@symmio/trading-core 1.1.0 → 2.0.0

package/dist/solvers/instant-open/shared/hedger-api.js

@@ -1,19 +1,37 @@
 import { SymmApiError as e, SymmError as t } from "../../../shared/errors/symm-error.js";
-import { postInstantTradeInstantOpen as n } from "../../types/generated/enigma-solver.js";
-import { isAxiosError as r } from "axios";
+import { instantRequestForQuoteWithSignatureInstantTradeOpenPost as n } from "../../types/generated/rasa-solver.js";
+import { postInstantTradeInstantOpen as r } from "../../types/generated/enigma-solver.js";
+import { isAxiosError as i } from "axios";
 //#region src/solvers/instant-open/shared/hedger-api.ts
-async function i(i, a) {
-	let { solver: o } = i.getChainConfig(a.chainId);
+async function a(n, a) {
+	let o = n.getSolver({
+		chainId: a.chainId,
+		solverId: a.solverId
+	});
 	try {
-		return (await n(a.request, { baseURL: o.url })).data;
+		return (await r(a.request, { baseURL: o.url })).data;
 	} catch (n) {
-		throw n instanceof t ? n : r(n) ? e.fromAxios(n, {
+		throw n instanceof t ? n : i(n) ? e.fromAxios(n, {
 			code: "SEND_INSTANT_OPEN_FAILED",
 			baseURL: o.url
 		}) : new t("api", "SEND_INSTANT_OPEN_FAILED", `Failed to send instant open: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
 	}
 }
+async function o(r, a) {
+	let o = r.getSolver({
+		chainId: a.chainId,
+		solverId: a.solverId
+	});
+	try {
+		return (await n({ sendQuote: a.sendQuote }, { baseURL: o.url })).data;
+	} catch (n) {
+		throw n instanceof t ? n : i(n) ? e.fromAxios(n, {
+			code: "SEND_RASA_INSTANT_OPEN_FAILED",
+			baseURL: o.url
+		}) : new t("api", "SEND_RASA_INSTANT_OPEN_FAILED", `Failed to send Rasa instant open: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
+	}
+}
 //#endregion
-export { i as sendInstantOpen };
+export { a as sendInstantOpen, o as sendRasaInstantOpen };
 
 //# sourceMappingURL=hedger-api.js.map

package/dist/solvers/instant-open/shared/hedger-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"hedger-api.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/hedger-api.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 {\n  postInstantTradeInstantOpen,\n  type ApiPostInstantOpenResponse,\n  type ApiV2InstantOpenRequest,\n} from \"../../types/generated/enigma-solver\";\n\n/**\n * Response shape from the hedger's `/instant_trade/instant_open` endpoint.\n *\n * Re-exported from the orval-generated client so consumers can read the raw\n * response without importing the generated module directly.\n */\nexport type SendInstantOpenReturnType = ApiPostInstantOpenResponse;\n\n/**\n * Parameters for {@link sendInstantOpen}.\n */\nexport type SendInstantOpenParameters = Compute<\n  ChainIdParameter & {\n    /** Pre-signed addMargin + sendQuote payloads (the orval `ApiV2InstantOpenRequest` shape). */\n    request: ApiV2InstantOpenRequest;\n  }\n>;\n\n/**\n * Submit a v2 instant open request to the chain's hedger.\n *\n * Wraps the orval-generated `postInstantTradeInstantOpen` with the chain's\n * solver/hedger base URL and SDK error wrapping.\n *\n * @throws {SymmApiError} when the hedger request fails.\n * @throws {SymmError} when the chain is unsupported.\n */\nexport async function sendInstantOpen(\n  config: Config,\n  parameters: SendInstantOpenParameters,\n): Promise<SendInstantOpenReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  try {\n    const response = await postInstantTradeInstantOpen(parameters.request, { baseURL: solver.url });\n    return response.data;\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, {\n        code: \"SEND_INSTANT_OPEN_FAILED\",\n        baseURL: solver.url,\n      });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"SEND_INSTANT_OPEN_FAILED\",\n      `Failed to send instant open: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;AAqCA,eAAsB,EACpB,GACA,GACoC;CACpC,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO;CAC3D,IAAI;EAEF,QAAO,MADgB,EAA4B,EAAW,SAAS,EAAE,SAAS,EAAO,IAAI,CAAC,GAC9E;CAClB,SAAS,GAAK;EAUZ,MATI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAChC,MAAM;GACN,SAAS,EAAO;EAClB,CAAC,IAGG,IAAI,EACR,OACA,4BACA,gCAAgC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KAC/E,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}
+{"version":3,"file":"hedger-api.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/hedger-api.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 {\n  postInstantTradeInstantOpen,\n  type ApiPostInstantOpenResponse,\n  type ApiV2InstantOpenRequest,\n} from \"../../types/generated/enigma-solver\";\nimport {\n  instantRequestForQuoteWithSignatureInstantTradeOpenPost,\n  type InstantRFQResponse,\n  type InstantOperation as RasaInstantOperation,\n} from \"../../types/generated/rasa-solver\";\nimport type { InstantOperationPayload } from \"./types\";\n\n/**\n * Response shape from the hedger's `/instant_trade/instant_open` endpoint.\n *\n * Re-exported from the orval-generated client so consumers can read the raw\n * response without importing the generated module directly.\n */\nexport type SendInstantOpenReturnType = ApiPostInstantOpenResponse;\n\n/**\n * Parameters for {@link sendInstantOpen}.\n */\nexport type SendInstantOpenParameters = Compute<\n  ReadSolverParameter & {\n    /** Pre-signed addMargin + sendQuote payloads (the orval `ApiV2InstantOpenRequest` shape). */\n    request: ApiV2InstantOpenRequest;\n  }\n>;\n\n/**\n * Submit a v2 instant open request to the chain's hedger.\n *\n * Wraps the orval-generated `postInstantTradeInstantOpen` with the chain's\n * solver/hedger base URL and SDK error wrapping.\n *\n * @throws {SymmApiError} when the hedger request fails.\n * @throws {SymmError} when the chain is unsupported.\n */\nexport async function sendInstantOpen(\n  config: Config,\n  parameters: SendInstantOpenParameters,\n): Promise<SendInstantOpenReturnType> {\n  const solver = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId });\n  try {\n    const response = await postInstantTradeInstantOpen(parameters.request, { baseURL: solver.url });\n    return response.data;\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, {\n        code: \"SEND_INSTANT_OPEN_FAILED\",\n        baseURL: solver.url,\n      });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"SEND_INSTANT_OPEN_FAILED\",\n      `Failed to send instant open: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n\n/**\n * Response shape from Rasa's `/instant_trade/open` endpoint — the accepted\n * request-for-quote, echoed back in full.\n */\nexport type SendRasaInstantOpenReturnType = InstantRFQResponse;\n\n/**\n * Parameters for {@link sendRasaInstantOpen}.\n */\nexport type SendRasaInstantOpenParameters = Compute<\n  ReadSolverParameter & {\n    /** The pre-signed `sendQuote` payload. Rasa's flow has no `addMargin` leg. */\n    sendQuote: InstantOperationPayload;\n  }\n>;\n\n/**\n * Submit a v2 instant open request to a Rasa hedger.\n *\n * Rasa is cross-margin, so the request carries only `sendQuote` — its\n * `addMargin` field is optional and deliberately omitted.\n *\n * @remarks\n * Rasa's OpenAPI spec declares `SignedOperation` **without** `flexFields` /\n * `maxUses` and with a required `nonce`, which does not match what the service\n * actually accepts — the reference implementation posts the same full payload to\n * both solvers in production. The cast below bridges that stale spec; regenerate\n * the client and drop it once the vendor publishes a corrected schema.\n *\n * @throws {SymmApiError} when the hedger request fails.\n * @throws {SymmError} when the chain or solver is unsupported.\n */\nexport async function sendRasaInstantOpen(\n  config: Config,\n  parameters: SendRasaInstantOpenParameters,\n): Promise<SendRasaInstantOpenReturnType> {\n  const solver = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId });\n  try {\n    const response = await instantRequestForQuoteWithSignatureInstantTradeOpenPost(\n      { sendQuote: parameters.sendQuote as unknown as RasaInstantOperation },\n      { baseURL: solver.url },\n    );\n    return response.data;\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, {\n        code: \"SEND_RASA_INSTANT_OPEN_FAILED\",\n        baseURL: solver.url,\n      });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"SEND_RASA_INSTANT_OPEN_FAILED\",\n      `Failed to send Rasa instant open: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;AA2CA,eAAsB,EACpB,GACA,GACoC;CACpC,IAAM,IAAS,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC;CAC9F,IAAI;EAEF,QAAO,MADgB,EAA4B,EAAW,SAAS,EAAE,SAAS,EAAO,IAAI,CAAC,GAC9E;CAClB,SAAS,GAAK;EAUZ,MATI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAChC,MAAM;GACN,SAAS,EAAO;EAClB,CAAC,IAGG,IAAI,EACR,OACA,4BACA,gCAAgC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KAC/E,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF;AAkCA,eAAsB,EACpB,GACA,GACwC;CACxC,IAAM,IAAS,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC;CAC9F,IAAI;EAKF,QAAO,MAJgB,EACrB,EAAE,WAAW,EAAW,UAA6C,GACrE,EAAE,SAAS,EAAO,IAAI,CACxB,GACgB;CAClB,SAAS,GAAK;EAUZ,MATI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAChC,MAAM;GACN,SAAS,EAAO;EAClB,CAAC,IAGG,IAAI,EACR,OACA,iCACA,qCAAqC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACpF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

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

@@ -1,6 +1,6 @@
 import { Address, Hex } from 'viem';
 import { Config, SymmioWalletClient } from '../../../core/config/index.js';
-import { InstantOperationPayload, SignedOperation, SignedOperationPayload } from './types.js';
+import { FlexField, InstantOperationPayload, SignedOperation, SignedOperationPayload } from './types.js';
 /**
  * Generate a random 32-byte hex salt.
  *
@@ -27,13 +27,26 @@ export interface BuildSignedOperationParameters {
     nonce?: bigint;
     /** Override the random salt. Defaults to a fresh `generateSalt()` result. */
     salt?: Hex;
+    /**
+     * Calldata regions an authorized filler may overwrite at execution time.
+     * Defaults to `[]` — a fully fixed payload that only the signer's bytes can
+     * satisfy.
+     *
+     * Offsets are **args-relative**: byte offsets into `callData` measured *after*
+     * the 4-byte function selector. Build one for the `sendQuote` uPnL signature
+     * with {@link sendQuoteUpnlSigFlexRange}.
+     */
+    flexFields?: readonly FlexField[];
+    /** Max executions of this signature. Defaults to `1n` (single use); `0n` is unlimited. */
+    maxUses?: bigint;
 }
 /**
  * Build an unsigned {@link SignedOperation} struct.
  *
- * `flexFields` is always empty and `maxUses` is always `1n` for lowcap flows.
  * Pass `salt` to make the result deterministic in tests; otherwise a random
- * 32-byte salt is generated.
+ * 32-byte salt is generated. `flexFields` defaults to `[]` and `maxUses` to
+ * `1n`; pass them to delegate a calldata region to a solver (see
+ * {@link sendQuoteUpnlSigFlexRange}).
  */
 export declare function buildSignedOperation(parameters: BuildSignedOperationParameters): SignedOperation;
 /**

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

@@ -1 +1 @@
-{"version":3,"file":"operations.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/operations.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACzC,OAAO,KAAK,EAAE,MAAM,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAEvE,OAAO,KAAK,EAAE,uBAAuB,EAAE,eAAe,EAAE,sBAAsB,EAAE,MAAM,SAAS,CAAC;AAEhG;;;;;;GAMG;AACH,wBAAgB,YAAY,IAAI,GAAG,CAMlC;AAED;;GAEG;AACH,MAAM,WAAW,8BAA8B;IAC7C,kCAAkC;IAClC,MAAM,EAAE,OAAO,CAAC;IAChB,oFAAoF;IACpF,MAAM,EAAE,OAAO,CAAC;IAChB,kDAAkD;IAClD,QAAQ,EAAE,GAAG,CAAC;IACd,oFAAoF;IACpF,aAAa,EAAE,OAAO,CAAC;IACvB,6BAA6B;IAC7B,QAAQ,EAAE,MAAM,CAAC;IACjB,sDAAsD;IACtD,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,6EAA6E;IAC7E,IAAI,CAAC,EAAE,GAAG,CAAC;CACZ;AAED;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAAC,UAAU,EAAE,8BAA8B,GAAG,eAAe,CAiBhG;AAED;;;;;;;GAOG;AACH,wBAAgB,4BAA4B,CAAC,SAAS,EAAE,eAAe,GAAG,sBAAsB,CAkB/F;AAED;;GAEG;AACH,MAAM,WAAW,uCAAuC;IACtD,6BAA6B;IAC7B,SAAS,EAAE,eAAe,CAAC;IAC3B,oEAAoE;IACpE,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,iFAAiF;IACjF,YAAY,EAAE,kBAAkB,CAAC;CAClC;AAED;;;;;;GAMG;AACH,wBAAsB,6BAA6B,CACjD,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,uCAAuC,GAClD,OAAO,CAAC,uBAAuB,CAAC,CAOlC"}
+{"version":3,"file":"operations.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/operations.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACzC,OAAO,KAAK,EAAE,MAAM,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAEvE,OAAO,KAAK,EAAE,SAAS,EAAE,uBAAuB,EAAE,eAAe,EAAE,sBAAsB,EAAE,MAAM,SAAS,CAAC;AAE3G;;;;;;GAMG;AACH,wBAAgB,YAAY,IAAI,GAAG,CAMlC;AAED;;GAEG;AACH,MAAM,WAAW,8BAA8B;IAC7C,kCAAkC;IAClC,MAAM,EAAE,OAAO,CAAC;IAChB,oFAAoF;IACpF,MAAM,EAAE,OAAO,CAAC;IAChB,kDAAkD;IAClD,QAAQ,EAAE,GAAG,CAAC;IACd,oFAAoF;IACpF,aAAa,EAAE,OAAO,CAAC;IACvB,6BAA6B;IAC7B,QAAQ,EAAE,MAAM,CAAC;IACjB,sDAAsD;IACtD,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,6EAA6E;IAC7E,IAAI,CAAC,EAAE,GAAG,CAAC;IACX;;;;;;;;OAQG;IACH,UAAU,CAAC,EAAE,SAAS,SAAS,EAAE,CAAC;IAClC,0FAA0F;IAC1F,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CAAC,UAAU,EAAE,8BAA8B,GAAG,eAAe,CAiBhG;AAED;;;;;;;GAOG;AACH,wBAAgB,4BAA4B,CAAC,SAAS,EAAE,eAAe,GAAG,sBAAsB,CAkB/F;AAED;;GAEG;AACH,MAAM,WAAW,uCAAuC;IACtD,6BAA6B;IAC7B,SAAS,EAAE,eAAe,CAAC;IAC3B,oEAAoE;IACpE,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,iFAAiF;IACjF,YAAY,EAAE,kBAAkB,CAAC;CAClC;AAED;;;;;;GAMG;AACH,wBAAsB,6BAA6B,CACjD,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,uCAAuC,GAClD,OAAO,CAAC,uBAAuB,CAAC,CAOlC"}

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

@@ -16,8 +16,8 @@ function r(e) {
 			addr: e.signerAccount,
 			isPartyB: !1
 		},
-		flexFields: [],
-		maxUses: 1n,
+		flexFields: e.flexFields ? [...e.flexFields] : [],
+		maxUses: e.maxUses ?? 1n,
 		replayAttackHeader: {
 			nonce: e.nonce ?? 0n,
 			deadline: e.deadline,

