@symmio/trading-core 1.1.0 → 3.0.0

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+ * treats those sentinels as "unpublished" and skips the check.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 `0` ⇒ unpublished.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 `"0"` ⇒ unpublished.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 @@
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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/selectors.d.ts

@@ -1,4 +1,5 @@
 import { Hex } from 'viem';
+import { Config } from '../../../core/config/index.js';
 /**
  * 4-byte function selector for `AccountLayer.addMarginToNextVA(...)`.
  *
@@ -7,7 +8,17 @@ import { Hex } from 'viem';
  */
 export declare const ADD_MARGIN_TO_NEXT_VA_SELECTOR: Hex;
 /**
- * 4-byte function selector for `Symmio.sendQuoteWithAffiliateAndData(...)`.
+ * 4-byte function selector for `Symmio.sendQuote(...)` — the perps-core v0.8.6
+ * overload carrying `SolverFeeCaps`. This is the selector the Enigma
+ * instant-open flow signs, and the one a session key needs delegation for.
+ */
+export declare const SEND_QUOTE_SELECTOR: Hex;
+/**
+ * 4-byte function selector for the legacy `Symmio.sendQuoteWithAffiliateAndData(...)`.
+ *
+ * Kept for the Rasa flow, which still signs the legacy method (it stores zero
+ * solver-fee caps on-chain). The Enigma delegation set uses
+ * {@link SEND_QUOTE_SELECTOR} instead.
  */
 export declare const SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR: Hex;
 /**
@@ -15,21 +26,49 @@ export declare const SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR: Hex;
  */
 export declare const REQUEST_TO_CLOSE_POSITION_SELECTOR: Hex;
 /**
- * The full set of selectors a session key needs delegation for in order to
- * sign the InstantLayer v2 trade lifecycle on behalf of a sub-account: open
- * (`sendQuoteWithAffiliateAndData`), close (`requestToClosePosition`), and
- * margin top-up (`addMarginToNextVA`). Pass to `grantDelegation` in one
- * transaction.
+ * The selectors a session key needs delegation for to sign the InstantLayer v2
+ * trade lifecycle on a **perps-core v0.8.6 chain**: open (`sendQuote`), close
+ * (`requestToClosePosition`), and margin top-up (`addMarginToNextVA`). Pass to
+ * `grantDelegation` in one transaction.
+ *
+ * **The set is per-chain.** A v0.8.5 chain's open leg is the legacy
+ * `sendQuoteWithAffiliateAndData` ({@link LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS});
+ * in a flow that serves several chains, resolve the right set with
+ * {@link getInstantTradeRequiredSelectors} instead of hardcoding either
+ * constant.
  *
  * @example
  * ```ts
  * grantDelegation(config, {
  *   account: { addr: subAccountAddress, isPartyB: false },
  *   delegatedSigner: sessionKeyAddress,
- *   selectors: INSTANT_TRADE_REQUIRED_SELECTORS,
+ *   selectors: getInstantTradeRequiredSelectors(config, { chainId }),
  *   expiryTimestamp,
  * });
  * ```
  */
 export declare const INSTANT_TRADE_REQUIRED_SELECTORS: readonly [`0x${string}`, `0x${string}`, `0x${string}`];
+/**
+ * The {@link INSTANT_TRADE_REQUIRED_SELECTORS} counterpart for a **perps-core
+ * v0.8.5 chain**, whose open leg is the legacy `sendQuoteWithAffiliateAndData`
+ * (the capped `sendQuote` selector does not exist on its diamond).
+ */
+export declare const LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS: readonly [`0x${string}`, `0x${string}`, `0x${string}`];
+/**
+ * Resolve the session-key delegation selector set for a chain by its
+ * `contractsVersion`: {@link INSTANT_TRADE_REQUIRED_SELECTORS} on `"0.8.6"`,
+ * {@link LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS} on `"0.8.5"`.
