@symmio/trading-core 0.1.1 → 1.0.0

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

@@ -36,7 +36,11 @@ function c(e, t, n) {
 function l(e) {
 	return BigInt(n(e).toFixed(0, t.ROUND_DOWN));
 }
+function u(t) {
+	let { balance: n, openFee: r, closeFee: i, slippageFractionWei: a, leverage: o, positionType: s } = t, c = 10n ** 18n, l = s === e.SHORT ? a >= c ? 0n : c - a : c, u = BigInt(o) * (r + i), d = u >= c ? 0n : c - u;
+	return n * l / c * d / c;
+}
 //#endregion
-export { i as MARKET_ORDER_DEADLINE_SECONDS, s as calculateMargin, o as calculateTradeParams, c as computePlatformFee, a as getMarketOrderDeadline, l as toWeiBigInt };
+export { i as MARKET_ORDER_DEADLINE_SECONDS, u as calculateAvailableInstantOpenMargin, 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

@@ -1 +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"}
+{"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\n/**\n * Inputs for {@link calculateAvailableInstantOpenMargin}. All amounts are\n * 18-decimal wei / fixed-point.\n */\nexport interface CalculateAvailableInstantOpenMarginParameters {\n  /** SubAccount available (deallocated) balance from `getAccountBalanceOf`; 1e18-scaled. */\n  balance: bigint;\n  /** Open fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  openFee: bigint;\n  /** Close fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  closeFee: bigint;\n  /** Slippage as an 18-decimal fraction (5% → `5n * 10n ** 16n`). */\n  slippageFractionWei: bigint;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n}\n\n/**\n * Maximum initial margin an instant open can spend. Shaves the raw available\n * balance for fees (both sides, charged on the leveraged notional) and — for\n * SHORT only — a worst-case slippage-fill buffer. Pure `bigint`; clamps to `0n`.\n *\n * ```text\n * available = balance\n *           × max(0, 1 − slippageFactor)                 // SHORT: slippage, LONG: 0\n *           × max(0, 1 − leverage × (openFee + closeFee))\n * ```\n *\n * A SHORT sizes quantity off `requestOpenPrice = markPrice × (1 − s)` (below\n * mark), so a worse fill inflates notional by up to `1 / (1 − s)`; capping usable\n * balance at `balance × (1 − s)` covers it. A LONG sets the request above mark,\n * so fills deflate notional and need no cap.\n *\n * @returns spendable margin in 18-decimal wei.\n * @example\n * ```ts\n * const max = calculateAvailableInstantOpenMargin({\n *   balance,\n *   openFee,\n *   closeFee,\n *   slippageFractionWei: 5n * 10n ** 16n, // 5%\n *   leverage: 10,\n *   positionType: PositionType.SHORT,\n * });\n * ```\n */\nexport function calculateAvailableInstantOpenMargin(parameters: CalculateAvailableInstantOpenMarginParameters): bigint {\n  const { balance, openFee, closeFee, slippageFractionWei, leverage, positionType } = parameters;\n  const ONE_E18 = 10n ** 18n;\n\n  const slippageMultiplier =\n    positionType === PositionType.SHORT\n      ? slippageFractionWei >= ONE_E18\n        ? 0n\n        : ONE_E18 - slippageFractionWei\n      : ONE_E18;\n\n  const leverageScaled = BigInt(leverage) * (openFee + closeFee);\n  const feeMultiplier = leverageScaled >= ONE_E18 ? 0n : ONE_E18 - leverageScaled;\n\n  const afterSlippage = (balance * slippageMultiplier) / ONE_E18;\n  return (afterSlippage * feeMultiplier) / ONE_E18;\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;AAkDA,SAAgB,EAAoC,GAAmE;CACrH,IAAM,EAAE,YAAS,YAAS,aAAU,wBAAqB,aAAU,oBAAiB,GAC9E,IAAU,OAAO,KAEjB,IACJ,MAAiB,EAAa,QAC1B,KAAuB,IACrB,KACA,IAAU,IACZ,GAEA,IAAiB,OAAO,CAAQ,KAAK,IAAU,IAC/C,IAAgB,KAAkB,IAAU,KAAK,IAAU;CAGjE,OADuB,IAAU,IAAsB,IAC/B,IAAiB;AAC3C"}

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

@@ -1,6 +1,6 @@
 import { Address, Hex } from 'viem';
-import { InstantLayerAccount } from '../../../symmio-contracts/instant-layer/types';
-import { PositionType } from '../../../symmio-contracts/symmio/types';
+import { InstantLayerAccount } from '../../../symmio-contracts/instant-layer/types.js';
+import { PositionType } from '../../../symmio-contracts/symmio/types.js';
 /**
  * Re-export the canonical trade-side enum (defined in
  * `symmio-contracts/symmio/types.ts`) so the instant-open slice has one place
@@ -121,13 +121,13 @@ export interface SignedOperation {
  * 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';
+export type { Eip712SignedOperationJSON as SignedOperationPayload } from '../../types/generated/enigma-solver.js';
 /**
  * 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';
+export type { Eip712OperationWithSigJSON as InstantOperationPayload } from '../../types/generated/enigma-solver.js';
 /**
  * Locked-margin breakdown passed to `InstantOpenParameters`.
  *

