@symmio/trading-core 1.1.0 → 3.0.0

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

@@ -1,46 +1,84 @@
 import { PositionType as e } from "../../../symmio-contracts/symmio/types.js";
-import { RoundingMode as t, parseEther as n, toDecimal as r } from "@symmio/utils/decimal";
+import { calculateSolverCloseFee as t } from "../../shared/solver-close-fee.js";
+import { RoundingMode as n, parseEther as r, toDecimal as i } from "@symmio/utils/decimal";
 //#region src/solvers/instant-open/shared/trade-math.ts
-var i = 300n;
-function a(e) {
-	return (e ?? BigInt(Math.floor(Date.now() / 1e3))) + i;
+var a = 300n;
+function o(e) {
+	return (e ?? BigInt(Math.floor(Date.now() / 1e3))) + a;
 }
-function o(n) {
-	let { markPrice: i, slippage: a, positionType: o, userInput: s, inputField: c, leverage: l, pricePrecision: u, quantityPrecision: d, cvaPercent: f, lfPercent: p, partyAmmPercent: m, partyBmmPercent: h } = n, g = r(i);
+var s = 900n;
+function c(e) {
+	return (e ?? BigInt(Math.floor(Date.now() / 1e3))) + s;
+}
+function l(t) {
+	let { markPrice: r, slippage: a, positionType: o, userInput: s, inputField: c, leverage: l, pricePrecision: u, quantityPrecision: d, cvaPercent: f, lfPercent: p, partyAmmPercent: m, partyBmmPercent: h } = t, g = i(r);
 	if (g.isZero() || g.isNaN()) return null;
-	let _ = r(s);
+	let _ = i(s);
 	if (_.isZero() || _.isNaN()) return null;
-	let v = r(100 - (o === e.SHORT ? a : -a)).div(100), y = g.times(v).toFixed(u, t.ROUND_DOWN), b = c === "PRICE" ? _.div(y).toFixed(d, t.ROUND_DOWN) : _.toFixed(d, t.ROUND_DOWN), x = r(b).times(y).toString(), S = r(x).times(r(f)).div(100).toString(), C = r(x).times(r(p)).div(100).toString(), w = r(x).times(r(m)).div(100).toString(), T = r(x).times(r(h)).div(100).toString();
+	let v = i(100 - (o === e.SHORT ? a : -a)).div(100), y = g.times(v).toFixed(u, n.ROUND_DOWN), b = c === "PRICE" ? _.div(g).toFixed(d, n.ROUND_DOWN) : _.toFixed(d, n.ROUND_DOWN), x = i(b).times(y).toString(), S = i(x).times(i(f)).div(100).toString(), C = i(x).times(i(p)).div(100).toString(), w = i(x).times(i(m)).div(100).toString(), T = i(x).times(i(h)).div(100).toString();
 	return {
 		requestedOpenPrice: y,
 		quantityBasic: b,
-		quantity: r(b).times(l).toFixed(d, t.ROUND_DOWN),
+		quantity: i(b).times(l).toFixed(d, n.ROUND_DOWN),
 		notionalBasic: x,
-		notional: r(x).times(l).toString(),
+		notional: i(x).times(l).toString(),
 		cva: S,
 		lf: C,
 		partyAmm: w,
 		partyBmm: T
 	};
 }
-function s(t) {
-	let { positionType: n, markPrice: i, quantityBasic: a, cva: o, lf: s, partyAmm: c, cvaPercent: l, lfPercent: u, partyAmmPercent: d, platformFee: f } = t;
-	if (n === e.LONG) return r(o).plus(s).plus(c).plus(f).toString();
-	let p = r(i), m = r(a).times(p).toString(), h = r(m).times(r(l)).div(100).toString(), g = r(m).times(r(u)).div(100).toString(), _ = r(m).times(r(d)).div(100).toString();
-	return r(h).plus(g).plus(_).plus(f).toString();
+function u({ notional: e, hedgerFeeOpen: n, hedgerFeeClose: r, hedgerFeeCloseEarlyRate: a, hedgerFeeCloseEarlyThreshold: o, hedgerFeeCloseStandardThreshold: s }) {
+	let c = i(e), l = (e) => {
+		let t = i(e);
+		return t.isNaN() || t.isNegative() || c.isNaN() ? "0" : c.times(t).toString();
+	}, u = a === void 0 ? l(r) : t({
+		hedgerFeeClose: r ?? "0",
+		hedgerFeeCloseEarlyRate: a,
+		hedgerFeeCloseEarlyThreshold: o ?? 0,
+		hedgerFeeCloseStandardThreshold: s ?? 0
+	}, {
+		notional: e,
+		holdingSeconds: 0
+	});
+	return {
+		openSolverFee: l(n),
+		closeSolverFee: u
+	};
+}
+function d({ positionType: t, markPrice: n, expectedFillPrice: r, quantity: a }) {
+	if (r === void 0) return "0";
+	let o = i(n), s = i(r), c = i(a);
+	if (o.isNaN() || s.isNaN() || s.isZero() || c.isNaN()) return "0";
+	let l = t === e.SHORT ? o.minus(s).times(c) : s.minus(o).times(c);
+	return l.isNegative() || l.isNaN() ? "0" : l.toString();
 }
-function c(e, t, n) {
-	let i = r(e.openFee.toString()).times(t), a = r(e.closeFee.toString()).times(n);
-	return i.plus(a).div(r("1e18")).toString();
+var f = 1;
+function p(t) {
+	let { positionType: n, markPrice: r, quantityBasic: a, cva: o, lf: s, partyAmm: c, cvaPercent: l, lfPercent: u, partyAmmPercent: d, platformFee: f, openSolverFee: p = "0", closeSolverFee: m = "0", expectedSettlementLoss: h = "0", shortFundingBufferPercent: g = 0 } = t, _ = i(f).plus(p).plus(m).plus(h);
+	if (n === e.LONG) return i(o).plus(s).plus(c).plus(_).toString();
+	let v = i(r).times(i(100 + g).div(100)), y = i(a).times(v).toString(), b = i(y).times(i(l)).div(100).toString(), x = i(y).times(i(u)).div(100).toString(), S = i(y).times(i(d)).div(100).toString();
+	return i(b).plus(x).plus(S).plus(_).toString();
+}
+function m(e, t, n) {
+	let r = i(e.openFee.toString()).times(t), a = i(e.closeFee.toString()).times(n);
+	return r.plus(a).div(i("1e18")).toString();
+}
+function h(e, t, n) {
+	let r = i("1e18");
+	return {
+		platformOpenFee: i(e.openFee.toString()).times(t).div(r).toString(),
+		platformCloseFee: i(e.closeFee.toString()).times(n).div(r).toString()
+	};
 }
-function l(e) {
-	return BigInt(n(e).toFixed(0, t.ROUND_DOWN));
+function g(e) {
+	return BigInt(r(e).toFixed(0, n.ROUND_DOWN));
 }
-function u(t) {
+function _(t) {
 	let { balance: n, openFee: r, closeFee: i, slippageFractionWei: a, leverage: o, positionType: s } = t, c = 10n ** 18n, l = s === e.SHORT ? a >= c ? 0n : c - a : c, u = BigInt(o) * (r + i), d = u >= c ? 0n : c - u;
 	return n * l / c * d / c;
 }
 //#endregion
-export { i as MARKET_ORDER_DEADLINE_SECONDS, u as calculateAvailableInstantOpenMargin, s as calculateMargin, o as calculateTradeParams, c as computePlatformFee, a as getMarketOrderDeadline, l as toWeiBigInt };
+export { a as MARKET_ORDER_DEADLINE_SECONDS, f as SHORT_FUNDING_BUFFER_PERCENT, _ as calculateAvailableInstantOpenMargin, d as calculateExpectedSettlementLoss, p as calculateMargin, u as calculateSolverFees, l as calculateTradeParams, m as computePlatformFee, h as computePlatformFeeLegs, c as getLimitOrderDeadline, o as getMarketOrderDeadline, g as toWeiBigInt };
 
 //# sourceMappingURL=trade-math.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"trade-math.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"sourcesContent":["import { parseEther, RoundingMode, toDecimal } from \"@symmio/utils/decimal\";\nimport { PositionType } from \"./types\";\n\n/**\n * Unix-seconds remaining for a MARKET-order deadline (5 minutes).\n */\nexport const MARKET_ORDER_DEADLINE_SECONDS = 300n;\n\n/**\n * Compute a unix-seconds `deadline` for a MARKET order.\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getMarketOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + MARKET_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Parameters for {@link calculateTradeParams}.\n */\nexport interface CalculateTradeParamsParameters {\n  /** Mark price as decimal string (e.g. `\"50123.45\"`). */\n  markPrice: string;\n  /** Slippage percent (e.g. `5` for 5%). */\n  slippage: number;\n  /** Position side: `\"LONG\"` or `\"SHORT\"`. */\n  positionType: PositionType;\n  /** User input as decimal string. Interpreted as collateral when `inputField === \"PRICE\"`. */\n  userInput: string;\n  /** Input mode. `\"PRICE\"` = userInput is USD collateral; `\"TOKEN\"` = userInput is base token amount. */\n  inputField: \"PRICE\" | \"TOKEN\";\n  /** Position leverage (integer ≥ 1). */\n  leverage: number;\n  /** Price precision (decimals). */\n  pricePrecision: number;\n  /** Quantity precision (decimals). */\n  quantityPrecision: number;\n  /** Solver locked-param percentages (e.g. `\"0.02\"` for 2%). */\n  cvaPercent?: string;\n  /** Solver locked-param percentages (e.g. `\"0.01\"` for 1%). */\n  lfPercent?: string;\n  /** Solver locked-param percentages. */\n  partyAmmPercent?: string;\n  /** Solver locked-param percentages. */\n  partyBmmPercent?: string;\n}\n\n/**\n * Return type of {@link calculateTradeParams}.