+ *
+ * Use this (or the `useInstantTradeRequiredSelectors` hook) in any flow that
+ * can point at more than one chain — a hardcoded set is wrong on the other
+ * generation's chains.
+ *
+ * @param config - The SDK config.
+ * @param parameters - Optional `chainId`; defaults to the config's `defaultChainId`.
+ * @returns The selector set matching the chain's contracts generation.
+ * @throws {SymmError} `UNSUPPORTED_CHAIN` when the chain is not configured.
+ */
+export declare function getInstantTradeRequiredSelectors(config: Config, parameters?: {
+    chainId?: number;
+}): typeof INSTANT_TRADE_REQUIRED_SELECTORS | typeof LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS;
 //# sourceMappingURL=selectors.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"selectors.d.ts","sourceRoot":"","sources":["../../../../src/solvers/instant-open/shared/selectors.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkD,KAAK,GAAG,EAAE,MAAM,MAAM,CAAC;AAChF,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,sBAAsB,CAAC;AAUnD;;;;;GAKG;AACH,eAAO,MAAM,8BAA8B,EAAE,GAAkE,CAAC;AAEhH;;;;GAIG;AACH,eAAO,MAAM,mBAAmB,EAAE,GAAoD,CAAC;AAEvF;;;;;;GAMG;AACH,eAAO,MAAM,2CAA2C,EAAE,GAGzD,CAAC;AAEF;;GAEG;AACH,eAAO,MAAM,kCAAkC,EAAE,GAAiE,CAAC;AAEnH;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,eAAO,MAAM,gCAAgC,wDAInC,CAAC;AAEX;;;;GAIG;AACH,eAAO,MAAM,uCAAuC,wDAI1C,CAAC;AAEX;;;;;;;;;;;;;GAaG;AACH,wBAAgB,gCAAgC,CAC9C,MAAM,EAAE,MAAM,EACd,UAAU,GAAE;IAAE,OAAO,CAAC,EAAE,MAAM,CAAA;CAAO,GACpC,OAAO,gCAAgC,GAAG,OAAO,uCAAuC,CAI1F"}

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

@@ -1,5 +1,5 @@
-import { accountLayerAbi as e } from "../../../symmio-contracts/abi/v0.8.5/account-layer.js";
-import { symmioAbi as t } from "../../../symmio-contracts/abi/v0.8.5/symmio.js";
+import { accountLayerAbi as e } from "../../../symmio-contracts/abi/v0.8.6/account-layer.js";
+import { symmioAbi as t } from "../../../symmio-contracts/abi/v0.8.6/symmio.js";
 import { toFunctionSelector as n } from "viem";
 //#region src/solvers/instant-open/shared/selectors.ts
 function r(e, t) {
@@ -7,12 +7,19 @@ function r(e, t) {
 	if (!r) throw Error(`Selector lookup failed: "${t}" not in ABI.`);
 	return n(r);
 }
-var i = r(e, "addMarginToNextVA"), a = r(t, "sendQuoteWithAffiliateAndData"), o = r(t, "requestToClosePosition"), s = [
+var i = r(e, "addMarginToNextVA"), a = r(t, "sendQuote"), o = r(t, "sendQuoteWithAffiliateAndData"), s = r(t, "requestToClosePosition"), c = [
 	i,
 	a,
-	o
+	s
+], l = [
+	i,
+	o,
+	s
 ];
+function u(e, t = {}) {
+	return e.getChainConfig(t.chainId).contractsVersion === "0.8.5" ? l : c;
+}
 //#endregion
-export { i as ADD_MARGIN_TO_NEXT_VA_SELECTOR, s as INSTANT_TRADE_REQUIRED_SELECTORS, o as REQUEST_TO_CLOSE_POSITION_SELECTOR, a as SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR };
+export { i as ADD_MARGIN_TO_NEXT_VA_SELECTOR, c as INSTANT_TRADE_REQUIRED_SELECTORS, l as LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS, s as REQUEST_TO_CLOSE_POSITION_SELECTOR, a as SEND_QUOTE_SELECTOR, o as SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR, u as getInstantTradeRequiredSelectors };
 
