionIds.push(newLoanId);
27909
- opsSizes.push(adjustedSize);
27910
- opsLimits.push(ascendingLimits);
27911
- finalPositionIdList = [...nonLoanIds, newLoanId];
27912
- } else finalPositionIdList = nonLoanIds;
28085
+ const intent = await buildRepayDispatch(params);
27913
28086
  try {
27914
28087
  return await submitWrite({
27915
28088
  client,
@@ -27919,12 +28092,12 @@ async function smartRepay(params) {
27919
28092
  abi: panopticPoolV2Abi,
27920
28093
  functionName: "dispatch",
27921
28094
  args: [
27922
- opsPositionIds,
27923
- finalPositionIdList,
27924
- opsSizes,
27925
- opsLimits,
27926
- false,
27927
- builderCode
28095
+ intent.positionIdList,
28096
+ intent.finalPositionIdList,
28097
+ intent.positionSizes,
28098
+ intent.tickAndSpreadLimits.map((limits) => limits.map(Number)),
28099
+ intent.usePremiaAsCollateral,
28100
+ intent.builderCode
27928
28101
  ],
27929
28102
  txOverrides
27930
28103
  });
@@ -31350,15 +31523,29 @@ var _4663 = {
31350
31523
  "panoptic": {
31351
31524
  "pool": {
31352
31525
  "version": "v4",
31353
- "panopticPool": "0x00000000989bcb6f24af4a1Ab2A6d6a31c98A58E",
31354
- "collateralTracker0": "0x49eaAC32A7CD4B8fB2209a12859a95E0b20aB0e5",
31355
- "collateralTracker1": "0x670C44a0FC35dbC410498e47A6290a1C3196d191"
31526
+ "panopticPool": "0x000000000c21b38c54AcA7c7145Df01ff09d69Bb",
31527
+ "collateralTracker0": "0xDc508622CD7e3850c8240e88c10361Cf493465b6",
31528
+ "collateralTracker1": "0x9212d804953bAf89C24ceFa6545aA293bA08a876"
31529
+ },
31530
+ "additionalPools": {
31531
+ "spyUsdg30bpsV4": {
31532
+ "version": "v4",
31533
+ "panopticPool": "0x00000000989bcb6f24af4a1Ab2A6d6a31c98A58E",
31534
+ "collateralTracker0": "0x49eaAC32A7CD4B8fB2209a12859a95E0b20aB0e5",
31535
+ "collateralTracker1": "0x670C44a0FC35dbC410498e47A6290a1C3196d191"
31536
+ },
31537
+ "spyUsdg5bpsV4": {
31538
+ "version": "v4",
31539
+ "panopticPool": "0x000000000c21b38c54AcA7c7145Df01ff09d69Bb",
31540
+ "collateralTracker0": "0xDc508622CD7e3850c8240e88c10361Cf493465b6",
31541
+ "collateralTracker1": "0x9212d804953bAf89C24ceFa6545aA293bA08a876"
31542
+ }
31356
31543
  },
31357
31544
  "v2": {
31358
31545
  "semiFungiblePositionManagerV4": "0x00000000000005C3287f136Ef5AF56c68Ea6849f",
31359
31546
  "semiFungiblePositionManagerV3": "0x00000000000005E4693aDc8Ec0f12D686f728198",
31360
31547
  "builderFactory": "0x0000000000000a3D22E158417AA639D7F71b0FF7",
31361
- "riskEngine": "0x000000000000075e29cdaa9cb640a69e148ca7da",
31548
+ "riskEngine": "0x0000000000000fE1E261f66ce2F44def4F5Ae0CB",
31362
31549
  "panopticPoolImplementation": "0x000000000000135429F0DaCaB61639Bf6a63EbbC",
31363
31550
  "collateralTrackerImplementation": "0x0000000000001d9c38CA405A2e04420865A08A33",
31364
31551
  "panopticFactoryV4": "0x0000000000000c51d0f8cf4bd9adE7191372a625",
@@ -31374,13 +31561,29 @@ var _4663 = {
31374
31561
  "0x0000000000000fe1e261f66ce2f44def4f5ae0cb",
31375
31562
  "0x0000000000000f3fb82469581A74776178E76Ca4"
31376
31563
  ],
31377
- "markets": { "spyUsdg": {
31378
- "currency0": "0x117cc2133c37B721F49dE2A7a74833232B3B4C0C",
31379
- "currency1": "0x5fc5360D0400a0Fd4f2af552ADD042D716F1d168",
31380
- "fee": 3e3,
31381
- "tickSpacing": 60,
