@symmio/trading-core 1.1.0 → 2.0.0

package/dist/orderbook/types.d.ts

@@ -0,0 +1,299 @@
+import { SymmError } from '../shared/errors/symm-error.js';
+import { Unwatch } from '../websocket/notifications/watch-notifications.js';
+import { SocketStatus } from '../websocket/socket/index.js';
+/**
+ * What the prices in an order book actually represent.
+ *
+ * Surfaced deliberately rather than hidden: a book taken from a reference
+ * exchange is not the liquidity a SYMMIO trade executes against. A UI that
+ * sizes an order off this book should be able to tell the user so.
+ *
+ * - `reference-exchange` — resting orders on a third-party venue (e.g. Binance USD-M).
+ * - `dex-pool` — depth synthesized from an on-chain liquidity pool's curve.
+ * - `solver-mark` — the SYMMIO solver's own quoted depth, what execution settles against.
+ *
+ * Intentionally mirrors `CandlePriceBasis`. The two slices keep their own
+ * vocabulary so a venue can supply one without implying the other.
+ */
+export type OrderbookPriceBasis = "reference-exchange" | "dex-pool" | "solver-mark";
+/**
+ * A single resting price level.
+ *
+ * `size` is a base-asset quantity — the notional at this level is
+ * `price * size`. Both are plain numbers: venues quote depth as decimal
+ * strings well inside IEEE-754's exact range, and a book is read far more
+ * often than it is summed.
+ */
+export interface OrderbookLevel {
+    /** Limit price, quote-asset denominated. */
+    price: number;
+    /** Resting quantity at this price, base-asset denominated. */
+    size: number;
+}
+/**
+ * A price level with the depth resting at or better than it.
+ *
+ * Produced by {@link accumulateOrderbook}. Totals are **inclusive** of the
+ * level's own size, so the last entry's `total` is the depth of the whole
+ * series — the value a depth bar should normalize against.
+ */
+export interface OrderbookDepthLevel extends OrderbookLevel {
+    /** Cumulative base-asset size from the best price through this level, inclusive. */
+    total: number;
+    /** Cumulative notional (`Σ price × size`) through this level, inclusive. */
+    totalQuote: number;
+}
+/**
+ * A point-in-time order book.
+ *
+ * `bids` descend from the best (highest) bid; `asks` ascend from the best
+ * (lowest) ask. Both sides are de-duplicated by price and carry no zero-size
+ * levels.
+ */
+export interface Orderbook {
+    /** Market name as SYMMIO names it. */
+    marketName: string;
+    /** Resting buy orders, best (highest price) first. */
+    bids: OrderbookLevel[];
+    /** Resting sell orders, best (lowest price) first. */
+    asks: OrderbookLevel[];
+    /**
+     * Venue sequence number this book is synchronized to.
+     *
+     * Monotonic per market. A consumer holding two books for the same market can
+     * compare this to tell which is newer; it is meaningless across markets or
+     * across sources.
+     */
+    lastUpdateId: number;
+    /** When the venue produced this book, unix ms. `0` when the venue omits it. */
+    timestamp: number;
+}
+/**
+ * Best prices and the gap between them.
+ *
+ * `undefined` from {@link getOrderbookSpread} when either side is empty — a
+ * one-sided book has no spread, and reporting `0` would read as a locked market.
+ */
+export interface OrderbookSpread {
+    /** Highest resting bid. */
+    bestBid: number;
+    /** Lowest resting ask. */
+    bestAsk: number;
+    /** `bestAsk - bestBid`, in quote-asset units. Negative when the book is crossed. */
+    spread: number;
+    /** The spread as basis points of {@link OrderbookSpread.midPrice}. */
+    spreadBps: number;
+    /** Arithmetic mid, `(bestBid + bestAsk) / 2`. */
+    midPrice: number;
+}
+/** Direction of a hypothetical market order walked through a book. */
+export type OrderbookWalkSide = "buy" | "sell";
+/**
+ * Result of filling a hypothetical market order against resting depth.
+ *
+ * Produced by {@link walkOrderbook}. Every field is derived from the book
+ * alone: no fees, no funding, and no solver spread are applied.
+ */
+export interface OrderbookWalk {
+    /** Direction that was walked. `buy` consumed asks, `sell` consumed bids. */
+    side: OrderbookWalkSide;
+    /** Base-asset size requested. */
+    requestedSize: number;
+    /** Base-asset size actually fillable — less than requested when depth ran out. */
+    filledSize: number;
+    /** Quote-asset cost (buy) or proceeds (sell) of the fill. */
+    filledQuote: number;
+    /** Size-weighted average fill price, or `undefined` when nothing filled. */
+    averagePrice?: number;
+    /** Best price on the side walked, or `undefined` when that side is empty. */
+    bestPrice?: number;
+    /** Price of the deepest level touched, or `undefined` when nothing filled. */
+    worstPrice?: number;
+    /**
+     * Cost of crossing the book, in basis points of {@link OrderbookWalk.bestPrice}.
+     *
+     * Always `>= 0`: a buy averages above the best ask, a sell below the best
+     * bid, and both are reported as a positive cost. `0` when nothing filled.
+     */
+    slippageBps: number;
+    /** `true` when the book held less depth than requested. */
+    partial: boolean;
+    /** Number of price levels consumed. */
+    levelsConsumed: number;
+}
+/**
+ * Depth resting near the mid, per side.
+ *
+ * Produced by {@link getOrderbookDepthWithin}. A liquidity read that is robust
+ * to a single large far-out order, unlike top-of-book size.
+ */
+export interface OrderbookDepthSummary {
+    /** How far from mid the window extends, as a fraction (`0.01` = ±1%). */
+    percent: number;
+    /** Base-asset size resting on the bid side inside the window. */
+    bidSize: number;
+    /** Base-asset size resting on the ask side inside the window. */
+    askSize: number;
+    /** Notional resting on the bid side inside the window. */
+    bidQuote: number;
+    /** Notional resting on the ask side inside the window. */
+    askQuote: number;
+    /**
+     * `(bidQuote - askQuote) / (bidQuote + askQuote)`, in `[-1, 1]`.
+     *
+     * Positive means more resting bid notional than ask — buy-side pressure.
+     * `0` when the window is empty on both sides.
+     */
