@symmio/trading-core 2.0.0 → 3.0.0

package/dist/margin/calculate-margin-risk.d.ts

@@ -60,7 +60,7 @@ export interface MarginRiskMetrics {
     /**
      * `remainingToLiquidation < 0n` — bit-for-bit the on-chain predicate
      * `allocatedBalance − (cva + lf) + upnl < 0` from
-     * `LibAccount.partyAAvailableBalanceForLiquidation` (perps-core v0.8.5).
+     * `LibAccount.partyAAvailableBalanceForLiquidation` (perps-core v0.8.6).
      *
      * Prefer this over a threshold on {@link liquidationBufferPercent}: that
      * percent is a styling signal and can be `undefined`, while this is the

package/dist/margin/calculate-margin-risk.js.map

@@ -1 +1 @@
-{"version":3,"file":"calculate-margin-risk.js","names":[],"sources":["../../src/margin/calculate-margin-risk.ts"],"sourcesContent":["import { sharePercent } from \"../shared/utils/percent\";\n\n/**\n * Inputs for {@link calculateMarginRisk}. Every field is 18-decimal wei `bigint`.\n *\n * The four balance fields come straight off `balanceInfoOfPartyA(account)` — an\n * `AccountBalanceInfo` spreads in as-is.\n */\nexport interface CalculateMarginRiskInputs {\n  /** Account's allocated collateral, from `balanceInfoOfPartyA`. */\n  allocatedBalance: bigint;\n  /** Account's locked CVA, from `balanceInfoOfPartyA`. */\n  lockedCVA: bigint;\n  /** Account's locked LF, from `balanceInfoOfPartyA`. */\n  lockedLF: bigint;\n  /** Account's locked PartyA maintenance margin, from `balanceInfoOfPartyA`. */\n  lockedPartyAMM: bigint;\n  /**\n   * **Signed** unrealized PnL of this **whole account** at the current mark\n   * price (positive = in profit). Pass the uPnL of the same liquidation domain\n   * the balance fields describe — a subset (say one group of a multi-group\n   * account) understates `equity` and every figure derived from it. Pass `0n`\n   * for a flat book.\n   */\n  upnl: bigint;\n}\n\n/**\n * Margin and liquidation-risk state of one account, as {@link calculateMarginRisk}\n * computes it. All amounts are 18-decimal wei `bigint` and may be negative where\n * the arithmetic allows it.\n */\nexport interface MarginRiskMetrics {\n  /** Collateral allocated to the account — `allocatedBalance`. */\n  totalMargin: bigint;\n  /** `lockedCVA + lockedLF` — the level `equity` liquidates at. */\n  maintenanceMargin: bigint;\n  /**\n   * `lockedPartyAMM + maintenanceMargin` — every leg partyA has locked. Matches\n   * the contract's `LockedValuesOps.totalForPartyA()` (`cva + lf + partyAmm`).\n   * These are live locked values, so the figure shrinks on a partial close.\n   */\n  initialMargin: bigint;\n  /** `totalMargin + upnl` — the account's mark-to-market value. */\n  equity: bigint;\n  /**\n   * `equity − maintenanceMargin` — the cushion left before liquidation.\n   * **Negative means already liquidatable** (see {@link isLiquidatable}).\n   */\n  remainingToLiquidation: bigint;\n  /**\n   * `remainingToLiquidation / (totalMargin − maintenanceMargin) × 100` as an\n   * 18-decimal fixed-point percent: how much of the account's zero-uPnL cushion\n   * is still intact.\n   *\n   * Exceeds `100%` on a profitable book and goes negative once liquidatable —\n   * **not clamped**; clamp at the render layer if you draw a bar. `undefined`\n   * when the zero-uPnL cushion is not positive, because the ratio is genuinely\n   * undefined there — read {@link remainingToLiquidation} and\n   * {@link isLiquidatable} instead of treating it as `0`.\n   */\n  liquidationBufferPercent?: bigint;\n  /**\n   * `remainingToLiquidation < 0n` — bit-for-bit the on-chain predicate\n   * `allocatedBalance − (cva + lf) + upnl < 0` from\n   * `LibAccount.partyAAvailableBalanceForLiquidation` (perps-core v0.8.5).\n   *\n   * Prefer this over a threshold on {@link liquidationBufferPercent}: that\n   * percent is a styling signal and can be `undefined`, while this is the\n   * protocol's own test.\n   */\n  isLiquidatable: boolean;\n}\n\n/**\n * Margin and liquidation-risk state for one account (sub-account or Virtual\n * Account), from its `balanceInfoOfPartyA` fields and its unrealized PnL:\n *\n * ```\n * totalMargin              = allocatedBalance\n * maintenanceMargin        = lockedCVA + lockedLF\n * initialMargin            = lockedPartyAMM + maintenanceMargin\n * equity                   = totalMargin + upnl\n * remainingToLiquidation   = equity − maintenanceMargin\n * zeroUpnlBuffer           = totalMargin − maintenanceMargin\n * liquidationBufferPercent = remainingToLiquidation / zeroUpnlBuffer × 100\n * isLiquidatable           = remainingToLiquidation < 0\n * ```\n *\n * The liquidation condition is `equity < maintenanceMargin`, which expands to\n * the contract's own `allocatedBalance − (cva + lf) + upnl < 0`. The **price**\n * at which that happens is `calculateLiquidationPrice`.\n *\n * **Single account only.** Every figure describes one liquidation domain: each\n * Virtual Account is liquidated independently. Do not pass sums across accounts —\n * the totals would be additive but the buffer would not, and a blend hides an\n * account that is about to be liquidated behind a comfortable-looking average.\n *\n * Pure `bigint`, no IO, no rounding drift.\n *\n * @param inputs - One account's balance fields plus its signed uPnL.\n * @returns The account's margin & risk figures.\n *\n * @example\n * ```ts\n * const balance = await getAccountBalanceInfo(config, { account: virtualAccount });\n * const metrics = calculateMarginRisk({ ...balance, upnl: groupUpnl });\n * if (metrics.isLiquidatable) warn();\n * ```\n */\nexport function calculateMarginRisk(inputs: CalculateMarginRiskInputs): MarginRiskMetrics {\n  const totalMargin = inputs.allocatedBalance;\n  const maintenanceMargin = inputs.lockedCVA + inputs.lockedLF;\n  const initialMargin = inputs.lockedPartyAMM + maintenanceMargin;\n  const equity = totalMargin + inputs.upnl;\n  const remainingToLiquidation = equity - maintenanceMargin;\n\n  /** The same cushion measured at zero uPnL — the denominator the buffer is a share of. */\n  const zeroUpnlBuffer = totalMargin - maintenanceMargin;\n\n  return {\n    totalMargin,\n    maintenanceMargin,\n    initialMargin,\n    equity,\n    remainingToLiquidation,\n    /** `sharePercent` already yields `undefined` for a non-positive denominator. */\n    liquidationBufferPercent: sharePercent(remainingToLiquidation, zeroUpnlBuffer),\n    isLiquidatable: remainingToLiquidation < 0n,\n  };\n}\n"],"mappings":";;AA8GA,SAAgB,EAAoB,GAAsD;CACxF,IAAM,IAAc,EAAO,kBACrB,IAAoB,EAAO,YAAY,EAAO,UAC9C,IAAgB,EAAO,iBAAiB,GACxC,IAAS,IAAc,EAAO,MAC9B,IAAyB,IAAS;CAKxC,OAAO;EACL;EACA;EACA;EACA;EACA;EAEA,0BAA0B,EAAa,GATlB,IAAc,CAS0C;EAC7E,gBAAgB,IAAyB;CAC3C;AACF"}
+{"version":3,"file":"calculate-margin-risk.js","names":[],"sources":["../../src/margin/calculate-margin-risk.ts"],"sourcesContent":["import { sharePercent } from \"../shared/utils/percent\";\n\n/**\n * Inputs for {@link calculateMarginRisk}. Every field is 18-decimal wei `bigint`.\n *\n * The four balance fields come straight off `balanceInfoOfPartyA(account)` — an\n * `AccountBalanceInfo` spreads in as-is.\n */\nexport interface CalculateMarginRiskInputs {\n  /** Account's allocated collateral, from `balanceInfoOfPartyA`. */\n  allocatedBalance: bigint;\n  /** Account's locked CVA, from `balanceInfoOfPartyA`. */\n  lockedCVA: bigint;\n  /** Account's locked LF, from `balanceInfoOfPartyA`. */\n  lockedLF: bigint;\n  /** Account's locked PartyA maintenance margin, from `balanceInfoOfPartyA`. */\n  lockedPartyAMM: bigint;\n  /**\n   * **Signed** unrealized PnL of this **whole account** at the current mark\n   * price (positive = in profit). Pass the uPnL of the same liquidation domain\n   * the balance fields describe — a subset (say one group of a multi-group\n   * account) understates `equity` and every figure derived from it. Pass `0n`\n   * for a flat book.\n   */\n  upnl: bigint;\n}\n\n/**\n * Margin and liquidation-risk state of one account, as {@link calculateMarginRisk}\n * computes it. All amounts are 18-decimal wei `bigint` and may be negative where\n * the arithmetic allows it.\n */\nexport interface MarginRiskMetrics {\n  /** Collateral allocated to the account — `allocatedBalance`. */\n  totalMargin: bigint;\n  /** `lockedCVA + lockedLF` — the level `equity` liquidates at. */\n  maintenanceMargin: bigint;\n  /**\n   * `lockedPartyAMM + maintenanceMargin` — every leg partyA has locked. Matches\n   * the contract's `LockedValuesOps.totalForPartyA()` (`cva + lf + partyAmm`).\n   * These are live locked values, so the figure shrinks on a partial close.\n   */\n  initialMargin: bigint;\n  /** `totalMargin + upnl` — the account's mark-to-market value. */\n  equity: bigint;\n  /**\n   * `equity − maintenanceMargin` — the cushion left before liquidation.\n   * **Negative means already liquidatable** (see {@link isLiquidatable}).\n   */\n  remainingToLiquidation: bigint;\n  /**\n   * `remainingToLiquidation / (totalMargin − maintenanceMargin) × 100` as an\n   * 18-decimal fixed-point percent: how much of the account's zero-uPnL cushion\n   * is still intact.\n   *\n   * Exceeds `100%` on a profitable book and goes negative once liquidatable —\n   * **not clamped**; clamp at the render layer if you draw a bar. `undefined`\n   * when the zero-uPnL cushion is not positive, because the ratio is genuinely\n   * undefined there — read {@link remainingToLiquidation} and\n   * {@link isLiquidatable} instead of treating it as `0`.\n   */\n  liquidationBufferPercent?: bigint;\n  /**\n   * `remainingToLiquidation < 0n` — bit-for-bit the on-chain predicate\n   * `allocatedBalance − (cva + lf) + upnl < 0` from\n   * `LibAccount.partyAAvailableBalanceForLiquidation` (perps-core v0.8.6).\n   *\n   * Prefer this over a threshold on {@link liquidationBufferPercent}: that\n   * percent is a styling signal and can be `undefined`, while this is the\n   * protocol's own test.\n   */\n  isLiquidatable: boolean;\n}\n\n/**\n * Margin and liquidation-risk state for one account (sub-account or Virtual\n * Account), from its `balanceInfoOfPartyA` fields and its unrealized PnL:\n *\n * ```\n * totalMargin              = allocatedBalance\n * maintenanceMargin        = lockedCVA + lockedLF\n * initialMargin            = lockedPartyAMM + maintenanceMargin\n * equity                   = totalMargin + upnl\n * remainingToLiquidation   = equity − maintenanceMargin\n * zeroUpnlBuffer           = totalMargin − maintenanceMargin\n * liquidationBufferPercent = remainingToLiquidation / zeroUpnlBuffer × 100\n * isLiquidatable           = remainingToLiquidation < 0\n * ```\n *\n * The liquidation condition is `equity < maintenanceMargin`, which expands to\n * the contract's own `allocatedBalance − (cva + lf) + upnl < 0`. The **price**\n * at which that happens is `calculateLiquidationPrice`.\n *\n * **Single account only.** Every figure describes one liquidation domain: each\n * Virtual Account is liquidated independently. Do not pass sums across accounts —\n * the totals would be additive but the buffer would not, and a blend hides an\n * account that is about to be liquidated behind a comfortable-looking average.\n *\n * Pure `bigint`, no IO, no rounding drift.\n *\n * @param inputs - One account's balance fields plus its signed uPnL.\n * @returns The account's margin & risk figures.\n *\n * @example\n * ```ts\n * const balance = await getAccountBalanceInfo(config, { account: virtualAccount });\n * const metrics = calculateMarginRisk({ ...balance, upnl: groupUpnl });\n * if (metrics.isLiquidatable) warn();\n * ```\n */\nexport function calculateMarginRisk(inputs: CalculateMarginRiskInputs): MarginRiskMetrics {\n  const totalMargin = inputs.allocatedBalance;\n  const maintenanceMargin = inputs.lockedCVA + inputs.lockedLF;\n  const initialMargin = inputs.lockedPartyAMM + maintenanceMargin;\n  const equity = totalMargin + inputs.upnl;\n  const remainingToLiquidation = equity - maintenanceMargin;\n\n  /** The same cushion measured at zero uPnL — the denominator the buffer is a share of. */\n  const zeroUpnlBuffer = totalMargin - maintenanceMargin;\n\n  return {\n    totalMargin,\n    maintenanceMargin,\n    initialMargin,\n    equity,\n    remainingToLiquidation,\n    /** `sharePercent` already yields `undefined` for a non-positive denominator. */\n    liquidationBufferPercent: sharePercent(remainingToLiquidation, zeroUpnlBuffer),\n    isLiquidatable: remainingToLiquidation < 0n,\n  };\n}\n"],"mappings":";;AA8GA,SAAgB,EAAoB,GAAsD;CACxF,IAAM,IAAc,EAAO,kBACrB,IAAoB,EAAO,YAAY,EAAO,UAC9C,IAAgB,EAAO,iBAAiB,GACxC,IAAS,IAAc,EAAO,MAC9B,IAAyB,IAAS;CAKxC,OAAO;EACL;EACA;EACA;EACA;EACA;EAEA,0BAA0B,EAAa,GATlB,IAAc,CAS0C;EAC7E,gBAAgB,IAAyB;CAC3C;AACF"}

