@symmio/trading-core 1.0.1 → 2.0.0

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.js';
-import { PositionType } from '../../../symmio-contracts/symmio/types.js';
+import { PositionType, SingleUpnlAndPriceSig } 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
@@ -10,6 +10,10 @@ import { PositionType } from '../../../symmio-contracts/symmio/types.js';
 export { PositionType };
 /** Contract enum value for MARKET orders. */
 export declare const ORDER_TYPE_MARKET: 1;
+/** Contract enum value for LIMIT orders (majors / rasa only). */
+export declare const ORDER_TYPE_LIMIT: 0;
+/** Order type sent to the hedger: `ORDER_TYPE_MARKET` (instant) or `ORDER_TYPE_LIMIT`. */
+export type SolverOrderType = typeof ORDER_TYPE_MARKET | typeof ORDER_TYPE_LIMIT;
 /**
  * Virtual-account isolation type values used by `addMarginToNextVA`.
  *
@@ -51,29 +55,14 @@ export declare function isolationTypeForSide(positionType: PositionType): Virtua
  * Muon oracle signature accepted by `sendQuoteWithAffiliateAndData`.
  *
  * For lowcap flows, pass `ZERO_UPNL_SIG` or build a placeholder with
- * `getFakeSendQuoteMuonSignature`.
+ * `getFakeSendQuoteMuonSignature`. Solvers that enforce Muon verification
+ * (Rasa / majors) need a live attestation from `getSendQuoteUpnlSig`.
+ *
+ * @deprecated Renamed to {@link SingleUpnlAndPriceSig} to match the on-chain
+ * struct name. This alias is kept for one release and will be removed in the
+ * next major.
  */
-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;
-    };
-}
+export type UpnlSig = SingleUpnlAndPriceSig;
 /**
  * InstantLayer EIP-712 `ReplayAttackHeader` struct.
  */

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

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

@@ -1 +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. 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+{"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, type SingleUpnlAndPriceSig } 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/** Contract enum value for LIMIT orders (majors / rasa only). */\nexport const ORDER_TYPE_LIMIT = 0 as const;\n/** Order type sent to the hedger: `ORDER_TYPE_MARKET` (instant) or `ORDER_TYPE_LIMIT`. */\nexport type SolverOrderType = typeof ORDER_TYPE_MARKET | typeof ORDER_TYPE_LIMIT;\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`. Solvers that enforce Muon verification\n * (Rasa / majors) need a live attestation from `getSendQuoteUpnlSig`.\n *\n * @deprecated Renamed to {@link SingleUpnlAndPriceSig} to match the on-chain\n * struct name. This alias is kept for one release and will be removed in the\n * next major.\n */\nexport type UpnlSig = SingleUpnlAndPriceSig;\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,GAWpB,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/limit-close/index.d.ts

@@ -0,0 +1,4 @@
+export * from './limit-close-auto.js';
+export * from './prepare-limit-close-params.js';
+export * from './query.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/solvers/limit-close/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-close/limit-close-auto.d.ts

@@ -0,0 +1,23 @@
+import { Config } from '../../core/config/index.js';
+import { InstantCloseReturnType } from '../instant-close/shared/types.js';
+import { PrepareLimitCloseParameters } from './prepare-limit-close-params.js';
+/**
+ * Submit a LIMIT close request from a minimal parameter set: resolve missing
+ * inputs via {@link prepareLimitCloseParams}, then submit through the shared
+ * `instantClose` primitive (which honors `orderType = LIMIT`).
+ *
+ * Friendly default for callers that have the close intent + resting price and
+ * trust the SDK to fetch the rest. For full control, call
+ * `prepareLimitCloseParams` + `instantClose` separately.
+ *
+ * @example
+ * ```ts
+ * const { success } = await limitCloseAuto(config, {
+ *   partyA, from,
+ *   market: { id: 1 }, positionType: "LONG",
+ *   quoteId: 42n, quantityToClose: "0.1", price: "64000",
+ * });
+ * ```
+ */
+export declare function limitCloseAuto(config: Config, parameters: PrepareLimitCloseParameters): Promise<InstantCloseReturnType>;
+//# sourceMappingURL=limit-close-auto.d.ts.map

package/dist/solvers/limit-close/limit-close-auto.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-close/limit-close-auto.js