+    imbalance: number;
+}
+/**
+ * Symbol metadata a book needs before it can be rendered: how to label the
+ * instrument and how many decimals to draw its prices and sizes at.
+ */
+export interface OrderbookSymbol {
+    /** Market name as SYMMIO names it (e.g. `"BTCUSDT"`). */
+    marketName: string;
+    /** The same instrument in the source's own namespace. */
+    sourceSymbol: string;
+    /** Base asset (e.g. `"BTC"`), for a size column header. */
+    baseAsset: string;
+    /** Quote asset (e.g. `"USDT"`), for a price column header. */
+    quoteAsset: string;
+    /** Decimal places prices should be rendered at. */
+    pricePrecision: number;
+    /** Decimal places sizes should be rendered at. */
+    sizePrecision: number;
+    /**
+     * Smallest price increment the venue allows.
+     *
+     * The natural finest grouping for a ladder, and the base of the ladder
+     * {@link suggestOrderbookTickSizes} builds.
+     */
+    tickSize: number;
+}
+/**
+ * Parameters for {@link OrderbookSource.getOrderbook}.
+ */
+export interface GetOrderbookParameters {
+    /** Market name as SYMMIO names it. */
+    marketName: string;
+    /**
+     * Levels per side to request. Must be one of
+     * {@link OrderbookSource.supportedLimits}; defaults to
+     * {@link OrderbookSource.defaultLimit}.
+     */
+    limit?: number;
+    /** Aborts the in-flight request. Wired to TanStack Query cancellation by the hooks. */
+    signal?: AbortSignal;
+}
+/**
+ * Why an in-progress book was discarded and rebuilt from a fresh snapshot.
+ *
+ * - `initial` — the first build; there was no prior book.
+ * - `sequence-gap` — an update did not chain onto the previous one, so at least
+ *   one update was missed and the local book can no longer be trusted.
+ * - `reconnect` — the socket dropped and re-dialed; updates during the gap are lost.
+ * - `stale-snapshot` — the snapshot came back older than the buffered updates
+ *   could bridge, so it was refetched.
+ */
+export type OrderbookResyncReason = "initial" | "sequence-gap" | "reconnect" | "stale-snapshot";
+/**
+ * Parameters for {@link OrderbookSource.watchOrderbook}.
+ */
+export interface WatchOrderbookParameters {
+    /** Market name as SYMMIO names it. */
+    marketName: string;
+    /**
+     * Levels per side to fetch in the snapshot the live book is built on.
+     *
+     * Deeper snapshots cost more venue rate-limit weight but survive large
+     * sweeps without the far side of the book going blank. Defaults to
+     * {@link OrderbookSource.defaultLimit}.
+     */
+    limit?: number;
+    /**
+     * Levels per side to emit on each update. Defaults to `50`.
+     *
+     * Independent of `limit`: the source tracks the full book internally and
+     * trims only at the callback, so a ladder showing 15 rows does not pay for
+     * 1000 objects per tick.
+     */
+    levels?: number;
+    /**
+     * Called with a complete book on every applied update — never a delta.
+     *
+     * Each call receives a fresh object, so a consumer can hold onto one without
+     * it mutating underneath them.
+     */
+    onOrderbook: (orderbook: Orderbook) => void;
+    /**
+     * Called whenever the book is being rebuilt.
+     *
+     * Fires *before* the rebuild completes, so a consumer can show a stale
+     * indicator; the next {@link WatchOrderbookParameters.onOrderbook} is the
+     * rebuilt book.
+     */
+    onResync?: (reason: OrderbookResyncReason) => void;
+    /** Called whenever the underlying connection status changes. */
+    onStatusChange?: (status: SocketStatus) => void;
+    /** Called on a transport, parse, or snapshot error; does not stop the subscription. */
+    onError?: (error: SymmError) => void;
+}
+/**
+ * A pluggable source of order-book data.
+ *
+ * This is the SDK's depth boundary, and the counterpart of `CandleSource`.
+ * Every consumer of a book needs the same three things — symbol metadata, a
+ * snapshot, and a live subscription — so that is what a source provides.
+ * Hooks (`useOrderbook`, `useLiveOrderbook`) and the aggregation helpers are
+ * written against this interface, never against a specific venue.
+ *
+ * Unlike most SDK actions, a source is **not** derived from `Config`: a
+ * reference exchange is not a SYMMIO chain deployment, and which venue's depth
+ * to show is the consumer's choice. Construct one and pass it in explicitly.
+ *
+ * @example
+ * ```ts
+ * const source = createBinanceOrderbookSource();
+ * const book = await source.getOrderbook({ marketName: "BTCUSDT", limit: 20 });
+ * const spread = getOrderbookSpread(book);
+ * ```
+ */
+export interface OrderbookSource {
+    /** Stable identifier, used to scope query keys (e.g. `"binance:usd-m-futures"`). */
+    readonly id: string;
+    /** What the prices from this source represent. */
+    readonly priceBasis: OrderbookPriceBasis;
+    /**
+     * Depths the venue accepts for a snapshot, ascending.
+     *
+     * Venues that take a free-form limit report their maximum as the single
+     * largest entry; venues that take an enum report every allowed value.
+     */
+    readonly supportedLimits: readonly number[];
+    /** Depth used when a caller does not pass `limit`. */
+    readonly defaultLimit: number;
+    /**
+     * Resolve symbol metadata, or `undefined` when the source does not carry
+     * this market.
+     *
+     * @param marketName - Market name as SYMMIO names it.
+     */
+    getSymbol(marketName: string): Promise<OrderbookSymbol | undefined>;
+    /**
+     * Fetch a point-in-time snapshot.
+     *
+     * @param parameters - Market and depth.
+     */
+    getOrderbook(parameters: GetOrderbookParameters): Promise<Orderbook>;
+    /**
+     * Subscribe to a continuously synchronized book. Absent when the source has
+     * no realtime feed, in which case a consumer must poll
+     * {@link OrderbookSource.getOrderbook}.
+     *
+     * @param parameters - Market, depth, and handlers.
+     * @returns An unwatch function that releases the subscription.
+     */
+    watchOrderbook?(parameters: WatchOrderbookParameters): Unwatch;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/orderbook/types.d.ts.map