\n *\n * All values are decimal strings. Convert to 18-decimal `bigint` with\n * `parseEther(...).toFixed(0)` (or {@link toWeiBigInt}) before passing to a\n * contract call.\n */\nexport interface CalculateTradeParamsReturnType {\n  /** Open price with slippage applied, trimmed to `pricePrecision`. */\n  requestedOpenPrice: string;\n  /** Base quantity (no leverage), trimmed to `quantityPrecision`. */\n  quantityBasic: string;\n  /** Leveraged quantity (`quantityBasic × leverage`), trimmed to `quantityPrecision`. */\n  quantity: string;\n  /** Base notional (`quantityBasic × requestedOpenPrice`). */\n  notionalBasic: string;\n  /** Leveraged notional (`notionalBasic × leverage`). */\n  notional: string;\n  /** CVA locked margin (`notionalBasic × cvaPercent / 100`). */\n  cva: string;\n  /** LF locked margin (`notionalBasic × lfPercent / 100`). */\n  lf: string;\n  /** PartyA maintenance margin. */\n  partyAmm: string;\n  /** PartyB maintenance margin. */\n  partyBmm: string;\n}\n\n/**\n * Pure trade-parameters calculator for lowcap MARKET orders.\n *\n * Steps:\n * 1. `requestedOpenPrice = markPrice × (1 ± slippage/100)` trimmed to `pricePrecision`.\n * 2. `quantityBasic = userInput / requestedOpenPrice` (when `inputField === \"PRICE\"`) or\n *    `userInput` (when `inputField === \"TOKEN\"`) trimmed to `quantityPrecision`.\n * 3. `notionalBasic = quantityBasic × requestedOpenPrice`.\n * 4. `cva / lf / partyAmm / partyBmm = notionalBasic × percent / 100`.\n * 5. `quantity = quantityBasic × leverage` trimmed to `quantityPrecision`.\n * 6. `notional = notionalBasic × leverage`.\n *\n * @returns `null` when `markPrice` is zero/NaN or `userInput` is invalid.\n */\nexport function calculateTradeParams(\n  parameters: CalculateTradeParamsParameters,\n): CalculateTradeParamsReturnType | null {\n  const {\n    markPrice,\n    slippage,\n    positionType,\n    userInput,\n    inputField,\n    leverage,\n    pricePrecision,\n    quantityPrecision,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    partyBmmPercent,\n  } = parameters;\n\n  const markPriceDec = toDecimal(markPrice);\n  if (markPriceDec.isZero() || markPriceDec.isNaN()) return null;\n  const userInputDec = toDecimal(userInput);\n  if (userInputDec.isZero() || userInputDec.isNaN()) return null;\n\n  const signedSlippage = positionType === PositionType.SHORT ? slippage : -slippage;\n  const slippageFactor = toDecimal(100 - signedSlippage).div(100);\n  const requestedOpenPrice = markPriceDec.times(slippageFactor).toFixed(pricePrecision, RoundingMode.ROUND_DOWN);\n\n  const quantityBasic =\n    inputField === \"PRICE\"\n      ? userInputDec.div(requestedOpenPrice).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN)\n      : userInputDec.toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n\n  const notionalBasic = toDecimal(quantityBasic).times(requestedOpenPrice).toString();\n  const cva = toDecimal(notionalBasic).times(toDecimal(cvaPercent)).div(100).toString();\n  const lf = toDecimal(notionalBasic).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmm = toDecimal(notionalBasic).times(toDecimal(partyAmmPercent)).div(100).toString();\n  const partyBmm = toDecimal(notionalBasic).times(toDecimal(partyBmmPercent)).div(100).toString();\n\n  const quantity = toDecimal(quantityBasic).times(leverage).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n  const notional = toDecimal(notionalBasic).times(leverage).toString();\n\n  return {\n    requestedOpenPrice,\n    quantityBasic,\n    quantity,\n    notionalBasic,\n    notional,\n    cva,\n    lf,\n    partyAmm,\n    partyBmm,\n  };\n}\n\n/**\n * Parameters for {@link calculateMargin}.\n */\nexport interface CalculateMarginParameters {\n  /** Position side. */\n  positionType: PositionType;\n  /** Mark price (decimal string). */\n  markPrice: string;\n  /** Base quantity from {@link calculateTradeParams}. */\n  quantityBasic: string;\n  /** CVA from {@link calculateTradeParams}. */\n  cva: string;\n  /** LF from {@link calculateTradeParams}. */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams}. */\n  partyAmm: string;\n  /** Solver locked-param percents (passed when recomputing for SHORT). */\n  cvaPercent?: string;\n  /** Solver locked-param percents. */\n  lfPercent?: string;\n  /** Solver locked-param percents. */\n  partyAmmPercent?: string;\n  /** On-chain platform fee as decimal string (from {@link computePlatformFee}). */\n  platformFee: string;\n}\n\n/**\n * Compute the `addMargin` amount for lowcap isolation.\n *\n * - **LONG**: `margin = cva + lf + partyAmm + platformFee`.\n * - **SHORT**: recompute the locked values at `markPrice`,\n *   then sum + `platformFee`.\n *\n * @returns Margin as decimal string.\n */\nexport function calculateMargin(parameters: CalculateMarginParameters): string {\n  const {\n    positionType,\n    markPrice,\n    quantityBasic,\n    cva,\n    lf,\n    partyAmm,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    platformFee,\n  } = parameters;\n\n  if (positionType === PositionType.LONG) {\n    return toDecimal(cva).plus(lf).plus(partyAmm).plus(platformFee).toString();\n  }\n\n  const marginPrice = toDecimal(markPrice);\n  const notionalBasicMargin = toDecimal(quantityBasic).times(marginPrice).toString();\n  const cvaMargin = toDecimal(notionalBasicMargin).times(toDecimal(cvaPercent)).div(100).toString();\n  const lfMargin = toDecimal(notionalBasicMargin).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmmMargin = toDecimal(notionalBasicMargin).times(toDecimal(partyAmmPercent)).div(100).toString();\n\n  return toDecimal(cvaMargin).plus(lfMargin).plus(partyAmmMargin).plus(platformFee).toString();\n}\n\n/**\n * On-chain `getFeeForUser` result, in 18-decimal fixed-point.\n */\nexport interface ComputePlatformFeeRates {\n  /** Open fee rate as 18-decimal `bigint`. */\n  openFee: bigint;\n  /** Close fee rate as 18-decimal `bigint`. */\n  closeFee: bigint;\n}\n\n/**\n * Compute the total platform fee for an open + close round trip.\n *\n * `(openFee × initialNotional + closeFee × closeNotional) / 1e18`.\n *\n * @param rates - Fee rates from `getFeeForUser`.\n * @param initialNotional - Notional at open, decimal string.\n * @param closeNotional - Notional at close, decimal string.\n * @returns Total fee as decimal string.\n */\nexport function computePlatformFee(\n  rates: ComputePlatformFeeRates,\n  initialNotional: string,\n  closeNotional: string,\n): string {\n  const open = toDecimal(rates.openFee.toString()).times(initialNotional);\n  const close = toDecimal(rates.closeFee.toString()).times(closeNotional);\n  return open.plus(close).div(toDecimal(\"1e18\")).toString();\n}\n\n/**\n * Convert a decimal string to an 18-decimal-fixed-point `bigint`.\n *\n * Wrapper over `parseEther` from `@symmio/utils/decimal` that returns\n * the wei value as `bigint` (truncated, no rounding) suitable for contract calls.\n */\nexport function toWeiBigInt(value: string): bigint {\n  return BigInt(parseEther(value).toFixed(0, RoundingMode.ROUND_DOWN));\n}\n\n/**\n * Inputs for {@link calculateAvailableInstantOpenMargin}. All amounts are\n * 18-decimal wei / fixed-point.