@panoptic-eng/sdk 1.0.62 → 1.0.64

package/dist/uniswap/index.d.ts

@@ -203,6 +203,8 @@ interface LpGreeksInput {
   tickUpper: bigint;
   /** Pool's current tick. */
   currentTick: bigint;
+  /** Exact pool price, when available; takes precedence over currentTick. */
+  sqrtPriceX96?: bigint;
   /** Which token is the asset: `0` (token0) or `1` (token1). */
   assetIndex: 0 | 1;
 }
@@ -227,222 +229,12 @@ declare function getAmountsForLiquidity(sqrtPriceX96: bigint, sqrtRatioAX96: big
 declare function getLpGreeks(input: LpGreeksInput): LpGreeks;
 
 //#endregion
-//#region src/uniswap/rangeProbability.d.ts
-/**
- * Forward-looking "will this LP range stay in range?" statistics.
- *
- * Model: driftless geometric Brownian motion of the pool price. In log space the
- * position is inside its range while `ln(lower) < ln(S_t) < ln(upper)`; with
- * `x_t = ln(S_t) ∼ N(x0, σ²·t)` the probability of being in range at horizon `t`
- * is a difference of two standard-normal CDFs. Expected fraction of time in range
- * over `[0, T]` is the time-average of that same probability (exact by Fubini):
- * `(1/T)·∫₀ᵀ P(in range at t) dt`, computed by numeric integration.
- *
- * Both column values in the portfolio LP rows (P(in range) and E[time in range])
- * fall out of the single {@link pInRangeAt} kernel, so they can never disagree in
- * sign: a position that starts in range always has E ≥ P at every horizon, and one
- * that starts out of range always has E ≤ P.
- *
- * Drift is assumed zero — this is a pure volatility read, not a directional
- * forecast. Vol estimation lives with the caller (the UI already has realized-vol
- * estimators); pass the annualized σ in.
- *
- * @module uniswap/rangeProbability
- */
-/**
- * Standard-normal CDF Φ(x). Uses a rational erf approximation
- * (Abramowitz & Stegun 7.1.26), max abs error ≈ 1.5e-7 — ample for a
- * percentage read.
- */
-declare function normalCdf(x: number): number;
-interface RangeProbabilityInput {
-  /** Current pool price in the display frame (quote per asset). */
-  spot: number;
-  /** Lower range bound in the same frame. `0` or non-finite means unbounded below. */
-  lower: number;
-  /** Upper range bound in the same frame. `Infinity` or non-finite means unbounded above. */
-  upper: number;
-  /** Annualized volatility as a fraction (e.g. 0.8 = 80%). */
-  sigmaAnnual: number;
-  /** Horizon in years. */
-  tYears: number;
-}
-/**
- * Probability the price is inside `[lower, upper]` at horizon `tYears`.
- * Returns 1 for a full-range position (both bounds unbounded) and is well-defined
- * for an out-of-range spot (then it reads as "chance of being back in range by t").
- */
-declare function pInRangeAt(input: RangeProbabilityInput): number;
-interface ExpectedTimeInRangeInput extends RangeProbabilityInput {
-  /** Integration steps over [0, T]. Default 64 — smooth to <0.1% for these curves. */
-  steps?: number;
-}
-/**
- * Expected fraction of `[0, tYears]` spent in range — the time-average of
- * {@link pInRangeAt}. Trapezoidal integration; the integrand starts at exactly
- * 1 (in-range now) or 0 (out-of-range now) at t=0, which the trapezoid endpoint
- * captures.
- */
-declare function expectedTimeInRange(input: ExpectedTimeInRangeInput): number;
-interface RangeStatsInput {
-  spot: number;
-  lower: number;
-  upper: number;
-  sigmaAnnual: number;
-}
-interface RangeStats {
-  /** P(in range at each horizon), index-aligned to `horizonsYears`. */
-  p: number[];
-  /** E[fraction of time in range up to each horizon], index-aligned. */
-  e: number[];
-}
-/**
- * Compute both statistics for a set of horizons in one call — the shape the LP
- * row (7d / 30d / 365d) and the portfolio KPI aggregation consume.