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package/dist/orderbook/walk.d.ts

@@ -0,0 +1,31 @@
+import { Orderbook, OrderbookWalk, OrderbookWalkSide } from './types.js';
+/**
+ * Fill a hypothetical market order against resting depth.
+ *
+ * A buy consumes asks from the best (lowest) price outward; a sell consumes
+ * bids from the best (highest) price outward. Nothing but the book is
+ * considered — no fees, no funding, no solver spread — so treat the result as
+ * the cost of liquidity, not a quote.
+ *
+ * Two caveats worth passing on to a user:
+ * - The book is only as deep as the snapshot behind it. A `partial: true`
+ *   result may mean the venue is thin, or merely that the subscription is
+ *   tracking fewer levels than the order needs.
+ * - When the source's `priceBasis` is `reference-exchange`, this is a
+ *   third-party venue's liquidity, not the depth a SYMMIO trade executes against.
+ *
+ * @param orderbook - The book to walk.
+ * @param side - `buy` to consume asks, `sell` to consume bids.
+ * @param size - Base-asset quantity to fill.
+ * @returns The fill: size, notional, average price, and slippage against the
+ *   touch. Zero-filled when `size` is not positive or the side is empty.
+ *
+ * @example
+ * ```ts
+ * const walk = walkOrderbook(book, "buy", 5);
+ * if (walk.partial) console.warn("not enough resting depth");
+ * console.log(walk.averagePrice, `${walk.slippageBps.toFixed(1)} bps`);
+ * ```
+ */
+export declare function walkOrderbook(orderbook: Orderbook, side: OrderbookWalkSide, size: number): OrderbookWalk;
+//# sourceMappingURL=walk.d.ts.map

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package/dist/orderbook/walk.js

@@ -0,0 +1,39 @@
+//#region src/orderbook/walk.ts
+function e(e, t, n) {
+	let r = t === "buy" ? e.asks : e.bids, i = r[0]?.price, a = Number.isFinite(n) && n > 0 ? n : 0, o = {
+		side: t,
+		requestedSize: a,
+		filledSize: 0,
+		filledQuote: 0,
+		bestPrice: i,
+		slippageBps: 0,
+		partial: a > 0,
+		levelsConsumed: 0
+	};
+	if (a === 0 || i === void 0) return o;
+	let s = 0, c = 0, l, u = 0;
+	for (let e of r) {
+		let t = a - s;
+		if (t <= 0) break;
+		let n = Math.min(e.size, t);
+		n <= 0 || (s += n, c += n * e.price, l = e.price, u += 1);
+	}
+	if (s === 0) return o;
+	let d = c / s, f = t === "buy" ? d - i : i - d;
+	return {
+		side: t,
+		requestedSize: a,
+		filledSize: s,
+		filledQuote: c,
+		averagePrice: d,
+		bestPrice: i,
+		worstPrice: l,
+		slippageBps: i > 0 ? Math.max(0, f / i * 1e4) : 0,
+		partial: s < a,
+		levelsConsumed: u
+	};
+}
+//#endregion
+export { e as walkOrderbook };
+
+//# sourceMappingURL=walk.js.map