package/dist/notifications/types.d.ts

@@ -49,7 +49,7 @@ export type NotificationSearchFilter = Partial<Record<NotificationSearchField, N
  */
 export interface NotificationDocument {
     id?: string;
-    /** Publishing app / channel identity, e.g. `"Hyper-EVM_Solver-Low-Cap_Production"`. */
+    /** Publishing app / channel identity, e.g. `"Arbitrum_Solver-Low-Cap_Production"`. */
     app_name?: string;
     /** SubAccount address the notification belongs to. */
     address?: string;

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

@@ -1 +1 @@
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package/dist/quotes/close-planning/min-remaining-quantity.d.ts

@@ -3,7 +3,7 @@ import { UnifiedQuote } from '../unified-quote.js';
  * Smallest open quantity a quote may keep after a partial close, wei.
  *
  * The contract accepts a partial close only when the remaining position's
- * partyA-locked value stays above the symbol's minimum (perps-core v0.8.5
+ * partyA-locked value stays above the symbol's minimum (perps-core v0.8.6
  * `LibQuoteClose.closeQuote`: `lockedValues.totalForPartyA() == 0 ||
  * lockedValues.totalForPartyA() >= minAcceptableQuoteValue` — "Remaining quote
  * value is low"). Locked values shrink proportionally with the closed amount,

package/dist/quotes/close-planning/min-remaining-quantity.js.map

@@ -1 +1 @@
-{"version":3,"file":"min-remaining-quantity.js","names":[],"sources":["../../../src/quotes/close-planning/min-remaining-quantity.ts"],"sourcesContent":["import type { UnifiedQuote } from \"../unified-quote\";\n\n/**\n * Integer division rounding **up** (toward positive infinity). JavaScript has\n * no built-in ceiling for `bigint` — `/` always truncates, and `Math.ceil`\n * neither accepts `bigint` nor survives the 2^53 precision limit of `number`.\n */\nfunction ceilDiv(numerator: bigint, denominator: bigint): bigint {\n  return (numerator + denominator - 1n) / denominator;\n}\n\n/**\n * Smallest open quantity a quote may keep after a partial close, wei.\n *\n * The contract accepts a partial close only when the remaining position's\n * partyA-locked value stays above the symbol's minimum (perps-core v0.8.5\n * `LibQuoteClose.closeQuote`: `lockedValues.totalForPartyA() == 0 ||\n * lockedValues.totalForPartyA() >= minAcceptableQuoteValue` — \"Remaining quote\n * value is low\"). Locked values shrink proportionally with the closed amount,\n * so the size bound is:\n *\n * `remaining ≥ openQuantity × minAcceptableQuoteValue / lockedForPartyA`\n *\n * rounded **up** (a remainder one wei short would revert). `lockedForPartyA` is\n * the current `cva + lf + partyAmm`.\n *\n * Returns `openQuantity` (i.e. \"full close only\") when the quote has no\n * partyA-locked value on record — without a margin basis no partial remainder\n * can be proven acceptable.\n *\n * @param quote - The quote being partially closed.\n * @param minAcceptableQuoteValue - The symbol's `minAcceptableQuoteValue`, wei.\n * @returns The minimum acceptable remainder, wei.\n */\nexport function minRemainingQuantityOf(quote: UnifiedQuote, minAcceptableQuoteValue: bigint): bigint {\n  const lockedForPartyA = quote.lockedValues.cva + quote.lockedValues.lf + quote.lockedValues.partyAmm;\n  if (lockedForPartyA <= 0n) return quote.openQuantity;\n  // Round up — rounding down would allow a remainder that reverts on-chain.\n  return ceilDiv(quote.openQuantity * minAcceptableQuoteValue, lockedForPartyA);\n}\n"],"mappings":";AAOA,SAAS,EAAQ,GAAmB,GAA6B;CAC/D,QAAQ,IAAY,IAAc,MAAM;AAC1C;AAyBA,SAAgB,EAAuB,GAAqB,GAAyC;CACnG,IAAM,IAAkB,EAAM,aAAa,MAAM,EAAM,aAAa,KAAK,EAAM,aAAa;CAG5F,OAFI,KAAmB,KAAW,EAAM,eAEjC,EAAQ,EAAM,eAAe,GAAyB,CAAe;AAC9E"}
+{"version":3,"file":"min-remaining-quantity.js","names":[],"sources":["../../../src/quotes/close-planning/min-remaining-quantity.ts"],"sourcesContent":["import type { UnifiedQuote } from \"../unified-quote\";\n\n/**\n * Integer division rounding **up** (toward positive infinity). JavaScript has\n * no built-in ceiling for `bigint` — `/` always truncates, and `Math.ceil`\n * neither accepts `bigint` nor survives the 2^53 precision limit of `number`.\n */\nfunction ceilDiv(numerator: bigint, denominator: bigint): bigint {\n  return (numerator + denominator - 1n) / denominator;\n}\n\n/**\n * Smallest open quantity a quote may keep after a partial close, wei.\n *\n * The contract accepts a partial close only when the remaining position's\n * partyA-locked value stays above the symbol's minimum (perps-core v0.8.6\n * `LibQuoteClose.closeQuote`: `lockedValues.totalForPartyA() == 0 ||\n * lockedValues.totalForPartyA() >= minAcceptableQuoteValue` — \"Remaining quote\n * value is low\"). Locked values shrink proportionally with the closed amount,\n * so the size bound is:\n *\n * `remaining ≥ openQuantity × minAcceptableQuoteValue / lockedForPartyA`\n *\n * rounded **up** (a remainder one wei short would revert). `lockedForPartyA` is\n * the current `cva + lf + partyAmm`.\n *\n * Returns `openQuantity` (i.e. \"full close only\") when the quote has no\n * partyA-locked value on record — without a margin basis no partial remainder\n * can be proven acceptable.\n *\n * @param quote - The quote being partially closed.\n * @param minAcceptableQuoteValue - The symbol's `minAcceptableQuoteValue`, wei.\n * @returns The minimum acceptable remainder, wei.\n */\nexport function minRemainingQuantityOf(quote: UnifiedQuote, minAcceptableQuoteValue: bigint): bigint {\n  const lockedForPartyA = quote.lockedValues.cva + quote.lockedValues.lf + quote.lockedValues.partyAmm;\n  if (lockedForPartyA <= 0n) return quote.openQuantity;\n  // Round up — rounding down would allow a remainder that reverts on-chain.\n  return ceilDiv(quote.openQuantity * minAcceptableQuoteValue, lockedForPartyA);\n}\n"],"mappings":";AAOA,SAAS,EAAQ,GAAmB,GAA6B;CAC/D,QAAQ,IAAY,IAAc,MAAM;AAC1C;AAyBA,SAAgB,EAAuB,GAAqB,GAAyC;CACnG,IAAM,IAAkB,EAAM,aAAa,MAAM,EAAM,aAAa,KAAK,EAAM,aAAa;CAG5F,OAFI,KAAmB,KAAW,EAAM,eAEjC,EAAQ,EAAM,eAAe,GAAyB,CAAe;AAC9E"}

package/dist/quotes/get-quote-history/query-document.d.ts

@@ -1,6 +1,6 @@
 /**
  * History query over the immutable `quoteEvents` collection (SYMMIO subgraphs
- * v0.8.5+). Each row is one close/liquidation event with a frozen `metadata`
+ * v0.8.6+). Each row is one close/liquidation event with a frozen `metadata`
  * snapshot plus the (mutable) `quote` it belongs to — the snapshot is what makes
  * multiple partial-close rows of the same quote distinct.
  *

package/dist/quotes/get-quote-history/query-document.js.map

@@ -1 +1 @@
-{"version":3,"file":"query-document.js","names":[],"sources":["../../../src/quotes/get-quote-history/query-document.ts"],"sourcesContent":["import { graphql } from \"../../symmio-subgraph/types/generated/analytics\";\n\n/**\n * History query over the immutable `quoteEvents` collection (SYMMIO subgraphs\n * v0.8.5+). Each row is one close/liquidation event with a frozen `metadata`\n * snapshot plus the (mutable) `quote` it belongs to — the snapshot is what makes\n * multiple partial-close rows of the same quote distinct.\n *\n * Filtered server-side by event `type_in` (close-type), `timestamp` range, and\n * the quote's `subAccount_in`. Sorted by event `timestamp` (the row's close\n * time). The document compiles to a typed query string via graphql-codegen.\n */\nexport const QuoteEventsForHistoryDocument = graphql(`\n  query QuoteEventsForHistory(\n    $typeIn: [String!]!\n    $subAccounts: [String!]!\n    $first: Int!\n    $skip: Int!\n    $orderDirection: OrderDirection!\n    $startDate: BigInt!\n    $endDate: BigInt!\n  ) {\n    quoteEvents(\n      first: $first\n      skip: $skip\n      orderBy: timestamp\n      orderDirection: $orderDirection\n      where: {\n        type_in: $typeIn\n        timestamp_gte: $startDate\n        timestamp_lte: $endDate\n        quote_: { subAccount_in: $subAccounts }\n      }\n    ) {\n      id\n      type\n      metadata\n      timestamp\n      quoteId\n      blockNumber\n      transaction\n      quote {\n        quoteId\n        quoteStatus\n        positionType\n        orderTypeOpen\n        symbol\n        symbolId\n        partyA\n        partyB\n        subAccount {\n          id\n        }\n        quantity\n        openedPrice\n        requestedOpenPrice\n        averageClosedPrice\n        closePrice\n        closedAmount\n        quantityToClose\n        liquidateAmount\n        liquidatePrice\n      }\n    }\n  }\n`);\n"],"mappings":";;AAYA,IAAa,IAAgC,EAAQ,8iCAqDpD"}
+{"version":3,"file":"query-document.js","names":[],"sources":["../../../src/quotes/get-quote-history/query-document.ts"],"sourcesContent":["import { graphql } from \"../../symmio-subgraph/types/generated/analytics\";\n\n/**\n * History query over the immutable `quoteEvents` collection (SYMMIO subgraphs\n * v0.8.6+). Each row is one close/liquidation event with a frozen `metadata`\n * snapshot plus the (mutable) `quote` it belongs to — the snapshot is what makes\n * multiple partial-close rows of the same quote distinct.\n *\n * Filtered server-side by event `type_in` (close-type), `timestamp` range, and\n * the quote's `subAccount_in`. Sorted by event `timestamp` (the row's close\n * time). The document compiles to a typed query string via graphql-codegen.\n */\nexport const QuoteEventsForHistoryDocument = graphql(`\n  query QuoteEventsForHistory(\n    $typeIn: [String!]!\n    $subAccounts: [String!]!\n    $first: Int!\n    $skip: Int!\n    $orderDirection: OrderDirection!\n    $startDate: BigInt!\n    $endDate: BigInt!\n  ) {\n    quoteEvents(\n      first: $first\n      skip: $skip\n      orderBy: timestamp\n      orderDirection: $orderDirection\n      where: {\n        type_in: $typeIn\n        timestamp_gte: $startDate\n        timestamp_lte: $endDate\n        quote_: { subAccount_in: $subAccounts }\n      }\n    ) {\n      id\n      type\n      metadata\n      timestamp\n      quoteId\n      blockNumber\n      transaction\n      quote {\n        quoteId\n        quoteStatus\n        positionType\n        orderTypeOpen\n        symbol\n        symbolId\n        partyA\n        partyB\n        subAccount {\n          id\n        }\n        quantity\n        openedPrice\n        requestedOpenPrice\n        averageClosedPrice\n        closePrice\n        closedAmount\n        quantityToClose\n        liquidateAmount\n        liquidatePrice\n      }\n    }\n  }\n`);\n"],"mappings":";;AAYA,IAAa,IAAgC,EAAQ,8iCAqDpD"}

