@symmio/trading-core 1.1.0 → 3.0.0

package/dist/solvers/instant-close/shared/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-close/shared/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,YAAY,CAAC;AAC3B,cAAc,cAAc,CAAC;AAC7B,cAAc,cAAc,CAAC;AAC7B,cAAc,qBAAqB,CAAC;AACpC,cAAc,SAAS,CAAC"}

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

@@ -1,4 +1,21 @@
-import { SymbolContractSymbol } from '../../types/generated/enigma-solver.js';
+/**
+ * The constraint fields {@link validateInstantCloseAgainstMarket} 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 — the trap the
+ * open-side validator hit before it moved to this same camelCase contract.
+ *
+ * Fields are optional structurally; the adapters always populate them, using
+ * `"0"` for constraints the vendor does not publish, which the validator
+ * treats as "unpublished" and skips.
+ */
+export interface InstantCloseConstraintFields {
+    /** Minimum tradable increment (decimal string). */
+    lotSize?: string;
+    /** Minimum locked-margin sum after the close (decimal string). */
+    minAcceptableQuoteValue?: string;
+}
 /**
  * One reason a candidate instant-close quote violates the market's published
  * quote constraints. Returned in a list by
@@ -43,8 +60,8 @@ export type CloseQuoteConstraintViolation = {
  * check.
  */
 export interface ValidateInstantCloseAgainstMarketParameters {
-    /** Market metadata carrying the constraint fields. */
-    market: SymbolContractSymbol;
+    /** Market metadata carrying the constraint fields — the normalized spelling. */
+    market: InstantCloseConstraintFields;
     /** Original (un-closed) position quantity (decimal string). */
     originalQuantity: string;
     /** Quantity being closed in this request (decimal string). */

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

@@ -1 +1 @@
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package/dist/solvers/instant-close/shared/quote-constraints.js

@@ -2,8 +2,8 @@ import { toDecimal as e } from "@symmio/utils/decimal";
 //#region src/solvers/instant-close/shared/quote-constraints.ts
 function t(t) {
 	let { market: n, originalQuantity: r, closeQuantity: i, cva: a, lf: o, partyAmm: s } = t, c = [], l = e(r), u = e(i), d = l.minus(u), f = d.gt(0);
-	if (n.lot_size) {
-		let t = e(n.lot_size);
+	if (n.lotSize) {
+		let t = e(n.lotSize);
 		t.gt(0) && !t.isNaN() && (u.lt(t) ? c.push({
 			kind: "CLOSE_QUANTITY_BELOW_LOT_SIZE",
 			lotSize: t.toString(),
@@ -26,8 +26,8 @@ function t(t) {
 			side: "remaining"
 		})));
 	}
-	if (f && n.min_acceptable_quote_value && !l.isZero()) {
-		let t = e(n.min_acceptable_quote_value), r = e(a).plus(o).plus(s).times(d).div(l);
+	if (f && n.minAcceptableQuoteValue && !l.isZero()) {
+		let t = e(n.minAcceptableQuoteValue), r = e(a).plus(o).plus(s).times(d).div(l);
 		r.lt(t) && c.push({
 			kind: "REMAINING_LOCKED_BELOW_MIN_QUOTE_VALUE",
 			minQuoteValue: t.toString(),

