@reyaxyz/common 0.362.0 → 0.363.0

package/dist/types.js

@@ -1,9 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isMarketPrice = exports.TierType = exports.ConditionalOrderStatus = exports.ConditionalOrderType = exports.OrdersGatewayOrderType = exports.CandleResolution = exports.FundingRateHistoryGranularity = exports.AllMarginAccountsBalanceGranularity = exports.MarginAccountCollateralsBalanceGranularity = exports.MarginAccountBalanceGranularity = exports.LpBalanceGranularity = exports.CandlesResolution = exports.MoneyInOutChainId = exports.ReyaChainId = void 0;
+exports.isMarketPrice = exports.TierType = exports.ConditionalOrderStatus = exports.ConditionalOrderType = exports.ExecutionType = exports.MarketType = exports.OrderType = exports.CandleResolution = exports.FundingRateHistoryGranularity = exports.AllMarginAccountsBalanceGranularity = exports.MarginAccountCollateralsBalanceGranularity = exports.MarginAccountBalanceGranularity = exports.LpBalanceGranularity = exports.CandlesResolution = exports.MoneyInOutChainId = exports.ReyaChainId = void 0;
 var ReyaChainId;
 (function (ReyaChainId) {
     ReyaChainId[ReyaChainId["reyaNetwork"] = 1729] = "reyaNetwork";
+    ReyaChainId[ReyaChainId["reyaLocal"] = 31337] = "reyaLocal";
     ReyaChainId[ReyaChainId["reyaCronos"] = 89346162] = "reyaCronos";
 })(ReyaChainId || (exports.ReyaChainId = ReyaChainId = {}));
 var MoneyInOutChainId;
@@ -88,16 +89,29 @@ var CandleResolution;
     CandleResolution["FOUR_HOURS"] = "4HOURS";
     CandleResolution["ONE_DAY"] = "1DAY";
 })(CandleResolution || (exports.CandleResolution = CandleResolution = {}));
-var OrdersGatewayOrderType;
-(function (OrdersGatewayOrderType) {
-    OrdersGatewayOrderType[OrdersGatewayOrderType["STOP_LOSS"] = 0] = "STOP_LOSS";
-    OrdersGatewayOrderType[OrdersGatewayOrderType["TAKE_PROFIT"] = 1] = "TAKE_PROFIT";
-    OrdersGatewayOrderType[OrdersGatewayOrderType["LIMIT_ORDER"] = 2] = "LIMIT_ORDER";
-    OrdersGatewayOrderType[OrdersGatewayOrderType["MARKET_ORDER"] = 3] = "MARKET_ORDER";
-    OrdersGatewayOrderType[OrdersGatewayOrderType["REDUCE_ONLY_MARKET_ORDER"] = 4] = "REDUCE_ONLY_MARKET_ORDER";
-    OrdersGatewayOrderType[OrdersGatewayOrderType["FULL_CLOSE_ORDER"] = 5] = "FULL_CLOSE_ORDER";
-    OrdersGatewayOrderType[OrdersGatewayOrderType["LIMIT_ORDER_SPOT"] = 6] = "LIMIT_ORDER_SPOT";
-})(OrdersGatewayOrderType || (exports.OrdersGatewayOrderType = OrdersGatewayOrderType = {}));
+// PRO-126 Bug 5 retired the legacy `OrdersGatewayOrderType` enum (the
+// 8-field `ConditionalOrderDetails` typehash discriminator). The
+// on-chain `OrdersGateway.execute` selector that consumed those values
+// is gone; every order class now uses `OrderType` below, whose values
+// mirror the on-chain `OrderType` enum in
+// orders-gateway/src/libraries/DataTypes.sol.
+var OrderType;
+(function (OrderType) {
+    OrderType[OrderType["Limit"] = 0] = "Limit";
+    OrderType[OrderType["StopLoss"] = 1] = "StopLoss";
+    OrderType[OrderType["TakeProfit"] = 2] = "TakeProfit";
+})(OrderType || (exports.OrderType = OrderType = {}));
+// Matches the on-chain `MarketType` enum. Used to discriminate spot vs perp
+// in unified off-chain code paths and with the market-id namespace helpers in
+// packages/common-backend/src/market-id-namespace.
+var MarketType;
+(function (MarketType) {
+    MarketType[MarketType["Spot"] = 0] = "Spot";
+    MarketType[MarketType["Perp"] = 1] = "Perp";
+})(MarketType || (exports.MarketType = MarketType = {}));
+// Canonical on-chain V3 codes, also written by the pre-cutover V2 indexer.
+var canonical_execution_type_1 = require("./canonical-execution-type");
+Object.defineProperty(exports, "ExecutionType", { enumerable: true, get: function () { return canonical_execution_type_1.CanonicalExecutionType; } });
 var ConditionalOrderType;
 (function (ConditionalOrderType) {
     ConditionalOrderType[ConditionalOrderType["STOP_LOSS"] = 0] = "STOP_LOSS";

package/dist/types.js.map

@@ -1 +1 @@
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{ TradingApiSource, Replication } from './trading-api-types';\nimport { Stringified } from './api-types';\n\nimport {\n  CoreCommandsEIP712SignatureAndPayload,\n  EIP712Signature,\n} from './transactions';\nimport { JsonRpcSigner, Signer } from 'ethers';\n\nexport type Address = Lowercase<string>;\nexport type TokenName = Uppercase<string>;\n\n// -- Markets --\nexport type MarketOrderInfo = {\n  counterpartyAccountIds: number[];\n  exchangeId: number;\n};\n\nexport type MarketEntity = {\n  id: number;\n  ticker: string;\n  underlyingAsset: string;\n  quoteToken: string;\n  quoteTokenId: string;\n  markPrice: number;\n  isActive: boolean;\n  maxLeverage: number;\n  volume24H: number;\n  priceChange24H: number;\n  priceChange24HPercentage: number;\n  marketPriceDeviation: number;\n  openInterest: number;\n  fundingRate: number;\n  fundingRateAnnualized: number;\n  description: string;\n  orderInfo: MarketOrderInfo;\n  tickSizeDecimals: number;\n  minOrderSize: number;\n  minOrderSizeBase: number;\n  baseSpacing: number;\n  priceSpacing: number;\n  longOI: number;\n  shortOI: number;\n  longSkewPercentage: number;\n  shortSkewPercentage: number;\n  availableLong: number;\n  availableShort: number;\n};\n\nexport enum ReyaChainId {\n  reyaNetwork = 1729,\n  reyaCronos = 89346162,\n}\n\nexport enum MoneyInOutChainId {\n  // mainnet\n  ethereumMainnet = 1,\n  opMainnet = 10,\n  polygonMainnet = 137,\n  arbitrumOne = 42161,\n  baseMainnet = 8453,\n  // testnet\n  arbitrumSepolia = 421614,\n  opSepolia = 11155420,\n  ethereumSepolia = 11155111,\n}\n\nexport enum CandlesResolution {\n  ONE_MINUTE = '1MIN',\n  FIVE_MINUTES = '5MINS',\n  FIFTEEN_MINUTES = '15MINS',\n  THIRTY_MINUTES = '30MINS',\n  ONE_HOUR = '1HOUR',\n  FOUR_HOURS = '4HOURS',\n  ONE_DAY = '1DAY',\n}\n\n// -- Candles --\nexport interface Candle {\n  id: string;\n  startedAt: string;\n  ticker: string;\n  resolution: CandlesResolution;\n  low: string;\n  high: string;\n  open: string;\n  close: string;\n  baseTokenVolume: string;\n  usdVolume: string;\n  trades: number;\n  startingOpenInterest: string;\n}\n\n// -- Account --\n\nexport type Status = 'OPEN' | 'CLOSED' | 'LIQUIDATED' | 'FILLED';\nexport type Side = 'long' | 'short';\n\nexport type CollateralEntity = {\n  token: string;\n  address: string;\n  percentage: number;\n  balance: number;\n  balanceRUSD: number;\n  balanceWithHaircutRUSD: number;\n  exchangeRate: number;\n  exchangeRateWithHaircut: number;\n  exchangeRateChange24HPercentage: number;\n  yieldPercentage?: number;\n};\n\nexport type CollateralWithHaircut = {\n  address: string;\n  priceHaircut: number;\n};\n\nexport type MarginRatioHealth = 'danger' | 'healthy' | 'warning';\n\nexport type MarginAccountEntity = {\n  id: number;\n  name: string;\n  marginRatioHealth: MarginRatioHealth;\n  marginRatioPercentage: number;\n  marginRatioHealthDangerThreshold: number;\n  marginRatioHealthWarningThreshold: number;\n  isApproachingLiquidation: boolean;\n  isLiquidationImminent: boolean;\n  totalBalance: number;\n  liquidationMarginRequirement: number;\n  totalBalanceUnderlyingAsset: string;\n  totalBalanceChange24HPercentage: number;\n  totalBalanceWithHaircut: number;\n  livePnL: number;\n  livePnLUnderlyingAsset: string;\n  realizedPnL: number;\n  realizedPnLUnderlyingAsset: string;\n  realizedPnlHistoryTotal: number;\n  totalPositionsCount: number;\n  collaterals: CollateralEntity[];\n  positions?: PositionEntity[];\n};\n\nexport type StrippedMarginAccountEntity = Pick<\n  MarginAccountEntity,\n  'id' | 'name'\n>;\n\nexport type ConditionalOrdersInfo = {\n  stopLoss?: {\n    stopLossPrice: number;\n    orderId: string;\n  };\n  takeProfit?: {\n    takeProfitPrice: number;\n    orderId: string;\n  };\n};\n\nexport type PositionEntity = {\n  id: number;\n  side: Side;\n  size: number;\n  base: number;\n  price: number;\n  conditionalOrdersInfo?: ConditionalOrdersInfo;\n  markPrice: number;\n  orderStatus: Status;\n  realisedPnl: number;\n  priceVariationPnl: number;\n  livePnL: number;\n  fundingPnl: number;\n  unrealisedPnl: number;\n  liquidationPrice: number;\n  marketId: number;\n  accountId: number;\n};\n\nexport type OrderType = 'market';\n\nexport type OrderHistoryType =\n  | 'long-trade'\n  | 'short-trade'\n  | 'long-liquidation'\n  | 'short-liquidation';\n\nexport type OrderHistoryEntity = {\n  id: string;\n  action: OrderHistoryType;\n  orderType: OrderType;\n  base: number;\n  executionPrice: number;\n  realisedPnl?: number | null;\n  priceVariationPnl: number;\n  fundingPnl: number;\n  fees: number;\n  openingFees: number;\n  timestamp: number;\n  marketId?: number;\n  xpEarned: number;\n};\n\nexport type ApyDetails = {\n  dailyApy: number;\n  weeklyApy: number;\n  monthlyApy: number;\n  yearlyApy: number;\n};\n\nexport type LpPoolEntity = {\n  id: number;\n  name: string;\n  description: string;\n  longDescription: string;\n  readMoreLink: string;\n  currentAPY: number;\n  apyDetails: ApyDetails;\n  apyChange24H: number;\n  tokenAddress: Address;\n  token: string;\n  minDepositAmount: number;\n  minWithdrawAmount: number;\n  stepSize: number;\n  allowedChainsForLiquidity: MoneyInOutChainId[];\n  moneyInOutConfiguration: MoneyInOutConfiguration;\n};\n\nexport type MoneyInOutConfiguration = {\n  [key in MoneyInOutChainId]?: {\n    minWithdrawAmount?: number;\n  };\n};\n\nexport type MoneyInOutConfigurationPerTokenName = {\n  [key in TokenName]?: MoneyInOutConfiguration;\n};\n\nexport type LpWithdrawBalanceEntity = {\n  withdrawableBalance: number;\n  poolSharePrice: number;\n  accountShareBalance: number;\n  balanceBreakdown: {\n    [coinName: string]: {\n      balance: number;\n      priceTokenToRusd: number;\n      tokenAddress: string;\n    };\n  };\n};\n\nexport type TransactionHistoryType = 'deposit' | 'withdrawal';\n\nexport type LpTransactionHistoryEntity = {\n  id: number;\n  type: TransactionHistoryType;\n  token: string;\n  share: number;\n  tokenAddress: string;\n  amount: number;\n  transactionLink: string;\n  timestamp: number;\n};\n\nexport type MarginAccountTransactionHistoryType =\n  | 'deposit'\n  | 'withdrawal'\n  | 'transfer'\n  | 'auto_exchange_deposit'\n  | 'auto_exchange_withdrawal';\n\nexport type MarginAccountTransactionStatus = 'confirmed' | 'pending';\n\nexport type MarginAccountTransactionHistoryEntity = {\n  id: number;\n  type: MarginAccountTransactionHistoryType;\n  token: string;\n  amount: number;\n  transactionLink: string;\n  status: MarginAccountTransactionStatus;\n  timestamp: number;\n};\n\nexport type ReferralFeeTransactionHistoryEntity = {\n  id: number;\n  referee_wallet_address: string;\n  token: string;\n  amount: number;\n  transactionLink: string;\n  timestamp: number;\n};\n\nexport type TokenEntity = {\n  name: TokenName;\n  address: Address;\n};\n\n// --- Lp Pool Balance ---\nexport enum LpBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\n// - LP Account Performance -\nexport type GetLpPoolPerformanceChartDataResult = {\n  capitalInvestedData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balanceData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n  capitalInvested: number;\n  capitalInvestedChangePercentage: number;\n};\n\nexport type SocketTokenConnectors = {\n  deposit: Address;\n  withdraw: Address;\n};\n\nexport type GetSocketConnectorsParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n};\n\nexport type GetSocketVaultParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n};\n\nexport type GetMoneyInOutChainIdFromReyaConnectorParams = {\n  reyaChainId: ReyaChainId;\n  tokenName: TokenName;\n  socketConnector: Address;\n};\n\nexport type GetSocketBridgeTimeParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n};\n\nexport type GetSocketBridgeTimeResult = {\n  bridgeTimeInMS: number;\n};\n\nexport type GetSocketWithdrawMsgGasLimitParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n};\n\nexport type GetSocketWithdrawMsgGasLimitResult = {\n  msgGasLimit: bigint;\n};\n\nexport type SocketDepositFeesEntry = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n  fees: bigint;\n};\n\nexport type SocketWithdrawFeesEntry = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n  fees: bigint;\n};\n\nexport type SocketDepositFees = {\n  fees: bigint;\n  feesInUnderlyingToken: number;\n  underlyingTokenName: TokenName;\n};\n\nexport type SocketWithdrawFees = {\n  fees: bigint;\n  feesInUnderlyingToken: number;\n  underlyingTokenName: TokenName;\n};\n\nexport type GetSocketWithdrawFeesParams = {\n  reyaChainId: ReyaChainId;\n  tokenAddress: TokenEntity['address'];\n};\n\nexport type GetSocketWithdrawFeesResult = {\n  fees: number;\n};\n\n// --- Margin Account Balance ---\nexport enum MarginAccountBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\nexport type GetMarginAccountBalanceChartDataResult = {\n  balanceData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n};\n\n// --- Margin Account Collaterals Balance ---\nexport enum MarginAccountCollateralsBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\nexport type GetMarginAccountCollateralsBalanceChartDataResult = {\n  data: {\n    balanceData: {\n      timestampInMs: number;\n      value: number;\n    }[];\n    token: string;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n};\n\nexport type OwnerMetadataEntity = {\n  address: Address;\n  coreSigNonce: number;\n  poolSigNonce: number;\n};\n\nexport type GetAllMarginAccountsBalanceChartDataResult = {\n  balanceData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n};\n\nexport enum AllMarginAccountsBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\n// --- Funding Rate History ----\nexport enum FundingRateHistoryGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\nexport type GetFundingRateChartDataResult = {\n  fundingRateData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  fundingRate: number;\n};\nexport type GetCurrentFundingRateResult = {\n  value: number;\n  timestamp: number;\n};\n\nexport type GetInstantPoolPriceResult = {\n  poolPrice: number;\n  poolSlippage: number;\n  oraclePrice: number;\n};\n\nexport type GetBalancesForBridgeArgs = {\n  walletAddress: string;\n};\n\nexport type DepthSimulationState = {\n  spotPrice: number;\n  depthFactor: number;\n  maxOrderSizeLong: number;\n  maxOrderSizeShort: number;\n  netExposure: number;\n};\n\nexport type GetLpPoolDepthChartSimulationDataResult = DepthSimulationState;\n\nexport type SignatureData = {\n  signature: string;\n  timestamp: number;\n  walletAddress: Address;\n  version: string;\n};\n\nexport type SaveSignatureResult = {\n  signatureSavedSuccessfully: boolean;\n};\n\n// --- Community ----\nexport type VoteDetailsEntity = {\n  id: number;\n  startDate: number; // timestamp in UTC milliseconds\n  endDate: number; // timestamp in UTC milliseconds\n  percentageToPass: number; // Example: 4%\n  yesCount: number;\n  noCount: number;\n  voteCountToPass: number; // Example: 1453\n  slug: string;\n  title: string;\n  // Free text, each newline represents paragraph. UI splits by \\n atm to keep stuff simple\n  description: string;\n};\n\nexport type VoteContractDetailsEntity = {\n  id: number;\n  contractAddress: Address;\n};\n\nexport type VoteStatusEntity = {\n  votingPower: number;\n  hasVoted: boolean;\n};\n\nexport type GetLpTvlResult = {\n  currentTVL: number;\n  currentLiquidity: number;\n};\n\nexport type Rank = {\n  rankNumber: number;\n  rankLetter: string;\n  rankName: string;\n};\n\nexport type RankTrading = {\n  rankNumber: number;\n  rankName: string;\n};\n\nexport type GetWalletReferralDetailsParams = {\n  address: string;\n};\n\nexport type GetWalletReferralDetailsResult = {\n  totalReferralsCount: number;\n  totalReferralXP: number;\n  tradingRebateFee: number;\n  tradingXp: number;\n  liquidityXp: number;\n  isAffiliate: boolean;\n};\n\nexport type GetWalletReferralCodeParams = {\n  address: string;\n};\n\nexport type GetWalletReferralCodeResult = {\n  referralCode: string;\n};\n\nexport type TokenEntityWithMinValue = TokenEntity & {\n  minDepositAmount: number;\n  minWithdrawAmount: number;\n  minTransferAmount: number;\n};\n\nexport type TokenInfo = {\n  name: TokenName;\n  address: Address;\n  decimals: number;\n  isRUSDUnderlying: boolean;\n  minDepositAmount: number;\n  minWithdrawAmount: number;\n  minTransferAmount: number;\n  whitelistedWalletOnly?: boolean;\n  isElixirToken?: boolean;\n  isLmToken?: boolean;\n  isPoolToken?: boolean;\n  isOFT?: boolean;\n};\n\nexport type GetReyaCheckerResult = {\n  isEligibleForRcp: boolean;\n  isEligibleForVltz: boolean;\n  isEligibleForCommunity: boolean;\n};\n\nexport type TgeAllocatedAmount = {\n  total: number;\n  vltz: number;\n  rcp: number;\n  community: number;\n};\n\nexport type TrancheInfo = {\n  trancheId: number;\n  amount: number;\n  deadlineMs: number;\n  released: boolean;\n};\n\nexport type GetTgeClaimingInfoResult = {\n  wallet: string;\n  amount: TgeAllocatedAmount;\n  hasClaimed?: boolean;\n  hasLocked?: boolean;\n  distributorContract?: string;\n  merkleRoot?: string;\n  tranches?: TrancheInfo[];\n};\n\nexport type TgeClaimTokensResult = {\n  success: boolean;\n  wallet: string;\n  amount: TgeAllocatedAmount;\n  transactionHash: string;\n};\n\n// --- TOS ----\n\nexport type TRMRiskAssessment = {\n  accountExternalId: string;\n  address: string;\n  addressRiskIndicators: TMRRiskIndicator[];\n  addressSubmitted: string;\n  chain: string;\n  entities: unknown[];\n  trmAppUrl: string;\n};\n\nexport type TMRRiskIndicator = {\n  category: string;\n  categoryId: string;\n  categoryRiskScoreLevel: number;\n  categoryRiskScoreLevelLabel: string;\n  incomingVolumeUsd: string;\n  outgoingVolumeUsd: string;\n  riskType: string;\n  totalVolumeUsd: string;\n};\n\n// todo: deprecate after 1st tac client is deprecated\nexport type ToSVersionDetails = {\n  text: string;\n  version: string;\n  creationTimestamp: number; // in MS\n};\n\nexport type ToSProductVersionDetails = {\n  shortText: string;\n  longText: string;\n  version: string;\n  creationTimestamp: number; // in MS\n  product: string;\n};\n\nexport type SocketBridgeTransactionPoolStatus =\n  | 'pending'\n  | 'confirmed'\n  | 'failed';\n\nexport type IpInfo = {\n  ip: string;\n  hostname: string;\n  city: string;\n  region: string;\n  country: string;\n  loc: string;\n  org: string;\n  postal: string;\n  timezone: string;\n  privacy: {\n    vpn: boolean;\n    proxy: boolean;\n    tor: boolean;\n    relay: boolean;\n    hosting: boolean;\n    service: string;\n  };\n  countryCode: string;\n  countryFlag: {\n    emoji: string;\n    unicode: string;\n  };\n  countryFlagURL: string;\n  countryCurrency: {\n    code: string;\n    symbol: string;\n  };\n  continent: {\n    code: string;\n    name: string;\n  };\n  isEU: boolean;\n};\n\nexport interface CandleMessage {\n  /** Stringified JSON object of all events to be streamed. */\n  contents: string;\n  /** Clob pair id of the Candle message. */\n\n  clobPairId: string;\n  /** Resolution of the candle update. */\n\n  resolution: string;\n  /** Version of the websocket message. */\n\n  version: string;\n}\n\nexport interface PriceMessage {\n  contents: string;\n  assetPairId: string;\n  version: string;\n}\n\nexport interface FundingRateMessage {\n  contents: string;\n  assetPairId: string;\n  version: string;\n}\n\nexport interface MarketsUpdateMessage {\n  contents: string;\n  version: string;\n  id: string;\n}\n\nexport enum CandleResolution {\n  ONE_MINUTE = '1MIN',\n  FIVE_MINUTES = '5MINS',\n  FIFTEEN_MINUTES = '15MINS',\n  THIRTY_MINUTES = '30MINS',\n  ONE_HOUR = '1HOUR',\n  FOUR_HOURS = '4HOURS',\n  ONE_DAY = '1DAY',\n}\n\nexport type TransactionExecutionMetadata = {\n  accountName?: string;\n  accountSource?: string;\n  accountId?: number;\n  marketId?: number;\n  destinationType?: 'pool' | 'account';\n  action?:\n    | 'matchOrder'\n    | 'closeOrder'\n    | 'createAccount'\n    | 'ioc-order-ui'\n    | 'ioc-order-api-v2'\n    | 'ioc-reduce-only-order-ui'\n    | 'ioc-reduce-only-order-api-v2'\n    | 'enable-api-wallet'\n    | 'disable-api-wallet';\n  tradeSource?: 'reya' | 'rage' | 'other';\n  sender?: string;\n  clientSentTimestamp?: number; // Timestamp (ms) when client sent the request\n  clientTimezone?: string; // Client's timezone (e.g., 'America/New_York', 'Europe/London')\n  matchOrder?: {\n    eip712Payload: CoreCommandsEIP712SignatureAndPayload['payload'];\n    userEIP712Signature: EIP712Signature;\n  };\n};\n\nexport type TransactionExecutionOutput = {\n  txHash: string | null;\n  txSubmitted?: boolean;\n  errorMessage?: string;\n  accountId?: string | null;\n  coreSigNonce?: string | null;\n  poolSigNonce?: string | null;\n  miscellaneous?: {\n    tradeXpBoost?: number;\n    lotteryXpBoost?: number;\n    xpNftAwarded?: boolean;\n    xpEarned?: number;\n  };\n  tradeDetails?: {\n    executionPrice?: number;\n    base?: number;\n  };\n  positions?: {\n    market_id: string;\n    account_id: string;\n    base: string | null;\n    realized_pnl: string | null;\n    last_price: string | null;\n    position_data_last_price_data_timestamp: string | null;\n    funding_value: string | null;\n    base_multiplier: string | null;\n    adl_unwind_price: string | null;\n    transaction_hash: string;\n    block_timestamp: string | null;\n    block_number: string;\n    unique_id: string | null;\n  }[];\n  orders?: {\n    id: string;\n    market_id: string | null;\n    account_id: string | null;\n    order_base: string | null;\n    fee: string | null;\n    price: string | null;\n    type: string;\n    processed: boolean;\n    transaction_hash: string;\n    block_timestamp: string | null;\n    block_number: string;\n    source: string | null;\n    unique_id: string | null;\n  }[];\n  accounts?: Omit<\n    Stringified<TradingApiSource['wallet/:address/accounts']['response'][0]>,\n    'status'\n  >[];\n  //orderAndPositionUpdate?: Stringified<PassivePerpOrderAndPositionUpdate>[];\n};\n\nexport type CanonicalReleaseStatus = 'pending' | 'ready' | 'completed';\n\ntype PendingWithdrawalStatus = {\n  status: 'pending';\n};\n\ntype ReadyWithdrawalStatus = {\n  status: 'ready';\n  txHash: string;\n};\n\nexport type PendingWithdrawal = {\n  tokenAmount: number;\n} & (PendingWithdrawalStatus | ReadyWithdrawalStatus);\n\nexport enum OrdersGatewayOrderType {\n  STOP_LOSS = 0,\n  TAKE_PROFIT = 1,\n  LIMIT_ORDER = 2,\n  MARKET_ORDER = 3,\n  REDUCE_ONLY_MARKET_ORDER = 4,\n  FULL_CLOSE_ORDER = 5,\n  LIMIT_ORDER_SPOT = 6,\n}\n\nexport enum ConditionalOrderType {\n  STOP_LOSS = 0,\n  TAKE_PROFIT = 1,\n  LIMIT_ORDER = 2,\n}\n\nexport type ConditionalOrderTypeName =\n  | 'Stop Loss'\n  | 'Take Profit'\n  | 'Limit Order';\n\nexport enum ConditionalOrderStatus {\n  PENDING = 'pending',\n  FILLED = 'filled',\n  CANCELLED = 'cancelled',\n  REJECTED = 'rejected',\n}\n\nexport enum TierType {\n  REGULAR = 'REGULAR',\n  VIP = 'VIP',\n}\n\nexport type ConditionalOrder = {\n  orderId: string;\n  accountId: number;\n  marketId: number;\n  orderType: ConditionalOrderTypeName;\n  isLong: boolean;\n  triggerPrice: number;\n  signerWallet: string;\n  nonce: string;\n  signature: string;\n  eip712Signature: EIP712Signature;\n  status: ConditionalOrderStatus;\n  creationTimestampMs: number;\n  lastUpdateTimestampMs: number;\n  base: number;\n  exchangeId: number;\n  inputs: string;\n  counterpartyAccountId: number;\n};\n\nexport type UnifiedConditionalOrderType = {\n  orderId: string;\n  accountId: number;\n  marketId: number;\n  base: number | null; // null when order is cancelled\n  isLong: boolean;\n  price: number;\n  status: ConditionalOrderStatus;\n  orderType: ConditionalOrderTypeName;\n  timestampMs: number;\n};\n\nexport type IsDiscordLinkedParams = {\n  address: string;\n};\nexport type IsDiscordLinkedResult = {\n  isLinked: boolean;\n};\nexport type LinkDiscordParams = {\n  discordAccessToken: string;\n  signer: Signer | JsonRpcSigner;\n};\nexport type LinkDiscordResult = void;\nexport type UnlinkDiscordParams = {\n  address: string;\n  discordAccessToken: string;\n};\nexport type UnlinkDiscordResult = void;\nexport type ClaimDiscordRankParams = {\n  address: string;\n  discordAccessToken: string;\n};\nexport type ClaimDiscordRankResult = void;\n\nexport type IsDiscordRankClaimedParams = {\n  address: string;\n};\nexport type IsDiscordRankClaimedResult = {\n  isClaimed: boolean;\n};\n\nexport interface ApiErrorResponse {\n  response: {\n    status: number;\n    data: {\n      error: string;\n    };\n  };\n}\n\n// ref: https://github.com/tkhq/sdk/blob/08e2b8c30848498ed0850aa1e1ede67775b001e5/packages/http/src/__generated__/\n// services/coordinator/public/v1/public_api.types.ts\nexport type V1Attestation = {\n  /** @description The cbor encoded then base64 url encoded id of the credential. */\n  credentialId: string;\n  /** @description A base64 url encoded payload containing metadata about the signing context and the challenge. */\n  clientDataJson: string;\n  /** @description A base64 url encoded payload containing authenticator data and any attestation the webauthn provider chooses. */\n  attestationObject: string;\n  /** @description The type of authenticator transports. */\n  transports: V1AuthenticatorTransport[];\n};\n\nexport type V1AuthenticatorTransport =\n  | 'AUTHENTICATOR_TRANSPORT_BLE'\n  | 'AUTHENTICATOR_TRANSPORT_INTERNAL'\n  | 'AUTHENTICATOR_TRANSPORT_NFC'\n  | 'AUTHENTICATOR_TRANSPORT_USB'\n  | 'AUTHENTICATOR_TRANSPORT_HYBRID';\n\n// on-chain events (consider pushing into a separate file)\nexport type PositionDataUpdatedDetails = {\n  marketId: string;\n  accountId: string;\n  // todo: p1: argument names don't align with the on-chain event\n  orderBase: string;\n  realisedPnl: string;\n  lastPrice: string;\n  lastPriceTimestamp: string;\n  fundingValue: string;\n  baseMultiplier: string;\n  adlUnwindPrice: string;\n  blockTimestamp: string;\n  transactionHash: string;\n  blockNumber: number;\n  uniqueId: string;\n};\n\nexport type MatchOrderDetails = {\n  uniqueId: string;\n  transactionHash: string;\n  accountId: number;\n  marketId: number;\n  sizeNotional: number;\n  base: number;\n  price: number;\n};\n\nexport type GetLpPoolPositionRPCResponse = {\n  poolPositionShareBalance: number; // amount of srUSD in the pool held by the account\n  poolPositionBalance: number; // amount of rUSD in the pool held by the account\n  poolTotalBalance: number; // total amount of rUSD in the pool\n  sharePrice: number; // share price of the pool\n};\n\ninterface MatchOrderFees {\n  protocolFeeCredit: bigint;\n  exchangeFeeCredit: bigint;\n  takerFeeDebit: bigint;\n  makerPayments: bigint[];\n  referrerFeeCredit: bigint;\n}\n\ninterface PositionDataOld {\n  base: bigint;\n  realizedPnL: bigint;\n  lastPriceData: {\n    price: bigint;\n    timestamp: bigint;\n  };\n  trackers: {\n    fundingValue: bigint;\n    baseMultiplier: bigint;\n    adlUnwindPrice: bigint;\n  };\n}\n\nexport interface PassivePerpOrderAndPositionUpdate {\n  id: string;\n  marketId: bigint;\n  accountId: bigint;\n  counterpartyAccountId: bigint;\n  executedBase: bigint;\n  matchOrderFees: MatchOrderFees;\n  executedPrice: bigint;\n  referrerAccountId: bigint;\n  isMatchOrder: boolean;\n  liquidationType: bigint;\n  positionData: PositionDataOld;\n  counterpartyPositionData: PositionDataOld;\n  blockTimestamp: bigint;\n  blockNumber: string;\n  transactionHash: string;\n  uniqueId: bigint;\n}\n\nexport type AssetPair =\n  | 'ETHUSD'\n  | 'WSTETHUSD'\n  | 'WBTCUSD'\n  | 'USDCUSD'\n  | 'USDEUSD'\n  | 'SUSDEUSD'\n  | 'DEUSDUSD'\n  | 'SDEUSDDEUSD'\n  | 'REYALM#SELINIUSDC'\n  | 'REYALM#AMBERUSDC'\n  | 'REYALM#HEDGEUSDC'\n  | 'SRUSDRUSD_RR'\n  | 'REYAPOOL#1'\n  | 'REYARUSD'\n  | 'SREYARUSD'\n  | 'ETHUSDMARK'\n  | 'BTCUSDMARK'\n  | 'SOLUSDMARK'\n  | 'ARBUSDMARK'\n  | 'OPUSDMARK'\n  | 'AVAXUSDMARK'\n  | 'MKRUSDMARK'\n  | 'LINKUSDMARK'\n  | 'AAVEUSDMARK'\n  | 'CRVUSDMARK'\n  | 'UNIUSDMARK'\n  | 'SUIUSDMARK'\n  | 'TIAUSDMARK'\n  | 'SEIUSDMARK'\n  | 'ZROUSDMARK'\n  | 'XRPUSDMARK'\n  | 'WIFUSDMARK'\n  | '1000PEPEUSDMARK'\n  | 'POPCATUSDMARK'\n  | 'DOGEUSDMARK'\n  | '1000SHIBUSDMARK'\n  | '1000BONKUSDMARK'\n  | 'APTUSDMARK'\n  | 'BNBUSDMARK'\n  | 'JTOUSDMARK'\n  | 'ADAUSDMARK'\n  | 'LDOUSDMARK'\n  | 'POLUSDMARK'\n  | 'NEARUSDMARK'\n  | 'FTMUSD'\n  | 'ENAUSDMARK'\n  | 'EIGENUSDMARK'\n  | 'PENDLEUSDMARK'\n  | 'GOATUSDMARK'\n  | 'GRASSUSDMARK'\n  | '1000NEIROUSDMARK'\n  | 'DOTUSDMARK'\n  | 'LTCUSDMARK'\n  | 'PYTHUSDMARK'\n  | 'JUPUSDMARK'\n  | 'PENGUUSDMARK'\n  | 'TRUMPUSDMARK'\n  | 'HYPEUSDMARK'\n  | 'VIRTUALUSDMARK'\n  | 'AI16ZUSDMARK'\n  | 'AIXBTUSDMARK'\n  | 'SUSDMARK'\n  | 'FARTCOINUSDMARK'\n  | 'GRIFFAINUSDMARK'\n  | 'WLDUSDMARK'\n  | 'ATOMUSDMARK'\n  | 'APEUSDMARK'\n  | 'TONUSDMARK'\n  | 'ONDOUSDMARK'\n  | 'TRXUSDMARK'\n  | 'INJUSDMARK'\n  | 'MOVEUSDMARK'\n  | 'BERAUSDMARK'\n  | 'LAYERUSDMARK'\n  | 'TAOUSDMARK'\n  | 'IPUSDMARK'\n  | 'MEUSDMARK'\n  | 'PUMPUSDMARK'\n  | 'MORPHOUSDMARK'\n  | 'SYRUPUSDMARK'\n  | 'AEROUSDMARK'\n  | 'KAITOUSDMARK'\n  | 'ZORAUSDMARK'\n  | 'PROVEUSDMARK'\n  | 'PAXGUSDMARK'\n  | 'YZYUSDMARK'\n  | 'XPLUSDMARK'\n  | 'WLFIUSDMARK'\n  | 'LINEAUSDMARK'\n  | 'MEGAUSDMARK';\n\nexport type ContractId = string;\n\nexport type Price = {\n  symbol: number;\n  oraclePrice: string;\n  poolPrice: string | null;\n  updatedAt: number;\n};\n\nexport type MarketPrice = {\n  marketId: number;\n  price: string;\n  oraclePrice: string;\n  poolPrice: string;\n  updatedAt: number;\n};\n\nexport type CollateralPrice = {\n  address: string;\n  oraclePrice: string;\n  updatedAt: number;\n};\n\nexport const isMarketPrice = (\n  price: MarketPrice | CollateralPrice,\n): price is MarketPrice =>\n  Object.prototype.hasOwnProperty.call(price, 'marketId');\n\n// Replication-derived types\ntype Unpacked<T> = T extends (infer U)[] ? U : T;\n\nexport type ConditionalOrderSensitive = Unpacked<\n  Replication['replication:ConditionalOrdersSensitive']['result']\n>;\n\nexport type Position = Unpacked<Replication['replication:position']['result']>;\n\n// Stringified replication data types for WebSocket transformers\nexport type PositionReplicationData = Stringified<\n  Unpacked<Replication['replication:position']['result']>\n>;\n\nexport type OrderReplicationData = Stringified<\n  Unpacked<Replication['replication:ConditionalOrdersSensitive']['result']>\n>;\n\nexport type PerpExecutionReplicationData = Stringified<\n  Unpacked<Replication['replication:orders']['result']>\n>;\n\nexport type AccountRealBalanceReplicationData = Stringified<\n  Unpacked<Replication['replication:account_real_balances']['result']>\n>;\n\nexport type SpotExecutionReplicationData = Stringified<\n  Unpacked<Replication['replication:spot_executions']['result']>\n>;\n\nexport type SpotExecutionBustReplicationData = Stringified<\n  Unpacked<Replication['replication:spot_execution_busts']['result']>\n>;\n\nexport type MarketDataReplicationData = Stringified<\n  Unpacked<Replication['replication:marketData']['result']>\n>;\n\nexport type SpotMarketDataReplicationData = Stringified<\n  Unpacked<Replication['replication:spotMarketData']['result']>\n>;\n"]}