- */
-declare function rangeStats(input: RangeStatsInput, horizonsYears: readonly number[]): RangeStats;
-/** Horizons used by the LP portfolio display, in years. */
-declare const LP_RANGE_HORIZONS_DAYS: readonly [7, 30, 365];
-declare const LP_RANGE_HORIZONS_YEARS: number[];
-
-//#endregion
-//#region src/uniswap/v3/addresses.d.ts
-interface UniswapV3Addresses {
-  /** Uniswap v3 QuoterV2 — `quoteExactInputSingle` (revert/staticcall-based). */
-  quoterV2: Address;
-  /** Uniswap v3 NonfungiblePositionManager — ERC721 LP position NFTs. */
-  nonfungiblePositionManager: Address;
-}
-/**
- * Verified Uniswap v3 QuoterV2 addresses keyed by chainId. Add a chain only
- * after verifying against the canonical Uniswap v3 deployment listing.
- */
-declare const UNISWAP_V3_ADDRESSES: Record<number, UniswapV3Addresses>;
-/**
- * Resolve Uniswap v3 addresses for a chain, applying optional overrides.
- *
- * @throws {UnsupportedChainError} when the chain is not listed and overrides do
- *   not supply every required address.
- */
-declare function getUniswapV3Addresses(chainId: number | bigint, overrides?: Partial<UniswapV3Addresses>): UniswapV3Addresses;
-
-//#endregion
-//#region src/uniswap/v3/router/encodeSwap.d.ts
-/** Universal Router command byte for a v3 exact-in swap. */
-declare const V3_SWAP_EXACT_IN = 0;
-/** Universal Router command byte for a v3 exact-out swap. */
-declare const V3_SWAP_EXACT_OUT = 1;
-/**
- * Universal Router recipient sentinel: the router maps `address(1)` to
- * `msg.sender` (the `execute` caller). Uniswap `Constants.MSG_SENDER`.
- */
-declare const MSG_SENDER: Address;
-/** Arguments for {@link buildV3SwapExecuteCalldata}. */
-interface BuildV3SwapCalldataArgs {
-  /** Input token (funds pulled from the caller via Permit2). */
-  tokenIn: Address;
-  /** Output token. */
-  tokenOut: Address;
-  /** v3 pool fee tier (e.g. 500, 3000). */
-  fee: bigint;
-  /** Exact input amount (uint128). */
-  amountIn: bigint;
-  /** Minimum acceptable output (uint128). */
-  amountOutMinimum: bigint;
-  /**
-   * Absolute deadline (unix seconds) — the `execute(commands, inputs, deadline)`
-   * argument, enforced by the Universal Router.
-   */
-  deadline: bigint;
-}
-/**
- * Encode the packed v3 single-hop path `tokenIn ++ fee(uint24) ++ tokenOut`.
- */
-declare function encodeV3Path(tokenIn: Address, fee: bigint, tokenOut: Address): Hex;
-/**
- * Build the typed `execute(...)` args for an exact-in single-hop v3 swap whose
- * output is delivered to the `execute` caller (recipient = MSG_SENDER).
- */
-declare function buildV3SwapExecuteArgs(args: BuildV3SwapCalldataArgs): {
-  args: readonly [Hex, readonly Hex[], bigint];
-  value: bigint;
-};
-/**
- * Build the `execute(commands, inputs, deadline)` calldata for an exact-in
- * single-hop v3 swap.
- */
-declare function buildV3SwapExecuteCalldata(args: BuildV3SwapCalldataArgs): {
-  data: Hex;
-  value: bigint;
-};
-interface BuildV3ExactOutSwapCalldataArgs {
-  tokenIn: Address;
-  tokenOut: Address;
-  fee: bigint;
-  amountOut: bigint;
-  amountInMaximum: bigint;
-  deadline: bigint;
-}
-/**
- * Build the typed `execute(...)` args for an exact-out single-hop v3 swap.
- * The v3 exact-out path is reversed: `tokenOut ++ fee ++ tokenIn`.