\n */\nexport interface CalculateAvailableInstantOpenMarginParameters {\n  /** SubAccount available (deallocated) balance from `getAccountBalanceOf`; 1e18-scaled. */\n  balance: bigint;\n  /** Open fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  openFee: bigint;\n  /** Close fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  closeFee: bigint;\n  /** Slippage as an 18-decimal fraction (5% → `5n * 10n ** 16n`). */\n  slippageFractionWei: bigint;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n}\n\n/**\n * Maximum initial margin an instant open can spend. Shaves the raw available\n * balance for fees (both sides, charged on the leveraged notional) and — for\n * SHORT only — a worst-case slippage-fill buffer. Pure `bigint`; clamps to `0n`.\n *\n * ```text\n * available = balance\n *           × max(0, 1 − slippageFactor)                 // SHORT: slippage, LONG: 0\n *           × max(0, 1 − leverage × (openFee + closeFee))\n * ```\n *\n * A SHORT sizes quantity off `requestOpenPrice = markPrice × (1 − s)` (below\n * mark), so a worse fill inflates notional by up to `1 / (1 − s)`; capping usable\n * balance at `balance × (1 − s)` covers it. A LONG sets the request above mark,\n * so fills deflate notional and need no cap.\n *\n * @returns spendable margin in 18-decimal wei.\n * @example\n * ```ts\n * const max = calculateAvailableInstantOpenMargin({\n *   balance,\n *   openFee,\n *   closeFee,\n *   slippageFractionWei: 5n * 10n ** 16n, // 5%\n *   leverage: 10,\n *   positionType: PositionType.SHORT,\n * });\n * ```\n */\nexport function calculateAvailableInstantOpenMargin(parameters: CalculateAvailableInstantOpenMarginParameters): bigint {\n  const { balance, openFee, closeFee, slippageFractionWei, leverage, positionType } = parameters;\n  const ONE_E18 = 10n ** 18n;\n\n  const slippageMultiplier =\n    positionType === PositionType.SHORT\n      ? slippageFractionWei >= ONE_E18\n        ? 0n\n        : ONE_E18 - slippageFractionWei\n      : ONE_E18;\n\n  const leverageScaled = BigInt(leverage) * (openFee + closeFee);\n  const feeMultiplier = leverageScaled >= ONE_E18 ? 0n : ONE_E18 - leverageScaled;\n\n  const afterSlippage = (balance * slippageMultiplier) / ONE_E18;\n  return (afterSlippage * feeMultiplier) / ONE_E18;\n}\n"],"mappings":";;;AAMA,IAAa,IAAgC;AAO7C,SAAgB,EAAuB,GAAsB;CAE3D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AA0EA,SAAgB,EACd,GACuC;CACvC,IAAM,EACJ,cACA,aACA,iBACA,cACA,eACA,aACA,mBACA,sBACA,eACA,cACA,oBACA,uBACE,GAEE,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAC1D,IAAM,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAG1D,IAAM,IAAiB,EAAU,OADV,MAAiB,EAAa,QAAQ,IAAW,CAAC,EACpB,EAAE,IAAI,GAAG,GACxD,IAAqB,EAAa,MAAM,CAAc,EAAE,QAAQ,GAAgB,EAAa,UAAU,GAEvG,IACJ,MAAe,UACX,EAAa,IAAI,CAAkB,EAAE,QAAQ,GAAmB,EAAa,UAAU,IACvF,EAAa,QAAQ,GAAmB,EAAa,UAAU,GAE/D,IAAgB,EAAU,CAAa,EAAE,MAAM,CAAkB,EAAE,SAAS,GAC5E,IAAM,EAAU,CAAa,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC9E,IAAK,EAAU,CAAa,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC5E,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAK9F,OAAO;EACL;EACA;EACA,UANe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,QAAQ,GAAmB,EAAa,UAMhG;EACA;EACA,UAPe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,SAOxD;EACA;EACA;EACA;EACA;CACF;AACF;AAqCA,SAAgB,EAAgB,GAA+C;CAC7E,IAAM,EACJ,iBACA,cACA,kBACA,QACA,OACA,aACA,eACA,cACA,oBACA,mBACE;CAEJ,IAAI,MAAiB,EAAa,MAChC,OAAO,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAW,EAAE,SAAS;CAG3E,IAAM,IAAc,EAAU,CAAS,GACjC,IAAsB,EAAU,CAAa,EAAE,MAAM,CAAW,EAAE,SAAS,GAC3E,IAAY,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC1F,IAAW,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAiB,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAE1G,OAAO,EAAU,CAAS,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAc,EAAE,KAAK,CAAW,EAAE,SAAS;AAC7F;AAsBA,SAAgB,EACd,GACA,GACA,GACQ;CACR,IAAM,IAAO,EAAU,EAAM,QAAQ,SAAS,CAAC,EAAE,MAAM,CAAe,GAChE,IAAQ,EAAU,EAAM,SAAS,SAAS,CAAC,EAAE,MAAM,CAAa;CACtE,OAAO,EAAK,KAAK,CAAK,EAAE,IAAI,EAAU,MAAM,CAAC,EAAE,SAAS;AAC1D;AAQA,SAAgB,EAAY,GAAuB;CACjD,OAAO,OAAO,EAAW,CAAK,EAAE,QAAQ,GAAG,EAAa,UAAU,CAAC;AACrE;AAkDA,SAAgB,EAAoC,GAAmE;CACrH,IAAM,EAAE,YAAS,YAAS,aAAU,wBAAqB,aAAU,oBAAiB,GAC9E,IAAU,OAAO,KAEjB,IACJ,MAAiB,EAAa,QAC1B,KAAuB,IACrB,KACA,IAAU,IACZ,GAEA,IAAiB,OAAO,CAAQ,KAAK,IAAU,IAC/C,IAAgB,KAAkB,IAAU,KAAK,IAAU;CAGjE,OADuB,IAAU,IAAsB,IAC/B,IAAiB;AAC3C"}
+{"version":3,"file":"trade-math.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/trade-math.ts"],"sourcesContent":["import { parseEther, RoundingMode, toDecimal } from \"@symmio/utils/decimal\";\nimport { calculateSolverCloseFee } from \"../../shared/solver-close-fee\";\nimport { PositionType } from \"./types\";\n\n/**\n * Unix-seconds remaining for a MARKET-order deadline (5 minutes).\n */\nexport const MARKET_ORDER_DEADLINE_SECONDS = 300n;\n\n/**\n * Compute a unix-seconds `deadline` for a MARKET order.\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getMarketOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + MARKET_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Unix-seconds remaining for a LIMIT-order deadline (15 minutes). A resting\n * limit order lives longer than a market fill, so it gets a wider window.\n */\nexport const LIMIT_ORDER_DEADLINE_SECONDS = 900n;\n\n/**\n * Compute a unix-seconds `deadline` for a LIMIT order (default 15 minutes).\n *\n * @param now - Optional override for `Math.floor(Date.now() / 1000)`. Useful for tests.\n */\nexport function getLimitOrderDeadline(now?: bigint): bigint {\n  const base = now ?? BigInt(Math.floor(Date.now() / 1000));\n  return base + LIMIT_ORDER_DEADLINE_SECONDS;\n}\n\n/**\n * Parameters for {@link calculateTradeParams}.\n */\nexport interface CalculateTradeParamsParameters {\n  /** Mark price as decimal string (e.g. `\"50123.45\"`). */\n  markPrice: string;\n  /** Slippage percent (e.g. `5` for 5%). */\n  slippage: number;\n  /** Position side: `\"LONG\"` or `\"SHORT\"`. */\n  positionType: PositionType;\n  /** User input as decimal string. Interpreted as collateral when `inputField === \"PRICE\"`. */\n  userInput: string;\n  /** Input mode. `\"PRICE\"` = userInput is USD collateral; `\"TOKEN\"` = userInput is base token amount. */\n  inputField: \"PRICE\" | \"TOKEN\";\n  /** Position leverage (integer ≥ 1). */\n  leverage: number;\n  /** Price precision (decimals). */\n  pricePrecision: number;\n  /** Quantity precision (decimals). */\n  quantityPrecision: number;\n  /** Solver locked-param percentages (e.g. `\"0.02\"` for 2%). */\n  cvaPercent?: string;\n  /** Solver locked-param percentages (e.g. `\"0.01\"` for 1%). */\n  lfPercent?: string;\n  /** Solver locked-param percentages. */\n  partyAmmPercent?: string;\n  /** Solver locked-param percentages. */\n  partyBmmPercent?: string;\n}\n\n/**\n * Return type of {@link calculateTradeParams}.\n *\n * All values are decimal strings. Convert to 18-decimal `bigint` with\n * `parseEther(...).toFixed(0)` (or {@link toWeiBigInt}) before passing to a\n * contract call.\n */\nexport interface CalculateTradeParamsReturnType {\n  /** Open price with slippage applied, trimmed to `pricePrecision`. */\n  requestedOpenPrice: string;\n  /** Base quantity (no leverage), trimmed to `quantityPrecision`. */\n  quantityBasic: string;\n  /** Leveraged quantity (`quantityBasic × leverage`), trimmed to `quantityPrecision`. */\n  quantity: string;\n  /** Base notional (`quantityBasic × requestedOpenPrice`). */\n  notionalBasic: string;\n  /** Leveraged notional (`notionalBasic × leverage`). */\n  notional: string;\n  /** CVA locked margin (`notionalBasic × cvaPercent / 100`). */\n  cva: string;\n  /** LF locked margin (`notionalBasic × lfPercent / 100`). */\n  lf: string;\n  /** PartyA maintenance margin. */\n  partyAmm: string;\n  /** PartyB maintenance margin. */\n  partyBmm: string;\n}\n\n/**\n * Pure trade-parameters calculator for lowcap MARKET orders.\n *\n * Steps:\n * 1. `requestedOpenPrice = markPrice × (1 ± slippage/100)` trimmed to `pricePrecision`.