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{ TradingApiSource, Replication } from './trading-api-types';\nimport { Stringified } from './api-types';\n\nimport {\n  CoreCommandsEIP712SignatureAndPayload,\n  EIP712Signature,\n} from './transactions';\nimport { JsonRpcSigner, Signer } from 'ethers';\n\nexport type Address = Lowercase<string>;\nexport type TokenName = Uppercase<string>;\n\n// -- Markets --\nexport type MarketOrderInfo = {\n  counterpartyAccountIds: number[];\n  exchangeId: number;\n};\n\nexport type MarketEntity = {\n  id: number;\n  ticker: string;\n  underlyingAsset: string;\n  quoteToken: string;\n  quoteTokenId: string;\n  markPrice: number;\n  isActive: boolean;\n  maxLeverage: number;\n  volume24H: number;\n  priceChange24H: number;\n  priceChange24HPercentage: number;\n  marketPriceDeviation: number;\n  openInterest: number;\n  fundingRate: number;\n  fundingRateAnnualized: number;\n  description: string;\n  orderInfo: MarketOrderInfo;\n  tickSizeDecimals: number;\n  minOrderSize: number;\n  minOrderSizeBase: number;\n  baseSpacing: number;\n  priceSpacing: number;\n  longOI: number;\n  shortOI: number;\n  longSkewPercentage: number;\n  shortSkewPercentage: number;\n  availableLong: number;\n  availableShort: number;\n};\n\nexport enum ReyaChainId {\n  reyaNetwork = 1729,\n  reyaLocal = 31337,\n  reyaCronos = 89346162,\n}\n\nexport enum MoneyInOutChainId {\n  // mainnet\n  ethereumMainnet = 1,\n  opMainnet = 10,\n  polygonMainnet = 137,\n  arbitrumOne = 42161,\n  baseMainnet = 8453,\n  // testnet\n  arbitrumSepolia = 421614,\n  opSepolia = 11155420,\n  ethereumSepolia = 11155111,\n}\n\nexport enum CandlesResolution {\n  ONE_MINUTE = '1MIN',\n  FIVE_MINUTES = '5MINS',\n  FIFTEEN_MINUTES = '15MINS',\n  THIRTY_MINUTES = '30MINS',\n  ONE_HOUR = '1HOUR',\n  FOUR_HOURS = '4HOURS',\n  ONE_DAY = '1DAY',\n}\n\n// -- Candles --\nexport interface Candle {\n  id: string;\n  startedAt: string;\n  ticker: string;\n  resolution: CandlesResolution;\n  low: string;\n  high: string;\n  open: string;\n  close: string;\n  baseTokenVolume: string;\n  usdVolume: string;\n  trades: number;\n  startingOpenInterest: string;\n}\n\n// -- Account --\n\nexport type Status = 'OPEN' | 'CLOSED' | 'LIQUIDATED' | 'FILLED';\nexport type Side = 'long' | 'short';\n\nexport type CollateralEntity = {\n  token: string;\n  address: string;\n  percentage: number;\n  balance: number;\n  balanceRUSD: number;\n  balanceWithHaircutRUSD: number;\n  exchangeRate: number;\n  exchangeRateWithHaircut: number;\n  exchangeRateChange24HPercentage: number;\n  yieldPercentage?: number;\n};\n\nexport type CollateralWithHaircut = {\n  address: string;\n  priceHaircut: number;\n};\n\nexport type MarginRatioHealth = 'danger' | 'healthy' | 'warning';\n\nexport type MarginAccountEntity = {\n  id: number;\n  name: string;\n  marginRatioHealth: MarginRatioHealth;\n  marginRatioPercentage: number;\n  marginRatioHealthDangerThreshold: number;\n  marginRatioHealthWarningThreshold: number;\n  isApproachingLiquidation: boolean;\n  isLiquidationImminent: boolean;\n  totalBalance: number;\n  liquidationMarginRequirement: number;\n  totalBalanceUnderlyingAsset: string;\n  totalBalanceChange24HPercentage: number;\n  totalBalanceWithHaircut: number;\n  livePnL: number;\n  livePnLUnderlyingAsset: string;\n  realizedPnL: number;\n  realizedPnLUnderlyingAsset: string;\n  realizedPnlHistoryTotal: number;\n  totalPositionsCount: number;\n  collaterals: CollateralEntity[];\n  positions?: PositionEntity[];\n};\n\nexport type StrippedMarginAccountEntity = Pick<\n  MarginAccountEntity,\n  'id' | 'name'\n>;\n\n// PRO-126 Bug 5: `ConditionalOrdersInfo` and the\n// `PositionEntity.conditionalOrdersInfo` field that surfaced\n// pending SL/TP info on positions were retired alongside the\n// `OrdersGateway.execute` / conditional-orders DB pipeline. The\n// off-chain API no longer has a backing source for live trigger\n// metadata; once the ME exposes pending trigger info via its own\n// surface, an equivalent field can be reintroduced sourcing from\n// there.\n\nexport type PositionEntity = {\n  id: number;\n  side: Side;\n  size: number;\n  base: number;\n  price: number;\n  markPrice: number;\n  orderStatus: Status;\n  realisedPnl: number;\n  priceVariationPnl: number;\n  livePnL: number;\n  fundingPnl: number;\n  unrealisedPnl: number;\n  liquidationPrice: number;\n  marketId: number;\n  accountId: number;\n};\n\nexport type OrderHistoryType =\n  | 'long-trade'\n  | 'short-trade'\n  | 'long-liquidation'\n  | 'short-liquidation';\n\nexport type OrderHistoryEntity = {\n  id: string;\n  action: OrderHistoryType;\n  orderType: 'market';\n  base: number;\n  executionPrice: number;\n  realisedPnl?: number | null;\n  priceVariationPnl: number;\n  fundingPnl: number;\n  fees: number;\n  openingFees: number;\n  timestamp: number;\n  marketId?: number;\n  xpEarned: number;\n};\n\nexport type ApyDetails = {\n  dailyApy: number;\n  weeklyApy: number;\n  monthlyApy: number;\n  yearlyApy: number;\n};\n\nexport type LpPoolEntity = {\n  id: number;\n  name: string;\n  description: string;\n  longDescription: string;\n  readMoreLink: string;\n  currentAPY: number;\n  apyDetails: ApyDetails;\n  apyChange24H: number;\n  tokenAddress: Address;\n  token: string;\n  minDepositAmount: number;\n  minWithdrawAmount: number;\n  stepSize: number;\n  allowedChainsForLiquidity: MoneyInOutChainId[];\n  moneyInOutConfiguration: MoneyInOutConfiguration;\n};\n\nexport type MoneyInOutConfiguration = {\n  [key in MoneyInOutChainId]?: {\n    minWithdrawAmount?: number;\n  };\n};\n\nexport type MoneyInOutConfigurationPerTokenName = {\n  [key in TokenName]?: MoneyInOutConfiguration;\n};\n\nexport type LpWithdrawBalanceEntity = {\n  withdrawableBalance: number;\n  poolSharePrice: number;\n  accountShareBalance: number;\n  balanceBreakdown: {\n    [coinName: string]: {\n      balance: number;\n      priceTokenToRusd: number;\n      tokenAddress: string;\n    };\n  };\n};\n\nexport type TransactionHistoryType = 'deposit' | 'withdrawal';\n\nexport type LpTransactionHistoryEntity = {\n  id: number;\n  type: TransactionHistoryType;\n  token: string;\n  share: number;\n  tokenAddress: string;\n  amount: number;\n  transactionLink: string;\n  timestamp: number;\n};\n\nexport type TokenEntity = {\n  name: TokenName;\n  address: Address;\n};\n\n// --- Lp Pool Balance ---\nexport enum LpBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\n// - LP Account Performance -\nexport type GetLpPoolPerformanceChartDataResult = {\n  capitalInvestedData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balanceData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n  capitalInvested: number;\n  capitalInvestedChangePercentage: number;\n};\n\nexport type SocketTokenConnectors = {\n  deposit: Address;\n  withdraw: Address;\n};\n\nexport type GetSocketConnectorsParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n};\n\nexport type GetSocketVaultParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n};\n\nexport type GetMoneyInOutChainIdFromReyaConnectorParams = {\n  reyaChainId: ReyaChainId;\n  tokenName: TokenName;\n  socketConnector: Address;\n};\n\nexport type GetSocketBridgeTimeParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n};\n\nexport type GetSocketBridgeTimeResult = {\n  bridgeTimeInMS: number;\n};\n\nexport type GetSocketWithdrawMsgGasLimitParams = {\n  moneyInOutChainId: MoneyInOutChainId;\n};\n\nexport type GetSocketWithdrawMsgGasLimitResult = {\n  msgGasLimit: bigint;\n};\n\nexport type SocketDepositFeesEntry = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n  fees: bigint;\n};\n\nexport type SocketWithdrawFeesEntry = {\n  moneyInOutChainId: MoneyInOutChainId;\n  tokenName: TokenName;\n  fees: bigint;\n};\n\nexport type SocketDepositFees = {\n  fees: bigint;\n  feesInUnderlyingToken: number;\n  underlyingTokenName: TokenName;\n};\n\nexport type SocketWithdrawFees = {\n  fees: bigint;\n  feesInUnderlyingToken: number;\n  underlyingTokenName: TokenName;\n};\n\nexport type GetSocketWithdrawFeesParams = {\n  reyaChainId: ReyaChainId;\n  tokenAddress: TokenEntity['address'];\n};\n\nexport type GetSocketWithdrawFeesResult = {\n  fees: number;\n};\n\n// --- Margin Account Balance ---\nexport enum MarginAccountBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\nexport type GetMarginAccountBalanceChartDataResult = {\n  balanceData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n};\n\n// --- Margin Account Collaterals Balance ---\nexport enum MarginAccountCollateralsBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\nexport type GetMarginAccountCollateralsBalanceChartDataResult = {\n  data: {\n    balanceData: {\n      timestampInMs: number;\n      value: number;\n    }[];\n    token: string;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n};\n\nexport type OwnerMetadataEntity = {\n  address: Address;\n  coreSigNonce: number;\n  poolSigNonce: number;\n};\n\nexport type GetAllMarginAccountsBalanceChartDataResult = {\n  balanceData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  balance: number;\n  balanceChangePercentage: number;\n};\n\nexport enum AllMarginAccountsBalanceGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\n\n// --- Funding Rate History ----\nexport enum FundingRateHistoryGranularity {\n  ONE_MINUTE = 60 * 1000,\n  ONE_HOUR = 60 * 60 * 1000,\n  ONE_DAY = 24 * 60 * 60 * 1000,\n  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,\n  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,\n  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,\n}\nexport type GetFundingRateChartDataResult = {\n  fundingRateData: {\n    timestampInMs: number;\n    value: number;\n  }[];\n  fundingRate: number;\n};\nexport type GetCurrentFundingRateResult = {\n  value: number;\n  timestamp: number;\n};\n\nexport type GetInstantPoolPriceResult = {\n  poolPrice: number;\n  poolSlippage: number;\n  oraclePrice: number;\n};\n\nexport type GetBalancesForBridgeArgs = {\n  walletAddress: string;\n};\n\nexport type DepthSimulationState = {\n  spotPrice: number;\n  depthFactor: number;\n  maxOrderSizeLong: number;\n  maxOrderSizeShort: number;\n  netExposure: number;\n};\n\nexport type GetLpPoolDepthChartSimulationDataResult = DepthSimulationState;\n\nexport type SignatureData = {\n  signature: string;\n  timestamp: number;\n  walletAddress: Address;\n  version: string;\n};\n\nexport type SaveSignatureResult = {\n  signatureSavedSuccessfully: boolean;\n};\n\n// --- Community ----\nexport type VoteDetailsEntity = {\n  id: number;\n  startDate: number; // timestamp in UTC milliseconds\n  endDate: number; // timestamp in UTC milliseconds\n  percentageToPass: number; // Example: 4%\n  yesCount: number;\n  noCount: number;\n  voteCountToPass: number; // Example: 1453\n  slug: string;\n  title: string;\n  // Free text, each newline represents paragraph. UI splits by \\n atm to keep stuff simple\n  description: string;\n};\n\nexport type VoteContractDetailsEntity = {\n  id: number;\n  contractAddress: Address;\n};\n\nexport type VoteStatusEntity = {\n  votingPower: number;\n  hasVoted: boolean;\n};\n\nexport type GetLpTvlResult = {\n  currentTVL: number;\n  currentLiquidity: number;\n};\n\nexport type Rank = {\n  rankNumber: number;\n  rankLetter: string;\n  rankName: string;\n};\n\nexport type RankTrading = {\n  rankNumber: number;\n  rankName: string;\n};\n\nexport type GetWalletReferralDetailsParams = {\n  address: string;\n};\n\nexport type GetWalletReferralDetailsResult = {\n  totalReferralsCount: number;\n  totalReferralXP: number;\n  tradingRebateFee: number;\n  tradingXp: number;\n  liquidityXp: number;\n  isAffiliate: boolean;\n};\n\nexport type GetWalletReferralCodeParams = {\n  address: string;\n};\n\nexport type GetWalletReferralCodeResult = {\n  referralCode: string;\n};\n\nexport type TokenEntityWithMinValue = TokenEntity & {\n  minDepositAmount: number;\n  minWithdrawAmount: number;\n  minTransferAmount: number;\n};\n\nexport type TokenInfo = {\n  name: TokenName;\n  address: Address;\n  decimals: number;\n  isRUSDUnderlying: boolean;\n  minDepositAmount: number;\n  minWithdrawAmount: number;\n  minTransferAmount: number;\n  whitelistedWalletOnly?: boolean;\n  isElixirToken?: boolean;\n  isLmToken?: boolean;\n  isPoolToken?: boolean;\n  isOFT?: boolean;\n};\n\nexport type GetReyaCheckerResult = {\n  isEligibleForRcp: boolean;\n  isEligibleForVltz: boolean;\n  isEligibleForCommunity: boolean;\n};\n\nexport type TgeAllocatedAmount = {\n  total: number;\n  vltz: number;\n  rcp: number;\n  community: number;\n};\n\nexport type TrancheInfo = {\n  trancheId: number;\n  amount: number;\n  deadlineMs: number;\n  released: boolean;\n};\n\nexport type GetTgeClaimingInfoResult = {\n  wallet: string;\n  amount: TgeAllocatedAmount;\n  hasClaimed?: boolean;\n  hasLocked?: boolean;\n  distributorContract?: string;\n  merkleRoot?: string;\n  tranches?: TrancheInfo[];\n};\n\nexport type TgeClaimTokensResult = {\n  success: boolean;\n  wallet: string;\n  amount: TgeAllocatedAmount;\n  transactionHash: string;\n};\n\n// --- TOS ----\n\nexport type TRMRiskAssessment = {\n  accountExternalId: string;\n  address: string;\n  addressRiskIndicators: TMRRiskIndicator[];\n  addressSubmitted: string;\n  chain: string;\n  entities: unknown[];\n  trmAppUrl: string;\n};\n\nexport type TMRRiskIndicator = {\n  category: string;\n  categoryId: string;\n  categoryRiskScoreLevel: number;\n  categoryRiskScoreLevelLabel: string;\n  incomingVolumeUsd: string;\n  outgoingVolumeUsd: string;\n  riskType: string;\n  totalVolumeUsd: string;\n};\n\n// todo: deprecate after 1st tac client is deprecated\nexport type ToSVersionDetails = {\n  text: string;\n  version: string;\n  creationTimestamp: number; // in MS\n};\n\nexport type ToSProductVersionDetails = {\n  shortText: string;\n  longText: string;\n  version: string;\n  creationTimestamp: number; // in MS\n  product: string;\n};\n\nexport type SocketBridgeTransactionPoolStatus =\n  | 'pending'\n  | 'confirmed'\n  | 'failed';\n\nexport type IpInfo = {\n  ip: string;\n  hostname: string;\n  city: string;\n  region: string;\n  country: string;\n  loc: string;\n  org: string;\n  postal: string;\n  timezone: string;\n  privacy: {\n    vpn: boolean;\n    proxy: boolean;\n    tor: boolean;\n    relay: boolean;\n    hosting: boolean;\n    service: string;\n  };\n  countryCode: string;\n  countryFlag: {\n    emoji: string;\n    unicode: string;\n  };\n  countryFlagURL: string;\n  countryCurrency: {\n    code: string;\n    symbol: string;\n  };\n  continent: {\n    code: string;\n    name: string;\n  };\n  isEU: boolean;\n};\n\nexport interface CandleMessage {\n  /** Stringified JSON object of all events to be streamed. */\n  contents: string;\n  /** Clob pair id of the Candle message. */\n\n  clobPairId: string;\n  /** Resolution of the candle update. */\n\n  resolution: string;\n  /** Version of the websocket message. */\n\n  version: string;\n}\n\nexport interface PriceMessage {\n  contents: string;\n  assetPairId: string;\n  version: string;\n}\n\nexport interface FundingRateMessage {\n  contents: string;\n  assetPairId: string;\n  version: string;\n}\n\nexport interface MarketsUpdateMessage {\n  contents: string;\n  version: string;\n  id: string;\n}\n\nexport enum CandleResolution {\n  ONE_MINUTE = '1MIN',\n  FIVE_MINUTES = '5MINS',\n  FIFTEEN_MINUTES = '15MINS',\n  THIRTY_MINUTES = '30MINS',\n  ONE_HOUR = '1HOUR',\n  FOUR_HOURS = '4HOURS',\n  ONE_DAY = '1DAY',\n}\n\nexport type TransactionExecutionMetadata = {\n  accountName?: string;\n  accountSource?: string;\n  accountId?: number;\n  marketId?: number;\n  destinationType?: 'pool' | 'account';\n  action?:\n    | 'matchOrder'\n    | 'closeOrder'\n    | 'createAccount'\n    | 'ioc-order-ui'\n    | 'ioc-order-api-v2'\n    | 'ioc-reduce-only-order-ui'\n    | 'ioc-reduce-only-order-api-v2'\n    | 'enable-api-wallet'\n    | 'disable-api-wallet';\n  tradeSource?: 'reya' | 'rage' | 'other';\n  sender?: string;\n  clientSentTimestamp?: number; // Timestamp (ms) when client sent the request\n  clientTimezone?: string; // Client's timezone (e.g., 'America/New_York', 'Europe/London')\n  matchOrder?: {\n    eip712Payload: CoreCommandsEIP712SignatureAndPayload['payload'];\n    userEIP712Signature: EIP712Signature;\n  };\n};\n\nexport type TransactionExecutionOutput = {\n  txHash: string | null;\n  txSubmitted?: boolean;\n  errorMessage?: string;\n  /**\n   * Structured error discriminator surfaced by the slim\n   * `executeReyaTransaction` core. One of\n   * `TRANSACTION_FAILED_TO_SEND` (pre-send: wallet manager rejected),\n   * `RECEIPT_NOT_FOUND` (post-send: receipt fetch failed),\n   * `TRANSACTION_REVERTED` (post-send: receipt.status === 0), or\n   * `FAILED_FILL` (post-send: FailedUnifiedFillBytes / FailedFillBytes).