@symmio/trading-core 0.1.0

package/dist/solvers/instant-open/shared/trade-math.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/instant-open/shared/trade-math.js

@@ -0,0 +1,42 @@
+import { PositionType as e } from "../../../symmio-contracts/symmio/types.js";
+import { RoundingMode as t, parseEther as n, toDecimal as r } from "@symmio/utils/decimal";
+//#region src/solvers/instant-open/shared/trade-math.ts
+var i = 300n;
+function a(e) {
+	return (e ?? BigInt(Math.floor(Date.now() / 1e3))) + i;
+}
+function o(n) {
+	let { markPrice: i, slippage: a, positionType: o, userInput: s, inputField: c, leverage: l, pricePrecision: u, quantityPrecision: d, cvaPercent: f, lfPercent: p, partyAmmPercent: m, partyBmmPercent: h } = n, g = r(i);
+	if (g.isZero() || g.isNaN()) return null;
+	let _ = r(s);
+	if (_.isZero() || _.isNaN()) return null;
+	let v = r(100 - (o === e.SHORT ? a : -a)).div(100), y = g.times(v).toFixed(u, t.ROUND_DOWN), b = c === "PRICE" ? _.div(y).toFixed(d, t.ROUND_DOWN) : _.toFixed(d, t.ROUND_DOWN), x = r(b).times(y).toString(), S = r(x).times(r(f)).div(100).toString(), C = r(x).times(r(p)).div(100).toString(), w = r(x).times(r(m)).div(100).toString(), T = r(x).times(r(h)).div(100).toString();
+	return {
+		requestedOpenPrice: y,
+		quantityBasic: b,
+		quantity: r(b).times(l).toFixed(d, t.ROUND_DOWN),
+		notionalBasic: x,
+		notional: r(x).times(l).toString(),
+		cva: S,
+		lf: C,
+		partyAmm: w,
+		partyBmm: T
+	};
+}
+function s(t) {
+	let { positionType: n, markPrice: i, quantityBasic: a, cva: o, lf: s, partyAmm: c, cvaPercent: l, lfPercent: u, partyAmmPercent: d, platformFee: f } = t;
+	if (n === e.LONG) return r(o).plus(s).plus(c).plus(f).toString();
+	let p = r(i), m = r(a).times(p).toString(), h = r(m).times(r(l)).div(100).toString(), g = r(m).times(r(u)).div(100).toString(), _ = r(m).times(r(d)).div(100).toString();
+	return r(h).plus(g).plus(_).plus(f).toString();
+}
+function c(e, t, n) {
+	let i = r(e.openFee.toString()).times(t), a = r(e.closeFee.toString()).times(n);
+	return i.plus(a).div(r("1e18")).toString();
+}
+function l(e) {
+	return BigInt(n(e).toFixed(0, t.ROUND_DOWN));
+}
+//#endregion
+export { i as MARKET_ORDER_DEADLINE_SECONDS, s as calculateMargin, o as calculateTradeParams, c as computePlatformFee, a as getMarketOrderDeadline, l as toWeiBigInt };
+
+//# sourceMappingURL=trade-math.js.map