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

@@ -1,6 +1,6 @@
-import { Config } from '../../core/config';
-import { ChainIdParameter, Compute } from '../../shared/types/properties';
-import { ApiLockedParamsBySymbolIdResponse } from '../types/generated/enigma-solver';
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { ApiLockedParamsBySymbolIdResponse } from '../types/generated/enigma-solver.js';
 /**
  * Parameters for {@link getLockedParams}.
  */

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

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

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

@@ -1,7 +1,7 @@
-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';
+import { Config } from '../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query.js';
+import { GetLockedParamsParameters, GetLockedParamsReturnType } from './get-locked-params.js';
 /** Data resolved by the {@link getLockedParamsQueryOptions} query. */
 export type GetLockedParamsData = GetLockedParamsReturnType;
 /**

package/dist/solvers/market-info/get-market-info.d.ts

@@ -0,0 +1,32 @@
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { GetMarketInfoReturnType } from './types.js';
+/**
+ * Parameters for {@link getMarketInfo}.
+ */
+export type GetMarketInfoParameters = Compute<ChainIdParameter>;
+/**
+ * Fetch per-market 24h volume from the chain's solver `/get_market_info`
+ * endpoint. Returns the rolling 24-hour trading volume and cumulative lifetime
+ * value for every market, plus the aggregate totals across all markets. The
+ * solver base URL is resolved from `config` per call, so multiple chains never
+ * clobber each other.
+ *
+ * Amounts are surfaced as plain `number` dollar values exactly as the solver
+ * reports them; no decimal scaling is applied.
+ *
+ * @param config - The SDK config.
+ * @param parameters - Optional chain id (defaults to the config's default chain).
+ * @returns Normalized {@link GetMarketInfoReturnType} — per-market rows and totals.
+ * @throws {SymmApiError} when the API request fails.
+ * @throws {SymmError} when the chain is unsupported.
+ *
+ * @example
+ * ```ts
+ * const info = await getMarketInfo(config);
+ * const btc = info.markets.find((m) => m.symbol === "BTCUSDT");
+ * console.log(btc?.tradingVolume, info.totalValue24h);
+ * ```
+ */
+export declare function getMarketInfo(config: Config, parameters?: GetMarketInfoParameters): Promise<GetMarketInfoReturnType>;
+//# sourceMappingURL=get-market-info.d.ts.map

package/dist/solvers/market-info/get-market-info.d.ts.map

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

@@ -0,0 +1,23 @@
+import { SymmApiError as e, SymmError as t } from "../../shared/errors/symm-error.js";
+import { getGetMarketInfo as n } from "../types/generated/enigma-solver.js";
+import { toMarketInfo as r } from "./to-market-info.js";
+import { isAxiosError as i } from "axios";
+//#region src/solvers/market-info/get-market-info.ts
+async function a(e, t = {}) {
+	let { solver: n } = e.getChainConfig(t.chainId);
+	return o(n.url);
+}
+async function o(a) {
+	try {
+		return r((await n({ baseURL: a })).data);
+	} catch (n) {
+		throw n instanceof t ? n : i(n) ? e.fromAxios(n, {
+			code: "FETCH_MARKET_INFO_FAILED",
+			baseURL: a
+		}) : new t("api", "FETCH_MARKET_INFO_FAILED", `Failed to fetch market info: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
+	}
+}
+//#endregion
+export { a as getMarketInfo };
+
+//# sourceMappingURL=get-market-info.js.map