\n * 2. `quantityBasic = userInput / markPrice` (when `inputField === \"PRICE\"`) or\n *    `userInput` (when `inputField === \"TOKEN\"`) trimmed to `quantityPrecision`.\n *    Sized at the raw mark price, never the slippage-adjusted bound: `V × L` of\n *    notional at mark `M` is `V × L / M` units on every fill, so changing the\n *    slippage setting moves only the price bound and never resizes the position.\n * 3. `notionalBasic = quantityBasic × requestedOpenPrice`.\n * 4. `cva / lf / partyAmm / partyBmm = notionalBasic × percent / 100`.\n * 5. `quantity = quantityBasic × leverage` trimmed to `quantityPrecision`.\n * 6. `notional = notionalBasic × leverage`.\n *\n * @returns `null` when `markPrice` is zero/NaN or `userInput` is invalid.\n */\nexport function calculateTradeParams(\n  parameters: CalculateTradeParamsParameters,\n): CalculateTradeParamsReturnType | null {\n  const {\n    markPrice,\n    slippage,\n    positionType,\n    userInput,\n    inputField,\n    leverage,\n    pricePrecision,\n    quantityPrecision,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    partyBmmPercent,\n  } = parameters;\n\n  const markPriceDec = toDecimal(markPrice);\n  if (markPriceDec.isZero() || markPriceDec.isNaN()) return null;\n  const userInputDec = toDecimal(userInput);\n  if (userInputDec.isZero() || userInputDec.isNaN()) return null;\n\n  const signedSlippage = positionType === PositionType.SHORT ? slippage : -slippage;\n  const slippageFactor = toDecimal(100 - signedSlippage).div(100);\n  const requestedOpenPrice = markPriceDec.times(slippageFactor).toFixed(pricePrecision, RoundingMode.ROUND_DOWN);\n\n  const quantityBasic =\n    inputField === \"PRICE\"\n      ? userInputDec.div(markPriceDec).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN)\n      : userInputDec.toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n\n  const notionalBasic = toDecimal(quantityBasic).times(requestedOpenPrice).toString();\n  const cva = toDecimal(notionalBasic).times(toDecimal(cvaPercent)).div(100).toString();\n  const lf = toDecimal(notionalBasic).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmm = toDecimal(notionalBasic).times(toDecimal(partyAmmPercent)).div(100).toString();\n  const partyBmm = toDecimal(notionalBasic).times(toDecimal(partyBmmPercent)).div(100).toString();\n\n  const quantity = toDecimal(quantityBasic).times(leverage).toFixed(quantityPrecision, RoundingMode.ROUND_DOWN);\n  const notional = toDecimal(notionalBasic).times(leverage).toString();\n\n  return {\n    requestedOpenPrice,\n    quantityBasic,\n    quantity,\n    notionalBasic,\n    notional,\n    cva,\n    lf,\n    partyAmm,\n    partyBmm,\n  };\n}\n\n/**\n * Solver fees charged on the position, funded from the VA at open.\n */\nexport interface SolverFees {\n  /** `hedgerFeeOpen × notional`, decimal string. */\n  openSolverFee: string;\n  /**\n   * Close fee provisioned at open, decimal string. The solver charges more to\n   * close a freshly opened position, so — since the holding time is unknown at\n   * open — this provisions the **worst case**: `hedgerFeeCloseEarlyRate ×\n   * notional` when the early-rate field is supplied, else the flat\n   * `hedgerFeeClose × notional`.\n   */\n  closeSolverFee: string;\n}\n\n/**\n * Compute the solver's open and close fees on the leveraged notional.\n *\n * The solver charges its fees from the **VA balance**, so both legs must ride\n * the `addMargin` transfer from the SubAccount into the VA. The open leg is\n * `hedgerFeeOpen × notional`. The close leg is provisioned for the **worst\n * case**, because the holding time is unknown at open and an early close costs\n * more: when `hedgerFeeCloseEarlyRate` is supplied it uses the peak rate (the\n * rate at holding time 0); without it it falls back to the flat\n * `hedgerFeeClose`. An absent, NaN, or negative rate contributes `\"0\"`.\n */\nexport function calculateSolverFees({\n  notional,\n  hedgerFeeOpen,\n  hedgerFeeClose,\n  hedgerFeeCloseEarlyRate,\n  hedgerFeeCloseEarlyThreshold,\n  hedgerFeeCloseStandardThreshold,\n}: {\n  /** Leveraged notional (decimal string). */\n  notional: string;\n  /** Solver open-fee rate as a decimal fraction string (e.g. `\"0.0004\"`). */\n  hedgerFeeOpen: string | undefined;\n  /** Solver standard close-fee rate as a decimal fraction string. Used when no early rate is given. */\n  hedgerFeeClose: string | undefined;\n  /** Early (peak) close-fee rate; when given, the close leg provisions this worst-case rate. */\n  hedgerFeeCloseEarlyRate?: string;\n  /** Early-window length in seconds (paired with `hedgerFeeCloseEarlyRate`). */\n  hedgerFeeCloseEarlyThreshold?: number;\n  /** Standard-rate threshold in seconds (paired with `hedgerFeeCloseEarlyRate`). */\n  hedgerFeeCloseStandardThreshold?: number;\n}): SolverFees {\n  const notionalDec = toDecimal(notional);\n  const toFee = (rate: string | undefined) => {\n    const rateDec = toDecimal(rate);\n    if (rateDec.isNaN() || rateDec.isNegative() || notionalDec.isNaN()) return \"0\";\n    return notionalDec.times(rateDec).toString();\n  };\n  const closeSolverFee =\n    hedgerFeeCloseEarlyRate !== undefined\n      ? calculateSolverCloseFee(\n          {\n            hedgerFeeClose: hedgerFeeClose ?? \"0\",\n            hedgerFeeCloseEarlyRate,\n            hedgerFeeCloseEarlyThreshold: hedgerFeeCloseEarlyThreshold ?? 0,\n            hedgerFeeCloseStandardThreshold: hedgerFeeCloseStandardThreshold ?? 0,\n          },\n          { notional, holdingSeconds: 0 },\n        )\n      : toFee(hedgerFeeClose);\n  return { openSolverFee: toFee(hedgerFeeOpen), closeSolverFee };\n}\n\n/**\n * Expected settlement loss charged from the VA when the fill lands away from\n * the mark price the order was sized at.\n *\n * Side-aware: a LONG loses when the expected fill is **above** mark\n * (`(expectedFillPrice − markPrice) × quantity`), a SHORT when it is **below**\n * (`(markPrice − expectedFillPrice) × quantity`). Clamped at zero — a\n * favorable expected fill never shrinks the transfer. Returns `\"0\"` when no\n * usable estimate exists.\n */\nexport function calculateExpectedSettlementLoss({\n  positionType,\n  markPrice,\n  expectedFillPrice,\n  quantity,\n}: {\n  positionType: PositionType;\n  /** Mark price the order was sized at (decimal string). */\n  markPrice: string;\n  /** Solver's estimated fill price (decimal string), when available. */\n  expectedFillPrice: string | undefined;\n  /** Leveraged order quantity (decimal string). */\n  quantity: string;\n}): string {\n  if (expectedFillPrice === undefined) return \"0\";\n  const mark = toDecimal(markPrice);\n  const fill = toDecimal(expectedFillPrice);\n  const quantityDec = toDecimal(quantity);\n  if (mark.isNaN() || fill.isNaN() || fill.isZero() || quantityDec.isNaN()) return \"0\";\n\n  const loss =\n    positionType === PositionType.SHORT ? mark.minus(fill).times(quantityDec) : fill.minus(mark).times(quantityDec);\n  return loss.isNegative() || loss.isNaN() ? \"0\" : loss.toString();\n}\n\n/**\n * Parameters for {@link calculateMargin}.