- */
-declare function buildV3ExactOutSwapExecuteArgs(args: BuildV3ExactOutSwapCalldataArgs): {
-  args: readonly [Hex, readonly Hex[], bigint];
-  value: bigint;
-};
-declare function buildV3ExactOutSwapExecuteCalldata(args: BuildV3ExactOutSwapCalldataArgs): {
-  data: Hex;
-  value: bigint;
-};
-
-//#endregion
-//#region src/uniswap/v3/router/quote.d.ts
-interface QuoteV3ExactInParams {
-  client: PublicClient;
-  chainId: bigint;
-  tokenIn: Address;
-  tokenOut: Address;
-  fee: bigint;
-  amountIn: bigint;
-  slippageBps: bigint;
-  blockNumber?: bigint;
-  addresses?: Partial<UniswapV3Addresses>;
-}
-interface V3ExactInQuote {
-  amountOut: bigint;
-  amountOutMinimum: bigint;
-  gasEstimate: bigint;
-}
-/**
- * Quote an exact-in v3 swap. Returns `null` when the quote reverts (e.g. the
- * pool does not exist / has no liquidity) so callers can skip that pool when
- * ranking venues, rather than aborting the whole cycle.
- */
-declare function quoteV3ExactIn(params: QuoteV3ExactInParams): Promise<V3ExactInQuote | null>;
-interface QuoteV3ExactOutParams {
-  client: PublicClient;
-  chainId: bigint;
-  tokenIn: Address;
-  tokenOut: Address;
-  fee: bigint;
-  amountOut: bigint;
-  slippageBps: bigint;
-  blockNumber?: bigint;
-  addresses?: Partial<UniswapV3Addresses>;
-}
-interface V3ExactOutQuote {
-  amountIn: bigint;
-  amountInMaximum: bigint;
-  gasEstimate: bigint;
-}
-/**
- * Quote an exact-out v3 swap. Returns `null` on revert (no pool / no liquidity).
- */
-declare function quoteV3ExactOut(params: QuoteV3ExactOutParams): Promise<V3ExactOutQuote | null>;
+//#region src/panoptic/v2/greeks/positionVolatility.d.ts
+type VolatilityComparisonReason = 'insufficient-exposure' | 'changing-sign' | 'premium-unavailable' | 'inconsistent-premium-direction';
 
 //#endregion
 //#region src/panoptic/v2/types/meta.d.ts
+/** Historical whole-position diagnostics, with signs retained independently of eligibility. */
 /**
  * Block metadata types for the Panoptic v2 SDK.
  * @module v2/types/meta
@@ -539,7 +331,7 @@ interface OptionBurntEvent extends BaseEvent {
   tokenId: bigint;
   /** Position size that was burnt */
   positionSize: bigint;
-  /** Premia settled for each leg (token0 right, token1 left per leg) */
+  /** Streamia settled for each leg (token0 right, token1 left per leg) */
   premiaByLeg: readonly [bigint, bigint, bigint, bigint];
 }
 /**
@@ -871,10 +663,313 @@ type SimulationResult<T> = {
 };
 
 //#endregion
-//#region src/uniswap/v4/addresses.d.ts
+//#region src/panoptic/v2/reads/uniswapFeeHistory.d.ts
 /**
  * Open position simulation result data.