31382
- "poolId": "0xfe2a80bb5618fd14984b92ca6d45bf5ba67443ddb1435e28b2e48df2fc1526cd"
31383
- } },
31564
+ "markets": {
31565
+ "spyUsdg": {
31566
+ "currency0": "0x117cc2133c37B721F49dE2A7a74833232B3B4C0C",
31567
+ "currency1": "0x5fc5360D0400a0Fd4f2af552ADD042D716F1d168",
31568
+ "fee": 500,
31569
+ "tickSpacing": 5,
31570
+ "poolId": "0xe5923c8a8be481ec89a2ca784a2bbfa4235de6d88f92260fd66b660c4babf907"
31571
+ },
31572
+ "spyUsdg30bps": {
31573
+ "currency0": "0x117cc2133c37B721F49dE2A7a74833232B3B4C0C",
31574
+ "currency1": "0x5fc5360D0400a0Fd4f2af552ADD042D716F1d168",
31575
+ "fee": 3e3,
31576
+ "tickSpacing": 60,
31577
+ "poolId": "0xfe2a80bb5618fd14984b92ca6d45bf5ba67443ddb1435e28b2e48df2fc1526cd"
31578
+ },
31579
+ "spyUsdg5bps": {
31580
+ "currency0": "0x117cc2133c37B721F49dE2A7a74833232B3B4C0C",
31581
+ "currency1": "0x5fc5360D0400a0Fd4f2af552ADD042D716F1d168",
31582
+ "fee": 500,
31583
+ "tickSpacing": 5,
31584
+ "poolId": "0xe5923c8a8be481ec89a2ca784a2bbfa4235de6d88f92260fd66b660c4babf907"
31585
+ }
31586
+ },
31384
31587
  "subgraphs": {
31385
31588
  "hypovault": "https://api.goldsky.com/api/public/project_cl9gc21q105380hxuh8ks53k3/subgraphs/hypovault-subgraph-robinhood/prod/gn",
31386
31589
  "panoptic": "https://api.goldsky.com/api/public/project_cl9gc21q105380hxuh8ks53k3/subgraphs/panoptic-subgraph-robinhood/v2_prod/gn"
@@ -31548,6 +31751,10 @@ function getSpyUsdgMarket(deployment) {
31548
31751
  if (market === void 0) throw new Error(`Missing SPY/USDG market for chainId ${deployment.chainId}`);
31549
31752
  return market;
31550
31753
  }
31754
+ function requireDeploymentValue(value, label) {
31755
+ if (value === void 0) throw new Error(`Missing deployment value: ${label}`);
31756
+ return value;
31757
+ }
31551
31758
  const MAINNET_DEPLOYMENT = CHAIN_DEPLOYMENTS[MAINNET_CHAIN_ID];
31552
31759
  const MAINNET_ETH_USDC_5BPS_V3_PANOPTIC_POOL_ADDRESSES = MAINNET_DEPLOYMENT.panoptic.additionalPools?.ethUsdc5bpsV3;
31553
31760
  const MAINNET_PANOPTIC_V2_ADDRESSES = MAINNET_DEPLOYMENT.panoptic.v2;
@@ -31576,9 +31783,13 @@ const ROBINHOOD_HYPOVAULT_ADDRESSES = ROBINHOOD_DEPLOYMENT.hypovault.vaults;
31576
31783
  const ROBINHOOD_HYPOVAULT_MANAGER_ADDRESSES = ROBINHOOD_DEPLOYMENT.hypovault.managers;
31577
31784
  const ROBINHOOD_HYPOVAULT_MANAGER_TURNKEY_SIGNERS = ROBINHOOD_DEPLOYMENT.hypovault.turnkeySigners;
31578
31785
  const ROBINHOOD_PANOPTIC_POOL_ADDRESSES = ROBINHOOD_DEPLOYMENT.panoptic.pool;
31786
+ const ROBINHOOD_SPY_USDG_30BPS_PANOPTIC_POOL_ADDRESSES = requireDeploymentValue(ROBINHOOD_DEPLOYMENT.panoptic.additionalPools?.spyUsdg30bpsV4, "Robinhood SPY/USDG 30bps Panoptic pool");
31787
+ const ROBINHOOD_SPY_USDG_5BPS_PANOPTIC_POOL_ADDRESSES = requireDeploymentValue(ROBINHOOD_DEPLOYMENT.panoptic.additionalPools?.spyUsdg5bpsV4, "Robinhood SPY/USDG 5bps Panoptic pool");
31579
31788
  const ROBINHOOD_PANOPTIC_V2_ADDRESSES = ROBINHOOD_DEPLOYMENT.panoptic.v2;
31580
31789
  const ROBINHOOD_RISK_ENGINES = ROBINHOOD_DEPLOYMENT.riskEngines;
31581
31790
  const ROBINHOOD_SPY_USDG_MARKET = getSpyUsdgMarket(ROBINHOOD_DEPLOYMENT);
31791
+ const ROBINHOOD_SPY_USDG_30BPS_MARKET = requireDeploymentValue(ROBINHOOD_DEPLOYMENT.markets.spyUsdg30bps, "Robinhood SPY/USDG 30bps market");