 //# sourceMappingURL=selectors.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"selectors.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/selectors.ts"],"sourcesContent":["import { toFunctionSelector, type Abi, type AbiFunction, type Hex } from \"viem\";\nimport { accountLayerAbi } from \"../../../symmio-contracts/abi/v0.8.5/account-layer\";\nimport { symmioAbi } from \"../../../symmio-contracts/abi/v0.8.5/symmio\";\n\nfunction selectorFromAbi(abi: Abi, name: string): Hex {\n  const fragment = abi.find((item) => item.type === \"function\" && item.name === name) as AbiFunction | undefined;\n  if (!fragment) throw new Error(`Selector lookup failed: \"${name}\" not in ABI.`);\n  return toFunctionSelector(fragment);\n}\n\n/**\n * 4-byte function selector for `AccountLayer.addMarginToNextVA(...)`.\n *\n * Computed once from the ABI fragment so it stays in sync if the function\n * signature changes in a future ABI version.\n */\nexport const ADD_MARGIN_TO_NEXT_VA_SELECTOR: Hex = selectorFromAbi(accountLayerAbi as Abi, \"addMarginToNextVA\");\n\n/**\n * 4-byte function selector for `Symmio.sendQuoteWithAffiliateAndData(...)`.\n */\nexport const SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR: Hex = selectorFromAbi(\n  symmioAbi as Abi,\n  \"sendQuoteWithAffiliateAndData\",\n);\n\n/**\n * 4-byte function selector for `Symmio.requestToClosePosition(...)`.\n */\nexport const REQUEST_TO_CLOSE_POSITION_SELECTOR: Hex = selectorFromAbi(symmioAbi as Abi, \"requestToClosePosition\");\n\n/**\n * The full set of selectors a session key needs delegation for in order to\n * sign the InstantLayer v2 trade lifecycle on behalf of a sub-account: open\n * (`sendQuoteWithAffiliateAndData`), close (`requestToClosePosition`), and\n * margin top-up (`addMarginToNextVA`). Pass to `grantDelegation` in one\n * transaction.\n *\n * @example\n * ```ts\n * grantDelegation(config, {\n *   account: { addr: subAccountAddress, isPartyB: false },\n *   delegatedSigner: sessionKeyAddress,\n *   selectors: INSTANT_TRADE_REQUIRED_SELECTORS,\n *   expiryTimestamp,\n * });\n * ```\n */\nexport const INSTANT_TRADE_REQUIRED_SELECTORS = [\n  ADD_MARGIN_TO_NEXT_VA_SELECTOR,\n  SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR,\n  REQUEST_TO_CLOSE_POSITION_SELECTOR,\n] as const;\n"],"mappings":";;;;AAIA,SAAS,EAAgB,GAAU,GAAmB;CACpD,IAAM,IAAW,EAAI,MAAM,MAAS,EAAK,SAAS,cAAc,EAAK,SAAS,CAAI;CAClF,IAAI,CAAC,GAAU,MAAU,MAAM,4BAA4B,EAAK,cAAc;CAC9E,OAAO,EAAmB,CAAQ;AACpC;AAQA,IAAa,IAAsC,EAAgB,GAAwB,mBAAmB,GAKjG,IAAmD,EAC9D,GACA,+BACF,GAKa,IAA0C,EAAgB,GAAkB,wBAAwB,GAmBpG,IAAmC;CAC9C;CACA;CACA;AACF"}