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

@@ -1 +1 @@
-{"version":3,"file":"quote-constraints.js","names":[],"sources":["../../../../src/solvers/instant-close/shared/quote-constraints.ts"],"sourcesContent":["import { toDecimal } from \"@symmio/utils/decimal\";\nimport type { SymbolContractSymbol } from \"../../types/generated/enigma-solver\";\n\n/**\n * One reason a candidate instant-close quote violates the market's published\n * quote constraints. Returned in a list by\n * {@link validateInstantCloseAgainstMarket}.\n *\n * All numeric fields are decimal strings so callers can format them however\n * they like. The `side` discriminator on the quantity / notional checks\n * tells the UI whether the close leg or the remaining-after-close leg\n * tripped the constraint.\n */\nexport type CloseQuoteConstraintViolation =\n  | {\n      kind: \"CLOSE_QUANTITY_BELOW_LOT_SIZE\";\n      /** Market's `lot_size`. */\n      lotSize: string;\n      /** Final close quantity. */\n      actualQuantity: string;\n      /** Which leg of the close failed the floor. */\n      side: \"close\" | \"remaining\";\n    }\n  | {\n      kind: \"CLOSE_QUANTITY_NOT_LOT_MULTIPLE\";\n      /** Market's `lot_size`. */\n      lotSize: string;\n      /** Final close quantity. */\n      actualQuantity: string;\n      /** Which leg of the close failed the multiple-of check. */\n      side: \"close\" | \"remaining\";\n    }\n  | {\n      kind: \"REMAINING_LOCKED_BELOW_MIN_QUOTE_VALUE\";\n      /** Market's `min_acceptable_quote_value`. */\n      minQuoteValue: string;\n      /** Locked-margin sum (`cva + lf + partyAmm`) of the remaining position\n       *  after the close. */\n      remainingLockedSum: string;\n    };\n\n/**\n * Inputs to {@link validateInstantCloseAgainstMarket}.\n *\n * `cva` / `lf` / `partyAmm` are the **original** position's locked-margin\n * values (from the on-chain `Quote.lockedValues`). The validator scales them\n * down by `remainingQuantity / originalQuantity` to compute the\n * remaining-after-close locked sum used for the `min_acceptable_quote_value`\n * check.\n */\nexport interface ValidateInstantCloseAgainstMarketParameters {\n  /** Market metadata carrying the constraint fields. */\n  market: SymbolContractSymbol;\n  /** Original (un-closed) position quantity (decimal string). */\n  originalQuantity: string;\n  /** Quantity being closed in this request (decimal string). */\n  closeQuantity: string;\n  /** Original CVA locked margin from the position's `lockedValues` (decimal string). */\n  cva: string;\n  /** Original LF locked margin (decimal string). */\n  lf: string;\n  /** Original PartyA maintenance margin (decimal string). */\n  partyAmm: string;\n}\n\n/** Result of {@link validateInstantCloseAgainstMarket}. */\nexport interface ValidateInstantCloseAgainstMarketReturnType {\n  /** `true` when no violations fired. */\n  ok: boolean;\n  /** Every violation the candidate close hit; empty when `ok` is `true`. */\n  violations: CloseQuoteConstraintViolation[];\n}\n\n/**\n * Check a candidate instant-close 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 still validates\n * the rest.\n *\n * Constraints checked:\n * - **`lot_size`** — `closeQuantity` must be `≥ lot_size` and an exact\n *   integer multiple. When the close is partial, `remainingQuantity` must\n *   satisfy the same two rules so the leftover stays tradable.\n * - **`min_acceptable_quote_value`** — after the close, the remaining\n *   position's locked-margin sum (`cva + lf + partyAmm` scaled by\n *   `remainingQuantity / originalQuantity`) must clear the floor. Skipped\n *   on a full close (remaining = 0).\n */\nexport function validateInstantCloseAgainstMarket(\n  parameters: ValidateInstantCloseAgainstMarketParameters,\n): ValidateInstantCloseAgainstMarketReturnType {\n  const { market, originalQuantity, closeQuantity, cva, lf, partyAmm } = parameters;\n  const violations: CloseQuoteConstraintViolation[] = [];\n\n  const originalQty = toDecimal(originalQuantity);\n  const closeQty = toDecimal(closeQuantity);\n  const remainingQty = originalQty.minus(closeQty);\n  const isPartialClose = remainingQty.gt(0);\n\n  // 1. lot_size — close + (when partial) remaining.\n  if (market.lot_size) {\n    const lotSize = toDecimal(market.lot_size);\n    if (lotSize.gt(0) && !lotSize.isNaN()) {\n      if (closeQty.lt(lotSize)) {\n        violations.push({\n          kind: \"CLOSE_QUANTITY_BELOW_LOT_SIZE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: closeQty.toString(),\n          side: \"close\",\n        });\n      } else if (!closeQty.mod(lotSize).isZero()) {\n        violations.push({\n          kind: \"CLOSE_QUANTITY_NOT_LOT_MULTIPLE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: closeQty.toString(),\n          side: \"close\",\n        });\n      }\n\n      if (isPartialClose) {\n        if (remainingQty.lt(lotSize)) {\n          violations.push({\n            kind: \"CLOSE_QUANTITY_BELOW_LOT_SIZE\",\n            lotSize: lotSize.toString(),\n            actualQuantity: remainingQty.toString(),\n            side: \"remaining\",\n          });\n        } else if (!remainingQty.mod(lotSize).isZero()) {\n          violations.push({\n            kind: \"CLOSE_QUANTITY_NOT_LOT_MULTIPLE\",\n            lotSize: lotSize.toString(),\n            actualQuantity: remainingQty.toString(),\n            side: \"remaining\",\n          });\n        }\n      }\n    }\n  }\n\n  // 2. min_acceptable_quote_value — only on partial close (full close zeroes\n  // the locked sum, which is fine).\n  if (isPartialClose && market.min_acceptable_quote_value && !originalQty.isZero()) {\n    const minQuoteValue = toDecimal(market.min_acceptable_quote_value);\n    const originalLocked = toDecimal(cva).plus(lf).plus(partyAmm);\n    const remainingLocked = originalLocked.times(remainingQty).div(originalQty);\n    if (remainingLocked.lt(minQuoteValue)) {\n      violations.push({\n        kind: \"REMAINING_LOCKED_BELOW_MIN_QUOTE_VALUE\",\n        minQuoteValue: minQuoteValue.toString(),\n        remainingLockedSum: remainingLocked.toString(),\n      });\n    }\n  }\n\n  return { ok: violations.length === 0, violations };\n}\n"],"mappings":";;AAwFA,SAAgB,EACd,GAC6C;CAC7C,IAAM,EAAE,WAAQ,qBAAkB,kBAAe,QAAK,OAAI,gBAAa,GACjE,IAA8C,CAAC,GAE/C,IAAc,EAAU,CAAgB,GACxC,IAAW,EAAU,CAAa,GAClC,IAAe,EAAY,MAAM,CAAQ,GACzC,IAAiB,EAAa,GAAG,CAAC;CAGxC,IAAI,EAAO,UAAU;EACnB,IAAM,IAAU,EAAU,EAAO,QAAQ;EACzC,AAAI,EAAQ,GAAG,CAAC,KAAK,CAAC,EAAQ,MAAM,MAC9B,EAAS,GAAG,CAAO,IACrB,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAS,SAAS;GAClC,MAAM;EACR,CAAC,IACS,EAAS,IAAI,CAAO,EAAE,OAAO,KACvC,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAS,SAAS;GAClC,MAAM;EACR,CAAC,GAGC,MACE,EAAa,GAAG,CAAO,IACzB,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAa,SAAS;GACtC,MAAM;EACR,CAAC,IACS,EAAa,IAAI,CAAO,EAAE,OAAO,KAC3C,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAa,SAAS;GACtC,MAAM;EACR,CAAC;CAIT;CAIA,IAAI,KAAkB,EAAO,8BAA8B,CAAC,EAAY,OAAO,GAAG;EAChF,IAAM,IAAgB,EAAU,EAAO,0BAA0B,GAE3D,IADiB,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAC5B,EAAe,MAAM,CAAY,EAAE,IAAI,CAAW;EAC1E,AAAI,EAAgB,GAAG,CAAa,KAClC,EAAW,KAAK;GACd,MAAM;GACN,eAAe,EAAc,SAAS;GACtC,oBAAoB,EAAgB,SAAS;EAC/C,CAAC;CAEL;CAEA,OAAO;EAAE,IAAI,EAAW,WAAW;EAAG;CAAW;AACnD"}
+{"version":3,"file":"quote-constraints.js","names":[],"sources":["../../../../src/solvers/instant-close/shared/quote-constraints.ts"],"sourcesContent":["import { toDecimal } from \"@symmio/utils/decimal\";\n\n/**\n * The constraint fields {@link validateInstantCloseAgainstMarket} 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 — the trap the\n * open-side validator hit before it moved to this same camelCase contract.\n *\n * Fields are optional structurally; the adapters always populate them, using\n * `\"0\"` for constraints the vendor does not publish, which the validator\n * treats as \"unpublished\" and skips.\n */\nexport interface InstantCloseConstraintFields {\n  /** Minimum tradable increment (decimal string). */\n  lotSize?: string;\n  /** Minimum locked-margin sum after the close (decimal string). */\n  minAcceptableQuoteValue?: string;\n}\n\n/**\n * One reason a candidate instant-close quote violates the market's published\n * quote constraints. Returned in a list by\n * {@link validateInstantCloseAgainstMarket}.\n *\n * All numeric fields are decimal strings so callers can format them however\n * they like. The `side` discriminator on the quantity / notional checks\n * tells the UI whether the close leg or the remaining-after-close leg\n * tripped the constraint.\n */\nexport type CloseQuoteConstraintViolation =\n  | {\n      kind: \"CLOSE_QUANTITY_BELOW_LOT_SIZE\";\n      /** Market's `lot_size`. */\n      lotSize: string;\n      /** Final close quantity. */\n      actualQuantity: string;\n      /** Which leg of the close failed the floor. */\n      side: \"close\" | \"remaining\";\n    }\n  | {\n      kind: \"CLOSE_QUANTITY_NOT_LOT_MULTIPLE\";\n      /** Market's `lot_size`. */\n      lotSize: string;\n      /** Final close quantity. */\n      actualQuantity: string;\n      /** Which leg of the close failed the multiple-of check. */\n      side: \"close\" | \"remaining\";\n    }\n  | {\n      kind: \"REMAINING_LOCKED_BELOW_MIN_QUOTE_VALUE\";\n      /** Market's `min_acceptable_quote_value`. */\n      minQuoteValue: string;\n      /** Locked-margin sum (`cva + lf + partyAmm`) of the remaining position\n       *  after the close. */\n      remainingLockedSum: string;\n    };\n\n/**\n * Inputs to {@link validateInstantCloseAgainstMarket}.\n *\n * `cva` / `lf` / `partyAmm` are the **original** position's locked-margin\n * values (from the on-chain `Quote.lockedValues`). The validator scales them\n * down by `remainingQuantity / originalQuantity` to compute the\n * remaining-after-close locked sum used for the `min_acceptable_quote_value`\n * check.\n */\nexport interface ValidateInstantCloseAgainstMarketParameters {\n  /** Market metadata carrying the constraint fields — the normalized spelling. */\n  market: InstantCloseConstraintFields;\n  /** Original (un-closed) position quantity (decimal string). */\n  originalQuantity: string;\n  /** Quantity being closed in this request (decimal string). */\n  closeQuantity: string;\n  /** Original CVA locked margin from the position's `lockedValues` (decimal string). */\n  cva: string;\n  /** Original LF locked margin (decimal string). */\n  lf: string;\n  /** Original PartyA maintenance margin (decimal string). */\n  partyAmm: string;\n}\n\n/** Result of {@link validateInstantCloseAgainstMarket}. */\nexport interface ValidateInstantCloseAgainstMarketReturnType {\n  /** `true` when no violations fired. */\n  ok: boolean;\n  /** Every violation the candidate close hit; empty when `ok` is `true`. */\n  violations: CloseQuoteConstraintViolation[];\n}\n\n/**\n * Check a candidate instant-close 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 still validates\n * the rest.\n *\n * Constraints checked:\n * - **`lot_size`** — `closeQuantity` must be `≥ lot_size` and an exact\n *   integer multiple. When the close is partial, `remainingQuantity` must\n *   satisfy the same two rules so the leftover stays tradable.\n * - **`min_acceptable_quote_value`** — after the close, the remaining\n *   position's locked-margin sum (`cva + lf + partyAmm` scaled by\n *   `remainingQuantity / originalQuantity`) must clear the floor. Skipped\n *   on a full close (remaining = 0).\n */\nexport function validateInstantCloseAgainstMarket(\n  parameters: ValidateInstantCloseAgainstMarketParameters,\n): ValidateInstantCloseAgainstMarketReturnType {\n  const { market, originalQuantity, closeQuantity, cva, lf, partyAmm } = parameters;\n  const violations: CloseQuoteConstraintViolation[] = [];\n\n  const originalQty = toDecimal(originalQuantity);\n  const closeQty = toDecimal(closeQuantity);\n  const remainingQty = originalQty.minus(closeQty);\n  const isPartialClose = remainingQty.gt(0);\n\n  // 1. lot_size — close + (when partial) remaining.\n  if (market.lotSize) {\n    const lotSize = toDecimal(market.lotSize);\n    if (lotSize.gt(0) && !lotSize.isNaN()) {\n      if (closeQty.lt(lotSize)) {\n        violations.push({\n          kind: \"CLOSE_QUANTITY_BELOW_LOT_SIZE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: closeQty.toString(),\n          side: \"close\",\n        });\n      } else if (!closeQty.mod(lotSize).isZero()) {\n        violations.push({\n          kind: \"CLOSE_QUANTITY_NOT_LOT_MULTIPLE\",\n          lotSize: lotSize.toString(),\n          actualQuantity: closeQty.toString(),\n          side: \"close\",\n        });\n      }\n\n      if (isPartialClose) {\n        if (remainingQty.lt(lotSize)) {\n          violations.push({\n            kind: \"CLOSE_QUANTITY_BELOW_LOT_SIZE\",\n            lotSize: lotSize.toString(),\n            actualQuantity: remainingQty.toString(),\n            side: \"remaining\",\n          });\n        } else if (!remainingQty.mod(lotSize).isZero()) {\n          violations.push({\n            kind: \"CLOSE_QUANTITY_NOT_LOT_MULTIPLE\",\n            lotSize: lotSize.toString(),\n            actualQuantity: remainingQty.toString(),\n            side: \"remaining\",\n          });\n        }\n      }\n    }\n  }\n\n  // 2. min_acceptable_quote_value — only on partial close (full close zeroes\n  // the locked sum, which is fine).\n  if (isPartialClose && market.minAcceptableQuoteValue && !originalQty.isZero()) {\n    const minQuoteValue = toDecimal(market.minAcceptableQuoteValue);\n    const originalLocked = toDecimal(cva).plus(lf).plus(partyAmm);\n    const remainingLocked = originalLocked.times(remainingQty).div(originalQty);\n    if (remainingLocked.lt(minQuoteValue)) {\n      violations.push({\n        kind: \"REMAINING_LOCKED_BELOW_MIN_QUOTE_VALUE\",\n        minQuoteValue: minQuoteValue.toString(),\n        remainingLockedSum: remainingLocked.toString(),\n      });\n    }\n  }\n\n  return { ok: violations.length === 0, violations };\n}\n"],"mappings":";;AA0GA,SAAgB,EACd,GAC6C;CAC7C,IAAM,EAAE,WAAQ,qBAAkB,kBAAe,QAAK,OAAI,gBAAa,GACjE,IAA8C,CAAC,GAE/C,IAAc,EAAU,CAAgB,GACxC,IAAW,EAAU,CAAa,GAClC,IAAe,EAAY,MAAM,CAAQ,GACzC,IAAiB,EAAa,GAAG,CAAC;CAGxC,IAAI,EAAO,SAAS;EAClB,IAAM,IAAU,EAAU,EAAO,OAAO;EACxC,AAAI,EAAQ,GAAG,CAAC,KAAK,CAAC,EAAQ,MAAM,MAC9B,EAAS,GAAG,CAAO,IACrB,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAS,SAAS;GAClC,MAAM;EACR,CAAC,IACS,EAAS,IAAI,CAAO,EAAE,OAAO,KACvC,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAS,SAAS;GAClC,MAAM;EACR,CAAC,GAGC,MACE,EAAa,GAAG,CAAO,IACzB,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAa,SAAS;GACtC,MAAM;EACR,CAAC,IACS,EAAa,IAAI,CAAO,EAAE,OAAO,KAC3C,EAAW,KAAK;GACd,MAAM;GACN,SAAS,EAAQ,SAAS;GAC1B,gBAAgB,EAAa,SAAS;GACtC,MAAM;EACR,CAAC;CAIT;CAIA,IAAI,KAAkB,EAAO,2BAA2B,CAAC,EAAY,OAAO,GAAG;EAC7E,IAAM,IAAgB,EAAU,EAAO,uBAAuB,GAExD,IADiB,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAC5B,EAAe,MAAM,CAAY,EAAE,IAAI,CAAW;EAC1E,AAAI,EAAgB,GAAG,CAAa,KAClC,EAAW,KAAK;GACd,MAAM;GACN,eAAe,EAAc,SAAS;GACtC,oBAAoB,EAAgB,SAAS;EAC/C,CAAC;CAEL;CAEA,OAAO;EAAE,IAAI,EAAW,WAAW;EAAG;CAAW;AACnD"}