31792
+ const ROBINHOOD_SPY_USDG_5BPS_MARKET = requireDeploymentValue(ROBINHOOD_DEPLOYMENT.markets.spyUsdg5bps, "Robinhood SPY/USDG 5bps market");
31582
31793
 
31583
31794
  //#endregion
31584
31795
  //#region ../deployments/src/vaultDisplayNames.js
@@ -31669,6 +31880,131 @@ function marketRiskFromValues({ lower, current, upper }) {
31669
31880
  };
31670
31881
  }
31671
31882
 
31883
+ //#endregion
31884
+ //#region src/panoptic/v2/greeks/positionVolatility.ts
31885
+ const Precision = Decimal.clone({ precision: 80 });
31886
+ const Q96 = 1n << 96n;
31887
+ const YEAR_SECONDS = new Precision(31536e3);
31888
+ /** The premium-free position curve, expressed in one quote token's human units. */
31889
+ function preparePositionGamma({ tokenId, positionSize, quoteIsToken0, quoteDecimals }) {
31890
+ if (positionSize <= 0n || positionSize >= 1n << 128n) throw new RangeError("Invalid position size");
31891
+ if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
31892
+ const decoded = decodeTokenId(tokenId);
31893
+ const chunks = decoded.legs.flatMap((leg) => {
31894
+ if (leg.width === 0n) return [];
31895
+ const width = leg.width * decoded.tickSpacing;
31896
+ const lowerTick = leg.strike - width / 2n;
31897
+ const upperTick = leg.strike + (width + 1n) / 2n;
31898
+ if (lowerTick < -887272n || upperTick > 887272n || lowerTick >= upperTick) throw new RangeError("Invalid position range");
31899
+ const lower = tickToSqrtPriceX96(lowerTick);
31900
+ const upper = tickToSqrtPriceX96(upperTick);
31901
+ const amount = positionSize * leg.optionRatio;
31902
+ const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96) / (upper - lower) : amount * Q96 / (upper - lower);
31903
+ if (liquidity >= 1n << 128n) throw new RangeError("Liquidity exceeds uint128");
31904
+ return [{
31905
+ lowerTick: Number(lowerTick),
31906
+ upperTick: Number(upperTick),
31907
+ liquidity,
31908
+ isLong: leg.isLong
31909
+ }];
31910
+ });
31911
+ const scale = new Precision(10).pow(quoteDecimals);
31912
+ const atTick = (tick) => {
31913
+ const netLiquidity = chunks.reduce((sum$1, chunk) => tick >= BigInt(chunk.lowerTick) && tick < BigInt(chunk.upperTick) ? sum$1 + (chunk.isLong ? -chunk.liquidity : chunk.liquidity) : sum$1, 0n);
31914
+ const sqrt = new Precision(tickToSqrtPriceX96(tick).toString()).div(Q96.toString());
31915
+ const gamma = new Precision(netLiquidity.toString()).neg().div(2).div(scale);
31916
+ return quoteIsToken0 ? gamma.div(sqrt) : gamma.mul(sqrt);
31917
+ };
31918
+ const inRange = (low, high) => {
31919
+ if (low > high) throw new RangeError("Invalid candle range");
31920
+ const ticks = new Set([low, high]);
31921
+ for (const chunk of chunks) for (const boundary of [BigInt(chunk.lowerTick), BigInt(chunk.upperTick)]) {
31922
+ if (boundary >= low && boundary <= high) ticks.add(boundary);
31923
+ if (boundary - 1n >= low && boundary - 1n <= high) ticks.add(boundary - 1n);
31924
+ }
31925
+ return [...ticks].map(atTick);
31926
+ };
31927
+ return {
31928
+ chunks,
31929
+ atTick,
31930
+ inRange
31931
+ };
31932
+ }
31933
+ /** Historical whole-position diagnostics, with signs retained independently of eligibility. */