\n */\nexport interface CalculateMarginParameters {\n  /** Position side. */\n  positionType: PositionType;\n  /** Mark price (decimal string). */\n  markPrice: string;\n  /** Base quantity from {@link calculateTradeParams}. */\n  quantityBasic: string;\n  /** CVA from {@link calculateTradeParams}. */\n  cva: string;\n  /** LF from {@link calculateTradeParams}. */\n  lf: string;\n  /** PartyA maintenance margin from {@link calculateTradeParams}. */\n  partyAmm: string;\n  /** Solver locked-param percents (passed when recomputing for SHORT). */\n  cvaPercent?: string;\n  /** Solver locked-param percents. */\n  lfPercent?: string;\n  /** Solver locked-param percents. */\n  partyAmmPercent?: string;\n  /** On-chain platform fee as decimal string (from {@link computePlatformFee}). */\n  platformFee: string;\n  /** Solver open fee funded from the VA (from {@link calculateSolverFees}). Defaults to `\"0\"`. */\n  openSolverFee?: string;\n  /** Solver close fee provisioned at open (from {@link calculateSolverFees}). Defaults to `\"0\"`. */\n  closeSolverFee?: string;\n  /** Expected settlement loss vs the estimated fill (from {@link calculateExpectedSettlementLoss}). Defaults to `\"0\"`. */\n  expectedSettlementLoss?: string;\n  /**\n   * Extra funding headroom percent applied to a SHORT's margin basis\n   * (`markPrice × (1 + percent/100)`). A SHORT's `requestedOpenPrice` is a\n   * contract FLOOR — a fill above it rescales the signed locks up, so the\n   * prefund needs headroom the signed values do not carry. Defaults to `0`;\n   * the lowcap open flow passes {@link SHORT_FUNDING_BUFFER_PERCENT}.\n   */\n  shortFundingBufferPercent?: number;\n}\n\n/**\n * Funding headroom percent the lowcap open flow applies to a SHORT's margin\n * basis (see {@link CalculateMarginParameters.shortFundingBufferPercent}).\n */\nexport const SHORT_FUNDING_BUFFER_PERCENT = 1;\n\n/**\n * Compute the `addMargin` amount for lowcap isolation.\n *\n * - **LONG**: `margin = cva + lf + partyAmm + fees`.\n * - **SHORT**: recompute the locked values at\n *   `markPrice × (1 + shortFundingBufferPercent/100)`, then sum + fees — the\n *   buffer covers lock growth when the fill lands above the SHORT's floor.\n *\n * `fees = platformFee + openSolverFee + closeSolverFee +\n * expectedSettlementLoss` — the solver charges its fees and the open-price\n * settlement from the **VA balance**, so every leg must ride this SubAccount →\n * VA transfer or the position opens underfunded.\n *\n * @returns Margin as decimal string.\n */\nexport function calculateMargin(parameters: CalculateMarginParameters): string {\n  const {\n    positionType,\n    markPrice,\n    quantityBasic,\n    cva,\n    lf,\n    partyAmm,\n    cvaPercent,\n    lfPercent,\n    partyAmmPercent,\n    platformFee,\n    openSolverFee = \"0\",\n    closeSolverFee = \"0\",\n    expectedSettlementLoss = \"0\",\n    shortFundingBufferPercent = 0,\n  } = parameters;\n\n  const fees = toDecimal(platformFee).plus(openSolverFee).plus(closeSolverFee).plus(expectedSettlementLoss);\n\n  if (positionType === PositionType.LONG) {\n    return toDecimal(cva).plus(lf).plus(partyAmm).plus(fees).toString();\n  }\n\n  const marginPrice = toDecimal(markPrice).times(toDecimal(100 + shortFundingBufferPercent).div(100));\n  const notionalBasicMargin = toDecimal(quantityBasic).times(marginPrice).toString();\n  const cvaMargin = toDecimal(notionalBasicMargin).times(toDecimal(cvaPercent)).div(100).toString();\n  const lfMargin = toDecimal(notionalBasicMargin).times(toDecimal(lfPercent)).div(100).toString();\n  const partyAmmMargin = toDecimal(notionalBasicMargin).times(toDecimal(partyAmmPercent)).div(100).toString();\n\n  return toDecimal(cvaMargin).plus(lfMargin).plus(partyAmmMargin).plus(fees).toString();\n}\n\n/**\n * On-chain `getFeeForUser` result, in 18-decimal fixed-point.\n */\nexport interface ComputePlatformFeeRates {\n  /** Open fee rate as 18-decimal `bigint`. */\n  openFee: bigint;\n  /** Close fee rate as 18-decimal `bigint`. */\n  closeFee: bigint;\n}\n\n/**\n * Compute the total platform fee for an open + close round trip.\n *\n * `(openFee × initialNotional + closeFee × closeNotional) / 1e18`.\n *\n * @param rates - Fee rates from `getFeeForUser`.\n * @param initialNotional - Notional at open, decimal string.\n * @param closeNotional - Notional at close, decimal string.\n * @returns Total fee as decimal string.\n */\nexport function computePlatformFee(\n  rates: ComputePlatformFeeRates,\n  initialNotional: string,\n  closeNotional: string,\n): string {\n  const open = toDecimal(rates.openFee.toString()).times(initialNotional);\n  const close = toDecimal(rates.closeFee.toString()).times(closeNotional);\n  return open.plus(close).div(toDecimal(\"1e18\")).toString();\n}\n\n/**\n * The two platform-fee legs, separated. Their sum equals\n * {@link computePlatformFee} for the same inputs.\n */\nexport interface PlatformFeeLegs {\n  /** `openFee × openNotional / 1e18`, decimal string. */\n  platformOpenFee: string;\n  /** `closeFee × closeNotional / 1e18`, decimal string — provisioned at open. */\n  platformCloseFee: string;\n}\n\n/**\n * Compute the platform open and close fee legs separately.\n *\n * Same math as {@link computePlatformFee}, split per leg for fee-breakdown\n * displays. Rates come from on-chain `getFeeForUser` (18-decimal fixed-point).\n */\nexport function computePlatformFeeLegs(\n  rates: ComputePlatformFeeRates,\n  openNotional: string,\n  closeNotional: string,\n): PlatformFeeLegs {\n  const scale = toDecimal(\"1e18\");\n  return {\n    platformOpenFee: toDecimal(rates.openFee.toString()).times(openNotional).div(scale).toString(),\n    platformCloseFee: toDecimal(rates.closeFee.toString()).times(closeNotional).div(scale).toString(),\n  };\n}\n\n/**\n * Convert a decimal string to an 18-decimal-fixed-point `bigint`.\n *\n * Wrapper over `parseEther` from `@symmio/utils/decimal` that returns\n * the wei value as `bigint` (truncated, no rounding) suitable for contract calls.\n */\nexport function toWeiBigInt(value: string): bigint {\n  return BigInt(parseEther(value).toFixed(0, RoundingMode.ROUND_DOWN));\n}\n\n/**\n * Inputs for {@link calculateAvailableInstantOpenMargin}. All amounts are\n * 18-decimal wei / fixed-point.\n */\nexport interface CalculateAvailableInstantOpenMarginParameters {\n  /** SubAccount available (deallocated) balance from `getAccountBalanceOf`; 1e18-scaled. */\n  balance: bigint;\n  /** Open fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  openFee: bigint;\n  /** Close fee rate (18-decimal fixed-point) from `getFeeForUser`. */\n  closeFee: bigint;\n  /** Slippage as an 18-decimal fraction (5% → `5n * 10n ** 16n`). */\n  slippageFractionWei: bigint;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n}\n\n/**\n * Maximum initial margin an instant open can spend. Shaves the raw available\n * balance for fees (both sides, charged on the leveraged notional) and — for\n * SHORT only — a worst-case slippage-fill buffer. Pure `bigint`; clamps to `0n`.\n *\n * ```text\n * available = balance\n *           × max(0, 1 − slippageFactor)                 // SHORT: slippage, LONG: 0\n *           × max(0, 1 − leverage × (openFee + closeFee))\n * ```\n *\n * A SHORT's `requestOpenPrice = markPrice × (1 − s)` is a contract FLOOR: a fill\n * above it rescales the signed locks by up to `1 / (1 − s)`, so capping usable\n * balance at `balance × (1 − s)` covers that growth. A LONG's request price is a\n * ceiling, so fills can only shrink the locks and need no cap.\n *\n * @returns spendable margin in 18-decimal wei.\n * @example\n * ```ts\n * const max = calculateAvailableInstantOpenMargin({\n *   balance,\n *   openFee,\n *   closeFee,\n *   slippageFractionWei: 5n * 10n ** 16n, // 5%\n *   leverage: 10,\n *   positionType: PositionType.SHORT,\n * });\n * ```\n */\nexport function calculateAvailableInstantOpenMargin(parameters: CalculateAvailableInstantOpenMarginParameters): bigint {\n  const { balance, openFee, closeFee, slippageFractionWei, leverage, positionType } = parameters;\n  const ONE_E18 = 10n ** 18n;\n\n  const slippageMultiplier =\n    positionType === PositionType.SHORT\n      ? slippageFractionWei >= ONE_E18\n        ? 0n\n        : ONE_E18 - slippageFractionWei\n      : ONE_E18;\n\n  const leverageScaled = BigInt(leverage) * (openFee + closeFee);\n  const feeMultiplier = leverageScaled >= ONE_E18 ? 