package/dist/solvers/instant-open/shared/trade-math.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"trade-math.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"sourcesContent":["import { parseEther, RoundingMode, toDecimal } from \"@symmio/utils/decimal\";\nimport { PositionType } from \"./types\";\n\n/**\n * Unix-seconds remaining for a MARKET-order deadline (5 minutes).\n */\nexport const MARKET_ORDER_DEADLINE_SECONDS = 300n;\n\n/**\n * Compute a unix-seconds `deadline` for a MARKET order.\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getMarketOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + MARKET_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Parameters for {@link calculateTradeParams}.\n */\nexport interface CalculateTradeParamsParameters {\n  /** Mark price as decimal string (e.g. `\"50123.45\"`). */\n  markPrice: string;\n  /** Slippage percent (e.g. `5` for 5%). */\n  slippage: number;\n  /** Position side: `\"LONG\"` or `\"SHORT\"`. */\n  positionType: PositionType;\n  /** User input as decimal string. Interpreted as collateral when `inputField === \"PRICE\"`. */\n  userInput: string;\n  /** Input mode. `\"PRICE\"` = userInput is USD collateral; `\"TOKEN\"` = userInput is base token amount. */\n  inputField: \"PRICE\" | \"TOKEN\";\n  /** Position leverage (integer ≥ 1). */\n  leverage: number;\n  /** Price precision (decimals). */\n  pricePrecision: number;\n  /** Quantity precision (decimals). */\n  quantityPrecision: number;\n  /** Solver locked-param percentages (e.g. `\"0.02\"` for 2%). */\n  cvaPercent?: string;\n  /** Solver locked-param percentages (e.g. `\"0.01\"` for 1%). */\n  lfPercent?: string;\n  /** Solver locked-param percentages. */\n  partyAmmPercent?: string;\n  /** Solver locked-param percentages. */\n  partyBmmPercent?: string;\n}\n\n/**\n * Return type of {@link calculateTradeParams}.\n *\n * All values are decimal strings. Convert to 18-decimal `bigint` with\n * `parseEther(...).toFixed(0)` (or {@link toWeiBigInt}) before passing to a\n * contract call.\n */\nexport interface CalculateTradeParamsReturnType {\n  /** Open price with slippage applied, trimmed to `pricePrecision`. */\n  requestedOpenPrice: string;\n  /** Base quantity (no leverage), trimmed to `quantityPrecision`. */\n  quantityBasic: string;\n  /** Leveraged quantity (`quantityBasic × leverage`), trimmed to `quantityPrecision`. */\n  quantity: string;\n  /** Base notional (`quantityBasic × requestedOpenPrice`). */\n  notionalBasic: string;\n  /** Leveraged notional (`notionalBasic × leverage`). */\n  notional: string;\n  /** CVA locked margin (`notionalBasic × cvaPercent / 100`). */\n  cva: string;\n  /** LF locked margin (`notionalBasic × lfPercent / 100`). */\n  lf: string;\n  /** PartyA maintenance margin. */\n  partyAmm: string;\n  /** PartyB maintenance margin. */\n  partyBmm: string;\n}\n\n/**\n * Pure trade-parameters calculator for lowcap MARKET orders.\n *\n * Steps:\n * 1. `requestedOpenPrice = markPrice × (1 ± slippage/100)` trimmed to `pricePrecision`.\n * 2. `quantityBasic = userInput / requestedOpenPrice` (when `inputField === \"PRICE\"`) or\n *    `userInput` (when `inputField === \"TOKEN\"`) trimmed to `quantityPrecision`.\n * 3. `notionalBasic = quantityBasic × requestedOpenPrice`.\n * 4. `cva / lf / partyAmm / partyBmm = notionalBasic × percent / 100`.\n * 5. `quantity = quantityBasic × leverage` trimmed to `quantityPrecision`.\n * 6. `notional = notionalBasic × leverage`.\n *\n * @returns `null` when `markPrice` is zero/NaN or `userInput` is invalid.\n */\nexport function calculateTradeParams(\n  parameters: CalculateTradeParamsParameters,\n): CalculateTradeParamsReturnType | null {\n  const {\n    markPrice,\n    slippage,\n    positionType,\n    userInput,\n    inputField,\n    leverage,\n    pricePrecision,\n    quantityPrecision,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    partyBmmPercent,\n  } = parameters;\n\n  const markPriceDec = toDecimal(markPrice);\n  if (markPriceDec.isZero() || markPriceDec.isNaN()) return null;\n  const userInputDec = toDecimal(userInput);\n  if (userInputDec.isZero() || userInputDec.isNaN()) return null;\n\n  const signedSlippage = positionType === PositionType.SHORT ? slippage : -slippage;\n  const slippageFactor = toDecimal(100 - signedSlippage).div(100);\n  const requestedOpenPrice = markPriceDec.times(slippageFactor).toFixed(pricePrecision, RoundingMode.ROUND_DOWN);\n\n  const quantityBasic =\n    inputField === \"PRICE\"\n      ? userInputDec.div(requestedOpenPrice).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN)\n      : userInputDec.toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n\n  const notionalBasic = toDecimal(quantityBasic).times(requestedOpenPrice).toString();\n  const cva = toDecimal(notionalBasic).times(toDecimal(cvaPercent)).div(100).toString();\n  const lf = toDecimal(notionalBasic).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmm = toDecimal(notionalBasic).times(toDecimal(partyAmmPercent)).div(100).toString();\n  const partyBmm = toDecimal(notionalBasic).times(toDecimal(partyBmmPercent)).div(100).toString();\n\n  const quantity = toDecimal(quantityBasic).times(leverage).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n  const notional = toDecimal(notionalBasic).times(leverage).toString();\n\n  return {\n    requestedOpenPrice,\n    quantityBasic,\n    quantity,\n    notionalBasic,\n    notional,\n    cva,\n    lf,\n    partyAmm,\n    partyBmm,\n  };\n}\n\n/**\n * Parameters for {@link calculateMargin}.