@@ -0,0 +1,10 @@
+import { instantClose as e } from "../instant-close/instant-close/instant-close.js";
+import { prepareLimitCloseParams as t } from "./prepare-limit-close-params.js";
+//#region src/solvers/limit-close/limit-close-auto.ts
+async function n(n, r) {
+	return e(n, await t(n, r));
+}
+//#endregion
+export { n as limitCloseAuto };
+
+//# sourceMappingURL=limit-close-auto.js.map

package/dist/solvers/limit-close/limit-close-auto.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"limit-close-auto.js","names":[],"sources":["../../../src/solvers/limit-close/limit-close-auto.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { instantClose } from \"../instant-close/instant-close/instant-close\";\nimport type { InstantCloseReturnType } from \"../instant-close/shared/types\";\nimport { prepareLimitCloseParams, type PrepareLimitCloseParameters } from \"./prepare-limit-close-params\";\n\n/**\n * Submit a LIMIT close request from a minimal parameter set: resolve missing\n * inputs via {@link prepareLimitCloseParams}, then submit through the shared\n * `instantClose` primitive (which honors `orderType = LIMIT`).\n *\n * Friendly default for callers that have the close intent + resting price and\n * trust the SDK to fetch the rest. For full control, call\n * `prepareLimitCloseParams` + `instantClose` separately.\n *\n * @example\n * ```ts\n * const { success } = await limitCloseAuto(config, {\n *   partyA, from,\n *   market: { id: 1 }, positionType: \"LONG\",\n *   quoteId: 42n, quantityToClose: \"0.1\", price: \"64000\",\n * });\n * ```\n */\nexport async function limitCloseAuto(\n  config: Config,\n  parameters: PrepareLimitCloseParameters,\n): Promise<InstantCloseReturnType> {\n  const resolved = await prepareLimitCloseParams(config, parameters);\n  return instantClose(config, resolved);\n}\n"],"mappings":";;;AAuBA,eAAsB,EACpB,GACA,GACiC;CAEjC,OAAO,EAAa,GAAQ,MADL,EAAwB,GAAQ,CAAU,CAC7B;AACtC"}

package/dist/solvers/limit-close/prepare-limit-close-params.d.ts

@@ -0,0 +1,30 @@
+import { Config } from '../../core/config/index.js';
+import { Compute } from '../../shared/types/properties.js';
+import { InstantCloseParameters } from '../instant-close/instant-close/instant-close.js';
+import { PrepareInstantCloseParameters } from '../instant-close/prepare-instant-close-params/prepare-instant-close-params.js';
+/**
+ * Parameters for {@link prepareLimitCloseParams} and `limitCloseAuto`.
+ *
+ * Identical to the market (instant-close) inputs, except the caller supplies an
+ * explicit resting **`price`** instead of a fetched `markPrice` + `slippage`
+ * band — a limit close rests at exactly that price.
+ */
+export type PrepareLimitCloseParameters = Compute<Omit<PrepareInstantCloseParameters, "markPrice" | "slippage"> & {
+    /** Close limit price (decimal string) the order rests at. Set by the user; no slippage is applied. */
+    price: string;
+}>;
+/**
+ * Resolve every input the {@link InstantCloseParameters} primitive needs for a
+ * **LIMIT** close, from a minimal parameter set.
+ *
+ * Same resolution as {@link prepareInstantCloseParams} (market metadata,
+ * quantity clamp), but the user's `price` is used as the close level with
+ * **zero slippage**, and the result is tagged `orderType = LIMIT` so the hedger
+ * writes a pending close resting at that price rather than filling at mark.
+ *
+ * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the resolved solver does not
+ *   support limit orders (only majors / rasa do).
+ * @throws {SymmError} the same resolution errors as {@link prepareInstantCloseParams}.
+ */
+export declare function prepareLimitCloseParams(config: Config, parameters: PrepareLimitCloseParameters): Promise<InstantCloseParameters>;
+//# sourceMappingURL=prepare-limit-close-params.d.ts.map

package/dist/solvers/limit-close/prepare-limit-close-params.d.ts.map

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package/dist/solvers/limit-close/prepare-limit-close-params.js