  */
+/** A single snapshot of Uniswap fee data at a particular block. */
+interface UniswapFeeSnapshot {
+  /** Resolved block number for this snapshot. */
+  blockNumber: bigint;
+  /** Timestamp of the resolved block in Unix seconds. */
+  blockTimestamp: bigint;
+  /** Pool tick used for principal valuation at this block. */
+  currentTick: number;
+  /** Exact pool sqrt price (Q96) used for principal valuation at this block. */
+  sqrtPriceX96: bigint;
+  /** Uniswap fee delta from the first block in the series */
+  fees: {
+    token0: bigint;
+    token1: bigint;
+  };
+}
+
+//#endregion
+//#region src/uniswap/lpVolatility.d.ts
+/** Result from getUniswapFeeHistory. */
+/** Historical convexity and fee coverage at constant LP liquidity, in human quote units. */
+declare function calculateLpPositionVolatility({
+  liquidity,
+  tickLower,
+  tickUpper,
+  quoteIsToken0,
+  quoteDecimals,
+  snapshots
+}: {
+  liquidity: bigint;
+  tickLower: bigint;
+  tickUpper: bigint;
+  quoteIsToken0: boolean;
+  quoteDecimals: number;
+  snapshots: readonly UniswapFeeSnapshot[];
+}): {
+  gammaSign: string;
+  exposure: string;
+  signedConvexity: string;
+  absoluteConvexity: string;
+  netPremium: string | null;
+  estimatedHedgedResult: string | null;
+  weightedRealizedVolatility: string | null;
+  premiumEquivalentVolatility: string | null;
+  premiumToConvexity: string | null;
+  baseFees: string | null;
+  feeEquivalentVolatility: string | null;
+  feeToConvexity: string | null;
+  comparisonReason: VolatilityComparisonReason | null;
+};
+
+//#endregion
+//#region src/uniswap/quoteTokenPrices.d.ts
+/** Prices tokens in a common quote asset, selecting the deepest quote-side virtual reserve. */
+declare function quoteTokenPrices(pools: readonly {
+  id: string;
+  token0: {
+    address: string;
+    decimals: bigint;
+  };
+  token1: {
+    address: string;
+    decimals: bigint;
+  };
+  tick: bigint;
+  liquidity: bigint;
+}[], quoteAddresses: readonly string[]): Map<string, Decimal>;
+
+//#endregion
+//#region src/uniswap/rangeProbability.d.ts
+/**
+ * Forward-looking "will this LP range stay in range?" statistics.
+ *
+ * Model: driftless geometric Brownian motion of the pool price. In log space the
+ * position is inside its range while `ln(lower) < ln(S_t) < ln(upper)`; with
+ * `x_t = ln(S_t) ∼ N(x0, σ²·t)` the probability of being in range at horizon `t`
+ * is a difference of two standard-normal CDFs. Expected fraction of time in range
+ * over `[0, T]` is the time-average of that same probability (exact by Fubini):
+ * `(1/T)·∫₀ᵀ P(in range at t) dt`, computed by numeric integration.
+ *
+ * Both column values in the portfolio LP rows (P(in range) and E[time in range])
+ * fall out of the single {@link pInRangeAt} kernel, so they can never disagree in
+ * sign: a position that starts in range always has E ≥ P at every horizon, and one
+ * that starts out of range always has E ≤ P.
+ *
+ * Drift is assumed zero — this is a pure volatility read, not a directional
+ * forecast. Vol estimation lives with the caller (the UI already has realized-vol
+ * estimators); pass the annualized σ in.
+ *
+ * @module uniswap/rangeProbability
+ */
+/**
+ * Standard-normal CDF Φ(x). Uses a rational erf approximation
+ * (Abramowitz & Stegun 7.1.26), max abs error ≈ 1.5e-7 — ample for a
+ * percentage read.
+ */
+declare function normalCdf(x: number): number;
+interface RangeProbabilityInput {
+  /** Current pool price in the display frame (quote per asset). */
+  spot: number;
+  /** Lower range bound in the same frame. `0` or non-finite means unbounded below. */
+  lower: number;
+  /** Upper range bound in the same frame. `Infinity` or non-finite means unbounded above. */
+  upper: number;
+  /** Annualized volatility as a fraction (e.g. 0.8 = 80%). */
+  sigmaAnnual: number;
+  /** Horizon in years. */
+  tYears: number;
+}
+/**
+ * Probability the price is inside `[lower, upper]` at horizon `tYears`.
+ * Returns 1 for a full-range position (both bounds unbounded) and is well-defined
+ * for an out-of-range spot (then it reads as "chance of being back in range by t").