\n   * Optional — populated when the slim core returned a discriminated\n   * failure. May coexist with a non-null `txHash` on post-send failures\n   * (the on-chain hash is surfaced for `RECEIPT_NOT_FOUND`,\n   * `TRANSACTION_REVERTED`, and `FAILED_FILL`). UI consumers should prefer\n   * `errorMessage` for display; this field is for analytics + logs.\n   *\n   * `FAILED_ORDER` (used to be: FailedOrderBytes) is retired alongside\n   * the legacy `OrdersGateway.execute` IOC handler in PRO-126 Bug 5.\n   */\n  errorCode?: string;\n  accountId?: string | null;\n  coreSigNonce?: string | null;\n  poolSigNonce?: string | null;\n  miscellaneous?: {\n    tradeXpBoost?: number;\n    lotteryXpBoost?: number;\n    xpNftAwarded?: boolean;\n    xpEarned?: number;\n  };\n  tradeDetails?: {\n    executionPrice?: number;\n    base?: number;\n  };\n  positions?: {\n    market_id: string;\n    account_id: string;\n    base: string | null;\n    realized_pnl: string | null;\n    last_price: string | null;\n    position_data_last_price_data_timestamp: string | null;\n    funding_value: string | null;\n    base_multiplier: string | null;\n    adl_unwind_price: string | null;\n    transaction_hash: string;\n    block_timestamp: string | null;\n    block_number: string;\n    unique_id: string | null;\n  }[];\n  orders?: {\n    id: string;\n    market_id: string | null;\n    account_id: string | null;\n    order_base: string | null;\n    fee: string | null;\n    price: string | null;\n    type: string;\n    processed: boolean;\n    transaction_hash: string;\n    block_timestamp: string | null;\n    block_number: string;\n    source: string | null;\n    unique_id: string | null;\n  }[];\n  accounts?: Omit<\n    Stringified<TradingApiSource['wallet/:address/accounts']['response'][0]>,\n    'status'\n  >[];\n  //orderAndPositionUpdate?: Stringified<PassivePerpOrderAndPositionUpdate>[];\n};\n\nexport type CanonicalReleaseStatus = 'pending' | 'ready' | 'completed';\n\ntype PendingWithdrawalStatus = {\n  status: 'pending';\n};\n\ntype ReadyWithdrawalStatus = {\n  status: 'ready';\n  txHash: string;\n};\n\nexport type PendingWithdrawal = {\n  tokenAmount: number;\n} & (PendingWithdrawalStatus | ReadyWithdrawalStatus);\n\n// PRO-126 Bug 5 retired the legacy `OrdersGatewayOrderType` enum (the\n// 8-field `ConditionalOrderDetails` typehash discriminator). The\n// on-chain `OrdersGateway.execute` selector that consumed those values\n// is gone; every order class now uses `OrderType` below, whose values\n// mirror the on-chain `OrderType` enum in\n// orders-gateway/src/libraries/DataTypes.sol.\nexport enum OrderType {\n  Limit = 0,\n  StopLoss = 1,\n  TakeProfit = 2,\n}\n\n// Matches the on-chain `MarketType` enum. Used to discriminate spot vs perp\n// in unified off-chain code paths and with the market-id namespace helpers in\n// packages/common-backend/src/market-id-namespace.\nexport enum MarketType {\n  Spot = 0,\n  Perp = 1,\n}\n\n// Canonical on-chain V3 codes, also written by the pre-cutover V2 indexer.\nexport { CanonicalExecutionType as ExecutionType } from './canonical-execution-type';\n\nexport enum ConditionalOrderType {\n  STOP_LOSS = 0,\n  TAKE_PROFIT = 1,\n  LIMIT_ORDER = 2,\n}\n\nexport type ConditionalOrderTypeName =\n  | 'Stop Loss'\n  | 'Take Profit'\n  | 'Limit Order';\n\nexport enum ConditionalOrderStatus {\n  PENDING = 'pending',\n  FILLED = 'filled',\n  CANCELLED = 'cancelled',\n  REJECTED = 'rejected',\n}\n\nexport enum TierType {\n  REGULAR = 'REGULAR',\n  VIP = 'VIP',\n}\n\nexport type ConditionalOrder = {\n  orderId: string;\n  accountId: number;\n  marketId: number;\n  orderType: ConditionalOrderTypeName;\n  isLong: boolean;\n  triggerPrice: number;\n  signerWallet: string;\n  nonce: string;\n  signature: string;\n  eip712Signature: EIP712Signature;\n  status: ConditionalOrderStatus;\n  creationTimestampMs: number;\n  lastUpdateTimestampMs: number;\n  base: number;\n  exchangeId: number;\n  inputs: string;\n  counterpartyAccountId: number;\n};\n\nexport type UnifiedConditionalOrderType = {\n  orderId: string;\n  accountId: number;\n  marketId: number;\n  base: number | null; // null when order is cancelled\n  isLong: boolean;\n  price: number;\n  status: ConditionalOrderStatus;\n  orderType: ConditionalOrderTypeName;\n  timestampMs: number;\n};\n\nexport type IsDiscordLinkedParams = {\n  address: string;\n};\nexport type IsDiscordLinkedResult = {\n  isLinked: boolean;\n};\nexport type LinkDiscordParams = {\n  discordAccessToken: string;\n  signer: Signer | JsonRpcSigner;\n};\nexport type LinkDiscordResult = void;\nexport type UnlinkDiscordParams = {\n  address: string;\n  discordAccessToken: string;\n};\nexport type UnlinkDiscordResult = void;\nexport type ClaimDiscordRankParams = {\n  address: string;\n  discordAccessToken: string;\n};\nexport type ClaimDiscordRankResult = void;\n\nexport type IsDiscordRankClaimedParams = {\n  address: string;\n};\nexport type IsDiscordRankClaimedResult = {\n  isClaimed: boolean;\n};\n\nexport interface ApiErrorResponse {\n  response: {\n    status: number;\n    data: {\n      error: string;\n    };\n  };\n}\n\n// ref: https://github.com/tkhq/sdk/blob/08e2b8c30848498ed0850aa1e1ede67775b001e5/packages/http/src/__generated__/\n// services/coordinator/public/v1/public_api.types.ts\nexport type V1Attestation = {\n  /** @description The cbor encoded then base64 url encoded id of the credential. */\n  credentialId: string;\n  /** @description A base64 url encoded payload containing metadata about the signing context and the challenge. */\n  clientDataJson: string;\n  /** @description A base64 url encoded payload containing authenticator data and any attestation the webauthn provider chooses. */\n  attestationObject: string;\n  /** @description The type of authenticator transports. */\n  transports: V1AuthenticatorTransport[];\n};\n\nexport type V1AuthenticatorTransport =\n  | 'AUTHENTICATOR_TRANSPORT_BLE'\n  | 'AUTHENTICATOR_TRANSPORT_INTERNAL'\n  | 'AUTHENTICATOR_TRANSPORT_NFC'\n  | 'AUTHENTICATOR_TRANSPORT_USB'\n  | 'AUTHENTICATOR_TRANSPORT_HYBRID';\n\n// on-chain events (consider pushing into a separate file)\nexport type MatchOrderDetails = {\n  uniqueId: string;\n  transactionHash: string;\n  accountId: number;\n  marketId: number;\n  sizeNotional: number;\n  base: number;\n  price: number;\n};\n\nexport type GetLpPoolPositionRPCResponse = {\n  poolPositionShareBalance: number; // amount of srUSD in the pool held by the account\n  poolPositionBalance: number; // amount of rUSD in the pool held by the account\n  poolTotalBalance: number; // total amount of rUSD in the pool\n  sharePrice: number; // share price of the pool\n};\n\ninterface MatchOrderFees {\n  protocolFeeCredit: bigint;\n  exchangeFeeCredit: bigint;\n  takerFeeDebit: bigint;\n  makerPayments: bigint[];\n  referrerFeeCredit: bigint;\n}\n\ninterface PositionDataOld {\n  base: bigint;\n  realizedPnL: bigint;\n  lastPriceData: {\n    price: bigint;\n    timestamp: bigint;\n  };\n  trackers: {\n    fundingValue: bigint;\n    baseMultiplier: bigint;\n    adlUnwindPrice: bigint;\n  };\n}\n\nexport interface PassivePerpOrderAndPositionUpdate {\n  id: string;\n  marketId: bigint;\n  accountId: bigint;\n  counterpartyAccountId: bigint;\n  executedBase: bigint;\n  matchOrderFees: MatchOrderFees;\n  executedPrice: bigint;\n  referrerAccountId: bigint;\n  isMatchOrder: boolean;\n  liquidationType: bigint;\n  positionData: PositionDataOld;\n  counterpartyPositionData: PositionDataOld;\n  blockTimestamp: bigint;\n  blockNumber: string;\n  transactionHash: string;\n  uniqueId: bigint;\n}\n\nexport type ConfiguredAssetPair =\n  | 'ETHUSD'\n  | 'WSTETHUSD'\n  | 'WBTCUSD'\n  | 'BTCUSD' // Localnet's mock BTC collateral feed\n  | 'USDCUSD'\n  | 'USDEUSD'\n  | 'SUSDEUSD'\n  | 'DEUSDUSD'\n  | 'SDEUSDDEUSD'\n  | 'REYALM#SELINIUSDC'\n  | 'REYALM#AMBERUSDC'\n  | 'REYALM#HEDGEUSDC'\n  | 'SRUSDRUSD_RR'\n  | 'REYAPOOL#1'\n  | 'REYARUSD'\n  | 'SREYARUSD'\n  | 'ETHUSDMARK'\n  | 'BTCUSDMARK'\n  | 'SOLUSDMARK'\n  | 'ARBUSDMARK'\n  | 'OPUSDMARK'\n  | 'AVAXUSDMARK'\n  | 'MKRUSDMARK'\n  | 'LINKUSDMARK'\n  | 'AAVEUSDMARK'\n  | 'CRVUSDMARK'\n  | 'UNIUSDMARK'\n  | 'SUIUSDMARK'\n  | 'TIAUSDMARK'\n  | 'SEIUSDMARK'\n  | 'ZROUSDMARK'\n  | 'XRPUSDMARK'\n  | 'WIFUSDMARK'\n  | '1000PEPEUSDMARK'\n  | 'POPCATUSDMARK'\n  | 'DOGEUSDMARK'\n  | '1000SHIBUSDMARK'\n  | '1000BONKUSDMARK'\n  | 'APTUSDMARK'\n  | 'BNBUSDMARK'\n  | 'JTOUSDMARK'\n  | 'ADAUSDMARK'\n  | 'LDOUSDMARK'\n  | 'POLUSDMARK'\n  | 'NEARUSDMARK'\n  | 'FTMUSD'\n  | 'ENAUSDMARK'\n  | 'EIGENUSDMARK'\n  | 'PENDLEUSDMARK'\n  | 'GOATUSDMARK'\n  | 'GRASSUSDMARK'\n  | '1000NEIROUSDMARK'\n  | 'DOTUSDMARK'\n  | 'LTCUSDMARK'\n  | 'PYTHUSDMARK'\n  | 'JUPUSDMARK'\n  | 'PENGUUSDMARK'\n  | 'TRUMPUSDMARK'\n  | 'HYPEUSDMARK'\n  | 'VIRTUALUSDMARK'\n  | 'AI16ZUSDMARK'\n  | 'AIXBTUSDMARK'\n  | 'SUSDMARK'\n  | 'FARTCOINUSDMARK'\n  | 'GRIFFAINUSDMARK'\n  | 'WLDUSDMARK'\n  | 'ATOMUSDMARK'\n  | 'APEUSDMARK'\n  | 'TONUSDMARK'\n  | 'ONDOUSDMARK'\n  | 'TRXUSDMARK'\n  | 'INJUSDMARK'\n  | 'MOVEUSDMARK'\n  | 'BERAUSDMARK'\n  | 'LAYERUSDMARK'\n  | 'TAOUSDMARK'\n  | 'IPUSDMARK'\n  | 'MEUSDMARK'\n  | 'PUMPUSDMARK'\n  | 'MORPHOUSDMARK'\n  | 'SYRUPUSDMARK'\n  | 'AEROUSDMARK'\n  | 'KAITOUSDMARK'\n  | 'ZORAUSDMARK'\n  | 'PROVEUSDMARK'\n  | 'PAXGUSDMARK'\n  | 'YZYUSDMARK'\n  | 'XPLUSDMARK'\n  | 'WLFIUSDMARK'\n  | 'LINEAUSDMARK'\n  | 'MEGAUSDMARK';\n\ntype SpotPair<T extends string> = T extends `${infer Base}USDMARK`\n  ? `${Base}USD`\n  : never;\n\n/** Internal cache keys whose prices mirror an existing reference feed. */\nexport type MirroredAssetPair = 'REYALM#KEYROCKRUSD' | 'REYALM#FLOWRUSD';\n\n/** Includes Stork spot feeds and mirrored price cache keys. */\nexport type AssetPair =\n  | ConfiguredAssetPair\n  | SpotPair<ConfiguredAssetPair>\n  | MirroredAssetPair;\n\nexport type ContractId = string;\n\nexport type Price = {\n  symbol: number;\n  oraclePrice: string;\n  poolPrice: string | null;\n  updatedAt: number;\n};\n\nexport type MarketPrice = {\n  marketId: number;\n  /** @deprecated No longer written; will be removed when V1 prices endpoints are dropped. */\n  price?: string;\n  /**\n   * ME mark price (E18), despite the name — the pool-price task has written the\n   * matching-engine mark here since the perpOB rewire. Surfaced as the v2\n   * `MarketSummary.markPrice`. The genuine index price is `indexPrice`.\n   */\n  oraclePrice: string;\n  /**\n   * Orderbook mid (E18). Absent on an empty or one-sided book — there is\n   * deliberately no mark-price fallback, because publishing the mark under the\n   * name \"mid\" makes a book with no two-sided quote indistinguishable from one\n   * trading exactly at the mark. Consumers must treat it as optional, the same\n   * way `SpotMarketSummary.throttledMidPrice` has always been treated.\n   */\n  poolPrice?: string;\n  /**\n   * Stork spot `*USD` index price (E18), rUSD-quoted — divided by USDCUSD the\n   * same way the collateral prices are, since Stork publishes it as X/USD and\n   * every price this API serves is X/USDC. Absent when the feed has no fresh\n   * tick, when the USDCUSD cross-rate is unavailable, and permanently on\n   * markets with no Stork feed, so consumers must treat it as optional rather\n   * than substituting a stale value.\n   */\n  indexPrice?: string;\n  updatedAt: number;\n};\n\nexport type CollateralPrice = {\n  address: string;\n  oraclePrice: string;\n  updatedAt: number;\n};\n\nexport const isMarketPrice = (\n  price: MarketPrice | CollateralPrice,\n): price is MarketPrice =>\n  Object.prototype.hasOwnProperty.call(price, 'marketId');\n\n// Replication-derived types\ntype Unpacked<T> = T extends (infer U)[] ? U : T;\n\n// PRO-126 Bug 7: `ConditionalOrderSensitive` + `OrderReplicationData`\n// retired with the rest of the `ConditionalOrders` DB pipeline. The\n// `replication:ConditionalOrdersSensitive` channel is no longer\n// subscribed (bun-socket/index.ts) and no longer publishes\n// (common-backend/src/config/database.ts). Order data flows through\n// the ME's `{orders}:changes` stream consumed by AccountOrdersMap;\n// callers should derive types from the ME's protobuf `Order` schema.\n\nexport type Position = Unpacked<Replication['replication:position']['result']>;\n\n// Stringified replication data types for WebSocket transformers\nexport type PositionReplicationData = Stringified<\n  Unpacked<Replication['replication:position']['result']>\n>;\n\nexport type PerpExecutionReplicationData = Omit<\n  Stringified<Unpacked<Replication['replication:orders']['result']>>,\n  'created_at'\n> & {\n  created_at?: string;\n};\n\nexport type AccountRealBalanceReplicationData = Stringified<\n  Unpacked<Replication['replication:account_real_balances']['result']>\n>;\n\nexport type SpotExecutionReplicationData = Stringified<\n  Unpacked<Replication['replication:spot_executions']['result']>\n>;\n\nexport type ExecutionBustReplicationData = Stringified<\n  Unpacked<Replication['replication:execution_busts']['result']>\n>;\n\nexport type MarketDataReplicationData = Stringified<\n  Unpacked<Replication['replication:marketData']['result']>\n>;\n\nexport type SpotMarketDataReplicationData = Stringified<\n  Unpacked<Replication['replication:spotMarketData']['result']>\n>;\n"]}

package/dist/utils/calculate.js

@@ -354,14 +354,17 @@ var calculateTotalMargin = function (_a) {
     var pnl = new Map();
     var rUSDPrice = (_b = (rUSDAddress && assetPrices.get(rUSDAddress))) !== null && _b !== void 0 ? _b : 1;
     positions.forEach(function (position) {
-        var _a, _b;
+        var _a;
         var marketTracker = marketsTrackers === null || marketsTrackers === void 0 ? void 0 : marketsTrackers.get(position.marketId);
         var tokenInfo = marketsTokenInfo.get(position.marketId);
         if (!tokenInfo)
             return;
         var fundingCashFlow = 0;
         var adlCashFlow = 0;
-        if (marketTracker) {
+        // Mirrors calculateSettledPositionPnl: a flat position accrues nothing, and
+        // a zero position multiplier (reopened after full ADL) cannot be divided by,
+        // so only realized and mark PnL count for it.