package/dist/orderbook/walk.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"walk.js","names":[],"sources":["../../src/orderbook/walk.ts"],"sourcesContent":["import type { Orderbook, OrderbookLevel, OrderbookWalk, OrderbookWalkSide } from \"./types\";\n\n/**\n * Fill a hypothetical market order against resting depth.\n *\n * A buy consumes asks from the best (lowest) price outward; a sell consumes\n * bids from the best (highest) price outward. Nothing but the book is\n * considered — no fees, no funding, no solver spread — so treat the result as\n * the cost of liquidity, not a quote.\n *\n * Two caveats worth passing on to a user:\n * - The book is only as deep as the snapshot behind it. A `partial: true`\n *   result may mean the venue is thin, or merely that the subscription is\n *   tracking fewer levels than the order needs.\n * - When the source's `priceBasis` is `reference-exchange`, this is a\n *   third-party venue's liquidity, not the depth a SYMMIO trade executes against.\n *\n * @param orderbook - The book to walk.\n * @param side - `buy` to consume asks, `sell` to consume bids.\n * @param size - Base-asset quantity to fill.\n * @returns The fill: size, notional, average price, and slippage against the\n *   touch. Zero-filled when `size` is not positive or the side is empty.\n *\n * @example\n * ```ts\n * const walk = walkOrderbook(book, \"buy\", 5);\n * if (walk.partial) console.warn(\"not enough resting depth\");\n * console.log(walk.averagePrice, `${walk.slippageBps.toFixed(1)} bps`);\n * ```\n */\nexport function walkOrderbook(orderbook: Orderbook, side: OrderbookWalkSide, size: number): OrderbookWalk {\n  const levels: readonly OrderbookLevel[] = side === \"buy\" ? orderbook.asks : orderbook.bids;\n  const bestPrice = levels[0]?.price;\n\n  const requestedSize = Number.isFinite(size) && size > 0 ? size : 0;\n\n  const empty: OrderbookWalk = {\n    side,\n    requestedSize,\n    filledSize: 0,\n    filledQuote: 0,\n    bestPrice,\n    slippageBps: 0,\n    /** Nothing requested is not a shortfall; nothing available is. */\n    partial: requestedSize > 0,\n    levelsConsumed: 0,\n  };\n\n  if (requestedSize === 0 || bestPrice === undefined) return empty;\n\n  let filledSize = 0;\n  let filledQuote = 0;\n  let worstPrice: number | undefined;\n  let levelsConsumed = 0;\n\n  for (const level of levels) {\n    const remaining = requestedSize - filledSize;\n    if (remaining <= 0) break;\n\n    const taken = Math.min(level.size, remaining);\n    if (taken <= 0) continue;\n\n    filledSize += taken;\n    filledQuote += taken * level.price;\n    worstPrice = level.price;\n    levelsConsumed += 1;\n  }\n\n  if (filledSize === 0) return empty;\n\n  const averagePrice = filledQuote / filledSize;\n  /**\n   * A buy averages above the touch and a sell below it. Both are a cost, so\n   * the sign is normalized rather than reported as a signed drift.\n   */\n  const drift = side === \"buy\" ? averagePrice - bestPrice : bestPrice - averagePrice;\n\n  return {\n    side,\n    requestedSize,\n    filledSize,\n    filledQuote,\n    averagePrice,\n    bestPrice,\n    worstPrice,\n    slippageBps: bestPrice > 0 ? Math.max(0, (drift / bestPrice) * 10_000) : 0,\n    partial: filledSize < requestedSize,\n    levelsConsumed,\n  };\n}\n"],"mappings":";AA8BA,SAAgB,EAAc,GAAsB,GAAyB,GAA6B;CACxG,IAAM,IAAoC,MAAS,QAAQ,EAAU,OAAO,EAAU,MAChF,IAAY,EAAO,IAAI,OAEvB,IAAgB,OAAO,SAAS,CAAI,KAAK,IAAO,IAAI,IAAO,GAE3D,IAAuB;EAC3B;EACA;EACA,YAAY;EACZ,aAAa;EACb;EACA,aAAa;EAEb,SAAS,IAAgB;EACzB,gBAAgB;CAClB;CAEA,IAAI,MAAkB,KAAK,MAAc,KAAA,GAAW,OAAO;CAE3D,IAAI,IAAa,GACb,IAAc,GACd,GACA,IAAiB;CAErB,KAAK,IAAM,KAAS,GAAQ;EAC1B,IAAM,IAAY,IAAgB;EAClC,IAAI,KAAa,GAAG;EAEpB,IAAM,IAAQ,KAAK,IAAI,EAAM,MAAM,CAAS;EACxC,KAAS,MAEb,KAAc,GACd,KAAe,IAAQ,EAAM,OAC7B,IAAa,EAAM,OACnB,KAAkB;CACpB;CAEA,IAAI,MAAe,GAAG,OAAO;CAE7B,IAAM,IAAe,IAAc,GAK7B,IAAQ,MAAS,QAAQ,IAAe,IAAY,IAAY;CAEtE,OAAO;EACL;EACA;EACA;EACA;EACA;EACA;EACA;EACA,aAAa,IAAY,IAAI,KAAK,IAAI,GAAI,IAAQ,IAAa,GAAM,IAAI;EACzE,SAAS,IAAa;EACtB;CACF;AACF"}