package/dist/quotes/get-quote-history/types.d.ts

@@ -25,8 +25,8 @@ export declare enum QuoteCloseType {
  * therefore appear in history. Each carries an immutable `metadata` snapshot.
  *
  * @remarks
- * Mirrors the event-type strings emitted by the SYMMIO subgraphs (v0.8.5+);
- * see the subgraphs `0.8.5_migration` doc — QuoteEvent metadata.
+ * Mirrors the event-type strings emitted by the SYMMIO subgraphs (v0.8.6+);
+ * see the subgraphs `0.8.6_migration` doc — QuoteEvent metadata.
  */
 export declare enum QuoteCloseEventType {
     /** A normal (partial or full) close. */

package/dist/quotes/get-quote-history/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","names":[],"sources":["../../../src/quotes/get-quote-history/types.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { OrderType, PositionType, QuoteStatus } from \"../../symmio-contracts/symmio/types\";\n\n/**\n * Close-type filter for quote history.\n *\n * Selects which terminal events a history read returns. Maps to the subgraph's\n * `QuoteEvent.type` values via {@link \"closeTypeToEventTypes\"}.\n */\nexport enum QuoteCloseType {\n  /** Every close and liquidation event. */\n  All = \"All\",\n  /** Normal close (`FILL_CLOSE`). */\n  Closed = \"Closed\",\n  /** Force close (`FORCE_CLOSE`). */\n  ForceClosed = \"ForceClosed\",\n  /** Emergency close (`EMERGENCY_CLOSE`). */\n  EmergencyClosed = \"EmergencyClosed\",\n  /** Auto-deleveraging close (`ADL_CLOSE`). */\n  AdlClosed = \"AdlClosed\",\n  /** Liquidation (`LIQUIDATE_PARTY_A` / `_PARTY_B` / `_CLEARING_HOUSE`). */\n  Liquidated = \"Liquidated\",\n}\n\n/**\n * Subgraph `QuoteEvent.type` values that terminate a (partial) position and\n * therefore appear in history. Each carries an immutable `metadata` snapshot.\n *\n * @remarks\n * Mirrors the event-type strings emitted by the SYMMIO subgraphs (v0.8.5+);\n * see the subgraphs `0.8.5_migration` doc — QuoteEvent metadata.\n */\nexport enum QuoteCloseEventType {\n  /** A normal (partial or full) close. */\n  FillClose = \"FILL_CLOSE\",\n  /** A force close. */\n  ForceClose = \"FORCE_CLOSE\",\n  /** An emergency close. */\n  EmergencyClose = \"EMERGENCY_CLOSE\",\n  /** An auto-deleveraging close. */\n  AdlClose = \"ADL_CLOSE\",\n  /** Liquidation initiated against partyA. */\n  LiquidatePartyA = \"LIQUIDATE_PARTY_A\",\n  /** Liquidation initiated against partyB. */\n  LiquidatePartyB = \"LIQUIDATE_PARTY_B\",\n  /** Liquidation initiated by the clearing house. */\n  LiquidateClearingHouse = \"LIQUIDATE_CLEARING_HOUSE\",\n}\n\n/**\n * One row of quote history — a single immutable `QuoteEvent` with its per-event\n * `metadata` snapshot overlaid onto the (otherwise mutable) quote it belongs to.\n *\n * Because the underlying `Quote` entity is mutable, a quote closed across several\n * partial closes produces several history rows that would otherwise show the same\n * final state. The snapshot overlay restores each event's own amount/price, so\n * every partial-close row is distinct.\n *\n * @remarks\n * Amounts and prices are raw `bigint` (18-decimal fixed point, no scaling),\n * matching the SDK's on-chain {@link \"Quote\"} reads. Enum fields are decoded.\n */\nexport interface QuoteHistoryRow {\n  /** Stable id of the underlying immutable `QuoteEvent` (use as a row key). */\n  eventId: string;\n  /** The close / liquidation event that produced this row. */\n  closeEventType: QuoteCloseEventType;\n  /** Event block timestamp in seconds (the row's \"close time\"). */\n  closedAt: number;\n  /** Protocol quote id. */\n  quoteId: bigint;\n  /** Market identifier (`symbolId`). */\n  marketId: number;\n  /** Market ticker resolved by the subgraph, when known. */\n  symbol: string | null;\n  /** Long or short. */\n  positionType: PositionType;\n  /** Limit or market order (open side). */\n  orderType: OrderType;\n  /** Lifecycle status, forced to `CLOSED` / `LIQUIDATED` from the event type. */\n  quoteStatus: QuoteStatus;\n  /** Total quote quantity. */\n  quantity: bigint;\n  /** Open price (snapshot-overlaid when the event carried one). */\n  openedPrice: bigint;\n  /** Price partyA originally requested to open at. */\n  requestedOpenPrice: bigint;\n  /** Average close price (snapshot-overlaid with this event's close price). */\n  avgClosedPrice: bigint;\n  /** Amount closed by this event (snapshot `amount`). */\n  closedAmount: bigint;\n  /** Quantity of the close request this event settled. */\n  quantityToClose: bigint;\n  /** Liquidated amount (set only for liquidation rows). */\n  liquidateAmount: bigint;\n  /** Liquidation price (set only for liquidation rows). */\n  liquidatePrice: bigint;\n  /** PartyA (the SubAccount or Virtual Account that owns the quote). */\n  partyA: Address;\n  /** PartyB (the hedger/solver), or `null` when absent. */\n  partyB: Address | null;\n  /** The account-layer SubAccount address, or `null` when absent. */\n  subAccount: Address | null;\n  /** Block number of the event, when available. */\n  blockNumber?: bigint;\n  /** Transaction hash of the event, when available. */\n  transaction?: Hex;\n  /** Raw event `metadata` JSON string, preserved for power users. */\n  rawMetadata: string | null;\n}\n"],"mappings":";AASA,IAAY,IAAL,yBAAA,GAAA;QAEL,EAAA,MAAA,OAEA,EAAA,SAAA,UAEA,EAAA,cAAA,eAEA,EAAA,kBAAA,mBAEA,EAAA,YAAA,aAEA,EAAA,aAAA;AACF,EAAA,CAAA,CAAA,GAUY,IAAL,yBAAA,GAAA;QAEL,EAAA,YAAA,cAEA,EAAA,aAAA,eAEA,EAAA,iBAAA,mBAEA,EAAA,WAAA,aAEA,EAAA,kBAAA,qBAEA,EAAA,kBAAA,qBAEA,EAAA,yBAAA;AACF,EAAA,CAAA,CAAA"}
+{"version":3,"file":"types.js","names":[],"sources":["../../../src/quotes/get-quote-history/types.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { OrderType, PositionType, QuoteStatus } from \"../../symmio-contracts/symmio/types\";\n\n/**\n * Close-type filter for quote history.\n *\n * Selects which terminal events a history read returns. Maps to the subgraph's\n * `QuoteEvent.type` values via {@link \"closeTypeToEventTypes\"}.\n */\nexport enum QuoteCloseType {\n  /** Every close and liquidation event. */\n  All = \"All\",\n  /** Normal close (`FILL_CLOSE`). */\n  Closed = \"Closed\",\n  /** Force close (`FORCE_CLOSE`). */\n  ForceClosed = \"ForceClosed\",\n  /** Emergency close (`EMERGENCY_CLOSE`). */\n  EmergencyClosed = \"EmergencyClosed\",\n  /** Auto-deleveraging close (`ADL_CLOSE`). */\n  AdlClosed = \"AdlClosed\",\n  /** Liquidation (`LIQUIDATE_PARTY_A` / `_PARTY_B` / `_CLEARING_HOUSE`). */\n  Liquidated = \"Liquidated\",\n}\n\n/**\n * Subgraph `QuoteEvent.type` values that terminate a (partial) position and\n * therefore appear in history. Each carries an immutable `metadata` snapshot.\n *\n * @remarks\n * Mirrors the event-type strings emitted by the SYMMIO subgraphs (v0.8.6+);\n * see the subgraphs `0.8.6_migration` doc — QuoteEvent metadata.\n */\nexport enum QuoteCloseEventType {\n  /** A normal (partial or full) close. */\n  FillClose = \"FILL_CLOSE\",\n  /** A force close. */\n  ForceClose = \"FORCE_CLOSE\",\n  /** An emergency close. */\n  EmergencyClose = \"EMERGENCY_CLOSE\",\n  /** An auto-deleveraging close. */\n  AdlClose = \"ADL_CLOSE\",\n  /** Liquidation initiated against partyA. */\n  LiquidatePartyA = \"LIQUIDATE_PARTY_A\",\n  /** Liquidation initiated against partyB. */\n  LiquidatePartyB = \"LIQUIDATE_PARTY_B\",\n  /** Liquidation initiated by the clearing house. */\n  LiquidateClearingHouse = \"LIQUIDATE_CLEARING_HOUSE\",\n}\n\n/**\n * One row of quote history — a single immutable `QuoteEvent` with its per-event\n * `metadata` snapshot overlaid onto the (otherwise mutable) quote it belongs to.\n *\n * Because the underlying `Quote` entity is mutable, a quote closed across several\n * partial closes produces several history rows that would otherwise show the same\n * final state. The snapshot overlay restores each event's own amount/price, so\n * every partial-close row is distinct.\n *\n * @remarks\n * Amounts and prices are raw `bigint` (18-decimal fixed point, no scaling),\n * matching the SDK's on-chain {@link \"Quote\"} reads. Enum fields are decoded.\n */\nexport interface QuoteHistoryRow {\n  /** Stable id of the underlying immutable `QuoteEvent` (use as a row key). */\n  eventId: string;\n  /** The close / liquidation event that produced this row. */\n  closeEventType: QuoteCloseEventType;\n  /** Event block timestamp in seconds (the row's \"close time\"). */\n  closedAt: number;\n  /** Protocol quote id. */\n  quoteId: bigint;\n  /** Market identifier (`symbolId`). */\n  marketId: number;\n  /** Market ticker resolved by the subgraph, when known. */\n  symbol: string | null;\n  /** Long or short. */\n  positionType: PositionType;\n  /** Limit or market order (open side). */\n  orderType: OrderType;\n  /** Lifecycle status, forced to `CLOSED` / `LIQUIDATED` from the event type. */\n  quoteStatus: QuoteStatus;\n  /** Total quote quantity. */\n  quantity: bigint;\n  /** Open price (snapshot-overlaid when the event carried one). */\n  openedPrice: bigint;\n  /** Price partyA originally requested to open at. */\n  requestedOpenPrice: bigint;\n  /** Average close price (snapshot-overlaid with this event's close price). */\n  avgClosedPrice: bigint;\n  /** Amount closed by this event (snapshot `amount`). */\n  closedAmount: bigint;\n  /** Quantity of the close request this event settled. */\n  quantityToClose: bigint;\n  /** Liquidated amount (set only for liquidation rows). */\n  liquidateAmount: bigint;\n  /** Liquidation price (set only for liquidation rows). */\n  liquidatePrice: bigint;\n  /** PartyA (the SubAccount or Virtual Account that owns the quote). */\n  partyA: Address;\n  /** PartyB (the hedger/solver), or `null` when absent. */\n  partyB: Address | null;\n  /** The account-layer SubAccount address, or `null` when absent. */\n  subAccount: Address | null;\n  /** Block number of the event, when available. */\n  blockNumber?: bigint;\n  /** Transaction hash of the event, when available. */\n  transaction?: Hex;\n  /** Raw event `metadata` JSON string, preserved for power users. */\n  rawMetadata: string | null;\n}\n"],"mappings":";AASA,IAAY,IAAL,yBAAA,GAAA;QAEL,EAAA,MAAA,OAEA,EAAA,SAAA,UAEA,EAAA,cAAA,eAEA,EAAA,kBAAA,mBAEA,EAAA,YAAA,aAEA,EAAA,aAAA;AACF,EAAA,CAAA,CAAA,GAUY,IAAL,yBAAA,GAAA;QAEL,EAAA,YAAA,cAEA,EAAA,aAAA,eAEA,EAAA,iBAAA,mBAEA,EAAA,WAAA,aAEA,EAAA,kBAAA,qBAEA,EAAA,kBAAA,qBAEA,EAAA,yBAAA;AACF,EAAA,CAAA,CAAA"}

package/dist/quotes/grouping/aggregate-metrics.d.ts

@@ -10,7 +10,7 @@ import { QuoteGroupMetrics } from './quote-group.js';
  * - `weightedOpenPrice = Σ(openQuantity × openPrice) / Σ openQuantity`, suppressed
  *   (`undefined`) when there is no open size or any child has an unsettled open price.
  * - `lockedValues` sums each margin leg.
- * - `leverage = Σ(quantity × (requestedOpenPrice ?? openedPrice)) / Σ(cva + lf +
+ * - `leverage = Σ(quantity × (initialOpenedPrice ?? openedPrice ?? requestedOpenPrice)) / Σ(cva + lf +
  *   partyAmm + partyBmm)`, each child using its frozen `initialLockedValues` (else
  *   `lockedValues`), as an 18-decimal fixed-point `bigint`; `undefined` when that
  *   margin is `0`.