31934
+ function calculatePositionVolatilityMetrics({ observations, netPremium, baseFees, quoteDecimals }) {
31935
+ if (observations.length < 2) throw new RangeError("At least two price observations are required");
31936
+ if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
31937
+ const points = observations.map((point) => ({
31938
+ ...point,
31939
+ price: new Precision(point.price),
31940
+ gamma: new Precision(point.gamma),
31941
+ rangeGammas: (point.rangeGammas ?? []).map((gamma) => new Precision(gamma))
31942
+ }));
31943
+ for (const point of points) if (!point.price.isFinite() || point.price.lte(0) || !point.gamma.isFinite() || point.rangeGammas.some((gamma) => !gamma.isFinite())) throw new RangeError("Invalid price or gamma observation");
31944
+ const quantum = new Precision(10).pow(-quoteDecimals);
31945
+ const gammas = points.flatMap((point) => [point.gamma, ...point.rangeGammas]);
31946
+ const peak = gammas.reduce((max, gamma) => Precision.max(max, gamma.abs()), new Precision(0));
31947
+ const tolerance = Precision.max(quantum, peak.mul("1e-12"));
31948
+ const positive = gammas.some((gamma) => gamma.gt(tolerance));
31949
+ const negative = gammas.some((gamma) => gamma.lt(tolerance.neg()));
31950
+ const gammaSign = positive && negative ? "changing" : positive ? "positive" : negative ? "negative" : "zero";
31951
+ let exposure = new Precision(0);
31952
+ let signedConvexity = new Precision(0);
31953
+ let absoluteConvexity = new Precision(0);
31954
+ let years = new Precision(0);
31955
+ for (let i = 1; i < points.length; i++) {
31956
+ const previous = points[i - 1];
31957
+ const point = points[i];
31958
+ const seconds = point.timestamp - previous.timestamp;
31959
+ if (seconds <= 0n) throw new RangeError("Observations must have increasing timestamps");
31960
+ const elapsed = new Precision(seconds.toString()).div(YEAR_SECONDS);
31961
+ const squaredReturn = point.price.div(previous.price).ln().pow(2);
31962
+ exposure = exposure.plus(previous.gamma.abs().mul(elapsed));
31963
+ signedConvexity = signedConvexity.plus(previous.gamma.mul(squaredReturn).div(2));
31964
+ absoluteConvexity = absoluteConvexity.plus(previous.gamma.abs().mul(squaredReturn).div(2));
31965
+ years = years.plus(elapsed);
31966
+ }
31967
+ const sufficientExposure = exposure.gt(tolerance.mul(years).mul(100));
31968
+ const premium = netPremium === null ? null : new Precision(netPremium);
31969
+ const fees = baseFees == null ? null : new Precision(baseFees);
31970
+ if (premium !== null && !premium.isFinite() || fees !== null && !fees.isFinite()) throw new RangeError("Invalid accounting amount");
31971
+ const consistent = (amount) => gammaSign === "positive" ? amount.lte(quantum) : gammaSign === "negative" && amount.gte(quantum.neg());
31972
+ const reason = !sufficientExposure ? "insufficient-exposure" : gammaSign === "changing" ? "changing-sign" : premium === null ? "premium-unavailable" : !consistent(premium) ? "inconsistent-premium-direction" : null;
31973
+ const equivalent = (amount) => amount.abs().mul(2).div(exposure).sqrt().toString();
31974
+ const coverage = (amount) => absoluteConvexity.gt(quantum) ? amount.abs().div(absoluteConvexity).toString() : null;