package/dist/pools/add-market/add-market.d.ts

@@ -0,0 +1,74 @@
+import { Config } from '../../core/config/index.js';
+import { ChainIdParameter, Compute } from '../../shared/types/properties.js';
+import { ListingDepositChainId } from '../types.js';
+import { CreatedPool } from './types.js';
+/**
+ * Parameters for {@link addMarket}.
+ *
+ * `accessToken`, `tokenContractAddress`, `buyBackRatio`, `maxLeverage`, and
+ * `depositChain` are required — the endpoint is authed and the service needs the
+ * token and its pool economics to open an application. Every other field is an
+ * optional listing extra: it is sent only when set, so an omitted extra is left
+ * absent from the request rather than defaulted.
+ */
+export type AddMarketParameters = Compute<ChainIdParameter & {
+    /**
+     * Bearer token from `authenticateListing`; required — the endpoint is authed.
+     * Sent as the `Authorization: Bearer <token>` header; a bad or expired token
+     * yields a `401`.
+     */
+    accessToken: string;
+    /** The token to list, as an EVM (`0x…`) or Solana (base58) contract address. */
+    tokenContractAddress: string;
+    /** Share of trading fees routed to buy-backs, `0`–`100`. */
+    buyBackRatio: number;
+    /** Maximum leverage the market allows, as a whole multiplier (`20` = 20x), `1`–`100`. */
+    maxLeverage: number;
+    /** Chain the token lives on and where its listing deposit will be made. Required. */
+    depositChain: ListingDepositChainId;
+    /** Whether the token charges a transfer tax. Sent only when set. */
+    isTax?: boolean;
+    /** Whether the deposit wallet is whitelisted from the token's transfer tax. Sent only when set. */
+    userWhitelistTax?: boolean;
+    /** Extra chain ids the token can also be deposited on. Sent only when set (an empty array is sent as an empty list). */
+    additionalChains?: readonly number[];
+    /** An existing pool address to attach, when the token already has one. Sent only when set. */
+    poolAddress?: string;
+    /** CEX names the token trades on, e.g. `"Binance"`. Sent only when set. */
+    cexList?: readonly string[];
+}>;
+/** Return type of {@link addMarket}: the created pool application. */
+export type AddMarketReturnType = CreatedPool;
+/**
+ * List a new token — submit a create-pool application to the permissionless
+ * listing service.
+ *
+ * POSTs the token and its pool economics to `/v2/market/add-market` with the
+ * caller's bearer token. The service records the application, resolves the
+ * token's name/ticker/decimals from the contract, provisions a custodial deposit
+ * wallet to seed the pool, and returns the accepted {@link CreatedPool} — status
+ * {@link ListingMarketStatus.WAITING_FOR_DEPOSIT} until the listing deposit
+ * lands at `walletPublicKey`. Enigma-only.
+ *
+ * @param config - The SDK config.
+ * @param parameters - The bearer token, token address, pool economics, deposit chain, and any listing extras.
+ * @returns The created pool application, normalized to a {@link CreatedPool}.
+ * @throws {SymmApiError} `ADD_MARKET_FAILED` when the endpoint request fails — including a `401` on a bad or expired token, and the service's weekly-listing-limit rejections, which surface with the service's message and status as-is.
+ * @throws {SymmError} `LISTING_NOT_CONFIGURED` when the chain has no listing
+ *   backend. Gate with `supportsListingService` to hide the create-pool flow
+ *   instead.
+ *
+ * @example
+ * ```ts
+ * const pool = await addMarket(config, {
+ *   accessToken: token.accessToken,
+ *   tokenContractAddress: "0xToken…",
+ *   buyBackRatio: 50,
+ *   maxLeverage: 20,
+ *   depositChain: ListingDepositChainId.BASE,
+ * });
+ * // send the listing deposit to `pool.walletPublicKey`
+ * ```
+ */
+export declare function addMarket(config: Config, parameters: AddMarketParameters): Promise<CreatedPool>;
+//# sourceMappingURL=add-market.d.ts.map

package/dist/pools/add-market/add-market.d.ts.map

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package/dist/pools/add-market/add-market.js

@@ -0,0 +1,25 @@
+import { SymmApiError as e, SymmError as t } from "../../shared/errors/symm-error.js";
+import { resolveListingService as n } from "../resolve-listing.js";
+import { addMarketV2MarketAddMarketPost as r } from "../types/generated/listing-backend.js";
+import { toAddMarketRequest as i } from "./to-add-market-request.js";
+import { toCreatedPool as a } from "./to-created-pool.js";
+import { isAxiosError as o } from "axios";
+//#region src/pools/add-market/add-market.ts
+async function s(s, c) {
+	let { url: l } = n(s, { chainId: c.chainId });
+	try {
+		return a((await r(i(c), {
+			baseURL: l,
+			headers: { Authorization: `Bearer ${c.accessToken}` }
+		})).data);
+	} catch (n) {
+		throw n instanceof t ? n : o(n) ? e.fromAxios(n, {
+			code: "ADD_MARKET_FAILED",
+			baseURL: l
+		}) : new t("api", "ADD_MARKET_FAILED", `Failed to add market: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
+	}
+}
+//#endregion
+export { s as addMarket };
+
+//# sourceMappingURL=add-market.js.map