package/dist/quotes/grouping/aggregate-metrics.js.map

@@ -1 +1 @@
-{"version":3,"file":"aggregate-metrics.js","names":[],"sources":["../../../src/quotes/grouping/aggregate-metrics.ts"],"sourcesContent":["import { WEI } from \"../../shared/utils/wei\";\nimport type { LockedValues } from \"../../symmio-contracts/symmio/types\";\nimport { hasUnsettledOpenPrice, leveragePriceOf, openPriceOf } from \"../open-price\";\nimport type { UnifiedQuote } from \"../unified-quote\";\nimport { isActivePosition, isPendingOrder } from \"./partition-quotes\";\nimport type { QuoteGroupMetrics } from \"./quote-group\";\n\n/** A quote's price for the frozen at-open notional: `initialOpenedPrice`, else the requested one. */\nfunction initialNotionalPriceOf(quote: UnifiedQuote): bigint {\n  return quote.initialOpenedPrice ?? quote.requestedOpenPrice;\n}\n\n/**\n * A quote's locked-margin basis for leverage: every leg (`cva + lf + partyAmm +\n * partyBmm`) of the frozen `initialLockedValues` when known, else of the current\n * `lockedValues`.\n */\nfunction leverageMarginOf(quote: UnifiedQuote): bigint {\n  const margin = quote.initialLockedValues ?? quote.lockedValues;\n  return margin.cva + margin.lf + margin.partyAmm + margin.partyBmm;\n}\n\n/**\n * Compute the pure, price-independent {@link QuoteGroupMetrics} for a set of\n * child quotes.\n *\n * - `openQuantity` / `quantity` are plain sums (wei).\n * - `initialNotional = Σ(quantity × (initialOpenedPrice ?? requestedOpenPrice))`,\n *   rescaled to wei — the frozen at-open notional; partial closes do not shrink it.\n * - `weightedOpenPrice = Σ(openQuantity × openPrice) / Σ openQuantity`, suppressed\n *   (`undefined`) when there is no open size or any child has an unsettled open price.\n * - `lockedValues` sums each margin leg.\n * - `leverage = Σ(quantity × (requestedOpenPrice ?? openedPrice)) / Σ(cva + lf +\n *   partyAmm + partyBmm)`, each child using its frozen `initialLockedValues` (else\n *   `lockedValues`), as an 18-decimal fixed-point `bigint`; `undefined` when that\n *   margin is `0`.\n *\n * Pure and order-independent. Empty input yields all-zero amounts with the\n * optional fields `undefined`.\n *\n * @param quotes - The group's child quotes.\n * @returns The aggregated metrics.\n */\nexport function aggregateGroupMetrics(quotes: readonly UnifiedQuote[]): QuoteGroupMetrics {\n  let quantity = 0n;\n  let openQuantity = 0n;\n  /**\n   * Σ(openQuantity × openPrice), scaled by `WEI²`; feeds `weightedOpenPrice` only.\n   *\n   * **Deliberately not `mulWei`.** Every other `quantity × price` fold in the SDK\n   * rescales to wei per item, but this one must stay at `WEI²`: the divide at the\n   * bottom is by `openQuantity` (wei), not by `WEI`, and it is that surviving\n   * factor which lands `weightedOpenPrice` back on wei scale. Truncating here\n   * would return a price 1e18 too small.\n   */\n  let notionalNumerator = 0n;\n  /** Σ(quantity × (initialOpenedPrice ?? requestedOpenPrice)), scaled by `WEI²` until the final rescale. */\n  let initialNotionalNumerator = 0n;\n  /** Σ(quantity × (requestedOpenPrice ?? openedPrice)), scaled by `WEI²` until the final divide. */\n  let leverageNumerator = 0n;\n  /** Σ of each child's frozen (initial-preferred) locked-margin legs, wei. */\n  let leverageMargin = 0n;\n  let cva = 0n;\n  let lf = 0n;\n  let partyAmm = 0n;\n  let partyBmm = 0n;\n  let openCount = 0;\n  let pendingCount = 0;\n  let anyUnsettledOpenPrice = false;\n\n  for (const quote of quotes) {\n    quantity += quote.quantity;\n    openQuantity += quote.openQuantity;\n    notionalNumerator += quote.openQuantity * openPriceOf(quote);\n    initialNotionalNumerator += quote.quantity * initialNotionalPriceOf(quote);\n    leverageNumerator += quote.quantity * leveragePriceOf(quote);\n    leverageMargin += leverageMarginOf(quote);\n    cva += quote.lockedValues.cva;\n    lf += quote.lockedValues.lf;\n    partyAmm += quote.lockedValues.partyAmm;\n    partyBmm += quote.lockedValues.partyBmm;\n    if (hasUnsettledOpenPrice(quote)) anyUnsettledOpenPrice = true;\n    if (isPendingOrder(quote)) pendingCount += 1;\n    else if (isActivePosition(quote)) openCount += 1;\n  }\n\n  const lockedValues: LockedValues = { cva, lf, partyAmm, partyBmm };\n  const initialNotional = initialNotionalNumerator / WEI;\n\n  const weightedOpenPrice = openQuantity > 0n && !anyUnsettledOpenPrice ? notionalNumerator / openQuantity : undefined;\n  /** `leverageNumerator` is scaled by WEI²; dividing by the WEI-scaled margin yields an 18-decimal ratio. */\n  const leverage = leverageMargin > 0n ? leverageNumerator / leverageMargin : undefined;\n\n  return {\n    quoteCount: quotes.length,\n    openCount,\n    pendingCount,\n    quantity,\n    openQuantity,\n    weightedOpenPrice,\n    initialNotional,\n    lockedValues,\n    leverage,\n  };\n}\n"],"mappings":";;;;AAQA,SAAS,EAAuB,GAA6B;CAC3D,OAAO,EAAM,sBAAsB,EAAM;AAC3C;AAOA,SAAS,EAAiB,GAA6B;CACrD,IAAM,IAAS,EAAM,uBAAuB,EAAM;CAClD,OAAO,EAAO,MAAM,EAAO,KAAK,EAAO,WAAW,EAAO;AAC3D;AAuBA,SAAgB,EAAsB,GAAoD;CACxF,IAAI,IAAW,IACX,IAAe,IAUf,IAAoB,IAEpB,IAA2B,IAE3B,IAAoB,IAEpB,IAAiB,IACjB,IAAM,IACN,IAAK,IACL,IAAW,IACX,IAAW,IACX,IAAY,GACZ,IAAe,GACf,IAAwB;CAE5B,KAAK,IAAM,KAAS,GAYlB,AAXA,KAAY,EAAM,UAClB,KAAgB,EAAM,cACtB,KAAqB,EAAM,eAAe,EAAY,CAAK,GAC3D,KAA4B,EAAM,WAAW,EAAuB,CAAK,GACzE,KAAqB,EAAM,WAAW,EAAgB,CAAK,GAC3D,KAAkB,EAAiB,CAAK,GACxC,KAAO,EAAM,aAAa,KAC1B,KAAM,EAAM,aAAa,IACzB,KAAY,EAAM,aAAa,UAC/B,KAAY,EAAM,aAAa,UAC3B,EAAsB,CAAK,MAAG,IAAwB,KACtD,EAAe,CAAK,IAAG,KAAgB,IAClC,EAAiB,CAAK,MAAG,KAAa;CAGjD,IAAM,IAA6B;EAAE;EAAK;EAAI;EAAU;CAAS,GAC3D,IAAkB,IAA2B,GAE7C,IAAoB,IAAe,MAAM,CAAC,IAAwB,IAAoB,IAAe,KAAA,GAErG,IAAW,IAAiB,KAAK,IAAoB,IAAiB,KAAA;CAE5E,OAAO;EACL,YAAY,EAAO;EACnB;EACA;EACA;EACA;EACA;EACA;EACA;EACA;CACF;AACF"}
+{"version":3,"file":"aggregate-metrics.js","names":[],"sources":["../../../src/quotes/grouping/aggregate-metrics.ts"],"sourcesContent":["import { WEI } from \"../../shared/utils/wei\";\nimport type { LockedValues } from \"../../symmio-contracts/symmio/types\";\nimport { hasUnsettledOpenPrice, leveragePriceOf, openPriceOf } from \"../open-price\";\nimport type { UnifiedQuote } from \"../unified-quote\";\nimport { isActivePosition, isPendingOrder } from \"./partition-quotes\";\nimport type { QuoteGroupMetrics } from \"./quote-group\";\n\n/** A quote's price for the frozen at-open notional: `initialOpenedPrice`, else the requested one. */\nfunction initialNotionalPriceOf(quote: UnifiedQuote): bigint {\n  return quote.initialOpenedPrice ?? quote.requestedOpenPrice;\n}\n\n/**\n * A quote's locked-margin basis for leverage: every leg (`cva + lf + partyAmm +\n * partyBmm`) of the frozen `initialLockedValues` when known, else of the current\n * `lockedValues`.\n */\nfunction leverageMarginOf(quote: UnifiedQuote): bigint {\n  const margin = quote.initialLockedValues ?? quote.lockedValues;\n  return margin.cva + margin.lf + margin.partyAmm + margin.partyBmm;\n}\n\n/**\n * Compute the pure, price-independent {@link QuoteGroupMetrics} for a set of\n * child quotes.\n *\n * - `openQuantity` / `quantity` are plain sums (wei).\n * - `initialNotional = Σ(quantity × (initialOpenedPrice ?? requestedOpenPrice))`,\n *   rescaled to wei — the frozen at-open notional; partial closes do not shrink it.\n * - `weightedOpenPrice = Σ(openQuantity × openPrice) / Σ openQuantity`, suppressed\n *   (`undefined`) when there is no open size or any child has an unsettled open price.\n * - `lockedValues` sums each margin leg.\n * - `leverage = Σ(quantity × (initialOpenedPrice ?? openedPrice ?? requestedOpenPrice)) / Σ(cva + lf +\n *   partyAmm + partyBmm)`, each child using its frozen `initialLockedValues` (else\n *   `lockedValues`), as an 18-decimal fixed-point `bigint`; `undefined` when that\n *   margin is `0`.\n *\n * Pure and order-independent. Empty input yields all-zero amounts with the\n * optional fields `undefined`.\n *\n * @param quotes - The group's child quotes.\n * @returns The aggregated metrics.\n */\nexport function aggregateGroupMetrics(quotes: readonly UnifiedQuote[]): QuoteGroupMetrics {\n  let quantity = 0n;\n  let openQuantity = 0n;\n  /**\n   * Σ(openQuantity × openPrice), scaled by `WEI²`; feeds `weightedOpenPrice` only.\n   *\n   * **Deliberately not `mulWei`.** Every other `quantity × price` fold in the SDK\n   * rescales to wei per item, but this one must stay at `WEI²`: the divide at the\n   * bottom is by `openQuantity` (wei), not by `WEI`, and it is that surviving\n   * factor which lands `weightedOpenPrice` back on wei scale. Truncating here\n   * would return a price 1e18 too small.\n   */\n  let notionalNumerator = 0n;\n  /** Σ(quantity × (initialOpenedPrice ?? requestedOpenPrice)), scaled by `WEI²` until the final rescale. */\n  let initialNotionalNumerator = 0n;\n  /** Σ(quantity × (requestedOpenPrice ?? openedPrice)), scaled by `WEI²` until the final divide. */\n  let leverageNumerator = 0n;\n  /** Σ of each child's frozen (initial-preferred) locked-margin legs, wei. */\n  let leverageMargin = 0n;\n  let cva = 0n;\n  let lf = 0n;\n  let partyAmm = 0n;\n  let partyBmm = 0n;\n  let openCount = 0;\n  let pendingCount = 0;\n  let anyUnsettledOpenPrice = false;\n\n  for (const quote of quotes) {\n    quantity += quote.quantity;\n    openQuantity += quote.openQuantity;\n    notionalNumerator += quote.openQuantity * openPriceOf(quote);\n    initialNotionalNumerator += quote.quantity * initialNotionalPriceOf(quote);\n    leverageNumerator += quote.quantity * leveragePriceOf(quote);\n    leverageMargin += leverageMarginOf(quote);\n    cva += quote.lockedValues.cva;\n    lf += quote.lockedValues.lf;\n    partyAmm += quote.lockedValues.partyAmm;\n    partyBmm += quote.lockedValues.partyBmm;\n    if (hasUnsettledOpenPrice(quote)) anyUnsettledOpenPrice = true;\n    if (isPendingOrder(quote)) pendingCount += 1;\n    else if (isActivePosition(quote)) openCount += 1;\n  }\n\n  const lockedValues: LockedValues = { cva, lf, partyAmm, partyBmm };\n  const initialNotional = initialNotionalNumerator / WEI;\n\n  const weightedOpenPrice = openQuantity > 0n && !anyUnsettledOpenPrice ? notionalNumerator / openQuantity : undefined;\n  /** `leverageNumerator` is scaled by WEI²; dividing by the WEI-scaled margin yields an 18-decimal ratio. */\n  const leverage = leverageMargin > 0n ? leverageNumerator / leverageMargin : undefined;\n\n  return {\n    quoteCount: quotes.length,\n    openCount,\n    pendingCount,\n    quantity,\n    openQuantity,\n    weightedOpenPrice,\n    initialNotional,\n    lockedValues,\n    leverage,\n  };\n}\n"],"mappings":";;;;AAQA,SAAS,EAAuB,GAA6B;CAC3D,OAAO,EAAM,sBAAsB,EAAM;AAC3C;AAOA,SAAS,EAAiB,GAA6B;CACrD,IAAM,IAAS,EAAM,uBAAuB,EAAM;CAClD,OAAO,EAAO,MAAM,EAAO,KAAK,EAAO,WAAW,EAAO;AAC3D;AAuBA,SAAgB,EAAsB,GAAoD;CACxF,IAAI,IAAW,IACX,IAAe,IAUf,IAAoB,IAEpB,IAA2B,IAE3B,IAAoB,IAEpB,IAAiB,IACjB,IAAM,IACN,IAAK,IACL,IAAW,IACX,IAAW,IACX,IAAY,GACZ,IAAe,GACf,IAAwB;CAE5B,KAAK,IAAM,KAAS,GAYlB,AAXA,KAAY,EAAM,UAClB,KAAgB,EAAM,cACtB,KAAqB,EAAM,eAAe,EAAY,CAAK,GAC3D,KAA4B,EAAM,WAAW,EAAuB,CAAK,GACzE,KAAqB,EAAM,WAAW,EAAgB,CAAK,GAC3D,KAAkB,EAAiB,CAAK,GACxC,KAAO,EAAM,aAAa,KAC1B,KAAM,EAAM,aAAa,IACzB,KAAY,EAAM,aAAa,UAC/B,KAAY,EAAM,aAAa,UAC3B,EAAsB,CAAK,MAAG,IAAwB,KACtD,EAAe,CAAK,IAAG,KAAgB,IAClC,EAAiB,CAAK,MAAG,KAAa;CAGjD,IAAM,IAA6B;EAAE;EAAK;EAAI;EAAU;CAAS,GAC3D,IAAkB,IAA2B,GAE7C,IAAoB,IAAe,MAAM,CAAC,IAAwB,IAAoB,IAAe,KAAA,GAErG,IAAW,IAAiB,KAAK,IAAoB,IAAiB,KAAA;CAE5E,OAAO;EACL,YAAY,EAAO;EACnB;EACA;EACA;EACA;EACA;EACA;EACA;EACA;CACF;AACF"}