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

@@ -6,11 +6,11 @@ import { Hex } from 'viem';
  */
 export { PositionType } from '../../../symmio-contracts/symmio/types.js';
 /**
- * Re-export the canonical MARKET order-type constant from the open slice.
+ * Re-export the canonical order-type constants + union from the open slice.
  * Single source of truth — both instant-open and instant-close encode the
- * same on-chain enum value.
+ * same on-chain enum values (`MARKET = 1`, `LIMIT = 0`).
  */
-export { ORDER_TYPE_MARKET } from '../../instant-open/shared/types.js';
+export { ORDER_TYPE_LIMIT, ORDER_TYPE_MARKET, type SolverOrderType } from '../../instant-open/shared/types.js';
 /**
  * Order-side trade values passed to `InstantCloseParameters`.
  *

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

@@ -1 +1 @@
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+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-close/shared/types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAEhC;;;;GAIG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,wCAAwC,CAAC;AAEtE;;;;GAIG;AACH,OAAO,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,KAAK,eAAe,EAAE,MAAM,iCAAiC,CAAC;AAE5G;;;;;GAKG;AACH,MAAM,WAAW,iBAAiB;IAChC,6CAA6C;IAC7C,OAAO,EAAE,MAAM,CAAC;IAChB,uEAAuE;IACvE,UAAU,EAAE,MAAM,CAAC;IACnB,iDAAiD;IACjD,eAAe,EAAE,MAAM,CAAC;CACzB;AAED;;;;;;GAMG;AACH,MAAM,WAAW,sBAAsB;IACrC,8CAA8C;IAC9C,EAAE,EAAE,MAAM,CAAC;IACX,+BAA+B;IAC/B,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,mCAAmC;IACnC,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,sCAAsC;IACtC,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B;AAED;;;;GAIG;AACH,MAAM,WAAW,sBAAsB;IACrC,mDAAmD;IACnD,OAAO,EAAE,OAAO,CAAC;CAClB;AAED;;;GAGG;AACH,YAAY,EAAE,GAAG,EAAE,CAAC"}

package/dist/solvers/instant-open/get-instant-open-fees/get-instant-open-fees.d.ts

@@ -0,0 +1,129 @@
+import { Address } from 'viem';
+import { Config } from '../../../core/config/index.js';
+import { Compute, ReadSolverParameter } from '../../../shared/types/properties.js';
+import { FeeForUser } from '../../../symmio-contracts/symmio/actions/get-fee-for-user.js';
+import { InstantOpenMarketData, PositionType } from '../shared/types.js';
+/**
+ * Parameters for {@link getInstantOpenFees}. A subset of
+ * `PrepareInstantOpenParameters` — the trade intent plus optional pre-fetched
+ * data; every pre-filled optional field skips its network fetch.
+ */
+export type GetInstantOpenFeesParameters = Compute<ReadSolverParameter & {
+    /** Sub-account / partyA address the platform fee rates are read for. */
+    subAccountAddress: Address;
+    /** Market identification + optional pre-fetched precision metadata. */
+    market: InstantOpenMarketData;
+    /** Trade side. */
+    positionType: PositionType;
+    /** Collateral (USD) the user enters as initial margin. Decimal string. */
+    initialMargin: string;
+    /** Position leverage (integer ≥ 1). */
+    leverage: number;
+    /**
+     * Slippage tolerance percent (e.g. `5` for 5%). **Required on majors
+     * (non-lowcap) solvers.** On a lowcap solver it may be omitted to
+     * auto-derive from the dry-run estimate plus 4% headroom — the same rule
+     * as `prepareInstantOpenParams`, so the preview prices what the open will
+     * actually charge.
+     */
+    slippage?: number;
+    /** Pre-fetched mark price as decimal string. When omitted, fetched via the price service. */
+    markPrice?: string;
+    /** Pre-fetched on-chain fee rates (matches `getFeeForUser` return). When omitted, fetched. */
+    feeRates?: FeeForUser;
+    /**
+     * Pre-fetched solver estimated open (fill) price as decimal string —
+     * **lowcap/Enigma only**; ignored on any other solver kind. When omitted
+     * on a lowcap solver, fetched via `GET /estimated-price`.
+     */
+    estimatedOpenPrice?: string;
+}>;
+/**
+ * Fee legs every solver kind charges on an instant open.
+ */
+export interface BaseInstantOpenFees {
+    /** Platform open fee: `getFeeForUser.openFee × notional / 1e18` (decimal string). */
+    platformOpenFee: string;
+    /** Platform close fee, provisioned at open: `getFeeForUser.closeFee × notional / 1e18` (decimal string). */
+    platformCloseFee: string;
+    /** Leveraged notional the fee rates were applied to (decimal string). */
+    notional: string;
+    /** Sum of every fee leg on this quote (decimal string). */
+    totalFee: string;
+}
+/**
+ * Fee breakdown for a **lowcap (Enigma)** instant open. Extends the platform
+ * legs with the solver fees and the settlement provision the solver charges
+ * from the VA balance.
+ */
+export interface EnigmaInstantOpenFees extends BaseInstantOpenFees {
+    /** Discriminant: these fees were priced for an Enigma (lowcap) solver. */
+    kind: "enigma";
+    /** Solver open fee: `hedgerFeeOpen × notional` (decimal string). */
+    openSolverFee: string;
+    /**
+     * Solver close fee provisioned at open (decimal string). Because the holding
+     * time is unknown at open and an early close costs more, this is the
+     * worst-case `earlyRate × notional` from the market's close-fee schedule
+     * (falling back to the flat `hedgerFeeClose × notional` when no schedule is
+     * available).
+     */
+    closeSolverFee: string;
+    /**
+     * Expected settlement loss vs the dry-run estimate: side-aware
+     * `max(0, adverse fill deviation × quantity)` (decimal string). `"0"` when
+     * no usable estimate exists.
+     */
+    expectedSettlementLoss: string;
+}
+/**
+ * Fee breakdown for a **majors (Rasa)** instant open — platform legs only.
+ */
+export interface RasaInstantOpenFees extends BaseInstantOpenFees {
+    /** Discriminant: these fees were priced for a Rasa (majors) solver. */
+    kind: "rasa";
+}
+/**
+ * Return type of {@link getInstantOpenFees}. Narrow on `kind` to reach the
+ * lowcap-only legs.
+ */
+export type GetInstantOpenFeesReturnType = EnigmaInstantOpenFees | RasaInstantOpenFees;
+/**
+ * Preview every fee a new instant-open quote pays, separated by leg plus the
+ * total — without signing or submitting anything.
+ *
+ * Mirrors the exact resolution and math `prepareInstantOpenParams` uses, so
+ * the preview equals what the open charges for the same inputs:
+ *
+ * - **Both kinds**: `platformOpenFee` + `platformCloseFee`
+ *   (on-chain `getFeeForUser` rates × leveraged notional).
+ * - **Lowcap (Enigma) only**: `openSolverFee` (`hedgerFeeOpen × notional`) +
+ *   `closeSolverFee` (the worst-case close rate × notional — see
+ *   {@link EnigmaInstantOpenFees.closeSolverFee}) and
+ *   `expectedSettlementLoss` (dry-run estimate vs mark) — the legs the solver
+ *   charges from the VA balance.
+ *
+ * `totalFee` sums every leg, including the settlement provision — it is the
+ * amount the user must fund even though the settlement leg is a provision
+ * rather than a fee the solver keeps.
+ *
+ * @throws {SymmError} `SLIPPAGE_REQUIRED` on majors without `slippage`;
+ *   `INVALID_SLIPPAGE` / `INVALID_TRADE_PARAMETERS` /
+ *   `RESOLVE_MARKET_NOT_FOUND` / `RESOLVE_MARK_PRICE_NOT_FOUND` for invalid or
+ *   unresolvable inputs.
+ *
+ * @example
+ * ```ts
+ * const fees = await getInstantOpenFees(config, {
+ *   subAccountAddress,
+ *   market: { id: 1 },
+ *   positionType: PositionType.LONG,
+ *   initialMargin: "100",
+ *   leverage: 5,
+ * });
+ * if (fees.kind === "enigma") console.log(fees.openSolverFee, fees.expectedSettlementLoss);
+ * console.log(fees.totalFee);
+ * ```
+ */
+export declare function getInstantOpenFees(config: Config, parameters: GetInstantOpenFeesParameters): Promise<GetInstantOpenFeesReturnType>;
+//# sourceMappingURL=get-instant-open-fees.d.ts.map

package/dist/solvers/instant-open/get-instant-open-fees/get-instant-open-fees.d.ts.map