+ */
+declare function pInRangeAt(input: RangeProbabilityInput): number;
+interface ExpectedTimeInRangeInput extends RangeProbabilityInput {
+  /** Integration steps over [0, T]. Default 64 — smooth to <0.1% for these curves. */
+  steps?: number;
+}
+/**
+ * Expected fraction of `[0, tYears]` spent in range — the time-average of
+ * {@link pInRangeAt}. Trapezoidal integration; the integrand starts at exactly
+ * 1 (in-range now) or 0 (out-of-range now) at t=0, which the trapezoid endpoint
+ * captures.
+ */
+declare function expectedTimeInRange(input: ExpectedTimeInRangeInput): number;
+interface RangeStatsInput {
+  spot: number;
+  lower: number;
+  upper: number;
+  sigmaAnnual: number;
+}
+interface RangeStats {
+  /** P(in range at each horizon), index-aligned to `horizonsYears`. */
+  p: number[];
+  /** E[fraction of time in range up to each horizon], index-aligned. */
+  e: number[];
+}
+/**
+ * Compute both statistics for a set of horizons in one call — the shape the LP
+ * row (7d / 30d / 365d) and the portfolio KPI aggregation consume.
+ */
+declare function rangeStats(input: RangeStatsInput, horizonsYears: readonly number[]): RangeStats;
+/** Horizons used by the LP portfolio display, in years. */
+declare const LP_RANGE_HORIZONS_DAYS: readonly [7, 30, 365];
+declare const LP_RANGE_HORIZONS_YEARS: number[];
+
+//#endregion
+//#region src/uniswap/v3/addresses.d.ts
+interface UniswapV3Addresses {
+  /** Uniswap v3 QuoterV2 — `quoteExactInputSingle` (revert/staticcall-based). */
+  quoterV2: Address;
+  /** Uniswap v3 NonfungiblePositionManager — ERC721 LP position NFTs. */
+  nonfungiblePositionManager: Address;
+}
+/**
+ * Verified Uniswap v3 QuoterV2 addresses keyed by chainId. Add a chain only
+ * after verifying against the canonical Uniswap v3 deployment listing.
+ */
+declare const UNISWAP_V3_ADDRESSES: Record<number, UniswapV3Addresses>;
+/**
+ * Resolve Uniswap v3 addresses for a chain, applying optional overrides.
+ *
+ * @throws {UnsupportedChainError} when the chain is not listed and overrides do
+ *   not supply every required address.
+ */
+declare function getUniswapV3Addresses(chainId: number | bigint, overrides?: Partial<UniswapV3Addresses>): UniswapV3Addresses;
+
+//#endregion
+//#region src/uniswap/v3/poolBalances.d.ts
+/** V3 pools custody their own tokens; balances include principal and uncollected fees. */
+declare function getUniswapV3PoolBalances({
+  client,
+  pools
+}: {
+  client: PublicClient;
+  pools: readonly {
+    id: Address;
+    token0: Address;
+    token1: Address;
+  }[];
+}): Promise<Map<string, {
+  amount0: bigint;
+  amount1: bigint;
+}>>;
+
+//#endregion
+//#region src/uniswap/v3/router/encodeSwap.d.ts
+/** Universal Router command byte for a v3 exact-in swap. */
+declare const V3_SWAP_EXACT_IN = 0;
+/** Universal Router command byte for a v3 exact-out swap. */
+declare const V3_SWAP_EXACT_OUT = 1;
+/**
+ * Universal Router recipient sentinel: the router maps `address(1)` to
+ * `msg.sender` (the `execute` caller). Uniswap `Constants.MSG_SENDER`.
+ */
+declare const MSG_SENDER: Address;
+/** Arguments for {@link buildV3SwapExecuteCalldata}. */
+interface BuildV3SwapCalldataArgs {
+  /** Input token (funds pulled from the caller via Permit2). */
+  tokenIn: Address;
+  /** Output token. */
+  tokenOut: Address;
+  /** v3 pool fee tier (e.g. 500, 3000). */
+  fee: bigint;
+  /** Exact input amount (uint128). */
+  amountIn: bigint;
+  /** Minimum acceptable output (uint128). */
+  amountOutMinimum: bigint;
+  /**
+   * Absolute deadline (unix seconds) — the `execute(commands, inputs, deadline)`
+   * argument, enforced by the Universal Router.