+{"version":3,"file":"selectors.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/selectors.ts"],"sourcesContent":["import { toFunctionSelector, type Abi, type AbiFunction, type Hex } from \"viem\";\nimport type { Config } from \"../../../core/config\";\nimport { accountLayerAbi } from \"../../../symmio-contracts/abi/v0.8.6/account-layer\";\nimport { symmioAbi } from \"../../../symmio-contracts/abi/v0.8.6/symmio\";\n\nfunction selectorFromAbi(abi: Abi, name: string): Hex {\n  const fragment = abi.find((item) => item.type === \"function\" && item.name === name) as AbiFunction | undefined;\n  if (!fragment) throw new Error(`Selector lookup failed: \"${name}\" not in ABI.`);\n  return toFunctionSelector(fragment);\n}\n\n/**\n * 4-byte function selector for `AccountLayer.addMarginToNextVA(...)`.\n *\n * Computed once from the ABI fragment so it stays in sync if the function\n * signature changes in a future ABI version.\n */\nexport const ADD_MARGIN_TO_NEXT_VA_SELECTOR: Hex = selectorFromAbi(accountLayerAbi as Abi, \"addMarginToNextVA\");\n\n/**\n * 4-byte function selector for `Symmio.sendQuote(...)` — the perps-core v0.8.6\n * overload carrying `SolverFeeCaps`. This is the selector the Enigma\n * instant-open flow signs, and the one a session key needs delegation for.\n */\nexport const SEND_QUOTE_SELECTOR: Hex = selectorFromAbi(symmioAbi as Abi, \"sendQuote\");\n\n/**\n * 4-byte function selector for the legacy `Symmio.sendQuoteWithAffiliateAndData(...)`.\n *\n * Kept for the Rasa flow, which still signs the legacy method (it stores zero\n * solver-fee caps on-chain). The Enigma delegation set uses\n * {@link SEND_QUOTE_SELECTOR} instead.\n */\nexport const SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR: Hex = selectorFromAbi(\n  symmioAbi as Abi,\n  \"sendQuoteWithAffiliateAndData\",\n);\n\n/**\n * 4-byte function selector for `Symmio.requestToClosePosition(...)`.\n */\nexport const REQUEST_TO_CLOSE_POSITION_SELECTOR: Hex = selectorFromAbi(symmioAbi as Abi, \"requestToClosePosition\");\n\n/**\n * The selectors a session key needs delegation for to sign the InstantLayer v2\n * trade lifecycle on a **perps-core v0.8.6 chain**: open (`sendQuote`), close\n * (`requestToClosePosition`), and margin top-up (`addMarginToNextVA`). Pass to\n * `grantDelegation` in one transaction.\n *\n * **The set is per-chain.** A v0.8.5 chain's open leg is the legacy\n * `sendQuoteWithAffiliateAndData` ({@link LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS});\n * in a flow that serves several chains, resolve the right set with\n * {@link getInstantTradeRequiredSelectors} instead of hardcoding either\n * constant.\n *\n * @example\n * ```ts\n * grantDelegation(config, {\n *   account: { addr: subAccountAddress, isPartyB: false },\n *   delegatedSigner: sessionKeyAddress,\n *   selectors: getInstantTradeRequiredSelectors(config, { chainId }),\n *   expiryTimestamp,\n * });\n * ```\n */\nexport const INSTANT_TRADE_REQUIRED_SELECTORS = [\n  ADD_MARGIN_TO_NEXT_VA_SELECTOR,\n  SEND_QUOTE_SELECTOR,\n  REQUEST_TO_CLOSE_POSITION_SELECTOR,\n] as const;\n\n/**\n * The {@link INSTANT_TRADE_REQUIRED_SELECTORS} counterpart for a **perps-core\n * v0.8.5 chain**, whose open leg is the legacy `sendQuoteWithAffiliateAndData`\n * (the capped `sendQuote` selector does not exist on its diamond).