@@ -0,0 +1 @@
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package/dist/solvers/instant-open/get-instant-open-fees/get-instant-open-fees.js

@@ -0,0 +1,115 @@
+import { SymmError as e } from "../../../shared/errors/symm-error.js";
+import { calculateExpectedSettlementLoss as t, calculateSolverFees as n, calculateTradeParams as r, computePlatformFeeLegs as i } from "../shared/trade-math.js";
+import { assertValidSlippage as a, deriveAutoSlippage as o, fetchOpenEstimatePrice as s } from "../shared/open-estimate-guard.js";
+import { resolveMarkPrice as c } from "../../shared/resolvers/resolve-mark-price.js";
+import { resolveMarket as l } from "../../shared/resolvers/resolve-market.js";
+import { resolveFeeRates as u } from "../prepare-instant-open-params/resolvers/resolve-fee-rates.js";
+import { toDecimal as d } from "@symmio/utils/decimal";
+//#region src/solvers/instant-open/get-instant-open-fees/get-instant-open-fees.ts
+async function f(f, p) {
+	p.slippage !== void 0 && a(p.slippage);
+	let m = f.getSolver({
+		chainId: p.chainId,
+		solverId: p.solverId
+	}).id === "enigma";
+	if (p.slippage === void 0 && !m) throw new e("validation", "SLIPPAGE_REQUIRED", "getInstantOpenFees: slippage is required on this solver — auto-derived slippage is lowcap-only.");
+	let h = await l(f, {
+		chainId: p.chainId,
+		solverId: p.solverId,
+		marketId: p.market.id,
+		marketName: p.market.name,
+		pricePrecision: p.market.pricePrecision,
+		quantityPrecision: p.market.quantityPrecision,
+		hedgerFeeOpen: p.market.hedgerFeeOpen,
+		hedgerFeeClose: p.market.hedgerFeeClose,
+		hedgerFeeCloseEarlyRate: p.market.hedgerFeeCloseEarlyRate,
+		hedgerFeeCloseEarlyThreshold: p.market.hedgerFeeCloseEarlyThreshold,
+		hedgerFeeCloseStandardThreshold: p.market.hedgerFeeCloseStandardThreshold,
+		includeHedgerFees: m
+	}), [g, _] = await Promise.all([c(f, {
+		chainId: p.chainId,
+		solverId: p.solverId,
+		marketName: h.name,
+		markPrice: p.markPrice
+	}), u(f, {
+		chainId: p.chainId,
+		subAccountAddress: p.subAccountAddress,
+		marketId: p.market.id,
+		feeRates: p.feeRates
+	})]), v = {
+		markPrice: g,
+		positionType: p.positionType,
+		userInput: p.initialMargin,
+		inputField: "PRICE",
+		leverage: p.leverage,
+		pricePrecision: h.pricePrecision,
+		quantityPrecision: h.quantityPrecision
+	}, y = p.slippage, b = m ? p.estimatedOpenPrice : void 0;
+	if (y === void 0) {
+		let t = r({
+			...v,
+			slippage: 0
+		});
+		if (!t) throw new e("validation", "INVALID_TRADE_PARAMETERS", "Invalid trade parameters: markPrice or initialMargin is zero/NaN.");
+		m && b === void 0 && (b = await s(f, {
+			chainId: p.chainId,
+			solverId: p.solverId,
+			symbolId: p.market.id,
+			positionType: p.positionType,
+			quantity: t.quantity,
+			markPrice: g
+		})), y = o({
+			markPrice: g,
+			expectedFillPrice: b,
+			positionType: p.positionType
+		});
+	}
+	let x = r({
+		...v,
+		slippage: y
+	});
+	if (!x) throw new e("validation", "INVALID_TRADE_PARAMETERS", "Invalid trade parameters: markPrice or initialMargin is zero/NaN.");
+	m && b === void 0 && (b = await s(f, {
+		chainId: p.chainId,
+		solverId: p.solverId,
+		symbolId: p.market.id,
+		positionType: p.positionType,
+		quantity: x.quantity,
+		markPrice: g
+	}));
+	let { platformOpenFee: S, platformCloseFee: C } = i(_, x.notional, x.notional);
+	if (!m) return {
+		kind: "rasa",
+		platformOpenFee: S,
+		platformCloseFee: C,
+		notional: x.notional,
+		totalFee: d(S).plus(C).toString()
+	};
+	let { openSolverFee: w, closeSolverFee: T } = n({
+		notional: x.notional,
+		hedgerFeeOpen: h.hedgerFeeOpen,
+		hedgerFeeClose: h.hedgerFeeClose,
+		hedgerFeeCloseEarlyRate: h.hedgerFeeCloseEarlyRate,
+		hedgerFeeCloseEarlyThreshold: h.hedgerFeeCloseEarlyThreshold,
+		hedgerFeeCloseStandardThreshold: h.hedgerFeeCloseStandardThreshold
+	}), E = t({
+		positionType: p.positionType,
+		markPrice: g,
+		expectedFillPrice: b,
+		quantity: x.quantity
+	});
+	return {
+		kind: "enigma",
+		platformOpenFee: S,
+		platformCloseFee: C,
+		notional: x.notional,
+		openSolverFee: w,
+		closeSolverFee: T,
+		expectedSettlementLoss: E,
+		totalFee: d(S).plus(C).plus(w).plus(T).plus(E).toString()
+	};
+}
+//#endregion
+export { f as getInstantOpenFees };
+
+//# sourceMappingURL=get-instant-open-fees.js.map

