@panoptic-eng/sdk 1.0.62 → 1.0.63

package/dist/uniswap/index.d.ts.map

@@ -1 +1 @@
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package/dist/uniswap/index.js

@@ -158,7 +158,31 @@ const NO_UPPER_LIQUIDATION_TICK = (1n << 23n) - 1n;
 
 //#endregion
 //#region src/panoptic/v2/formatters/tick.ts
-const Q192$4 = 1n << 192n;
+const Q192$5 = 1n << 192n;
+const RAW_PRICE_PRECISION = 40n;
+function pow10(exponent) {
+	if (exponent < 0n) throw new RangeError("Exponent must be non-negative");
+	return 10n ** exponent;
+}
+function trimTrailingZeros(value) {
+	const dotIndex = value.indexOf(".");
+	if (dotIndex === -1) return value;
+	let end = value.length;
+	while (end > dotIndex && value[end - 1] === "0") end -= 1;
+	if (end === dotIndex + 1) end = dotIndex;
+	return value.slice(0, end);
+}
+function formatRatio(numerator, denominator, precision) {
+	if (precision < 0n) throw new RangeError("Precision must be non-negative");
+	const sign = numerator < 0n ? "-" : "";
+	const absNumerator = numerator < 0n ? -numerator : numerator;
+	const scale = pow10(precision);
+	const scaled = (absNumerator * scale + denominator / 2n) / denominator;
+	const integerPart = scaled / scale;
+	const fractionalPart = scaled % scale;
+	if (precision === 0n) return `${sign}${integerPart}`;
+	return `${sign}${integerPart}.${fractionalPart.toString().padStart(Number(precision), "0")}`;
+}
 function tickToSqrtPriceX96(tick) {
 	if (tick < MIN_TICK || tick > MAX_TICK) throw new RangeError("Tick out of bounds");
 	const absTick = tick < 0n ? -tick : tick;
@@ -189,6 +213,38 @@ function tickToSqrtPriceX96(tick) {
 }
 const MIN_SQRT_PRICE_X96 = tickToSqrtPriceX96(MIN_TICK);
 const MAX_SQRT_PRICE_X96 = tickToSqrtPriceX96(MAX_TICK);
+function getPriceRatioFromSqrtPriceX96(sqrtPriceX96) {
+	return {
+		numerator: sqrtPriceX96 * sqrtPriceX96,
+		denominator: Q192$5
+	};
+}
+function getRawPriceRatio(tick) {
+	return getPriceRatioFromSqrtPriceX96(tickToSqrtPriceX96(tick));
+}
+/**
+* Convert a tick to a raw price string (no decimal adjustment).
+* Uses the formula: price = 1.0001^tick
+*
+* This returns the raw price ratio, not adjusted for token decimals.
+* A fixed internal precision is used and trailing zeros are trimmed.