@@ -0,0 +1,24 @@
+import { SymmError as e } from "../../shared/errors/symm-error.js";
+import { supportsLimitOrder as t } from "../capabilities.js";
+import { getLimitOrderDeadline as n } from "../instant-open/shared/trade-math.js";
+import { prepareInstantCloseParams as r } from "../instant-close/prepare-instant-close-params/prepare-instant-close-params.js";
+//#region src/solvers/limit-close/prepare-limit-close-params.ts
+async function i(i, a) {
+	if (!t(i, {
+		chainId: a.chainId,
+		solverId: a.solverId
+	})) throw new e("config", "UNSUPPORTED_BY_SOLVER", "Limit orders are not supported by the resolved solver. Only majors (rasa) support them.");
+	return {
+		...await r(i, {
+			...a,
+			markPrice: a.price,
+			slippage: 0
+		}),
+		orderType: 0,
+		deadline: a.deadline ?? n()
+	};
+}
+//#endregion
+export { i as prepareLimitCloseParams };
+
+//# sourceMappingURL=prepare-limit-close-params.js.map

package/dist/solvers/limit-close/prepare-limit-close-params.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"prepare-limit-close-params.js","names":[],"sources":["../../../src/solvers/limit-close/prepare-limit-close-params.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { SymmError } from \"../../shared/errors/symm-error\";\nimport type { Compute } from \"../../shared/types/properties\";\nimport { supportsLimitOrder } from \"../capabilities\";\nimport type { InstantCloseParameters } from \"../instant-close/instant-close/instant-close\";\nimport {\n  prepareInstantCloseParams,\n  type PrepareInstantCloseParameters,\n} from \"../instant-close/prepare-instant-close-params/prepare-instant-close-params\";\nimport { ORDER_TYPE_LIMIT } from \"../instant-close/shared/types\";\nimport { getLimitOrderDeadline } from \"../instant-open/shared/trade-math\";\n\n/**\n * Parameters for {@link prepareLimitCloseParams} and `limitCloseAuto`.\n *\n * Identical to the market (instant-close) inputs, except the caller supplies an\n * explicit resting **`price`** instead of a fetched `markPrice` + `slippage`\n * band — a limit close rests at exactly that price.\n */\nexport type PrepareLimitCloseParameters = Compute<\n  Omit<PrepareInstantCloseParameters, \"markPrice\" | \"slippage\"> & {\n    /** Close limit price (decimal string) the order rests at. Set by the user; no slippage is applied. */\n    price: string;\n  }\n>;\n\n/**\n * Resolve every input the {@link InstantCloseParameters} primitive needs for a\n * **LIMIT** close, from a minimal parameter set.\n *\n * Same resolution as {@link prepareInstantCloseParams} (market metadata,\n * quantity clamp), but the user's `price` is used as the close level with\n * **zero slippage**, and the result is tagged `orderType = LIMIT` so the hedger\n * writes a pending close resting at that price rather than filling at mark.\n *\n * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the resolved solver does not\n *   support limit orders (only majors / rasa do).\n * @throws {SymmError} the same resolution errors as {@link prepareInstantCloseParams}.\n */\nexport async function prepareLimitCloseParams(\n  config: Config,\n  parameters: PrepareLimitCloseParameters,\n): Promise<InstantCloseParameters> {\n  if (!supportsLimitOrder(config, { chainId: parameters.chainId, solverId: parameters.solverId })) {\n    throw new SymmError(\n      \"config\",\n      \"UNSUPPORTED_BY_SOLVER\",\n      \"Limit orders are not supported by the resolved solver. Only majors (rasa) support them.\",\n    );\n  }\n\n  const resolved = await prepareInstantCloseParams(config, {\n    ...parameters,\n    // The user's limit price stands in for the mark price; a limit close rests\n    // at an exact level, so there is no slippage band.\n    markPrice: parameters.price,\n    slippage: 0,\n  });\n\n  // A resting limit close gets the wider limit deadline (15 min default); the\n  // caller may still override via `parameters.deadline`.\n  return { ...resolved, orderType: ORDER_TYPE_LIMIT, deadline: parameters.deadline ?? getLimitOrderDeadline() };\n}\n"],"mappings":";;;;;AAuCA,eAAsB,EACpB,GACA,GACiC;CACjC,IAAI,CAAC,EAAmB,GAAQ;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC,GAC5F,MAAM,IAAI,EACR,UACA,yBACA,yFACF;CAaF,OAAO;EAAE,GAAG,MAVW,EAA0B,GAAQ;GACvD,GAAG;GAGH,WAAW,EAAW;GACtB,UAAU;EACZ,CAAC;EAIqB,WAAA;EAA6B,UAAU,EAAW,YAAY,EAAsB;CAAE;AAC9G"}