31975
+ const eligibleFees = sufficientExposure && fees !== null && consistent(fees);
31976
+ return {
31977
+ gammaSign,
31978
+ exposure: exposure.toString(),
31979
+ signedConvexity: signedConvexity.toString(),
31980
+ absoluteConvexity: absoluteConvexity.toString(),
31981
+ netPremium: premium?.toString() ?? null,
31982
+ estimatedHedgedResult: premium?.plus(signedConvexity).toString() ?? null,
31983
+ weightedRealizedVolatility: sufficientExposure ? equivalent(absoluteConvexity) : null,
31984
+ premiumEquivalentVolatility: reason === null && premium !== null ? equivalent(premium) : null,
31985
+ premiumToConvexity: reason === null && premium !== null ? coverage(premium) : null,
31986
+ baseFees: fees?.toString() ?? null,
31987
+ feeEquivalentVolatility: eligibleFees ? equivalent(fees) : null,
31988
+ feeToConvexity: eligibleFees ? coverage(fees) : null,
31989
+ comparisonReason: reason
31990
+ };
31991
+ }
31992
+ /** Quote-value signed cumulative token increments, excluding revaluation of previous accrual. */
31993
+ function valuePositionAccrual({ snapshots, quoteIsToken0, quoteDecimals }) {
31994
+ let previous0 = 0n;
31995
+ let previous1 = 0n;
31996
+ let total = new Precision(0);
31997
+ for (const snapshot of snapshots) {
31998
+ const amount0 = new Precision((snapshot.token0 - previous0).toString());
31999
+ const amount1 = new Precision((snapshot.token1 - previous1).toString());
32000
+ const price = new Precision("1.0001").pow(snapshot.tick.toString());
32001
+ total = total.plus(quoteIsToken0 ? amount0.plus(amount1.div(price)) : amount1.plus(amount0.mul(price)));
32002
+ previous0 = snapshot.token0;
32003
+ previous1 = snapshot.token1;
32004
+ }
32005
+ return total.div(new Precision(10).pow(quoteDecimals));
32006
+ }
32007
+
31672
32008
  //#endregion
31673
32009
  //#region src/panoptic/v2/reads/collateralCurve.ts
31674
32010
  /** Native-token margin inputs, independent of the tick used to display the curve. */
@@ -31862,5 +32198,220 @@ function preparePositionValueCurve(curve) {
31862
32198
  }
31863
32199
 
31864
32200
  //#endregion
31865
- 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, getSimpleLoanTokenIndex, 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 };
32201
+ //#region src/panoptic/v2/reads/positionVolatilityHistory.ts
32202
+ const signedSlot = (value) => BigInt.asIntN(128, value);
32203
+ const unpack = (value) => ({
32204
+ token0: signedSlot(value),
32205
+ token1: signedSlot(value >> 128n)
32206
+ });
32207
+ /** RPC accounting for exactly one mint lifecycle; candle prices are supplied by the application. */
32208
+ async function getPositionVolatilityHistory({ client, poolAddress, account, tokenId, mintBlock, endBlock, poolConfig, includeBaseFees = false }) {
32209
+ if (mintBlock <= 0n || endBlock <= mintBlock) throw new RangeError("Insufficient lifecycle history");
32210
+ const [mints, burns] = await Promise.all([client.getContractEvents({
32211
+ address: poolAddress,
32212
+ abi: panopticPoolV2Abi,
32213
+ eventName: "OptionMinted",
32214
+ args: {
32215
+ recipient: account,
32216
+ tokenId
32217
+ },
32218
+ fromBlock: mintBlock,
32219
+ toBlock: mintBlock,