package/dist/solvers/market-info/get-market-info.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"get-market-info.js","names":[],"sources":["../../../src/solvers/market-info/get-market-info.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 { getGetMarketInfo } from \"../types/generated/enigma-solver\";\nimport { toMarketInfo } from \"./to-market-info\";\nimport type { GetMarketInfoReturnType } from \"./types\";\n\n/**\n * Parameters for {@link getMarketInfo}.\n */\nexport type GetMarketInfoParameters = Compute<ChainIdParameter>;\n\n/**\n * Fetch per-market 24h volume from the chain's solver `/get_market_info`\n * endpoint. Returns the rolling 24-hour trading volume and cumulative lifetime\n * value for every market, plus the aggregate totals across all markets. The\n * solver base URL is resolved from `config` per call, so multiple chains never\n * clobber each other.\n *\n * Amounts are surfaced as plain `number` dollar values exactly as the solver\n * reports them; no decimal scaling is applied.\n *\n * @param config - The SDK config.\n * @param parameters - Optional chain id (defaults to the config's default chain).\n * @returns Normalized {@link GetMarketInfoReturnType} — per-market rows and totals.\n * @throws {SymmApiError} when the API request fails.\n * @throws {SymmError} when the chain is unsupported.\n *\n * @example\n * ```ts\n * const info = await getMarketInfo(config);\n * const btc = info.markets.find((m) => m.symbol === \"BTCUSDT\");\n * console.log(btc?.tradingVolume, info.totalValue24h);\n * ```\n */\nexport async function getMarketInfo(\n  config: Config,\n  parameters: GetMarketInfoParameters = {},\n): Promise<GetMarketInfoReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  return fetchMarketInfo(solver.url);\n}\n\n/**\n * Call the solver's `/get_market_info` endpoint with a per-call base URL and map\n * the flat response into the SDK's normalized totals + per-market rows.\n *\n * @internal\n */\nasync function fetchMarketInfo(baseURL: string): Promise<GetMarketInfoReturnType> {\n  try {\n    const response = await getGetMarketInfo({ baseURL });\n    return toMarketInfo(response.data);\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_MARKET_INFO_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"FETCH_MARKET_INFO_FAILED\",\n      `Failed to fetch market info: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;AAoCA,eAAsB,EACpB,GACA,IAAsC,CAAC,GACL;CAClC,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO;CAC3D,OAAO,EAAgB,EAAO,GAAG;AACnC;AAQA,eAAe,EAAgB,GAAmD;CAChF,IAAI;EAEF,OAAO,GAAa,MADG,EAAiB,EAAE,WAAQ,CAAC,GACtB,IAAI;CACnC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAA4B;EAAQ,CAAC,IAG3E,IAAI,EACR,OACA,4BACA,gCAAgC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KAC/E,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/solvers/market-info/index.d.ts

@@ -0,0 +1,5 @@
+export * from './get-market-info.js';
+export * from './query.js';
+export * from './to-market-info.js';
+export * from './types.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/solvers/market-info/index.d.ts.map

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package/dist/solvers/market-info/query.d.ts

@@ -0,0 +1,29 @@
+import { Config } from '../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query.js';
+import { GetMarketInfoParameters } from './get-market-info.js';
+import { GetMarketInfoReturnType } from './types.js';
+/** Data resolved by the {@link getMarketInfoQueryOptions} query. */
+export type GetMarketInfoData = GetMarketInfoReturnType;
+/** Build the TanStack Query key for {@link getMarketInfoQueryOptions}. */
+export declare function getMarketInfoQueryKey(options?: Compute<GetMarketInfoParameters & ConfigKeyParameter>): readonly ["getMarketInfo", Record<string, unknown>];
+/** Query-key type produced by {@link getMarketInfoQueryKey}. */
+export type GetMarketInfoQueryKey = ReturnType<typeof getMarketInfoQueryKey>;
+/** Options accepted by {@link getMarketInfoQueryOptions}. */
+export type GetMarketInfoOptions = Compute<GetMarketInfoParameters & QueryParameter<GetMarketInfoData, Error, GetMarketInfoData, GetMarketInfoQueryKey>>;
+/** TanStack Query options returned by {@link getMarketInfoQueryOptions}. */
+export type GetMarketInfoQueryOptions = SymmioQueryOptions<GetMarketInfoData, Error, GetMarketInfoData, GetMarketInfoQueryKey>;
+/**
+ * Build TanStack Query options for {@link getMarketInfo}.
+ *
+ * @param config - The SDK config.
+ * @param options - Query parameters (optional `chainId`) and TanStack overrides.
+ * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.
+ *
+ * @example
+ * ```ts
+ * useQuery(getMarketInfoQueryOptions(config, {}));
+ * ```
+ */
+export declare function getMarketInfoQueryOptions(config: Config, options?: GetMarketInfoOptions): GetMarketInfoQueryOptions;
+//# sourceMappingURL=query.d.ts.map

package/dist/solvers/market-info/query.d.ts.map

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package/dist/solvers/market-info/query.js