+*
+* @param tick - The tick value
+* @returns Price string
+*
+* @example
+* ```typescript
+* tickToPrice(0n)       // "1"
+* tickToPrice(1000n)    // "1.105..." (approximately)
+* tickToPrice(-1000n)   // "0.904..." (approximately)
+* tickToPrice(200000n)  // Very large number
+* ```
+*/
+function tickToPrice(tick) {
+	const { numerator, denominator } = getRawPriceRatio(tick);
+	const price = formatRatio(numerator, denominator, RAW_PRICE_PRECISION);
+	return trimTrailingZeros(price);
+}
 
 //#endregion
 //#region src/panoptic/v2/errors/base.ts
@@ -4458,7 +4514,7 @@ function decodeAllLegs(tokenId) {
 const POOL_ID_MASK$2 = (1n << 64n) - 1n;
 const MAX_LEGS = TOKEN_ID_BITS.MAX_LEGS;
 const MAX_OPTION_RATIO = LEG_LIMITS.MAX_RATIO;
-const Q192$3 = 1n << 192n;
+const Q192$4 = 1n << 192n;
 
 //#endregion
 //#region src/panoptic/v2/formatters/rates.ts
@@ -4470,7 +4526,7 @@ const SECONDS_PER_YEAR = SECONDS_PER_DAY * DAYS_PER_YEAR;
 //#region src/panoptic/v2/tokenId/generateOverlapping.ts
 const MAX_UINT64 = (1n << 64n) - 1n;
 const MAX_UINT128$2 = (1n << 128n) - 1n;
-const Q192$2 = 1n << 192n;
+const Q192$3 = 1n << 192n;
 
 //#endregion
 //#region src/panoptic/v2/tokenId/split.ts
@@ -4480,7 +4536,7 @@ const MAX_UINT256 = (1n << 256n) - 1n;
 
 //#endregion
 //#region src/uniswap/lpDeposit.ts
-const Q96$3 = 1n << 96n;
+const Q96$4 = 1n << 96n;
 const ceilDiv = (n, d) => (n + d - 1n) / d;
 /** Uniswap mint principal in raw token units, rounded up per leg, plus 5% headroom. */
 function getLpDepositAmounts(ranges, sqrtPriceX96) {
@@ -4496,8 +4552,8 @@ function getLpDepositBreakdown(ranges, sqrtPriceX96) {
 		const lower = tickToSqrtPriceX96(BigInt(tickLower));
 		const upper = tickToSqrtPriceX96(BigInt(tickUpper));
 		const price = sqrtPriceX96 < lower ? lower : sqrtPriceX96 > upper ? upper : sqrtPriceX96;
-		amount0 += ceilDiv(liquidity * Q96$3 * (upper - price), upper * price);
-		amount1 += ceilDiv(liquidity * (price - lower), Q96$3);
+		amount0 += ceilDiv(liquidity * Q96$4 * (upper - price), upper * price);
+		amount1 += ceilDiv(liquidity * (price - lower), Q96$4);
 	}
 	const buffer = {
 		amount0: ceilDiv(amount0 * 5n, 100n),
@@ -4525,7 +4581,7 @@ function getUnhedgedLpRanges({ tokenId, positionSize, tickSpacing }) {
 		const lower = tickToSqrtPriceX96(tickLower);
 		const upper = tickToSqrtPriceX96(tickUpper);
 		const amount = positionSize * leg.optionRatio;
-		const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96$3) / (upper - lower) : amount * Q96$3 / (upper - lower);
+		const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96$4) / (upper - lower) : amount * Q96$4 / (upper - lower);
 		return liquidity <= 0n ? [] : [{
 			tickLower: Number(tickLower),
 			tickUpper: Number(tickUpper),
@@ -4546,7 +4602,7 @@ function getLpPositionFunding(params) {
 	});
 	const breakdown = getLpDepositBreakdown(ranges, sqrtPriceX96);
 	const priceSquared = valuationSqrtPriceX96 * valuationSqrtPriceX96;
-	const value = ({ amount0, amount1 }) => quoteTokenIndex === 0 ? amount0 + ceilDiv(amount1 * Q96$3 * Q96$3, priceSquared) : amount1 + ceilDiv(amount0 * priceSquared, Q96$3 * Q96$3);