package/dist/pools/add-market/add-market.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"add-market.js","names":[],"sources":["../../../src/pools/add-market/add-market.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 { resolveListingService } from \"../resolve-listing\";\nimport type { ListingDepositChainId } from \"../types\";\nimport { addMarketV2MarketAddMarketPost } from \"../types/generated/listing-backend\";\nimport { toAddMarketRequest } from \"./to-add-market-request\";\nimport { toCreatedPool } from \"./to-created-pool\";\nimport type { CreatedPool } from \"./types\";\n\n/**\n * Parameters for {@link addMarket}.\n *\n * `accessToken`, `tokenContractAddress`, `buyBackRatio`, `maxLeverage`, and\n * `depositChain` are required — the endpoint is authed and the service needs the\n * token and its pool economics to open an application. Every other field is an\n * optional listing extra: it is sent only when set, so an omitted extra is left\n * absent from the request rather than defaulted.\n */\nexport type AddMarketParameters = Compute<\n  ChainIdParameter & {\n    /**\n     * Bearer token from `authenticateListing`; required — the endpoint is authed.\n     * Sent as the `Authorization: Bearer <token>` header; a bad or expired token\n     * yields a `401`.\n     */\n    accessToken: string;\n    /** The token to list, as an EVM (`0x…`) or Solana (base58) contract address. */\n    tokenContractAddress: string;\n    /** Share of trading fees routed to buy-backs, `0`–`100`. */\n    buyBackRatio: number;\n    /** Maximum leverage the market allows, as a whole multiplier (`20` = 20x), `1`–`100`. */\n    maxLeverage: number;\n    /** Chain the token lives on and where its listing deposit will be made. Required. */\n    depositChain: ListingDepositChainId;\n    /** Whether the token charges a transfer tax. Sent only when set. */\n    isTax?: boolean;\n    /** Whether the deposit wallet is whitelisted from the token's transfer tax. Sent only when set. */\n    userWhitelistTax?: boolean;\n    /** Extra chain ids the token can also be deposited on. Sent only when set (an empty array is sent as an empty list). */\n    additionalChains?: readonly number[];\n    /** An existing pool address to attach, when the token already has one. Sent only when set. */\n    poolAddress?: string;\n    /** CEX names the token trades on, e.g. `\"Binance\"`. Sent only when set. */\n    cexList?: readonly string[];\n  }\n>;\n\n/** Return type of {@link addMarket}: the created pool application. */\nexport type AddMarketReturnType = CreatedPool;\n\n/**\n * List a new token — submit a create-pool application to the permissionless\n * listing service.\n *\n * POSTs the token and its pool economics to `/v2/market/add-market` with the\n * caller's bearer token. The service records the application, resolves the\n * token's name/ticker/decimals from the contract, provisions a custodial deposit\n * wallet to seed the pool, and returns the accepted {@link CreatedPool} — status\n * {@link ListingMarketStatus.WAITING_FOR_DEPOSIT} until the listing deposit\n * lands at `walletPublicKey`. Enigma-only.\n *\n * @param config - The SDK config.\n * @param parameters - The bearer token, token address, pool economics, deposit chain, and any listing extras.\n * @returns The created pool application, normalized to a {@link CreatedPool}.\n * @throws {SymmApiError} `ADD_MARKET_FAILED` when the endpoint request fails — including a `401` on a bad or expired token, and the service's weekly-listing-limit rejections, which surface with the service's message and status as-is.\n * @throws {SymmError} `LISTING_NOT_CONFIGURED` when the chain has no listing\n *   backend. Gate with `supportsListingService` to hide the create-pool flow\n *   instead.\n *\n * @example\n * ```ts\n * const pool = await addMarket(config, {\n *   accessToken: token.accessToken,\n *   tokenContractAddress: \"0xToken…\",\n *   buyBackRatio: 50,\n *   maxLeverage: 20,\n *   depositChain: ListingDepositChainId.BASE,\n * });\n * // send the listing deposit to `pool.walletPublicKey`\n * ```\n */\nexport async function addMarket(config: Config, parameters: AddMarketParameters): Promise<CreatedPool> {\n  const { url: baseURL } = resolveListingService(config, { chainId: parameters.chainId });\n\n  try {\n    const response = await addMarketV2MarketAddMarketPost(toAddMarketRequest(parameters), {\n      baseURL,\n      headers: { Authorization: `Bearer ${parameters.accessToken}` },\n    });\n\n    return toCreatedPool(response.data);\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"ADD_MARKET_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"ADD_MARKET_FAILED\",\n      `Failed to add market: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;;;AAmFA,eAAsB,EAAU,GAAgB,GAAuD;CACrG,IAAM,EAAE,KAAK,MAAY,EAAsB,GAAQ,EAAE,SAAS,EAAW,QAAQ,CAAC;CAEtF,IAAI;EAMF,OAAO,GAAc,MALE,EAA+B,EAAmB,CAAU,GAAG;GACpF;GACA,SAAS,EAAE,eAAe,UAAU,EAAW,cAAc;EAC/D,CAAC,GAE6B,IAAI;CACpC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAAqB;EAAQ,CAAC,IAGpE,IAAI,EACR,OACA,qBACA,yBAAyB,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACxE,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/pools/add-market/index.d.ts