32220
+ strict: true
32221
+ }), client.getContractEvents({
32222
+ address: poolAddress,
32223
+ abi: panopticPoolV2Abi,
32224
+ eventName: "OptionBurnt",
32225
+ args: {
32226
+ recipient: account,
32227
+ tokenId
32228
+ },
32229
+ fromBlock: mintBlock,
32230
+ toBlock: endBlock,
32231
+ strict: true
32232
+ })]);
32233
+ const mint$1 = mints[0];
32234
+ if (mints.length !== 1 || !mint$1) throw new Error("Opening event is missing or ambiguous");
32235
+ const balance = decodePositionBalance$1(mint$1.args.balanceData);
32236
+ const close = burns.filter((burn) => burn.blockNumber > mintBlock || burn.logIndex > mint$1.logIndex).sort((a, b) => a.blockNumber === b.blockNumber ? a.logIndex - b.logIndex : a.blockNumber < b.blockNumber ? -1 : 1)[0];
32237
+ const finalBlock = close?.blockNumber ?? endBlock;
32238
+ if (finalBlock <= mintBlock) throw new Error("Intrablock lifecycle cannot be reconstructed");
32239
+ if (close && close.args.positionSize !== balance.positionSize) throw new Error("Position size changed");
32240
+ const [start, end, boundaryPrices] = await Promise.all([
32241
+ getBlockMeta({
32242
+ client,
32243
+ blockNumber: mintBlock
32244
+ }),
32245
+ getBlockMeta({
32246
+ client,
32247
+ blockNumber: finalBlock
32248
+ }),
32249
+ getPriceHistory({
32250
+ client,
32251
+ poolConfig,
32252
+ blockNumbers: [mintBlock, finalBlock]
32253
+ })
32254
+ ]);
32255
+ const openingPrice = boundaryPrices.snapshots[0];
32256
+ const endingPrice = boundaryPrices.snapshots[1];
32257
+ if (!openingPrice || !endingPrice) throw new Error("Boundary prices unavailable");
32258
+ const pointCount = Math.min(200, Math.max(2, Number((end.blockTimestamp - start.blockTimestamp) / 900n) + 2));
32259
+ const blockNumbers = [...new Set(interpolateBlocks(mintBlock, finalBlock, pointCount))];
32260
+ const metadata = [];
32261
+ for (let i = 0; i < blockNumbers.length; i += 16) metadata.push(...await Promise.all(blockNumbers.slice(i, i + 16).map((blockNumber) => getBlockMeta({
32262
+ client,
32263
+ blockNumber
32264
+ }))));
32265
+ const timestamps = new Map(metadata.map((meta) => [meta.blockNumber, meta.blockTimestamp]));
32266
+ const chunks = preparePositionGamma({
32267
+ tokenId,
32268
+ positionSize: balance.positionSize,
32269
+ quoteIsToken0: false,
32270
+ quoteDecimals: 0
32271
+ }).chunks.filter((chunk) => chunk.liquidity > 0n);
32272
+ let premiumError = null;
32273
+ let feeError = includeBaseFees ? null : "Base fee history was not requested";
32274
+ let premium = null;
32275
+ let fees = null;
32276
+ try {
32277
+ const settlementLogs = await client.getContractEvents({
32278
+ address: poolAddress,
32279
+ abi: panopticPoolV2Abi,
32280
+ eventName: "PremiumSettled",
32281
+ args: {
32282
+ user: account,
32283
+ tokenId
32284
+ },
32285
+ fromBlock: mintBlock,
32286
+ toBlock: finalBlock,
32287
+ strict: true
32288
+ });
32289
+ const settled = [];
32290
+ const seen = new Set();
32291
+ for (const log of settlementLogs) {
32292
+ if (log.blockNumber === mintBlock && log.logIndex <= mint$1.logIndex) continue;
32293
+ if (close && log.blockNumber === finalBlock && log.logIndex >= close.logIndex) continue;
32294