+	const value = ({ amount0, amount1 }) => quoteTokenIndex === 0 ? amount0 + ceilDiv(amount1 * Q96$4 * Q96$4, priceSquared) : amount1 + ceilDiv(amount0 * priceSquared, Q96$4 * Q96$4);
 	const principalInQuote = value(breakdown.principal);
 	const totalInQuote = value(breakdown.total);
 	return {
@@ -4576,8 +4632,8 @@ function getLpFundingDeposit({ funding, availableInQuote, minimumInQuote = 0n, q
 		requiredInQuote,
 		shortfallInQuote,
 		defaultQuotePercent,
-		amount0: quoteTokenIndex === 0 ? quoteAmount : ceilDiv(assetValue * Q96$3 * Q96$3, priceSquared),
-		amount1: quoteTokenIndex === 1 ? quoteAmount : ceilDiv(assetValue * priceSquared, Q96$3 * Q96$3)
+		amount0: quoteTokenIndex === 0 ? quoteAmount : ceilDiv(assetValue * Q96$4 * Q96$4, priceSquared),
+		amount1: quoteTokenIndex === 1 ? quoteAmount : ceilDiv(assetValue * priceSquared, Q96$4 * Q96$4)
 	};
 }
 /** Largest raw size funded by available collateral, including native-token rounding. */
@@ -4601,8 +4657,8 @@ function getMaxLpPositionSize(params) {
 
 //#endregion
 //#region src/uniswap/lpGreeks.ts
-const Q96$2 = 1n << 96n;
-const Q192$1 = 1n << 192n;
+const Q96$3 = 1n << 96n;
+const Q192$2 = 1n << 192n;
 /**
 * Compute the token0/token1 amounts backing `liquidity` over `[sqrtA, sqrtB]`
 * at the current price `sqrtP`, mirroring Uniswap's `LiquidityAmounts`
@@ -4612,8 +4668,8 @@ const Q192$1 = 1n << 192n;
 function getAmountsForLiquidity(sqrtPriceX96, sqrtRatioAX96, sqrtRatioBX96, liquidity) {
 	const [sqrtA, sqrtB] = sqrtRatioAX96 <= sqrtRatioBX96 ? [sqrtRatioAX96, sqrtRatioBX96] : [sqrtRatioBX96, sqrtRatioAX96];
 	const sqrtC = sqrtPriceX96 < sqrtA ? sqrtA : sqrtPriceX96 > sqrtB ? sqrtB : sqrtPriceX96;
-	const amount0 = sqrtC < sqrtB ? liquidity * (sqrtB - sqrtC) * Q96$2 / (sqrtC * sqrtB) : 0n;
-	const amount1 = sqrtC > sqrtA ? liquidity * (sqrtC - sqrtA) / Q96$2 : 0n;
+	const amount0 = sqrtC < sqrtB ? liquidity * (sqrtB - sqrtC) * Q96$3 / (sqrtC * sqrtB) : 0n;
+	const amount1 = sqrtC > sqrtA ? liquidity * (sqrtC - sqrtA) / Q96$3 : 0n;
 	return {
 		amount0,
 		amount1
@@ -4632,25 +4688,26 @@ function getAmountsForLiquidity(sqrtPriceX96, sqrtRatioAX96, sqrtRatioBX96, liqu
 */
 function getLpGreeks(input) {
 	const { liquidity, tickLower, tickUpper, currentTick, assetIndex } = input;
-	const sqrtP = tickToSqrtPriceX96(currentTick);
+	const sqrtP = input.sqrtPriceX96 ?? tickToSqrtPriceX96(currentTick);
+	if (sqrtP <= 0n) throw new RangeError("Invalid sqrt price");
 	const sqrtA = tickToSqrtPriceX96(tickLower);
 	const sqrtB = tickToSqrtPriceX96(tickUpper);
 	const { amount0, amount1 } = getAmountsForLiquidity(sqrtP, sqrtA, sqrtB, liquidity);
 	const sqrtP2 = sqrtP * sqrtP;
 	const inRange = sqrtP > sqrtA && sqrtP < sqrtB;
 	if (assetIndex === 0) {
-		const value$1 = amount1 + amount0 * sqrtP2 / Q192$1;
+		const value$1 = amount1 + amount0 * sqrtP2 / Q192$2;
 		const delta$1 = amount0;
-		const gamma$1 = inRange ? -(liquidity * sqrtP) / (2n * Q96$2) : 0n;
+		const gamma$1 = inRange ? -(liquidity * sqrtP) / (2n * Q96$3) : 0n;
 		return {
 			value: value$1,
 			delta: delta$1,
 			gamma: gamma$1
 		};
 	}
-	const value = amount0 + amount1 * Q192$1 / sqrtP2;
+	const value = amount0 + amount1 * Q192$2 / sqrtP2;