0n : ONE_E18 - leverageScaled;\n\n  const afterSlippage = (balance * slippageMultiplier) / ONE_E18;\n  return (afterSlippage * feeMultiplier) / ONE_E18;\n}\n"],"mappings":";;;;AAOA,IAAa,IAAgC;AAO7C,SAAgB,EAAuB,GAAsB;CAE3D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AAMA,IAAa,IAA+B;AAO5C,SAAgB,EAAsB,GAAsB;CAE1D,QADa,KAAO,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC,KAC1C;AAChB;AA6EA,SAAgB,EACd,GACuC;CACvC,IAAM,EACJ,cACA,aACA,iBACA,cACA,eACA,aACA,mBACA,sBACA,eACA,cACA,oBACA,uBACE,GAEE,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAC1D,IAAM,IAAe,EAAU,CAAS;CACxC,IAAI,EAAa,OAAO,KAAK,EAAa,MAAM,GAAG,OAAO;CAG1D,IAAM,IAAiB,EAAU,OADV,MAAiB,EAAa,QAAQ,IAAW,CAAC,EACpB,EAAE,IAAI,GAAG,GACxD,IAAqB,EAAa,MAAM,CAAc,EAAE,QAAQ,GAAgB,EAAa,UAAU,GAEvG,IACJ,MAAe,UACX,EAAa,IAAI,CAAY,EAAE,QAAQ,GAAmB,EAAa,UAAU,IACjF,EAAa,QAAQ,GAAmB,EAAa,UAAU,GAE/D,IAAgB,EAAU,CAAa,EAAE,MAAM,CAAkB,EAAE,SAAS,GAC5E,IAAM,EAAU,CAAa,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC9E,IAAK,EAAU,CAAa,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC5E,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAW,EAAU,CAAa,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAK9F,OAAO;EACL;EACA;EACA,UANe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,QAAQ,GAAmB,EAAa,UAMhG;EACA;EACA,UAPe,EAAU,CAAa,EAAE,MAAM,CAAQ,EAAE,SAOxD;EACA;EACA;EACA;EACA;CACF;AACF;AA6BA,SAAgB,EAAoB,EAClC,aACA,kBACA,mBACA,4BACA,iCACA,sCAca;CACb,IAAM,IAAc,EAAU,CAAQ,GAChC,KAAS,MAA6B;EAC1C,IAAM,IAAU,EAAU,CAAI;EAE9B,OADI,EAAQ,MAAM,KAAK,EAAQ,WAAW,KAAK,EAAY,MAAM,IAAU,MACpE,EAAY,MAAM,CAAO,EAAE,SAAS;CAC7C,GACM,IACJ,MAA4B,KAAA,IAUxB,EAAM,CAAc,IATpB,EACE;EACE,gBAAgB,KAAkB;EAClC;EACA,8BAA8B,KAAgC;EAC9D,iCAAiC,KAAmC;CACtE,GACA;EAAE;EAAU,gBAAgB;CAAE,CAChC;CAEN,OAAO;EAAE,eAAe,EAAM,CAAa;EAAG;CAAe;AAC/D;AAYA,SAAgB,EAAgC,EAC9C,iBACA,cACA,sBACA,eASS;CACT,IAAI,MAAsB,KAAA,GAAW,OAAO;CAC5C,IAAM,IAAO,EAAU,CAAS,GAC1B,IAAO,EAAU,CAAiB,GAClC,IAAc,EAAU,CAAQ;CACtC,IAAI,EAAK,MAAM,KAAK,EAAK,MAAM,KAAK,EAAK,OAAO,KAAK,EAAY,MAAM,GAAG,OAAO;CAEjF,IAAM,IACJ,MAAiB,EAAa,QAAQ,EAAK,MAAM,CAAI,EAAE,MAAM,CAAW,IAAI,EAAK,MAAM,CAAI,EAAE,MAAM,CAAW;CAChH,OAAO,EAAK,WAAW,KAAK,EAAK,MAAM,IAAI,MAAM,EAAK,SAAS;AACjE;AA8CA,IAAa,IAA+B;AAiB5C,SAAgB,EAAgB,GAA+C;CAC7E,IAAM,EACJ,iBACA,cACA,kBACA,QACA,OACA,aACA,eACA,cACA,oBACA,gBACA,mBAAgB,KAChB,oBAAiB,KACjB,4BAAyB,KACzB,+BAA4B,MAC1B,GAEE,IAAO,EAAU,CAAW,EAAE,KAAK,CAAa,EAAE,KAAK,CAAc,EAAE,KAAK,CAAsB;CAExG,IAAI,MAAiB,EAAa,MAChC,OAAO,EAAU,CAAG,EAAE,KAAK,CAAE,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAI,EAAE,SAAS;CAGpE,IAAM,IAAc,EAAU,CAAS,EAAE,MAAM,EAAU,MAAM,CAAyB,EAAE,IAAI,GAAG,CAAC,GAC5F,IAAsB,EAAU,CAAa,EAAE,MAAM,CAAW,EAAE,SAAS,GAC3E,IAAY,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAU,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GAC1F,IAAW,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAS,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS,GACxF,IAAiB,EAAU,CAAmB,EAAE,MAAM,EAAU,CAAe,CAAC,EAAE,IAAI,GAAG,EAAE,SAAS;CAE1G,OAAO,EAAU,CAAS,EAAE,KAAK,CAAQ,EAAE,KAAK,CAAc,EAAE,KAAK,CAAI,EAAE,SAAS;AACtF;AAsBA,SAAgB,EACd,GACA,GACA,GACQ;CACR,IAAM,IAAO,EAAU,EAAM,QAAQ,SAAS,CAAC,EAAE,MAAM,CAAe,GAChE,IAAQ,EAAU,EAAM,SAAS,SAAS,CAAC,EAAE,MAAM,CAAa;CACtE,OAAO,EAAK,KAAK,CAAK,EAAE,IAAI,EAAU,MAAM,CAAC,EAAE,SAAS;AAC1D;AAmBA,SAAgB,EACd,GACA,GACA,GACiB;CACjB,IAAM,IAAQ,EAAU,MAAM;CAC9B,OAAO;EACL,iBAAiB,EAAU,EAAM,QAAQ,SAAS,CAAC,EAAE,MAAM,CAAY,EAAE,IAAI,CAAK,EAAE,SAAS;EAC7F,kBAAkB,EAAU,EAAM,SAAS,SAAS,CAAC,EAAE,MAAM,CAAa,EAAE,IAAI,CAAK,EAAE,SAAS;CAClG;AACF;AAQA,SAAgB,EAAY,GAAuB;CACjD,OAAO,OAAO,EAAW,CAAK,EAAE,QAAQ,GAAG,EAAa,UAAU,CAAC;AACrE;AAkDA,SAAgB,EAAoC,GAAmE;CACrH,IAAM,EAAE,YAAS,YAAS,aAAU,wBAAqB,aAAU,oBAAiB,GAC9E,IAAU,OAAO,KAEjB,IACJ,MAAiB,EAAa,QAC1B,KAAuB,IACrB,KACA,IAAU,IACZ,GAEA,IAAiB,OAAO,CAAQ,KAAK,IAAU,IAC/C,IAAgB,KAAkB,IAAU,KAAK,IAAU;CAGjE,OADuB,IAAU,IAAsB,IAC/B,IAAiB;AAC3C"}

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

@@ -1,6 +1,6 @@
 import { Address, Hex } from 'viem';
 import { InstantLayerAccount } from '../../../symmio-contracts/instant-layer/types.js';
-import { PositionType } from '../../../symmio-contracts/symmio/types.js';
+import { PositionType, SingleUpnlAndPriceSig } from '../../../symmio-contracts/symmio/types.js';
 /**
  * Re-export the canonical trade-side enum (defined in
  * `symmio-contracts/symmio/types.ts`) so the instant-open slice has one place
@@ -10,6 +10,10 @@ import { PositionType } from '../../../symmio-contracts/symmio/types.js';
 export { PositionType };
 /** Contract enum value for MARKET orders. */
 export declare const ORDER_TYPE_MARKET: 1;
+/** Contract enum value for LIMIT orders (majors / rasa only). */
+export declare const ORDER_TYPE_LIMIT: 0;
+/** Order type sent to the hedger: `ORDER_TYPE_MARKET` (instant) or `ORDER_TYPE_LIMIT`. */
+export type SolverOrderType = typeof ORDER_TYPE_MARKET | typeof ORDER_TYPE_LIMIT;
 /**
  * Virtual-account isolation type values used by `addMarginToNextVA`.
  *
@@ -51,29 +55,14 @@ export declare function isolationTypeForSide(positionType: PositionType): Virtua
  * Muon oracle signature accepted by `sendQuoteWithAffiliateAndData`.
  *
  * For lowcap flows, pass `ZERO_UPNL_SIG` or build a placeholder with
- * `getFakeSendQuoteMuonSignature`.
+ * `getFakeSendQuoteMuonSignature`. Solvers that enforce Muon verification
+ * (Rasa / majors) need a live attestation from `getSendQuoteUpnlSig`.
+ *
+ * @deprecated Renamed to {@link SingleUpnlAndPriceSig} to match the on-chain
+ * struct name. This alias is kept for one release and will be removed in the
+ * next major.
  */
-export interface UpnlSig {
-    /** Request id (typically `0x` for lowcap). */
-    reqId: Hex;
-    /** Unix-seconds timestamp. */
-    timestamp: bigint;
-    /** Signed unrealized PnL. */
-    upnl: bigint;
-    /** Mark price encoded as 18-decimal fixed point. */
-    price: bigint;
-    /** Gateway signature bytes. */
-    gatewaySignature: Hex;
-    /** Inner Muon signature tuple. */
-    sigs: {
-        /** Aggregated signature scalar. */
-        signature: bigint;
-        /** Owner address. */
-        owner: Address;
-        /** Nonce address. */
-        nonce: Address;
-    };
-}
+export type UpnlSig = SingleUpnlAndPriceSig;
 /**
  * InstantLayer EIP-712 `ReplayAttackHeader` struct.
  */
@@ -171,6 +160,38 @@ export interface InstantOpenMarketData {
     pricePrecision?: number;
     /** Pre-fetched market quantity precision. When omitted, resolved from solver markets. */
     quantityPrecision?: number;
+    /** Pre-fetched `minOpenSolverFeeCap` (decimal ratio string). When omitted, resolved from solver markets. */
+    minOpenSolverFeeCap?: string;
+    /** Pre-fetched `minCloseSolverFeeCap` (decimal ratio string). When omitted, resolved from solver markets. */
+    minCloseSolverFeeCap?: string;
+    /** Pre-fetched solver open-fee rate (decimal fraction string). When omitted, resolved from solver markets. */
+    hedgerFeeOpen?: string;
+    /** Pre-fetched solver close-fee rate (decimal fraction string). When omitted, resolved from solver markets. */
+    hedgerFeeClose?: string;
+    /**
+     * Pre-fetched early (peak) close-fee rate. When omitted on a lowcap (Enigma)
+     * solver, resolved from `/symbols`; the open provisions this worst-case rate.
+     * Ignored on non-lowcap solvers.
+     */
+    hedgerFeeCloseEarlyRate?: string;
+    /** Pre-fetched early-window length in seconds (paired with `hedgerFeeCloseEarlyRate`). */
+    hedgerFeeCloseEarlyThreshold?: number;
+    /** Pre-fetched standard-rate threshold in seconds (paired with `hedgerFeeCloseEarlyRate`). */
+    hedgerFeeCloseStandardThreshold?: number;
+}
+/**
+ * Solver-fee rate caps authorized on a quote, as 18-decimal fixed-point ratios
+ * of quote notional (perps-core v0.8.6 solver fees).