\n */\nexport interface CalculateMarginParameters {\n  /** Position side. */\n  positionType: PositionType;\n  /** Mark price (decimal string). */\n  markPrice: string;\n  /** Base quantity from {@link calculateTradeParams}. */\n  quantityBasic: string;\n  /** CVA from {@link calculateTradeParams}. */\n  cva: string;\n  /** LF from {@link calculateTradeParams}. */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams}. */\n  partyAmm: string;\n  /** Solver locked-param percents (passed when recomputing for SHORT). */\n  cvaPercent?: string;\n  /** Solver locked-param percents. */\n  lfPercent?: string;\n  /** Solver locked-param percents. */\n  partyAmmPercent?: string;\n  /** On-chain platform fee as decimal string (from {@link computePlatformFee}). */\n  platformFee: string;\n}\n\n/**\n * Compute the `addMargin` amount for lowcap isolation.\n *\n * - **LONG**: `margin = cva + lf + partyAmm + platformFee`.\n * - **SHORT**: recompute the locked values at `markPrice`,\n *   then sum + `platformFee`.\n *\n * @returns Margin as decimal string.\n */\nexport function calculateMargin(parameters: CalculateMarginParameters): string {\n  const {\n    positionType,\n    markPrice,\n    quantityBasic,\n    cva,\n    lf,\n    partyAmm,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    platformFee,\n  } = parameters;\n\n  if (positionType === PositionType.LONG) {\n    return toDecimal(cva).plus(lf).plus(partyAmm).plus(platformFee).toString();\n  }\n\n  const marginPrice = toDecimal(markPrice);\n  const notionalBasicMargin = toDecimal(quantityBasic).times(marginPrice).toString();\n  const cvaMargin = toDecimal(notionalBasicMargin).times(toDecimal(cvaPercent)).div(100).toString();\n  const lfMargin = toDecimal(notionalBasicMargin).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmmMargin = toDecimal(notionalBasicMargin).times(toDecimal(partyAmmPercent)).div(100).toString();\n\n  return toDecimal(cvaMargin).plus(lfMargin).plus(partyAmmMargin).plus(platformFee).toString();\n}\n\n/**\n * On-chain `getFeeForUser` result, in 18-decimal fixed-point.\n */\nexport interface ComputePlatformFeeRates {\n  /** Open fee rate as 18-decimal `bigint`. */\n  openFee: bigint;\n  /** Close fee rate as 18-decimal `bigint`. */\n  closeFee: bigint;\n}\n\n/**\n * Compute the total platform fee for an open + close round trip.\n *\n * `(openFee × initialNotional + closeFee × closeNotional) / 1e18`.\n *\n * @param rates - Fee rates from `getFeeForUser`.\n * @param initialNotional - Notional at open, decimal string.\n * @param closeNotional - Notional at close, decimal string.\n * @returns Total fee as decimal string.\n */\nexport function computePlatformFee(\n  rates: ComputePlatformFeeRates,\n  initialNotional: string,\n  closeNotional: string,\n): string {\n  const open = toDecimal(rates.openFee.toString()).times(initialNotional);\n  const close = toDecimal(rates.closeFee.toString()).times(closeNotional);\n  return open.plus(close).div(toDecimal(\"1e18\")).toString();\n}\n\n/**\n * Convert a decimal string to an 18-decimal-fixed-point `bigint`.\n *\n * Wrapper over `parseEther` from `@symmio/utils/decimal` that returns\n * the wei value as `bigint` (truncated, no rounding) suitable for contract calls.\n */\nexport function toWeiBigInt(value: string): bigint {\n  return BigInt(parseEther(value).toFixed(0, RoundingMode.ROUND_DOWN));\n}\n"],"mappings":";;;AAMA,IAAa,IAAgC;AAO7C,SAAgB,EAAuB,GAAsB;CAE3D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AA0EA,SAAgB,EACd,GACuC;CACvC,IAAM,EACJ,cACA,aACA,iBACA,cACA,eACA,aACA,mBACA,sBACA,eACA,cACA,oBACA,uBACE,GAEE,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAC1D,IAAM,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAG1D,IAAM,IAAiB,EAAU,OADV,MAAiB,EAAa,QAAQ,IAAW,CAAC,EACpB,EAAE,IAAI,GAAG,GACxD,IAAqB,EAAa,MAAM,CAAc,EAAE,QAAQ,GAAgB,EAAa,UAAU,GAEvG,IACJ,MAAe,UACX,EAAa,IAAI,CAAkB,EAAE,QAAQ,GAAmB,EAAa,UAAU,IACvF,EAAa,QAAQ,GAAmB,EAAa,UAAU,GAE/D,IAAgB,EAAU,CAAa,EAAE,MAAM,CAAkB,EAAE,SAAS,GAC5E,IAAM,EAAU,CAAa,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC9E,IAAK,EAAU,CAAa,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC5E,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAK9F,OAAO;EACL;EACA;EACA,UANe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,QAAQ,GAAmB,EAAa,UAMhG;EACA;EACA,UAPe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,SAOxD;EACA;EACA;EACA;EACA;CACF;AACF;AAqCA,SAAgB,EAAgB,GAA+C;CAC7E,IAAM,EACJ,iBACA,cACA,kBACA,QACA,OACA,aACA,eACA,cACA,oBACA,mBACE;CAEJ,IAAI,MAAiB,EAAa,MAChC,OAAO,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAW,EAAE,SAAS;CAG3E,IAAM,IAAc,EAAU,CAAS,GACjC,IAAsB,EAAU,CAAa,EAAE,MAAM,CAAW,EAAE,SAAS,GAC3E,IAAY,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC1F,IAAW,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAiB,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAE1G,OAAO,EAAU,CAAS,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAc,EAAE,KAAK,CAAW,EAAE,SAAS;AAC7F;AAsBA,SAAgB,EACd,GACA,GACA,GACQ;CACR,IAAM,IAAO,EAAU,EAAM,QAAQ,SAAS,CAAC,EAAE,MAAM,CAAe,GAChE,IAAQ,EAAU,EAAM,SAAS,SAAS,CAAC,EAAE,MAAM,CAAa;CACtE,OAAO,EAAK,KAAK,CAAK,EAAE,IAAI,EAAU,MAAM,CAAC,EAAE,SAAS;AAC1D;AAQA,SAAgB,EAAY,GAAuB;CACjD,OAAO,OAAO,EAAW,CAAK,EAAE,QAAQ,GAAG,EAAa,UAAU,CAAC;AACrE"}