 	const delta = amount1;
-	const gamma = inRange ? -(liquidity * Q96$2) / (2n * sqrtP) : 0n;
+	const gamma = inRange ? -(liquidity * Q96$3) / (2n * sqrtP) : 0n;
 	return {
 		value,
 		delta,
@@ -4699,6 +4756,154 @@ function getLpFeeReturnSeries({ points, ranges, startTick }) {
 	});
 }
 
+//#endregion
+//#region src/panoptic/v2/greeks/positionVolatility.ts
+const Precision$1 = Decimal.clone({ precision: 80 });
+const Q96$2 = 1n << 96n;
+const YEAR_SECONDS = new Precision$1(31536e3);
+/** Historical whole-position diagnostics, with signs retained independently of eligibility. */
+function calculatePositionVolatilityMetrics({ observations, netPremium, baseFees, quoteDecimals }) {
+	if (observations.length < 2) throw new RangeError("At least two price observations are required");
+	if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
+	const points = observations.map((point) => ({
+		...point,
+		price: new Precision$1(point.price),
+		gamma: new Precision$1(point.gamma),
+		rangeGammas: (point.rangeGammas ?? []).map((gamma) => new Precision$1(gamma))
+	}));
+	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");
+	const quantum = new Precision$1(10).pow(-quoteDecimals);
+	const gammas = points.flatMap((point) => [point.gamma, ...point.rangeGammas]);
+	const peak = gammas.reduce((max, gamma) => Precision$1.max(max, gamma.abs()), new Precision$1(0));
+	const tolerance = Precision$1.max(quantum, peak.mul("1e-12"));
+	const positive = gammas.some((gamma) => gamma.gt(tolerance));
+	const negative = gammas.some((gamma) => gamma.lt(tolerance.neg()));
+	const gammaSign = positive && negative ? "changing" : positive ? "positive" : negative ? "negative" : "zero";
+	let exposure = new Precision$1(0);
+	let signedConvexity = new Precision$1(0);
+	let absoluteConvexity = new Precision$1(0);
+	let years = new Precision$1(0);
+	for (let i = 1; i < points.length; i++) {
+		const previous = points[i - 1];
+		const point = points[i];
+		const seconds = point.timestamp - previous.timestamp;
+		if (seconds <= 0n) throw new RangeError("Observations must have increasing timestamps");
+		const elapsed = new Precision$1(seconds.toString()).div(YEAR_SECONDS);
+		const squaredReturn = point.price.div(previous.price).ln().pow(2);
+		exposure = exposure.plus(previous.gamma.abs().mul(elapsed));
+		signedConvexity = signedConvexity.plus(previous.gamma.mul(squaredReturn).div(2));
+		absoluteConvexity = absoluteConvexity.plus(previous.gamma.abs().mul(squaredReturn).div(2));
+		years = years.plus(elapsed);
+	}
+	const sufficientExposure = exposure.gt(tolerance.mul(years).mul(100));
+	const premium = netPremium === null ? null : new Precision$1(netPremium);
+	const fees = baseFees == null ? null : new Precision$1(baseFees);
+	if (premium !== null && !premium.isFinite() || fees !== null && !fees.isFinite()) throw new RangeError("Invalid accounting amount");
+	const consistent = (amount) => gammaSign === "positive" ? amount.lte(quantum) : gammaSign === "negative" && amount.gte(quantum.neg());
+	const reason = !sufficientExposure ? "insufficient-exposure" : gammaSign === "changing" ? "changing-sign" : premium === null ? "premium-unavailable" : !consistent(premium) ? "inconsistent-premium-direction" : null;