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

@@ -1 +1 @@
-{"version":3,"file":"operations.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/operations.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { Config, SymmioWalletClient } from \"../../../core/config\";\nimport { getInstantLayerEip712Domain, signSignedOperation } from \"./eip712\";\nimport type { InstantOperationPayload, SignedOperation, SignedOperationPayload } from \"./types\";\n\n/**\n * Generate a random 32-byte hex salt.\n *\n * Uses `globalThis.crypto.getRandomValues`. Available in modern Node (≥19) and\n * every browser. Caller can pass an explicit `salt` to `buildSignedOperation`\n * for deterministic tests.\n */\nexport function generateSalt(): Hex {\n  const bytes = new Uint8Array(32);\n  globalThis.crypto.getRandomValues(bytes);\n  let hex = \"0x\";\n  for (const b of bytes) hex += b.toString(16).padStart(2, \"0\");\n  return hex as Hex;\n}\n\n/**\n * Parameters for {@link buildSignedOperation}.\n */\nexport interface BuildSignedOperationParameters {\n  /** Session-key signer address. */\n  signer: Address;\n  /** Contract to call (account-layer for addMargin, symmio diamond for sendQuote). */\n  target: Address;\n  /** ABI-encoded calldata for the `target` call. */\n  callData: Hex;\n  /** Sub-account / partyA address (the account whose authority the op runs under). */\n  signerAccount: Address;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Operation nonce. Defaults to `0n` (single-use). */\n  nonce?: bigint;\n  /** Override the random salt. Defaults to a fresh `generateSalt()` result. */\n  salt?: Hex;\n}\n\n/**\n * Build an unsigned {@link SignedOperation} struct.\n *\n * `flexFields` is always empty and `maxUses` is always `1n` for lowcap flows.\n * Pass `salt` to make the result deterministic in tests; otherwise a random\n * 32-byte salt is generated.\n */\nexport function buildSignedOperation(parameters: BuildSignedOperationParameters): SignedOperation {\n  return {\n    signer: parameters.signer,\n    target: parameters.target,\n    callData: parameters.callData,\n    signerAccount: {\n      addr: parameters.signerAccount,\n      isPartyB: false,\n    },\n    flexFields: [],\n    maxUses: 1n,\n    replayAttackHeader: {\n      nonce: parameters.nonce ?? 0n,\n      deadline: parameters.deadline,\n      salt: parameters.salt ?? generateSalt(),\n    },\n  };\n}\n\n/**\n * Serialize a {@link SignedOperation} to the wire-format expected by the hedger\n * REST API.\n *\n * `bigint` fields convert to `number` via `Number()` to match the orval-typed\n * `Eip712SignedOperationJSON` schema. All values used in lowcap flows\n * (`maxUses=1`, `nonce=0`, `deadline≈unix seconds`) fit safely in JS `number`.\n */\nexport function formatSignedOperationPayload(operation: SignedOperation): SignedOperationPayload {\n  return {\n    signer: operation.signer,\n    target: operation.target,\n    callData: operation.callData,\n    signerAccount: { addr: operation.signerAccount.addr, isPartyB: operation.signerAccount.isPartyB },\n    flexFields: operation.flexFields.map((f) => ({\n      offset: Number(f.offset),\n      length: Number(f.length),\n      authorizedFlexFiller: f.authorizedFlexFiller,\n    })),\n    maxUses: Number(operation.maxUses),\n    replayAttackHeader: {\n      nonce: Number(operation.replayAttackHeader.nonce),\n      deadline: Number(operation.replayAttackHeader.deadline),\n      salt: operation.replayAttackHeader.salt,\n    },\n  };\n}\n\n/**\n * Parameters for {@link signAndFormatInstantOperation}.\n */\nexport interface SignAndFormatInstantOperationParameters {\n  /** The operation to sign. */\n  operation: SignedOperation;\n  /** Optional chain id; defaults to the config's `defaultChainId`. */\n  chainId?: number;\n  /** Resolved wallet client whose hoisted account performs the EIP-712 signing. */\n  walletClient: SymmioWalletClient;\n}\n\n/**\n * EIP-712 sign a {@link SignedOperation} and format it as the API payload\n * `{ signedOperation, signature }`.\n *\n * Domain is resolved from the chain config (`instantLayerEip712Domain` + the\n * chain's `instantLayerAddress` as `verifyingContract`).\n */\nexport async function signAndFormatInstantOperation(\n  config: Config,\n  parameters: SignAndFormatInstantOperationParameters,\n): Promise<InstantOperationPayload> {\n  const domain = getInstantLayerEip712Domain(config, { chainId: parameters.chainId });\n  const signature = await signSignedOperation(parameters.operation, domain, parameters.walletClient);\n  return {\n    signedOperation: formatSignedOperationPayload(parameters.operation),\n    signature,\n  };\n}\n"],"mappings":";;AAYA,SAAgB,IAAoB;CAClC,IAAM,IAAQ,IAAI,WAAW,EAAE;CAC/B,WAAW,OAAO,gBAAgB,CAAK;CACvC,IAAI,IAAM;CACV,KAAK,IAAM,KAAK,GAAO,KAAO,EAAE,SAAS,EAAE,EAAE,SAAS,GAAG,GAAG;CAC5D,OAAO;AACT;AA6BA,SAAgB,EAAqB,GAA6D;CAChG,OAAO;EACL,QAAQ,EAAW;EACnB,QAAQ,EAAW;EACnB,UAAU,EAAW;EACrB,eAAe;GACb,MAAM,EAAW;GACjB,UAAU;EACZ;EACA,YAAY,CAAC;EACb,SAAS;EACT,oBAAoB;GAClB,OAAO,EAAW,SAAS;GAC3B,UAAU,EAAW;GACrB,MAAM,EAAW,QAAQ,EAAa;EACxC;CACF;AACF;AAUA,SAAgB,EAA6B,GAAoD;CAC/F,OAAO;EACL,QAAQ,EAAU;EAClB,QAAQ,EAAU;EAClB,UAAU,EAAU;EACpB,eAAe;GAAE,MAAM,EAAU,cAAc;GAAM,UAAU,EAAU,cAAc;EAAS;EAChG,YAAY,EAAU,WAAW,KAAK,OAAO;GAC3C,QAAQ,OAAO,EAAE,MAAM;GACvB,QAAQ,OAAO,EAAE,MAAM;GACvB,sBAAsB,EAAE;EAC1B,EAAE;EACF,SAAS,OAAO,EAAU,OAAO;EACjC,oBAAoB;GAClB,OAAO,OAAO,EAAU,mBAAmB,KAAK;GAChD,UAAU,OAAO,EAAU,mBAAmB,QAAQ;GACtD,MAAM,EAAU,mBAAmB;EACrC;CACF;AACF;AAqBA,eAAsB,EACpB,GACA,GACkC;CAClC,IAAM,IAAS,EAA4B,GAAQ,EAAE,SAAS,EAAW,QAAQ,CAAC,GAC5E,IAAY,MAAM,EAAoB,EAAW,WAAW,GAAQ,EAAW,YAAY;CACjG,OAAO;EACL,iBAAiB,EAA6B,EAAW,SAAS;EAClE;CACF;AACF"}
+{"version":3,"file":"operations.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/operations.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { Config, SymmioWalletClient } from \"../../../core/config\";\nimport { getInstantLayerEip712Domain, signSignedOperation } from \"./eip712\";\nimport type { FlexField, InstantOperationPayload, SignedOperation, SignedOperationPayload } from \"./types\";\n\n/**\n * Generate a random 32-byte hex salt.\n *\n * Uses `globalThis.crypto.getRandomValues`. Available in modern Node (≥19) and\n * every browser. Caller can pass an explicit `salt` to `buildSignedOperation`\n * for deterministic tests.\n */\nexport function generateSalt(): Hex {\n  const bytes = new Uint8Array(32);\n  globalThis.crypto.getRandomValues(bytes);\n  let hex = \"0x\";\n  for (const b of bytes) hex += b.toString(16).padStart(2, \"0\");\n  return hex as Hex;\n}\n\n/**\n * Parameters for {@link buildSignedOperation}.\n */\nexport interface BuildSignedOperationParameters {\n  /** Session-key signer address. */\n  signer: Address;\n  /** Contract to call (account-layer for addMargin, symmio diamond for sendQuote). */\n  target: Address;\n  /** ABI-encoded calldata for the `target` call. */\n  callData: Hex;\n  /** Sub-account / partyA address (the account whose authority the op runs under). */\n  signerAccount: Address;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Operation nonce. Defaults to `0n` (single-use). */\n  nonce?: bigint;\n  /** Override the random salt. Defaults to a fresh `generateSalt()` result. */\n  salt?: Hex;\n  /**\n   * Calldata regions an authorized filler may overwrite at execution time.\n   * Defaults to `[]` — a fully fixed payload that only the signer's bytes can\n   * satisfy.\n   *\n   * Offsets are **args-relative**: byte offsets into `callData` measured *after*\n   * the 4-byte function selector. Build one for the `sendQuote` uPnL signature\n   * with {@link sendQuoteUpnlSigFlexRange}.\n   */\n  flexFields?: readonly FlexField[];\n  /** Max executions of this signature. Defaults to `1n` (single use); `0n` is unlimited. */\n  maxUses?: bigint;\n}\n\n/**\n * Build an unsigned {@link SignedOperation} struct.\n *\n * Pass `salt` to make the result deterministic in tests; otherwise a random\n * 32-byte salt is generated. `flexFields` defaults to `[]` and `maxUses` to\n * `1n`; pass them to delegate a calldata region to a solver (see\n * {@link sendQuoteUpnlSigFlexRange}).\n */\nexport function buildSignedOperation(parameters: BuildSignedOperationParameters): SignedOperation {\n  return {\n    signer: parameters.signer,\n    target: parameters.target,\n    callData: parameters.callData,\n    signerAccount: {\n      addr: parameters.signerAccount,\n      isPartyB: false,\n    },\n    flexFields: parameters.flexFields ? [...parameters.flexFields] : [],\n    maxUses: parameters.maxUses ?? 1n,\n    replayAttackHeader: {\n      nonce: parameters.nonce ?? 0n,\n      deadline: parameters.deadline,\n      salt: parameters.salt ?? generateSalt(),\n    },\n  };\n}\n\n/**\n * Serialize a {@link SignedOperation} to the wire-format expected by the hedger\n * REST API.\n *\n * `bigint` fields convert to `number` via `Number()` to match the orval-typed\n * `Eip712SignedOperationJSON` schema. All values used in lowcap flows\n * (`maxUses=1`, `nonce=0`, `deadline≈unix seconds`) fit safely in JS `number`.\n */\nexport function formatSignedOperationPayload(operation: SignedOperation): SignedOperationPayload {\n  return {\n    signer: operation.signer,\n    target: operation.target,\n    callData: operation.callData,\n    signerAccount: { addr: operation.signerAccount.addr, isPartyB: operation.signerAccount.isPartyB },\n    flexFields: operation.flexFields.map((f) => ({\n      offset: Number(f.offset),\n      length: Number(f.length),\n      authorizedFlexFiller: f.authorizedFlexFiller,\n    })),\n    maxUses: Number(operation.maxUses),\n    replayAttackHeader: {\n      nonce: Number(operation.replayAttackHeader.nonce),\n      deadline: Number(operation.replayAttackHeader.deadline),\n      salt: operation.replayAttackHeader.salt,\n    },\n  };\n}\n\n/**\n * Parameters for {@link signAndFormatInstantOperation}.\n */\nexport interface SignAndFormatInstantOperationParameters {\n  /** The operation to sign. */\n  operation: SignedOperation;\n  /** Optional chain id; defaults to the config's `defaultChainId`. */\n  chainId?: number;\n  /** Resolved wallet client whose hoisted account performs the EIP-712 signing. */\n  walletClient: SymmioWalletClient;\n}\n\n/**\n * EIP-712 sign a {@link SignedOperation} and format it as the API payload\n * `{ signedOperation, signature }`.\n *\n * Domain is resolved from the chain config (`instantLayerEip712Domain` + the\n * chain's `instantLayerAddress` as `verifyingContract`).\n */\nexport async function signAndFormatInstantOperation(\n  config: Config,\n  parameters: SignAndFormatInstantOperationParameters,\n): Promise<InstantOperationPayload> {\n  const domain = getInstantLayerEip712Domain(config, { chainId: parameters.chainId });\n  const signature = await signSignedOperation(parameters.operation, domain, parameters.walletClient);\n  return {\n    signedOperation: formatSignedOperationPayload(parameters.operation),\n    signature,\n  };\n}\n"],"mappings":";;AAYA,SAAgB,IAAoB;CAClC,IAAM,IAAQ,IAAI,WAAW,EAAE;CAC/B,WAAW,OAAO,gBAAgB,CAAK;CACvC,IAAI,IAAM;CACV,KAAK,IAAM,KAAK,GAAO,KAAO,EAAE,SAAS,EAAE,EAAE,SAAS,GAAG,GAAG;CAC5D,OAAO;AACT;AA0CA,SAAgB,EAAqB,GAA6D;CAChG,OAAO;EACL,QAAQ,EAAW;EACnB,QAAQ,EAAW;EACnB,UAAU,EAAW;EACrB,eAAe;GACb,MAAM,EAAW;GACjB,UAAU;EACZ;EACA,YAAY,EAAW,aAAa,CAAC,GAAG,EAAW,UAAU,IAAI,CAAC;EAClE,SAAS,EAAW,WAAW;EAC/B,oBAAoB;GAClB,OAAO,EAAW,SAAS;GAC3B,UAAU,EAAW;GACrB,MAAM,EAAW,QAAQ,EAAa;EACxC;CACF;AACF;AAUA,SAAgB,EAA6B,GAAoD;CAC/F,OAAO;EACL,QAAQ,EAAU;EAClB,QAAQ,EAAU;EAClB,UAAU,EAAU;EACpB,eAAe;GAAE,MAAM,EAAU,cAAc;GAAM,UAAU,EAAU,cAAc;EAAS;EAChG,YAAY,EAAU,WAAW,KAAK,OAAO;GAC3C,QAAQ,OAAO,EAAE,MAAM;GACvB,QAAQ,OAAO,EAAE,MAAM;GACvB,sBAAsB,EAAE;EAC1B,EAAE;EACF,SAAS,OAAO,EAAU,OAAO;EACjC,oBAAoB;GAClB,OAAO,OAAO,EAAU,mBAAmB,KAAK;GAChD,UAAU,OAAO,EAAU,mBAAmB,QAAQ;GACtD,MAAM,EAAU,mBAAmB;EACrC;CACF;AACF;AAqBA,eAAsB,EACpB,GACA,GACkC;CAClC,IAAM,IAAS,EAA4B,GAAQ,EAAE,SAAS,EAAW,QAAQ,CAAC,GAC5E,IAAY,MAAM,EAAoB,EAAW,WAAW,GAAQ,EAAW,YAAY;CACjG,OAAO;EACL,iBAAiB,EAA6B,EAAW,SAAS;EAClE;CACF;AACF"}

package/dist/solvers/instant-open/shared/quote-constraints.d.ts

@@ -1,6 +1,30 @@
 import { PositionType } from '../../../symmio-contracts/symmio/types.js';
 import { MarketNotionalCap } from '../../notional-cap/types.js';
-import { SymbolContractSymbol } from '../../types/generated/enigma-solver.js';
+/**
+ * The constraint fields {@link validateInstantOpenAgainstMarket} reads — the
+ * SDK's **normalized** market spelling (a `useMarkets` / `getMarkets` row).
+ * Raw wire rows (snake_case `/contract-symbols` payloads) are not accepted:
+ * run them through the markets adapter first. One canonical shape keeps a
+ * spelling mismatch from ever silently skipping the checks again.
+ *
+ * Fields are optional structurally; the adapters always populate them, using
+ * `"0"` / `0` for constraints the vendor does not publish — the validator
+ * treats those sentinels as "unpublished" and skips the check.
+ */
+export interface InstantOpenConstraintFields {
+    /** Minimum `lf / (cva + lf + partyAmm)` portion (decimal fraction). */
+    minAcceptablePortionLf?: string;
+    /** Minimum locked-margin sum (decimal string). */
+    minAcceptableQuoteValue?: string;
+    /** Maximum notional position value. `0` ⇒ unpublished. */
+    maxNotionalValue?: number;
+    /** Minimum notional position value (decimal string). */
+    minNotionalValue?: string;
+    /** Maximum order quantity (decimal string). `"0"` ⇒ unpublished. */
+    maxQuantity?: string;
+    /** Minimum tradable increment (decimal string). */
+    lotSize?: string;
+}
 /**
  * One reason a candidate instant-open quote violates the market's published
  * quote constraints. Returned in a list by
@@ -71,8 +95,8 @@ export type QuoteConstraintViolation = {
  * {@link calculateTradeParams}.
  */
 export interface ValidateInstantOpenAgainstMarketParameters {
-    /** Market metadata carrying the constraint fields. */
-    market: SymbolContractSymbol;
+    /** Market metadata carrying the constraint fields — wire or normalized spelling. */
+    market: InstantOpenConstraintFields;
     /** Final leveraged quote quantity (decimal string, e.g. `"1.25"`). */
     quantity: string;
     /** Current mark price (decimal string) — used for the notional bounds. */