package/dist/solvers/instant-open/get-instant-open-fees/get-instant-open-fees.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"get-instant-open-fees.js","names":[],"sources":["../../../../src/solvers/instant-open/get-instant-open-fees/get-instant-open-fees.ts"],"sourcesContent":["import { toDecimal } from \"@symmio/utils/decimal\";\nimport type { Address } from \"viem\";\nimport type { Config } from \"../../../core/config\";\nimport { SymmError } from \"../../../shared/errors/symm-error\";\nimport type { Compute, ReadSolverParameter } from \"../../../shared/types/properties\";\nimport type { FeeForUser } from \"../../../symmio-contracts/symmio/actions/get-fee-for-user\";\nimport { resolveFeeRates, resolveMarket, resolveMarkPrice } from \"../prepare-instant-open-params/resolvers\";\nimport { assertValidSlippage, deriveAutoSlippage, fetchOpenEstimatePrice } from \"../shared/open-estimate-guard\";\nimport {\n  calculateExpectedSettlementLoss,\n  calculateSolverFees,\n  calculateTradeParams,\n  computePlatformFeeLegs,\n} from \"../shared/trade-math\";\nimport type { InstantOpenMarketData, PositionType } from \"../shared/types\";\n\n/**\n * Parameters for {@link getInstantOpenFees}. A subset of\n * `PrepareInstantOpenParameters` — the trade intent plus optional pre-fetched\n * data; every pre-filled optional field skips its network fetch.\n */\nexport type GetInstantOpenFeesParameters = Compute<\n  ReadSolverParameter & {\n    /** Sub-account / partyA address the platform fee rates are read for. */\n    subAccountAddress: Address;\n    /** Market identification + optional pre-fetched precision metadata. */\n    market: InstantOpenMarketData;\n    /** Trade side. */\n    positionType: PositionType;\n    /** Collateral (USD) the user enters as initial margin. Decimal string. */\n    initialMargin: string;\n    /** Position leverage (integer ≥ 1). */\n    leverage: number;\n    /**\n     * Slippage tolerance percent (e.g. `5` for 5%). **Required on majors\n     * (non-lowcap) solvers.** On a lowcap solver it may be omitted to\n     * auto-derive from the dry-run estimate plus 4% headroom — the same rule\n     * as `prepareInstantOpenParams`, so the preview prices what the open will\n     * actually charge.\n     */\n    slippage?: number;\n    /** Pre-fetched mark price as decimal string. When omitted, fetched via the price service. */\n    markPrice?: string;\n    /** Pre-fetched on-chain fee rates (matches `getFeeForUser` return). When omitted, fetched. */\n    feeRates?: FeeForUser;\n    /**\n     * Pre-fetched solver estimated open (fill) price as decimal string —\n     * **lowcap/Enigma only**; ignored on any other solver kind. When omitted\n     * on a lowcap solver, fetched via `GET /estimated-price`.\n     */\n    estimatedOpenPrice?: string;\n  }\n>;\n\n/**\n * Fee legs every solver kind charges on an instant open.\n */\nexport interface BaseInstantOpenFees {\n  /** Platform open fee: `getFeeForUser.openFee × notional / 1e18` (decimal string). */\n  platformOpenFee: string;\n  /** Platform close fee, provisioned at open: `getFeeForUser.closeFee × notional / 1e18` (decimal string). */\n  platformCloseFee: string;\n  /** Leveraged notional the fee rates were applied to (decimal string). */\n  notional: string;\n  /** Sum of every fee leg on this quote (decimal string). */\n  totalFee: string;\n}\n\n/**\n * Fee breakdown for a **lowcap (Enigma)** instant open. Extends the platform\n * legs with the solver fees and the settlement provision the solver charges\n * from the VA balance.\n */\nexport interface EnigmaInstantOpenFees extends BaseInstantOpenFees {\n  /** Discriminant: these fees were priced for an Enigma (lowcap) solver. */\n  kind: \"enigma\";\n  /** Solver open fee: `hedgerFeeOpen × notional` (decimal string). */\n  openSolverFee: string;\n  /**\n   * Solver close fee provisioned at open (decimal string). Because the holding\n   * time is unknown at open and an early close costs more, this is the\n   * worst-case `earlyRate × notional` from the market's close-fee schedule\n   * (falling back to the flat `hedgerFeeClose × notional` when no schedule is\n   * available).\n   */\n  closeSolverFee: string;\n  /**\n   * Expected settlement loss vs the dry-run estimate: side-aware\n   * `max(0, adverse fill deviation × quantity)` (decimal string). `\"0\"` when\n   * no usable estimate exists.\n   */\n  expectedSettlementLoss: string;\n}\n\n/**\n * Fee breakdown for a **majors (Rasa)** instant open — platform legs only.\n */\nexport interface RasaInstantOpenFees extends BaseInstantOpenFees {\n  /** Discriminant: these fees were priced for a Rasa (majors) solver. */\n  kind: \"rasa\";\n}\n\n/**\n * Return type of {@link getInstantOpenFees}. Narrow on `kind` to reach the\n * lowcap-only legs.\n */\nexport type GetInstantOpenFeesReturnType = EnigmaInstantOpenFees | RasaInstantOpenFees;\n\n/**\n * Preview every fee a new instant-open quote pays, separated by leg plus the\n * total — without signing or submitting anything.\n *\n * Mirrors the exact resolution and math `prepareInstantOpenParams` uses, so\n * the preview equals what the open charges for the same inputs:\n *\n * - **Both kinds**: `platformOpenFee` + `platformCloseFee`\n *   (on-chain `getFeeForUser` rates × leveraged notional).\n * - **Lowcap (Enigma) only**: `openSolverFee` (`hedgerFeeOpen × notional`) +\n *   `closeSolverFee` (the worst-case close rate × notional — see\n *   {@link EnigmaInstantOpenFees.closeSolverFee}) and\n *   `expectedSettlementLoss` (dry-run estimate vs mark) — the legs the solver\n *   charges from the VA balance.\n *\n * `totalFee` sums every leg, including the settlement provision — it is the\n * amount the user must fund even though the settlement leg is a provision\n * rather than a fee the solver keeps.\n *\n * @throws {SymmError} `SLIPPAGE_REQUIRED` on majors without `slippage`;\n *   `INVALID_SLIPPAGE` / `INVALID_TRADE_PARAMETERS` /\n *   `RESOLVE_MARKET_NOT_FOUND` / `RESOLVE_MARK_PRICE_NOT_FOUND` for invalid or\n *   unresolvable inputs.\n *\n * @example\n * ```ts\n * const fees = await getInstantOpenFees(config, {\n *   subAccountAddress,\n *   market: { id: 1 },\n *   positionType: PositionType.LONG,\n *   initialMargin: \"100\",\n *   leverage: 5,\n * });\n * if (fees.kind === \"enigma\") console.log(fees.openSolverFee, fees.expectedSettlementLoss);\n * console.log(fees.totalFee);\n * ```\n */\nexport async function getInstantOpenFees(\n  config: Config,\n  parameters: GetInstantOpenFeesParameters,\n): Promise<GetInstantOpenFeesReturnType> {\n  if (parameters.slippage !== undefined) assertValidSlippage(parameters.slippage);\n\n  /** Estimate-driven legs exist only on lowcap (Enigma) solvers — a majors preview is platform legs only. */\n  const isLowcap = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId }).id === \"enigma\";\n  if (parameters.slippage === undefined && !isLowcap) {\n    throw new SymmError(\n      \"validation\",\n      \"SLIPPAGE_REQUIRED\",\n      \"getInstantOpenFees: slippage is required on this solver — auto-derived slippage is lowcap-only.\",\n    );\n  }\n\n  const market = await resolveMarket(config, {\n    chainId: parameters.chainId,\n    solverId: parameters.solverId,\n    marketId: parameters.market.id,\n    marketName: parameters.market.name,\n    pricePrecision: parameters.market.pricePrecision,\n    quantityPrecision: parameters.market.quantityPrecision,\n    hedgerFeeOpen: parameters.market.hedgerFeeOpen,\n    hedgerFeeClose: parameters.market.hedgerFeeClose,\n    hedgerFeeCloseEarlyRate: parameters.market.hedgerFeeCloseEarlyRate,\n    hedgerFeeCloseEarlyThreshold: parameters.market.hedgerFeeCloseEarlyThreshold,\n    hedgerFeeCloseStandardThreshold: parameters.market.hedgerFeeCloseStandardThreshold,\n    includeHedgerFees: isLowcap,\n  });\n  const [markPrice, feeRates] = await Promise.all([\n    resolveMarkPrice(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      marketName: market.name,\n      markPrice: parameters.markPrice,\n    }),\n    resolveFeeRates(config, {\n      chainId: parameters.chainId,\n      subAccountAddress: parameters.subAccountAddress,\n      marketId: parameters.market.id,\n      feeRates: parameters.feeRates,\n    }),\n  ]);\n\n  const calculationInput = {\n    markPrice,\n    positionType: parameters.positionType,\n    userInput: parameters.initialMargin,\n    inputField: \"PRICE\" as const,\n    leverage: parameters.leverage,\n    pricePrecision: market.pricePrecision,\n    quantityPrecision: market.quantityPrecision,\n  };\n\n  let slippage = parameters.slippage;\n  let expectedFillPrice = isLowcap ? parameters.estimatedOpenPrice : undefined;\n  if (slippage === undefined) {\n    const sized = calculateTradeParams({ ...calculationInput, slippage: 0 });\n    if (!sized) {\n      throw new SymmError(\n        \"validation\",\n        \"INVALID_TRADE_PARAMETERS\",\n        \"Invalid trade parameters: markPrice or initialMargin is zero/NaN.\",\n      );\n    }\n    if (isLowcap && expectedFillPrice === undefined) {\n      expectedFillPrice = await fetchOpenEstimatePrice(config, {\n        chainId: parameters.chainId,\n        solverId: parameters.solverId,\n        symbolId: parameters.market.id,\n        positionType: parameters.positionType,\n        quantity: sized.quantity,\n        markPrice,\n      });\n    }\n    slippage = deriveAutoSlippage({ markPrice, expectedFillPrice, positionType: parameters.positionType });\n  }\n\n  const tradeCalc = calculateTradeParams({ ...calculationInput, slippage });\n  if (!tradeCalc) {\n    throw new SymmError(\n      \"validation\",\n      \"INVALID_TRADE_PARAMETERS\",\n      \"Invalid trade parameters: markPrice or initialMargin is zero/NaN.\",\n    );\n  }\n\n  if (isLowcap && expectedFillPrice === undefined) {\n    expectedFillPrice = await fetchOpenEstimatePrice(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      symbolId: parameters.market.id,\n      positionType: parameters.positionType,\n      quantity: tradeCalc.quantity,\n      markPrice,\n    });\n  }\n\n  const { platformOpenFee, platformCloseFee } = computePlatformFeeLegs(\n    feeRates,\n    tradeCalc.notional,\n    tradeCalc.notional,\n  );\n\n  if (!isLowcap) {\n    return {\n      kind: \"rasa\",\n      platformOpenFee,\n      platformCloseFee,\n      notional: tradeCalc.notional,\n      totalFee: toDecimal(platformOpenFee).plus(platformCloseFee).toString(),\n    };\n  }\n\n  const { openSolverFee, closeSolverFee } = calculateSolverFees({\n    notional: tradeCalc.notional,\n    hedgerFeeOpen: market.hedgerFeeOpen,\n    hedgerFeeClose: market.hedgerFeeClose,\n    hedgerFeeCloseEarlyRate: market.hedgerFeeCloseEarlyRate,\n    hedgerFeeCloseEarlyThreshold: market.hedgerFeeCloseEarlyThreshold,\n    hedgerFeeCloseStandardThreshold: market.hedgerFeeCloseStandardThreshold,\n  });\n  const expectedSettlementLoss = calculateExpectedSettlementLoss({\n    positionType: parameters.positionType,\n    markPrice,\n    expectedFillPrice,\n    quantity: tradeCalc.quantity,\n  });\n\n  return {\n    kind: \"enigma\",\n    platformOpenFee,\n    platformCloseFee,\n    notional: tradeCalc.notional,\n    openSolverFee,\n    closeSolverFee,\n    expectedSettlementLoss,\n    totalFee: toDecimal(platformOpenFee)\n      .plus(platformCloseFee)\n      .plus(openSolverFee)\n      .plus(closeSolverFee)\n      .plus(expectedSettlementLoss)\n      .toString(),\n  };\n}\n"],"mappings":";;;;;;;;AAiJA,eAAsB,EACpB,GACA,GACuC;CACvC,AAAI,EAAW,aAAa,KAAA,KAAW,EAAoB,EAAW,QAAQ;CAG9E,IAAM,IAAW,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC,EAAE,OAAO;CACzG,IAAI,EAAW,aAAa,KAAA,KAAa,CAAC,GACxC,MAAM,IAAI,EACR,cACA,qBACA,iGACF;CAGF,IAAM,IAAS,MAAM,EAAc,GAAQ;EACzC,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,UAAU,EAAW,OAAO;EAC5B,YAAY,EAAW,OAAO;EAC9B,gBAAgB,EAAW,OAAO;EAClC,mBAAmB,EAAW,OAAO;EACrC,eAAe,EAAW,OAAO;EACjC,gBAAgB,EAAW,OAAO;EAClC,yBAAyB,EAAW,OAAO;EAC3C,8BAA8B,EAAW,OAAO;EAChD,iCAAiC,EAAW,OAAO;EACnD,mBAAmB;CACrB,CAAC,GACK,CAAC,GAAW,KAAY,MAAM,QAAQ,IAAI,CAC9C,EAAiB,GAAQ;EACvB,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,YAAY,EAAO;EACnB,WAAW,EAAW;CACxB,CAAC,GACD,EAAgB,GAAQ;EACtB,SAAS,EAAW;EACpB,mBAAmB,EAAW;EAC9B,UAAU,EAAW,OAAO;EAC5B,UAAU,EAAW;CACvB,CAAC,CACH,CAAC,GAEK,IAAmB;EACvB;EACA,cAAc,EAAW;EACzB,WAAW,EAAW;EACtB,YAAY;EACZ,UAAU,EAAW;EACrB,gBAAgB,EAAO;EACvB,mBAAmB,EAAO;CAC5B,GAEI,IAAW,EAAW,UACtB,IAAoB,IAAW,EAAW,qBAAqB,KAAA;CACnE,IAAI,MAAa,KAAA,GAAW;EAC1B,IAAM,IAAQ,EAAqB;GAAE,GAAG;GAAkB,UAAU;EAAE,CAAC;EACvE,IAAI,CAAC,GACH,MAAM,IAAI,EACR,cACA,4BACA,mEACF;EAYF,AAVI,KAAY,MAAsB,KAAA,MACpC,IAAoB,MAAM,EAAuB,GAAQ;GACvD,SAAS,EAAW;GACpB,UAAU,EAAW;GACrB,UAAU,EAAW,OAAO;GAC5B,cAAc,EAAW;GACzB,UAAU,EAAM;GAChB;EACF,CAAC,IAEH,IAAW,EAAmB;GAAE;GAAW;GAAmB,cAAc,EAAW;EAAa,CAAC;CACvG;CAEA,IAAM,IAAY,EAAqB;EAAE,GAAG;EAAkB;CAAS,CAAC;CACxE,IAAI,CAAC,GACH,MAAM,IAAI,EACR,cACA,4BACA,mEACF;CAGF,AAAI,KAAY,MAAsB,KAAA,MACpC,IAAoB,MAAM,EAAuB,GAAQ;EACvD,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,UAAU,EAAW,OAAO;EAC5B,cAAc,EAAW;EACzB,UAAU,EAAU;EACpB;CACF,CAAC;CAGH,IAAM,EAAE,oBAAiB,wBAAqB,EAC5C,GACA,EAAU,UACV,EAAU,QACZ;CAEA,IAAI,CAAC,GACH,OAAO;EACL,MAAM;EACN;EACA;EACA,UAAU,EAAU;EACpB,UAAU,EAAU,CAAe,EAAE,KAAK,CAAgB,EAAE,SAAS;CACvE;CAGF,IAAM,EAAE,kBAAe,sBAAmB,EAAoB;EAC5D,UAAU,EAAU;EACpB,eAAe,EAAO;EACtB,gBAAgB,EAAO;EACvB,yBAAyB,EAAO;EAChC,8BAA8B,EAAO;EACrC,iCAAiC,EAAO;CAC1C,CAAC,GACK,IAAyB,EAAgC;EAC7D,cAAc,EAAW;EACzB;EACA;EACA,UAAU,EAAU;CACtB,CAAC;CAED,OAAO;EACL,MAAM;EACN;EACA;EACA,UAAU,EAAU;EACpB;EACA;EACA;EACA,UAAU,EAAU,CAAe,EAChC,KAAK,CAAgB,EACrB,KAAK,CAAa,EAClB,KAAK,CAAc,EACnB,KAAK,CAAsB,EAC3B,SAAS;CACd;AACF"}