\n */\nexport const LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS = [\n  ADD_MARGIN_TO_NEXT_VA_SELECTOR,\n  SEND_QUOTE_WITH_AFFILIATE_AND_DATA_SELECTOR,\n  REQUEST_TO_CLOSE_POSITION_SELECTOR,\n] as const;\n\n/**\n * Resolve the session-key delegation selector set for a chain by its\n * `contractsVersion`: {@link INSTANT_TRADE_REQUIRED_SELECTORS} on `\"0.8.6\"`,\n * {@link LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS} on `\"0.8.5\"`.\n *\n * Use this (or the `useInstantTradeRequiredSelectors` hook) in any flow that\n * can point at more than one chain — a hardcoded set is wrong on the other\n * generation's chains.\n *\n * @param config - The SDK config.\n * @param parameters - Optional `chainId`; defaults to the config's `defaultChainId`.\n * @returns The selector set matching the chain's contracts generation.\n * @throws {SymmError} `UNSUPPORTED_CHAIN` when the chain is not configured.\n */\nexport function getInstantTradeRequiredSelectors(\n  config: Config,\n  parameters: { chainId?: number } = {},\n): typeof INSTANT_TRADE_REQUIRED_SELECTORS | typeof LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS {\n  return config.getChainConfig(parameters.chainId).contractsVersion === \"0.8.5\"\n    ? LEGACY_INSTANT_TRADE_REQUIRED_SELECTORS\n    : INSTANT_TRADE_REQUIRED_SELECTORS;\n}\n"],"mappings":";;;;AAKA,SAAS,EAAgB,GAAU,GAAmB;CACpD,IAAM,IAAW,EAAI,MAAM,MAAS,EAAK,SAAS,cAAc,EAAK,SAAS,CAAI;CAClF,IAAI,CAAC,GAAU,MAAU,MAAM,4BAA4B,EAAK,cAAc;CAC9E,OAAO,EAAmB,CAAQ;AACpC;AAQA,IAAa,IAAsC,EAAgB,GAAwB,mBAAmB,GAOjG,IAA2B,EAAgB,GAAkB,WAAW,GASxE,IAAmD,EAC9D,GACA,+BACF,GAKa,IAA0C,EAAgB,GAAkB,wBAAwB,GAwBpG,IAAmC;CAC9C;CACA;CACA;AACF,GAOa,IAA0C;CACrD;CACA;CACA;AACF;AAgBA,SAAgB,EACd,GACA,IAAmC,CAAC,GACsD;CAC1F,OAAO,EAAO,eAAe,EAAW,OAAO,EAAE,qBAAqB,UAClE,IACA;AACN"}

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}.
  */
@@ -70,8 +81,11 @@ export interface CalculateTradeParamsReturnType {
  *
  * Steps:
  * 1. `requestedOpenPrice = markPrice × (1 ± slippage/100)` trimmed to `pricePrecision`.
- * 2. `quantityBasic = userInput / requestedOpenPrice` (when `inputField === "PRICE"`) or
+ * 2. `quantityBasic = userInput / markPrice` (when `inputField === "PRICE"`) or
  *    `userInput` (when `inputField === "TOKEN"`) trimmed to `quantityPrecision`.
+ *    Sized at the raw mark price, never the slippage-adjusted bound: `V × L` of
+ *    notional at mark `M` is `V × L / M` units on every fill, so changing the
+ *    slippage setting moves only the price bound and never resizes the position.
  * 3. `notionalBasic = quantityBasic × requestedOpenPrice`.
  * 4. `cva / lf / partyAmm / partyBmm = notionalBasic × percent / 100`.
  * 5. `quantity = quantityBasic × leverage` trimmed to `quantityPrecision`.
@@ -80,6 +94,65 @@ export interface CalculateTradeParamsReturnType {
  * @returns `null` when `markPrice` is zero/NaN or `userInput` is invalid.
  */
 export declare function calculateTradeParams(parameters: CalculateTradeParamsParameters): CalculateTradeParamsReturnType | null;
+/**
+ * Solver fees charged on the position, funded from the VA at open.