+ *
+ * Both caps are set immutably at `sendQuote` time — the close-side cap cannot
+ * be changed later in `requestToClosePosition`. On-chain the solver may charge
+ * up to `notional * rateCap / 1e18` on each side.
+ */
+export interface SolverFeeCaps {
+    /** Maximum open-side solver fee, as an 18-decimal ratio of open notional. */
+    openRateCap: bigint;
+    /** Maximum close-side solver fee, as an 18-decimal ratio of close notional. Immutable after `sendQuote`. */
+    closeRateCap: bigint;
 }
 /**
  * Margin context passed to `InstantOpenParameters`.

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

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

@@ -1 +1 @@
-{"version":3,"file":"types.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/types.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { InstantLayerAccount } from \"../../../symmio-contracts/instant-layer/types\";\nimport { PositionType } from \"../../../symmio-contracts/symmio/types\";\n\n/**\n * Re-export the canonical trade-side enum (defined in\n * `symmio-contracts/symmio/types.ts`) so the instant-open slice has one place\n * to import it from. Numeric values match the on-chain enum: `LONG = 0`,\n * `SHORT = 1`.\n */\nexport { PositionType };\n\n/** Contract enum value for MARKET orders. */\nexport const ORDER_TYPE_MARKET = 1 as const;\n\n/**\n * Virtual-account isolation type values used by `addMarginToNextVA`.\n *\n * Matches the on-chain `VirtualAccountIsolationType` enum.\n */\nexport const VIRTUAL_ACCOUNT_ISOLATION_TYPE = {\n  POSITION: 0,\n  MARKET: 1,\n  MARKET_LONG: 2,\n  MARKET_SHORT: 3,\n} as const;\n\nexport type VirtualAccountIsolationType =\n  (typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE)[keyof typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE];\n\n/**\n * Map a trade side to the market-isolation type its Virtual Account is created\n * with. A `SHORT` lands in a `MARKET_SHORT` VA; everything else (i.e. `LONG`)\n * lands in a `MARKET_LONG` VA.\n *\n * This is the side ↔ isolation rule used both when opening (`addMarginToNextVA`)\n * and when predicting a not-yet-created VA's address\n * (`predictNextVirtualAccountAddress`). It lives next to\n * {@link VIRTUAL_ACCOUNT_ISOLATION_TYPE} so callers that only need the side\n * mapping (e.g. the quotes slice) can import it without pulling in the rest of\n * the instant-open flow.\n *\n * @param positionType - The trade side (`LONG` or `SHORT`).\n * @returns The matching {@link VirtualAccountIsolationType}\n *   (`MARKET_SHORT` for `SHORT`, otherwise `MARKET_LONG`).\n *\n * @example\n * ```ts\n * isolationTypeForSide(PositionType.SHORT); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT\n * isolationTypeForSide(PositionType.LONG); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG\n * ```\n *\n * TODO: what happend if someone have different isolation type than the one we expect? like POSITION or MARKET?\n */\nexport function isolationTypeForSide(positionType: PositionType): VirtualAccountIsolationType {\n  return positionType === PositionType.SHORT\n    ? VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT\n    : VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG;\n}\n\n/**\n * Muon oracle signature accepted by `sendQuoteWithAffiliateAndData`.\n *\n * For lowcap flows, pass `ZERO_UPNL_SIG` or build a placeholder with\n * `getFakeSendQuoteMuonSignature`.\n */\nexport interface UpnlSig {\n  /** Request id (typically `0x` for lowcap). */\n  reqId: Hex;\n  /** Unix-seconds timestamp. */\n  timestamp: bigint;\n  /** Signed unrealized PnL. */\n  upnl: bigint;\n  /** Mark price encoded as 18-decimal fixed point. */\n  price: bigint;\n  /** Gateway signature bytes. */\n  gatewaySignature: Hex;\n  /** Inner Muon signature tuple. */\n  sigs: {\n    /** Aggregated signature scalar. */\n    signature: bigint;\n    /** Owner address. */\n    owner: Address;\n    /** Nonce address. */\n    nonce: Address;\n  };\n}\n\n/**\n * InstantLayer EIP-712 `ReplayAttackHeader` struct.\n */\nexport interface ReplayAttackHeader {\n  /** Operation nonce (`0n` for single-use ops). */\n  nonce: bigint;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Random 32-byte salt. */\n  salt: Hex;\n}\n\n/**\n * InstantLayer EIP-712 `FlexField` struct.\n */\nexport interface FlexField {\n  /** Byte offset into `callData`. */\n  offset: bigint;\n  /** Byte length. */\n  length: bigint;\n  /** Address authorized to fill this slot. */\n  authorizedFlexFiller: Address;\n}\n\n/**\n * InstantLayer EIP-712 `SignedOperation` struct.\n */\nexport interface SignedOperation {\n  /** Session-key signer that produces the EIP-712 signature. */\n  signer: Address;\n  /** Target contract the operation calls. */\n  target: Address;\n  /** ABI-encoded calldata for the `target` call. */\n  callData: Hex;\n  /** Account whose authority the operation runs under. */\n  signerAccount: InstantLayerAccount;\n  /** Flex fields (empty for lowcap flows). */\n  flexFields: FlexField[];\n  /** Max number of times the operation may be executed. */\n  maxUses: bigint;\n  /** Replay-attack protection header. */\n  replayAttackHeader: ReplayAttackHeader;\n}\n\n/**\n * Wire-format `SignedOperation` accepted by the hedger's `/instant_trade/*` REST API.\n *\n * Re-exports the orval-generated `Eip712SignedOperationJSON` shape; `bigint`s\n * are serialized as decimal strings to survive JSON.\n */\nexport type { Eip712SignedOperationJSON as SignedOperationPayload } from \"../../types/generated/enigma-solver\";\n\n/**\n * Wire-format signed-and-signed-operation pair accepted by the hedger API.\n *\n * Re-exports the orval-generated `Eip712OperationWithSigJSON`.\n */\nexport type { Eip712OperationWithSigJSON as InstantOperationPayload } from \"../../types/generated/enigma-solver\";\n\n/**\n * Locked-margin breakdown passed to `InstantOpenParameters`.\n *\n * All values are 18-decimal-wei `bigint` matching the contract argument order\n * of `sendQuoteWithAffiliateAndData`.\n */\nexport interface InstantOpenLockedParams {\n  /** CVA locked margin (wei). */\n  cva: bigint;\n  /** LF locked margin (wei). */\n  lf: bigint;\n  /** PartyA maintenance margin (wei). */\n  partyAmm: bigint;\n  /** PartyB maintenance margin (wei). */\n  partyBmm: bigint;\n}\n\n/**\n * Order-side trade values passed to `InstantOpenParameters`.\n *\n * All wei `bigint`s, final values (already through trade math + leverage).\n */\nexport interface InstantOpenOrder {\n  /** Requested open price (wei). */\n  price: bigint;\n  /** Leveraged quantity (wei). */\n  quantity: bigint;\n}\n\n/**\n * Market identification + precision metadata used by the wizard.\n *\n * Only `id` is required. `name`, `pricePrecision`, and `quantityPrecision` are\n * pre-fetched overrides; when omitted, the wizard resolves them from solver\n * `/contract-symbols` via `id`.\n */\nexport interface InstantOpenMarketData {\n  /** Market `symbol_id` from solver markets. */\n  id: number;\n  /** Pre-fetched market name. When omitted, resolved from solver markets. */\n  name?: string;\n  /** Pre-fetched market price precision. When omitted, resolved from solver markets. */\n  pricePrecision?: number;\n  /** Pre-fetched market quantity precision. When omitted, resolved from solver markets. */\n  quantityPrecision?: number;\n}\n\n/**\n * Margin context passed to `InstantOpenParameters`.\n *\n * The single mark price for the trade lives in `order.price` (wei); it's\n * forwarded into the fake-Muon `upnlSig.price` field by the primitive.\n */\nexport interface InstantOpenMargin {\n  /** Total margin amount for `addMarginToNextVA` (wei). */\n  amount: bigint;\n}\n"],"mappings":";;AAaA,IAAa,IAAoB,GAOpB,IAAiC;CAC5C,UAAU;CACV,QAAQ;CACR,aAAa;CACb,cAAc;AAChB;AA6BA,SAAgB,EAAqB,GAAyD;CAC5F,OAAO,MAAiB,EAAa,QACjC,EAA+B,eAC/B,EAA+B;AACrC"}