+        if (marketTracker && position.base !== 0 && position.baseMultiplier > 0) {
             // fundingCashFlow
             var marketTrackerFundingValue = position.base < 0
                 ? marketTracker.shortFundingValue
@@ -382,19 +385,25 @@ var calculateTotalMargin = function (_a) {
             var initialPrice = lastPriceCoefficient * position.lastPrice;
             adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;
         }
-        var unrealizedPnl = (((_a = markPrices.get(tokenInfo.quoteTokenId)) !== null && _a !== void 0 ? _a : 0) - position.lastPrice) *
-            position.base;
-        pnl.set(tokenInfo.underlyingAssetId, ((_b = pnl.get(tokenInfo.underlyingAssetId)) !== null && _b !== void 0 ? _b : 0) +
+        // The underlying supplies the mark; all position cashflows are in the quote token.
+        // A missing mark means "no price for this bucket", not a price of zero:
+        // carry the position at its last price rather than swinging by its notional.
+        var markPrice = markPrices.get(tokenInfo.underlyingAssetId);
+        var unrealizedPnl = markPrice === undefined
+            ? 0
+            : (markPrice - position.lastPrice) * position.base;
+        pnl.set(tokenInfo.quoteTokenId, ((_a = pnl.get(tokenInfo.quoteTokenId)) !== null && _a !== void 0 ? _a : 0) +
             position.realizedPnl +
             fundingCashFlow +
             adlCashFlow +
             unrealizedPnl);
     });
-    return Array.from(accountBalances.entries()).reduce(function (sum, _a) {
-        var _b, _c;
-        var address = _a[0], balance = _a[1];
+    // A quote-token PnL balance can exist without a collateral deposit row.
+    var assets = new Set(__spreadArray(__spreadArray([], Array.from(accountBalances.keys()), true), Array.from(pnl.keys()), true));
+    return Array.from(assets).reduce(function (sum, address) {
+        var _a, _b, _c;
         return sum +
-            (balance + ((_b = pnl.get(address)) !== null && _b !== void 0 ? _b : 0)) *
+            (((_a = accountBalances.get(address)) !== null && _a !== void 0 ? _a : 0) + ((_b = pnl.get(address)) !== null && _b !== void 0 ? _b : 0)) *
                 (address === rUSDAddress
                     ? 1
                     : ((_c = assetPrices.get(address)) !== null && _c !== void 0 ? _c : 0) / (rUSDPrice || 1));

package/dist/utils/calculate.js.map

@@ -1 +1 @@
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{ mergeMap } from './struct';\nimport BigNumber from 'bignumber.js';\n\nexport const POOL_IMR = 9.1;\n\ntype MarketId = string;\ntype Address = string;\n\n/**\n * Calculates the maximum amount that can be withdrawn in terms of the token\n * (e.g., if rUSD then in rUSD terms, if WETH then in WETH terms)\n */\nexport const calculateMaxWithdraw = ({\n  currentIMR,\n  marginBalance,\n  realBalance,\n  haircut,\n  price,\n}: {\n  /** Current Initial Margin Requirement of the account in rUSD terms */\n  currentIMR: number;\n  /** Current margin balance of the account (expected to already include haircuts) in rUSD terms */\n  marginBalance: number;\n  /**\n   * Current real balance of the token the user wants to withdraw in token terms.\n   * For rUSD: this equals net deposits (balanceDeprecated from v2 endpoints + realized PnL).\n   * For all other tokens: this equals balanceDeprecated (since realized PnL is 0 for them).\n   */\n  realBalance: number;\n  /**\n   * Haircut parameter of the 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unbalancing increases it.\n */\nexport const splitTradeExposure = (\n  tradeExposure: number,\n  poolNetExposure: number,\n): { rebalancing: number; unbalancing: number } => {\n  if (tradeExposure === 0) {\n    return { rebalancing: 0, unbalancing: 0 };\n  }\n\n  // If pool has no exposure, entire trade is unbalancing\n  if (poolNetExposure === 0) {\n    return { rebalancing: 0, unbalancing: tradeExposure };\n  }\n\n  // Opposite sign means trade increases pool exposure → pure unbalancing\n  const sameSign =\n    (poolNetExposure > 0 && tradeExposure > 0) ||\n    (poolNetExposure < 0 && tradeExposure < 0);\n  if (!sameSign) {\n    return { rebalancing: 0, unbalancing: tradeExposure };\n  }\n\n  // Same sign: trade reduces pool exposure (pool takes opposite side)\n  const absPool = Math.abs(poolNetExposure);\n  const absTrade = Math.abs(tradeExposure);\n\n  if (absTrade <= absPool) {\n    // Pure rebalancing — trade doesn't cross zero\n    return { rebalancing: tradeExposure, unbalancing: 0 };\n  }\n\n  // Mixed: rebalance up to pool exposure, then unbalance the rest\n  const rebalancing = poolNetExposure;\n  const unbalancing = tradeExposure - rebalancing;\n  return { rebalancing, unbalancing };\n};\n\n/**\n * Computes the new log price multiplier (logF) after a trade, handling both\n * rebalancing and unbalancing portions.\n *\n * Mirrors on-chain logic in PriceMultiplier.sol:computeNewLogPriceMultiplier.\n */\nexport const computeNewLogF = ({\n  currentLogF,\n  tradeExposure,\n  poolNetExposure,\n  depthFactor,\n  maxExposure,\n}: {\n  currentLogF: number;\n  tradeExposure: number;\n  poolNetExposure: number;\n  depthFactor: number;\n  maxExposure: number;\n}): number => {\n  if (tradeExposure === 0) return currentLogF;\n\n  const { rebalancing, unbalancing } = splitTradeExposure(\n    tradeExposure,\n    poolNetExposure,\n  );\n\n  // Case 1: Has unbalancing portion (includes mixed trades)\n  if (unbalancing !== 0) {\n    // If also rebalancing, it brings logF to 0 by definition (trade crosses zero)\n    const startLogF = rebalancing === 0 ? currentLogF : 0;\n    return startLogF + unbalancing / (depthFactor * maxExposure);\n  }\n\n  // Case 2: Only rebalancing\n  // Both rebalancing and poolNetExposure have the same sign, so ratio is in [0, 1]\n  if (rebalancing !== 0 && poolNetExposure !== 0) {\n    const ratio = rebalancing / poolNetExposure;\n    return currentLogF * (1 - ratio);\n  }\n\n  return currentLogF;\n};\n\n/**\n * Estimates the execution price for a trade using the exponential logPriceMultiplier formula.\n *\n * Mirrors on-chain logic:\n * 1. computeNewLogPriceMultiplier (PriceMultiplier.sol)\n * 2. computeAmmPrice: ammPrice = oraclePrice * exp(logF)\n * 3. computeSignedSpread: executionPrice = ammPrice * (1 + signedSpread)\n *\n * @audit spreadDiscount not applied — known limitation, to be addressed later\n * @audit priceSpacing rounding not applied\n */\nexport const calculateEstimatedExecutionPrice = ({\n  oraclePrice,\n  currentLogF,\n  tradeExposure,\n  poolNetExposure,\n  depthFactor,\n  maxExposure,\n  priceSpread,\n}: {\n  oraclePrice: number;\n  currentLogF: number;\n  tradeExposure: number;\n  poolNetExposure: number;\n  depthFactor: number;\n  maxExposure: number;\n  priceSpread: number;\n}): number => {\n  if (tradeExposure === 0) {\n    return oraclePrice * Math.exp(currentLogF);\n  }\n\n  // 1. Compute new logF after trade impact\n  const newLogF = computeNewLogF({\n    currentLogF,\n    tradeExposure,\n    poolNetExposure,\n    depthFactor,\n    maxExposure,\n  });\n\n  // 2. Compute AMM price: oraclePrice * exp(newLogF)\n  const ammPrice = oraclePrice * Math.exp(newLogF);\n\n  // 3. Apply signed spread\n  const signedSpread = tradeExposure > 0 ? priceSpread : -priceSpread;\n  return Math.max(0, ammPrice * (1 + signedSpread));\n};\n\nexport const calculateTradeFee = ({\n  feeRate,\n  tradeNotional,\n}: {\n  feeRate: number;\n  tradeNotional: number;\n}) => feeRate * Math.abs(tradeNotional);\n\nexport const calculateSpread = ({\n  depthFactor,\n  maxExposure,\n  oraclePrice,\n  poolPrice,\n  tradeNotional,\n}: {\n  depthFactor: number;\n  maxExposure: number;\n  oraclePrice: number;\n  poolPrice: number;\n  tradeNotional: number;\n}) =>\n  (poolPrice / oraclePrice) *\n  (1 + tradeNotional / (depthFactor * maxExposure) - 1) *\n  tradeNotional;\n\nexport const calculateEstimatedLiquidationPrice = ({\n  LMR,\n  accountBalance,\n  isShort,\n  notional,\n  oraclePrice,\n}: {\n  LMR: number;\n  accountBalance: number;\n  isShort: boolean;\n  notional: number;\n  oraclePrice: number;\n}) =>\n  Math.max(\n    0,\n    oraclePrice *\n      (1 - ((accountBalance - LMR) / notional) * (isShort ? -1 : 1)),\n  );\n\nexport const calculateLeverage = ({\n  imrMultiplier,\n  riskFactor,\n}: {\n  imrMultiplier: number;\n  riskFactor: number;\n}) => 1 / (imrMultiplier * Math.sqrt(riskFactor));\n\nexport const calculateRequiredMargin = ({\n  currIMR,\n  currentNotional,\n  leverage,\n  tradeNotional,\n}: {\n  currIMR: number;\n  currentNotional: number;\n  leverage: number;\n  tradeNotional: number;\n}) =>\n  currIMR +\n  (Math.abs(currentNotional + tradeNotional) - Math.abs(currentNotional)) /\n    leverage;\n\n/**\n * Calculates the maximum notional trade size (unsigned, always ≥ 0).\n *\n * Implements the UI quant spec v2 (\"Maximum trade\") with two cases:\n *   Case 1 — Extending: trade same direction as existing position.\n *   Case 2 — Reverting: decompose into (a) close position exactly, then\n *            (b) extend from zero in the opposite direction.\n *\n * All quadratics use the unsigned convention (t = |tradeNotional|) so the\n * positive root always corresponds to the correct direction.\n */\nexport const calculateMaxOrderSize = ({\n  currIMR,\n  currNodeBalance,\n  currNotional,\n  depthFactor,\n  feeRate,\n  isShortTrade,\n  leverage,\n  maxExposure,\n  oraclePrice,\n  poolPrice,\n  currentLogF,\n  netExposure,\n}: {\n  currIMR: number;\n  currNodeBalance: number;\n  currNotional: number;\n  depthFactor: number;\n  feeRate: number;\n  isShortTrade: boolean;\n  leverage: number;\n  maxExposure: number;\n  oraclePrice: number;\n  poolPrice: number;\n  currentLogF: number;\n  netExposure: number;\n}): number => {\n  const D = depthFactor * maxExposure;\n  const rho = poolPrice / oraclePrice;\n  const tradeSign = isShortTrade ? -1 : 1;\n  const s0 = currNotional > 0 ? 1 : currNotional < 0 ? -1 : tradeSign;\n  const absN0 = Math.abs(currNotional);\n\n  /**\n   * Solve the extending quadratic (spec §Case 1) for max trade size.\n   * a·t² + b·t + c = 0  where a = ρ·γ, b = s₀·(1/lev + fee) + (ρ−1), c = −surplus.\n   * Root selection: pick the root whose sign matches s₀ (dir).\n   * For rebalancing (a < 0), caps at |NE| (beyond which γ switches to unbalancing).\n   */\n  const solveExtending = (\n    dir: number,\n    surplus: number, // aka, IMRDelta\n    rho_: number,\n    gamma_: number,\n    isRebal: boolean,\n    absNE: number,\n  ): number => {\n    if (surplus <= 0) return 0;\n    const a = rho_ * gamma_;\n    const b = dir * (1 / leverage + feeRate) + (rho_ - 1);\n    const c = -surplus;\n    // Degenerate: γ = 0 → linear equation b·t + c = 0 (rebalancing with f = 0)\n    if (a === 0) {\n      if (b === 0) return isRebal ? absNE : 0;\n      const t = -c / b;\n      if (t * dir <= 0) return isRebal ? absNE : 0;\n      return isRebal ? Math.min(Math.abs(t), absNE) : Math.abs(t);\n    }\n    const disc = b * b - 4 * a * c;\n    if (isRebal) {\n      if (disc < 0) return absNE;\n      const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n      return t * dir <= 0 ? absNE : Math.min(Math.abs(t), absNE);\n    }\n    if (disc < 0)\n      throw new Error(`calculateMaxOrderSize: negative discriminant (${disc})`);\n    const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n    if (t * dir <= 0)\n      throw new Error(`calculateMaxOrderSize: no valid root (${t})`);\n    return Math.abs(t);\n  };\n\n  // Determine γ for a trade of given direction against the current pool state\n  const getGamma = (dir: number, logF: number, ne: number) => {\n    const isRebal = ne !== 0 && dir === Math.sign(ne);\n    const gamma = isRebal ? -logF / ne : 1 / D;\n    return { gamma, isRebal };\n  };\n\n  /**\n   * Like solveExtending, but when the rebalancing leg is capped at |NE|\n   * (pool-flip), continues with the unbalancing leg from NE = 0.\n   *\n   * For the exact rebalancing trade to NE = 0:\n   *   execRatio = ρ·exp(γ·dir·|NE|) = exp(f)·exp(−f) = 1\n   * so only fee and IMR consume margin. Then extend with γ = 1/D and ρ' = 1.\n   */\n  const extendWithFlip = (\n    dir: number,\n    surplus: number,\n    rho_: number,\n    gamma_: number,\n    isRebal: boolean,\n    absNE: number,\n  ): number => {\n    const result = solveExtending(dir, surplus, rho_, gamma_, isRebal, absNE);\n    if (!isRebal || result < absNE || absNE === 0) return result;\n\n    // Pool-flip: rebalancing consumed absNE, continue unbalancing from NE = 0\n    const surplusAfter = surplus - absNE * (1 / leverage + feeRate);\n    if (surplusAfter <= 0) return absNE;\n    return absNE + solveExtending(dir, surplusAfter, 1, 1 / D, false, 0);\n  };\n\n  // ── Case 1: Extending ──────────────────────────────────────────────────\n  if (tradeSign === s0) {\n    const { gamma, isRebal } = getGamma(tradeSign, currentLogF, netExposure);\n    return extendWithFlip(\n      s0,\n      currNodeBalance - currIMR,\n      rho,\n      gamma,\n      isRebal,\n      Math.abs(netExposure),\n    );\n  }\n\n  // ── Case 2: Reverting — close N₀, then re-extend ──────────────────────\n\n  // Step 1: Close N₀ entirely (spec §Case 2, Step 1)\n  const closeTrade = -currNotional;\n  const closeDir = -s0;\n  const { gamma: gammaC, isRebal: closeIsRebal } = getGamma(\n    closeDir,\n    currentLogF,\n    netExposure,\n  );\n  const closeFlipsPool = closeIsRebal && absN0 > Math.abs(netExposure);\n\n  // Exec price ratio: ρ·exp(γ_c·closeTrade) for non-flip, dedicated formula for flip\n  const closeExecRatio = closeFlipsPool\n    ? Math.exp((closeTrade - netExposure) / D)\n    : rho * Math.exp(gammaC * closeTrade);\n\n  const balClose =\n    currNodeBalance - feeRate * absN0 + closeTrade * (1 - closeExecRatio);\n  const imrClose = currIMR - absN0 / leverage;\n  const surplusClose = balClose - imrClose;\n\n  // Insolvency: can't fully close without going under margin.\n  // Solve partial-close quadratic (spec appendix): b has flipped feeRate sign.\n  // Falls back to full close (|N₀|) when no valid partial-close root exists.