+ const key = `${log.transactionHash}:${log.logIndex}`;
32295
+ if (seen.has(key)) continue;
32296
+ seen.add(key);
32297
+ const amounts = unpack(log.args.settledAmounts);
32298
+ settled.push({
32299
+ blockNumber: log.blockNumber,
32300
+ settled0: amounts.token0,
32301
+ settled1: amounts.token1
32302
+ });
32303
+ }
32304
+ if (close) {
32305
+ const receipt = await client.getTransactionReceipt({ hash: close.transactionHash });
32306
+ const liquidations = parseEventLogs({
32307
+ abi: panopticPoolV2Abi,
32308
+ logs: receipt.logs.filter((log) => log.address.toLowerCase() === poolAddress.toLowerCase()),
32309
+ eventName: "AccountLiquidated"
32310
+ });
32311
+ if (liquidations.some((event) => event.args.liquidatee.toLowerCase() === account.toLowerCase())) throw new Error("Liquidation premium requires haircut reconciliation");
32312
+ for (const packed of close.args.premiaByLeg) {
32313
+ const amounts = unpack(packed);
32314
+ settled.push({
32315
+ blockNumber: finalBlock,
32316
+ settled0: amounts.token0,
32317
+ settled1: amounts.token1
32318
+ });
32319
+ }
32320
+ }
32321
+ const readableBlocks = close ? blockNumbers.filter((block) => block < finalBlock) : blockNumbers;
32322
+ premium = [];
32323
+ for (let i = 0; i < readableBlocks.length; i += 16) {
32324
+ const history = await getStreamiaHistory({
32325
+ client,
32326
+ panopticPoolAddress: poolAddress,
32327
+ account,
32328
+ tokenId,
32329
+ blockNumbers: readableBlocks.slice(i, i + 16),
32330
+ legs: [],
32331
+ poolConfig,
32332
+ includeUniswapFees: false,
32333
+ settledEvents: settled,
32334
+ _meta: end
32335
+ });
32336
+ for (const snapshot of history.snapshots) {
32337
+ const timestamp = snapshot.blockNumber === void 0 ? void 0 : timestamps.get(snapshot.blockNumber);
32338
+ if (timestamp === void 0) throw new Error("Accounting timestamp missing");
32339
+ premium.push({
32340
+ timestamp,
32341
+ ...snapshot.cumulativePanopticPremia
32342
+ });
32343
+ }
32344
+ }
32345
+ if (close) premium.push({
32346
+ timestamp: end.blockTimestamp,
32347
+ ...settled.reduce((sum$1, event) => ({
32348
+ token0: sum$1.token0 + event.settled0,
32349
+ token1: sum$1.token1 + event.settled1
32350
+ }), {
32351
+ token0: 0n,
32352
+ token1: 0n
32353
+ })
32354
+ });
32355
+ const openingAccrual = premium[0];
32356
+ if (!openingAccrual || openingAccrual.timestamp !== start.blockTimestamp) throw new Error("Opening premium snapshot missing");
32357
+ premium = premium.map((snapshot) => ({
32358
+ timestamp: snapshot.timestamp,
32359
+ token0: snapshot.token0 - openingAccrual.token0,
32360
+ token1: snapshot.token1 - openingAccrual.token1
32361
+ }));
32362
+ } catch (error) {
32363
+ premium = null;
32364
+ premiumError = error instanceof Error ? error.message : "Premium history unavailable";
32365
+ }
32366
+ if (includeBaseFees) try {
32367
+ const feeBlocks = close ? blockNumbers.filter((block) => block < finalBlock) : blockNumbers;
32368
+ const data = [];
32369
+ for (let i = 0; i < feeBlocks.length; i += 16) data.push(...await fetchUniswapFeeData(client, feeBlocks.slice(i, i + 16), chunks, poolConfig));
32370
+ let total0 = 0n;
32371
+ let total1 = 0n;
32372
+ fees = [];
32373