package/dist/quotes/open-price.d.ts

@@ -34,18 +34,18 @@ export declare function hasUnsettledOpenPrice(quote: Pick<UnifiedQuote, "openedP
  */
 export declare function openPriceOf(quote: Pick<UnifiedQuote, "openedPrice" | "requestedOpenPrice">): bigint;
 /**
- * A quote's reference price for leverage: the `requestedOpenPrice`, else the
- * settled `openedPrice`.
+ * A quote's reference price for leverage, in descending precedence: the
+ * `initialOpenedPrice` it first opened at, else the settled `openedPrice`, else
+ * the current `requestedOpenPrice`.
  *
- * **The precedence is the inverse of {@link openPriceOf}** and that is
- * deliberate: leverage describes the position as it was *opened*, so the price
- * the trader committed to wins, and the settled fill steps in only when there is
- * no requested price on record. Shared by `aggregateGroupMetrics` and
- * `calculateQuoteLeverage`, which agree on this rule while deliberately
- * differing in numeric strategy (exact bigint vs. float).
+ * Leverage describes the position *as it was opened*, so the original open price
+ * wins — `requestedOpenPrice` can drift after edits and is only the last resort.
+ * A `0n` (or absent) price at any tier falls through to the next. Shared by
+ * `aggregateGroupMetrics` and `calculateQuoteLeverage`, which agree on this rule
+ * while deliberately differing in numeric strategy (exact bigint vs. float).
  *
  * @param quote - Any object carrying the quote's open prices.
- * @returns The leverage reference price in wei, or `0n` when neither is set.
+ * @returns The leverage reference price in wei, or `0n` when none is set.
  */
-export declare function leveragePriceOf(quote: Pick<UnifiedQuote, "openedPrice" | "requestedOpenPrice">): bigint;
+export declare function leveragePriceOf(quote: Pick<UnifiedQuote, "initialOpenedPrice" | "openedPrice" | "requestedOpenPrice">): bigint;
 //# sourceMappingURL=open-price.d.ts.map

package/dist/quotes/open-price.d.ts.map

@@ -1 +1 @@
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package/dist/quotes/open-price.js

@@ -9,7 +9,7 @@ function n(t) {
 	return e(t) ?? t.requestedOpenPrice;
 }
 function r(e) {
-	return e.requestedOpenPrice === 0n ? e.openedPrice ?? 0n : e.requestedOpenPrice;
+	return e.initialOpenedPrice !== void 0 && e.initialOpenedPrice !== 0n ? e.initialOpenedPrice : e.openedPrice !== void 0 && e.openedPrice !== 0n ? e.openedPrice : e.requestedOpenPrice;
 }
 //#endregion
 export { t as hasUnsettledOpenPrice, r as leveragePriceOf, n as openPriceOf, e as settledOpenPriceOf };

package/dist/quotes/open-price.js.map

@@ -1 +1 @@
-{"version":3,"file":"open-price.js","names":[],"sources":["../../src/quotes/open-price.ts"],"sourcesContent":["import type { UnifiedQuote } from \"./unified-quote\";\n\n/**\n * A quote's settled open price, or `undefined` while it has none — a pending or\n * optimistic open.\n *\n * A quote carries `openedPrice: 0n` in the same situations it carries\n * `undefined`, so both collapse to `undefined` here; callers never have to\n * repeat that pair of checks. Substituting `requestedOpenPrice` would value the\n * position at a fill that never happened — use {@link openPriceOf} only where\n * that fallback is intended.\n *\n * @param quote - Any object carrying the quote's settled open price.\n * @returns The settled price in wei, or `undefined` when it is not settled yet.\n */\nexport function settledOpenPriceOf(quote: Pick<UnifiedQuote, \"openedPrice\">): bigint | undefined {\n  return quote.openedPrice !== undefined && quote.openedPrice !== 0n ? quote.openedPrice : undefined;\n}\n\n/**\n * Whether a quote still lacks a settled open price (a pending or optimistic\n * open). The exact complement of {@link settledOpenPriceOf}.\n *\n * @param quote - Any object carrying the quote's settled open price.\n * @returns `true` while the open price is unsettled.\n */\nexport function hasUnsettledOpenPrice(quote: Pick<UnifiedQuote, \"openedPrice\">): boolean {\n  return settledOpenPriceOf(quote) === undefined;\n}\n\n/**\n * A quote's open price for valuation: the settled `openedPrice`, else the\n * `requestedOpenPrice` it was submitted at.\n *\n * This is the fallback rule shared by `aggregateGroupMetrics` and\n * `toGroupTpSlChildren`, so a group's weighted open price and its TP/SL\n * children are always valued against the same number.\n *\n * @param quote - Any object carrying the quote's open prices.\n * @returns The valuation price in wei.\n */\nexport function openPriceOf(quote: Pick<UnifiedQuote, \"openedPrice\" | \"requestedOpenPrice\">): bigint {\n  return settledOpenPriceOf(quote) ?? quote.requestedOpenPrice;\n}\n\n/**\n * A quote's reference price for leverage: the `requestedOpenPrice`, else the\n * settled `openedPrice`.\n *\n * **The precedence is the inverse of {@link openPriceOf}** and that is\n * deliberate: leverage describes the position as it was *opened*, so the price\n * the trader committed to wins, and the settled fill steps in only when there is\n * no requested price on record. Shared by `aggregateGroupMetrics` and\n * `calculateQuoteLeverage`, which agree on this rule while deliberately\n * differing in numeric strategy (exact bigint vs. float).\n *\n * @param quote - Any object carrying the quote's open prices.\n * @returns The leverage reference price in wei, or `0n` when neither is set.\n */\nexport function leveragePriceOf(quote: Pick<UnifiedQuote, \"openedPrice\" | \"requestedOpenPrice\">): bigint {\n  return quote.requestedOpenPrice !== 0n ? quote.requestedOpenPrice : (quote.openedPrice ?? 0n);\n}\n"],"mappings":";AAeA,SAAgB,EAAmB,GAA8D;CAC/F,OAAO,EAAM,gBAAgB,KAAA,KAAa,EAAM,gBAAgB,KAAK,EAAM,cAAc,KAAA;AAC3F;AASA,SAAgB,EAAsB,GAAmD;CACvF,OAAO,EAAmB,CAAK,MAAM,KAAA;AACvC;AAaA,SAAgB,EAAY,GAAyE;CACnG,OAAO,EAAmB,CAAK,KAAK,EAAM;AAC5C;AAgBA,SAAgB,EAAgB,GAAyE;CACvG,OAAO,EAAM,uBAAuB,KAAiC,EAAM,eAAe,KAAjD,EAAM;AACjD"}
+{"version":3,"file":"open-price.js","names":[],"sources":["../../src/quotes/open-price.ts"],"sourcesContent":["import type { UnifiedQuote } from \"./unified-quote\";\n\n/**\n * A quote's settled open price, or `undefined` while it has none — a pending or\n * optimistic open.\n *\n * A quote carries `openedPrice: 0n` in the same situations it carries\n * `undefined`, so both collapse to `undefined` here; callers never have to\n * repeat that pair of checks. Substituting `requestedOpenPrice` would value the\n * position at a fill that never happened — use {@link openPriceOf} only where\n * that fallback is intended.\n *\n * @param quote - Any object carrying the quote's settled open price.\n * @returns The settled price in wei, or `undefined` when it is not settled yet.\n */\nexport function settledOpenPriceOf(quote: Pick<UnifiedQuote, \"openedPrice\">): bigint | undefined {\n  return quote.openedPrice !== undefined && quote.openedPrice !== 0n ? quote.openedPrice : undefined;\n}\n\n/**\n * Whether a quote still lacks a settled open price (a pending or optimistic\n * open). The exact complement of {@link settledOpenPriceOf}.\n *\n * @param quote - Any object carrying the quote's settled open price.\n * @returns `true` while the open price is unsettled.\n */\nexport function hasUnsettledOpenPrice(quote: Pick<UnifiedQuote, \"openedPrice\">): boolean {\n  return settledOpenPriceOf(quote) === undefined;\n}\n\n/**\n * A quote's open price for valuation: the settled `openedPrice`, else the\n * `requestedOpenPrice` it was submitted at.\n *\n * This is the fallback rule shared by `aggregateGroupMetrics` and\n * `toGroupTpSlChildren`, so a group's weighted open price and its TP/SL\n * children are always valued against the same number.\n *\n * @param quote - Any object carrying the quote's open prices.\n * @returns The valuation price in wei.\n */\nexport function openPriceOf(quote: Pick<UnifiedQuote, \"openedPrice\" | \"requestedOpenPrice\">): bigint {\n  return settledOpenPriceOf(quote) ?? quote.requestedOpenPrice;\n}\n\n/**\n * A quote's reference price for leverage, in descending precedence: the\n * `initialOpenedPrice` it first opened at, else the settled `openedPrice`, else\n * the current `requestedOpenPrice`.\n *\n * Leverage describes the position *as it was opened*, so the original open price\n * wins — `requestedOpenPrice` can drift after edits and is only the last resort.\n * A `0n` (or absent) price at any tier falls through to the next. Shared by\n * `aggregateGroupMetrics` and `calculateQuoteLeverage`, which agree on this rule\n * while deliberately differing in numeric strategy (exact bigint vs. float).\n *\n * @param quote - Any object carrying the quote's open prices.\n * @returns The leverage reference price in wei, or `0n` when none is set.\n */\nexport function leveragePriceOf(\n  quote: Pick<UnifiedQuote, \"initialOpenedPrice\" | \"openedPrice\" | \"requestedOpenPrice\">,\n): bigint {\n  if (quote.initialOpenedPrice !== undefined && quote.initialOpenedPrice !== 0n) return quote.initialOpenedPrice;\n  if (quote.openedPrice !== undefined && quote.openedPrice !== 0n) return quote.openedPrice;\n  return quote.requestedOpenPrice;\n}\n"],"mappings":";AAeA,SAAgB,EAAmB,GAA8D;CAC/F,OAAO,EAAM,gBAAgB,KAAA,KAAa,EAAM,gBAAgB,KAAK,EAAM,cAAc,KAAA;AAC3F;AASA,SAAgB,EAAsB,GAAmD;CACvF,OAAO,EAAmB,CAAK,MAAM,KAAA;AACvC;AAaA,SAAgB,EAAY,GAAyE;CACnG,OAAO,EAAmB,CAAK,KAAK,EAAM;AAC5C;AAgBA,SAAgB,EACd,GACQ;CAGR,OAFI,EAAM,uBAAuB,KAAA,KAAa,EAAM,uBAAuB,KAAW,EAAM,qBACxF,EAAM,gBAAgB,KAAA,KAAa,EAAM,gBAAgB,KAAW,EAAM,cACvE,EAAM;AACf"}