+ */
+export interface SolverFees {
+    /** `hedgerFeeOpen × notional`, decimal string. */
+    openSolverFee: string;
+    /**
+     * Close fee provisioned at open, decimal string. The solver charges more to
+     * close a freshly opened position, so — since the holding time is unknown at
+     * open — this provisions the **worst case**: `hedgerFeeCloseEarlyRate ×
+     * notional` when the early-rate field is supplied, else the flat
+     * `hedgerFeeClose × notional`.
+     */
+    closeSolverFee: string;
+}
+/**
+ * Compute the solver's open and close fees on the leveraged notional.
+ *
+ * The solver charges its fees from the **VA balance**, so both legs must ride
+ * the `addMargin` transfer from the SubAccount into the VA. The open leg is
+ * `hedgerFeeOpen × notional`. The close leg is provisioned for the **worst
+ * case**, because the holding time is unknown at open and an early close costs
+ * more: when `hedgerFeeCloseEarlyRate` is supplied it uses the peak rate (the
+ * rate at holding time 0); without it it falls back to the flat
+ * `hedgerFeeClose`. An absent, NaN, or negative rate contributes `"0"`.
+ */
+export declare function calculateSolverFees({ notional, hedgerFeeOpen, hedgerFeeClose, hedgerFeeCloseEarlyRate, hedgerFeeCloseEarlyThreshold, hedgerFeeCloseStandardThreshold, }: {
+    /** Leveraged notional (decimal string). */
+    notional: string;
+    /** Solver open-fee rate as a decimal fraction string (e.g. `"0.0004"`). */
+    hedgerFeeOpen: string | undefined;
+    /** Solver standard close-fee rate as a decimal fraction string. Used when no early rate is given. */
+    hedgerFeeClose: string | undefined;
+    /** Early (peak) close-fee rate; when given, the close leg provisions this worst-case rate. */
+    hedgerFeeCloseEarlyRate?: string;
+    /** Early-window length in seconds (paired with `hedgerFeeCloseEarlyRate`). */
+    hedgerFeeCloseEarlyThreshold?: number;
+    /** Standard-rate threshold in seconds (paired with `hedgerFeeCloseEarlyRate`). */
+    hedgerFeeCloseStandardThreshold?: number;
+}): SolverFees;
+/**
+ * Expected settlement loss charged from the VA when the fill lands away from
+ * the mark price the order was sized at.
+ *
+ * Side-aware: a LONG loses when the expected fill is **above** mark
+ * (`(expectedFillPrice − markPrice) × quantity`), a SHORT when it is **below**
+ * (`(markPrice − expectedFillPrice) × quantity`). Clamped at zero — a
+ * favorable expected fill never shrinks the transfer. Returns `"0"` when no
+ * usable estimate exists.
+ */
+export declare function calculateExpectedSettlementLoss({ positionType, markPrice, expectedFillPrice, quantity, }: {
+    positionType: PositionType;
+    /** Mark price the order was sized at (decimal string). */
+    markPrice: string;
+    /** Solver's estimated fill price (decimal string), when available. */
+    expectedFillPrice: string | undefined;
+    /** Leveraged order quantity (decimal string). */
+    quantity: string;
+}): string;
 /**
  * Parameters for {@link calculateMargin}.
  */
@@ -104,13 +177,38 @@ export interface CalculateMarginParameters {
     partyAmmPercent?: string;
     /** On-chain platform fee as decimal string (from {@link computePlatformFee}). */
     platformFee: string;
+    /** Solver open fee funded from the VA (from {@link calculateSolverFees}). Defaults to `"0"`. */
+    openSolverFee?: string;
+    /** Solver close fee provisioned at open (from {@link calculateSolverFees}). Defaults to `"0"`. */
+    closeSolverFee?: string;
+    /** Expected settlement loss vs the estimated fill (from {@link calculateExpectedSettlementLoss}). Defaults to `"0"`. */
+    expectedSettlementLoss?: string;
+    /**
+     * Extra funding headroom percent applied to a SHORT's margin basis
+     * (`markPrice × (1 + percent/100)`). A SHORT's `requestedOpenPrice` is a
+     * contract FLOOR — a fill above it rescales the signed locks up, so the
+     * prefund needs headroom the signed values do not carry. Defaults to `0`;
+     * the lowcap open flow passes {@link SHORT_FUNDING_BUFFER_PERCENT}.