+	const equivalent = (amount) => amount.abs().mul(2).div(exposure).sqrt().toString();
+	const coverage = (amount) => absoluteConvexity.gt(quantum) ? amount.abs().div(absoluteConvexity).toString() : null;
+	const eligibleFees = sufficientExposure && fees !== null && consistent(fees);
+	return {
+		gammaSign,
+		exposure: exposure.toString(),
+		signedConvexity: signedConvexity.toString(),
+		absoluteConvexity: absoluteConvexity.toString(),
+		netPremium: premium?.toString() ?? null,
+		estimatedHedgedResult: premium?.plus(signedConvexity).toString() ?? null,
+		weightedRealizedVolatility: sufficientExposure ? equivalent(absoluteConvexity) : null,
+		premiumEquivalentVolatility: reason === null && premium !== null ? equivalent(premium) : null,
+		premiumToConvexity: reason === null && premium !== null ? coverage(premium) : null,
+		baseFees: fees?.toString() ?? null,
+		feeEquivalentVolatility: eligibleFees ? equivalent(fees) : null,
+		feeToConvexity: eligibleFees ? coverage(fees) : null,
+		comparisonReason: reason
+	};
+}
+/** Quote-value signed cumulative token increments, excluding revaluation of previous accrual. */
+function valuePositionAccrual({ snapshots, quoteIsToken0, quoteDecimals }) {
+	let previous0 = 0n;
+	let previous1 = 0n;
+	let total = new Precision$1(0);
+	for (const snapshot of snapshots) {
+		const amount0 = new Precision$1((snapshot.token0 - previous0).toString());
+		const amount1 = new Precision$1((snapshot.token1 - previous1).toString());
+		if (snapshot.sqrtPriceX96 !== void 0 && snapshot.sqrtPriceX96 <= 0n) throw new RangeError("Invalid sqrt price");
+		const price = snapshot.sqrtPriceX96 === void 0 ? new Precision$1("1.0001").pow(snapshot.tick.toString()) : new Precision$1(snapshot.sqrtPriceX96.toString()).div(Q96$2.toString()).pow(2);
+		total = total.plus(quoteIsToken0 ? amount0.plus(amount1.div(price)) : amount1.plus(amount0.mul(price)));
+		previous0 = snapshot.token0;
+		previous1 = snapshot.token1;
+	}
+	return total.div(new Precision$1(10).pow(quoteDecimals));
+}
+
+//#endregion
+//#region src/uniswap/lpVolatility.ts
+const Precision = Decimal.clone({ precision: 80 });
+const Q192$1 = (1n << 192n).toString();
+/** Historical convexity and fee coverage at constant LP liquidity, in human quote units. */
+function calculateLpPositionVolatility({ liquidity, tickLower, tickUpper, quoteIsToken0, quoteDecimals, snapshots }) {
+	if (liquidity <= 0n || liquidity >= 1n << 128n) throw new RangeError("Invalid LP liquidity");
+	if (tickLower < -887272n || tickUpper > 887272n || tickLower >= tickUpper) throw new RangeError("Invalid LP range");
+	const scale = new Decimal(10).pow(quoteDecimals);
+	const observations = snapshots.map((snapshot) => ({
+		timestamp: snapshot.blockTimestamp,
+		price: quoteIsToken0 ? new Precision(Q192$1).div(new Precision(snapshot.sqrtPriceX96.toString()).pow(2)) : new Precision(snapshot.sqrtPriceX96.toString()).pow(2).div(Q192$1),
+		gamma: new Decimal(getLpGreeks({
+			liquidity,
+			tickLower,
+			tickUpper,
+			currentTick: BigInt(snapshot.currentTick),
+			sqrtPriceX96: snapshot.sqrtPriceX96,