package/dist/solvers/instant-open/get-instant-open-fees/index.d.ts

@@ -0,0 +1,3 @@
+export * from './get-instant-open-fees.js';
+export * from './query.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/solvers/instant-open/get-instant-open-fees/index.d.ts.map

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package/dist/solvers/instant-open/get-instant-open-fees/query.d.ts

@@ -0,0 +1,34 @@
+import { Config } from '../../../core/config/index.js';
+import { Compute, ConfigKeyParameter } from '../../../shared/types/properties.js';
+import { QueryParameter, SymmioQueryOptions } from '../../../shared/types/query.js';
+import { GetInstantOpenFeesParameters, GetInstantOpenFeesReturnType } from './get-instant-open-fees.js';
+/** Data resolved by the {@link getInstantOpenFeesQueryOptions} query. */
+export type GetInstantOpenFeesData = GetInstantOpenFeesReturnType;
+/** Build the TanStack Query key for {@link getInstantOpenFeesQueryOptions}. */
+export declare function getInstantOpenFeesQueryKey(options: Compute<GetInstantOpenFeesParameters & ConfigKeyParameter>): readonly ["getInstantOpenFees", Record<string, unknown>];
+/** Query-key type produced by {@link getInstantOpenFeesQueryKey}. */
+export type GetInstantOpenFeesQueryKey = ReturnType<typeof getInstantOpenFeesQueryKey>;
+/** Options accepted by {@link getInstantOpenFeesQueryOptions}. */
+export type GetInstantOpenFeesOptions = Compute<GetInstantOpenFeesParameters & QueryParameter<GetInstantOpenFeesData, Error, GetInstantOpenFeesData, GetInstantOpenFeesQueryKey>>;
+/** TanStack Query options returned by {@link getInstantOpenFeesQueryOptions}. */
+export type GetInstantOpenFeesQueryOptions = SymmioQueryOptions<GetInstantOpenFeesData, Error, GetInstantOpenFeesData, GetInstantOpenFeesQueryKey>;
+/**
+ * Build TanStack Query options for {@link getInstantOpenFees}. Disabled until
+ * `initialMargin` is non-empty, so the fee preview does not fire on an empty
+ * amount input.
+ *
+ * @example
+ * ```ts
+ * useQuery(
+ *   getInstantOpenFeesQueryOptions(config, {
+ *     subAccountAddress,
+ *     market: { id: 1 },
+ *     positionType,
+ *     initialMargin,
+ *     leverage: 5,
+ *   }),
+ * );
+ * ```
+ */
+export declare function getInstantOpenFeesQueryOptions(config: Config, options: GetInstantOpenFeesOptions): GetInstantOpenFeesQueryOptions;
+//# sourceMappingURL=query.d.ts.map

package/dist/solvers/instant-open/get-instant-open-fees/query.d.ts.map

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package/dist/solvers/instant-open/get-instant-open-fees/query.js

@@ -0,0 +1,33 @@
+import { filterQueryOptions as e } from "../../../shared/utils/query.js";
+import { getInstantOpenFees as t } from "./get-instant-open-fees.js";
+//#region src/solvers/instant-open/get-instant-open-fees/query.ts
+function n(t) {
+	return ["getInstantOpenFees", e(t)];
+}
+function r(e, r) {
+	return {
+		...r.query,
+		queryKey: n({
+			...r,
+			configKey: e.getChainConfigKey(r.chainId)
+		}),
+		enabled: (r.query?.enabled ?? !0) && r.initialMargin.length > 0,
+		queryFn: () => t(e, {
+			chainId: r.chainId,
+			solverId: r.solverId,
+			subAccountAddress: r.subAccountAddress,
+			market: r.market,
+			positionType: r.positionType,
+			initialMargin: r.initialMargin,
+			leverage: r.leverage,
+			slippage: r.slippage,
+			markPrice: r.markPrice,
+			feeRates: r.feeRates,
+			estimatedOpenPrice: r.estimatedOpenPrice
+		})
+	};
+}
+//#endregion
+export { n as getInstantOpenFeesQueryKey, r as getInstantOpenFeesQueryOptions };
+
+//# sourceMappingURL=query.js.map