+{"version":3,"file":"types.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/types.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { InstantLayerAccount } from \"../../../symmio-contracts/instant-layer/types\";\nimport { PositionType, type SingleUpnlAndPriceSig } from \"../../../symmio-contracts/symmio/types\";\n\n/**\n * Re-export the canonical trade-side enum (defined in\n * `symmio-contracts/symmio/types.ts`) so the instant-open slice has one place\n * to import it from. Numeric values match the on-chain enum: `LONG = 0`,\n * `SHORT = 1`.\n */\nexport { PositionType };\n\n/** Contract enum value for MARKET orders. */\nexport const ORDER_TYPE_MARKET = 1 as const;\n/** Contract enum value for LIMIT orders (majors / rasa only). */\nexport const ORDER_TYPE_LIMIT = 0 as const;\n/** Order type sent to the hedger: `ORDER_TYPE_MARKET` (instant) or `ORDER_TYPE_LIMIT`. */\nexport type SolverOrderType = typeof ORDER_TYPE_MARKET | typeof ORDER_TYPE_LIMIT;\n\n/**\n * Virtual-account isolation type values used by `addMarginToNextVA`.\n *\n * Matches the on-chain `VirtualAccountIsolationType` enum.\n */\nexport const VIRTUAL_ACCOUNT_ISOLATION_TYPE = {\n  POSITION: 0,\n  MARKET: 1,\n  MARKET_LONG: 2,\n  MARKET_SHORT: 3,\n} as const;\n\nexport type VirtualAccountIsolationType =\n  (typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE)[keyof typeof VIRTUAL_ACCOUNT_ISOLATION_TYPE];\n\n/**\n * Map a trade side to the market-isolation type its Virtual Account is created\n * with. A `SHORT` lands in a `MARKET_SHORT` VA; everything else (i.e. `LONG`)\n * lands in a `MARKET_LONG` VA.\n *\n * This is the side ↔ isolation rule used both when opening (`addMarginToNextVA`)\n * and when predicting a not-yet-created VA's address\n * (`predictNextVirtualAccountAddress`). It lives next to\n * {@link VIRTUAL_ACCOUNT_ISOLATION_TYPE} so callers that only need the side\n * mapping (e.g. the quotes slice) can import it without pulling in the rest of\n * the instant-open flow.\n *\n * @param positionType - The trade side (`LONG` or `SHORT`).\n * @returns The matching {@link VirtualAccountIsolationType}\n *   (`MARKET_SHORT` for `SHORT`, otherwise `MARKET_LONG`).\n *\n * @example\n * ```ts\n * isolationTypeForSide(PositionType.SHORT); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT\n * isolationTypeForSide(PositionType.LONG); // VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG\n * ```\n *\n * TODO: what happend if someone have different isolation type than the one we expect? like POSITION or MARKET?\n */\nexport function isolationTypeForSide(positionType: PositionType): VirtualAccountIsolationType {\n  return positionType === PositionType.SHORT\n    ? VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_SHORT\n    : VIRTUAL_ACCOUNT_ISOLATION_TYPE.MARKET_LONG;\n}\n\n/**\n * Muon oracle signature accepted by `sendQuoteWithAffiliateAndData`.\n *\n * For lowcap flows, pass `ZERO_UPNL_SIG` or build a placeholder with\n * `getFakeSendQuoteMuonSignature`. Solvers that enforce Muon verification\n * (Rasa / majors) need a live attestation from `getSendQuoteUpnlSig`.\n *\n * @deprecated Renamed to {@link SingleUpnlAndPriceSig} to match the on-chain\n * struct name. This alias is kept for one release and will be removed in the\n * next major.\n */\nexport type UpnlSig = SingleUpnlAndPriceSig;\n\n/**\n * InstantLayer EIP-712 `ReplayAttackHeader` struct.\n */\nexport interface ReplayAttackHeader {\n  /** Operation nonce (`0n` for single-use ops). */\n  nonce: bigint;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Random 32-byte salt. */\n  salt: Hex;\n}\n\n/**\n * InstantLayer EIP-712 `FlexField` struct.\n */\nexport interface FlexField {\n  /** Byte offset into `callData`. */\n  offset: bigint;\n  /** Byte length. */\n  length: bigint;\n  /** Address authorized to fill this slot. */\n  authorizedFlexFiller: Address;\n}\n\n/**\n * InstantLayer EIP-712 `SignedOperation` struct.\n */\nexport interface SignedOperation {\n  /** Session-key signer that produces the EIP-712 signature. */\n  signer: Address;\n  /** Target contract the operation calls. */\n  target: Address;\n  /** ABI-encoded calldata for the `target` call. */\n  callData: Hex;\n  /** Account whose authority the operation runs under. */\n  signerAccount: InstantLayerAccount;\n  /** Flex fields (empty for lowcap flows). */\n  flexFields: FlexField[];\n  /** Max number of times the operation may be executed. */\n  maxUses: bigint;\n  /** Replay-attack protection header. */\n  replayAttackHeader: ReplayAttackHeader;\n}\n\n/**\n * Wire-format `SignedOperation` accepted by the hedger's `/instant_trade/*` REST API.\n *\n * Re-exports the orval-generated `Eip712SignedOperationJSON` shape; `bigint`s\n * are serialized as decimal strings to survive JSON.\n */\nexport type { Eip712SignedOperationJSON as SignedOperationPayload } from \"../../types/generated/enigma-solver\";\n\n/**\n * Wire-format signed-and-signed-operation pair accepted by the hedger API.\n *\n * Re-exports the orval-generated `Eip712OperationWithSigJSON`.\n */\nexport type { Eip712OperationWithSigJSON as InstantOperationPayload } from \"../../types/generated/enigma-solver\";\n\n/**\n * Locked-margin breakdown passed to `InstantOpenParameters`.\n *\n * All values are 18-decimal-wei `bigint` matching the contract argument order\n * of `sendQuoteWithAffiliateAndData`.\n */\nexport interface InstantOpenLockedParams {\n  /** CVA locked margin (wei). */\n  cva: bigint;\n  /** LF locked margin (wei). */\n  lf: bigint;\n  /** PartyA maintenance margin (wei). */\n  partyAmm: bigint;\n  /** PartyB maintenance margin (wei). */\n  partyBmm: bigint;\n}\n\n/**\n * Order-side trade values passed to `InstantOpenParameters`.\n *\n * All wei `bigint`s, final values (already through trade math + leverage).\n */\nexport interface InstantOpenOrder {\n  /** Requested open price (wei). */\n  price: bigint;\n  /** Leveraged quantity (wei). */\n  quantity: bigint;\n}\n\n/**\n * Market identification + precision metadata used by the wizard.\n *\n * Only `id` is required. `name`, `pricePrecision`, and `quantityPrecision` are\n * pre-fetched overrides; when omitted, the wizard resolves them from solver\n * `/contract-symbols` via `id`.\n */\nexport interface InstantOpenMarketData {\n  /** Market `symbol_id` from solver markets. */\n  id: number;\n  /** Pre-fetched market name. When omitted, resolved from solver markets. */\n  name?: string;\n  /** Pre-fetched market price precision. When omitted, resolved from solver markets. */\n  pricePrecision?: number;\n  /** Pre-fetched market quantity precision. When omitted, resolved from solver markets. */\n  quantityPrecision?: number;\n  /** Pre-fetched `minOpenSolverFeeCap` (decimal ratio string). When omitted, resolved from solver markets. */\n  minOpenSolverFeeCap?: string;\n  /** Pre-fetched `minCloseSolverFeeCap` (decimal ratio string). When omitted, resolved from solver markets. */\n  minCloseSolverFeeCap?: string;\n  /** Pre-fetched solver open-fee rate (decimal fraction string). When omitted, resolved from solver markets. */\n  hedgerFeeOpen?: string;\n  /** Pre-fetched solver close-fee rate (decimal fraction string). When omitted, resolved from solver markets. */\n  hedgerFeeClose?: string;\n  /**\n   * Pre-fetched early (peak) close-fee rate. When omitted on a lowcap (Enigma)\n   * solver, resolved from `/symbols`; the open provisions this worst-case rate.\n   * Ignored on non-lowcap solvers.\n   */\n  hedgerFeeCloseEarlyRate?: string;\n  /** Pre-fetched early-window length in seconds (paired with `hedgerFeeCloseEarlyRate`). */\n  hedgerFeeCloseEarlyThreshold?: number;\n  /** Pre-fetched standard-rate threshold in seconds (paired with `hedgerFeeCloseEarlyRate`). */\n  hedgerFeeCloseStandardThreshold?: number;\n}\n\n/**\n * Solver-fee rate caps authorized on a quote, as 18-decimal fixed-point ratios\n * of quote notional (perps-core v0.8.6 solver fees).\n *\n * Both caps are set immutably at `sendQuote` time — the close-side cap cannot\n * be changed later in `requestToClosePosition`. On-chain the solver may charge\n * up to `notional * rateCap / 1e18` on each side.\n */\nexport interface SolverFeeCaps {\n  /** Maximum open-side solver fee, as an 18-decimal ratio of open notional. */\n  openRateCap: bigint;\n  /** Maximum close-side solver fee, as an 18-decimal ratio of close notional. Immutable after `sendQuote`. */\n  closeRateCap: bigint;\n}\n\n/**\n * Margin context passed to `InstantOpenParameters`.\n *\n * The single mark price for the trade lives in `order.price` (wei); it's\n * forwarded into the fake-Muon `upnlSig.price` field by the primitive.\n */\nexport interface InstantOpenMargin {\n  /** Total margin amount for `addMarginToNextVA` (wei). */\n  amount: bigint;\n}\n"],"mappings":";;AAaA,IAAa,IAAoB,GAWpB,IAAiC;CAC5C,UAAU;CACV,QAAQ;CACR,aAAa;CACb,cAAc;AAChB;AA6BA,SAAgB,EAAqB,GAAyD;CAC5F,OAAO,MAAiB,EAAa,QACjC,EAA+B,eAC/B,EAA+B;AACrC"}

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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