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

@@ -1 +1 @@
-{"version":3,"file":"quote-constraints.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/quote-constraints.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,wCAAwC,CAAC;AAE3E,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,qCAAqC,CAAC;AAEhF;;;;;;;;GAQG;AACH,MAAM,MAAM,wBAAwB,GAChC;IACE,IAAI,EAAE,oBAAoB,CAAC;IAC3B,6EAA6E;IAC7E,UAAU,EAAE,MAAM,CAAC;IACnB,2EAA2E;IAC3E,aAAa,EAAE,MAAM,CAAC;CACvB,GACD;IACE,IAAI,EAAE,qBAAqB,CAAC;IAC5B,6CAA6C;IAC7C,aAAa,EAAE,MAAM,CAAC;IACtB,mFAAmF;IACnF,gBAAgB,EAAE,MAAM,CAAC;CAC1B,GACD;IACE,IAAI,EAAE,mBAAmB,CAAC;IAC1B,qCAAqC;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,8BAA8B;IAC9B,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,kBAAkB,CAAC;IACzB,qCAAqC;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,8BAA8B;IAC9B,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,mBAAmB,CAAC;IAC1B,+BAA+B;IAC/B,WAAW,EAAE,MAAM,CAAC;IACpB,gCAAgC;IAChC,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,yBAAyB,CAAC;IAChC,4DAA4D;IAC5D,OAAO,EAAE,MAAM,CAAC;IAChB,gCAAgC;IAChC,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,2BAA2B,CAAC;IAClC,+EAA+E;IAC/E,OAAO,EAAE,MAAM,CAAC;IAChB,gCAAgC;IAChC,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,aAAa,CAAC;IACpB,6BAA6B;IAC7B,IAAI,EAAE,YAAY,CAAC;IACnB,kEAAkE;IAClE,SAAS,EAAE,MAAM,CAAC;IAClB,oDAAoD;IACpD,cAAc,EAAE,MAAM,CAAC;CACxB,CAAC;AAEN;;;;;;;;GAQG;AACH,MAAM,WAAW,0CAA0C;IACzD,sDAAsD;IACtD,MAAM,EAAE,oBAAoB,CAAC;IAC7B,sEAAsE;IACtE,QAAQ,EAAE,MAAM,CAAC;IACjB,0EAA0E;IAC1E,SAAS,EAAE,MAAM,CAAC;IAClB,4EAA4E;IAC5E,GAAG,EAAE,MAAM,CAAC;IACZ,2EAA2E;IAC3E,EAAE,EAAE,MAAM,CAAC;IACX,oFAAoF;IACpF,QAAQ,EAAE,MAAM,CAAC;IACjB;;;;;OAKG;IACH,WAAW,CAAC,EAAE,iBAAiB,CAAC;IAChC,gFAAgF;IAChF,YAAY,CAAC,EAAE,YAAY,CAAC;CAC7B;AAED,0DAA0D;AAC1D,MAAM,WAAW,0CAA0C;IACzD,uCAAuC;IACvC,EAAE,EAAE,OAAO,CAAC;IACZ,0EAA0E;IAC1E,UAAU,EAAE,wBAAwB,EAAE,CAAC;CACxC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAgB,gCAAgC,CAC9C,UAAU,EAAE,0CAA0C,GACrD,0CAA0C,CA8G5C"}
+{"version":3,"file":"quote-constraints.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/quote-constraints.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,wCAAwC,CAAC;AAE3E,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,0BAA0B,CAAC;AAElE;;;;;;;;;;GAUG;AACH,MAAM,WAAW,2BAA2B;IAC1C,uEAAuE;IACvE,sBAAsB,CAAC,EAAE,MAAM,CAAC;IAChC,kDAAkD;IAClD,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,0DAA0D;IAC1D,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,wDAAwD;IACxD,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,oEAAoE;IACpE,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,mDAAmD;IACnD,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;;;GAQG;AACH,MAAM,MAAM,wBAAwB,GAChC;IACE,IAAI,EAAE,oBAAoB,CAAC;IAC3B,6EAA6E;IAC7E,UAAU,EAAE,MAAM,CAAC;IACnB,2EAA2E;IAC3E,aAAa,EAAE,MAAM,CAAC;CACvB,GACD;IACE,IAAI,EAAE,qBAAqB,CAAC;IAC5B,6CAA6C;IAC7C,aAAa,EAAE,MAAM,CAAC;IACtB,mFAAmF;IACnF,gBAAgB,EAAE,MAAM,CAAC;CAC1B,GACD;IACE,IAAI,EAAE,mBAAmB,CAAC;IAC1B,qCAAqC;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,8BAA8B;IAC9B,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,kBAAkB,CAAC;IACzB,qCAAqC;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,8BAA8B;IAC9B,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,mBAAmB,CAAC;IAC1B,+BAA+B;IAC/B,WAAW,EAAE,MAAM,CAAC;IACpB,gCAAgC;IAChC,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,yBAAyB,CAAC;IAChC,4DAA4D;IAC5D,OAAO,EAAE,MAAM,CAAC;IAChB,gCAAgC;IAChC,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,2BAA2B,CAAC;IAClC,+EAA+E;IAC/E,OAAO,EAAE,MAAM,CAAC;IAChB,gCAAgC;IAChC,cAAc,EAAE,MAAM,CAAC;CACxB,GACD;IACE,IAAI,EAAE,aAAa,CAAC;IACpB,6BAA6B;IAC7B,IAAI,EAAE,YAAY,CAAC;IACnB,kEAAkE;IAClE,SAAS,EAAE,MAAM,CAAC;IAClB,oDAAoD;IACpD,cAAc,EAAE,MAAM,CAAC;CACxB,CAAC;AAEN;;;;;;;;GAQG;AACH,MAAM,WAAW,0CAA0C;IACzD,oFAAoF;IACpF,MAAM,EAAE,2BAA2B,CAAC;IACpC,sEAAsE;IACtE,QAAQ,EAAE,MAAM,CAAC;IACjB,0EAA0E;IAC1E,SAAS,EAAE,MAAM,CAAC;IAClB,4EAA4E;IAC5E,GAAG,EAAE,MAAM,CAAC;IACZ,2EAA2E;IAC3E,EAAE,EAAE,MAAM,CAAC;IACX,oFAAoF;IACpF,QAAQ,EAAE,MAAM,CAAC;IACjB;;;;;OAKG;IACH,WAAW,CAAC,EAAE,iBAAiB,CAAC;IAChC,gFAAgF;IAChF,YAAY,CAAC,EAAE,YAAY,CAAC;CAC7B;AAED,0DAA0D;AAC1D,MAAM,WAAW,0CAA0C;IACzD,uCAAuC;IACvC,EAAE,EAAE,OAAO,CAAC;IACZ,0EAA0E;IAC1E,UAAU,EAAE,wBAAwB,EAAE,CAAC;CACxC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAgB,gCAAgC,CAC9C,UAAU,EAAE,0CAA0C,GACrD,0CAA0C,CAoH5C"}

package/dist/solvers/instant-open/shared/quote-constraints.js

@@ -2,66 +2,66 @@ import { checkNotionalCap as e } from "../../notional-cap/check-notional-cap.js"
 import { toDecimal as t } from "@symmio/utils/decimal";
 //#region src/solvers/instant-open/shared/quote-constraints.ts
 function n(n) {
-	let { market: r, quantity: i, markPrice: a, cva: o, lf: s, partyAmm: c, notionalCap: l, positionType: u } = n, d = [], f = t(o), p = t(s), m = t(c), h = f.plus(p).plus(m), g = r.min_acceptable_portion_lf;
-	if (g && !h.isZero() && !h.isNaN()) {
-		let e = p.div(h), n = t(g);
+	let { market: r, quantity: i, markPrice: a, cva: o, lf: s, partyAmm: c, notionalCap: l, positionType: u } = n, d = [], f = t(o), p = t(s), m = t(c), h = f.plus(p).plus(m), { minAcceptableQuoteValue: g, maxNotionalValue: _, minNotionalValue: v } = r, y = r.maxQuantity, b = r.lotSize, x = r.minAcceptablePortionLf;
+	if (x && !h.isZero() && !h.isNaN()) {
+		let e = p.div(h), n = t(x);
 		e.lt(n) && d.push({
 			kind: "LF_PORTION_TOO_LOW",
 			minPortion: n.toString(),
 			actualPortion: e.toString()
 		});
 	}
-	let _ = r.min_acceptable_quote_value;
-	if (_) {
-		let e = t(_);
+	let S = g;
+	if (S) {
+		let e = t(S);
 		h.lt(e) && d.push({
 			kind: "QUOTE_VALUE_TOO_LOW",
 			minQuoteValue: e.toString(),
 			actualQuoteValue: h.toString()
 		});
 	}
-	let v = t(a).times(i);
-	if (r.max_notional_value !== void 0) {
-		let e = t(r.max_notional_value);
-		v.gt(e) && d.push({
+	let C = t(a).times(i);
+	if (_ !== void 0 && _ > 0) {
+		let e = t(_);
+		C.gt(e) && d.push({
 			kind: "NOTIONAL_TOO_HIGH",
 			maxNotional: e.toString(),
-			actualNotional: v.toString()
+			actualNotional: C.toString()
 		});
 	}
-	if (r.min_notional_value) {
-		let e = t(r.min_notional_value);
-		v.lt(e) && d.push({
+	if (v) {
+		let e = t(v);
+		C.lt(e) && d.push({
 			kind: "NOTIONAL_TOO_LOW",
 			minNotional: e.toString(),
-			actualNotional: v.toString()
+			actualNotional: C.toString()
 		});
 	}
-	let y = t(i);
-	if (r.max_quantity) {
-		let e = t(r.max_quantity);
-		y.gt(e) && d.push({
+	let w = t(i);
+	if (y) {
+		let e = t(y);
+		e.gt(0) && w.gt(e) && d.push({
 			kind: "QUANTITY_TOO_HIGH",
 			maxQuantity: e.toString(),
-			actualQuantity: y.toString()
+			actualQuantity: w.toString()
 		});
 	}
-	if (r.lot_size) {
-		let e = t(r.lot_size);
-		e.gt(0) && !e.isNaN() && (y.lt(e) ? d.push({
+	if (b) {
+		let e = t(b);
+		e.gt(0) && !e.isNaN() && (w.lt(e) ? d.push({
 			kind: "QUANTITY_BELOW_LOT_SIZE",
 			lotSize: e.toString(),
-			actualQuantity: y.toString()
-		}) : y.mod(e).isZero() || d.push({
+			actualQuantity: w.toString()
+		}) : w.mod(e).isZero() || d.push({
 			kind: "QUANTITY_NOT_LOT_MULTIPLE",
 			lotSize: e.toString(),
-			actualQuantity: y.toString()
+			actualQuantity: w.toString()
 		}));
 	}
 	if (l && u !== void 0) {
 		let t = e({
 			positionType: u,
-			notional: v.toString(),
+			notional: C.toString(),
 			cap: l
 		});
 		t.ok || d.push({