@@ -0,0 +1,21 @@
+import { filterQueryOptions as e } from "../../shared/utils/query.js";
+import { getMarketInfo as t } from "./get-market-info.js";
+//#region src/solvers/market-info/query.ts
+function n(t = {}) {
+	return ["getMarketInfo", 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 getMarketInfoQueryKey, r as getMarketInfoQueryOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/solvers/market-info/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/market-info/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 { getMarketInfo, type GetMarketInfoParameters } from \"./get-market-info\";\nimport type { GetMarketInfoReturnType } from \"./types\";\n\n/** Data resolved by the {@link getMarketInfoQueryOptions} query. */\nexport type GetMarketInfoData = GetMarketInfoReturnType;\n\n/** Build the TanStack Query key for {@link getMarketInfoQueryOptions}. */\nexport function getMarketInfoQueryKey(options: Compute<GetMarketInfoParameters & ConfigKeyParameter> = {}) {\n  return [\"getMarketInfo\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getMarketInfoQueryKey}. */\nexport type GetMarketInfoQueryKey = ReturnType<typeof getMarketInfoQueryKey>;\n\n/** Options accepted by {@link getMarketInfoQueryOptions}. */\nexport type GetMarketInfoOptions = Compute<\n  GetMarketInfoParameters & QueryParameter<GetMarketInfoData, Error, GetMarketInfoData, GetMarketInfoQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getMarketInfoQueryOptions}. */\nexport type GetMarketInfoQueryOptions = SymmioQueryOptions<\n  GetMarketInfoData,\n  Error,\n  GetMarketInfoData,\n  GetMarketInfoQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getMarketInfo}.\n *\n * @param config - The SDK config.\n * @param options - Query parameters (optional `chainId`) and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(getMarketInfoQueryOptions(config, {}));\n * ```\n */\nexport function getMarketInfoQueryOptions(\n  config: Config,\n  options: GetMarketInfoOptions = {},\n): GetMarketInfoQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getMarketInfoQueryKey({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () => getMarketInfo(config, { chainId: options.chainId }),\n  };\n}\n"],"mappings":";;;AAWA,SAAgB,EAAsB,IAAiE,CAAC,GAAG;CACzG,OAAO,CAAC,iBAAiB,EAAmB,CAAO,CAAC;AACtD;AA8BA,SAAgB,EACd,GACA,IAAgC,CAAC,GACN;CAC3B,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAAsB;GAC9B,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,SAAS,EAAQ,OAAO,WAAW;EACnC,eAAe,EAAc,GAAQ,EAAE,SAAS,EAAQ,QAAQ,CAAC;CACnE;AACF"}

package/dist/solvers/market-info/to-market-info.d.ts

@@ -0,0 +1,13 @@
+import { GetGetMarketInfo200 } from '../types/generated/enigma-solver.js';
+import { GetMarketInfoReturnType } from './types.js';
+/**
+ * Map the generated `GetGetMarketInfo200` bag into the SDK's
+ * {@link GetMarketInfoReturnType}, splitting the top-level aggregate totals from
+ * the per-market volume rows. Keys in {@link AGGREGATE_KEYS} become the totals;
+ * every other object-valued key becomes a {@link MarketVolume}. Missing numeric
+ * fields default to `0`.
+ *
+ * @param raw - The raw `/get_market_info` response object.
+ */
+export declare function toMarketInfo(raw: GetGetMarketInfo200): GetMarketInfoReturnType;
+//# sourceMappingURL=to-market-info.d.ts.map

package/dist/solvers/market-info/to-market-info.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/market-info/to-market-info.js

@@ -0,0 +1,28 @@
+//#region src/solvers/market-info/to-market-info.ts
+var e = new Set(["total_value_24h", "total_lifetime_value"]);
+function t(e) {
+	if (e == null) return 0;
+	let t = typeof e == "number" ? e : Number(e);
+	return Number.isFinite(t) ? t : 0;
+}
+function n(n) {
+	let r = [];
+	for (let [i, a] of Object.entries(n)) {
+		if (e.has(i) || typeof a != "object" || !a) continue;
+		let n = a;
+		r.push({
+			symbol: i,
+			tradingVolume: t(n.trading_volume),
+			lifetimeValue: t(n.lifetime_value)
+		});
+	}
+	return {
+		markets: r,
+		totalValue24h: t(n.total_value_24h),
+		totalLifetimeValue: t(n.total_lifetime_value)
+	};
+}
+//#endregion
+export { n as toMarketInfo };
+
+//# sourceMappingURL=to-market-info.js.map