package/dist/solvers/instant-open/shared/types.d.ts

@@ -0,0 +1,185 @@
+import { Address, Hex } from 'viem';
+import { InstantLayerAccount } from '../../../symmio-contracts/instant-layer/types';
+import { PositionType } from '../../../symmio-contracts/symmio/types';
+/**
+ * Re-export the canonical trade-side enum (defined in
+ * `symmio-contracts/symmio/types.ts`) so the instant-open slice has one place
+ * to import it from. Numeric values match the on-chain enum: `LONG = 0`,
+ * `SHORT = 1`.
+ */
+export { PositionType };
+/** Contract enum value for MARKET orders. */
+export declare const ORDER_TYPE_MARKET: 1;
+/**
+ * Virtual-account isolation type values used by `addMarginToNextVA`.
+ *
+ * Matches the on-chain `VirtualAccountIsolationType` enum.
+ */
+export declare const VIRTUAL_ACCOUNT_ISOLATION_TYPE: {
+    readonly POSITION: 0;
+    readonly MARKET: 1;
+    readonly MARKET_LONG: 2;
+    readonly MARKET_SHORT: 3;
+};
+export type VirtualAccountIsolationType = (typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE)[keyof typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE];
+/**
+ * Map a trade side to the market-isolation type its Virtual Account is created
+ * with. A `SHORT` lands in a `MARKET_SHORT` VA; everything else (i.e. `LONG`)
+ * lands in a `MARKET_LONG` VA.
+ *
+ * This is the side ↔ isolation rule used both when opening (`addMarginToNextVA`)
+ * and when predicting a not-yet-created VA's address
+ * (`predictNextVirtualAccountAddress`). It lives next to
+ * {@link VIRTUAL_ACCOUNT_ISOLATION_TYPE} so callers that only need the side
+ * mapping (e.g. the quotes slice) can import it without pulling in the rest of
+ * the instant-open flow.
+ *
+ * @param positionType - The trade side (`LONG` or `SHORT`).
+ * @returns The matching {@link VirtualAccountIsolationType}
+ *   (`MARKET_SHORT` for `SHORT`, otherwise `MARKET_LONG`).
+ *
+ * @example
+ * ```ts
+ * isolationTypeForSide(PositionType.SHORT); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT
+ * isolationTypeForSide(PositionType.LONG); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG
+ * ```
+ *
+ * TODO: what happend if someone have different isolation type than the one we expect? like POSITION or MARKET?
+ */
+export declare function isolationTypeForSide(positionType: PositionType): VirtualAccountIsolationType;
+/**
+ * Muon oracle signature accepted by `sendQuoteWithAffiliateAndData`.
+ *
+ * For lowcap flows, pass `ZERO_UPNL_SIG` or build a placeholder with
+ * `getFakeSendQuoteMuonSignature`.
+ */
+export interface UpnlSig {
+    /** Request id (typically `0x` for lowcap). */
+    reqId: Hex;
+    /** Unix-seconds timestamp. */
+    timestamp: bigint;
+    /** Signed unrealized PnL. */
+    upnl: bigint;
+    /** Mark price encoded as 18-decimal fixed point. */
+    price: bigint;
+    /** Gateway signature bytes. */
+    gatewaySignature: Hex;
+    /** Inner Muon signature tuple. */
+    sigs: {
+        /** Aggregated signature scalar. */
+        signature: bigint;
+        /** Owner address. */
+        owner: Address;
+        /** Nonce address. */
+        nonce: Address;
+    };
+}
+/**
+ * InstantLayer EIP-712 `ReplayAttackHeader` struct.
+ */
+export interface ReplayAttackHeader {
+    /** Operation nonce (`0n` for single-use ops). */
+    nonce: bigint;
+    /** Unix-seconds deadline. */
+    deadline: bigint;
+    /** Random 32-byte salt. */
+    salt: Hex;
+}
+/**
+ * InstantLayer EIP-712 `FlexField` struct.
+ */
+export interface FlexField {
+    /** Byte offset into `callData`. */
+    offset: bigint;
+    /** Byte length. */
+    length: bigint;
+    /** Address authorized to fill this slot. */
+    authorizedFlexFiller: Address;
+}
+/**
+ * InstantLayer EIP-712 `SignedOperation` struct.
+ */
+export interface SignedOperation {
+    /** Session-key signer that produces the EIP-712 signature. */
+    signer: Address;
+    /** Target contract the operation calls. */
+    target: Address;
+    /** ABI-encoded calldata for the `target` call. */
+    callData: Hex;
+    /** Account whose authority the operation runs under. */
+    signerAccount: InstantLayerAccount;
+    /** Flex fields (empty for lowcap flows). */
+    flexFields: FlexField[];
+    /** Max number of times the operation may be executed. */
+    maxUses: bigint;
+    /** Replay-attack protection header. */
+    replayAttackHeader: ReplayAttackHeader;
+}
+/**
+ * Wire-format `SignedOperation` accepted by the hedger's `/instant_trade/*` REST API.
+ *
+ * Re-exports the orval-generated `Eip712SignedOperationJSON` shape; `bigint`s
+ * are serialized as decimal strings to survive JSON.
+ */
+export type { Eip712SignedOperationJSON as SignedOperationPayload } from '../../types/generated/enigma-solver';
+/**
+ * Wire-format signed-and-signed-operation pair accepted by the hedger API.
+ *
+ * Re-exports the orval-generated `Eip712OperationWithSigJSON`.
+ */
+export type { Eip712OperationWithSigJSON as InstantOperationPayload } from '../../types/generated/enigma-solver';
+/**
+ * Locked-margin breakdown passed to `InstantOpenParameters`.
+ *
+ * All values are 18-decimal-wei `bigint` matching the contract argument order
+ * of `sendQuoteWithAffiliateAndData`.
+ */
+export interface InstantOpenLockedParams {
+    /** CVA locked margin (wei). */
+    cva: bigint;
+    /** LF locked margin (wei). */
+    lf: bigint;
+    /** PartyA maintenance margin (wei). */
+    partyAmm: bigint;
+    /** PartyB maintenance margin (wei). */
+    partyBmm: bigint;
+}
+/**
+ * Order-side trade values passed to `InstantOpenParameters`.
+ *
+ * All wei `bigint`s, final values (already through trade math + leverage).
+ */
+export interface InstantOpenOrder {
+    /** Requested open price (wei). */
+    price: bigint;
+    /** Leveraged quantity (wei). */
+    quantity: bigint;
+}
+/**
+ * Market identification + precision metadata used by the wizard.
+ *
+ * Only `id` is required. `name`, `pricePrecision`, and `quantityPrecision` are
+ * pre-fetched overrides; when omitted, the wizard resolves them from solver
+ * `/contract-symbols` via `id`.
+ */
+export interface InstantOpenMarketData {
+    /** Market `symbol_id` from solver markets. */
+    id: number;
+    /** Pre-fetched market name. When omitted, resolved from solver markets. */
+    name?: string;
+    /** Pre-fetched market price precision. When omitted, resolved from solver markets. */
+    pricePrecision?: number;
+    /** Pre-fetched market quantity precision. When omitted, resolved from solver markets. */
+    quantityPrecision?: number;
+}
+/**
+ * Margin context passed to `InstantOpenParameters`.
+ *
+ * The single mark price for the trade lives in `order.price` (wei); it's
+ * forwarded into the fake-Muon `upnlSig.price` field by the primitive.
+ */
+export interface InstantOpenMargin {
+    /** Total margin amount for `addMarginToNextVA` (wei). */
+    amount: bigint;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/solvers/instant-open/shared/types.d.ts.map