\n  if (surplusClose <= 0) {\n    const IMRDelta = currNodeBalance - currIMR;\n    const { gamma: gammaP } = getGamma(closeDir, currentLogF, netExposure);\n    const a = rho * gammaP;\n    const b = s0 * (1 / leverage - feeRate) + (rho - 1);\n    const c = -IMRDelta;\n\n    if (a === 0) {\n      if (b === 0) return absN0;\n      const t = -c / b;\n      if (t * closeDir <= 0) return absN0;\n      return Math.min(Math.abs(t), absN0);\n    }\n\n    const disc = b * b - 4 * a * c;\n    if (disc < 0) return absN0;\n    const t = (-b + closeDir * Math.sqrt(disc)) / (2 * a);\n    if (t * closeDir <= 0) return absN0;\n    return Math.min(Math.abs(t), absN0);\n  }\n\n  // Step 2: Extend from zero in -s₀ direction with post-close pool state\n  const neAfter = netExposure + currNotional;\n  let fPrime: number;\n  if (closeFlipsPool) {\n    fPrime = (closeTrade - netExposure) / D;\n  } else if (closeIsRebal) {\n    fPrime = currentLogF * (1 + currNotional / netExposure);\n  } else {\n    fPrime = currentLogF + closeTrade / D;\n  }\n  const rhoPrime = Math.exp(fPrime);\n\n  const extDir = -s0;\n  const { gamma: gammaPrime, isRebal: isExtRebal } = getGamma(\n    extDir,\n    fPrime,\n    neAfter,\n  );\n\n  return (\n    absN0 +\n    extendWithFlip(\n      extDir,\n      surplusClose,\n      rhoPrime,\n      gammaPrime,\n      isExtRebal,\n      Math.abs(neAfter),\n    )\n  );\n};\n\nexport const calculateIMR = ({\n  marketLeverages,\n  marketPrices,\n  positions,\n}: {\n  marketLeverages: Map<MarketId, number>;\n  marketPrices: Map<MarketId, number>;\n  positions: Map<MarketId, number>;\n}) => {\n  return Array.from(positions.entries()).reduce(\n    (sum, [marketId, positionSize]) => {\n      const leverage = marketLeverages.get(marketId);\n      return leverage\n        ? sum +\n            (Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /\n              leverage\n        : sum;\n    },\n    0,\n  );\n};\n\nexport const calculateLMR = ({\n  marketPrices,\n  positions,\n  riskFactors,\n  marketId,\n  tradeSize,\n}: {\n  marketId?: string;\n  marketPrices: Map<MarketId, number>;\n  positions: Map<MarketId, number>;\n  riskFactors: Map<MarketId, number>;\n  tradeSize?: number;\n}) =>\n  Array.from(\n    (marketId && tradeSize\n      ? mergeMap(positions, [\n          [marketId, (positions.get(marketId) ?? 0) + tradeSize],\n        ])\n      : positions\n    ).entries(),\n  ).reduce((sum, [marketId, positionSize]) => {\n    const riskFactor = riskFactors.get(marketId);\n    return riskFactor\n      ? sum +\n          Math.abs(positionSize) *\n            (marketPrices.get(marketId) ?? 0) *\n            Math.sqrt(riskFactor)\n      : sum;\n  }, 0);\n\n// if account balance is below LMR position is liquidable\n\nexport const calculateMarginRatio = ({\n  LMR,\n  totalBalance,\n  tradeCost,\n}: {\n  LMR: number;\n  totalBalance: number;\n  tradeCost: number;\n}) => {\n  if (LMR === 0) {\n    return 0;\n  }\n  if (tradeCost > totalBalance) {\n    return 1;\n  }\n  if (totalBalance === tradeCost) {\n    return Infinity;\n  }\n  return Math.min(1, LMR / (totalBalance - tradeCost));\n};\n\nexport const calculateTotalMargin = ({\n  marketsTrackers,\n  accountBalances,\n  assetPrices,\n  markPrices,\n  marketsTokenInfo,\n  positions,\n  rUSDAddress,\n}: {\n  accountBalances: Map<Address, number>;\n  assetPrices: Map<Address, number>;\n  markPrices: Map<Address, number>;\n  marketsTokenInfo: Map<\n    MarketId,\n    {\n      quoteTokenId: string;\n      underlyingAssetId: string;\n    }\n  >;\n  marketsTrackers: Map<\n    MarketId,\n    {\n      longADLUnwindPrice: number;\n      longBaseMultiplier: number;\n      longFundingValue: number;\n      shortADLUnwindPrice: number;\n      shortBaseMultiplier: number;\n      shortFundingValue: number;\n    }\n  >;\n  positions: {\n    adlUnwindPrice: number;\n    base: number;\n    baseMultiplier: number;\n    fundingValue: number;\n    lastPrice: number;\n    marketId: string;\n    realizedPnl: number;\n  }[];\n  rUSDAddress?: string;\n}) => {\n  const pnl = new Map<Address, number>();\n  const rUSDPrice = (rUSDAddress && assetPrices.get(rUSDAddress)) ?? 1;\n  positions.forEach((position) => {\n    const marketTracker = marketsTrackers?.get(position.marketId);\n    const tokenInfo = marketsTokenInfo.get(position.marketId);\n    if (!tokenInfo) return;\n    let fundingCashFlow = 0;\n    let adlCashFlow = 0;\n\n    if (marketTracker) {\n      // fundingCashFlow\n      const marketTrackerFundingValue =\n        position.base < 0\n          ? marketTracker.shortFundingValue\n          : marketTracker.longFundingValue;\n      const trackerDelta = marketTrackerFundingValue - position.fundingValue;\n      fundingCashFlow =\n        (trackerDelta / position.baseMultiplier) * -1 * position.base;\n\n      // adlCashFlow\n      const adlUnwindPrice =\n        ((position.base < 0\n          ? marketTracker.shortADLUnwindPrice\n          : marketTracker.longADLUnwindPrice) -\n          position.adlUnwindPrice) /\n        position.baseMultiplier;\n      const baseMultiplier =\n        (position.base < 0\n          ? marketTracker.shortBaseMultiplier\n          : marketTracker.longBaseMultiplier) / position.baseMultiplier;\n      const lastPriceCoefficient = 1 - baseMultiplier;\n      const initialPrice = lastPriceCoefficient * position.lastPrice;\n      adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;\n    }\n\n    const unrealizedPnl =\n      ((markPrices.get(tokenInfo.quoteTokenId) ?? 0) - position.lastPrice) *\n      position.base;\n\n    pnl.set(\n      tokenInfo.underlyingAssetId,\n      (pnl.get(tokenInfo.underlyingAssetId) ?? 0) +\n        position.realizedPnl +\n        fundingCashFlow +\n        adlCashFlow +\n        unrealizedPnl,\n    );\n  });\n\n  return Array.from(accountBalances.entries()).reduce(\n    (sum, [address, balance]) =>\n      sum +\n      (balance + (pnl.get(address) ?? 0)) *\n        (address === rUSDAddress\n          ? 1\n          : (assetPrices.get(address) ?? 0) / (rUSDPrice || 1)),\n    0,\n  );\n};\n\nexport const calculateFundingPnl = ({\n  marketFundingValue,\n  marketBaseMultiplier,\n  positionAvgEntryFundingValue,\n  positionAdjustedBase,\n}: {\n  marketFundingValue: number;\n  marketBaseMultiplier: number;\n  positionAvgEntryFundingValue: number;\n  positionAdjustedBase: number;\n}): number => {\n  return (\n    -1 *\n    (((marketFundingValue - positionAvgEntryFundingValue) *\n      positionAdjustedBase) /\n      marketBaseMultiplier)\n  );\n};\n\nexport const calculatePricePnl = ({\n  price,\n  positionAvgEntryPrice,\n  positionAdjustedBase,\n}: {\n  price: number;\n  positionAvgEntryPrice: number;\n  positionAdjustedBase: number;\n}): number => {\n  return (price - positionAvgEntryPrice) * positionAdjustedBase;\n};\n\nexport const calculateRealBalance = (\n  netDeposits: BigNumber,\n  realized_pnl: BigNumber,\n) => {\n  return netDeposits.plus(realized_pnl);\n};\n\nexport const calculatePositionAdjustedQty = (\n  origQty: BigNumber,\n  marketBaseMultiplier: BigNumber,\n  positionBaseMultiplier: BigNumber,\n): BigNumber => {\n  return origQty.times(marketBaseMultiplier).div(positionBaseMultiplier);\n};\n\n/**\n * Linearly interpolate a depth ratio from a (thresholds, ratios) curve.\n * The curve implicitly starts at (exposure=0, ratio=1.0).\n * - Between thresholds: linear interpolation\n * - Above last threshold: last ratio (flat extrapolation)\n *\n * @param thresholds - Sorted ascending exposure thresholds in notional USD (must be non-empty)\n * @param ratios - Depth ratio at each threshold (same length as thresholds, must be non-empty)\n * @param exposure - Absolute exposure notional (must be >= 0)\n * @throws if thresholds or ratios are empty, or if they have different lengths\n */\nexport const interpolateDepthRatio = (\n  thresholds: number[],\n  ratios: number[],\n  exposure: number,\n): number => {\n  if (exposure < 0) {\n    throw new Error('interpolateDepthRatio: exposure must be >= 0');\n  }\n  if (thresholds.length === 0 || ratios.length === 0) {\n    throw new Error(\n      'interpolateDepthRatio: thresholds and ratios must be non-empty',\n    );\n  }\n  if (thresholds.length !== ratios.length) {\n    throw new Error(\n      'interpolateDepthRatio: thresholds and ratios must have equal length',\n    );\n  }\n\n  const allThresholds = [0, ...thresholds];\n  const allRatios = [1.0, ...ratios];\n\n  if (exposure === 0) return 1.0;\n  if (exposure >= allThresholds[allThresholds.length - 1]) {\n    return allRatios[allRatios.length - 1];\n  }\n\n  for (let i = 0; i < allThresholds.length - 1; i++) {\n    if (exposure <= allThresholds[i + 1]) {\n      const t =\n        (exposure - allThresholds[i]) /\n        (allThresholds[i + 1] - allThresholds[i]);\n      return allRatios[i] + t * (allRatios[i + 1] - allRatios[i]);\n    }\n  }\n\n  throw new Error('interpolateDepthRatio: unreachable');\n};\n\n/**\n * Calculate the dynamic depth factor for a trade given pool state and config.\n *\n * The pool takes the opposite side of the trade, so:\n *   poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional\n *\n * The depth ratio is interpolated from the exposure curve, then multiplied\n * by baseDepth to produce the final depth factor.\n *\n * @param baseDepth - Base depth multiplier for this market\n * @param thresholds - Sorted ascending exposure thresholds (notional USD)\n * @param ratios - Depth ratio at each threshold\n * @param currentPoolNotional - Pool's current notional in this market (signed)\n * @param signedTradeNotional - Trade notional (positive=buy, negative=sell)\n */\nexport const calculateDynamicDepthFactor = ({\n  baseDepth,\n  thresholds,\n  ratios,\n  currentPoolNotional,\n  signedTradeNotional,\n}: {\n  baseDepth: number;\n  thresholds: number[];\n  ratios: number[];\n  currentPoolNotional: number;\n  signedTradeNotional: number;\n}): number => {\n  const poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional;\n  const absExposureNotional = Math.abs(poolNotionalAfterTrade);\n  const depthRatio = interpolateDepthRatio(\n    thresholds,\n    ratios,\n    absExposureNotional,\n  );\n  return depthRatio * baseDepth;\n};\n\nexport const calculatePositionAdlPnL = ({\n  marketTrackerAdlUnwindPrice,\n  marketTrackerBaseMultiplier,\n  positionBase,\n  positionAvgEntryPrice,\n  positionTrackerBaseMultiplier,\n  positionTrackerAdlUnwindPrice,\n}: {\n  marketTrackerAdlUnwindPrice: BigNumber;\n  marketTrackerBaseMultiplier: BigNumber;\n  positionBase: BigNumber;\n  positionAvgEntryPrice: BigNumber;\n  positionTrackerBaseMultiplier: BigNumber;\n  positionTrackerAdlUnwindPrice: BigNumber;\n}): BigNumber => {\n  const currentAdlUnwindPrice = marketTrackerAdlUnwindPrice\n    .minus(positionTrackerAdlUnwindPrice)\n    .multipliedBy(1e18)\n    .div(positionTrackerBaseMultiplier);\n\n  const initialPrice = positionAvgEntryPrice\n    .times(\n      BigNumber(1e18).minus(\n        marketTrackerBaseMultiplier\n          .multipliedBy(1e18)\n          .div(positionTrackerBaseMultiplier),\n      ),\n    )\n    .div(1e18);\n\n  const adlPnL = positionBase\n    .times(currentAdlUnwindPrice.minus(initialPrice))\n    .div(1e18);\n\n  return adlPnL;\n};\n"]}
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{ mergeMap } from './struct';\nimport BigNumber from 'bignumber.js';\n\nexport const POOL_IMR = 9.1;\n\ntype MarketId = string;\ntype Address = string;\n\n/**\n * Calculates the maximum amount that can be withdrawn in terms of the token\n * (e.g., if rUSD then in rUSD terms, if WETH then in WETH terms)\n */\nexport const calculateMaxWithdraw = ({\n  currentIMR,\n  marginBalance,\n  realBalance,\n  haircut,\n  price,\n}: {\n  /** Current Initial Margin Requirement of the account in rUSD terms */\n  currentIMR: number;\n  /** Current margin balance of the account (expected to already include haircuts) in rUSD terms */\n  marginBalance: number;\n  /**\n   * Current real balance of the token the user wants to withdraw in token terms.\n   * For rUSD: this equals net deposits (balanceDeprecated from v2 endpoints + realized PnL).\n   * For all other tokens: this equals balanceDeprecated (since realized PnL is 0 for them).\n   */\n  realBalance: number;\n  /**\n   * Haircut parameter of the token.\n   * Note: haircut for rUSD is always expected to be 0.\n   */\n  haircut: number;\n  /** Price of the token in rUSD terms */\n  price: number;\n}): number => {\n  if (currentIMR < 0 || price < 0 || haircut < 0) {\n    throw new Error('currentIMR, price, and haircut cannot be negative');\n  }\n\n  if (currentIMR === 0) {\n    return realBalance;\n  }\n\n  if (haircut === 1 || price === 0) {\n    return 0;\n  }\n\n  const availableMargin = marginBalance - currentIMR;\n  const maxFromMargin = availableMargin / (price * (1 - haircut));\n\n  return Math.max(0, Math.min(realBalance, maxFromMargin));\n};\n\nexport const calculateMaxExposure = ({\n  poolBalance,\n  riskFactor,\n  poolIMR = POOL_IMR,\n}: {\n  poolBalance: number;\n  poolIMR?: number;\n  riskFactor: number;\n}) => poolBalance / (poolIMR * Math.sqrt(riskFactor));\n\n/**\n * Splits a trade exposure into rebalancing and unbalancing portions relative to pool net exposure.\n * Rebalancing reduces pool's absolute exposure; unbalancing increases it.\n */\nexport const splitTradeExposure = (\n  tradeExposure: number,\n  poolNetExposure: number,\n): { rebalancing: number; unbalancing: number } => {\n  if (tradeExposure === 0) {\n    return { rebalancing: 0, unbalancing: 0 };\n  }\n\n  // If pool has no exposure, entire trade is unbalancing\n  if (poolNetExposure === 0) {\n    return { rebalancing: 0, unbalancing: tradeExposure };\n  }\n\n  // Opposite sign means trade increases pool exposure → pure unbalancing\n  const sameSign =\n    (poolNetExposure > 0 && tradeExposure > 0) ||\n    (poolNetExposure < 0 && tradeExposure < 0);\n  if (!sameSign) {\n    return { rebalancing: 0, unbalancing: tradeExposure };\n  }\n\n  // Same sign: trade reduces pool exposure (pool takes opposite side)\n  const absPool = Math.abs(poolNetExposure);\n  const absTrade = Math.abs(tradeExposure);\n\n  if (absTrade <= absPool) {\n    // Pure rebalancing — trade doesn't cross zero\n    return { rebalancing: tradeExposure, unbalancing: 0 };\n  }\n\n  // Mixed: rebalance up to pool exposure, then unbalance the rest\n  const rebalancing = poolNetExposure;\n  const unbalancing = tradeExposure - rebalancing;\n  return { rebalancing, unbalancing };\n};\n\n/**\n * Computes the new log price multiplier (logF) after a trade, handling both\n * rebalancing and unbalancing portions.\n *\n * Mirrors on-chain logic in PriceMultiplier.sol:computeNewLogPriceMultiplier.\n */\nexport const computeNewLogF = ({\n  currentLogF,\n  tradeExposure,\n  poolNetExposure,\n  depthFactor,\n  maxExposure,\n}: {\n  currentLogF: number;\n  tradeExposure: number;\n  poolNetExposure: number;\n  depthFactor: number;\n  maxExposure: number;\n}): number => {\n  if (tradeExposure === 0) return currentLogF;\n\n  const { rebalancing, unbalancing } = splitTradeExposure(\n    tradeExposure,\n    poolNetExposure,\n  );\n\n  // Case 1: Has unbalancing portion (includes mixed trades)\n  if (unbalancing !== 0) {\n    // If also rebalancing, it brings logF to 0 by definition (trade crosses zero)\n    const startLogF = rebalancing === 0 ? currentLogF : 0;\n    return startLogF + unbalancing / (depthFactor * maxExposure);\n  }\n\n  // Case 2: Only rebalancing\n  // Both rebalancing and poolNetExposure have the same sign, so ratio is in [0, 1]\n  if (rebalancing !== 0 && poolNetExposure !== 0) {\n    const ratio = rebalancing / poolNetExposure;\n    return currentLogF * (1 - ratio);\n  }\n\n  return currentLogF;\n};\n\n/**\n * Estimates the execution price for a trade using the exponential logPriceMultiplier formula.