package/dist/solvers/market-info/to-market-info.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"to-market-info.js","names":[],"sources":["../../../src/solvers/market-info/to-market-info.ts"],"sourcesContent":["import type { GetGetMarketInfo200 } from \"../types/generated/enigma-solver\";\nimport type { GetMarketInfoReturnType, MarketVolume } from \"./types\";\n\n/**\n * Top-level aggregate keys in the `/get_market_info` bag. Every other key is a\n * market name whose value is a `{ trading_volume, lifetime_value }` object.\n */\nconst AGGREGATE_KEYS = new Set<string>([\"total_value_24h\", \"total_lifetime_value\"]);\n\n/**\n * Coerce an optional numeric solver field to a finite `number`, defaulting to\n * `0`. The volume fields are declared as an untyped bag in the OpenAPI spec but\n * the running solver may serve them as numbers or decimal strings, so we accept\n * both and parse strings via `Number`.\n */\nfunction toNumber(value: unknown): number {\n  if (value === undefined || value === null) return 0;\n  const parsed = typeof value === \"number\" ? value : Number(value);\n  return Number.isFinite(parsed) ? parsed : 0;\n}\n\n/**\n * Map the generated `GetGetMarketInfo200` bag into the SDK's\n * {@link GetMarketInfoReturnType}, splitting the top-level aggregate totals from\n * the per-market volume rows. Keys in {@link AGGREGATE_KEYS} become the totals;\n * every other object-valued key becomes a {@link MarketVolume}. Missing numeric\n * fields default to `0`.\n *\n * @param raw - The raw `/get_market_info` response object.\n */\nexport function toMarketInfo(raw: GetGetMarketInfo200): GetMarketInfoReturnType {\n  const markets: MarketVolume[] = [];\n  for (const [key, value] of Object.entries(raw)) {\n    if (AGGREGATE_KEYS.has(key)) continue;\n    if (typeof value !== \"object\" || value === null) continue;\n    const entry = value as Record<string, unknown>;\n    markets.push({\n      symbol: key,\n      tradingVolume: toNumber(entry.trading_volume),\n      lifetimeValue: toNumber(entry.lifetime_value),\n    });\n  }\n  return {\n    markets,\n    totalValue24h: toNumber(raw.total_value_24h),\n    totalLifetimeValue: toNumber(raw.total_lifetime_value),\n  };\n}\n"],"mappings":";AAOA,IAAM,IAAiB,IAAI,IAAY,CAAC,mBAAmB,sBAAsB,CAAC;AAQlF,SAAS,EAAS,GAAwB;CACxC,IAAI,KAAiC,MAAM,OAAO;CAClD,IAAM,IAAS,OAAO,KAAU,WAAW,IAAQ,OAAO,CAAK;CAC/D,OAAO,OAAO,SAAS,CAAM,IAAI,IAAS;AAC5C;AAWA,SAAgB,EAAa,GAAmD;CAC9E,IAAM,IAA0B,CAAC;CACjC,KAAK,IAAM,CAAC,GAAK,MAAU,OAAO,QAAQ,CAAG,GAAG;EAE9C,IADI,EAAe,IAAI,CAAG,KACtB,OAAO,KAAU,aAAY,GAAgB;EACjD,IAAM,IAAQ;EACd,EAAQ,KAAK;GACX,QAAQ;GACR,eAAe,EAAS,EAAM,cAAc;GAC5C,eAAe,EAAS,EAAM,cAAc;EAC9C,CAAC;CACH;CACA,OAAO;EACL;EACA,eAAe,EAAS,EAAI,eAAe;EAC3C,oBAAoB,EAAS,EAAI,oBAAoB;CACvD;AACF"}

package/dist/solvers/market-info/types.d.ts

@@ -0,0 +1,32 @@
+/**
+ * 24h volume figures for one solver market, normalized from the generated
+ * `/get_market_info` response.
+ *
+ * Every numeric field is a plain JavaScript `number` in the **dollar units the
+ * solver already reports** — no decimal scaling. `1234` here means $1,234.
+ */
+export interface MarketVolume {
+    /** Market ticker and solver map key (e.g. `"BTCUSDT"`). */
+    symbol: string;
+    /** Rolling 24-hour trading volume for the market (dollars). */
+    tradingVolume: number;
+    /** Cumulative lifetime traded value for the market (dollars). */
+    lifetimeValue: number;
+}
+/**
+ * Return type of {@link getMarketInfo}: aggregate totals plus one
+ * {@link MarketVolume} row per market.
+ *
+ * The solver serves per-market entries and the top-level aggregates in a single
+ * flat object; the SDK splits them so the per-market rows and the totals are
+ * addressable independently.
+ */
+export interface GetMarketInfoReturnType {
+    /** Per-market volume rows, keyed out of the flat solver object. */
+    markets: MarketVolume[];
+    /** Σ 24-hour traded value across every market (dollars). */
+    totalValue24h: number;
+    /** Σ lifetime traded value across every market (dollars). */
+    totalLifetimeValue: number;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/solvers/market-info/types.d.ts.map

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

@@ -1,6 +1,6 @@
-import { Config } from '../../core/config';
-import { ChainIdParameter, Compute } from '../../shared/types/properties';
-import { SymbolContractSymbol } from '../types/generated/enigma-solver';
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { SymbolContractSymbol } from '../types/generated/enigma-solver.js';
 /**
  * Parameters for {@link getMarkets}.
  */

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

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

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

@@ -1,7 +1,7 @@
-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';
+import { Config } from '../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query.js';
+import { GetMarketsParameters, GetMarketsReturnType } from './get-markets.js';
 /** Data resolved by the {@link getMarketsQueryOptions} query. */
 export type GetMarketsData = GetMarketsReturnType;
 /**

package/dist/solvers/notional-cap/check-notional-cap.d.ts

@@ -1,5 +1,5 @@
-import { PositionType } from '../../symmio-contracts/symmio/types';
-import { MarketNotionalCap } from './types';
+import { PositionType } from '../../symmio-contracts/symmio/types.js';
+import { MarketNotionalCap } from './types.js';
 /**
  * Inputs to {@link checkNotionalCap}. `notional` is a decimal-string dollar
  * value (e.g. `"125.5"`), matching the `markPrice × quantity` shape used by

package/dist/solvers/notional-cap/get-notional-cap-all.d.ts

@@ -1,6 +1,6 @@
-import { Config } from '../../core/config';
-import { ChainIdParameter, Compute } from '../../shared/types/properties';
-import { MarketNotionalCap } from './types';
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { MarketNotionalCap } from './types.js';
 /**
  * Parameters for {@link getNotionalCapAll}.
  */

package/dist/solvers/notional-cap/get-notional-cap-all.d.ts.map

@@ -1 +1 @@
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package/dist/solvers/notional-cap/get-notional-cap-all.js