+ for (let i = 0; i < data.length; i++) {
32374
+ const current = data[i];
32375
+ for (const chunk of chunks) {
32376
+ if ((current.tickData.get(chunk.lowerTick)?.liquidityGross ?? 0n) === 0n || (current.tickData.get(chunk.upperTick)?.liquidityGross ?? 0n) === 0n) throw new Error("LP range was uninitialized; complete base fee history is unavailable");
32377
+ if (i === 0) continue;
32378
+ const previous = feeGrowthInsideX128(data[i - 1], chunk.lowerTick, chunk.upperTick);
32379
+ const next = feeGrowthInsideX128(current, chunk.lowerTick, chunk.upperTick);
32380
+ if (!previous || !next) throw new Error("Range fee growth missing");
32381
+ if (BigInt.asUintN(256, next.feeGrowthInside0X128 - previous.feeGrowthInside0X128) > BigInt.asUintN(256, current.feeGrowthGlobal0 - data[i - 1].feeGrowthGlobal0) || BigInt.asUintN(256, next.feeGrowthInside1X128 - previous.feeGrowthInside1X128) > BigInt.asUintN(256, current.feeGrowthGlobal1 - data[i - 1].feeGrowthGlobal1)) throw new Error("Range fee growth is inconsistent with pool fee growth");
32382
+ const sign = chunk.isLong ? -1n : 1n;
32383
+ total0 += sign * feesFromFeeGrowthDelta(next.feeGrowthInside0X128, previous.feeGrowthInside0X128, chunk.liquidity);
32384
+ total1 += sign * feesFromFeeGrowthDelta(next.feeGrowthInside1X128, previous.feeGrowthInside1X128, chunk.liquidity);
32385
+ }
32386
+ fees.push({
32387
+ timestamp: metadata[i].blockTimestamp,
32388
+ token0: total0,
32389
+ token1: total1
32390
+ });
32391
+ }
32392
+ } catch (error) {
32393
+ fees = null;
32394
+ feeError = error instanceof Error ? error.message : "Base fee history unavailable";
32395
+ }
32396
+ return {
32397
+ start,
32398
+ end,
32399
+ positionSize: balance.positionSize,
32400
+ closed: close !== void 0,
32401
+ openingTick: BigInt(openingPrice.tick),
32402
+ endingTick: BigInt(endingPrice.tick),
32403
+ premium,
32404
+ fees,
32405
+ premiumError,
32406
+ feeError,
32407
+ accountingSamples: blockNumbers.length,
32408
+ maxAccountingIntervalSeconds: metadata.slice(1).reduce((maximum, meta, index) => {
32409
+ const interval = meta.blockTimestamp - metadata[index].blockTimestamp;
32410
+ return interval > maximum ? interval : maximum;
32411
+ }, 0n)
32412
+ };
32413
+ }
32414
+
32415
+ //#endregion
32416
+ 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, calculatePositionVolatilityMetrics, 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, feeGrowthInsideX128, feesFromFeeGrowthDelta, fetchPoolId, fetchSfpmV3PoolId, fetchUniswapFeeData, 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, getPositionVolatilityHistory, getPositions, getPositionsKey, getPositionsWithPremia, getPriceHistory, getPricesAtTick, getRealizedPnL, getRequiredCreditForITM, getRiskParameters, getSafeMode, getSchemaVersionKey, getSimpleLoanTokenIndex, 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, preparePositionGamma, preparePositionValue, preparePositionValueCurve, previewBorrow, previewDeposit, previewMint, previewRedeem, previewRepay, 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, valuePositionAccrual, verifyBlockContinuity, watchEvents, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
31866
32417
  //# sourceMappingURL=index.js.map