package/dist/solvers/instant-open/shared/quote-constraints.js.map

@@ -1 +1 @@
-{"version":3,"file":"quote-constraints.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/quote-constraints.ts"],"sourcesContent":["import { toDecimal } from \"@symmio/utils/decimal\";\nimport type { PositionType } from \"../../../symmio-contracts/symmio/types\";\nimport { checkNotionalCap } from \"../../notional-cap/check-notional-cap\";\nimport type { MarketNotionalCap } from \"../../notional-cap/types\";\nimport type { SymbolContractSymbol } from \"../../types/generated/enigma-solver\";\n\n/**\n * One reason a candidate instant-open quote violates the market's published\n * quote constraints. Returned in a list by\n * {@link validateInstantOpenAgainstMarket} so UIs can render the full set of\n * problems in one pass instead of fixing-and-resubmitting.\n *\n * All numeric fields are decimal strings (no rounding hop) so callers can\n * format them however they like.\n */\nexport type QuoteConstraintViolation =\n  | {\n      kind: \"LF_PORTION_TOO_LOW\";\n      /** Market's `min_acceptable_portion_lf` (decimal fraction, e.g. `\"0.1\"`). */\n      minPortion: string;\n      /** Actual `lf / (cva + lf + partyAmm)` for the supplied locked margins. */\n      actualPortion: string;\n    }\n  | {\n      kind: \"QUOTE_VALUE_TOO_LOW\";\n      /** Market's `min_acceptable_quote_value`. */\n      minQuoteValue: string;\n      /** Total locked margin `cva + lf + partyAmm` from {@link calculateTradeParams}. */\n      actualQuoteValue: string;\n    }\n  | {\n      kind: \"NOTIONAL_TOO_HIGH\";\n      /** Market's `max_notional_value`. */\n      maxNotional: string;\n      /** `markPrice × quantity`. */\n      actualNotional: string;\n    }\n  | {\n      kind: \"NOTIONAL_TOO_LOW\";\n      /** Market's `min_notional_value`. */\n      minNotional: string;\n      /** `markPrice × quantity`. */\n      actualNotional: string;\n    }\n  | {\n      kind: \"QUANTITY_TOO_HIGH\";\n      /** Market's `max_quantity`. */\n      maxQuantity: string;\n      /** Final leveraged quantity. */\n      actualQuantity: string;\n    }\n  | {\n      kind: \"QUANTITY_BELOW_LOT_SIZE\";\n      /** Market's `lot_size` — the smallest tradable quantity. */\n      lotSize: string;\n      /** Final leveraged quantity. */\n      actualQuantity: string;\n    }\n  | {\n      kind: \"QUANTITY_NOT_LOT_MULTIPLE\";\n      /** Market's `lot_size` — quantity must be an integer multiple of this step. */\n      lotSize: string;\n      /** Final leveraged quantity. */\n      actualQuantity: string;\n    }\n  | {\n      kind: \"CAP_REACHED\";\n      /** Side the trade was on. */\n      side: PositionType;\n      /** Available liquidity on that side, dollars (decimal string). */\n      available: string;\n      /** Requested notional, dollars (decimal string). */\n      actualNotional: string;\n    };\n\n/**\n * Inputs to {@link validateInstantOpenAgainstMarket}.\n *\n * All numeric fields are decimal strings (matching the shape that\n * `calculateTradeParams` returns) so callers don't need to convert to wei\n * before validating. `market` comes from `getMarkets` (`/contract-symbols`);\n * `cva` / `lf` / `partyAmm` / `quantity` come straight off\n * {@link calculateTradeParams}.\n */\nexport interface ValidateInstantOpenAgainstMarketParameters {\n  /** Market metadata carrying the constraint fields. */\n  market: SymbolContractSymbol;\n  /** Final leveraged quote quantity (decimal string, e.g. `\"1.25\"`). */\n  quantity: string;\n  /** Current mark price (decimal string) — used for the notional bounds. */\n  markPrice: string;\n  /** CVA locked margin from {@link calculateTradeParams} (decimal string). */\n  cva: string;\n  /** LF locked margin from {@link calculateTradeParams} (decimal string). */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams} (decimal string). */\n  partyAmm: string;\n  /**\n   * Optional solver-side liquidity cap for the market. When provided alongside\n   * {@link positionType}, the validator rejects trades whose notional exceeds\n   * the chosen side's available liquidity (`CAP_REACHED`). When the cap carries\n   * a non-null `error`, the check is skipped.\n   */\n  notionalCap?: MarketNotionalCap;\n  /** Side of the candidate trade — required for the {@link notionalCap} check. */\n  positionType?: PositionType;\n}\n\n/** Result of {@link validateInstantOpenAgainstMarket}. */\nexport interface ValidateInstantOpenAgainstMarketReturnType {\n  /** `true` when no violations fired. */\n  ok: boolean;\n  /** Every violation the candidate quote hit; empty when `ok` is `true`. */\n  violations: QuoteConstraintViolation[];\n}\n\n/**\n * Check a candidate instant-open quote against the market's published quote\n * constraints. Each constraint is independent and skipped when the market\n * doesn't publish that field, so a partial constraint set (e.g. a market\n * without `max_quantity`) still validates the rest.\n *\n * Constraints (each maps to a {@link QuoteConstraintViolation}):\n * - **`min_acceptable_portion_lf`** — `lf / (cva + lf + partyAmm)` must be at\n *   least the published minimum.\n * - **`min_acceptable_quote_value`** — the locked-margin sum\n *   `cva + lf + partyAmm` must clear the floor.\n * - **`max_notional_value`** — `markPrice × quantity` must be at most the cap.\n * - **`min_notional_value`** — `markPrice × quantity` must clear the floor.\n * - **`max_quantity`** — `quantity` must be at most the cap.\n * - **`lot_size`** — `quantity` must be at least `lot_size` and an integer\n *   multiple of it (e.g. lot_size `0.2` allows 0.2, 0.4, 0.6, … but not 0.3).\n *\n * @example\n * ```ts\n * const trade = calculateTradeParams({ ... });\n * if (!trade) return;\n * const { ok, violations } = validateInstantOpenAgainstMarket({\n *   market,\n *   quantity: trade.quantity,\n *   markPrice,\n *   cva: trade.cva,\n *   lf: trade.lf,\n *   partyAmm: trade.partyAmm,\n * });\n * if (!ok) {\n *   // render `violations` to the user; don't call `instantOpen`.\n * }\n * ```\n */\nexport function validateInstantOpenAgainstMarket(\n  parameters: ValidateInstantOpenAgainstMarketParameters,\n): ValidateInstantOpenAgainstMarketReturnType {\n  const { market, quantity, markPrice, cva, lf, partyAmm, notionalCap, positionType } = parameters;\n  const violations: QuoteConstraintViolation[] = [];\n\n  const cvaDec = toDecimal(cva);\n  const lfDec = toDecimal(lf);\n  const partyAmmDec = toDecimal(partyAmm);\n  const lockedSum = cvaDec.plus(lfDec).plus(partyAmmDec);\n\n  // 1. LF portion = lf / (cva + lf + partyAmm).\n  const minPortionStr = market.min_acceptable_portion_lf;\n  if (minPortionStr && !lockedSum.isZero() && !lockedSum.isNaN()) {\n    const actualPortion = lfDec.div(lockedSum);\n    const minPortion = toDecimal(minPortionStr);\n    if (actualPortion.lt(minPortion)) {\n      violations.push({\n        kind: \"LF_PORTION_TOO_LOW\",\n        minPortion: minPortion.toString(),\n        actualPortion: actualPortion.toString(),\n      });\n    }\n  }\n\n  // 2. min_acceptable_quote_value — compare against locked-margin sum.\n  const minQuoteValueStr = market.min_acceptable_quote_value;\n  if (minQuoteValueStr) {\n    const minQuoteValue = toDecimal(minQuoteValueStr);\n    if (lockedSum.lt(minQuoteValue)) {\n      violations.push({\n        kind: \"QUOTE_VALUE_TOO_LOW\",\n        minQuoteValue: minQuoteValue.toString(),\n        actualQuoteValue: lockedSum.toString(),\n      });\n    }\n  }\n\n  // 3 & 4. Notional bounds use markPrice × quantity.\n  const notional = toDecimal(markPrice).times(quantity);\n  if (market.max_notional_value !== undefined) {\n    const maxNotional = toDecimal(market.max_notional_value);\n    if (notional.gt(maxNotional)) {\n      violations.push({\n        kind: \"NOTIONAL_TOO_HIGH\",\n        maxNotional: maxNotional.toString(),\n        actualNotional: notional.toString(),\n      });\n    }\n  }\n  if (market.min_notional_value) {\n    const minNotional = toDecimal(market.min_notional_value);\n    if (notional.lt(minNotional)) {\n      violations.push({\n        kind: \"NOTIONAL_TOO_LOW\",\n        minNotional: minNotional.toString(),\n        actualNotional: notional.toString(),\n      });\n    }\n  }\n\n  // 5. max_quantity.\n  const actualQuantity = toDecimal(quantity);\n  if (market.max_quantity) {\n    const maxQuantity = toDecimal(market.max_quantity);\n    if (actualQuantity.gt(maxQuantity)) {\n      violations.push({\n        kind: \"QUANTITY_TOO_HIGH\",\n        maxQuantity: maxQuantity.toString(),\n        actualQuantity: actualQuantity.toString(),\n      });\n    }\n  }\n\n  // 6. lot_size — quantity must be ≥ lot_size AND an exact integer multiple.\n  // Skip the multiple-of check when below the minimum so the user sees one\n  // clear error at a time.\n  if (market.lot_size) {\n    const lotSize = toDecimal(market.lot_size);\n    if (lotSize.gt(0) && !lotSize.isNaN()) {\n      if (actualQuantity.lt(lotSize)) {\n        violations.push({\n          kind: \"QUANTITY_BELOW_LOT_SIZE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: actualQuantity.toString(),\n        });\n      } else if (!actualQuantity.mod(lotSize).isZero()) {\n        violations.push({\n          kind: \"QUANTITY_NOT_LOT_MULTIPLE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: actualQuantity.toString(),\n        });\n      }\n    }\n  }\n\n  // 7. Solver-side available liquidity for the chosen side. Delegates to\n  // {@link checkNotionalCap} so the rule stays consistent with the standalone\n  // pre-trade check.\n  if (notionalCap && positionType !== undefined) {\n    const result = checkNotionalCap({ positionType, notional: notional.toString(), cap: notionalCap });\n    if (!result.ok) {\n      violations.push({\n        kind: \"CAP_REACHED\",\n        side: result.side,\n        available: String(result.available),\n        actualNotional: result.requestedNotional,\n      });\n    }\n  }\n\n  return { ok: violations.length === 0, violations };\n}\n"],"mappings":";;;AAsJA,SAAgB,EACd,GAC4C;CAC5C,IAAM,EAAE,WAAQ,aAAU,cAAW,QAAK,OAAI,aAAU,gBAAa,oBAAiB,GAChF,IAAyC,CAAC,GAE1C,IAAS,EAAU,CAAG,GACtB,IAAQ,EAAU,CAAE,GACpB,IAAc,EAAU,CAAQ,GAChC,IAAY,EAAO,KAAK,CAAK,EAAE,KAAK,CAAW,GAG/C,IAAgB,EAAO;CAC7B,IAAI,KAAiB,CAAC,EAAU,OAAO,KAAK,CAAC,EAAU,MAAM,GAAG;EAC9D,IAAM,IAAgB,EAAM,IAAI,CAAS,GACnC,IAAa,EAAU,CAAa;EAC1C,AAAI,EAAc,GAAG,CAAU,KAC7B,EAAW,KAAK;GACd,MAAM;GACN,YAAY,EAAW,SAAS;GAChC,eAAe,EAAc,SAAS;EACxC,CAAC;CAEL;CAGA,IAAM,IAAmB,EAAO;CAChC,IAAI,GAAkB;EACpB,IAAM,IAAgB,EAAU,CAAgB;EAChD,AAAI,EAAU,GAAG,CAAa,KAC5B,EAAW,KAAK;GACd,MAAM;GACN,eAAe,EAAc,SAAS;GACtC,kBAAkB,EAAU,SAAS;EACvC,CAAC;CAEL;CAGA,IAAM,IAAW,EAAU,CAAS,EAAE,MAAM,CAAQ;CACpD,IAAI,EAAO,uBAAuB,KAAA,GAAW;EAC3C,IAAM,IAAc,EAAU,EAAO,kBAAkB;EACvD,AAAI,EAAS,GAAG,CAAW,KACzB,EAAW,KAAK;GACd,MAAM;GACN,aAAa,EAAY,SAAS;GAClC,gBAAgB,EAAS,SAAS;EACpC,CAAC;CAEL;CACA,IAAI,EAAO,oBAAoB;EAC7B,IAAM,IAAc,EAAU,EAAO,kBAAkB;EACvD,AAAI,EAAS,GAAG,CAAW,KACzB,EAAW,KAAK;GACd,MAAM;GACN,aAAa,EAAY,SAAS;GAClC,gBAAgB,EAAS,SAAS;EACpC,CAAC;CAEL;CAGA,IAAM,IAAiB,EAAU,CAAQ;CACzC,IAAI,EAAO,cAAc;EACvB,IAAM,IAAc,EAAU,EAAO,YAAY;EACjD,AAAI,EAAe,GAAG,CAAW,KAC/B,EAAW,KAAK;GACd,MAAM;GACN,aAAa,EAAY,SAAS;GAClC,gBAAgB,EAAe,SAAS;EAC1C,CAAC;CAEL;CAKA,IAAI,EAAO,UAAU;EACnB,IAAM,IAAU,EAAU,EAAO,QAAQ;EACzC,AAAI,EAAQ,GAAG,CAAC,KAAK,CAAC,EAAQ,MAAM,MAC9B,EAAe,GAAG,CAAO,IAC3B,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAe,SAAS;EAC1C,CAAC,IACS,EAAe,IAAI,CAAO,EAAE,OAAO,KAC7C,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAe,SAAS;EAC1C,CAAC;CAGP;CAKA,IAAI,KAAe,MAAiB,KAAA,GAAW;EAC7C,IAAM,IAAS,EAAiB;GAAE;GAAc,UAAU,EAAS,SAAS;GAAG,KAAK;EAAY,CAAC;EACjG,AAAK,EAAO,MACV,EAAW,KAAK;GACd,MAAM;GACN,MAAM,EAAO;GACb,WAAW,OAAO,EAAO,SAAS;GAClC,gBAAgB,EAAO;EACzB,CAAC;CAEL;CAEA,OAAO;EAAE,IAAI,EAAW,WAAW;EAAG;CAAW;AACnD"}
+{"version":3,"file":"quote-constraints.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/quote-constraints.ts"],"sourcesContent":["import { toDecimal } from \"@symmio/utils/decimal\";\nimport type { PositionType } from \"../../../symmio-contracts/symmio/types\";\nimport { checkNotionalCap } from \"../../notional-cap/check-notional-cap\";\nimport type { MarketNotionalCap } from \"../../notional-cap/types\";\n\n/**\n * The constraint fields {@link validateInstantOpenAgainstMarket} reads — the\n * SDK's **normalized** market spelling (a `useMarkets` / `getMarkets` row).\n * Raw wire rows (snake_case `/contract-symbols` payloads) are not accepted:\n * run them through the markets adapter first. One canonical shape keeps a\n * spelling mismatch from ever silently skipping the checks again.\n *\n * Fields are optional structurally; the adapters always populate them, using\n * `\"0\"` / `0` for constraints the vendor does not publish — the validator\n * treats those sentinels as \"unpublished\" and skips the check.\n */\nexport interface InstantOpenConstraintFields {\n  /** Minimum `lf / (cva + lf + partyAmm)` portion (decimal fraction). */\n  minAcceptablePortionLf?: string;\n  /** Minimum locked-margin sum (decimal string). */\n  minAcceptableQuoteValue?: string;\n  /** Maximum notional position value. `0` ⇒ unpublished. */\n  maxNotionalValue?: number;\n  /** Minimum notional position value (decimal string). */\n  minNotionalValue?: string;\n  /** Maximum order quantity (decimal string). `\"0\"` ⇒ unpublished. */\n  maxQuantity?: string;\n  /** Minimum tradable increment (decimal string). */\n  lotSize?: string;\n}\n\n/**\n * One reason a candidate instant-open quote violates the market's published\n * quote constraints. Returned in a list by\n * {@link validateInstantOpenAgainstMarket} so UIs can render the full set of\n * problems in one pass instead of fixing-and-resubmitting.\n *\n * All numeric fields are decimal strings (no rounding hop) so callers can\n * format them however they like.\n */\nexport type QuoteConstraintViolation =\n  | {\n      kind: \"LF_PORTION_TOO_LOW\";\n      /** Market's `min_acceptable_portion_lf` (decimal fraction, e.g. `\"0.1\"`). */\n      minPortion: string;\n      /** Actual `lf / (cva + lf + partyAmm)` for the supplied locked margins. */\n      actualPortion: string;\n    }\n  | {\n      kind: \"QUOTE_VALUE_TOO_LOW\";\n      /** Market's `min_acceptable_quote_value`. */\n      minQuoteValue: string;\n      /** Total locked margin `cva + lf + partyAmm` from {@link calculateTradeParams}. */\n      actualQuoteValue: string;\n    }\n  | {\n      kind: \"NOTIONAL_TOO_HIGH\";\n      /** Market's `max_notional_value`. */\n      maxNotional: string;\n      /** `markPrice × quantity`. */\n      actualNotional: string;\n    }\n  | {\n      kind: \"NOTIONAL_TOO_LOW\";\n      /** Market's `min_notional_value`. */\n      minNotional: string;\n      /** `markPrice × quantity`. */\n      actualNotional: string;\n    }\n  | {\n      kind: \"QUANTITY_TOO_HIGH\";\n      /** Market's `max_quantity`. */\n      maxQuantity: string;\n      /** Final leveraged quantity. */\n      actualQuantity: string;\n    }\n  | {\n      kind: \"QUANTITY_BELOW_LOT_SIZE\";\n      /** Market's `lot_size` — the smallest tradable quantity. */\n      lotSize: string;\n      /** Final leveraged quantity. */\n      actualQuantity: string;\n    }\n  | {\n      kind: \"QUANTITY_NOT_LOT_MULTIPLE\";\n      /** Market's `lot_size` — quantity must be an integer multiple of this step. */\n      lotSize: string;\n      /** Final leveraged quantity. */\n      actualQuantity: string;\n    }\n  | {\n      kind: \"CAP_REACHED\";\n      /** Side the trade was on. */\n      side: PositionType;\n      /** Available liquidity on that side, dollars (decimal string). */\n      available: string;\n      /** Requested notional, dollars (decimal string). */\n      actualNotional: string;\n    };\n\n/**\n * Inputs to {@link validateInstantOpenAgainstMarket}.\n *\n * All numeric fields are decimal strings (matching the shape that\n * `calculateTradeParams` returns) so callers don't need to convert to wei\n * before validating. `market` comes from `getMarkets` (`/contract-symbols`);\n * `cva` / `lf` / `partyAmm` / `quantity` come straight off\n * {@link calculateTradeParams}.\n */\nexport interface ValidateInstantOpenAgainstMarketParameters {\n  /** Market metadata carrying the constraint fields — wire or normalized spelling. */\n  market: InstantOpenConstraintFields;\n  /** Final leveraged quote quantity (decimal string, e.g. `\"1.25\"`). */\n  quantity: string;\n  /** Current mark price (decimal string) — used for the notional bounds. */\n  markPrice: string;\n  /** CVA locked margin from {@link calculateTradeParams} (decimal string). */\n  cva: string;\n  /** LF locked margin from {@link calculateTradeParams} (decimal string). */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams} (decimal string). */\n  partyAmm: string;\n  /**\n   * Optional solver-side liquidity cap for the market. When provided alongside\n   * {@link positionType}, the validator rejects trades whose notional exceeds\n   * the chosen side's available liquidity (`CAP_REACHED`). When the cap carries\n   * a non-null `error`, the check is skipped.\n   */\n  notionalCap?: MarketNotionalCap;\n  /** Side of the candidate trade — required for the {@link notionalCap} check. */\n  positionType?: PositionType;\n}\n\n/** Result of {@link validateInstantOpenAgainstMarket}. */\nexport interface ValidateInstantOpenAgainstMarketReturnType {\n  /** `true` when no violations fired. */\n  ok: boolean;\n  /** Every violation the candidate quote hit; empty when `ok` is `true`. */\n  violations: QuoteConstraintViolation[];\n}\n\n/**\n * Check a candidate instant-open quote against the market's published quote\n * constraints. Each constraint is independent and skipped when the market\n * doesn't publish that field, so a partial constraint set (e.g. a market\n * without `max_quantity`) still validates the rest.\n *\n * Constraints (each maps to a {@link QuoteConstraintViolation}):\n * - **`min_acceptable_portion_lf`** — `lf / (cva + lf + partyAmm)` must be at\n *   least the published minimum.\n * - **`min_acceptable_quote_value`** — the locked-margin sum\n *   `cva + lf + partyAmm` must clear the floor.\n * - **`max_notional_value`** — `markPrice × quantity` must be at most the cap.\n * - **`min_notional_value`** — `markPrice × quantity` must clear the floor.\n * - **`max_quantity`** — `quantity` must be at most the cap.\n * - **`lot_size`** — `quantity` must be at least `lot_size` and an integer\n *   multiple of it (e.g. lot_size `0.2` allows 0.2, 0.4, 0.6, … but not 0.3).\n *\n * @example\n * ```ts\n * const trade = calculateTradeParams({ ... });\n * if (!trade) return;\n * const { ok, violations } = validateInstantOpenAgainstMarket({\n *   market,\n *   quantity: trade.quantity,\n *   markPrice,\n *   cva: trade.cva,\n *   lf: trade.lf,\n *   partyAmm: trade.partyAmm,\n * });\n * if (!ok) {\n *   // render `violations` to the user; don't call `instantOpen`.\n * }\n * ```\n */\nexport function validateInstantOpenAgainstMarket(\n  parameters: ValidateInstantOpenAgainstMarketParameters,\n): ValidateInstantOpenAgainstMarketReturnType {\n  const { market, quantity, markPrice, cva, lf, partyAmm, notionalCap, positionType } = parameters;\n  const violations: QuoteConstraintViolation[] = [];\n\n  const cvaDec = toDecimal(cva);\n  const lfDec = toDecimal(lf);\n  const partyAmmDec = toDecimal(partyAmm);\n  const lockedSum = cvaDec.plus(lfDec).plus(partyAmmDec);\n\n  const { minAcceptableQuoteValue, maxNotionalValue, minNotionalValue } = market;\n  const maxQuantityValue = market.maxQuantity;\n  const lotSizeValue = market.lotSize;\n\n  // 1. LF portion = lf / (cva + lf + partyAmm).\n  const minPortionStr = market.minAcceptablePortionLf;\n  if (minPortionStr && !lockedSum.isZero() && !lockedSum.isNaN()) {\n    const actualPortion = lfDec.div(lockedSum);\n    const minPortion = toDecimal(minPortionStr);\n    if (actualPortion.lt(minPortion)) {\n      violations.push({\n        kind: \"LF_PORTION_TOO_LOW\",\n        minPortion: minPortion.toString(),\n        actualPortion: actualPortion.toString(),\n      });\n    }\n  }\n\n  // 2. min_acceptable_quote_value — compare against locked-margin sum.\n  const minQuoteValueStr = minAcceptableQuoteValue;\n  if (minQuoteValueStr) {\n    const minQuoteValue = toDecimal(minQuoteValueStr);\n    if (lockedSum.lt(minQuoteValue)) {\n      violations.push({\n        kind: \"QUOTE_VALUE_TOO_LOW\",\n        minQuoteValue: minQuoteValue.toString(),\n        actualQuoteValue: lockedSum.toString(),\n      });\n    }\n  }\n\n  // 3 & 4. Notional bounds use markPrice × quantity.\n  const notional = toDecimal(markPrice).times(quantity);\n  // The adapters emit `0` for a cap the vendor does not publish — skip it.\n  if (maxNotionalValue !== undefined && maxNotionalValue > 0) {\n    const maxNotional = toDecimal(maxNotionalValue);\n    if (notional.gt(maxNotional)) {\n      violations.push({\n        kind: \"NOTIONAL_TOO_HIGH\",\n        maxNotional: maxNotional.toString(),\n        actualNotional: notional.toString(),\n      });\n    }\n  }\n  if (minNotionalValue) {\n    const minNotional = toDecimal(minNotionalValue);\n    if (notional.lt(minNotional)) {\n      violations.push({\n        kind: \"NOTIONAL_TOO_LOW\",\n        minNotional: minNotional.toString(),\n        actualNotional: notional.toString(),\n      });\n    }\n  }\n\n  // 5. max_quantity.\n  const actualQuantity = toDecimal(quantity);\n  // `\"0\"` ⇒ the vendor publishes no quantity cap — skip it.\n  if (maxQuantityValue) {\n    const maxQuantity = toDecimal(maxQuantityValue);\n    if (maxQuantity.gt(0) && actualQuantity.gt(maxQuantity)) {\n      violations.push({\n        kind: \"QUANTITY_TOO_HIGH\",\n        maxQuantity: maxQuantity.toString(),\n        actualQuantity: actualQuantity.toString(),\n      });\n    }\n  }\n\n  // 6. lot_size — quantity must be ≥ lot_size AND an exact integer multiple.\n  // Skip the multiple-of check when below the minimum so the user sees one\n  // clear error at a time.\n  if (lotSizeValue) {\n    const lotSize = toDecimal(lotSizeValue);\n    if (lotSize.gt(0) && !lotSize.isNaN()) {\n      if (actualQuantity.lt(lotSize)) {\n        violations.push({\n          kind: \"QUANTITY_BELOW_LOT_SIZE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: actualQuantity.toString(),\n        });\n      } else if (!actualQuantity.mod(lotSize).isZero()) {\n        violations.push({\n          kind: \"QUANTITY_NOT_LOT_MULTIPLE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: actualQuantity.toString(),\n        });\n      }\n    }\n  }\n\n  // 7. Solver-side available liquidity for the chosen side. Delegates to\n  // {@link checkNotionalCap} so the rule stays consistent with the standalone\n  // pre-trade check.\n  if (notionalCap && positionType !== undefined) {\n    const result = checkNotionalCap({ positionType, notional: notional.toString(), cap: notionalCap });\n    if (!result.ok) {\n      violations.push({\n        kind: \"CAP_REACHED\",\n        side: result.side,\n        available: String(result.available),\n        actualNotional: result.requestedNotional,\n      });\n    }\n  }\n\n  return { ok: violations.length === 0, violations };\n}\n"],"mappings":";;;AA+KA,SAAgB,EACd,GAC4C;CAC5C,IAAM,EAAE,WAAQ,aAAU,cAAW,QAAK,OAAI,aAAU,gBAAa,oBAAiB,GAChF,IAAyC,CAAC,GAE1C,IAAS,EAAU,CAAG,GACtB,IAAQ,EAAU,CAAE,GACpB,IAAc,EAAU,CAAQ,GAChC,IAAY,EAAO,KAAK,CAAK,EAAE,KAAK,CAAW,GAE/C,EAAE,4BAAyB,qBAAkB,wBAAqB,GAClE,IAAmB,EAAO,aAC1B,IAAe,EAAO,SAGtB,IAAgB,EAAO;CAC7B,IAAI,KAAiB,CAAC,EAAU,OAAO,KAAK,CAAC,EAAU,MAAM,GAAG;EAC9D,IAAM,IAAgB,EAAM,IAAI,CAAS,GACnC,IAAa,EAAU,CAAa;EAC1C,AAAI,EAAc,GAAG,CAAU,KAC7B,EAAW,KAAK;GACd,MAAM;GACN,YAAY,EAAW,SAAS;GAChC,eAAe,EAAc,SAAS;EACxC,CAAC;CAEL;CAGA,IAAM,IAAmB;CACzB,IAAI,GAAkB;EACpB,IAAM,IAAgB,EAAU,CAAgB;EAChD,AAAI,EAAU,GAAG,CAAa,KAC5B,EAAW,KAAK;GACd,MAAM;GACN,eAAe,EAAc,SAAS;GACtC,kBAAkB,EAAU,SAAS;EACvC,CAAC;CAEL;CAGA,IAAM,IAAW,EAAU,CAAS,EAAE,MAAM,CAAQ;CAEpD,IAAI,MAAqB,KAAA,KAAa,IAAmB,GAAG;EAC1D,IAAM,IAAc,EAAU,CAAgB;EAC9C,AAAI,EAAS,GAAG,CAAW,KACzB,EAAW,KAAK;GACd,MAAM;GACN,aAAa,EAAY,SAAS;GAClC,gBAAgB,EAAS,SAAS;EACpC,CAAC;CAEL;CACA,IAAI,GAAkB;EACpB,IAAM,IAAc,EAAU,CAAgB;EAC9C,AAAI,EAAS,GAAG,CAAW,KACzB,EAAW,KAAK;GACd,MAAM;GACN,aAAa,EAAY,SAAS;GAClC,gBAAgB,EAAS,SAAS;EACpC,CAAC;CAEL;CAGA,IAAM,IAAiB,EAAU,CAAQ;CAEzC,IAAI,GAAkB;EACpB,IAAM,IAAc,EAAU,CAAgB;EAC9C,AAAI,EAAY,GAAG,CAAC,KAAK,EAAe,GAAG,CAAW,KACpD,EAAW,KAAK;GACd,MAAM;GACN,aAAa,EAAY,SAAS;GAClC,gBAAgB,EAAe,SAAS;EAC1C,CAAC;CAEL;CAKA,IAAI,GAAc;EAChB,IAAM,IAAU,EAAU,CAAY;EACtC,AAAI,EAAQ,GAAG,CAAC,KAAK,CAAC,EAAQ,MAAM,MAC9B,EAAe,GAAG,CAAO,IAC3B,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAe,SAAS;EAC1C,CAAC,IACS,EAAe,IAAI,CAAO,EAAE,OAAO,KAC7C,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAe,SAAS;EAC1C,CAAC;CAGP;CAKA,IAAI,KAAe,MAAiB,KAAA,GAAW;EAC7C,IAAM,IAAS,EAAiB;GAAE;GAAc,UAAU,EAAS,SAAS;GAAG,KAAK;EAAY,CAAC;EACjG,AAAK,EAAO,MACV,EAAW,KAAK;GACd,MAAM;GACN,MAAM,EAAO;GACb,WAAW,OAAO,EAAO,SAAS;GAClC,gBAAgB,EAAO;EACzB,CAAC;CAEL;CAEA,OAAO;EAAE,IAAI,EAAW,WAAW;EAAG;CAAW;AACnD"}