package/dist/solvers/limit-close/query.d.ts

@@ -0,0 +1,15 @@
+import { Config } from '../../core/config/index.js';
+import { PrepareLimitCloseParameters } from './prepare-limit-close-params.js';
+/**
+ * Build TanStack Mutation options for `limitCloseAuto`.
+ *
+ * @example
+ * ```ts
+ * useMutation(limitCloseAutoMutationOptions(config));
+ * ```
+ */
+export declare function limitCloseAutoMutationOptions(config: Config): {
+    mutationKey: readonly ["limitCloseAuto"];
+    mutationFn: (variables: PrepareLimitCloseParameters) => Promise<import('../instant-close/index.js').InstantCloseReturnType>;
+};
+//# sourceMappingURL=query.d.ts.map

package/dist/solvers/limit-close/query.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-close/query.js

@@ -0,0 +1,12 @@
+import { limitCloseAuto as e } from "./limit-close-auto.js";
+//#region src/solvers/limit-close/query.ts
+function t(t) {
+	return {
+		mutationKey: ["limitCloseAuto"],
+		mutationFn: (n) => e(t, n)
+	};
+}
+//#endregion
+export { t as limitCloseAutoMutationOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/solvers/limit-close/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/limit-close/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { limitCloseAuto } from \"./limit-close-auto\";\nimport type { PrepareLimitCloseParameters } from \"./prepare-limit-close-params\";\n\n/**\n * Build TanStack Mutation options for `limitCloseAuto`.\n *\n * @example\n * ```ts\n * useMutation(limitCloseAutoMutationOptions(config));\n * ```\n */\nexport function limitCloseAutoMutationOptions(config: Config) {\n  return {\n    mutationKey: [\"limitCloseAuto\"] as const,\n    mutationFn: (variables: PrepareLimitCloseParameters) => limitCloseAuto(config, variables),\n  };\n}\n"],"mappings":";;AAYA,SAAgB,EAA8B,GAAgB;CAC5D,OAAO;EACL,aAAa,CAAC,gBAAgB;EAC9B,aAAa,MAA2C,EAAe,GAAQ,CAAS;CAC1F;AACF"}

package/dist/solvers/limit-open/index.d.ts

@@ -0,0 +1,4 @@
+export * from './limit-open-auto.js';
+export * from './prepare-limit-open-params.js';
+export * from './query.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/solvers/limit-open/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-open/limit-open-auto.d.ts

@@ -0,0 +1,23 @@
+import { Config } from '../../core/config/index.js';
+import { InstantOpenReturnType } from '../instant-open/instant-open/types.js';
+import { PrepareLimitOpenParameters } from './prepare-limit-open-params.js';
+/**
+ * Place a LIMIT open from a minimal parameter set: resolve missing inputs via
+ * {@link prepareLimitOpenParams}, then submit through the shared `instantOpen`
+ * primitive (which honors `orderType = LIMIT`).
+ *
+ * Friendly default for callers that have the trade intent + resting price and
+ * trust the SDK to fetch the rest. For full control, call
+ * `prepareLimitOpenParams` + `instantOpen` separately.
+ *
+ * @example
+ * ```ts
+ * const { tempQuoteId } = await limitOpenAuto(config, {
+ *   subAccountAddress, from,
+ *   market: { id: 1 }, positionType: "LONG",
+ *   initialMargin: "100", leverage: 5, price: "64000",
+ * });
+ * ```
+ */
+export declare function limitOpenAuto(config: Config, parameters: PrepareLimitOpenParameters): Promise<InstantOpenReturnType>;
+//# sourceMappingURL=limit-open-auto.d.ts.map

package/dist/solvers/limit-open/limit-open-auto.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-open/limit-open-auto.js