+   */
+  deadline: bigint;
+}
+/**
+ * Encode the packed v3 single-hop path `tokenIn ++ fee(uint24) ++ tokenOut`.
+ */
+declare function encodeV3Path(tokenIn: Address, fee: bigint, tokenOut: Address): Hex;
+/**
+ * Build the typed `execute(...)` args for an exact-in single-hop v3 swap whose
+ * output is delivered to the `execute` caller (recipient = MSG_SENDER).
+ */
+declare function buildV3SwapExecuteArgs(args: BuildV3SwapCalldataArgs): {
+  args: readonly [Hex, readonly Hex[], bigint];
+  value: bigint;
+};
+/**
+ * Build the `execute(commands, inputs, deadline)` calldata for an exact-in
+ * single-hop v3 swap.
+ */
+declare function buildV3SwapExecuteCalldata(args: BuildV3SwapCalldataArgs): {
+  data: Hex;
+  value: bigint;
+};
+interface BuildV3ExactOutSwapCalldataArgs {
+  tokenIn: Address;
+  tokenOut: Address;
+  fee: bigint;
+  amountOut: bigint;
+  amountInMaximum: bigint;
+  deadline: bigint;
+}
+/**
+ * Build the typed `execute(...)` args for an exact-out single-hop v3 swap.
+ * The v3 exact-out path is reversed: `tokenOut ++ fee ++ tokenIn`.
+ */
+declare function buildV3ExactOutSwapExecuteArgs(args: BuildV3ExactOutSwapCalldataArgs): {
+  args: readonly [Hex, readonly Hex[], bigint];
+  value: bigint;
+};
+declare function buildV3ExactOutSwapExecuteCalldata(args: BuildV3ExactOutSwapCalldataArgs): {
+  data: Hex;
+  value: bigint;
+};
+
+//#endregion
+//#region src/uniswap/v3/router/quote.d.ts
+interface QuoteV3ExactInParams {
+  client: PublicClient;
+  chainId: bigint;
+  tokenIn: Address;
+  tokenOut: Address;
+  fee: bigint;
+  amountIn: bigint;
+  slippageBps: bigint;
+  blockNumber?: bigint;
+  addresses?: Partial<UniswapV3Addresses>;
+}
+interface V3ExactInQuote {
+  amountOut: bigint;
+  amountOutMinimum: bigint;
+  gasEstimate: bigint;
+}
+/**
+ * Quote an exact-in v3 swap. Returns `null` when the quote reverts (e.g. the
+ * pool does not exist / has no liquidity) so callers can skip that pool when
+ * ranking venues, rather than aborting the whole cycle.
+ */
+declare function quoteV3ExactIn(params: QuoteV3ExactInParams): Promise<V3ExactInQuote | null>;
+interface QuoteV3ExactOutParams {
+  client: PublicClient;
+  chainId: bigint;
+  tokenIn: Address;
+  tokenOut: Address;
+  fee: bigint;
+  amountOut: bigint;
+  slippageBps: bigint;
+  blockNumber?: bigint;
+  addresses?: Partial<UniswapV3Addresses>;
+}
+interface V3ExactOutQuote {
+  amountIn: bigint;
+  amountInMaximum: bigint;
+  gasEstimate: bigint;
+}
+/**
+ * Quote an exact-out v3 swap. Returns `null` on revert (no pool / no liquidity).
+ */
+declare function quoteV3ExactOut(params: QuoteV3ExactOutParams): Promise<V3ExactOutQuote | null>;
+
+//#endregion
+//#region src/uniswap/v4/addresses.d.ts
 /**
  * Uniswap v4 contract addresses required for a Universal Router spot swap.