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package/dist/solvers/instant-open/shared/types.js

@@ -0,0 +1,15 @@
+import { PositionType as e } from "../../../symmio-contracts/symmio/types.js";
+//#region src/solvers/instant-open/shared/types.ts
+var t = 1, n = {
+	POSITION: 0,
+	MARKET: 1,
+	MARKET_LONG: 2,
+	MARKET_SHORT: 3
+};
+function r(t) {
+	return t === e.SHORT ? n.MARKET_SHORT : n.MARKET_LONG;
+}
+//#endregion
+export { t as ORDER_TYPE_MARKET, n as VIRTUAL_ACCOUNT_ISOLATION_TYPE, r as isolationTypeForSide };
+
+//# sourceMappingURL=types.js.map

package/dist/solvers/instant-open/shared/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/types.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { InstantLayerAccount } from \"../../../symmio-contracts/instant-layer/types\";\nimport { PositionType } from \"../../../symmio-contracts/symmio/types\";\n\n/**\n * Re-export the canonical trade-side enum (defined in\n * `symmio-contracts/symmio/types.ts`) so the instant-open slice has one place\n * to import it from. Numeric values match the on-chain enum: `LONG = 0`,\n * `SHORT = 1`.\n */\nexport { PositionType };\n\n/** Contract enum value for MARKET orders. */\nexport const ORDER_TYPE_MARKET = 1 as const;\n\n/**\n * Virtual-account isolation type values used by `addMarginToNextVA`.\n *\n * Matches the on-chain `VirtualAccountIsolationType` enum.\n */\nexport const VIRTUAL_ACCOUNT_ISOLATION_TYPE = {\n  POSITION: 0,\n  MARKET: 1,\n  MARKET_LONG: 2,\n  MARKET_SHORT: 3,\n} as const;\n\nexport type VirtualAccountIsolationType =\n  (typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE)[keyof typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE];\n\n/**\n * Map a trade side to the market-isolation type its Virtual Account is created\n * with. A `SHORT` lands in a `MARKET_SHORT` VA; everything else (i.e. `LONG`)\n * lands in a `MARKET_LONG` VA.\n *\n * This is the side ↔ isolation rule used both when opening (`addMarginToNextVA`)\n * and when predicting a not-yet-created VA's address\n * (`predictNextVirtualAccountAddress`). It lives next to\n * {@link VIRTUAL_ACCOUNT_ISOLATION_TYPE} so callers that only need the side\n * mapping (e.g. the quotes slice) can import it without pulling in the rest of\n * the instant-open flow.\n *\n * @param positionType - The trade side (`LONG` or `SHORT`).\n * @returns The matching {@link VirtualAccountIsolationType}\n *   (`MARKET_SHORT` for `SHORT`, otherwise `MARKET_LONG`).\n *\n * @example\n * ```ts\n * isolationTypeForSide(PositionType.SHORT); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT\n * isolationTypeForSide(PositionType.LONG); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG\n * ```\n *\n * TODO: what happend if someone have different isolation type than the one we expect? like POSITION or MARKET?\n */\nexport function isolationTypeForSide(positionType: PositionType): VirtualAccountIsolationType {\n  return positionType === PositionType.SHORT\n    ? VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT\n    : VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG;\n}\n\n/**\n * Muon oracle signature accepted by `sendQuoteWithAffiliateAndData`.\n *\n * For lowcap flows, pass `ZERO_UPNL_SIG` or build a placeholder with\n * `getFakeSendQuoteMuonSignature`.\n */\nexport interface UpnlSig {\n  /** Request id (typically `0x` for lowcap). */\n  reqId: Hex;\n  /** Unix-seconds timestamp. */\n  timestamp: bigint;\n  /** Signed unrealized PnL. */\n  upnl: bigint;\n  /** Mark price encoded as 18-decimal fixed point. */\n  price: bigint;\n  /** Gateway signature bytes. */\n  gatewaySignature: Hex;\n  /** Inner Muon signature tuple. */\n  sigs: {\n    /** Aggregated signature scalar. */\n    signature: bigint;\n    /** Owner address. */\n    owner: Address;\n    /** Nonce address. */\n    nonce: Address;\n  };\n}\n\n/**\n * InstantLayer EIP-712 `ReplayAttackHeader` struct.\n */\nexport interface ReplayAttackHeader {\n  /** Operation nonce (`0n` for single-use ops). */\n  nonce: bigint;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Random 32-byte salt. */\n  salt: Hex;\n}\n\n/**\n * InstantLayer EIP-712 `FlexField` struct.\n */\nexport interface FlexField {\n  /** Byte offset into `callData`. */\n  offset: bigint;\n  /** Byte length. */\n  length: bigint;\n  /** Address authorized to fill this slot. */\n  authorizedFlexFiller: Address;\n}\n\n/**\n * InstantLayer EIP-712 `SignedOperation` struct.\n */\nexport interface SignedOperation {\n  /** Session-key signer that produces the EIP-712 signature. */\n  signer: Address;\n  /** Target contract the operation calls. */\n  target: Address;\n  /** ABI-encoded calldata for the `target` call. */\n  callData: Hex;\n  /** Account whose authority the operation runs under. */\n  signerAccount: InstantLayerAccount;\n  /** Flex fields (empty for lowcap flows). */\n  flexFields: FlexField[];\n  /** Max number of times the operation may be executed. */\n  maxUses: bigint;\n  /** Replay-attack protection header. */\n  replayAttackHeader: ReplayAttackHeader;\n}\n\n/**\n * Wire-format `SignedOperation` accepted by the hedger's `/instant_trade/*` REST API.\n *\n * Re-exports the orval-generated `Eip712SignedOperationJSON` shape; `bigint`s\n * are serialized as decimal strings to survive JSON.\n */\nexport type { Eip712SignedOperationJSON as SignedOperationPayload } from \"../../types/generated/enigma-solver\";\n\n/**\n * Wire-format signed-and-signed-operation pair accepted by the hedger API.\n *\n * Re-exports the orval-generated `Eip712OperationWithSigJSON`.\n */\nexport type { Eip712OperationWithSigJSON as InstantOperationPayload } from \"../../types/generated/enigma-solver\";\n\n/**\n * Locked-margin breakdown passed to `InstantOpenParameters`.\n *\n * All values are 18-decimal-wei `bigint` matching the contract argument order\n * of `sendQuoteWithAffiliateAndData`.\n */\nexport interface InstantOpenLockedParams {\n  /** CVA locked margin (wei). */\n  cva: bigint;\n  /** LF locked margin (wei). */\n  lf: bigint;\n  /** PartyA maintenance margin (wei). */\n  partyAmm: bigint;\n  /** PartyB maintenance margin (wei). */\n  partyBmm: bigint;\n}\n\n/**\n * Order-side trade values passed to `InstantOpenParameters`.\n *\n * All wei `bigint`s, final values (already through trade math + leverage).\n */\nexport interface InstantOpenOrder {\n  /** Requested open price (wei). */\n  price: bigint;\n  /** Leveraged quantity (wei). */\n  quantity: bigint;\n}\n\n/**\n * Market identification + precision metadata used by the wizard.\n *\n * Only `id` is required. `name`, `pricePrecision`, and `quantityPrecision` are\n * pre-fetched overrides; when omitted, the wizard resolves them from solver\n * `/contract-symbols` via `id`.\n */\nexport interface InstantOpenMarketData {\n  /** Market `symbol_id` from solver markets. */\n  id: number;\n  /** Pre-fetched market name. When omitted, resolved from solver markets. */\n  name?: string;\n  /** Pre-fetched market price precision. When omitted, resolved from solver markets. */\n  pricePrecision?: number;\n  /** Pre-fetched market quantity precision. When omitted, resolved from solver markets. */\n  quantityPrecision?: number;\n}\n\n/**\n * Margin context passed to `InstantOpenParameters`.\n *\n * The single mark price for the trade lives in `order.price` (wei); it's\n * forwarded into the fake-Muon `upnlSig.price` field by the primitive.\n */\nexport interface InstantOpenMargin {\n  /** Total margin amount for `addMarginToNextVA` (wei). */\n  amount: bigint;\n}\n"],"mappings":";;AAaA,IAAa,IAAoB,GAOpB,IAAiC;CAC5C,UAAU;CACV,QAAQ;CACR,aAAa;CACb,cAAc;AAChB;AA6BA,SAAgB,EAAqB,GAAyD;CAC5F,OAAO,MAAiB,EAAa,QACjC,EAA+B,eAC/B,EAA+B;AACrC"}

package/dist/solvers/locked-params/get-locked-params.d.ts

@@ -0,0 +1,31 @@
+import { Config } from '../../core/config';
+import { ChainIdParameter, Compute } from '../../shared/types/properties';
+import { ApiLockedParamsBySymbolIdResponse } from '../types/generated/enigma-solver';
+/**
+ * Parameters for {@link getLockedParams}.
+ */
+export type GetLockedParamsParameters = Compute<ChainIdParameter & {
+    /** Solver market path value for `/get_locked_params/{symbol}`. */
+    symbol: string;
+    /** Leverage used by the solver to calculate locked percentages. */
+    leverage: number;
+}>;
+/** Return type of {@link getLockedParams}: solver locked percentages. */
+export type GetLockedParamsReturnType = ApiLockedParamsBySymbolIdResponse;
+/**
+ * Fetch locked params for a solver market and leverage from the chain's solver.
+ *
+ * @param config - The SDK config.
+ * @param parameters - Market symbol/name, leverage, and optional chain id.
+ * @returns Raw solver locked params (`cva`, `lf`, `partyAmm`, `partyBmm`, `leverage`).
+ * @throws {SymmApiError} when the API request fails.
+ * @throws {SymmError} when the chain is unsupported.
+ *
+ * @example
+ * ```ts
+ * const locked = await getLockedParams(config, { symbol: "BTCUSDT", leverage: 5 });
+ * console.log(locked.cva);
+ * ```
+ */
+export declare function getLockedParams(config: Config, parameters: GetLockedParamsParameters): Promise<GetLockedParamsReturnType>;
+//# sourceMappingURL=get-locked-params.d.ts.map

package/dist/solvers/locked-params/get-locked-params.d.ts.map

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package/dist/solvers/locked-params/get-locked-params.js