+     */
+    shortFundingBufferPercent?: number;
 }
+/**
+ * Funding headroom percent the lowcap open flow applies to a SHORT's margin
+ * basis (see {@link CalculateMarginParameters.shortFundingBufferPercent}).
+ */
+export declare const SHORT_FUNDING_BUFFER_PERCENT = 1;
 /**
  * Compute the `addMargin` amount for lowcap isolation.
  *
- * - **LONG**: `margin = cva + lf + partyAmm + platformFee`.
- * - **SHORT**: recompute the locked values at `markPrice`,
- *   then sum + `platformFee`.
+ * - **LONG**: `margin = cva + lf + partyAmm + fees`.
+ * - **SHORT**: recompute the locked values at
+ *   `markPrice × (1 + shortFundingBufferPercent/100)`, then sum + fees — the
+ *   buffer covers lock growth when the fill lands above the SHORT's floor.
+ *
+ * `fees = platformFee + openSolverFee + closeSolverFee +
+ * expectedSettlementLoss` — the solver charges its fees and the open-price
+ * settlement from the **VA balance**, so every leg must ride this SubAccount →
+ * VA transfer or the position opens underfunded.
  *
  * @returns Margin as decimal string.
  */
@@ -135,6 +233,23 @@ export interface ComputePlatformFeeRates {
  * @returns Total fee as decimal string.
  */
 export declare function computePlatformFee(rates: ComputePlatformFeeRates, initialNotional: string, closeNotional: string): string;
+/**
+ * The two platform-fee legs, separated. Their sum equals
+ * {@link computePlatformFee} for the same inputs.
+ */
+export interface PlatformFeeLegs {
+    /** `openFee × openNotional / 1e18`, decimal string. */
+    platformOpenFee: string;
+    /** `closeFee × closeNotional / 1e18`, decimal string — provisioned at open. */
+    platformCloseFee: string;
+}
+/**
+ * Compute the platform open and close fee legs separately.
+ *
+ * Same math as {@link computePlatformFee}, split per leg for fee-breakdown
+ * displays. Rates come from on-chain `getFeeForUser` (18-decimal fixed-point).
+ */
+export declare function computePlatformFeeLegs(rates: ComputePlatformFeeRates, openNotional: string, closeNotional: string): PlatformFeeLegs;
 /**
  * Convert a decimal string to an 18-decimal-fixed-point `bigint`.
  *
@@ -171,10 +286,10 @@ export interface CalculateAvailableInstantOpenMarginParameters {
  *           × max(0, 1 − leverage × (openFee + closeFee))
  * ```
  *
- * A SHORT sizes quantity off `requestOpenPrice = markPrice × (1 − s)` (below
- * mark), so a worse fill inflates notional by up to `1 / (1 − s)`; capping usable
- * balance at `balance × (1 − s)` covers it. A LONG sets the request above mark,
- * so fills deflate notional and need no cap.
+ * A SHORT's `requestOpenPrice = markPrice × (1 − s)` is a contract FLOOR: a fill
+ * above it rescales the signed locks by up to `1 / (1 − s)`, so capping usable
+ * balance at `balance × (1 − s)` covers that growth. A LONG's request price is a
+ * ceiling, so fills can only shrink the locks and need no cap.
  *
  * @returns spendable margin in 18-decimal wei.
  * @example

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

@@ -1 +1 @@
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