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

@@ -9,6 +9,17 @@ export declare const MARKET_ORDER_DEADLINE_SECONDS = 300n;
  * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.
  */
 export declare function getMarketOrderDeadline(now?: bigint): bigint;
+/**
+ * Unix-seconds remaining for a LIMIT-order deadline (15 minutes). A resting
+ * limit order lives longer than a market fill, so it gets a wider window.
+ */
+export declare const LIMIT_ORDER_DEADLINE_SECONDS = 900n;
+/**
+ * Compute a unix-seconds `deadline` for a LIMIT order (default 15 minutes).
+ *
+ * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.
+ */
+export declare function getLimitOrderDeadline(now?: bigint): bigint;
 /**
  * Parameters for {@link calculateTradeParams}.
  */

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

@@ -1 +1 @@
-{"version":3,"file":"trade-math.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAEvC;;GAEG;AACH,eAAO,MAAM,6BAA6B,OAAO,CAAC;AAElD;;;;GAIG;AACH,wBAAgB,sBAAsB,CAAC,GAAG,CAAC,EAAE,MAAM,GAAG,MAAM,CAG3D;AAED;;GAEG;AACH,MAAM,WAAW,8BAA8B;IAC7C,wDAAwD;IACxD,SAAS,EAAE,MAAM,CAAC;IAClB,0CAA0C;IAC1C,QAAQ,EAAE,MAAM,CAAC;IACjB,4CAA4C;IAC5C,YAAY,EAAE,YAAY,CAAC;IAC3B,6FAA6F;IAC7F,SAAS,EAAE,MAAM,CAAC;IAClB,uGAAuG;IACvG,UAAU,EAAE,OAAO,GAAG,OAAO,CAAC;IAC9B,uCAAuC;IACvC,QAAQ,EAAE,MAAM,CAAC;IACjB,kCAAkC;IAClC,cAAc,EAAE,MAAM,CAAC;IACvB,qCAAqC;IACrC,iBAAiB,EAAE,MAAM,CAAC;IAC1B,8DAA8D;IAC9D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,uCAAuC;IACvC,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,uCAAuC;IACvC,eAAe,CAAC,EAAE,MAAM,CAAC;CAC1B;AAED;;;;;;GAMG;AACH,MAAM,WAAW,8BAA8B;IAC7C,qEAAqE;IACrE,kBAAkB,EAAE,MAAM,CAAC;IAC3B,mEAAmE;IACnE,aAAa,EAAE,MAAM,CAAC;IACtB,uFAAuF;IACvF,QAAQ,EAAE,MAAM,CAAC;IACjB,4DAA4D;IAC5D,aAAa,EAAE,MAAM,CAAC;IACtB,uDAAuD;IACvD,QAAQ,EAAE,MAAM,CAAC;IACjB,8DAA8D;IAC9D,GAAG,EAAE,MAAM,CAAC;IACZ,4DAA4D;IAC5D,EAAE,EAAE,MAAM,CAAC;IACX,iCAAiC;IACjC,QAAQ,EAAE,MAAM,CAAC;IACjB,iCAAiC;IACjC,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,oBAAoB,CAClC,UAAU,EAAE,8BAA8B,GACzC,8BAA8B,GAAG,IAAI,CAkDvC;AAED;;GAEG;AACH,MAAM,WAAW,yBAAyB;IACxC,qBAAqB;IACrB,YAAY,EAAE,YAAY,CAAC;IAC3B,mCAAmC;IACnC,SAAS,EAAE,MAAM,CAAC;IAClB,uDAAuD;IACvD,aAAa,EAAE,MAAM,CAAC;IACtB,6CAA6C;IAC7C,GAAG,EAAE,MAAM,CAAC;IACZ,4CAA4C;IAC5C,EAAE,EAAE,MAAM,CAAC;IACX,mEAAmE;IACnE,QAAQ,EAAE,MAAM,CAAC;IACjB,wEAAwE;IACxE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,oCAAoC;IACpC,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,oCAAoC;IACpC,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,iFAAiF;IACjF,WAAW,EAAE,MAAM,CAAC;CACrB;AAED;;;;;;;;GAQG;AACH,wBAAgB,eAAe,CAAC,UAAU,EAAE,yBAAyB,GAAG,MAAM,CAyB7E;AAED;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,4CAA4C;IAC5C,OAAO,EAAE,MAAM,CAAC;IAChB,6CAA6C;IAC7C,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;;;;GASG;AACH,wBAAgB,kBAAkB,CAChC,KAAK,EAAE,uBAAuB,EAC9B,eAAe,EAAE,MAAM,EACvB,aAAa,EAAE,MAAM,GACpB,MAAM,CAIR;AAED;;;;;GAKG;AACH,wBAAgB,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAEjD;AAED;;;GAGG;AACH,MAAM,WAAW,6CAA6C;IAC5D,0FAA0F;IAC1F,OAAO,EAAE,MAAM,CAAC;IAChB,mEAAmE;IACnE,OAAO,EAAE,MAAM,CAAC;IAChB,oEAAoE;IACpE,QAAQ,EAAE,MAAM,CAAC;IACjB,mEAAmE;IACnE,mBAAmB,EAAE,MAAM,CAAC;IAC5B,wCAAwC;IACxC,QAAQ,EAAE,MAAM,CAAC;IACjB,qDAAqD;IACrD,YAAY,EAAE,YAAY,CAAC;CAC5B;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAgB,mCAAmC,CAAC,UAAU,EAAE,6CAA6C,GAAG,MAAM,CAgBrH"}
+{"version":3,"file":"trade-math.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAEvC;;GAEG;AACH,eAAO,MAAM,6BAA6B,OAAO,CAAC;AAElD;;;;GAIG;AACH,wBAAgB,sBAAsB,CAAC,GAAG,CAAC,EAAE,MAAM,GAAG,MAAM,CAG3D;AAED;;;GAGG;AACH,eAAO,MAAM,4BAA4B,OAAO,CAAC;AAEjD;;;;GAIG;AACH,wBAAgB,qBAAqB,CAAC,GAAG,CAAC,EAAE,MAAM,GAAG,MAAM,CAG1D;AAED;;GAEG;AACH,MAAM,WAAW,8BAA8B;IAC7C,wDAAwD;IACxD,SAAS,EAAE,MAAM,CAAC;IAClB,0CAA0C;IAC1C,QAAQ,EAAE,MAAM,CAAC;IACjB,4CAA4C;IAC5C,YAAY,EAAE,YAAY,CAAC;IAC3B,6FAA6F;IAC7F,SAAS,EAAE,MAAM,CAAC;IAClB,uGAAuG;IACvG,UAAU,EAAE,OAAO,GAAG,OAAO,CAAC;IAC9B,uCAAuC;IACvC,QAAQ,EAAE,MAAM,CAAC;IACjB,kCAAkC;IAClC,cAAc,EAAE,MAAM,CAAC;IACvB,qCAAqC;IACrC,iBAAiB,EAAE,MAAM,CAAC;IAC1B,8DAA8D;IAC9D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,uCAAuC;IACvC,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,uCAAuC;IACvC,eAAe,CAAC,EAAE,MAAM,CAAC;CAC1B;AAED;;;;;;GAMG;AACH,MAAM,WAAW,8BAA8B;IAC7C,qEAAqE;IACrE,kBAAkB,EAAE,MAAM,CAAC;IAC3B,mEAAmE;IACnE,aAAa,EAAE,MAAM,CAAC;IACtB,uFAAuF;IACvF,QAAQ,EAAE,MAAM,CAAC;IACjB,4DAA4D;IAC5D,aAAa,EAAE,MAAM,CAAC;IACtB,uDAAuD;IACvD,QAAQ,EAAE,MAAM,CAAC;IACjB,8DAA8D;IAC9D,GAAG,EAAE,MAAM,CAAC;IACZ,4DAA4D;IAC5D,EAAE,EAAE,MAAM,CAAC;IACX,iCAAiC;IACjC,QAAQ,EAAE,MAAM,CAAC;IACjB,iCAAiC;IACjC,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,oBAAoB,CAClC,UAAU,EAAE,8BAA8B,GACzC,8BAA8B,GAAG,IAAI,CAkDvC;AAED;;GAEG;AACH,MAAM,WAAW,yBAAyB;IACxC,qBAAqB;IACrB,YAAY,EAAE,YAAY,CAAC;IAC3B,mCAAmC;IACnC,SAAS,EAAE,MAAM,CAAC;IAClB,uDAAuD;IACvD,aAAa,EAAE,MAAM,CAAC;IACtB,6CAA6C;IAC7C,GAAG,EAAE,MAAM,CAAC;IACZ,4CAA4C;IAC5C,EAAE,EAAE,MAAM,CAAC;IACX,mEAAmE;IACnE,QAAQ,EAAE,MAAM,CAAC;IACjB,wEAAwE;IACxE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,oCAAoC;IACpC,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,oCAAoC;IACpC,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,iFAAiF;IACjF,WAAW,EAAE,MAAM,CAAC;CACrB;AAED;;;;;;;;GAQG;AACH,wBAAgB,eAAe,CAAC,UAAU,EAAE,yBAAyB,GAAG,MAAM,CAyB7E;AAED;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,4CAA4C;IAC5C,OAAO,EAAE,MAAM,CAAC;IAChB,6CAA6C;IAC7C,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;;;;GASG;AACH,wBAAgB,kBAAkB,CAChC,KAAK,EAAE,uBAAuB,EAC9B,eAAe,EAAE,MAAM,EACvB,aAAa,EAAE,MAAM,GACpB,MAAM,CAIR;AAED;;;;;GAKG;AACH,wBAAgB,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAEjD;AAED;;;GAGG;AACH,MAAM,WAAW,6CAA6C;IAC5D,0FAA0F;IAC1F,OAAO,EAAE,MAAM,CAAC;IAChB,mEAAmE;IACnE,OAAO,EAAE,MAAM,CAAC;IAChB,oEAAoE;IACpE,QAAQ,EAAE,MAAM,CAAC;IACjB,mEAAmE;IACnE,mBAAmB,EAAE,MAAM,CAAC;IAC5B,wCAAwC;IACxC,QAAQ,EAAE,MAAM,CAAC;IACjB,qDAAqD;IACrD,YAAY,EAAE,YAAY,CAAC;CAC5B;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAgB,mCAAmC,CAAC,UAAU,EAAE,6CAA6C,GAAG,MAAM,CAgBrH"}

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

@@ -5,7 +5,11 @@ var i = 300n;
 function a(e) {
 	return (e ?? BigInt(Math.floor(Date.now() / 1e3))) + i;
 }
-function o(n) {
+var o = 900n;
+function s(e) {
+	return (e ?? BigInt(Math.floor(Date.now() / 1e3))) + o;
+}
+function c(n) {
 	let { markPrice: i, slippage: a, positionType: o, userInput: s, inputField: c, leverage: l, pricePrecision: u, quantityPrecision: d, cvaPercent: f, lfPercent: p, partyAmmPercent: m, partyBmmPercent: h } = n, g = r(i);
 	if (g.isZero() || g.isNaN()) return null;
 	let _ = r(s);
@@ -23,24 +27,24 @@ function o(n) {
 		partyBmm: T
 	};
 }
-function s(t) {
+function l(t) {
 	let { positionType: n, markPrice: i, quantityBasic: a, cva: o, lf: s, partyAmm: c, cvaPercent: l, lfPercent: u, partyAmmPercent: d, platformFee: f } = t;
 	if (n === e.LONG) return r(o).plus(s).plus(c).plus(f).toString();
 	let p = r(i), m = r(a).times(p).toString(), h = r(m).times(r(l)).div(100).toString(), g = r(m).times(r(u)).div(100).toString(), _ = r(m).times(r(d)).div(100).toString();
 	return r(h).plus(g).plus(_).plus(f).toString();
 }
-function c(e, t, n) {
+function u(e, t, n) {
 	let i = r(e.openFee.toString()).times(t), a = r(e.closeFee.toString()).times(n);
 	return i.plus(a).div(r("1e18")).toString();
 }
-function l(e) {
+function d(e) {
 	return BigInt(n(e).toFixed(0, t.ROUND_DOWN));
 }
-function u(t) {
+function f(t) {
 	let { balance: n, openFee: r, closeFee: i, slippageFractionWei: a, leverage: o, positionType: s } = t, c = 10n ** 18n, l = s === e.SHORT ? a >= c ? 0n : c - a : c, u = BigInt(o) * (r + i), d = u >= c ? 0n : c - u;
 	return n * l / c * d / c;
 }
 //#endregion
-export { i as MARKET_ORDER_DEADLINE_SECONDS, u as calculateAvailableInstantOpenMargin, s as calculateMargin, o as calculateTradeParams, c as computePlatformFee, a as getMarketOrderDeadline, l as toWeiBigInt };
+export { i as MARKET_ORDER_DEADLINE_SECONDS, f as calculateAvailableInstantOpenMargin, l as calculateMargin, c as calculateTradeParams, u as computePlatformFee, s as getLimitOrderDeadline, a as getMarketOrderDeadline, d as toWeiBigInt };
 