@@ -0,0 +1,22 @@
+import { SymmApiError as e, SymmError as t } from "../../shared/errors/symm-error.js";
+import { getGetLockedParamsSymbol as n } from "../types/generated/enigma-solver.js";
+import { isAxiosError as r } from "axios";
+//#region src/solvers/locked-params/get-locked-params.ts
+async function i(e, t) {
+	let { solver: n } = e.getChainConfig(t.chainId);
+	return a(n.url, t.symbol, t.leverage);
+}
+async function a(i, a, o) {
+	try {
+		return (await n(a, { leverage: o }, { baseURL: i })).data;
+	} catch (n) {
+		throw n instanceof t ? n : r(n) ? e.fromAxios(n, {
+			code: "FETCH_LOCKED_PARAMS_FAILED",
+			baseURL: i
+		}) : new t("api", "FETCH_LOCKED_PARAMS_FAILED", `Failed to fetch locked params: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
+	}
+}
+//#endregion
+export { i as getLockedParams };
+
+//# sourceMappingURL=get-locked-params.js.map

package/dist/solvers/locked-params/get-locked-params.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"get-locked-params.js","names":[],"sources":["../../../src/solvers/locked-params/get-locked-params.ts"],"sourcesContent":["import { isAxiosError } from \"axios\";\nimport type { Config } from \"../../core/config\";\nimport { SymmApiError, SymmError } from \"../../shared/errors/symm-error\";\nimport type { ChainIdParameter, Compute } from \"../../shared/types/properties\";\nimport { getGetLockedParamsSymbol, type ApiLockedParamsBySymbolIdResponse } from \"../types/generated/enigma-solver\";\n\n/**\n * Parameters for {@link getLockedParams}.\n */\nexport type GetLockedParamsParameters = Compute<\n  ChainIdParameter & {\n    /** Solver market path value for `/get_locked_params/{symbol}`. */\n    symbol: string;\n    /** Leverage used by the solver to calculate locked percentages. */\n    leverage: number;\n  }\n>;\n\n/** Return type of {@link getLockedParams}: solver locked percentages. */\nexport type GetLockedParamsReturnType = ApiLockedParamsBySymbolIdResponse;\n\n/**\n * Fetch locked params for a solver market and leverage from the chain's solver.\n *\n * @param config - The SDK config.\n * @param parameters - Market symbol/name, leverage, and optional chain id.\n * @returns Raw solver locked params (`cva`, `lf`, `partyAmm`, `partyBmm`, `leverage`).\n * @throws {SymmApiError} when the API request fails.\n * @throws {SymmError} when the chain is unsupported.\n *\n * @example\n * ```ts\n * const locked = await getLockedParams(config, { symbol: \"BTCUSDT\", leverage: 5 });\n * console.log(locked.cva);\n * ```\n */\nexport async function getLockedParams(\n  config: Config,\n  parameters: GetLockedParamsParameters,\n): Promise<GetLockedParamsReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  return fetchLockedParams(solver.url, parameters.symbol, parameters.leverage);\n}\n\nasync function fetchLockedParams(\n  baseURL: string,\n  symbol: string,\n  leverage: number,\n): Promise<ApiLockedParamsBySymbolIdResponse> {\n  try {\n    const response = await getGetLockedParamsSymbol(symbol, { leverage }, { baseURL });\n    return response.data;\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_LOCKED_PARAMS_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"FETCH_LOCKED_PARAMS_FAILED\",\n      `Failed to fetch locked params: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;AAoCA,eAAsB,EACpB,GACA,GACoC;CACpC,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO;CAC3D,OAAO,EAAkB,EAAO,KAAK,EAAW,QAAQ,EAAW,QAAQ;AAC7E;AAEA,eAAe,EACb,GACA,GACA,GAC4C;CAC5C,IAAI;EAEF,QAAO,MADgB,EAAyB,GAAQ,EAAE,YAAS,GAAG,EAAE,WAAQ,CAAC,GACjE;CAClB,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAA8B;EAAQ,CAAC,IAG7E,IAAI,EACR,OACA,8BACA,kCAAkC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACjF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/solvers/locked-params/index.d.ts

@@ -0,0 +1,4 @@
+export type { ApiLockedParamsBySymbolIdResponse as SolverLockedParams } from '../types/generated/enigma-solver';
+export * from './get-locked-params';
+export * from './query';
+//# sourceMappingURL=index.d.ts.map

package/dist/solvers/locked-params/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/locked-params/query.d.ts

@@ -0,0 +1,36 @@
+import { Config } from '../../core/config';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query';
+import { GetLockedParamsParameters, GetLockedParamsReturnType } from './get-locked-params';
+/** Data resolved by the {@link getLockedParamsQueryOptions} query. */
+export type GetLockedParamsData = GetLockedParamsReturnType;
+/**
+ * Build the TanStack Query key for {@link getLockedParamsQueryOptions}.
+ *
+ * @param options - Query parameters (chain id, symbol, leverage).
+ * @returns A stable, hashable query key.
+ */
+export declare function getLockedParamsQueryKey(options: Compute<GetLockedParamsParameters & ConfigKeyParameter>): readonly ["getLockedParams", Record<string, unknown>];
+/** Query-key type produced by {@link getLockedParamsQueryKey}. */
+export type GetLockedParamsQueryKey = ReturnType<typeof getLockedParamsQueryKey>;
+/**
+ * Options accepted by {@link getLockedParamsQueryOptions}: the action's
+ * parameters, an optional cache scope, and TanStack overrides.
+ */
+export type GetLockedParamsOptions = Compute<GetLockedParamsParameters & QueryParameter<GetLockedParamsData, Error, GetLockedParamsData, GetLockedParamsQueryKey>>;
+/** TanStack Query options returned by {@link getLockedParamsQueryOptions}. */
+export type GetLockedParamsQueryOptions = SymmioQueryOptions<GetLockedParamsData, Error, GetLockedParamsData, GetLockedParamsQueryKey>;
+/**
+ * Build TanStack Query options for {@link getLockedParams}.
+ *
+ * @param config - The SDK config.
+ * @param options - Query parameters and TanStack overrides.
+ * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.
+ *
+ * @example
+ * ```ts
+ * useQuery(getLockedParamsQueryOptions(config, { symbol: "BTCUSDT", leverage: 5 }));
+ * ```
+ */
+export declare function getLockedParamsQueryOptions(config: Config, options: GetLockedParamsOptions): GetLockedParamsQueryOptions;
+//# sourceMappingURL=query.d.ts.map

package/dist/solvers/locked-params/query.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/locked-params/query.js