\n *\n * Mirrors on-chain logic:\n * 1. computeNewLogPriceMultiplier (PriceMultiplier.sol)\n * 2. computeAmmPrice: ammPrice = oraclePrice * exp(logF)\n * 3. computeSignedSpread: executionPrice = ammPrice * (1 + signedSpread)\n *\n * @audit spreadDiscount not applied — known limitation, to be addressed later\n * @audit priceSpacing rounding not applied\n */\nexport const calculateEstimatedExecutionPrice = ({\n  oraclePrice,\n  currentLogF,\n  tradeExposure,\n  poolNetExposure,\n  depthFactor,\n  maxExposure,\n  priceSpread,\n}: {\n  oraclePrice: number;\n  currentLogF: number;\n  tradeExposure: number;\n  poolNetExposure: number;\n  depthFactor: number;\n  maxExposure: number;\n  priceSpread: number;\n}): number => {\n  if (tradeExposure === 0) {\n    return oraclePrice * Math.exp(currentLogF);\n  }\n\n  // 1. Compute new logF after trade impact\n  const newLogF = computeNewLogF({\n    currentLogF,\n    tradeExposure,\n    poolNetExposure,\n    depthFactor,\n    maxExposure,\n  });\n\n  // 2. Compute AMM price: oraclePrice * exp(newLogF)\n  const ammPrice = oraclePrice * Math.exp(newLogF);\n\n  // 3. Apply signed spread\n  const signedSpread = tradeExposure > 0 ? priceSpread : -priceSpread;\n  return Math.max(0, ammPrice * (1 + signedSpread));\n};\n\nexport const calculateTradeFee = ({\n  feeRate,\n  tradeNotional,\n}: {\n  feeRate: number;\n  tradeNotional: number;\n}) => feeRate * Math.abs(tradeNotional);\n\nexport const calculateSpread = ({\n  depthFactor,\n  maxExposure,\n  oraclePrice,\n  poolPrice,\n  tradeNotional,\n}: {\n  depthFactor: number;\n  maxExposure: number;\n  oraclePrice: number;\n  poolPrice: number;\n  tradeNotional: number;\n}) =>\n  (poolPrice / oraclePrice) *\n  (1 + tradeNotional / (depthFactor * maxExposure) - 1) *\n  tradeNotional;\n\nexport const calculateEstimatedLiquidationPrice = ({\n  LMR,\n  accountBalance,\n  isShort,\n  notional,\n  oraclePrice,\n}: {\n  LMR: number;\n  accountBalance: number;\n  isShort: boolean;\n  notional: number;\n  oraclePrice: number;\n}) =>\n  Math.max(\n    0,\n    oraclePrice *\n      (1 - ((accountBalance - LMR) / notional) * (isShort ? -1 : 1)),\n  );\n\nexport const calculateLeverage = ({\n  imrMultiplier,\n  riskFactor,\n}: {\n  imrMultiplier: number;\n  riskFactor: number;\n}) => 1 / (imrMultiplier * Math.sqrt(riskFactor));\n\nexport const calculateRequiredMargin = ({\n  currIMR,\n  currentNotional,\n  leverage,\n  tradeNotional,\n}: {\n  currIMR: number;\n  currentNotional: number;\n  leverage: number;\n  tradeNotional: number;\n}) =>\n  currIMR +\n  (Math.abs(currentNotional + tradeNotional) - Math.abs(currentNotional)) /\n    leverage;\n\n/**\n * Calculates the maximum notional trade size (unsigned, always ≥ 0).\n *\n * Implements the UI quant spec v2 (\"Maximum trade\") with two cases:\n *   Case 1 — Extending: trade same direction as existing position.\n *   Case 2 — Reverting: decompose into (a) close position exactly, then\n *            (b) extend from zero in the opposite direction.\n *\n * All quadratics use the unsigned convention (t = |tradeNotional|) so the\n * positive root always corresponds to the correct direction.\n */\nexport const calculateMaxOrderSize = ({\n  currIMR,\n  currNodeBalance,\n  currNotional,\n  depthFactor,\n  feeRate,\n  isShortTrade,\n  leverage,\n  maxExposure,\n  oraclePrice,\n  poolPrice,\n  currentLogF,\n  netExposure,\n}: {\n  currIMR: number;\n  currNodeBalance: number;\n  currNotional: number;\n  depthFactor: number;\n  feeRate: number;\n  isShortTrade: boolean;\n  leverage: number;\n  maxExposure: number;\n  oraclePrice: number;\n  poolPrice: number;\n  currentLogF: number;\n  netExposure: number;\n}): number => {\n  const D = depthFactor * maxExposure;\n  const rho = poolPrice / oraclePrice;\n  const tradeSign = isShortTrade ? -1 : 1;\n  const s0 = currNotional > 0 ? 1 : currNotional < 0 ? -1 : tradeSign;\n  const absN0 = Math.abs(currNotional);\n\n  /**\n   * Solve the extending quadratic (spec §Case 1) for max trade size.\n   * a·t² + b·t + c = 0  where a = ρ·γ, b = s₀·(1/lev + fee) + (ρ−1), c = −surplus.\n   * Root selection: pick the root whose sign matches s₀ (dir).\n   * For rebalancing (a < 0), caps at |NE| (beyond which γ switches to unbalancing).\n   */\n  const solveExtending = (\n    dir: number,\n    surplus: number, // aka, IMRDelta\n    rho_: number,\n    gamma_: number,\n    isRebal: boolean,\n    absNE: number,\n  ): number => {\n    if (surplus <= 0) return 0;\n    const a = rho_ * gamma_;\n    const b = dir * (1 / leverage + feeRate) + (rho_ - 1);\n    const c = -surplus;\n    // Degenerate: γ = 0 → linear equation b·t + c = 0 (rebalancing with f = 0)\n    if (a === 0) {\n      if (b === 0) return isRebal ? absNE : 0;\n      const t = -c / b;\n      if (t * dir <= 0) return isRebal ? absNE : 0;\n      return isRebal ? Math.min(Math.abs(t), absNE) : Math.abs(t);\n    }\n    const disc = b * b - 4 * a * c;\n    if (isRebal) {\n      if (disc < 0) return absNE;\n      const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n      return t * dir <= 0 ? absNE : Math.min(Math.abs(t), absNE);\n    }\n    if (disc < 0)\n      throw new Error(`calculateMaxOrderSize: negative discriminant (${disc})`);\n    const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n    if (t * dir <= 0)\n      throw new Error(`calculateMaxOrderSize: no valid root (${t})`);\n    return Math.abs(t);\n  };\n\n  // Determine γ for a trade of given direction against the current pool state\n  const getGamma = (dir: number, logF: number, ne: number) => {\n    const isRebal = ne !== 0 && dir === Math.sign(ne);\n    const gamma = isRebal ? -logF / ne : 1 / D;\n    return { gamma, isRebal };\n  };\n\n  /**\n   * Like solveExtending, but when the rebalancing leg is capped at |NE|\n   * (pool-flip), continues with the unbalancing leg from NE = 0.\n   *\n   * For the exact rebalancing trade to NE = 0:\n   *   execRatio = ρ·exp(γ·dir·|NE|) = exp(f)·exp(−f) = 1\n   * so only fee and IMR consume margin. Then extend with γ = 1/D and ρ' = 1.\n   */\n  const extendWithFlip = (\n    dir: number,\n    surplus: number,\n    rho_: number,\n    gamma_: number,\n    isRebal: boolean,\n    absNE: number,\n  ): number => {\n    const result = solveExtending(dir, surplus, rho_, gamma_, isRebal, absNE);\n    if (!isRebal || result < absNE || absNE === 0) return result;\n\n    // Pool-flip: rebalancing consumed absNE, continue unbalancing from NE = 0\n    const surplusAfter = surplus - absNE * (1 / leverage + feeRate);\n    if (surplusAfter <= 0) return absNE;\n    return absNE + solveExtending(dir, surplusAfter, 1, 1 / D, false, 0);\n  };\n\n  // ── Case 1: Extending ──────────────────────────────────────────────────\n  if (tradeSign === s0) {\n    const { gamma, isRebal } = getGamma(tradeSign, currentLogF, netExposure);\n    return extendWithFlip(\n      s0,\n      currNodeBalance - currIMR,\n      rho,\n      gamma,\n      isRebal,\n      Math.abs(netExposure),\n    );\n  }\n\n  // ── Case 2: Reverting — close N₀, then re-extend ──────────────────────\n\n  // Step 1: Close N₀ entirely (spec §Case 2, Step 1)\n  const closeTrade = -currNotional;\n  const closeDir = -s0;\n  const { gamma: gammaC, isRebal: closeIsRebal } = getGamma(\n    closeDir,\n    currentLogF,\n    netExposure,\n  );\n  const closeFlipsPool = closeIsRebal && absN0 > Math.abs(netExposure);\n\n  // Exec price ratio: ρ·exp(γ_c·closeTrade) for non-flip, dedicated formula for flip\n  const closeExecRatio = closeFlipsPool\n    ? Math.exp((closeTrade - netExposure) / D)\n    : rho * Math.exp(gammaC * closeTrade);\n\n  const balClose =\n    currNodeBalance - feeRate * absN0 + closeTrade * (1 - closeExecRatio);\n  const imrClose = currIMR - absN0 / leverage;\n  const surplusClose = balClose - imrClose;\n\n  // Insolvency: can't fully close without going under margin.\n  // Solve partial-close quadratic (spec appendix): b has flipped feeRate sign.\n  // Falls back to full close (|N₀|) when no valid partial-close root exists.\n  if (surplusClose <= 0) {\n    const IMRDelta = currNodeBalance - currIMR;\n    const { gamma: gammaP } = getGamma(closeDir, currentLogF, netExposure);\n    const a = rho * gammaP;\n    const b = s0 * (1 / leverage - feeRate) + (rho - 1);\n    const c = -IMRDelta;\n\n    if (a === 0) {\n      if (b === 0) return absN0;\n      const t = -c / b;\n      if (t * closeDir <= 0) return absN0;\n      return Math.min(Math.abs(t), absN0);\n    }\n\n    const disc = b * b - 4 * a * c;\n    if (disc < 0) return absN0;\n    const t = (-b + closeDir * Math.sqrt(disc)) / (2 * a);\n    if (t * closeDir <= 0) return absN0;\n    return Math.min(Math.abs(t), absN0);\n  }\n\n  // Step 2: Extend from zero in -s₀ direction with post-close pool state\n  const neAfter = netExposure + currNotional;\n  let fPrime: number;\n  if (closeFlipsPool) {\n    fPrime = (closeTrade - netExposure) / D;\n  } else if (closeIsRebal) {\n    fPrime = currentLogF * (1 + currNotional / netExposure);\n  } else {\n    fPrime = currentLogF + closeTrade / D;\n  }\n  const rhoPrime = Math.exp(fPrime);\n\n  const extDir = -s0;\n  const { gamma: gammaPrime, isRebal: isExtRebal } = getGamma(\n    extDir,\n    fPrime,\n    neAfter,\n  );\n\n  return (\n    absN0 +\n    extendWithFlip(\n      extDir,\n      surplusClose,\n      rhoPrime,\n      gammaPrime,\n      isExtRebal,\n      Math.abs(neAfter),\n    )\n  );\n};\n\nexport const calculateIMR = ({\n  marketLeverages,\n  marketPrices,\n  positions,\n}: {\n  marketLeverages: Map<MarketId, number>;\n  marketPrices: Map<MarketId, number>;\n  positions: Map<MarketId, number>;\n}) => {\n  return Array.from(positions.entries()).reduce(\n    (sum, [marketId, positionSize]) => {\n      const leverage = marketLeverages.get(marketId);\n      return leverage\n        ? sum +\n            (Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /\n              leverage\n        : sum;\n    },\n    0,\n  );\n};\n\nexport const calculateLMR = ({\n  marketPrices,\n  positions,\n  riskFactors,\n  marketId,\n  tradeSize,\n}: {\n  marketId?: string;\n  marketPrices: Map<MarketId, number>;\n  positions: Map<MarketId, number>;\n  riskFactors: Map<MarketId, number>;\n  tradeSize?: number;\n}) =>\n  Array.from(\n    (marketId && tradeSize\n      ? mergeMap(positions, [\n          [marketId, (positions.get(marketId) ?? 0) + tradeSize],\n        ])\n      : positions\n    ).entries(),\n  ).reduce((sum, [marketId, positionSize]) => {\n    const riskFactor = riskFactors.get(marketId);\n    return riskFactor\n      ? sum +\n          Math.abs(positionSize) *\n            (marketPrices.get(marketId) ?? 0) *\n            Math.sqrt(riskFactor)\n      : sum;\n  }, 0);\n\n// if account balance is below LMR position is liquidable\n\nexport const calculateMarginRatio = ({\n  LMR,\n  totalBalance,\n  tradeCost,\n}: {\n  LMR: number;\n  totalBalance: number;\n  tradeCost: number;\n}) => {\n  if (LMR === 0) {\n    return 0;\n  }\n  if (tradeCost > totalBalance) {\n    return 1;\n  }\n  if (totalBalance === tradeCost) {\n    return Infinity;\n  }\n  return Math.min(1, LMR / (totalBalance - tradeCost));\n};\n\nexport const calculateTotalMargin = ({\n  marketsTrackers,\n  accountBalances,\n  assetPrices,\n  markPrices,\n  marketsTokenInfo,\n  positions,\n  rUSDAddress,\n}: {\n  accountBalances: Map<Address, number>;\n  assetPrices: Map<Address, number>;\n  markPrices: Map<Address, number>;\n  marketsTokenInfo: Map<\n    MarketId,\n    {\n      quoteTokenId: string;\n      underlyingAssetId: string;\n    }\n  >;\n  marketsTrackers: Map<\n    MarketId,\n    {\n      longADLUnwindPrice: number;\n      longBaseMultiplier: number;\n      longFundingValue: number;\n      shortADLUnwindPrice: number;\n      shortBaseMultiplier: number;\n      shortFundingValue: number;\n    }\n  >;\n  positions: {\n    adlUnwindPrice: number;\n    base: number;\n    baseMultiplier: number;\n    fundingValue: number;\n    lastPrice: number;\n    marketId: string;\n    realizedPnl: number;\n  }[];\n  rUSDAddress?: string;\n}) => {\n  const pnl = new Map<Address, number>();\n  const rUSDPrice = (rUSDAddress && assetPrices.get(rUSDAddress)) ?? 1;\n  positions.forEach((position) => {\n    const marketTracker = marketsTrackers?.get(position.marketId);\n    const tokenInfo = marketsTokenInfo.get(position.marketId);\n    if (!tokenInfo) return;\n    let fundingCashFlow = 0;\n    let adlCashFlow = 0;\n\n    // Mirrors calculateSettledPositionPnl: a flat position accrues nothing, and\n    // a zero position multiplier (reopened after full ADL) cannot be divided by,\n    // so only realized and mark PnL count for it.\n    if (marketTracker && position.base !== 0 && position.baseMultiplier > 0) {\n      // fundingCashFlow\n      const marketTrackerFundingValue =\n        position.base < 0\n          ? marketTracker.shortFundingValue\n          : marketTracker.longFundingValue;\n      const trackerDelta = marketTrackerFundingValue - position.fundingValue;\n      fundingCashFlow =\n        (trackerDelta / position.baseMultiplier) * -1 * position.base;\n\n      // adlCashFlow\n      const adlUnwindPrice =\n        ((position.base < 0\n          ? marketTracker.shortADLUnwindPrice\n          : marketTracker.longADLUnwindPrice) -\n          position.adlUnwindPrice) /\n        position.baseMultiplier;\n      const baseMultiplier =\n        (position.base < 0\n          ? marketTracker.shortBaseMultiplier\n          : marketTracker.longBaseMultiplier) / position.baseMultiplier;\n      const lastPriceCoefficient = 1 - baseMultiplier;\n      const initialPrice = lastPriceCoefficient * position.lastPrice;\n      adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;\n    }\n\n    // The underlying supplies the mark; all position cashflows are in the quote token.\n    // A missing mark means \"no price for this bucket\", not a price of zero:\n    // carry the position at its last price rather than swinging by its notional.\n    const markPrice = markPrices.get(tokenInfo.underlyingAssetId);\n    const unrealizedPnl =\n      markPrice === undefined\n        ? 0\n        : (markPrice - position.lastPrice) * position.base;\n\n    pnl.set(\n      tokenInfo.quoteTokenId,\n      (pnl.get(tokenInfo.quoteTokenId) ?? 0) +\n        position.realizedPnl +\n        fundingCashFlow +\n        adlCashFlow +\n        unrealizedPnl,\n    );\n  });\n\n  // A quote-token PnL balance can exist without a collateral deposit row.\n  const assets = new Set([\n    ...Array.from(accountBalances.keys()),\n    ...Array.from(pnl.keys()),\n  ]);\n  return Array.from(assets).reduce(\n    (sum, address) =>\n      sum +\n      ((accountBalances.get(address) ?? 0) + (pnl.get(address) ?? 0)) *\n        (address === rUSDAddress\n          ? 1\n          : (assetPrices.get(address) ?? 