+			assetIndex: quoteIsToken0 ? 1 : 0
+		}).gamma.toString()).div(scale)
+	}));
+	const netPremium = valuePositionAccrual({
+		snapshots: snapshots.map((snapshot, index) => ({
+			token0: snapshot.fees.token0,
+			token1: snapshot.fees.token1,
+			tick: BigInt(snapshots[Math.max(0, index - 1)].currentTick),
+			sqrtPriceX96: snapshots[Math.max(0, index - 1)].sqrtPriceX96
+		})),
+		quoteIsToken0,
+		quoteDecimals
+	});
+	return calculatePositionVolatilityMetrics({
+		observations,
+		quoteDecimals,
+		netPremium
+	});
+}
+
+//#endregion
+//#region src/uniswap/quoteTokenPrices.ts
+/** Prices tokens in a common quote asset, selecting the deepest quote-side virtual reserve. */
+function quoteTokenPrices(pools, quoteAddresses) {
+	const quotes = new Set(quoteAddresses.map((address) => address.toLowerCase()));
+	const best = new Map();
+	for (const pool of pools) {
+		if (pool.liquidity <= 0n || pool.tick < -887272n || pool.tick > 887272n) continue;
+		const quote0 = quotes.has(pool.token0.address.toLowerCase());
+		const quote1 = quotes.has(pool.token1.address.toLowerCase());
+		if (quote0 === quote1) continue;
+		const rawPrice = new Decimal(tickToPrice(pool.tick));
+		if (!rawPrice.isFinite() || rawPrice.lte(0)) continue;
+		const price1Per0 = rawPrice.mul(new Decimal(10).pow((pool.token0.decimals - pool.token1.decimals).toString()));
+		const price = quote0 ? new Decimal(1).div(price1Per0) : price1Per0;
+		const sqrtPrice = rawPrice.sqrt();
+		const liquidity = new Decimal(pool.liquidity.toString());
+		const depth = (quote0 ? liquidity.div(sqrtPrice) : liquidity.mul(sqrtPrice)).div(new Decimal(10).pow((quote0 ? pool.token0.decimals : pool.token1.decimals).toString()));
+		const token = (quote0 ? pool.token1 : pool.token0).address.toLowerCase();
+		const previous = best.get(token);
+		if (previous === void 0 || depth.gt(previous.depth) || depth.eq(previous.depth) && pool.id < previous.poolId) best.set(token, {
+			price,
+			depth,
+			poolId: pool.id
+		});
+	}
+	return new Map([...best].map(([address, quote]) => [address, quote.price]));
+}
+
 //#endregion
 //#region src/uniswap/rangeProbability.ts
 /**
@@ -4900,6 +5105,34 @@ function getUniswapV3Addresses(chainId, overrides) {
 	return merged;
 }
 
+//#endregion
+//#region src/uniswap/v3/poolBalances.ts
+/** V3 pools custody their own tokens; balances include principal and uncollected fees. */
+async function getUniswapV3PoolBalances({ client, pools }) {
+	const amounts = new Map();
+	if (pools.length === 0) return amounts;
+	const blockNumber = await client.getBlockNumber();
+	const balances = await client.multicall({
+		blockNumber,
+		allowFailure: true,
+		contracts: pools.flatMap((pool) => [pool.token0, pool.token1].map((address) => ({
+			address,
+			abi: erc20Abi,
+			functionName: "balanceOf",
+			args: [pool.id]
+		})))
+	});
+	pools.forEach((pool, index) => {
+		const token0 = balances[index * 2];
+		const token1 = balances[index * 2 + 1];
+		if (token0?.status === "success" && token1?.status === "success") amounts.set(pool.id.toLowerCase(), {
+			amount0: token0.result,
+			amount1: token1.result
+		});
+	});
+	return amounts;
+}
+
 //#endregion