@@ -0,0 +1,25 @@
+import { filterQueryOptions as e } from "../../shared/utils/query.js";
+import { getLockedParams as t } from "./get-locked-params.js";
+//#region src/solvers/locked-params/query.ts
+function n(t) {
+	return ["getLockedParams", e(t)];
+}
+function r(e, r) {
+	return {
+		...r.query,
+		queryKey: n({
+			...r,
+			configKey: e.getChainConfigKey(r.chainId)
+		}),
+		enabled: r.query?.enabled ?? !0,
+		queryFn: () => t(e, {
+			chainId: r.chainId,
+			symbol: r.symbol,
+			leverage: r.leverage
+		})
+	};
+}
+//#endregion
+export { n as getLockedParamsQueryKey, r as getLockedParamsQueryOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/solvers/locked-params/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/locked-params/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../shared/types/query\";\nimport { filterQueryOptions } from \"../../shared/utils/query\";\nimport { getLockedParams, type GetLockedParamsParameters, type GetLockedParamsReturnType } from \"./get-locked-params\";\n\n/** Data resolved by the {@link getLockedParamsQueryOptions} query. */\nexport type GetLockedParamsData = GetLockedParamsReturnType;\n\n/**\n * Build the TanStack Query key for {@link getLockedParamsQueryOptions}.\n *\n * @param options - Query parameters (chain id, symbol, leverage).\n * @returns A stable, hashable query key.\n */\nexport function getLockedParamsQueryKey(options: Compute<GetLockedParamsParameters & ConfigKeyParameter>) {\n  return [\"getLockedParams\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getLockedParamsQueryKey}. */\nexport type GetLockedParamsQueryKey = ReturnType<typeof getLockedParamsQueryKey>;\n\n/**\n * Options accepted by {@link getLockedParamsQueryOptions}: the action's\n * parameters, an optional cache scope, and TanStack overrides.\n */\nexport type GetLockedParamsOptions = Compute<\n  GetLockedParamsParameters & QueryParameter<GetLockedParamsData, Error, GetLockedParamsData, GetLockedParamsQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getLockedParamsQueryOptions}. */\nexport type GetLockedParamsQueryOptions = SymmioQueryOptions<\n  GetLockedParamsData,\n  Error,\n  GetLockedParamsData,\n  GetLockedParamsQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getLockedParams}.\n *\n * @param config - The SDK config.\n * @param options - Query parameters and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(getLockedParamsQueryOptions(config, { symbol: \"BTCUSDT\", leverage: 5 }));\n * ```\n */\nexport function getLockedParamsQueryOptions(\n  config: Config,\n  options: GetLockedParamsOptions,\n): GetLockedParamsQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getLockedParamsQueryKey({ ...options, configKey: config.getChainConfigKey(options.chainId) }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () =>\n      getLockedParams(config, { chainId: options.chainId, symbol: options.symbol, leverage: options.leverage }),\n  };\n}\n"],"mappings":";;;AAeA,SAAgB,EAAwB,GAAkE;CACxG,OAAO,CAAC,mBAAmB,EAAmB,CAAO,CAAC;AACxD;AAiCA,SAAgB,EACd,GACA,GAC6B;CAC7B,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAAwB;GAAE,GAAG;GAAS,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EAAE,CAAC;EACtG,SAAS,EAAQ,OAAO,WAAW;EACnC,eACE,EAAgB,GAAQ;GAAE,SAAS,EAAQ;GAAS,QAAQ,EAAQ;GAAQ,UAAU,EAAQ;EAAS,CAAC;CAC5G;AACF"}

package/dist/solvers/markets/get-markets.d.ts

@@ -0,0 +1,28 @@
+import { Config } from '../../core/config';
+import { ChainIdParameter, Compute } from '../../shared/types/properties';
+import { SymbolContractSymbol } from '../types/generated/enigma-solver';
+/**
+ * Parameters for {@link getMarkets}.
+ */
+export type GetMarketsParameters = Compute<ChainIdParameter>;
+/** Return type of {@link getMarkets}. */
+export type GetMarketsReturnType = SymbolContractSymbol[];
+/**
+ * Fetch all tradable markets from the chain's solver `/contract-symbols`
+ * endpoint. The solver base URL is resolved from `config` per call, so multiple
+ * chains never clobber each other.
+ *
+ * @param config - The SDK config.
+ * @param parameters - Optional chain id (defaults to the config's default chain).
+ * @returns Raw contract symbols from solver.
+ * @throws {SymmApiError} when the API request fails.
+ * @throws {SymmError} when the chain is unsupported.
+ *
+ * @example
+ * ```ts
+ * const markets = await getMarkets(config, {});
+ * console.log(markets[0]?.name); // "BTCUSDT"
+ * ```
+ */
+export declare function getMarkets(config: Config, parameters?: GetMarketsParameters): Promise<GetMarketsReturnType>;
+//# sourceMappingURL=get-markets.d.ts.map

package/dist/solvers/markets/get-markets.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/markets/get-markets.js

@@ -0,0 +1,22 @@
+import { SymmApiError as e, SymmError as t } from "../../shared/errors/symm-error.js";
+import { getContractSymbols as n } from "../types/generated/enigma-solver.js";
+import { isAxiosError as r } from "axios";
+//#region src/solvers/markets/get-markets.ts
+async function i(e, t = {}) {
+	let { solver: n } = e.getChainConfig(t.chainId);
+	return a(n.url);
+}
+async function a(i) {
+	try {
+		return (await n({ baseURL: i })).data.symbols ?? [];
+	} catch (n) {
+		throw n instanceof t ? n : r(n) ? e.fromAxios(n, {
+			code: "FETCH_MARKETS_FAILED",
+			baseURL: i
+		}) : new t("api", "FETCH_MARKETS_FAILED", `Failed to fetch markets: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
+	}
+}
+//#endregion
+export { i as getMarkets };
+
+//# sourceMappingURL=get-markets.js.map

package/dist/solvers/markets/get-markets.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"get-markets.js","names":[],"sources":["../../../src/solvers/markets/get-markets.ts"],"sourcesContent":["import { isAxiosError } from \"axios\";\nimport type { Config } from \"../../core/config\";\nimport { SymmApiError, SymmError } from \"../../shared/errors/symm-error\";\nimport type { ChainIdParameter, Compute } from \"../../shared/types/properties\";\nimport { getContractSymbols, type SymbolContractSymbol } from \"../types/generated/enigma-solver\";\n\n/**\n * Parameters for {@link getMarkets}.\n */\nexport type GetMarketsParameters = Compute<ChainIdParameter>;\n\n/** Return type of {@link getMarkets}. */\nexport type GetMarketsReturnType = SymbolContractSymbol[];\n\n/**\n * Fetch all tradable markets from the chain's solver `/contract-symbols`\n * endpoint. The solver base URL is resolved from `config` per call, so multiple\n * chains never clobber each other.\n *\n * @param config - The SDK config.\n * @param parameters - Optional chain id (defaults to the config's default chain).\n * @returns Raw contract symbols from solver.\n * @throws {SymmApiError} when the API request fails.\n * @throws {SymmError} when the chain is unsupported.\n *\n * @example\n * ```ts\n * const markets = await getMarkets(config, {});\n * console.log(markets[0]?.name); // \"BTCUSDT\"\n * ```\n */\nexport async function getMarkets(config: Config, parameters: GetMarketsParameters = {}): Promise<GetMarketsReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  return fetchMarkets(solver.url);\n}\n\n/**\n * Call the solver's `/contract-symbols` endpoint with a per-call base URL.\n *\n * @internal\n */\nasync function fetchMarkets(baseURL: string): Promise<SymbolContractSymbol[]> {\n  try {\n    const response = await getContractSymbols({ baseURL });\n    return response.data.symbols ?? [];\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_MARKETS_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"FETCH_MARKETS_FAILED\",\n      `Failed to fetch markets: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;AA+BA,eAAsB,EAAW,GAAgB,IAAmC,CAAC,GAAkC;CACrH,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO;CAC3D,OAAO,EAAa,EAAO,GAAG;AAChC;AAOA,eAAe,EAAa,GAAkD;CAC5E,IAAI;EAEF,QAAO,MADgB,EAAmB,EAAE,WAAQ,CAAC,GACrC,KAAK,WAAW,CAAC;CACnC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAAwB;EAAQ,CAAC,IAGvE,IAAI,EACR,OACA,wBACA,4BAA4B,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KAC3E,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/solvers/markets/index.d.ts