package/dist/quotes/upnl/calculate-quote-leverage.d.ts

@@ -4,10 +4,12 @@
 export interface CalculateQuoteLeverageParameters {
     /** Quote quantity. */
     quantity: bigint;
-    /** Quote's requested open price (used as the notional reference price). */
-    requestedOpenPrice: bigint;
-    /** Settled open price (wei) — fallback reference used only when `requestedOpenPrice` is `0`. */
+    /** Original open price the position first opened at — the preferred reference. */
+    initialOpenedPrice?: bigint;
+    /** Settled open price (wei) — reference used when `initialOpenedPrice` is absent. */
     openedPrice?: bigint;
+    /** Current requested open price (wei) — last-resort reference; may drift after edits. */
+    requestedOpenPrice: bigint;
     /** Locked-margin legs (partyA + partyB) committed when the quote opened. */
     lockedValues: {
         cva: bigint;
@@ -19,9 +21,9 @@ export interface CalculateQuoteLeverageParameters {
 /**
  * Quote leverage as a decimal string.
  *
- * `leverage = quantity × (requestedOpenPrice ?? openedPrice) / (CVA + LF + partyAMM + partyBMM)`
- * — the requested open price is the reference; the settled `openedPrice` steps in
- * only when the requested price is `0`.
+ * `leverage = quantity × (initialOpenedPrice ?? openedPrice ?? requestedOpenPrice) / (CVA + LF + partyAMM + partyBMM)`
+ * — the original open price is the reference; the settled `openedPrice` then the
+ * current `requestedOpenPrice` step in as it is absent (see {@link leveragePriceOf}).
  *
  * Returns `"0"` when the locked-margin sum is zero (i.e. the quote has no
  * partyA-locked collateral on record yet) or when any input is non-finite.

package/dist/quotes/upnl/calculate-quote-leverage.d.ts.map

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package/dist/quotes/upnl/calculate-quote-leverage.js.map

@@ -1 +1 @@
-{"version":3,"file":"calculate-quote-leverage.js","names":[],"sources":["../../../src/quotes/upnl/calculate-quote-leverage.ts"],"sourcesContent":["import { formatUnits } from \"viem\";\nimport { leveragePriceOf } from \"../open-price\";\n\n/** Decimal places of an 18-decimal-wei fixed-point value. */\nconst WEI_DECIMALS = 18;\n\n/**\n * Inputs for {@link calculateQuoteLeverage}. All bigint fields are 18-decimal wei.\n */\nexport interface CalculateQuoteLeverageParameters {\n  /** Quote quantity. */\n  quantity: bigint;\n  /** Quote's requested open price (used as the notional reference price). */\n  requestedOpenPrice: bigint;\n  /** Settled open price (wei) — fallback reference used only when `requestedOpenPrice` is `0`. */\n  openedPrice?: bigint;\n  /** Locked-margin legs (partyA + partyB) committed when the quote opened. */\n  lockedValues: { cva: bigint; lf: bigint; partyAmm: bigint; partyBmm: bigint };\n}\n\n/**\n * Quote leverage as a decimal string.\n *\n * `leverage = quantity × (requestedOpenPrice ?? openedPrice) / (CVA + LF + partyAMM + partyBMM)`\n * — the requested open price is the reference; the settled `openedPrice` steps in\n * only when the requested price is `0`.\n *\n * Returns `\"0\"` when the locked-margin sum is zero (i.e. the quote has no\n * partyA-locked collateral on record yet) or when any input is non-finite.\n *\n * @example\n * ```ts\n * const lev = calculateQuoteLeverage({\n *   quantity: 1_000_000_000_000_000_000n,\n *   requestedOpenPrice: 50_000_000_000_000_000_000n,\n *   lockedValues: { cva: 1_000_000_000_000_000_000n, lf: 500_000_000_000_000_000n, partyAmm: 1_500_000_000_000_000_000n },\n * });\n * ```\n */\nexport function calculateQuoteLeverage(parameters: CalculateQuoteLeverageParameters): string {\n  const referencePriceWei = leveragePriceOf(parameters);\n  const quantity = Number(formatUnits(parameters.quantity, WEI_DECIMALS));\n  const referencePrice = Number(formatUnits(referencePriceWei, WEI_DECIMALS));\n  const lockedSum = Number(\n    formatUnits(\n      parameters.lockedValues.cva +\n        parameters.lockedValues.lf +\n        parameters.lockedValues.partyAmm +\n        parameters.lockedValues.partyBmm,\n      WEI_DECIMALS,\n    ),\n  );\n  if (!Number.isFinite(quantity) || !Number.isFinite(referencePrice) || !Number.isFinite(lockedSum)) return \"0\";\n  if (lockedSum === 0) return \"0\";\n  const leverage = (quantity * referencePrice) / lockedSum;\n  if (!Number.isFinite(leverage)) return \"0\";\n  return String(leverage);\n}\n"],"mappings":";;;AAIA,IAAM,IAAe;AAmCrB,SAAgB,EAAuB,GAAsD;CAC3F,IAAM,IAAoB,EAAgB,CAAU,GAC9C,IAAW,OAAO,EAAY,EAAW,UAAU,CAAY,CAAC,GAChE,IAAiB,OAAO,EAAY,GAAmB,CAAY,CAAC,GACpE,IAAY,OAChB,EACE,EAAW,aAAa,MACtB,EAAW,aAAa,KACxB,EAAW,aAAa,WACxB,EAAW,aAAa,UAC1B,CACF,CACF;CAEA,IADI,CAAC,OAAO,SAAS,CAAQ,KAAK,CAAC,OAAO,SAAS,CAAc,KAAK,CAAC,OAAO,SAAS,CAAS,KAC5F,MAAc,GAAG,OAAO;CAC5B,IAAM,IAAY,IAAW,IAAkB;CAE/C,OADK,OAAO,SAAS,CAAQ,IACtB,OAAO,CAAQ,IADiB;AAEzC"}
+{"version":3,"file":"calculate-quote-leverage.js","names":[],"sources":["../../../src/quotes/upnl/calculate-quote-leverage.ts"],"sourcesContent":["import { formatUnits } from \"viem\";\nimport { leveragePriceOf } from \"../open-price\";\n\n/** Decimal places of an 18-decimal-wei fixed-point value. */\nconst WEI_DECIMALS = 18;\n\n/**\n * Inputs for {@link calculateQuoteLeverage}. All bigint fields are 18-decimal wei.\n */\nexport interface CalculateQuoteLeverageParameters {\n  /** Quote quantity. */\n  quantity: bigint;\n  /** Original open price the position first opened at — the preferred reference. */\n  initialOpenedPrice?: bigint;\n  /** Settled open price (wei) — reference used when `initialOpenedPrice` is absent. */\n  openedPrice?: bigint;\n  /** Current requested open price (wei) — last-resort reference; may drift after edits. */\n  requestedOpenPrice: bigint;\n  /** Locked-margin legs (partyA + partyB) committed when the quote opened. */\n  lockedValues: { cva: bigint; lf: bigint; partyAmm: bigint; partyBmm: bigint };\n}\n\n/**\n * Quote leverage as a decimal string.\n *\n * `leverage = quantity × (initialOpenedPrice ?? openedPrice ?? requestedOpenPrice) / (CVA + LF + partyAMM + partyBMM)`\n * — the original open price is the reference; the settled `openedPrice` then the\n * current `requestedOpenPrice` step in as it is absent (see {@link leveragePriceOf}).\n *\n * Returns `\"0\"` when the locked-margin sum is zero (i.e. the quote has no\n * partyA-locked collateral on record yet) or when any input is non-finite.\n *\n * @example\n * ```ts\n * const lev = calculateQuoteLeverage({\n *   quantity: 1_000_000_000_000_000_000n,\n *   requestedOpenPrice: 50_000_000_000_000_000_000n,\n *   lockedValues: { cva: 1_000_000_000_000_000_000n, lf: 500_000_000_000_000_000n, partyAmm: 1_500_000_000_000_000_000n },\n * });\n * ```\n */\nexport function calculateQuoteLeverage(parameters: CalculateQuoteLeverageParameters): string {\n  const referencePriceWei = leveragePriceOf(parameters);\n  const quantity = Number(formatUnits(parameters.quantity, WEI_DECIMALS));\n  const referencePrice = Number(formatUnits(referencePriceWei, WEI_DECIMALS));\n  const lockedSum = Number(\n    formatUnits(\n      parameters.lockedValues.cva +\n        parameters.lockedValues.lf +\n        parameters.lockedValues.partyAmm +\n        parameters.lockedValues.partyBmm,\n      WEI_DECIMALS,\n    ),\n  );\n  if (!Number.isFinite(quantity) || !Number.isFinite(referencePrice) || !Number.isFinite(lockedSum)) return \"0\";\n  if (lockedSum === 0) return \"0\";\n  const leverage = (quantity * referencePrice) / lockedSum;\n  if (!Number.isFinite(leverage)) return \"0\";\n  return String(leverage);\n}\n"],"mappings":";;;AAIA,IAAM,IAAe;AAqCrB,SAAgB,EAAuB,GAAsD;CAC3F,IAAM,IAAoB,EAAgB,CAAU,GAC9C,IAAW,OAAO,EAAY,EAAW,UAAU,CAAY,CAAC,GAChE,IAAiB,OAAO,EAAY,GAAmB,CAAY,CAAC,GACpE,IAAY,OAChB,EACE,EAAW,aAAa,MACtB,EAAW,aAAa,KACxB,EAAW,aAAa,WACxB,EAAW,aAAa,UAC1B,CACF,CACF;CAEA,IADI,CAAC,OAAO,SAAS,CAAQ,KAAK,CAAC,OAAO,SAAS,CAAc,KAAK,CAAC,OAAO,SAAS,CAAS,KAC5F,MAAc,GAAG,OAAO;CAC5B,IAAM,IAAY,IAAW,IAAkB;CAE/C,OADK,OAAO,SAAS,CAAQ,IACtB,OAAO,CAAQ,IADiB;AAEzC"}

package/dist/shared/utils/query.d.ts

@@ -9,8 +9,8 @@
  *
  * @example
  * ```ts
- * filterQueryOptions({ chainId: 999, user: "0x…", offset: 0n, query: { staleTime: 1 } });
- * // → { chainId: 999, user: "0x…", offset: "0" }
+ * filterQueryOptions({ chainId: 42161, user: "0x…", offset: 0n, query: { staleTime: 1 } });
+ * // → { chainId: 42161, user: "0x…", offset: "0" }
  * ```
  */
 export declare function filterQueryOptions<type extends Record<string, unknown>>(options: type): Record<string, unknown>;