 //#region src/uniswap/v4/abis/universalRouter.ts
 /**
@@ -7559,5 +7792,5 @@ async function swapExactOutViaRouterAndWait(params) {
 }
 
 //#endregion
-export { AmountExceedsUint128Error, InvalidSwapTokenError, LP_RANGE_HORIZONS_DAYS, LP_RANGE_HORIZONS_YEARS, MSG_SENDER, MissingSweepRecipientError, PERMIT2_ADDRESS, QuoterUnavailableError, SETTLE_ALL, SWAP_EXACT_IN_SINGLE, SWAP_EXACT_OUT_SINGLE, SWEEP, TAKE_ALL, UNISWAP_V3_ADDRESSES, UNISWAP_V4_ADDRESSES, UnsupportedChainError, V3_SWAP_EXACT_IN, V3_SWAP_EXACT_OUT, V4_SWAP, annualizeLpFeeReturn, approveErc20ForPermit2, approveErc20ForPermit2AndWait, approveRouterViaPermit2, approveRouterViaPermit2AndWait, buildV3ExactOutSwapExecuteArgs, buildV3ExactOutSwapExecuteCalldata, buildV3SwapExecuteArgs, buildV3SwapExecuteCalldata, buildV4ExactOutSwapExecuteArgs, buildV4ExactOutSwapExecuteCalldata, buildV4SwapExecuteArgs, buildV4SwapExecuteCalldata, checkRouterApproval, encodeV3Path, estimateLpFees, expectedTimeInRange, getAmountsForLiquidity, getLpDepositAmounts, getLpDepositBreakdown, getLpFeeReturnSeries, getLpFundingDeposit, getLpGreeks, getLpPositionFunding, getMaxLpPositionSize, getUnhedgedLpRanges, getUniswapV3Addresses, getUniswapV4Addresses, normalCdf, pInRangeAt, quoteSwapExactInViaRouter, quoteSwapExactInViaV3Router, quoteSwapExactOutViaRouter, quoteSwapExactOutViaV3Router, quoteV3ExactIn, quoteV3ExactOut, quoteV4ExactInByPoolKey, rangeStats, resolveSwapRoute, resolveV3SwapRoute, swapExactInViaRouter, swapExactInViaRouterAndWait, swapExactInViaV3Router, swapExactOutViaRouter, swapExactOutViaRouterAndWait, swapExactOutViaV3Router };
+export { AmountExceedsUint128Error, InvalidSwapTokenError, LP_RANGE_HORIZONS_DAYS, LP_RANGE_HORIZONS_YEARS, MSG_SENDER, MissingSweepRecipientError, PERMIT2_ADDRESS, QuoterUnavailableError, SETTLE_ALL, SWAP_EXACT_IN_SINGLE, SWAP_EXACT_OUT_SINGLE, SWEEP, TAKE_ALL, UNISWAP_V3_ADDRESSES, UNISWAP_V4_ADDRESSES, UnsupportedChainError, V3_SWAP_EXACT_IN, V3_SWAP_EXACT_OUT, V4_SWAP, annualizeLpFeeReturn, approveErc20ForPermit2, approveErc20ForPermit2AndWait, approveRouterViaPermit2, approveRouterViaPermit2AndWait, buildV3ExactOutSwapExecuteArgs, buildV3ExactOutSwapExecuteCalldata, buildV3SwapExecuteArgs, buildV3SwapExecuteCalldata, buildV4ExactOutSwapExecuteArgs, buildV4ExactOutSwapExecuteCalldata, buildV4SwapExecuteArgs, buildV4SwapExecuteCalldata, calculateLpPositionVolatility, checkRouterApproval, encodeV3Path, estimateLpFees, expectedTimeInRange, getAmountsForLiquidity, getLpDepositAmounts, getLpDepositBreakdown, getLpFeeReturnSeries, getLpFundingDeposit, getLpGreeks, getLpPositionFunding, getMaxLpPositionSize, getUnhedgedLpRanges, getUniswapV3Addresses, getUniswapV3PoolBalances, getUniswapV4Addresses, normalCdf, pInRangeAt, quoteSwapExactInViaRouter, quoteSwapExactInViaV3Router, quoteSwapExactOutViaRouter, quoteSwapExactOutViaV3Router, quoteTokenPrices, quoteV3ExactIn, quoteV3ExactOut, quoteV4ExactInByPoolKey, rangeStats, resolveSwapRoute, resolveV3SwapRoute, swapExactInViaRouter, swapExactInViaRouterAndWait, swapExactInViaV3Router, swapExactOutViaRouter, swapExactOutViaRouterAndWait, swapExactOutViaV3Router };
 //# sourceMappingURL=index.js.map