  */
@@ -1496,5 +1591,5 @@ declare function swapExactOutViaRouter(params: SwapExactOutViaRouterParams): Pro
 declare function swapExactOutViaRouterAndWait(params: SwapExactOutViaRouterParams): Promise<TxReceipt>;
 
 //#endregion
-export { AmountExceedsUint128Error, ApproveErc20ForPermit2Params, ApproveRouterViaPermit2Params, BuildV3ExactOutSwapCalldataArgs, BuildV3SwapCalldataArgs, BuildV4ExactOutSwapCalldataArgs, BuildV4SwapCalldataArgs, CheckRouterApprovalParams, ExpectedTimeInRangeInput, InvalidSwapTokenError, LP_RANGE_HORIZONS_DAYS, LP_RANGE_HORIZONS_YEARS, LpAmounts, LpFeeCandle, LpFeeRange, LpGreeks, LpGreeksInput, LpPositionFundingParams, MSG_SENDER, MissingSweepRecipientError, PERMIT2_ADDRESS, QuoteSwapExactInViaRouterParams, QuoteSwapExactInViaV3RouterParams, QuoteSwapExactOutViaRouterParams, QuoteSwapExactOutViaV3RouterParams, QuoteV3ExactInParams, QuoteV3ExactOutParams, QuoteV4ExactInByPoolKeyParams, QuoterUnavailableError, RangeProbabilityInput, RangeStats, RangeStatsInput, ResolveSwapRouteParams, ResolveV3SwapRouteParams, ResolvedSwapRoute, ResolvedV3SwapRoute, RouterApprovalStatus, SETTLE_ALL, SWAP_EXACT_IN_SINGLE, SWAP_EXACT_OUT_SINGLE, SWEEP, SwapExactInQuote, SwapExactInViaRouterParams, SwapExactInViaV3RouterParams, SwapExactOutQuote, SwapExactOutViaRouterParams, SwapExactOutViaV3RouterParams, TAKE_ALL, UNISWAP_V3_ADDRESSES, UNISWAP_V4_ADDRESSES, UniswapV3Addresses, UniswapV4Addresses, UnsupportedChainError, V3ExactInQuote, V3ExactOutQuote, V3_SWAP_EXACT_IN, V3_SWAP_EXACT_OUT, V4ExactInQuote, 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, ApproveErc20ForPermit2Params, ApproveRouterViaPermit2Params, BuildV3ExactOutSwapCalldataArgs, BuildV3SwapCalldataArgs, BuildV4ExactOutSwapCalldataArgs, BuildV4SwapCalldataArgs, CheckRouterApprovalParams, ExpectedTimeInRangeInput, InvalidSwapTokenError, LP_RANGE_HORIZONS_DAYS, LP_RANGE_HORIZONS_YEARS, LpAmounts, LpFeeCandle, LpFeeRange, LpGreeks, LpGreeksInput, LpPositionFundingParams, MSG_SENDER, MissingSweepRecipientError, PERMIT2_ADDRESS, QuoteSwapExactInViaRouterParams, QuoteSwapExactInViaV3RouterParams, QuoteSwapExactOutViaRouterParams, QuoteSwapExactOutViaV3RouterParams, QuoteV3ExactInParams, QuoteV3ExactOutParams, QuoteV4ExactInByPoolKeyParams, QuoterUnavailableError, RangeProbabilityInput, RangeStats, RangeStatsInput, ResolveSwapRouteParams, ResolveV3SwapRouteParams, ResolvedSwapRoute, ResolvedV3SwapRoute, RouterApprovalStatus, SETTLE_ALL, SWAP_EXACT_IN_SINGLE, SWAP_EXACT_OUT_SINGLE, SWEEP, SwapExactInQuote, SwapExactInViaRouterParams, SwapExactInViaV3RouterParams, SwapExactOutQuote, SwapExactOutViaRouterParams, SwapExactOutViaV3RouterParams, TAKE_ALL, UNISWAP_V3_ADDRESSES, UNISWAP_V4_ADDRESSES, UniswapV3Addresses, UniswapV4Addresses, UnsupportedChainError, V3ExactInQuote, V3ExactOutQuote, V3_SWAP_EXACT_IN, V3_SWAP_EXACT_OUT, V4ExactInQuote, 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.d.ts.map