package/dist/shared/utils/query.js.map

@@ -1 +1 @@
-{"version":3,"file":"query.js","names":[],"sources":["../../../src/shared/utils/query.ts"],"sourcesContent":["/**\n * Keys that configure TanStack Query behavior rather than identify the data.\n * They are stripped before an options object is turned into a query key so two\n * calls that differ only in, say, `staleTime` still share a cache entry.\n *\n * `accessToken` is stripped too: a bearer credential is never a cache dimension\n * (two calls that differ only by a refreshed token still hit the same entry) and\n * must never leak into a devtools-visible key.\n */\nconst NON_KEY_FIELDS = new Set([\"query\", \"enabled\", \"config\", \"accessToken\"]);\n\n/**\n * Turn an options object into the plain, hashable payload that trails a query\n * key. Strips TanStack control fields and functions, drops `undefined`, and\n * recursively serializes `bigint` to its decimal string (TanStack's default key\n * hash throws on `bigint`).\n *\n * @param options - The query-options object passed to a factory.\n * @returns A plain object safe to embed in a query key.\n *\n * @example\n * ```ts\n * filterQueryOptions({ chainId: 999, user: \"0x…\", offset: 0n, query: { staleTime: 1 } });\n * // → { chainId: 999, user: \"0x…\", offset: \"0\" }\n * ```\n */\nexport function filterQueryOptions<type extends Record<string, unknown>>(options: type): Record<string, unknown> {\n  const result: Record<string, unknown> = {};\n  for (const [key, value] of Object.entries(options)) {\n    if (NON_KEY_FIELDS.has(key)) continue;\n    if (value === undefined) continue;\n    if (typeof value === \"function\") continue;\n    result[key] = serializeBigInts(value);\n  }\n  return result;\n}\n\n/**\n * Recursively replace every `bigint` in a value with its decimal string form so\n * the result survives `JSON.stringify`-based query-key hashing.\n */\nfunction serializeBigInts(value: unknown): unknown {\n  if (typeof value === \"bigint\") return value.toString();\n  if (Array.isArray(value)) return value.map(serializeBigInts);\n  if (value !== null && typeof value === \"object\") {\n    const result: Record<string, unknown> = {};\n    for (const [key, nested] of Object.entries(value)) {\n      result[key] = serializeBigInts(nested);\n    }\n    return result;\n  }\n  return value;\n}\n"],"mappings":";AASA,IAAM,IAAiB,IAAI,IAAI;CAAC;CAAS;CAAW;CAAU;AAAa,CAAC;AAiB5E,SAAgB,EAAyD,GAAwC;CAC/G,IAAM,IAAkC,CAAC;CACzC,KAAK,IAAM,CAAC,GAAK,MAAU,OAAO,QAAQ,CAAO,GAC3C,EAAe,IAAI,CAAG,KACtB,MAAU,KAAA,KACV,OAAO,KAAU,eACrB,EAAO,KAAO,EAAiB,CAAK;CAEtC,OAAO;AACT;AAMA,SAAS,EAAiB,GAAyB;CACjD,IAAI,OAAO,KAAU,UAAU,OAAO,EAAM,SAAS;CACrD,IAAI,MAAM,QAAQ,CAAK,GAAG,OAAO,EAAM,IAAI,CAAgB;CAC3D,IAAsB,OAAO,KAAU,YAAnC,GAA6C;EAC/C,IAAM,IAAkC,CAAC;EACzC,KAAK,IAAM,CAAC,GAAK,MAAW,OAAO,QAAQ,CAAK,GAC9C,EAAO,KAAO,EAAiB,CAAM;EAEvC,OAAO;CACT;CACA,OAAO;AACT"}
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/shared/utils/query.ts"],"sourcesContent":["/**\n * Keys that configure TanStack Query behavior rather than identify the data.\n * They are stripped before an options object is turned into a query key so two\n * calls that differ only in, say, `staleTime` still share a cache entry.\n *\n * `accessToken` is stripped too: a bearer credential is never a cache dimension\n * (two calls that differ only by a refreshed token still hit the same entry) and\n * must never leak into a devtools-visible key.\n */\nconst NON_KEY_FIELDS = new Set([\"query\", \"enabled\", \"config\", \"accessToken\"]);\n\n/**\n * Turn an options object into the plain, hashable payload that trails a query\n * key. Strips TanStack control fields and functions, drops `undefined`, and\n * recursively serializes `bigint` to its decimal string (TanStack's default key\n * hash throws on `bigint`).\n *\n * @param options - The query-options object passed to a factory.\n * @returns A plain object safe to embed in a query key.\n *\n * @example\n * ```ts\n * filterQueryOptions({ chainId: 42161, user: \"0x…\", offset: 0n, query: { staleTime: 1 } });\n * // → { chainId: 42161, user: \"0x…\", offset: \"0\" }\n * ```\n */\nexport function filterQueryOptions<type extends Record<string, unknown>>(options: type): Record<string, unknown> {\n  const result: Record<string, unknown> = {};\n  for (const [key, value] of Object.entries(options)) {\n    if (NON_KEY_FIELDS.has(key)) continue;\n    if (value === undefined) continue;\n    if (typeof value === \"function\") continue;\n    result[key] = serializeBigInts(value);\n  }\n  return result;\n}\n\n/**\n * Recursively replace every `bigint` in a value with its decimal string form so\n * the result survives `JSON.stringify`-based query-key hashing.\n */\nfunction serializeBigInts(value: unknown): unknown {\n  if (typeof value === \"bigint\") return value.toString();\n  if (Array.isArray(value)) return value.map(serializeBigInts);\n  if (value !== null && typeof value === \"object\") {\n    const result: Record<string, unknown> = {};\n    for (const [key, nested] of Object.entries(value)) {\n      result[key] = serializeBigInts(nested);\n    }\n    return result;\n  }\n  return value;\n}\n"],"mappings":";AASA,IAAM,IAAiB,IAAI,IAAI;CAAC;CAAS;CAAW;CAAU;AAAa,CAAC;AAiB5E,SAAgB,EAAyD,GAAwC;CAC/G,IAAM,IAAkC,CAAC;CACzC,KAAK,IAAM,CAAC,GAAK,MAAU,OAAO,QAAQ,CAAO,GAC3C,EAAe,IAAI,CAAG,KACtB,MAAU,KAAA,KACV,OAAO,KAAU,eACrB,EAAO,KAAO,EAAiB,CAAK;CAEtC,OAAO;AACT;AAMA,SAAS,EAAiB,GAAyB;CACjD,IAAI,OAAO,KAAU,UAAU,OAAO,EAAM,SAAS;CACrD,IAAI,MAAM,QAAQ,CAAK,GAAG,OAAO,EAAM,IAAI,CAAgB;CAC3D,IAAsB,OAAO,KAAU,YAAnC,GAA6C;EAC/C,IAAM,IAAkC,CAAC;EACzC,KAAK,IAAM,CAAC,GAAK,MAAW,OAAO,QAAQ,CAAK,GAC9C,EAAO,KAAO,EAAiB,CAAM;EAEvC,OAAO;CACT;CACA,OAAO;AACT"}

package/dist/solvers/force-close/force-close-position.js

@@ -1,4 +1,4 @@
-import { symmioAbi as e } from "../../symmio-contracts/abi/v0.8.5/symmio.js";
+import { symmioAbi as e } from "../../symmio-contracts/abi/v0.8.6/symmio.js";
 import { callAsSubAccount as t } from "../../symmio-contracts/symmio/internal/call-as-sub-account.js";
 import { encodeFunctionData as n } from "viem";
 //#region src/solvers/force-close/force-close-position.ts

package/dist/solvers/force-close/force-close-position.js.map

@@ -1 +1 @@
-{"version":3,"file":"force-close-position.js","names":[],"sources":["../../../src/solvers/force-close/force-close-position.ts"],"sourcesContent":["import { encodeFunctionData, type Address, type Hash } from \"viem\";\nimport type { Config } from \"../../core/config\";\nimport type { Compute, WriteContractParameter } from \"../../shared/types/properties\";\nimport { symmioAbi } from \"../../symmio-contracts/abi/v0.8.5/symmio\";\nimport { callAsSubAccount } from \"../../symmio-contracts/symmio/internal/call-as-sub-account\";\nimport type { HighLowPriceSig } from \"../../symmio-contracts/symmio/types\";\n\n/**\n * Parameters for {@link forceClosePosition}.\n */\nexport type ForceClosePositionParameters = Compute<\n  WriteContractParameter & {\n    /**\n     * The subaccount (partyA) that owns the position. The call is routed through\n     * the AccountLayer `_call` proxy so the core sees this subaccount as the\n     * caller; the connected wallet must be its on-chain `owner`.\n     */\n    account: Address;\n    /** The `CLOSE_PENDING` limit quote id to force-close. */\n    quoteId: bigint;\n    /** The Muon `priceRange` attestation — see `getForceClosePriceSig`. */\n    sig: HighLowPriceSig;\n  }\n>;\n\n/** Return type of {@link forceClosePosition}: the submitted transaction hash. */\nexport type ForceClosePositionReturnType = Hash;\n\n/**\n * Send the single-call force close (`forceClosePosition(quoteId, sig)`) — the\n * low-level write. The eligibility gate and Muon signature must already be\n * resolved (use {@link forceCloseAuto} for the end-to-end flow). Routed through\n * `AccountLayer._call(account, …)`, so the connected wallet must be the\n * subaccount's `owner`.\n *\n * @remarks\n * Reverts `ForceActionsFacet: Cross partyB mode enabled` when the position's\n * partyB runs cross-margin settlement — that solver needs the (not-yet-supported)\n * 3-step `initializeForceClose` / `finalizeForceClose` flow.\n *\n * @param config - The SDK config (must have a `getWalletClient` resolver).\n * @param parameters - The owning subaccount, the quote id, the Muon sig, optional `from` / pre-flight / chain id.\n * @returns The submitted transaction hash.\n * @throws {SymmError} when the chain is unsupported or no wallet client is available.\n *\n * @example\n * ```ts\n * const hash = await forceClosePosition(config, { account: \"0xsub…\", quoteId: 42n, sig });\n * ```\n */\nexport async function forceClosePosition(\n  config: Config,\n  parameters: ForceClosePositionParameters,\n): Promise<ForceClosePositionReturnType> {\n  const { chainId, account, quoteId, sig } = parameters;\n\n  const data = encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"forceClosePosition\",\n    args: [quoteId, sig],\n  });\n\n  return callAsSubAccount(config, {\n    account,\n    data,\n    chainId,\n    from: parameters.from,\n    simulateBeforeWrite: parameters.simulateBeforeWrite,\n  });\n}\n"],"mappings":";;;;AAkDA,eAAsB,EACpB,GACA,GACuC;CACvC,IAAM,EAAE,YAAS,YAAS,YAAS,WAAQ;CAQ3C,OAAO,EAAiB,GAAQ;EAC9B;EACA,MARW,EAAmB;GAC9B,KAAK;GACL,cAAc;GACd,MAAM,CAAC,GAAS,CAAG;EACrB,CAIE;EACA;EACA,MAAM,EAAW;EACjB,qBAAqB,EAAW;CAClC,CAAC;AACH"}
+{"version":3,"file":"force-close-position.js","names":[],"sources":["../../../src/solvers/force-close/force-close-position.ts"],"sourcesContent":["import { encodeFunctionData, type Address, type Hash } from \"viem\";\nimport type { Config } from \"../../core/config\";\nimport type { Compute, WriteContractParameter } from \"../../shared/types/properties\";\nimport { symmioAbi } from \"../../symmio-contracts/abi/v0.8.6/symmio\";\nimport { callAsSubAccount } from \"../../symmio-contracts/symmio/internal/call-as-sub-account\";\nimport type { HighLowPriceSig } from \"../../symmio-contracts/symmio/types\";\n\n/**\n * Parameters for {@link forceClosePosition}.\n */\nexport type ForceClosePositionParameters = Compute<\n  WriteContractParameter & {\n    /**\n     * The subaccount (partyA) that owns the position. The call is routed through\n     * the AccountLayer `_call` proxy so the core sees this subaccount as the\n     * caller; the connected wallet must be its on-chain `owner`.\n     */\n    account: Address;\n    /** The `CLOSE_PENDING` limit quote id to force-close. */\n    quoteId: bigint;\n    /** The Muon `priceRange` attestation — see `getForceClosePriceSig`. */\n    sig: HighLowPriceSig;\n  }\n>;\n\n/** Return type of {@link forceClosePosition}: the submitted transaction hash. */\nexport type ForceClosePositionReturnType = Hash;\n\n/**\n * Send the single-call force close (`forceClosePosition(quoteId, sig)`) — the\n * low-level write. The eligibility gate and Muon signature must already be\n * resolved (use {@link forceCloseAuto} for the end-to-end flow). Routed through\n * `AccountLayer._call(account, …)`, so the connected wallet must be the\n * subaccount's `owner`.\n *\n * @remarks\n * Reverts `ForceActionsFacet: Cross partyB mode enabled` when the position's\n * partyB runs cross-margin settlement — that solver needs the (not-yet-supported)\n * 3-step `initializeForceClose` / `finalizeForceClose` flow.\n *\n * @param config - The SDK config (must have a `getWalletClient` resolver).\n * @param parameters - The owning subaccount, the quote id, the Muon sig, optional `from` / pre-flight / chain id.\n * @returns The submitted transaction hash.\n * @throws {SymmError} when the chain is unsupported or no wallet client is available.\n *\n * @example\n * ```ts\n * const hash = await forceClosePosition(config, { account: \"0xsub…\", quoteId: 42n, sig });\n * ```\n */\nexport async function forceClosePosition(\n  config: Config,\n  parameters: ForceClosePositionParameters,\n): Promise<ForceClosePositionReturnType> {\n  const { chainId, account, quoteId, sig } = parameters;\n\n  const data = encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"forceClosePosition\",\n    args: [quoteId, sig],\n  });\n\n  return callAsSubAccount(config, {\n    account,\n    data,\n    chainId,\n    from: parameters.from,\n    simulateBeforeWrite: parameters.simulateBeforeWrite,\n  });\n}\n"],"mappings":";;;;AAkDA,eAAsB,EACpB,GACA,GACuC;CACvC,IAAM,EAAE,YAAS,YAAS,YAAS,WAAQ;CAQ3C,OAAO,EAAiB,GAAQ;EAC9B;EACA,MARW,EAAmB;GAC9B,KAAK;GACL,cAAc;GACd,MAAM,CAAC,GAAS,CAAG;EACrB,CAIE;EACA;EACA,MAAM,EAAW;EACjB,qBAAqB,EAAW;CAClC,CAAC;AACH"}