 //# sourceMappingURL=trade-math.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"trade-math.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"sourcesContent":["import { parseEther, RoundingMode, toDecimal } from \"@symmio/utils/decimal\";\nimport { PositionType } from \"./types\";\n\n/**\n * Unix-seconds remaining for a MARKET-order deadline (5 minutes).\n */\nexport const MARKET_ORDER_DEADLINE_SECONDS = 300n;\n\n/**\n * Compute a unix-seconds `deadline` for a MARKET order.\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getMarketOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + MARKET_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Parameters for {@link calculateTradeParams}.\n */\nexport interface CalculateTradeParamsParameters {\n  /** Mark price as decimal string (e.g. `\"50123.45\"`). */\n  markPrice: string;\n  /** Slippage percent (e.g. `5` for 5%). */\n  slippage: number;\n  /** Position side: `\"LONG\"` or `\"SHORT\"`. */\n  positionType: PositionType;\n  /** User input as decimal string. Interpreted as collateral when `inputField === \"PRICE\"`. */\n  userInput: string;\n  /** Input mode. `\"PRICE\"` = userInput is USD collateral; `\"TOKEN\"` = userInput is base token amount. */\n  inputField: \"PRICE\" | \"TOKEN\";\n  /** Position leverage (integer ≥ 1). */\n  leverage: number;\n  /** Price precision (decimals). */\n  pricePrecision: number;\n  /** Quantity precision (decimals). */\n  quantityPrecision: number;\n  /** Solver locked-param percentages (e.g. `\"0.02\"` for 2%). */\n  cvaPercent?: string;\n  /** Solver locked-param percentages (e.g. `\"0.01\"` for 1%). */\n  lfPercent?: string;\n  /** Solver locked-param percentages. */\n  partyAmmPercent?: string;\n  /** Solver locked-param percentages. */\n  partyBmmPercent?: string;\n}\n\n/**\n * Return type of {@link calculateTradeParams}.\n *\n * All values are decimal strings. Convert to 18-decimal `bigint` with\n * `parseEther(...).toFixed(0)` (or {@link toWeiBigInt}) before passing to a\n * contract call.\n */\nexport interface CalculateTradeParamsReturnType {\n  /** Open price with slippage applied, trimmed to `pricePrecision`. */\n  requestedOpenPrice: string;\n  /** Base quantity (no leverage), trimmed to `quantityPrecision`. */\n  quantityBasic: string;\n  /** Leveraged quantity (`quantityBasic × leverage`), trimmed to `quantityPrecision`. */\n  quantity: string;\n  /** Base notional (`quantityBasic × requestedOpenPrice`). */\n  notionalBasic: string;\n  /** Leveraged notional (`notionalBasic × leverage`). */\n  notional: string;\n  /** CVA locked margin (`notionalBasic × cvaPercent / 100`). */\n  cva: string;\n  /** LF locked margin (`notionalBasic × lfPercent / 100`). */\n  lf: string;\n  /** PartyA maintenance margin. */\n  partyAmm: string;\n  /** PartyB maintenance margin. */\n  partyBmm: string;\n}\n\n/**\n * Pure trade-parameters calculator for lowcap MARKET orders.\n *\n * Steps:\n * 1. `requestedOpenPrice = markPrice × (1 ± slippage/100)` trimmed to `pricePrecision`.\n * 2. `quantityBasic = userInput / requestedOpenPrice` (when `inputField === \"PRICE\"`) or\n *    `userInput` (when `inputField === \"TOKEN\"`) trimmed to `quantityPrecision`.\n * 3. `notionalBasic = quantityBasic × requestedOpenPrice`.\n * 4. `cva / lf / partyAmm / partyBmm = notionalBasic × percent / 100`.\n * 5. `quantity = quantityBasic × leverage` trimmed to `quantityPrecision`.\n * 6. `notional = notionalBasic × leverage`.\n *\n * @returns `null` when `markPrice` is zero/NaN or `userInput` is invalid.\n */\nexport function calculateTradeParams(\n  parameters: CalculateTradeParamsParameters,\n): CalculateTradeParamsReturnType | null {\n  const {\n    markPrice,\n    slippage,\n    positionType,\n    userInput,\n    inputField,\n    leverage,\n    pricePrecision,\n    quantityPrecision,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    partyBmmPercent,\n  } = parameters;\n\n  const markPriceDec = toDecimal(markPrice);\n  if (markPriceDec.isZero() || markPriceDec.isNaN()) return null;\n  const userInputDec = toDecimal(userInput);\n  if (userInputDec.isZero() || userInputDec.isNaN()) return null;\n\n  const signedSlippage = positionType === PositionType.SHORT ? slippage : -slippage;\n  const slippageFactor = toDecimal(100 - signedSlippage).div(100);\n  const requestedOpenPrice = markPriceDec.times(slippageFactor).toFixed(pricePrecision, RoundingMode.ROUND_DOWN);\n\n  const quantityBasic =\n    inputField === \"PRICE\"\n      ? userInputDec.div(requestedOpenPrice).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN)\n      : userInputDec.toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n\n  const notionalBasic = toDecimal(quantityBasic).times(requestedOpenPrice).toString();\n  const cva = toDecimal(notionalBasic).times(toDecimal(cvaPercent)).div(100).toString();\n  const lf = toDecimal(notionalBasic).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmm = toDecimal(notionalBasic).times(toDecimal(partyAmmPercent)).div(100).toString();\n  const partyBmm = toDecimal(notionalBasic).times(toDecimal(partyBmmPercent)).div(100).toString();\n\n  const quantity = toDecimal(quantityBasic).times(leverage).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n  const notional = toDecimal(notionalBasic).times(leverage).toString();\n\n  return {\n    requestedOpenPrice,\n    quantityBasic,\n    quantity,\n    notionalBasic,\n    notional,\n    cva,\n    lf,\n    partyAmm,\n    partyBmm,\n  };\n}\n\n/**\n * Parameters for {@link calculateMargin}.\n */\nexport interface CalculateMarginParameters {\n  /** Position side. */\n  positionType: PositionType;\n  /** Mark price (decimal string). */\n  markPrice: string;\n  /** Base quantity from {@link calculateTradeParams}. */\n  quantityBasic: string;\n  /** CVA from {@link calculateTradeParams}. */\n  cva: string;\n  /** LF from {@link calculateTradeParams}. */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams}. */\n  partyAmm: string;\n  /** Solver locked-param percents (passed when recomputing for SHORT). */\n  cvaPercent?: string;\n  /** Solver locked-param percents. */\n  lfPercent?: string;\n  /** Solver locked-param percents. */\n  partyAmmPercent?: string;\n  /** On-chain platform fee as decimal string (from {@link computePlatformFee}). */\n  platformFee: string;\n}\n\n/**\n * Compute the `addMargin` amount for lowcap isolation.\n *\n * - **LONG**: `margin = cva + lf + partyAmm + platformFee`.\n * - **SHORT**: recompute the locked values at `markPrice`,\n *   then sum + `platformFee`.\n *\n * @returns Margin as decimal string.\n */\nexport function calculateMargin(parameters: CalculateMarginParameters): string {\n  const {\n    positionType,\n    markPrice,\n    quantityBasic,\n    cva,\n    lf,\n    partyAmm,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    platformFee,\n  } = parameters;\n\n  if (positionType === PositionType.LONG) {\n    return toDecimal(cva).plus(lf).plus(partyAmm).plus(platformFee).toString();\n  }\n\n  const marginPrice = toDecimal(markPrice);\n  const notionalBasicMargin = toDecimal(quantityBasic).times(marginPrice).toString();\n  const cvaMargin = toDecimal(notionalBasicMargin).times(toDecimal(cvaPercent)).div(100).toString();\n  const lfMargin = toDecimal(notionalBasicMargin).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmmMargin = toDecimal(notionalBasicMargin).times(toDecimal(partyAmmPercent)).div(100).toString();\n\n  return toDecimal(cvaMargin).plus(lfMargin).plus(partyAmmMargin).plus(platformFee).toString();\n}\n\n/**\n * On-chain `getFeeForUser` result, in 18-decimal fixed-point.\n */\nexport interface ComputePlatformFeeRates {\n  /** Open fee rate as 18-decimal `bigint`. */\n  openFee: bigint;\n  /** Close fee rate as 18-decimal `bigint`. */\n  closeFee: bigint;\n}\n\n/**\n * Compute the total platform fee for an open + close round trip.\n *\n * `(openFee × initialNotional + closeFee × closeNotional) / 1e18`.\n *\n * @param rates - Fee rates from `getFeeForUser`.\n * @param initialNotional - Notional at open, decimal string.\n * @param closeNotional - Notional at close, decimal string.\n * @returns Total fee as decimal string.\n */\nexport function computePlatformFee(\n  rates: ComputePlatformFeeRates,\n  initialNotional: string,\n  closeNotional: string,\n): string {\n  const open = toDecimal(rates.openFee.toString()).times(initialNotional);\n  const close = toDecimal(rates.closeFee.toString()).times(closeNotional);\n  return open.plus(close).div(toDecimal(\"1e18\")).toString();\n}\n\n/**\n * Convert a decimal string to an 18-decimal-fixed-point `bigint`.\n *\n * Wrapper over `parseEther` from `@symmio/utils/decimal` that returns\n * the wei value as `bigint` (truncated, no rounding) suitable for contract calls.\n */\nexport function toWeiBigInt(value: string): bigint {\n  return BigInt(parseEther(value).toFixed(0, RoundingMode.ROUND_DOWN));\n}\n\n/**\n * Inputs for {@link calculateAvailableInstantOpenMargin}. All amounts are\n * 18-decimal wei / fixed-point.\n */\nexport interface CalculateAvailableInstantOpenMarginParameters {\n  /** SubAccount available (deallocated) balance from `getAccountBalanceOf`; 1e18-scaled. */\n  balance: bigint;\n  /** Open fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  openFee: bigint;\n  /** Close fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  closeFee: bigint;\n  /** Slippage as an 18-decimal fraction (5% → `5n * 10n ** 16n`). */\n  slippageFractionWei: bigint;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n}\n\n/**\n * Maximum initial margin an instant open can spend. Shaves the raw available\n * balance for fees (both sides, charged on the leveraged notional) and — for\n * SHORT only — a worst-case slippage-fill buffer. Pure `bigint`; clamps to `0n`.\n *\n * ```text\n * available = balance\n *           × max(0, 1 − slippageFactor)                 // SHORT: slippage, LONG: 0\n *           × max(0, 1 − leverage × (openFee + closeFee))\n * ```\n *\n * A SHORT sizes quantity off `requestOpenPrice = markPrice × (1 − s)` (below\n * mark), so a worse fill inflates notional by up to `1 / (1 − s)`; capping usable\n * balance at `balance × (1 − s)` covers it. A LONG sets the request above mark,\n * so fills deflate notional and need no cap.\n *\n * @returns spendable margin in 18-decimal wei.\n * @example\n * ```ts\n * const max = calculateAvailableInstantOpenMargin({\n *   balance,\n *   openFee,\n *   closeFee,\n *   slippageFractionWei: 5n * 10n ** 16n, // 5%\n *   leverage: 10,\n *   positionType: PositionType.SHORT,\n * });\n * ```\n */\nexport function calculateAvailableInstantOpenMargin(parameters: CalculateAvailableInstantOpenMarginParameters): bigint {\n  const { balance, openFee, closeFee, slippageFractionWei, leverage, positionType } = parameters;\n  const ONE_E18 = 10n ** 18n;\n\n  const slippageMultiplier =\n    positionType === PositionType.SHORT\n      ? slippageFractionWei >= ONE_E18\n        ? 0n\n        : ONE_E18 - slippageFractionWei\n      : ONE_E18;\n\n  const leverageScaled = BigInt(leverage) * (openFee + closeFee);\n  const feeMultiplier = leverageScaled >= ONE_E18 ? 0n : ONE_E18 - leverageScaled;\n\n  const afterSlippage = (balance * slippageMultiplier) / ONE_E18;\n  return (afterSlippage * feeMultiplier) / ONE_E18;\n}\n"],"mappings":";;;AAMA,IAAa,IAAgC;AAO7C,SAAgB,EAAuB,GAAsB;CAE3D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AA0EA,SAAgB,EACd,GACuC;CACvC,IAAM,EACJ,cACA,aACA,iBACA,cACA,eACA,aACA,mBACA,sBACA,eACA,cACA,oBACA,uBACE,GAEE,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAC1D,IAAM,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAG1D,IAAM,IAAiB,EAAU,OADV,MAAiB,EAAa,QAAQ,IAAW,CAAC,EACpB,EAAE,IAAI,GAAG,GACxD,IAAqB,EAAa,MAAM,CAAc,EAAE,QAAQ,GAAgB,EAAa,UAAU,GAEvG,IACJ,MAAe,UACX,EAAa,IAAI,CAAkB,EAAE,QAAQ,GAAmB,EAAa,UAAU,IACvF,EAAa,QAAQ,GAAmB,EAAa,UAAU,GAE/D,IAAgB,EAAU,CAAa,EAAE,MAAM,CAAkB,EAAE,SAAS,GAC5E,IAAM,EAAU,CAAa,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC9E,IAAK,EAAU,CAAa,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC5E,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAK9F,OAAO;EACL;EACA;EACA,UANe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,QAAQ,GAAmB,EAAa,UAMhG;EACA;EACA,UAPe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,SAOxD;EACA;EACA;EACA;EACA;CACF;AACF;AAqCA,SAAgB,EAAgB,GAA+C;CAC7E,IAAM,EACJ,iBACA,cACA,kBACA,QACA,OACA,aACA,eACA,cACA,oBACA,mBACE;CAEJ,IAAI,MAAiB,EAAa,MAChC,OAAO,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAW,EAAE,SAAS;CAG3E,IAAM,IAAc,EAAU,CAAS,GACjC,IAAsB,EAAU,CAAa,EAAE,MAAM,CAAW,EAAE,SAAS,GAC3E,IAAY,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC1F,IAAW,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAiB,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAE1G,OAAO,EAAU,CAAS,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAc,EAAE,KAAK,CAAW,EAAE,SAAS;AAC7F;AAsBA,SAAgB,EACd,GACA,GACA,GACQ;CACR,IAAM,IAAO,EAAU,EAAM,QAAQ,SAAS,CAAC,EAAE,MAAM,CAAe,GAChE,IAAQ,EAAU,EAAM,SAAS,SAAS,CAAC,EAAE,MAAM,CAAa;CACtE,OAAO,EAAK,KAAK,CAAK,EAAE,IAAI,EAAU,MAAM,CAAC,EAAE,SAAS;AAC1D;AAQA,SAAgB,EAAY,GAAuB;CACjD,OAAO,OAAO,EAAW,CAAK,EAAE,QAAQ,GAAG,EAAa,UAAU,CAAC;AACrE;AAkDA,SAAgB,EAAoC,GAAmE;CACrH,IAAM,EAAE,YAAS,YAAS,aAAU,wBAAqB,aAAU,oBAAiB,GAC9E,IAAU,OAAO,KAEjB,IACJ,MAAiB,EAAa,QAC1B,KAAuB,IACrB,KACA,IAAU,IACZ,GAEA,IAAiB,OAAO,CAAQ,KAAK,IAAU,IAC/C,IAAgB,KAAkB,IAAU,KAAK,IAAU;CAGjE,OADuB,IAAU,IAAsB,IAC/B,IAAiB;AAC3C"}