@@ -0,0 +1,10 @@
+import { instantOpen as e } from "../instant-open/instant-open/instant-open.js";
+import { prepareLimitOpenParams as t } from "./prepare-limit-open-params.js";
+//#region src/solvers/limit-open/limit-open-auto.ts
+async function n(n, r) {
+	return e(n, await t(n, r));
+}
+//#endregion
+export { n as limitOpenAuto };
+
+//# sourceMappingURL=limit-open-auto.js.map

package/dist/solvers/limit-open/limit-open-auto.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"limit-open-auto.js","names":[],"sources":["../../../src/solvers/limit-open/limit-open-auto.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { instantOpen } from \"../instant-open/instant-open\";\nimport type { InstantOpenReturnType } from \"../instant-open/instant-open/types\";\nimport { prepareLimitOpenParams, type PrepareLimitOpenParameters } from \"./prepare-limit-open-params\";\n\n/**\n * Place a LIMIT open from a minimal parameter set: resolve missing inputs via\n * {@link prepareLimitOpenParams}, then submit through the shared `instantOpen`\n * primitive (which honors `orderType = LIMIT`).\n *\n * Friendly default for callers that have the trade intent + resting price and\n * trust the SDK to fetch the rest. For full control, call\n * `prepareLimitOpenParams` + `instantOpen` separately.\n *\n * @example\n * ```ts\n * const { tempQuoteId } = await limitOpenAuto(config, {\n *   subAccountAddress, from,\n *   market: { id: 1 }, positionType: \"LONG\",\n *   initialMargin: \"100\", leverage: 5, price: \"64000\",\n * });\n * ```\n */\nexport async function limitOpenAuto(\n  config: Config,\n  parameters: PrepareLimitOpenParameters,\n): Promise<InstantOpenReturnType> {\n  const resolved = await prepareLimitOpenParams(config, parameters);\n  return instantOpen(config, resolved);\n}\n"],"mappings":";;;AAuBA,eAAsB,EACpB,GACA,GACgC;CAEhC,OAAO,EAAY,GAAQ,MADJ,EAAuB,GAAQ,CAAU,CAC7B;AACrC"}

package/dist/solvers/limit-open/prepare-limit-open-params.d.ts

@@ -0,0 +1,31 @@
+import { Config } from '../../core/config/index.js';
+import { Compute } from '../../shared/types/properties.js';
+import { InstantOpenParameters } from '../instant-open/instant-open/types.js';
+import { PrepareInstantOpenParameters } from '../instant-open/prepare-instant-open-params/prepare-instant-open-params.js';
+/**
+ * Parameters for {@link prepareLimitOpenParams} and `limitOpenAuto`.
+ *
+ * Identical to the market (instant-open) inputs, except the caller supplies an
+ * explicit resting **`price`** instead of a fetched `markPrice` + `slippage`
+ * band — a limit order rests at exactly that price.
+ */
+export type PrepareLimitOpenParameters = Compute<Omit<PrepareInstantOpenParameters, "markPrice" | "slippage"> & {
+    /** Limit price (decimal string) the order rests at. Set by the user; no slippage is applied. */
+    price: string;
+}>;
+/**
+ * Resolve every input the {@link InstantOpenParameters} primitive needs for a
+ * **LIMIT** open, from a minimal parameter set.
+ *
+ * Same resolution as {@link prepareInstantOpenParams} (market metadata, locked
+ * params, fee rates, quantity + locked-margin math), but the user's `price` is
+ * used as the priced level with **zero slippage**, and the result is tagged
+ * `orderType = LIMIT` so the hedger writes a pending on-chain quote at that
+ * price rather than filling at mark.
+ *
+ * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the resolved solver does not
+ *   support limit orders (only majors / rasa do).
+ * @throws {SymmError} the same resolution errors as {@link prepareInstantOpenParams}.
+ */
+export declare function prepareLimitOpenParams(config: Config, parameters: PrepareLimitOpenParameters): Promise<InstantOpenParameters>;
+//# sourceMappingURL=prepare-limit-open-params.d.ts.map

package/dist/solvers/limit-open/prepare-limit-open-params.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-open/prepare-limit-open-params.js

@@ -0,0 +1,24 @@
+import { SymmError as e } from "../../shared/errors/symm-error.js";
+import { supportsLimitOrder as t } from "../capabilities.js";
+import { getLimitOrderDeadline as n } from "../instant-open/shared/trade-math.js";
+import { prepareInstantOpenParams as r } from "../instant-open/prepare-instant-open-params/prepare-instant-open-params.js";
+//#region src/solvers/limit-open/prepare-limit-open-params.ts
+async function i(i, a) {
+	if (!t(i, {
+		chainId: a.chainId,
+		solverId: a.solverId
+	})) throw new e("config", "UNSUPPORTED_BY_SOLVER", "Limit orders are not supported by the resolved solver. Only majors (rasa) support them.");
+	return {
+		...await r(i, {
+			...a,
+			markPrice: a.price,
+			slippage: 0
+		}),
+		orderType: 0,
+		deadline: a.deadline ?? n()
+	};
+}
+//#endregion
+export { i as prepareLimitOpenParams };
+
+//# sourceMappingURL=prepare-limit-open-params.js.map