package/dist/solvers/force-close/get-force-close-params.js

@@ -1,4 +1,4 @@
-import { symmioAbi as e } from "../../symmio-contracts/abi/v0.8.5/symmio.js";
+import { symmioAbi as e } from "../../symmio-contracts/abi/v0.8.6/symmio.js";
 //#region src/solvers/force-close/get-force-close-params.ts
 async function t(t, n) {
 	let { chainId: r, symbolId: i } = n, { addresses: a } = t.getChainConfig(r), [o, s, c, l] = await t.getClient({ chainId: r }).multicall({

package/dist/solvers/force-close/get-force-close-params.js.map

@@ -1 +1 @@
-{"version":3,"file":"get-force-close-params.js","names":[],"sources":["../../../src/solvers/force-close/get-force-close-params.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport type { ChainIdParameter, Compute } from \"../../shared/types/properties\";\nimport { symmioAbi } from \"../../symmio-contracts/abi/v0.8.5/symmio\";\nimport type { ForceCloseParams } from \"./types\";\n\n/**\n * Parameters for {@link getForceCloseParams}.\n */\nexport type GetForceCloseParametersParameters = Compute<\n  ChainIdParameter & {\n    /** Market symbol id — `forceCloseGapRatio` is per-symbol. */\n    symbolId: bigint;\n  }\n>;\n\n/** Return type of {@link getForceCloseParams}. */\nexport type GetForceCloseParametersReturnType = ForceCloseParams;\n\n/**\n * Read the protocol force-close parameters — the cooldowns, price penalty,\n * minimum signature period, and the symbol's gap ratio — in **one multicall**.\n * These drive the eligibility gate ({@link checkForceCloseEligibility}) and the\n * price checks, so they are always read together.\n *\n * @param config - The SDK config.\n * @param parameters - The market `symbolId` (for `forceCloseGapRatio`) and optional chain id.\n * @returns The resolved {@link ForceCloseParams}.\n * @throws {SymmError} when the chain is not supported.\n *\n * @example\n * ```ts\n * const { firstCooldown, secondCooldown, pricePenalty, gapRatio } = await getForceCloseParams(config, {\n *   symbolId: 1n,\n * });\n * ```\n */\nexport async function getForceCloseParams(\n  config: Config,\n  parameters: GetForceCloseParametersParameters,\n): Promise<GetForceCloseParametersReturnType> {\n  const { chainId, symbolId } = parameters;\n  const { addresses } = config.getChainConfig(chainId);\n  const client = config.getClient({ chainId });\n\n  const [cooldowns, pricePenalty, minSigPeriod, gapRatio] = await client.multicall({\n    allowFailure: false,\n    contracts: [\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceCloseCooldowns\" },\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceClosePricePenalty\" },\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceCloseMinSigPeriod\" },\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceCloseGapRatio\", args: [symbolId] },\n    ] as const,\n  });\n\n  const [firstCooldown, secondCooldown] = cooldowns;\n  return { firstCooldown, secondCooldown, pricePenalty, minSigPeriod, gapRatio };\n}\n"],"mappings":";;AAoCA,eAAsB,EACpB,GACA,GAC4C;CAC5C,IAAM,EAAE,YAAS,gBAAa,GACxB,EAAE,iBAAc,EAAO,eAAe,CAAO,GAG7C,CAAC,GAAW,GAAc,GAAc,KAAY,MAF3C,EAAO,UAAU,EAAE,WAAQ,CAEsB,EAAO,UAAU;EAC/E,cAAc;EACd,WAAW;GACT;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;GAAsB;GACxF;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;GAAyB;GAC3F;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;GAAyB;GAC3F;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;IAAsB,MAAM,CAAC,CAAQ;GAAE;EAC3G;CACF,CAAC,GAEK,CAAC,GAAe,KAAkB;CACxC,OAAO;EAAE;EAAe;EAAgB;EAAc;EAAc;CAAS;AAC/E"}
+{"version":3,"file":"get-force-close-params.js","names":[],"sources":["../../../src/solvers/force-close/get-force-close-params.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport type { ChainIdParameter, Compute } from \"../../shared/types/properties\";\nimport { symmioAbi } from \"../../symmio-contracts/abi/v0.8.6/symmio\";\nimport type { ForceCloseParams } from \"./types\";\n\n/**\n * Parameters for {@link getForceCloseParams}.\n */\nexport type GetForceCloseParametersParameters = Compute<\n  ChainIdParameter & {\n    /** Market symbol id — `forceCloseGapRatio` is per-symbol. */\n    symbolId: bigint;\n  }\n>;\n\n/** Return type of {@link getForceCloseParams}. */\nexport type GetForceCloseParametersReturnType = ForceCloseParams;\n\n/**\n * Read the protocol force-close parameters — the cooldowns, price penalty,\n * minimum signature period, and the symbol's gap ratio — in **one multicall**.\n * These drive the eligibility gate ({@link checkForceCloseEligibility}) and the\n * price checks, so they are always read together.\n *\n * @param config - The SDK config.\n * @param parameters - The market `symbolId` (for `forceCloseGapRatio`) and optional chain id.\n * @returns The resolved {@link ForceCloseParams}.\n * @throws {SymmError} when the chain is not supported.\n *\n * @example\n * ```ts\n * const { firstCooldown, secondCooldown, pricePenalty, gapRatio } = await getForceCloseParams(config, {\n *   symbolId: 1n,\n * });\n * ```\n */\nexport async function getForceCloseParams(\n  config: Config,\n  parameters: GetForceCloseParametersParameters,\n): Promise<GetForceCloseParametersReturnType> {\n  const { chainId, symbolId } = parameters;\n  const { addresses } = config.getChainConfig(chainId);\n  const client = config.getClient({ chainId });\n\n  const [cooldowns, pricePenalty, minSigPeriod, gapRatio] = await client.multicall({\n    allowFailure: false,\n    contracts: [\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceCloseCooldowns\" },\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceClosePricePenalty\" },\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceCloseMinSigPeriod\" },\n      { address: addresses.symmioAddress, abi: symmioAbi, functionName: \"forceCloseGapRatio\", args: [symbolId] },\n    ] as const,\n  });\n\n  const [firstCooldown, secondCooldown] = cooldowns;\n  return { firstCooldown, secondCooldown, pricePenalty, minSigPeriod, gapRatio };\n}\n"],"mappings":";;AAoCA,eAAsB,EACpB,GACA,GAC4C;CAC5C,IAAM,EAAE,YAAS,gBAAa,GACxB,EAAE,iBAAc,EAAO,eAAe,CAAO,GAG7C,CAAC,GAAW,GAAc,GAAc,KAAY,MAF3C,EAAO,UAAU,EAAE,WAAQ,CAEsB,EAAO,UAAU;EAC/E,cAAc;EACd,WAAW;GACT;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;GAAsB;GACxF;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;GAAyB;GAC3F;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;GAAyB;GAC3F;IAAE,SAAS,EAAU;IAAe,KAAK;IAAW,cAAc;IAAsB,MAAM,CAAC,CAAQ;GAAE;EAC3G;CACF,CAAC,GAEK,CAAC,GAAe,KAAkB;CACxC,OAAO;EAAE;EAAe;EAAgB;EAAc;EAAc;CAAS;AAC/E"}

package/dist/solvers/instant-close/shared/calldata.js

@@ -1,4 +1,4 @@
-import { symmioAbi as e } from "../../../symmio-contracts/abi/v0.8.5/symmio.js";
+import { symmioAbi as e } from "../../../symmio-contracts/abi/v0.8.6/symmio.js";
 import { encodeFunctionData as t } from "viem";
 //#region src/solvers/instant-close/shared/calldata.ts
 function n(n) {

package/dist/solvers/instant-close/shared/calldata.js.map

@@ -1 +1 @@
-{"version":3,"file":"calldata.js","names":[],"sources":["../../../../src/solvers/instant-close/shared/calldata.ts"],"sourcesContent":["import { encodeFunctionData, type Hex } from \"viem\";\nimport { symmioAbi } from \"../../../symmio-contracts/abi/v0.8.5/symmio\";\n\n/**\n * Parameters for {@link encodeRequestToClosePosition}.\n */\nexport interface EncodeRequestToClosePositionParameters {\n  /** Quote id of the open position. */\n  quoteId: bigint;\n  /** Slippage-adjusted close price (wei, 1e18 fixed-point). */\n  closePrice: bigint;\n  /** Quantity to close (wei, 1e18 fixed-point). */\n  quantityToClose: bigint;\n  /** Order type contract value (1 = MARKET). */\n  orderType: number;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n}\n\n/**\n * Encode calldata for `Symmio.requestToClosePosition(quoteId, closePrice,\n * quantityToClose, orderType, deadline)`.\n */\nexport function encodeRequestToClosePosition(parameters: EncodeRequestToClosePositionParameters): Hex {\n  return encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"requestToClosePosition\",\n    args: [\n      parameters.quoteId,\n      parameters.closePrice,\n      parameters.quantityToClose,\n      parameters.orderType,\n      parameters.deadline,\n    ],\n  });\n}\n"],"mappings":";;;AAuBA,SAAgB,EAA6B,GAAyD;CACpG,OAAO,EAAmB;EACxB,KAAK;EACL,cAAc;EACd,MAAM;GACJ,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;EACb;CACF,CAAC;AACH"}
+{"version":3,"file":"calldata.js","names":[],"sources":["../../../../src/solvers/instant-close/shared/calldata.ts"],"sourcesContent":["import { encodeFunctionData, type Hex } from \"viem\";\nimport { symmioAbi } from \"../../../symmio-contracts/abi/v0.8.6/symmio\";\n\n/**\n * Parameters for {@link encodeRequestToClosePosition}.\n */\nexport interface EncodeRequestToClosePositionParameters {\n  /** Quote id of the open position. */\n  quoteId: bigint;\n  /** Slippage-adjusted close price (wei, 1e18 fixed-point). */\n  closePrice: bigint;\n  /** Quantity to close (wei, 1e18 fixed-point). */\n  quantityToClose: bigint;\n  /** Order type contract value (1 = MARKET). */\n  orderType: number;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n}\n\n/**\n * Encode calldata for `Symmio.requestToClosePosition(quoteId, closePrice,\n * quantityToClose, orderType, deadline)`.\n */\nexport function encodeRequestToClosePosition(parameters: EncodeRequestToClosePositionParameters): Hex {\n  return encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"requestToClosePosition\",\n    args: [\n      parameters.quoteId,\n      parameters.closePrice,\n      parameters.quantityToClose,\n      parameters.orderType,\n      parameters.deadline,\n    ],\n  });\n}\n"],"mappings":";;;AAuBA,SAAgB,EAA6B,GAAyD;CACpG,OAAO,EAAmB;EACxB,KAAK;EACL,cAAc;EACd,MAAM;GACJ,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;EACb;CACF,CAAC;AACH"}

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

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

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

@@ -0,0 +1 @@
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