package/dist/solvers/instant-open/get-instant-open-fees/query.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"query.js","names":[],"sources":["../../../../src/solvers/instant-open/get-instant-open-fees/query.ts"],"sourcesContent":["import type { Config } from \"../../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../../shared/types/query\";\nimport { filterQueryOptions } from \"../../../shared/utils/query\";\nimport {\n  getInstantOpenFees,\n  type GetInstantOpenFeesParameters,\n  type GetInstantOpenFeesReturnType,\n} from \"./get-instant-open-fees\";\n\n/** Data resolved by the {@link getInstantOpenFeesQueryOptions} query. */\nexport type GetInstantOpenFeesData = GetInstantOpenFeesReturnType;\n\n/** Build the TanStack Query key for {@link getInstantOpenFeesQueryOptions}. */\nexport function getInstantOpenFeesQueryKey(options: Compute<GetInstantOpenFeesParameters & ConfigKeyParameter>) {\n  return [\"getInstantOpenFees\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getInstantOpenFeesQueryKey}. */\nexport type GetInstantOpenFeesQueryKey = ReturnType<typeof getInstantOpenFeesQueryKey>;\n\n/** Options accepted by {@link getInstantOpenFeesQueryOptions}. */\nexport type GetInstantOpenFeesOptions = Compute<\n  GetInstantOpenFeesParameters &\n    QueryParameter<GetInstantOpenFeesData, Error, GetInstantOpenFeesData, GetInstantOpenFeesQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getInstantOpenFeesQueryOptions}. */\nexport type GetInstantOpenFeesQueryOptions = SymmioQueryOptions<\n  GetInstantOpenFeesData,\n  Error,\n  GetInstantOpenFeesData,\n  GetInstantOpenFeesQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getInstantOpenFees}. Disabled until\n * `initialMargin` is non-empty, so the fee preview does not fire on an empty\n * amount input.\n *\n * @example\n * ```ts\n * useQuery(\n *   getInstantOpenFeesQueryOptions(config, {\n *     subAccountAddress,\n *     market: { id: 1 },\n *     positionType,\n *     initialMargin,\n *     leverage: 5,\n *   }),\n * );\n * ```\n */\nexport function getInstantOpenFeesQueryOptions(\n  config: Config,\n  options: GetInstantOpenFeesOptions,\n): GetInstantOpenFeesQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getInstantOpenFeesQueryKey({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: (options.query?.enabled ?? true) && options.initialMargin.length > 0,\n    queryFn: () =>\n      getInstantOpenFees(config, {\n        chainId: options.chainId,\n        solverId: options.solverId,\n        subAccountAddress: options.subAccountAddress,\n        market: options.market,\n        positionType: options.positionType,\n        initialMargin: options.initialMargin,\n        leverage: options.leverage,\n        slippage: options.slippage,\n        markPrice: options.markPrice,\n        feeRates: options.feeRates,\n        estimatedOpenPrice: options.estimatedOpenPrice,\n      }),\n  };\n}\n"],"mappings":";;;AAcA,SAAgB,EAA2B,GAAqE;CAC9G,OAAO,CAAC,sBAAsB,EAAmB,CAAO,CAAC;AAC3D;AAqCA,SAAgB,EACd,GACA,GACgC;CAChC,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAA2B;GACnC,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,UAAU,EAAQ,OAAO,WAAW,OAAS,EAAQ,cAAc,SAAS;EAC5E,eACE,EAAmB,GAAQ;GACzB,SAAS,EAAQ;GACjB,UAAU,EAAQ;GAClB,mBAAmB,EAAQ;GAC3B,QAAQ,EAAQ;GAChB,cAAc,EAAQ;GACtB,eAAe,EAAQ;GACvB,UAAU,EAAQ;GAClB,UAAU,EAAQ;GAClB,WAAW,EAAQ;GACnB,UAAU,EAAQ;GAClB,oBAAoB,EAAQ;EAC9B,CAAC;CACL;AACF"}

package/dist/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.d.ts

@@ -1,9 +1,9 @@
 import { Config } from '../../../core/config/index.js';
-import { ChainIdParameter, Compute } from '../../../shared/types/properties.js';
+import { Compute, ReadSolverParameter } from '../../../shared/types/properties.js';
 /**
  * Parameters for {@link getInstantOpenQuoteId}.
  */
-export type GetInstantOpenQuoteIdParameters = Compute<ChainIdParameter & {
+export type GetInstantOpenQuoteIdParameters = Compute<ReadSolverParameter & {
     /** Hedger-local temp id (from a {@link GetInstantOpensReturnType} record). */
     tempQuoteId: number;
     /**

package/dist/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"get-instant-open-quote-id.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,sBAAsB,CAAC;AAEnD,OAAO,KAAK,EAAE,OAAO,EAAE,mBAAmB,EAAE,MAAM,kCAAkC,CAAC;AAGrF;;GAEG;AACH,MAAM,MAAM,+BAA+B,GAAG,OAAO,CACnD,mBAAmB,GAAG;IACpB,8EAA8E;IAC9E,WAAW,EAAE,MAAM,CAAC;IACpB;;OAEG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB,CACF,CAAC;AAEF,sFAAsF;AACtF,MAAM,MAAM,+BAA+B,GAAG,MAAM,GAAG,IAAI,CAAC;AAE5D;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,+BAA+B,GAC1C,OAAO,CAAC,+BAA+B,CAAC,CAoB1C"}

package/dist/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.js

@@ -3,7 +3,10 @@ import { getInstantQuoteIdTempQuoteId as n } from "../../types/generated/enigma-
 import { isAxiosError as r } from "axios";
 //#region src/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.ts
 async function i(i, a) {
-	let { solver: o } = i.getChainConfig(a.chainId), s = a.baseUrl ?? o.url;
+	let o = i.getSolver({
+		chainId: a.chainId,
+		solverId: a.solverId
+	}), s = a.baseUrl ?? o.url;
 	try {
 		return (await n(a.tempQuoteId, { baseURL: s })).data?.quote_id ?? null;
 	} catch (n) {

package/dist/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.js.map

@@ -1 +1 @@
-{"version":3,"file":"get-instant-open-quote-id.js","names":[],"sources":["../../../../src/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.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 { getInstantQuoteIdTempQuoteId } from \"../../types/generated/enigma-solver\";\n\n/**\n * Parameters for {@link getInstantOpenQuoteId}.\n */\nexport type GetInstantOpenQuoteIdParameters = Compute<\n  ChainIdParameter & {\n    /** Hedger-local temp id (from a {@link GetInstantOpensReturnType} record). */\n    tempQuoteId: number;\n    /**\n     * Hedger base URL to query. Defaults to the chain config's `solver.url`.\n     */\n    baseUrl?: string;\n  }\n>;\n\n/** Return type of {@link getInstantOpenQuoteId}: the on-chain quote id, or `null`. */\nexport type GetInstantOpenQuoteIdReturnType = number | null;\n\n/**\n * Resolve the on-chain quote id for a hedger temp id via the hedger's\n * `/instant_quote_id/{tempQuoteId}` endpoint.\n *\n * This is the reconciliation handoff: a pending instant-open carries a\n * hedger-local `tempQuoteId`; once the trade is anchored on-chain the hedger can\n * map it to the real quote id. Returns `null` while the mapping does not exist\n * yet (the trade is still off-chain only).\n *\n * @param config - The SDK config.\n * @param parameters - `tempQuoteId`, optional `chainId`, optional hedger `baseUrl`.\n * @returns The on-chain quote id, or `null` when not yet anchored.\n * @throws {SymmApiError} when the hedger request fails.\n * @throws {SymmError} when the chain is unsupported.\n *\n * @example\n * ```ts\n * const quoteId = await getInstantOpenQuoteId(config, { tempQuoteId: -1001 });\n * if (quoteId !== null) {\n *   // reconcile the optimistic record against on-chain quote `quoteId`\n * }\n * ```\n */\nexport async function getInstantOpenQuoteId(\n  config: Config,\n  parameters: GetInstantOpenQuoteIdParameters,\n): Promise<GetInstantOpenQuoteIdReturnType> {\n  const { solver } = config.getChainConfig(parameters.chainId);\n  const baseURL = parameters.baseUrl ?? solver.url;\n  try {\n    const response = await getInstantQuoteIdTempQuoteId(parameters.tempQuoteId, { baseURL });\n    return response.data?.quote_id ?? null;\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"GET_INSTANT_OPEN_QUOTE_ID_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"GET_INSTANT_OPEN_QUOTE_ID_FAILED\",\n      `Failed to fetch instant-open quote id: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;AA8CA,eAAsB,EACpB,GACA,GAC0C;CAC1C,IAAM,EAAE,cAAW,EAAO,eAAe,EAAW,OAAO,GACrD,IAAU,EAAW,WAAW,EAAO;CAC7C,IAAI;EAEF,QAAO,MADgB,EAA6B,EAAW,aAAa,EAAE,WAAQ,CAAC,GACvE,MAAM,YAAY;CACpC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAAoC;EAAQ,CAAC,IAGnF,IAAI,EACR,OACA,oCACA,0CAA0C,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACzF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}
+{"version":3,"file":"get-instant-open-quote-id.js","names":[],"sources":["../../../../src/solvers/instant-open/get-instant-open-quote-id/get-instant-open-quote-id.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 { getInstantQuoteIdTempQuoteId } from \"../../types/generated/enigma-solver\";\n\n/**\n * Parameters for {@link getInstantOpenQuoteId}.\n */\nexport type GetInstantOpenQuoteIdParameters = Compute<\n  ReadSolverParameter & {\n    /** Hedger-local temp id (from a {@link GetInstantOpensReturnType} record). */\n    tempQuoteId: number;\n    /**\n     * Hedger base URL to query. Defaults to the chain config's `solver.url`.\n     */\n    baseUrl?: string;\n  }\n>;\n\n/** Return type of {@link getInstantOpenQuoteId}: the on-chain quote id, or `null`. */\nexport type GetInstantOpenQuoteIdReturnType = number | null;\n\n/**\n * Resolve the on-chain quote id for a hedger temp id via the hedger's\n * `/instant_quote_id/{tempQuoteId}` endpoint.\n *\n * This is the reconciliation handoff: a pending instant-open carries a\n * hedger-local `tempQuoteId`; once the trade is anchored on-chain the hedger can\n * map it to the real quote id. Returns `null` while the mapping does not exist\n * yet (the trade is still off-chain only).\n *\n * @param config - The SDK config.\n * @param parameters - `tempQuoteId`, optional `chainId`, optional hedger `baseUrl`.\n * @returns The on-chain quote id, or `null` when not yet anchored.\n * @throws {SymmApiError} when the hedger request fails.\n * @throws {SymmError} when the chain is unsupported.\n *\n * @example\n * ```ts\n * const quoteId = await getInstantOpenQuoteId(config, { tempQuoteId: -1001 });\n * if (quoteId !== null) {\n *   // reconcile the optimistic record against on-chain quote `quoteId`\n * }\n * ```\n */\nexport async function getInstantOpenQuoteId(\n  config: Config,\n  parameters: GetInstantOpenQuoteIdParameters,\n): Promise<GetInstantOpenQuoteIdReturnType> {\n  const solver = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId });\n  const baseURL = parameters.baseUrl ?? solver.url;\n  try {\n    const response = await getInstantQuoteIdTempQuoteId(parameters.tempQuoteId, { baseURL });\n    return response.data?.quote_id ?? null;\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"GET_INSTANT_OPEN_QUOTE_ID_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"GET_INSTANT_OPEN_QUOTE_ID_FAILED\",\n      `Failed to fetch instant-open quote id: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;AA8CA,eAAsB,EACpB,GACA,GAC0C;CAC1C,IAAM,IAAS,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC,GACxF,IAAU,EAAW,WAAW,EAAO;CAC7C,IAAI;EAEF,QAAO,MADgB,EAA6B,EAAW,aAAa,EAAE,WAAQ,CAAC,GACvE,MAAM,YAAY;CACpC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAAoC;EAAQ,CAAC,IAGnF,IAAI,EACR,OACA,oCACA,0CAA0C,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KACzF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/solvers/instant-open/get-instant-open-quote-id/query.d.ts.map