package/dist/solvers/limit-open/prepare-limit-open-params.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"prepare-limit-open-params.js","names":[],"sources":["../../../src/solvers/limit-open/prepare-limit-open-params.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { SymmError } from \"../../shared/errors/symm-error\";\nimport type { Compute } from \"../../shared/types/properties\";\nimport { supportsLimitOrder } from \"../capabilities\";\nimport type { InstantOpenParameters } from \"../instant-open/instant-open/types\";\nimport {\n  prepareInstantOpenParams,\n  type PrepareInstantOpenParameters,\n} from \"../instant-open/prepare-instant-open-params/prepare-instant-open-params\";\nimport { getLimitOrderDeadline } from \"../instant-open/shared/trade-math\";\nimport { ORDER_TYPE_LIMIT } from \"../instant-open/shared/types\";\n\n/**\n * Parameters for {@link prepareLimitOpenParams} and `limitOpenAuto`.\n *\n * Identical to the market (instant-open) inputs, except the caller supplies an\n * explicit resting **`price`** instead of a fetched `markPrice` + `slippage`\n * band — a limit order rests at exactly that price.\n */\nexport type PrepareLimitOpenParameters = Compute<\n  Omit<PrepareInstantOpenParameters, \"markPrice\" | \"slippage\"> & {\n    /** Limit price (decimal string) the order rests at. Set by the user; no slippage is applied. */\n    price: string;\n  }\n>;\n\n/**\n * Resolve every input the {@link InstantOpenParameters} primitive needs for a\n * **LIMIT** open, from a minimal parameter set.\n *\n * Same resolution as {@link prepareInstantOpenParams} (market metadata, locked\n * params, fee rates, quantity + locked-margin math), but the user's `price` is\n * used as the priced level with **zero slippage**, and the result is tagged\n * `orderType = LIMIT` so the hedger writes a pending on-chain quote at that\n * price rather than filling at mark.\n *\n * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the resolved solver does not\n *   support limit orders (only majors / rasa do).\n * @throws {SymmError} the same resolution errors as {@link prepareInstantOpenParams}.\n */\nexport async function prepareLimitOpenParams(\n  config: Config,\n  parameters: PrepareLimitOpenParameters,\n): Promise<InstantOpenParameters> {\n  if (!supportsLimitOrder(config, { chainId: parameters.chainId, solverId: parameters.solverId })) {\n    throw new SymmError(\n      \"config\",\n      \"UNSUPPORTED_BY_SOLVER\",\n      \"Limit orders are not supported by the resolved solver. Only majors (rasa) support them.\",\n    );\n  }\n\n  const resolved = await prepareInstantOpenParams(config, {\n    ...parameters,\n    // The user's limit price stands in for the mark price; a limit rests at an\n    // exact level, so there is no slippage band.\n    markPrice: parameters.price,\n    slippage: 0,\n  });\n\n  // A resting limit order gets a wider send-quote deadline than a market fill\n  // (15 min default); the caller may still override via `parameters.deadline`.\n  return { ...resolved, orderType: ORDER_TYPE_LIMIT, deadline: parameters.deadline ?? getLimitOrderDeadline() };\n}\n"],"mappings":";;;;;AAwCA,eAAsB,EACpB,GACA,GACgC;CAChC,IAAI,CAAC,EAAmB,GAAQ;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC,GAC5F,MAAM,IAAI,EACR,UACA,yBACA,yFACF;CAaF,OAAO;EAAE,GAAG,MAVW,EAAyB,GAAQ;GACtD,GAAG;GAGH,WAAW,EAAW;GACtB,UAAU;EACZ,CAAC;EAIqB,WAAA;EAA6B,UAAU,EAAW,YAAY,EAAsB;CAAE;AAC9G"}

package/dist/solvers/limit-open/query.d.ts

@@ -0,0 +1,15 @@
+import { Config } from '../../core/config/index.js';
+import { PrepareLimitOpenParameters } from './prepare-limit-open-params.js';
+/**
+ * Build TanStack Mutation options for `limitOpenAuto`.
+ *
+ * @example
+ * ```ts
+ * useMutation(limitOpenAutoMutationOptions(config));
+ * ```
+ */
+export declare function limitOpenAutoMutationOptions(config: Config): {
+    mutationKey: readonly ["limitOpenAuto"];
+    mutationFn: (variables: PrepareLimitOpenParameters) => Promise<import('../instant-open/index.js').InstantOpenReturnType>;
+};
+//# sourceMappingURL=query.d.ts.map

package/dist/solvers/limit-open/query.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/limit-open/query.js