@@ -2,12 +2,8 @@ import { SymmApiError as e, SymmError as t } from "../../shared/errors/symm-erro
 import { getNotionalCap as n } from "../types/generated/enigma-solver.js";
 import { toMarketNotionalCap as r } from "./to-market-notional-cap.js";
 import { isAxiosError as i } from "axios";
+import { toFiniteNumber as a } from "@symmio/utils/number";
 //#region src/solvers/notional-cap/get-notional-cap-all.ts
-function a(e) {
-	if (e == null) return 0;
-	let t = typeof e == "number" ? e : Number(e);
-	return Number.isFinite(t) ? t : 0;
-}
 async function o(o, s = {}) {
 	let { solver: c } = o.getChainConfig(s.chainId);
 	try {

package/dist/solvers/notional-cap/get-notional-cap-all.js.map

@@ -1 +1 @@
-{"version":3,"file":"get-notional-cap-all.js","names":[],"sources":["../../../src/solvers/notional-cap/get-notional-cap-all.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 { getNotionalCap } from \"../types/generated/enigma-solver\";\nimport { toMarketNotionalCap } from \"./to-market-notional-cap\";\nimport type { MarketNotionalCap } from \"./types\";\n\n/**\n * Parameters for {@link getNotionalCapAll}.\n */\nexport type GetNotionalCapAllParameters = Compute<ChainIdParameter>;\n\n/** Return type of {@link getNotionalCapAll}: aggregate totals + per-symbol rows. */\nexport interface GetNotionalCapAllReturnType {\n  /** Number of symbols the solver returned. */\n  count: number;\n  /** Σ `openInterest` across every market (dollars). */\n  totalOpenInterest: number;\n  /** Σ `used` across every market (dollars). */\n  totalUsed: number;\n  /** Per-symbol rows, decoded with the same mapper as {@link getNotionalCapBySymbolId}. */\n  symbols: MarketNotionalCap[];\n}\n\n/** Coerce an optional numeric solver field (declared `number` but served as string) to `number`. */\nfunction toNumber(value: number | string | undefined | null): number {\n  if (value === undefined || value === null) return 0;\n  const parsed = typeof value === \"number\" ? value : Number(value);\n  return Number.isFinite(parsed) ? parsed : 0;\n}\n\n/**\n * Fetch every market's notional cap in one call (`/notional_cap`). Surfaces the\n * aggregate `totalOpenInterest` / `totalUsed` and the per-symbol rows decoded\n * via {@link toMarketNotionalCap} — the same mapper the single-symbol read uses.\n *\n * Dollar amounts are returned as plain `number` values exactly as the solver\n * reports them; no decimal scaling. HTTP / transport failures throw\n * {@link SymmApiError}.\n *\n * @example\n * ```ts\n * const all = await getNotionalCapAll(config, {});\n * console.log(all.totalOpenInterest, all.symbols.length);\n * ```\n */\nexport async function getNotionalCapAll(\n  config: Config,\n  parameters: GetNotionalCapAllParameters = {},\n): Promise<GetNotionalCapAllReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  try {\n    const response = await getNotionalCap(undefined, { baseURL: solver.url });\n    const r = response.data as Record<string, unknown>;\n    const rawSymbols = Array.isArray(r.symbols) ? (r.symbols as Parameters<typeof toMarketNotionalCap>[0][]) : [];\n    return {\n      count: toNumber(r.count as number | string | undefined),\n      totalOpenInterest: toNumber(r.total_open_interest as number | string | undefined),\n      totalUsed: toNumber(r.total_used as number | string | undefined),\n      symbols: rawSymbols.map(toMarketNotionalCap),\n    };\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_NOTIONAL_CAP_ALL_FAILED\", baseURL: solver.url });\n    }\n    throw new SymmError(\n      \"api\",\n      \"FETCH_NOTIONAL_CAP_ALL_FAILED\",\n      `Failed to fetch notional caps: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;AA0BA,SAAS,EAAS,GAAmD;CACnE,IAAI,KAAiC,MAAM,OAAO;CAClD,IAAM,IAAS,OAAO,KAAU,WAAW,IAAQ,OAAO,CAAK;CAC/D,OAAO,OAAO,SAAS,CAAM,IAAI,IAAS;AAC5C;AAiBA,eAAsB,EACpB,GACA,IAA0C,CAAC,GACL;CACtC,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO;CAC3D,IAAI;EAEF,IAAM,KAAI,MADa,EAAe,KAAA,GAAW,EAAE,SAAS,EAAO,IAAI,CAAC,GACrD,MACb,IAAa,MAAM,QAAQ,EAAE,OAAO,IAAK,EAAE,UAA0D,CAAC;EAC5G,OAAO;GACL,OAAO,EAAS,EAAE,KAAoC;GACtD,mBAAmB,EAAS,EAAE,mBAAkD;GAChF,WAAW,EAAS,EAAE,UAAyC;GAC/D,SAAS,EAAW,IAAI,CAAmB;EAC7C;CACF,SAAS,GAAK;EAKZ,MAJI,aAAe,IAAiB,IAChC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAAiC,SAAS,EAAO;EAAI,CAAC,IAE5F,IAAI,EACR,OACA,iCACA,kCAAkC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACjF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}