@@ -1 +1 @@
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package/dist/solvers/instant-open/get-instant-open-quote-id/query.js

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

package/dist/solvers/instant-open/get-instant-open-quote-id/query.js.map

@@ -1 +1 @@
-{"version":3,"file":"query.js","names":[],"sources":["../../../../src/solvers/instant-open/get-instant-open-quote-id/query.ts"],"sourcesContent":["import type { Config } from \"../../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../../shared/types/query\";\nimport { filterQueryOptions } from \"../../../shared/utils/query\";\nimport {\n  getInstantOpenQuoteId,\n  type GetInstantOpenQuoteIdParameters,\n  type GetInstantOpenQuoteIdReturnType,\n} from \"./get-instant-open-quote-id\";\n\n/** Data resolved by the {@link getInstantOpenQuoteIdQueryOptions} query. */\nexport type GetInstantOpenQuoteIdData = GetInstantOpenQuoteIdReturnType;\n\n/**\n * Build the TanStack Query key for {@link getInstantOpenQuoteIdQueryOptions}.\n *\n * @param options - Query parameters (chain id, temp quote id, base url, config key).\n * @returns A stable, hashable query key.\n */\nexport function getInstantOpenQuoteIdQueryKey(options: Compute<GetInstantOpenQuoteIdParameters & ConfigKeyParameter>) {\n  return [\"getInstantOpenQuoteId\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getInstantOpenQuoteIdQueryKey}. */\nexport type GetInstantOpenQuoteIdQueryKey = ReturnType<typeof getInstantOpenQuoteIdQueryKey>;\n\n/**\n * Options accepted by {@link getInstantOpenQuoteIdQueryOptions}: the action's\n * parameters, an optional cache scope, and TanStack overrides.\n */\nexport type GetInstantOpenQuoteIdOptions = Compute<\n  GetInstantOpenQuoteIdParameters &\n    QueryParameter<GetInstantOpenQuoteIdData, Error, GetInstantOpenQuoteIdData, GetInstantOpenQuoteIdQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getInstantOpenQuoteIdQueryOptions}. */\nexport type GetInstantOpenQuoteIdQueryOptions = SymmioQueryOptions<\n  GetInstantOpenQuoteIdData,\n  Error,\n  GetInstantOpenQuoteIdData,\n  GetInstantOpenQuoteIdQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getInstantOpenQuoteId}. Poll with\n * `query.refetchInterval` until the returned id is non-null, then disable.\n *\n * @param config - The SDK config.\n * @param options - Query parameters and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(\n *   getInstantOpenQuoteIdQueryOptions(config, {\n *     tempQuoteId: -1001,\n *     query: { refetchInterval: 2_000 },\n *   }),\n * );\n * ```\n */\nexport function getInstantOpenQuoteIdQueryOptions(\n  config: Config,\n  options: GetInstantOpenQuoteIdOptions,\n): GetInstantOpenQuoteIdQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getInstantOpenQuoteIdQueryKey({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () =>\n      getInstantOpenQuoteId(config, {\n        chainId: options.chainId,\n        tempQuoteId: options.tempQuoteId,\n        baseUrl: options.baseUrl,\n      }),\n  };\n}\n"],"mappings":";;;AAmBA,SAAgB,EAA8B,GAAwE;CACpH,OAAO,CAAC,yBAAyB,EAAmB,CAAO,CAAC;AAC9D;AAwCA,SAAgB,EACd,GACA,GACmC;CACnC,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAA8B;GACtC,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,SAAS,EAAQ,OAAO,WAAW;EACnC,eACE,EAAsB,GAAQ;GAC5B,SAAS,EAAQ;GACjB,aAAa,EAAQ;GACrB,SAAS,EAAQ;EACnB,CAAC;CACL;AACF"}
+{"version":3,"file":"query.js","names":[],"sources":["../../../../src/solvers/instant-open/get-instant-open-quote-id/query.ts"],"sourcesContent":["import type { Config } from \"../../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../../shared/types/query\";\nimport { filterQueryOptions } from \"../../../shared/utils/query\";\nimport {\n  getInstantOpenQuoteId,\n  type GetInstantOpenQuoteIdParameters,\n  type GetInstantOpenQuoteIdReturnType,\n} from \"./get-instant-open-quote-id\";\n\n/** Data resolved by the {@link getInstantOpenQuoteIdQueryOptions} query. */\nexport type GetInstantOpenQuoteIdData = GetInstantOpenQuoteIdReturnType;\n\n/**\n * Build the TanStack Query key for {@link getInstantOpenQuoteIdQueryOptions}.\n *\n * @param options - Query parameters (chain id, temp quote id, base url, config key).\n * @returns A stable, hashable query key.\n */\nexport function getInstantOpenQuoteIdQueryKey(options: Compute<GetInstantOpenQuoteIdParameters & ConfigKeyParameter>) {\n  return [\"getInstantOpenQuoteId\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getInstantOpenQuoteIdQueryKey}. */\nexport type GetInstantOpenQuoteIdQueryKey = ReturnType<typeof getInstantOpenQuoteIdQueryKey>;\n\n/**\n * Options accepted by {@link getInstantOpenQuoteIdQueryOptions}: the action's\n * parameters, an optional cache scope, and TanStack overrides.\n */\nexport type GetInstantOpenQuoteIdOptions = Compute<\n  GetInstantOpenQuoteIdParameters &\n    QueryParameter<GetInstantOpenQuoteIdData, Error, GetInstantOpenQuoteIdData, GetInstantOpenQuoteIdQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getInstantOpenQuoteIdQueryOptions}. */\nexport type GetInstantOpenQuoteIdQueryOptions = SymmioQueryOptions<\n  GetInstantOpenQuoteIdData,\n  Error,\n  GetInstantOpenQuoteIdData,\n  GetInstantOpenQuoteIdQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getInstantOpenQuoteId}. Poll with\n * `query.refetchInterval` until the returned id is non-null, then disable.\n *\n * @param config - The SDK config.\n * @param options - Query parameters and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(\n *   getInstantOpenQuoteIdQueryOptions(config, {\n *     tempQuoteId: -1001,\n *     query: { refetchInterval: 2_000 },\n *   }),\n * );\n * ```\n */\nexport function getInstantOpenQuoteIdQueryOptions(\n  config: Config,\n  options: GetInstantOpenQuoteIdOptions,\n): GetInstantOpenQuoteIdQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getInstantOpenQuoteIdQueryKey({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () =>\n      getInstantOpenQuoteId(config, {\n        chainId: options.chainId,\n        solverId: options.solverId,\n        tempQuoteId: options.tempQuoteId,\n        baseUrl: options.baseUrl,\n      }),\n  };\n}\n"],"mappings":";;;AAmBA,SAAgB,EAA8B,GAAwE;CACpH,OAAO,CAAC,yBAAyB,EAAmB,CAAO,CAAC;AAC9D;AAwCA,SAAgB,EACd,GACA,GACmC;CACnC,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAA8B;GACtC,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,SAAS,EAAQ,OAAO,WAAW;EACnC,eACE,EAAsB,GAAQ;GAC5B,SAAS,EAAQ;GACjB,UAAU,EAAQ;GAClB,aAAa,EAAQ;GACrB,SAAS,EAAQ;EACnB,CAAC;CACL;AACF"}