@@ -0,0 +1,12 @@
+import { limitOpenAuto as e } from "./limit-open-auto.js";
+//#region src/solvers/limit-open/query.ts
+function t(t) {
+	return {
+		mutationKey: ["limitOpenAuto"],
+		mutationFn: (n) => e(t, n)
+	};
+}
+//#endregion
+export { t as limitOpenAutoMutationOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/solvers/limit-open/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/limit-open/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { limitOpenAuto } from \"./limit-open-auto\";\nimport type { PrepareLimitOpenParameters } from \"./prepare-limit-open-params\";\n\n/**\n * Build TanStack Mutation options for `limitOpenAuto`.\n *\n * @example\n * ```ts\n * useMutation(limitOpenAutoMutationOptions(config));\n * ```\n */\nexport function limitOpenAutoMutationOptions(config: Config) {\n  return {\n    mutationKey: [\"limitOpenAuto\"] as const,\n    mutationFn: (variables: PrepareLimitOpenParameters) => limitOpenAuto(config, variables),\n  };\n}\n"],"mappings":";;AAYA,SAAgB,EAA6B,GAAgB;CAC3D,OAAO;EACL,aAAa,CAAC,eAAe;EAC7B,aAAa,MAA0C,EAAc,GAAQ,CAAS;CACxF;AACF"}

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

@@ -1,10 +1,10 @@
 import { Config } from '../../core/config/index.js';
-import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { Compute, ReadSolverParameter } from '../../shared/types/properties.js';
 import { ApiLockedParamsBySymbolIdResponse } from '../types/generated/enigma-solver.js';
 /**
  * Parameters for {@link getLockedParams}.
  */
-export type GetLockedParamsParameters = Compute<ChainIdParameter & {
+export type GetLockedParamsParameters = Compute<ReadSolverParameter & {
     /** Solver market path value for `/get_locked_params/{symbol}`. */
     symbol: string;
     /** Leverage used by the solver to calculate locked percentages. */

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

@@ -1 +1 @@
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package/dist/solvers/locked-params/get-locked-params.js

@@ -3,8 +3,10 @@ import { getGetLockedParamsSymbol as n } from "../types/generated/enigma-solver.
 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);
+	return a(e.getSolver({
+		chainId: t.chainId,
+		solverId: t.solverId
+	}).url, t.symbol, t.leverage);
 }
 async function a(i, a, o) {
 	try {

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

@@ -1 +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"}
+{"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 { Compute, ReadSolverParameter } 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  ReadSolverParameter & {\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.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId });\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;CAEpC,OAAO,EADQ,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CACpE,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"}

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

@@ -14,6 +14,7 @@ function r(e, r) {
 		enabled: r.query?.enabled ?? !0,
 		queryFn: () => t(e, {
 			chainId: r.chainId,
+			solverId: r.solverId,
 			symbol: r.symbol,
 			leverage: r.leverage
 		})

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

@@ -1 +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"}
+{"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({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () =>\n      getLockedParams(config, {\n        chainId: options.chainId,\n        solverId: options.solverId,\n        symbol: options.symbol,\n        leverage: options.leverage,\n      }),\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;GAChC,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,SAAS,EAAQ,OAAO,WAAW;EACnC,eACE,EAAgB,GAAQ;GACtB,SAAS,EAAQ;GACjB,UAAU,EAAQ;GAClB,QAAQ,EAAQ;GAChB,UAAU,EAAQ;EACpB,CAAC;CACL;AACF"}