@@ -0,0 +1,6 @@
+export * from './add-market.js';
+export * from './query.js';
+export * from './to-add-market-request.js';
+export * from './to-created-pool.js';
+export * from './types.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/pools/add-market/index.d.ts.map

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package/dist/pools/add-market/query.d.ts

@@ -0,0 +1,27 @@
+import { Config } from '../../core/config/index.js';
+import { AddMarketParameters, AddMarketReturnType } from './add-market.js';
+/**
+ * Build TanStack Mutation options for {@link addMarket}. Modeled as a mutation
+ * (not a query): it submits a create-pool application that provisions a deposit
+ * wallet, so it is a one-shot write, not cached data.
+ *
+ * @param config - The SDK config.
+ * @returns Options to pass to `useMutation`.
+ *
+ * @example
+ * ```ts
+ * const { mutateAsync } = useMutation(addMarketMutationOptions(config));
+ * const pool = await mutateAsync({
+ *   accessToken: token.accessToken,
+ *   tokenContractAddress: "0xToken…",
+ *   buyBackRatio: 50,
+ *   maxLeverage: 20,
+ *   depositChain: ListingDepositChainId.BASE,
+ * });
+ * ```
+ */
+export declare function addMarketMutationOptions(config: Config): {
+    mutationKey: readonly ["addMarket"];
+    mutationFn: (variables: AddMarketParameters) => Promise<AddMarketReturnType>;
+};
+//# sourceMappingURL=query.d.ts.map

package/dist/pools/add-market/query.d.ts.map

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package/dist/pools/add-market/query.js

@@ -0,0 +1,12 @@
+import { addMarket as e } from "./add-market.js";
+//#region src/pools/add-market/query.ts
+function t(t) {
+	return {
+		mutationKey: ["addMarket"],
+		mutationFn: (n) => e(t, n)
+	};
+}
+//#endregion
+export { t as addMarketMutationOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/pools/add-market/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/pools/add-market/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport { addMarket, type AddMarketParameters, type AddMarketReturnType } from \"./add-market\";\n\n/**\n * Build TanStack Mutation options for {@link addMarket}. Modeled as a mutation\n * (not a query): it submits a create-pool application that provisions a deposit\n * wallet, so it is a one-shot write, not cached data.\n *\n * @param config - The SDK config.\n * @returns Options to pass to `useMutation`.\n *\n * @example\n * ```ts\n * const { mutateAsync } = useMutation(addMarketMutationOptions(config));\n * const pool = await mutateAsync({\n *   accessToken: token.accessToken,\n *   tokenContractAddress: \"0xToken…\",\n *   buyBackRatio: 50,\n *   maxLeverage: 20,\n *   depositChain: ListingDepositChainId.BASE,\n * });\n * ```\n */\nexport function addMarketMutationOptions(config: Config) {\n  return {\n    mutationKey: [\"addMarket\"] as const,\n    mutationFn: (variables: AddMarketParameters): Promise<AddMarketReturnType> => addMarket(config, variables),\n  };\n}\n"],"mappings":";;AAuBA,SAAgB,EAAyB,GAAgB;CACvD,OAAO;EACL,aAAa,CAAC,WAAW;EACzB,aAAa,MAAiE,EAAU,GAAQ,CAAS;CAC3G;AACF"}

package/dist/pools/add-market/to-add-market-request.d.ts

@@ -0,0 +1,16 @@
+import { AddMarketDepositRequestSchemaV2 } from '../types/generated/listing-backend.js';
+import { AddMarketParameters } from './add-market.js';
+/**
+ * Build the `/v2/market/add-market` request body from {@link AddMarketParameters}.
+ *
+ * The five required fields are always set. Every optional listing extra is
+ * included **only when the caller defined it** — the SDK does not default the
+ * extras, so an omitted one is absent from the body entirely. A value the caller
+ * *did* provide is always sent, including `isTax: false` and an empty
+ * `additionalChains: []`; only `undefined` is dropped.
+ *
+ * @param parameters - The create-pool inputs.
+ * @returns The request body for `addMarketV2MarketAddMarketPost`.
+ */
+export declare function toAddMarketRequest(parameters: AddMarketParameters): AddMarketDepositRequestSchemaV2;
+//# sourceMappingURL=to-add-market-request.d.ts.map

package/dist/pools/add-market/to-add-market-request.d.ts.map

@@ -0,0 +1 @@
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package/dist/pools/add-market/to-add-market-request.js