@@ -0,0 +1,4 @@
+export type { SymbolContractSymbol } from '../types/generated/enigma-solver';
+export * from './get-markets';
+export * from './query';
+//# sourceMappingURL=index.d.ts.map

package/dist/solvers/markets/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/markets/query.d.ts

@@ -0,0 +1,37 @@
+import { Config } from '../../core/config';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query';
+import { GetMarketsParameters, GetMarketsReturnType } from './get-markets';
+/** Data resolved by the {@link getMarketsQueryOptions} query. */
+export type GetMarketsData = GetMarketsReturnType;
+/**
+ * Build the TanStack Query key for {@link getMarketsQueryOptions}.
+ *
+ * @param options - Partial query parameters (chain id, scope).
+ * @returns A stable, hashable query key.
+ */
+export declare function getMarketsQueryKey(options?: Compute<GetMarketsParameters & ConfigKeyParameter>): readonly ["getMarkets", Record<string, unknown>];
+/** Query-key type produced by {@link getMarketsQueryKey}. */
+export type GetMarketsQueryKey = ReturnType<typeof getMarketsQueryKey>;
+/**
+ * Options accepted by {@link getMarketsQueryOptions}: the action's parameters,
+ * an optional cache scope, and TanStack overrides.
+ */
+export type GetMarketsOptions = Compute<GetMarketsParameters & QueryParameter<GetMarketsData, Error, GetMarketsData, GetMarketsQueryKey>>;
+/** TanStack Query options returned by {@link getMarketsQueryOptions}. */
+export type GetMarketsQueryOptions = SymmioQueryOptions<GetMarketsData, Error, GetMarketsData, GetMarketsQueryKey>;
+/**
+ * Build TanStack Query options for {@link getMarkets}. An unsupported chain
+ * surfaces a {@link SymmError} from the query function.
+ *
+ * @param config - The SDK config.
+ * @param options - Query parameters and TanStack overrides.
+ * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.
+ *
+ * @example
+ * ```ts
+ * useQuery(getMarketsQueryOptions(config, { chainId }));
+ * ```
+ */
+export declare function getMarketsQueryOptions(config: Config, options?: GetMarketsOptions): GetMarketsQueryOptions;
+//# sourceMappingURL=query.d.ts.map

package/dist/solvers/markets/query.d.ts.map

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package/dist/solvers/markets/query.js

@@ -0,0 +1,21 @@
+import { filterQueryOptions as e } from "../../shared/utils/query.js";
+import { getMarkets as t } from "./get-markets.js";
+//#region src/solvers/markets/query.ts
+function n(t = {}) {
+	return ["getMarkets", e(t)];
+}
+function r(e, r = {}) {
+	return {
+		...r.query,
+		queryKey: n({
+			...r,
+			configKey: e.getChainConfigKey(r.chainId)
+		}),
+		enabled: r.query?.enabled ?? !0,
+		queryFn: () => t(e, { chainId: r.chainId })
+	};
+}
+//#endregion
+export { n as getMarketsQueryKey, r as getMarketsQueryOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/solvers/markets/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/markets/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../shared/types/query\";\nimport { filterQueryOptions } from \"../../shared/utils/query\";\nimport { getMarkets, type GetMarketsParameters, type GetMarketsReturnType } from \"./get-markets\";\n\n/** Data resolved by the {@link getMarketsQueryOptions} query. */\nexport type GetMarketsData = GetMarketsReturnType;\n\n/**\n * Build the TanStack Query key for {@link getMarketsQueryOptions}.\n *\n * @param options - Partial query parameters (chain id, scope).\n * @returns A stable, hashable query key.\n */\nexport function getMarketsQueryKey(options: Compute<GetMarketsParameters & ConfigKeyParameter> = {}) {\n  return [\"getMarkets\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getMarketsQueryKey}. */\nexport type GetMarketsQueryKey = ReturnType<typeof getMarketsQueryKey>;\n\n/**\n * Options accepted by {@link getMarketsQueryOptions}: the action's parameters,\n * an optional cache scope, and TanStack overrides.\n */\nexport type GetMarketsOptions = Compute<\n  GetMarketsParameters & QueryParameter<GetMarketsData, Error, GetMarketsData, GetMarketsQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getMarketsQueryOptions}. */\nexport type GetMarketsQueryOptions = SymmioQueryOptions<GetMarketsData, Error, GetMarketsData, GetMarketsQueryKey>;\n\n/**\n * Build TanStack Query options for {@link getMarkets}. An unsupported chain\n * surfaces a {@link SymmError} from the query function.\n *\n * @param config - The SDK config.\n * @param options - Query parameters and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(getMarketsQueryOptions(config, { chainId }));\n * ```\n */\nexport function getMarketsQueryOptions(config: Config, options: GetMarketsOptions = {}): GetMarketsQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getMarketsQueryKey({ ...options, configKey: config.getChainConfigKey(options.chainId) }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () => getMarkets(config, { chainId: options.chainId }),\n  };\n}\n"],"mappings":";;;AAeA,SAAgB,EAAmB,IAA8D,CAAC,GAAG;CACnG,OAAO,CAAC,cAAc,EAAmB,CAAO,CAAC;AACnD;AA6BA,SAAgB,EAAuB,GAAgB,IAA6B,CAAC,GAA2B;CAC9G,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAAmB;GAAE,GAAG;GAAS,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EAAE,CAAC;EACjG,SAAS,EAAQ,OAAO,WAAW;EACnC,eAAe,EAAW,GAAQ,EAAE,SAAS,EAAQ,QAAQ,CAAC;CAChE;AACF"}