package/dist/solvers/market-info/adapters/enigma-market-info.d.ts

@@ -0,0 +1,15 @@
+import { GetGetMarketInfo200 } from '../../types/generated/enigma-solver.js';
+import { EnigmaMarketInfo } from '../types.js';
+/**
+ * Map Enigma's flat `/get_market_info` bag into {@link EnigmaMarketInfo},
+ * splitting the top-level aggregate totals from the per-market volume rows.
+ */
+export declare function toEnigmaMarketInfo(raw: GetGetMarketInfo200): EnigmaMarketInfo;
+/**
+ * Fetch and normalize market info from an **Enigma** solver — the generated
+ * client call plus mapping to {@link EnigmaMarketInfo}.
+ *
+ * @internal
+ */
+export declare function fetchEnigmaMarketInfo(baseURL: string): Promise<EnigmaMarketInfo>;
+//# sourceMappingURL=enigma-market-info.d.ts.map

package/dist/solvers/market-info/adapters/enigma-market-info.d.ts.map

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

@@ -0,0 +1,33 @@
+import { getGetMarketInfo as e } from "../../types/generated/enigma-solver.js";
+//#region src/solvers/market-info/adapters/enigma-market-info.ts
+var t = new Set(["total_value_24h", "total_lifetime_value"]);
+function n(e) {
+	if (e == null) return 0;
+	let t = typeof e == "number" ? e : Number(e);
+	return Number.isFinite(t) ? t : 0;
+}
+function r(e) {
+	let r = [];
+	for (let [i, a] of Object.entries(e)) {
+		if (t.has(i) || typeof a != "object" || !a) continue;
+		let e = a;
+		r.push({
+			symbol: i,
+			tradingVolume: n(e.trading_volume),
+			lifetimeValue: n(e.lifetime_value)
+		});
+	}
+	return {
+		kind: "enigma",
+		markets: r,
+		totalValue24h: n(e.total_value_24h),
+		totalLifetimeValue: n(e.total_lifetime_value)
+	};
+}
+async function i(t) {
+	return r((await e({ baseURL: t })).data);
+}
+//#endregion
+export { i as fetchEnigmaMarketInfo };
+
+//# sourceMappingURL=enigma-market-info.js.map

package/dist/solvers/market-info/adapters/enigma-market-info.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"enigma-market-info.js","names":[],"sources":["../../../../src/solvers/market-info/adapters/enigma-market-info.ts"],"sourcesContent":["import { getGetMarketInfo, type GetGetMarketInfo200 } from \"../../types/generated/enigma-solver\";\nimport type { EnigmaMarketInfo, MarketVolume } from \"../types\";\n\n/**\n * Top-level aggregate keys in Enigma's `/get_market_info` bag. Every other key is\n * a 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`. Enigma's volume bag is untyped in the OpenAPI spec but the running solver\n * may serve numbers or decimal strings, so accept both.\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 Enigma's flat `/get_market_info` bag into {@link EnigmaMarketInfo},\n * splitting the top-level aggregate totals from the per-market volume rows.\n */\nexport function toEnigmaMarketInfo(raw: GetGetMarketInfo200): EnigmaMarketInfo {\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    kind: \"enigma\",\n    markets,\n    totalValue24h: toNumber(raw.total_value_24h),\n    totalLifetimeValue: toNumber(raw.total_lifetime_value),\n  };\n}\n\n/**\n * Fetch and normalize market info from an **Enigma** solver — the generated\n * client call plus mapping to {@link EnigmaMarketInfo}.\n *\n * @internal\n */\nexport async function fetchEnigmaMarketInfo(baseURL: string): Promise<EnigmaMarketInfo> {\n  const response = await getGetMarketInfo({ baseURL });\n  return toEnigmaMarketInfo(response.data);\n}\n"],"mappings":";;AAOA,IAAM,IAAiB,IAAI,IAAY,CAAC,mBAAmB,sBAAsB,CAAC;AAOlF,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;AAMA,SAAgB,EAAmB,GAA4C;CAC7E,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,MAAM;EACN;EACA,eAAe,EAAS,EAAI,eAAe;EAC3C,oBAAoB,EAAS,EAAI,oBAAoB;CACvD;AACF;AAQA,eAAsB,EAAsB,GAA4C;CAEtF,OAAO,GAAmB,MADH,EAAiB,EAAE,WAAQ,CAAC,GAChB,IAAI;AACzC"}

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

@@ -0,0 +1,3 @@
+export * from './enigma-market-info.js';
+export * from './rasa-market-info.js';
+//# sourceMappingURL=index.d.ts.map