+{"version":3,"file":"get-notional-cap-all.js","names":[],"sources":["../../../src/solvers/notional-cap/get-notional-cap-all.ts"],"sourcesContent":["import { toFiniteNumber } from \"@symmio/utils/number\";\nimport { 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 { getNotionalCap } from \"../types/generated/enigma-solver\";\nimport { toMarketNotionalCap } from \"./to-market-notional-cap\";\nimport type { MarketNotionalCap } from \"./types\";\n\n/**\n * Parameters for {@link getNotionalCapAll}.\n */\nexport type GetNotionalCapAllParameters = Compute<ChainIdParameter>;\n\n/** Return type of {@link getNotionalCapAll}: aggregate totals + per-symbol rows. */\nexport interface GetNotionalCapAllReturnType {\n  /** Number of symbols the solver returned. */\n  count: number;\n  /** Σ `openInterest` across every market (dollars). */\n  totalOpenInterest: number;\n  /** Σ `used` across every market (dollars). */\n  totalUsed: number;\n  /** Per-symbol rows, decoded with the same mapper as {@link getNotionalCapBySymbolId}. */\n  symbols: MarketNotionalCap[];\n}\n\n/**\n * Fetch every market's notional cap in one call (`/notional_cap`). Surfaces the\n * aggregate `totalOpenInterest` / `totalUsed` and the per-symbol rows decoded\n * via {@link toMarketNotionalCap} — the same mapper the single-symbol read uses.\n *\n * Dollar amounts are returned as plain `number` values exactly as the solver\n * reports them; no decimal scaling. HTTP / transport failures throw\n * {@link SymmApiError}.\n *\n * @example\n * ```ts\n * const all = await getNotionalCapAll(config, {});\n * console.log(all.totalOpenInterest, all.symbols.length);\n * ```\n */\nexport async function getNotionalCapAll(\n  config: Config,\n  parameters: GetNotionalCapAllParameters = {},\n): Promise<GetNotionalCapAllReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  try {\n    const response = await getNotionalCap(undefined, { baseURL: solver.url });\n    const r = response.data as Record<string, unknown>;\n    const rawSymbols = Array.isArray(r.symbols) ? (r.symbols as Parameters<typeof toMarketNotionalCap>[0][]) : [];\n    return {\n      count: toFiniteNumber(r.count as number | string | undefined),\n      totalOpenInterest: toFiniteNumber(r.total_open_interest as number | string | undefined),\n      totalUsed: toFiniteNumber(r.total_used as number | string | undefined),\n      symbols: rawSymbols.map(toMarketNotionalCap),\n    };\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_NOTIONAL_CAP_ALL_FAILED\", baseURL: solver.url });\n    }\n    throw new SymmError(\n      \"api\",\n      \"FETCH_NOTIONAL_CAP_ALL_FAILED\",\n      `Failed to fetch notional caps: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;;AAyCA,eAAsB,EACpB,GACA,IAA0C,CAAC,GACL;CACtC,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO;CAC3D,IAAI;EAEF,IAAM,KAAI,MADa,EAAe,KAAA,GAAW,EAAE,SAAS,EAAO,IAAI,CAAC,GACrD,MACb,IAAa,MAAM,QAAQ,EAAE,OAAO,IAAK,EAAE,UAA0D,CAAC;EAC5G,OAAO;GACL,OAAO,EAAe,EAAE,KAAoC;GAC5D,mBAAmB,EAAe,EAAE,mBAAkD;GACtF,WAAW,EAAe,EAAE,UAAyC;GACrE,SAAS,EAAW,IAAI,CAAmB;EAC7C;CACF,SAAS,GAAK;EAKZ,MAJI,aAAe,IAAiB,IAChC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAAiC,SAAS,EAAO;EAAI,CAAC,IAE5F,IAAI,EACR,OACA,iCACA,kCAAkC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACjF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/solvers/notional-cap/get-notional-cap-by-symbol-id.d.ts