+{"version":3,"file":"trade-math.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"sourcesContent":["import { parseEther, RoundingMode, toDecimal } from \"@symmio/utils/decimal\";\nimport { PositionType } from \"./types\";\n\n/**\n * Unix-seconds remaining for a MARKET-order deadline (5 minutes).\n */\nexport const MARKET_ORDER_DEADLINE_SECONDS = 300n;\n\n/**\n * Compute a unix-seconds `deadline` for a MARKET order.\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getMarketOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + MARKET_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Unix-seconds remaining for a LIMIT-order deadline (15 minutes). A resting\n * limit order lives longer than a market fill, so it gets a wider window.\n */\nexport const LIMIT_ORDER_DEADLINE_SECONDS = 900n;\n\n/**\n * Compute a unix-seconds `deadline` for a LIMIT order (default 15 minutes).\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getLimitOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + LIMIT_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Parameters for {@link calculateTradeParams}.\n */\nexport interface CalculateTradeParamsParameters {\n  /** Mark price as decimal string (e.g. `\"50123.45\"`). */\n  markPrice: string;\n  /** Slippage percent (e.g. `5` for 5%). */\n  slippage: number;\n  /** Position side: `\"LONG\"` or `\"SHORT\"`. */\n  positionType: PositionType;\n  /** User input as decimal string. Interpreted as collateral when `inputField === \"PRICE\"`. */\n  userInput: string;\n  /** Input mode. `\"PRICE\"` = userInput is USD collateral; `\"TOKEN\"` = userInput is base token amount. */\n  inputField: \"PRICE\" | \"TOKEN\";\n  /** Position leverage (integer ≥ 1). */\n  leverage: number;\n  /** Price precision (decimals). */\n  pricePrecision: number;\n  /** Quantity precision (decimals). */\n  quantityPrecision: number;\n  /** Solver locked-param percentages (e.g. `\"0.02\"` for 2%). */\n  cvaPercent?: string;\n  /** Solver locked-param percentages (e.g. `\"0.01\"` for 1%). */\n  lfPercent?: string;\n  /** Solver locked-param percentages. */\n  partyAmmPercent?: string;\n  /** Solver locked-param percentages. */\n  partyBmmPercent?: string;\n}\n\n/**\n * Return type of {@link calculateTradeParams}.\n *\n * All values are decimal strings. Convert to 18-decimal `bigint` with\n * `parseEther(...).toFixed(0)` (or {@link toWeiBigInt}) before passing to a\n * contract call.\n */\nexport interface CalculateTradeParamsReturnType {\n  /** Open price with slippage applied, trimmed to `pricePrecision`. */\n  requestedOpenPrice: string;\n  /** Base quantity (no leverage), trimmed to `quantityPrecision`. */\n  quantityBasic: string;\n  /** Leveraged quantity (`quantityBasic × leverage`), trimmed to `quantityPrecision`. */\n  quantity: string;\n  /** Base notional (`quantityBasic × requestedOpenPrice`). */\n  notionalBasic: string;\n  /** Leveraged notional (`notionalBasic × leverage`). */\n  notional: string;\n  /** CVA locked margin (`notionalBasic × cvaPercent / 100`). */\n  cva: string;\n  /** LF locked margin (`notionalBasic × lfPercent / 100`). */\n  lf: string;\n  /** PartyA maintenance margin. */\n  partyAmm: string;\n  /** PartyB maintenance margin. */\n  partyBmm: string;\n}\n\n/**\n * Pure trade-parameters calculator for lowcap MARKET orders.\n *\n * Steps:\n * 1. `requestedOpenPrice = markPrice × (1 ± slippage/100)` trimmed to `pricePrecision`.\n * 2. `quantityBasic = userInput / requestedOpenPrice` (when `inputField === \"PRICE\"`) or\n *    `userInput` (when `inputField === \"TOKEN\"`) trimmed to `quantityPrecision`.\n * 3. `notionalBasic = quantityBasic × requestedOpenPrice`.\n * 4. `cva / lf / partyAmm / partyBmm = notionalBasic × percent / 100`.\n * 5. `quantity = quantityBasic × leverage` trimmed to `quantityPrecision`.\n * 6. `notional = notionalBasic × leverage`.\n *\n * @returns `null` when `markPrice` is zero/NaN or `userInput` is invalid.\n */\nexport function calculateTradeParams(\n  parameters: CalculateTradeParamsParameters,\n): CalculateTradeParamsReturnType | null {\n  const {\n    markPrice,\n    slippage,\n    positionType,\n    userInput,\n    inputField,\n    leverage,\n    pricePrecision,\n    quantityPrecision,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    partyBmmPercent,\n  } = parameters;\n\n  const markPriceDec = toDecimal(markPrice);\n  if (markPriceDec.isZero() || markPriceDec.isNaN()) return null;\n  const userInputDec = toDecimal(userInput);\n  if (userInputDec.isZero() || userInputDec.isNaN()) return null;\n\n  const signedSlippage = positionType === PositionType.SHORT ? slippage : -slippage;\n  const slippageFactor = toDecimal(100 - signedSlippage).div(100);\n  const requestedOpenPrice = markPriceDec.times(slippageFactor).toFixed(pricePrecision, RoundingMode.ROUND_DOWN);\n\n  const quantityBasic =\n    inputField === \"PRICE\"\n      ? userInputDec.div(requestedOpenPrice).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN)\n      : userInputDec.toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n\n  const notionalBasic = toDecimal(quantityBasic).times(requestedOpenPrice).toString();\n  const cva = toDecimal(notionalBasic).times(toDecimal(cvaPercent)).div(100).toString();\n  const lf = toDecimal(notionalBasic).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmm = toDecimal(notionalBasic).times(toDecimal(partyAmmPercent)).div(100).toString();\n  const partyBmm = toDecimal(notionalBasic).times(toDecimal(partyBmmPercent)).div(100).toString();\n\n  const quantity = toDecimal(quantityBasic).times(leverage).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n  const notional = toDecimal(notionalBasic).times(leverage).toString();\n\n  return {\n    requestedOpenPrice,\n    quantityBasic,\n    quantity,\n    notionalBasic,\n    notional,\n    cva,\n    lf,\n    partyAmm,\n    partyBmm,\n  };\n}\n\n/**\n * Parameters for {@link calculateMargin}.\n */\nexport interface CalculateMarginParameters {\n  /** Position side. */\n  positionType: PositionType;\n  /** Mark price (decimal string). */\n  markPrice: string;\n  /** Base quantity from {@link calculateTradeParams}. */\n  quantityBasic: string;\n  /** CVA from {@link calculateTradeParams}. */\n  cva: string;\n  /** LF from {@link calculateTradeParams}. */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams}. */\n  partyAmm: string;\n  /** Solver locked-param percents (passed when recomputing for SHORT). */\n  cvaPercent?: string;\n  /** Solver locked-param percents. */\n  lfPercent?: string;\n  /** Solver locked-param percents. */\n  partyAmmPercent?: string;\n  /** On-chain platform fee as decimal string (from {@link computePlatformFee}). */\n  platformFee: string;\n}\n\n/**\n * Compute the `addMargin` amount for lowcap isolation.\n *\n * - **LONG**: `margin = cva + lf + partyAmm + platformFee`.\n * - **SHORT**: recompute the locked values at `markPrice`,\n *   then sum + `platformFee`.\n *\n * @returns Margin as decimal string.\n */\nexport function calculateMargin(parameters: CalculateMarginParameters): string {\n  const {\n    positionType,\n    markPrice,\n    quantityBasic,\n    cva,\n    lf,\n    partyAmm,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    platformFee,\n  } = parameters;\n\n  if (positionType === PositionType.LONG) {\n    return toDecimal(cva).plus(lf).plus(partyAmm).plus(platformFee).toString();\n  }\n\n  const marginPrice = toDecimal(markPrice);\n  const notionalBasicMargin = toDecimal(quantityBasic).times(marginPrice).toString();\n  const cvaMargin = toDecimal(notionalBasicMargin).times(toDecimal(cvaPercent)).div(100).toString();\n  const lfMargin = toDecimal(notionalBasicMargin).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmmMargin = toDecimal(notionalBasicMargin).times(toDecimal(partyAmmPercent)).div(100).toString();\n\n  return toDecimal(cvaMargin).plus(lfMargin).plus(partyAmmMargin).plus(platformFee).toString();\n}\n\n/**\n * On-chain `getFeeForUser` result, in 18-decimal fixed-point.\n */\nexport interface ComputePlatformFeeRates {\n  /** Open fee rate as 18-decimal `bigint`. */\n  openFee: bigint;\n  /** Close fee rate as 18-decimal `bigint`. */\n  closeFee: bigint;\n}\n\n/**\n * Compute the total platform fee for an open + close round trip.\n *\n * `(openFee × initialNotional + closeFee × closeNotional) / 1e18`.\n *\n * @param rates - Fee rates from `getFeeForUser`.\n * @param initialNotional - Notional at open, decimal string.\n * @param closeNotional - Notional at close, decimal string.\n * @returns Total fee as decimal string.\n */\nexport function computePlatformFee(\n  rates: ComputePlatformFeeRates,\n  initialNotional: string,\n  closeNotional: string,\n): string {\n  const open = toDecimal(rates.openFee.toString()).times(initialNotional);\n  const close = toDecimal(rates.closeFee.toString()).times(closeNotional);\n  return open.plus(close).div(toDecimal(\"1e18\")).toString();\n}\n\n/**\n * Convert a decimal string to an 18-decimal-fixed-point `bigint`.\n *\n * Wrapper over `parseEther` from `@symmio/utils/decimal` that returns\n * the wei value as `bigint` (truncated, no rounding) suitable for contract calls.\n */\nexport function toWeiBigInt(value: string): bigint {\n  return BigInt(parseEther(value).toFixed(0, RoundingMode.ROUND_DOWN));\n}\n\n/**\n * Inputs for {@link calculateAvailableInstantOpenMargin}. All amounts are\n * 18-decimal wei / fixed-point.\n */\nexport interface CalculateAvailableInstantOpenMarginParameters {\n  /** SubAccount available (deallocated) balance from `getAccountBalanceOf`; 1e18-scaled. */\n  balance: bigint;\n  /** Open fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  openFee: bigint;\n  /** Close fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  closeFee: bigint;\n  /** Slippage as an 18-decimal fraction (5% → `5n * 10n ** 16n`). */\n  slippageFractionWei: bigint;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n}\n\n/**\n * Maximum initial margin an instant open can spend. Shaves the raw available\n * balance for fees (both sides, charged on the leveraged notional) and — for\n * SHORT only — a worst-case slippage-fill buffer. Pure `bigint`; clamps to `0n`.\n *\n * ```text\n * available = balance\n *           × max(0, 1 − slippageFactor)                 // SHORT: slippage, LONG: 0\n *           × max(0, 1 − leverage × (openFee + closeFee))\n * ```\n *\n * A SHORT sizes quantity off `requestOpenPrice = markPrice × (1 − s)` (below\n * mark), so a worse fill inflates notional by up to `1 / (1 − s)`; capping usable\n * balance at `balance × (1 − s)` covers it. A LONG sets the request above mark,\n * so fills deflate notional and need no cap.\n *\n * @returns spendable margin in 18-decimal wei.\n * @example\n * ```ts\n * const max = calculateAvailableInstantOpenMargin({\n *   balance,\n *   openFee,\n *   closeFee,\n *   slippageFractionWei: 5n * 10n ** 16n, // 5%\n *   leverage: 10,\n *   positionType: PositionType.SHORT,\n * });\n * ```\n */\nexport function calculateAvailableInstantOpenMargin(parameters: CalculateAvailableInstantOpenMarginParameters): bigint {\n  const { balance, openFee, closeFee, slippageFractionWei, leverage, positionType } = parameters;\n  const ONE_E18 = 10n ** 18n;\n\n  const slippageMultiplier =\n    positionType === PositionType.SHORT\n      ? slippageFractionWei >= ONE_E18\n        ? 0n\n        : ONE_E18 - slippageFractionWei\n      : ONE_E18;\n\n  const leverageScaled = BigInt(leverage) * (openFee + closeFee);\n  const feeMultiplier = leverageScaled >= ONE_E18 ? 0n : ONE_E18 - leverageScaled;\n\n  const afterSlippage = (balance * slippageMultiplier) / ONE_E18;\n  return (afterSlippage * feeMultiplier) / ONE_E18;\n}\n"],"mappings":";;;AAMA,IAAa,IAAgC;AAO7C,SAAgB,EAAuB,GAAsB;CAE3D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AAMA,IAAa,IAA+B;AAO5C,SAAgB,EAAsB,GAAsB;CAE1D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AA0EA,SAAgB,EACd,GACuC;CACvC,IAAM,EACJ,cACA,aACA,iBACA,cACA,eACA,aACA,mBACA,sBACA,eACA,cACA,oBACA,uBACE,GAEE,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAC1D,IAAM,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAG1D,IAAM,IAAiB,EAAU,OADV,MAAiB,EAAa,QAAQ,IAAW,CAAC,EACpB,EAAE,IAAI,GAAG,GACxD,IAAqB,EAAa,MAAM,CAAc,EAAE,QAAQ,GAAgB,EAAa,UAAU,GAEvG,IACJ,MAAe,UACX,EAAa,IAAI,CAAkB,EAAE,QAAQ,GAAmB,EAAa,UAAU,IACvF,EAAa,QAAQ,GAAmB,EAAa,UAAU,GAE/D,IAAgB,EAAU,CAAa,EAAE,MAAM,CAAkB,EAAE,SAAS,GAC5E,IAAM,EAAU,CAAa,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC9E,IAAK,EAAU,CAAa,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC5E,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAK9F,OAAO;EACL;EACA;EACA,UANe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,QAAQ,GAAmB,EAAa,UAMhG;EACA;EACA,UAPe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,SAOxD;EACA;EACA;EACA;EACA;CACF;AACF;AAqCA,SAAgB,EAAgB,GAA+C;CAC7E,IAAM,EACJ,iBACA,cACA,kBACA,QACA,OACA,aACA,eACA,cACA,oBACA,mBACE;CAEJ,IAAI,MAAiB,EAAa,MAChC,OAAO,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAW,EAAE,SAAS;CAG3E,IAAM,IAAc,EAAU,CAAS,GACjC,IAAsB,EAAU,CAAa,EAAE,MAAM,CAAW,EAAE,SAAS,GAC3E,IAAY,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC1F,IAAW,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAiB,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAE1G,OAAO,EAAU,CAAS,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAc,EAAE,KAAK,CAAW,EAAE,SAAS;AAC7F;AAsBA,SAAgB,EACd,GACA,GACA,GACQ;CACR,IAAM,IAAO,EAAU,EAAM,QAAQ,SAAS,CAAC,EAAE,MAAM,CAAe,GAChE,IAAQ,EAAU,EAAM,SAAS,SAAS,CAAC,EAAE,MAAM,CAAa;CACtE,OAAO,EAAK,KAAK,CAAK,EAAE,IAAI,EAAU,MAAM,CAAC,EAAE,SAAS;AAC1D;AAQA,SAAgB,EAAY,GAAuB;CACjD,OAAO,OAAO,EAAW,CAAK,EAAE,QAAQ,GAAG,EAAa,UAAU,CAAC;AACrE;AAkDA,SAAgB,EAAoC,GAAmE;CACrH,IAAM,EAAE,YAAS,YAAS,aAAU,wBAAqB,aAAU,oBAAiB,GAC9E,IAAU,OAAO,KAEjB,IACJ,MAAiB,EAAa,QAC1B,KAAuB,IACrB,KACA,IAAU,IACZ,GAEA,IAAiB,OAAO,CAAQ,KAAK,IAAU,IAC/C,IAAgB,KAAkB,IAAU,KAAK,IAAU;CAGjE,OADuB,IAAU,IAAsB,IAC/B,IAAiB;AAC3C"}