@@ -0,0 +1,14 @@
+//#region src/pools/add-market/to-add-market-request.ts
+function e(e) {
+	let t = {
+		token_contract_address: e.tokenContractAddress,
+		buy_back_ratio: e.buyBackRatio,
+		max_leverage: e.maxLeverage,
+		deposit_chain: e.depositChain
+	};
+	return e.isTax !== void 0 && (t.is_tax = e.isTax), e.userWhitelistTax !== void 0 && (t.user_whitelist_tax = e.userWhitelistTax), e.additionalChains !== void 0 && (t.additional_chains = [...e.additionalChains]), e.poolAddress !== void 0 && (t.pool_address = e.poolAddress), e.cexList !== void 0 && (t.cex_list = [...e.cexList]), t;
+}
+//#endregion
+export { e as toAddMarketRequest };
+
+//# sourceMappingURL=to-add-market-request.js.map

package/dist/pools/add-market/to-add-market-request.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"to-add-market-request.js","names":[],"sources":["../../../src/pools/add-market/to-add-market-request.ts"],"sourcesContent":["import type {\n  AddMarketDepositRequestSchemaV2,\n  AllKnownChains,\n  KnowCEXs,\n  SupportedDepositChains,\n} from \"../types/generated/listing-backend\";\nimport type { AddMarketParameters } from \"./add-market\";\n\n/**\n * Build the `/v2/market/add-market` request body from {@link AddMarketParameters}.\n *\n * The five required fields are always set. Every optional listing extra is\n * included **only when the caller defined it** — the SDK does not default the\n * extras, so an omitted one is absent from the body entirely. A value the caller\n * *did* provide is always sent, including `isTax: false` and an empty\n * `additionalChains: []`; only `undefined` is dropped.\n *\n * @param parameters - The create-pool inputs.\n * @returns The request body for `addMarketV2MarketAddMarketPost`.\n */\nexport function toAddMarketRequest(parameters: AddMarketParameters): AddMarketDepositRequestSchemaV2 {\n  const body: AddMarketDepositRequestSchemaV2 = {\n    token_contract_address: parameters.tokenContractAddress,\n    buy_back_ratio: parameters.buyBackRatio,\n    max_leverage: parameters.maxLeverage,\n    // `ListingDepositChainId` and `SupportedDepositChains` share the same numeric\n    // chain-id values, so this only re-labels the enum at the wire boundary.\n    deposit_chain: parameters.depositChain as unknown as SupportedDepositChains,\n  };\n\n  if (parameters.isTax !== undefined) {\n    body.is_tax = parameters.isTax;\n  }\n  if (parameters.userWhitelistTax !== undefined) {\n    body.user_whitelist_tax = parameters.userWhitelistTax;\n  }\n  if (parameters.additionalChains !== undefined) {\n    // `additionalChains` are plain chain-id numbers; `AllKnownChains` is the\n    // generated numeric enum over the same values, so the cast only re-labels them.\n    body.additional_chains = [...parameters.additionalChains] as unknown as AllKnownChains[];\n  }\n  if (parameters.poolAddress !== undefined) {\n    body.pool_address = parameters.poolAddress;\n  }\n  if (parameters.cexList !== undefined) {\n    // `cexList` are CEX name strings; `KnowCEXs` is the generated string enum over\n    // the same values, so the cast only re-labels them.\n    body.cex_list = [...parameters.cexList] as unknown as KnowCEXs[];\n  }\n\n  return body;\n}\n"],"mappings":";AAoBA,SAAgB,EAAmB,GAAkE;CACnG,IAAM,IAAwC;EAC5C,wBAAwB,EAAW;EACnC,gBAAgB,EAAW;EAC3B,cAAc,EAAW;EAGzB,eAAe,EAAW;CAC5B;CAsBA,OApBI,EAAW,UAAU,KAAA,MACvB,EAAK,SAAS,EAAW,QAEvB,EAAW,qBAAqB,KAAA,MAClC,EAAK,qBAAqB,EAAW,mBAEnC,EAAW,qBAAqB,KAAA,MAGlC,EAAK,oBAAoB,CAAC,GAAG,EAAW,gBAAgB,IAEtD,EAAW,gBAAgB,KAAA,MAC7B,EAAK,eAAe,EAAW,cAE7B,EAAW,YAAY,KAAA,MAGzB,EAAK,WAAW,CAAC,GAAG,EAAW,OAAO,IAGjC;AACT"}

package/dist/pools/add-market/to-created-pool.d.ts

@@ -0,0 +1,16 @@
+import { AddMarketDepositResponseSchemaV2 } from '../types/generated/listing-backend.js';
+import { CreatedPool } from './types.js';
+/**
+ * Map the raw `/v2/market/add-market` response into the SDK's {@link CreatedPool}.
+ *
+ * Renames snake_case wire fields to camelCase and normalizes the two nullable
+ * addresses to `null` when absent. `deposit_chain` is a numeric chain id that
+ * matches {@link ListingDepositChainId}, and the generated `MarketStatus` carries
+ * the same string values as {@link ListingMarketStatus}, so both casts are
+ * value-preserving.
+ *
+ * @param raw - The endpoint's `/v2/market/add-market` response body.
+ * @returns The normalized created pool.
+ */
+export declare function toCreatedPool(raw: AddMarketDepositResponseSchemaV2): CreatedPool;
+//# sourceMappingURL=to-created-pool.d.ts.map

package/dist/pools/add-market/to-created-pool.d.ts.map

@@ -0,0 +1 @@
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