0) / (rUSDPrice || 1)),\n    0,\n  );\n};\n\nexport const calculateFundingPnl = ({\n  marketFundingValue,\n  marketBaseMultiplier,\n  positionAvgEntryFundingValue,\n  positionAdjustedBase,\n}: {\n  marketFundingValue: number;\n  marketBaseMultiplier: number;\n  positionAvgEntryFundingValue: number;\n  positionAdjustedBase: number;\n}): number => {\n  return (\n    -1 *\n    (((marketFundingValue - positionAvgEntryFundingValue) *\n      positionAdjustedBase) /\n      marketBaseMultiplier)\n  );\n};\n\nexport const calculatePricePnl = ({\n  price,\n  positionAvgEntryPrice,\n  positionAdjustedBase,\n}: {\n  price: number;\n  positionAvgEntryPrice: number;\n  positionAdjustedBase: number;\n}): number => {\n  return (price - positionAvgEntryPrice) * positionAdjustedBase;\n};\n\nexport const calculateRealBalance = (\n  netDeposits: BigNumber,\n  realized_pnl: BigNumber,\n) => {\n  return netDeposits.plus(realized_pnl);\n};\n\nexport const calculatePositionAdjustedQty = (\n  origQty: BigNumber,\n  marketBaseMultiplier: BigNumber,\n  positionBaseMultiplier: BigNumber,\n): BigNumber => {\n  return origQty.times(marketBaseMultiplier).div(positionBaseMultiplier);\n};\n\n/**\n * Linearly interpolate a depth ratio from a (thresholds, ratios) curve.\n * The curve implicitly starts at (exposure=0, ratio=1.0).\n * - Between thresholds: linear interpolation\n * - Above last threshold: last ratio (flat extrapolation)\n *\n * @param thresholds - Sorted ascending exposure thresholds in notional USD (must be non-empty)\n * @param ratios - Depth ratio at each threshold (same length as thresholds, must be non-empty)\n * @param exposure - Absolute exposure notional (must be >= 0)\n * @throws if thresholds or ratios are empty, or if they have different lengths\n */\nexport const interpolateDepthRatio = (\n  thresholds: number[],\n  ratios: number[],\n  exposure: number,\n): number => {\n  if (exposure < 0) {\n    throw new Error('interpolateDepthRatio: exposure must be >= 0');\n  }\n  if (thresholds.length === 0 || ratios.length === 0) {\n    throw new Error(\n      'interpolateDepthRatio: thresholds and ratios must be non-empty',\n    );\n  }\n  if (thresholds.length !== ratios.length) {\n    throw new Error(\n      'interpolateDepthRatio: thresholds and ratios must have equal length',\n    );\n  }\n\n  const allThresholds = [0, ...thresholds];\n  const allRatios = [1.0, ...ratios];\n\n  if (exposure === 0) return 1.0;\n  if (exposure >= allThresholds[allThresholds.length - 1]) {\n    return allRatios[allRatios.length - 1];\n  }\n\n  for (let i = 0; i < allThresholds.length - 1; i++) {\n    if (exposure <= allThresholds[i + 1]) {\n      const t =\n        (exposure - allThresholds[i]) /\n        (allThresholds[i + 1] - allThresholds[i]);\n      return allRatios[i] + t * (allRatios[i + 1] - allRatios[i]);\n    }\n  }\n\n  throw new Error('interpolateDepthRatio: unreachable');\n};\n\n/**\n * Calculate the dynamic depth factor for a trade given pool state and config.\n *\n * The pool takes the opposite side of the trade, so:\n *   poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional\n *\n * The depth ratio is interpolated from the exposure curve, then multiplied\n * by baseDepth to produce the final depth factor.\n *\n * @param baseDepth - Base depth multiplier for this market\n * @param thresholds - Sorted ascending exposure thresholds (notional USD)\n * @param ratios - Depth ratio at each threshold\n * @param currentPoolNotional - Pool's current notional in this market (signed)\n * @param signedTradeNotional - Trade notional (positive=buy, negative=sell)\n */\nexport const calculateDynamicDepthFactor = ({\n  baseDepth,\n  thresholds,\n  ratios,\n  currentPoolNotional,\n  signedTradeNotional,\n}: {\n  baseDepth: number;\n  thresholds: number[];\n  ratios: number[];\n  currentPoolNotional: number;\n  signedTradeNotional: number;\n}): number => {\n  const poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional;\n  const absExposureNotional = Math.abs(poolNotionalAfterTrade);\n  const depthRatio = interpolateDepthRatio(\n    thresholds,\n    ratios,\n    absExposureNotional,\n  );\n  return depthRatio * baseDepth;\n};\n\nexport const calculatePositionAdlPnL = ({\n  marketTrackerAdlUnwindPrice,\n  marketTrackerBaseMultiplier,\n  positionBase,\n  positionAvgEntryPrice,\n  positionTrackerBaseMultiplier,\n  positionTrackerAdlUnwindPrice,\n}: {\n  marketTrackerAdlUnwindPrice: BigNumber;\n  marketTrackerBaseMultiplier: BigNumber;\n  positionBase: BigNumber;\n  positionAvgEntryPrice: BigNumber;\n  positionTrackerBaseMultiplier: BigNumber;\n  positionTrackerAdlUnwindPrice: BigNumber;\n}): BigNumber => {\n  const currentAdlUnwindPrice = marketTrackerAdlUnwindPrice\n    .minus(positionTrackerAdlUnwindPrice)\n    .multipliedBy(1e18)\n    .div(positionTrackerBaseMultiplier);\n\n  const initialPrice = positionAvgEntryPrice\n    .times(\n      BigNumber(1e18).minus(\n        marketTrackerBaseMultiplier\n          .multipliedBy(1e18)\n          .div(positionTrackerBaseMultiplier),\n      ),\n    )\n    .div(1e18);\n\n  const adlPnL = positionBase\n    .times(currentAdlUnwindPrice.minus(initialPrice))\n    .div(1e18);\n\n  return adlPnL;\n};\n"]}

package/dist/utils/consts.js

@@ -1,7 +1,6 @@
 "use strict";
-var _a;
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPoolAccountId = exports.REYA_DEX_ID = exports.applySocketFeeBuffer = exports.SOCKET_EMPTY_PAYLOAD_SIZE = exports.SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = exports.MA_HEALTH_WARNING_THRESHOLD = exports.MA_HEALTH_DANGER_THRESHOLD = exports.SPECIAL_TIER_THRESHOLD = exports.TIER_TYPE_MAP = exports.VOLUME_TIER_MAP = exports.VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.TRADING_LOTTERY_BOOST = exports.INSTANT_TRADING_RATE_XP = exports.conditionalOrderTypeNames = exports.RANKS_TRADING = exports.RANKS = exports.WHITELISTED_WALLETS = exports.CHANNEL_NAME = exports.ONE_DAY_IN_SECONDS = exports.API_TIMEOUT = exports.MAX_UINT128 = void 0;
+exports.getPoolAccountId = exports.REYA_DEX_ID = exports.applySocketFeeBuffer = exports.SOCKET_EMPTY_PAYLOAD_SIZE = exports.SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = exports.MA_HEALTH_WARNING_THRESHOLD = exports.MA_HEALTH_DANGER_THRESHOLD = exports.SPECIAL_TIER_THRESHOLD = exports.TIER_TYPE_MAP = exports.FEE_TIER_VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.VOLUME_TIER_MAP = exports.VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.TRADING_LOTTERY_BOOST = exports.INSTANT_TRADING_RATE_XP = exports.RANKS_TRADING = exports.RANKS = exports.WHITELISTED_WALLETS = exports.CHANNEL_NAME = exports.ONE_DAY_IN_SECONDS = exports.API_TIMEOUT = exports.MAX_UINT128 = void 0;
 var types_1 = require("../types");
 exports.MAX_UINT128 = Math.pow(2, 128) - 1;
 exports.API_TIMEOUT = 2500;
@@ -102,11 +101,6 @@ exports.RANKS_TRADING = {
         rankName: 'Achilles',
     },
 };
-exports.conditionalOrderTypeNames = (_a = {},
-    _a[types_1.ConditionalOrderType.STOP_LOSS] = 'Stop Loss',
-    _a[types_1.ConditionalOrderType.TAKE_PROFIT] = 'Take Profit',
-    _a[types_1.ConditionalOrderType.LIMIT_ORDER] = 'Limit Order',
-    _a);
 exports.INSTANT_TRADING_RATE_XP = 2;
 exports.TRADING_LOTTERY_BOOST = 10;
 exports.VOLUME_LOOKBACK_WINDOW_IN_SECONDS = 30 * 24 * 60 * 60;
@@ -119,6 +113,7 @@ exports.VOLUME_TIER_MAP = {
     5: 1000000000, // Tier 5: $1,000,000,000 volume
     6: 5000000000, // Tier 6: $5,000,000,000 volume
 };
+exports.FEE_TIER_VOLUME_LOOKBACK_WINDOW_IN_SECONDS = 30 * exports.ONE_DAY_IN_SECONDS;
 exports.TIER_TYPE_MAP = {
     0: types_1.TierType.REGULAR,
     1: types_1.TierType.REGULAR,

package/dist/utils/consts.js.map

@@ -1 +1 @@
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1;\nexport const API_TIMEOUT: number = 2500;\n\nexport const ONE_DAY_IN_SECONDS: number = 60 * 60 * 24;\n\nexport const CHANNEL_NAME = 'redis-pub-sub' as const;\n\nexport const WHITELISTED_WALLETS = [\n  '0xE116e2c0c2B0e7cd88060F06e2b2D7981Ef897ef',\n  '0xb9db1789e8998eEDB6a53348Fe57Dcd080405cD4',\n  '0x9A47F123916fC4745aCC6868D88450DC6056d335',\n  '0x8d24B1663E80B4d1aB85e6B710Cd9178e475fd60',\n  '0x1A0E5AbE817FDC9C000176183FA54e4B86940a83',\n  '0x2b38d2d4FEcf085Eb7552607b5A5D631180015D6',\n  '0xFcC63268172cDcf1Ae6D9dC572a10d0De7303C92',\n  '0xDa0aA49cA0ca58939b76BaeCDcbfDb04b40CF6e8',\n  '0xe33340635435BCA1E7686af89971D23525b2d8F8',\n  '0xF8F6B70a36f4398f0853a311dC6699Aba8333Cc1', // internal dev account for testing\n  '0x564aa5a2e98bdfcb876e8bcce129c18b6f052a0d',\n  '0xaE173a960084903b1d278Ff9E3A81DeD82275556',\n  '0x7aa47a9737395ae9e98E8b25aC97ee04b205dC22',\n  '0xfd4295c1a0b07e6b706f0ab83dc9eb461b7f17b3', // input from simon\n  '0x2fa11ef008c4b585ccf0a76861794ac7ae5a3a67', // brokoli\n  '0x423063ed854736ae151B79032e4275AB57245173',\n  '0xb89b383C26c2514907b6De5B6df96b2d97f425eC',\n  '0x6C51275FD01d5DbD2DA194E92f920f8598306dF2', // Daniel\n];\n\nexport const RANKS: Record<number, Rank> = {\n  0: {\n    rankNumber: 0,\n    rankName: '',\n    rankLetter: '',\n  },\n  1: {\n    rankNumber: 1,\n    rankName: 'Alpha',\n    rankLetter: 'α',\n  },\n  2: {\n    rankNumber: 2,\n    rankName: 'Beta',\n    rankLetter: 'β',\n  },\n  3: {\n    rankNumber: 3,\n    rankName: 'Gamma',\n    rankLetter: 'γ',\n  },\n  4: {\n    rankNumber: 4,\n    rankName: 'Delta',\n    rankLetter: 'δ',\n  },\n  5: {\n    rankNumber: 5,\n    rankName: 'Epsilon',\n    rankLetter: 'ε',\n  },\n  6: {\n    rankNumber: 6,\n    rankName: 'Zeta',\n    rankLetter: 'ζ',\n  },\n  7: {\n    rankNumber: 7,\n    rankName: 'Eta',\n    rankLetter: 'η',\n  },\n  8: {\n    rankNumber: 8,\n    rankName: 'Theta',\n    rankLetter: 'θ',\n  },\n  9: {\n    rankNumber: 9,\n    rankName: 'Iota',\n    rankLetter: 'ι',\n  },\n  10: {\n    rankNumber: 10,\n    rankName: 'Kappa',\n    rankLetter: 'κ',\n  },\n};\n\nexport const RANKS_TRADING: Record<number, RankTrading> = {\n  0: {\n    rankNumber: 0,\n    rankName: '',\n  },\n  1: {\n    rankNumber: 1,\n    rankName: 'Heracles',\n  },\n  2: {\n    rankNumber: 2,\n    rankName: 'Perseus',\n  },\n  3: {\n    rankNumber: 3,\n    rankName: 'Achilles',\n  },\n};\n\nexport const conditionalOrderTypeNames: Record<\n  ConditionalOrderType,\n  ConditionalOrderTypeName\n> = {\n  [ConditionalOrderType.STOP_LOSS]: 'Stop Loss',\n  [ConditionalOrderType.TAKE_PROFIT]: 'Take Profit',\n  [ConditionalOrderType.LIMIT_ORDER]: 'Limit Order',\n};\n\nexport const INSTANT_TRADING_RATE_XP = 2;\nexport const TRADING_LOTTERY_BOOST = 10;\n\nexport const VOLUME_LOOKBACK_WINDOW_IN_SECONDS = 30 * 24 * 60 * 60;\n\nexport const VOLUME_TIER_MAP: Record<number, number> = {\n  0: 0, // Tier 0: $0 volume\n  1: 1_000_000, // Tier 1: $1,000,000 volume\n  2: 10_000_000, // Tier 2: $10,000,000 volume\n  3: 50_000_000, // Tier 3: $50,000,000 volume\n  4: 250_000_000, // Tier 4: $250,000,000 volume\n  5: 1_000_000_000, // Tier 5: $1,000,000,000 volume\n  6: 5_000_000_000, // Tier 6: $5,000,000,000 volume\n};\n\nexport const TIER_TYPE_MAP: Record<number, TierType> = {\n  0: TierType.REGULAR,\n  1: TierType.REGULAR,\n  2: TierType.REGULAR,\n  3: TierType.REGULAR,\n  4: TierType.REGULAR,\n  5: TierType.REGULAR,\n  6: TierType.REGULAR,\n  100: TierType.VIP,\n  101: TierType.VIP,\n};\n\nexport const SPECIAL_TIER_THRESHOLD = 100;\n\nexport const MA_HEALTH_DANGER_THRESHOLD = 95;\nexport const MA_HEALTH_WARNING_THRESHOLD = 80;\n\nexport const SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = BigInt('50000000');\nexport const SOCKET_EMPTY_PAYLOAD_SIZE = 160;\nexport const applySocketFeeBuffer = (fees: bigint): bigint => {\n  // apply 10% buffer\n  return (fees * BigInt(110)) / BigInt(100);\n};\n\nexport const REYA_DEX_ID = 2;\n\nexport const getPoolAccountId = (isProduction: boolean): number => {\n  return isProduction ? 2 : 4;\n};\n"]}
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1;\nexport const API_TIMEOUT: number = 2500;\n\nexport const ONE_DAY_IN_SECONDS: number = 60 * 60 * 24;\n\nexport const CHANNEL_NAME = 'redis-pub-sub' as const;\n\nexport const WHITELISTED_WALLETS = [\n  '0xE116e2c0c2B0e7cd88060F06e2b2D7981Ef897ef',\n  '0xb9db1789e8998eEDB6a53348Fe57Dcd080405cD4',\n  '0x9A47F123916fC4745aCC6868D88450DC6056d335',\n  '0x8d24B1663E80B4d1aB85e6B710Cd9178e475fd60',\n  '0x1A0E5AbE817FDC9C000176183FA54e4B86940a83',\n  '0x2b38d2d4FEcf085Eb7552607b5A5D631180015D6',\n  '0xFcC63268172cDcf1Ae6D9dC572a10d0De7303C92',\n  '0xDa0aA49cA0ca58939b76BaeCDcbfDb04b40CF6e8',\n  '0xe33340635435BCA1E7686af89971D23525b2d8F8',\n  '0xF8F6B70a36f4398f0853a311dC6699Aba8333Cc1', // internal dev account for testing\n  '0x564aa5a2e98bdfcb876e8bcce129c18b6f052a0d',\n  '0xaE173a960084903b1d278Ff9E3A81DeD82275556',\n  '0x7aa47a9737395ae9e98E8b25aC97ee04b205dC22',\n  '0xfd4295c1a0b07e6b706f0ab83dc9eb461b7f17b3', // input from simon\n  '0x2fa11ef008c4b585ccf0a76861794ac7ae5a3a67', // brokoli\n  '0x423063ed854736ae151B79032e4275AB57245173',\n  '0xb89b383C26c2514907b6De5B6df96b2d97f425eC',\n  '0x6C51275FD01d5DbD2DA194E92f920f8598306dF2', // Daniel\n];\n\nexport const RANKS: Record<number, Rank> = {\n  0: {\n    rankNumber: 0,\n    rankName: '',\n    rankLetter: '',\n  },\n  1: {\n    rankNumber: 1,\n    rankName: 'Alpha',\n    rankLetter: 'α',\n  },\n  2: {\n    rankNumber: 2,\n    rankName: 'Beta',\n    rankLetter: 'β',\n  },\n  3: {\n    rankNumber: 3,\n    rankName: 'Gamma',\n    rankLetter: 'γ',\n  },\n  4: {\n    rankNumber: 4,\n    rankName: 'Delta',\n    rankLetter: 'δ',\n  },\n  5: {\n    rankNumber: 5,\n    rankName: 'Epsilon',\n    rankLetter: 'ε',\n  },\n  6: {\n    rankNumber: 6,\n    rankName: 'Zeta',\n    rankLetter: 'ζ',\n  },\n  7: {\n    rankNumber: 7,\n    rankName: 'Eta',\n    rankLetter: 'η',\n  },\n  8: {\n    rankNumber: 8,\n    rankName: 'Theta',\n    rankLetter: 'θ',\n  },\n  9: {\n    rankNumber: 9,\n    rankName: 'Iota',\n    rankLetter: 'ι',\n  },\n  10: {\n    rankNumber: 10,\n    rankName: 'Kappa',\n    rankLetter: 'κ',\n  },\n};\n\nexport const RANKS_TRADING: Record<number, RankTrading> = {\n  0: {\n    rankNumber: 0,\n    rankName: '',\n  },\n  1: {\n    rankNumber: 1,\n    rankName: 'Heracles',\n  },\n  2: {\n    rankNumber: 2,\n    rankName: 'Perseus',\n  },\n  3: {\n    rankNumber: 3,\n    rankName: 'Achilles',\n  },\n};\n\nexport const INSTANT_TRADING_RATE_XP = 2;\nexport const TRADING_LOTTERY_BOOST = 10;\n\nexport const VOLUME_LOOKBACK_WINDOW_IN_SECONDS = 30 * 24 * 60 * 60;\n\nexport const VOLUME_TIER_MAP: Record<number, number> = {\n  0: 0, // Tier 0: $0 volume\n  1: 1_000_000, // Tier 1: $1,000,000 volume\n  2: 10_000_000, // Tier 2: $10,000,000 volume\n  3: 50_000_000, // Tier 3: $50,000,000 volume\n  4: 250_000_000, // Tier 4: $250,000,000 volume\n  5: 1_000_000_000, // Tier 5: $1,000,000,000 volume\n  6: 5_000_000_000, // Tier 6: $5,000,000,000 volume\n};\n\nexport const FEE_TIER_VOLUME_LOOKBACK_WINDOW_IN_SECONDS =\n  30 * ONE_DAY_IN_SECONDS;\n\nexport const TIER_TYPE_MAP: Record<number, TierType> = {\n  0: TierType.REGULAR,\n  1: TierType.REGULAR,\n  2: TierType.REGULAR,\n  3: TierType.REGULAR,\n  4: TierType.REGULAR,\n  5: TierType.REGULAR,\n  6: TierType.REGULAR,\n  100: TierType.VIP,\n  101: TierType.VIP,\n};\n\nexport const SPECIAL_TIER_THRESHOLD = 100;\n\nexport const MA_HEALTH_DANGER_THRESHOLD = 95;\nexport const MA_HEALTH_WARNING_THRESHOLD = 80;\n\nexport const SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = BigInt('50000000');\nexport const SOCKET_EMPTY_PAYLOAD_SIZE = 160;\nexport const applySocketFeeBuffer = (fees: bigint): bigint => {\n  // apply 10% buffer\n  return (fees * BigInt(110)) / BigInt(100);\n};\n\nexport const REYA_DEX_ID = 2;\n\nexport const getPoolAccountId = (isProduction: boolean): number => {\n  return isProduction ? 2 : 4;\n};\n"]}