@@ -1,6 +1,6 @@
-import { Config } from '../../core/config';
-import { ChainIdParameter, Compute } from '../../shared/types/properties';
-import { MarketNotionalCap } from './types';
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { MarketNotionalCap } from './types.js';
 /**
  * Parameters for {@link getNotionalCapBySymbolId}.
  */

package/dist/solvers/notional-cap/get-open-interest-by-symbol-id.d.ts

@@ -1,5 +1,5 @@
-import { Config } from '../../core/config';
-import { ChainIdParameter, Compute } from '../../shared/types/properties';
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
 /**
  * Parameters for {@link getOpenInterestBySymbolId}.
  */

package/dist/solvers/notional-cap/index.d.ts

@@ -1,10 +1,10 @@
-export * from './check-notional-cap';
-export * from './get-notional-cap-all';
-export * from './get-notional-cap-by-symbol-id';
-export * from './get-open-interest-by-symbol-id';
-export * from './query';
-export * from './query-all';
-export * from './query-open-interest';
-export * from './to-market-notional-cap';
-export * from './types';
+export * from './check-notional-cap.js';
+export * from './get-notional-cap-all.js';
+export * from './get-notional-cap-by-symbol-id.js';
+export * from './get-open-interest-by-symbol-id.js';
+export * from './query.js';
+export * from './query-all.js';
+export * from './query-open-interest.js';
+export * from './to-market-notional-cap.js';
+export * from './types.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/solvers/notional-cap/query-all.d.ts

@@ -1,7 +1,7 @@
-import { Config } from '../../core/config';
-import { Compute, ConfigKeyParameter } from '../../shared/types/properties';
-import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query';
-import { GetNotionalCapAllParameters, GetNotionalCapAllReturnType } from './get-notional-cap-all';
+import { Config } from '../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query.js';
+import { GetNotionalCapAllParameters, GetNotionalCapAllReturnType } from './get-notional-cap-all.js';
 /** Data resolved by the {@link getNotionalCapAllQueryOptions} query. */
 export type GetNotionalCapAllData = GetNotionalCapAllReturnType;
 /** Build the TanStack Query key for {@link getNotionalCapAllQueryOptions}. */

package/dist/solvers/notional-cap/query-open-interest.d.ts

@@ -1,7 +1,7 @@
-import { Config } from '../../core/config';
-import { Compute, ConfigKeyParameter } from '../../shared/types/properties';
-import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query';
-import { GetOpenInterestBySymbolIdParameters, GetOpenInterestBySymbolIdReturnType } from './get-open-interest-by-symbol-id';
+import { Config } from '../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query.js';
+import { GetOpenInterestBySymbolIdParameters, GetOpenInterestBySymbolIdReturnType } from './get-open-interest-by-symbol-id.js';
 /** Data resolved by the {@link getOpenInterestBySymbolIdQueryOptions} query. */
 export type GetOpenInterestBySymbolIdData = GetOpenInterestBySymbolIdReturnType;
 /** Build the TanStack Query key for {@link getOpenInterestBySymbolIdQueryOptions}. */

package/dist/solvers/notional-cap/query.d.ts

@@ -1,7 +1,7 @@
-import { Config } from '../../core/config';
-import { Compute, ConfigKeyParameter } from '../../shared/types/properties';
-import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query';
-import { GetNotionalCapBySymbolIdParameters, GetNotionalCapBySymbolIdReturnType } from './get-notional-cap-by-symbol-id';
+import { Config } from '../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../shared/types/query.js';
+import { GetNotionalCapBySymbolIdParameters, GetNotionalCapBySymbolIdReturnType } from './get-notional-cap-by-symbol-id.js';
 /** Data resolved by the {@link getNotionalCapBySymbolIdQueryOptions} query. */
 export type GetNotionalCapBySymbolIdData = GetNotionalCapBySymbolIdReturnType;
 /**

package/dist/solvers/notional-cap/to-market-notional-cap.d.ts

@@ -1,5 +1,5 @@
-import { ApiNotionalCapBySymbolResponse } from '../types/generated/enigma-solver';
-import { MarketNotionalCap } from './types';
+import { ApiNotionalCapBySymbolResponse } from '../types/generated/enigma-solver.js';
+import { MarketNotionalCap } from './types.js';
 /**
  * Map the generated `ApiNotionalCapBySymbolResponse` into the SDK's
  * {@link MarketNotionalCap}. Missing numeric fields default to `0`; the

package/dist/solvers/notional-cap/to-market-notional-cap.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"to-market-notional-cap.d.ts","sourceRoot":"","sources":["../../../src/solvers/notional-cap/to-market-notional-cap.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,8BAA8B,EAAE,MAAM,kCAAkC,CAAC;AACvF,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAC;AAEjD;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,GAAG,EAAE,8BAA8B,GAAG,iBAAiB,CAe1F"}

package/dist/solvers/notional-cap/to-market-notional-cap.js

@@ -1,9 +1,5 @@
+import { toFiniteNumber as e } from "@symmio/utils/number";
 //#region src/solvers/notional-cap/to-market-notional-cap.ts
-function e(e) {
-	if (e == null) return 0;
-	let t = typeof e == "number" ? e : Number(e);
-	return Number.isFinite(t) ? t : 0;
-}
 function t(t) {
 	let n = t;
 	return {