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

@@ -1,6 +1,6 @@
 import { Address, Hex } from 'viem';
 import { InstantLayerAccount } from '../../../symmio-contracts/instant-layer/types.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

@@ -1 +1 @@
-{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACzC,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,+CAA+C,CAAC;AACzF,OAAO,EAAE,YAAY,EAAE,MAAM,wCAAwC,CAAC;AAEtE;;;;;GAKG;AACH,OAAO,EAAE,YAAY,EAAE,CAAC;AAExB,6CAA6C;AAC7C,eAAO,MAAM,iBAAiB,EAAG,CAAU,CAAC;AAE5C;;;;GAIG;AACH,eAAO,MAAM,8BAA8B;;;;;CAKjC,CAAC;AAEX,MAAM,MAAM,2BAA2B,GACrC,CAAC,OAAO,8BAA8B,CAAC,CAAC,MAAM,OAAO,8BAA8B,CAAC,CAAC;AAEvF;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,oBAAoB,CAAC,YAAY,EAAE,YAAY,GAAG,2BAA2B,CAI5F;AAED;;;;;GAKG;AACH,MAAM,WAAW,OAAO;IACtB,8CAA8C;IAC9C,KAAK,EAAE,GAAG,CAAC;IACX,8BAA8B;IAC9B,SAAS,EAAE,MAAM,CAAC;IAClB,6BAA6B;IAC7B,IAAI,EAAE,MAAM,CAAC;IACb,oDAAoD;IACpD,KAAK,EAAE,MAAM,CAAC;IACd,+BAA+B;IAC/B,gBAAgB,EAAE,GAAG,CAAC;IACtB,kCAAkC;IAClC,IAAI,EAAE;QACJ,mCAAmC;QACnC,SAAS,EAAE,MAAM,CAAC;QAClB,qBAAqB;QACrB,KAAK,EAAE,OAAO,CAAC;QACf,qBAAqB;QACrB,KAAK,EAAE,OAAO,CAAC;KAChB,CAAC;CACH;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,iDAAiD;IACjD,KAAK,EAAE,MAAM,CAAC;IACd,6BAA6B;IAC7B,QAAQ,EAAE,MAAM,CAAC;IACjB,2BAA2B;IAC3B,IAAI,EAAE,GAAG,CAAC;CACX;AAED;;GAEG;AACH,MAAM,WAAW,SAAS;IACxB,mCAAmC;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,4CAA4C;IAC5C,oBAAoB,EAAE,OAAO,CAAC;CAC/B;AAED;;GAEG;AACH,MAAM,WAAW,eAAe;IAC9B,8DAA8D;IAC9D,MAAM,EAAE,OAAO,CAAC;IAChB,2CAA2C;IAC3C,MAAM,EAAE,OAAO,CAAC;IAChB,kDAAkD;IAClD,QAAQ,EAAE,GAAG,CAAC;IACd,wDAAwD;IACxD,aAAa,EAAE,mBAAmB,CAAC;IACnC,4CAA4C;IAC5C,UAAU,EAAE,SAAS,EAAE,CAAC;IACxB,yDAAyD;IACzD,OAAO,EAAE,MAAM,CAAC;IAChB,uCAAuC;IACvC,kBAAkB,EAAE,kBAAkB,CAAC;CACxC;AAED;;;;;GAKG;AACH,YAAY,EAAE,yBAAyB,IAAI,sBAAsB,EAAE,MAAM,qCAAqC,CAAC;AAE/G;;;;GAIG;AACH,YAAY,EAAE,0BAA0B,IAAI,uBAAuB,EAAE,MAAM,qCAAqC,CAAC;AAEjH;;;;;GAKG;AACH,MAAM,WAAW,uBAAuB;IACtC,+BAA+B;IAC/B,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,EAAE,EAAE,MAAM,CAAC;IACX,uCAAuC;IACvC,QAAQ,EAAE,MAAM,CAAC;IACjB,uCAAuC;IACvC,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;GAIG;AACH,MAAM,WAAW,gBAAgB;IAC/B,kCAAkC;IAClC,KAAK,EAAE,MAAM,CAAC;IACd,gCAAgC;IAChC,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;GAMG;AACH,MAAM,WAAW,qBAAqB;IACpC,8CAA8C;IAC9C,EAAE,EAAE,MAAM,CAAC;IACX,2EAA2E;IAC3E,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,sFAAsF;IACtF,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,yFAAyF;IACzF,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B;AAED;;;;;GAKG;AACH,MAAM,WAAW,iBAAiB;IAChC,yDAAyD;IACzD,MAAM,EAAE,MAAM,CAAC;CAChB"}
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACzC,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,+CAA+C,CAAC;AACzF,OAAO,EAAE,YAAY,EAAE,KAAK,qBAAqB,EAAE,MAAM,wCAAwC,CAAC;AAElG;;;;;GAKG;AACH,OAAO,EAAE,YAAY,EAAE,CAAC;AAExB,6CAA6C;AAC7C,eAAO,MAAM,iBAAiB,EAAG,CAAU,CAAC;AAC5C,iEAAiE;AACjE,eAAO,MAAM,gBAAgB,EAAG,CAAU,CAAC;AAC3C,0FAA0F;AAC1F,MAAM,MAAM,eAAe,GAAG,OAAO,iBAAiB,GAAG,OAAO,gBAAgB,CAAC;AAEjF;;;;GAIG;AACH,eAAO,MAAM,8BAA8B;;;;;CAKjC,CAAC;AAEX,MAAM,MAAM,2BAA2B,GACrC,CAAC,OAAO,8BAA8B,CAAC,CAAC,MAAM,OAAO,8BAA8B,CAAC,CAAC;AAEvF;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,oBAAoB,CAAC,YAAY,EAAE,YAAY,GAAG,2BAA2B,CAI5F;AAED;;;;;;;;;;GAUG;AACH,MAAM,MAAM,OAAO,GAAG,qBAAqB,CAAC;AAE5C;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,iDAAiD;IACjD,KAAK,EAAE,MAAM,CAAC;IACd,6BAA6B;IAC7B,QAAQ,EAAE,MAAM,CAAC;IACjB,2BAA2B;IAC3B,IAAI,EAAE,GAAG,CAAC;CACX;AAED;;GAEG;AACH,MAAM,WAAW,SAAS;IACxB,mCAAmC;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,4CAA4C;IAC5C,oBAAoB,EAAE,OAAO,CAAC;CAC/B;AAED;;GAEG;AACH,MAAM,WAAW,eAAe;IAC9B,8DAA8D;IAC9D,MAAM,EAAE,OAAO,CAAC;IAChB,2CAA2C;IAC3C,MAAM,EAAE,OAAO,CAAC;IAChB,kDAAkD;IAClD,QAAQ,EAAE,GAAG,CAAC;IACd,wDAAwD;IACxD,aAAa,EAAE,mBAAmB,CAAC;IACnC,4CAA4C;IAC5C,UAAU,EAAE,SAAS,EAAE,CAAC;IACxB,yDAAyD;IACzD,OAAO,EAAE,MAAM,CAAC;IAChB,uCAAuC;IACvC,kBAAkB,EAAE,kBAAkB,CAAC;CACxC;AAED;;;;;GAKG;AACH,YAAY,EAAE,yBAAyB,IAAI,sBAAsB,EAAE,MAAM,qCAAqC,CAAC;AAE/G;;;;GAIG;AACH,YAAY,EAAE,0BAA0B,IAAI,uBAAuB,EAAE,MAAM,qCAAqC,CAAC;AAEjH;;;;;GAKG;AACH,MAAM,WAAW,uBAAuB;IACtC,+BAA+B;IAC/B,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,EAAE,EAAE,MAAM,CAAC;IACX,uCAAuC;IACvC,QAAQ,EAAE,MAAM,CAAC;IACjB,uCAAuC;IACvC,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;GAIG;AACH,MAAM,WAAW,gBAAgB;IAC/B,kCAAkC;IAClC,KAAK,EAAE,MAAM,CAAC;IACd,gCAAgC;IAChC,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED;;;;;;GAMG;AACH,MAAM,WAAW,qBAAqB;IACpC,8CAA8C;IAC9C,EAAE,EAAE,MAAM,CAAC;IACX,2EAA2E;IAC3E,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,sFAAsF;IACtF,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,yFAAyF;IACzF,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B;AAED;;;;;GAKG;AACH,MAAM,WAAW,iBAAiB;IAChC,yDAAyD;IACzD,MAAM,EAAE,MAAM,CAAC;CAChB"}