@symmio/trading-core 2.0.0 → 3.0.0

package/dist/solvers/instant-open/prepare-instant-open-params/prepare-instant-open-params.js

@@ -1,90 +1,175 @@
 import { SymmError as e } from "../../../shared/errors/symm-error.js";
-import { calculateMargin as t, calculateTradeParams as n, computePlatformFee as r, toWeiBigInt as i } from "../shared/trade-math.js";
-import { resolveMarkPrice as a } from "../../shared/resolvers/resolve-mark-price.js";
-import { resolveMarket as o } from "../../shared/resolvers/resolve-market.js";
-import { resolveFeeRates as s } from "./resolvers/resolve-fee-rates.js";
-import { resolveLockedParams as c } from "./resolvers/resolve-locked-params.js";
+import { calculateExpectedSettlementLoss as t, calculateMargin as n, calculateSolverFees as r, calculateTradeParams as i, computePlatformFee as a, toWeiBigInt as o } from "../shared/trade-math.js";
+import { decimalPriceToWei as s } from "../../../shared/utils/price.js";
+import { assertOpenEstimateWithinSlippage as c, assertValidSlippage as l, deriveAutoSlippage as u, fetchOpenEstimatePrice as d } from "../shared/open-estimate-guard.js";
+import { resolveMarkPrice as f } from "../../shared/resolvers/resolve-mark-price.js";
+import { resolveMarket as p } from "../../shared/resolvers/resolve-market.js";
+import { resolveFeeRates as m } from "./resolvers/resolve-fee-rates.js";
+import { resolveLockedParams as h } from "./resolvers/resolve-locked-params.js";
 //#region src/solvers/instant-open/prepare-instant-open-params/prepare-instant-open-params.ts
-async function l(l, u) {
-	let d = await o(l, {
-		chainId: u.chainId,
-		solverId: u.solverId,
-		marketId: u.market.id,
-		marketName: u.market.name,
-		pricePrecision: u.market.pricePrecision,
-		quantityPrecision: u.market.quantityPrecision
-	}), [f, p, m] = await Promise.all([
-		a(l, {
-			chainId: u.chainId,
-			solverId: u.solverId,
-			marketName: d.name,
-			markPrice: u.markPrice
+var g = "0.01";
+function _(t, n) {
+	let r = s(n ?? g);
+	if (r === void 0) throw new e("validation", "INVALID_SOLVER_FEE_CAP", `prepareInstantOpenParams: market ${t} "${n}" is not a valid decimal ratio.`);
+	return r;
+}
+async function v(s, g) {
+	g.slippage !== void 0 && l(g.slippage);
+	let v = s.getSolver({
+		chainId: g.chainId,
+		solverId: g.solverId
+	}).id === "enigma";
+	if (g.slippage === void 0 && !v) throw new e("validation", "SLIPPAGE_REQUIRED", "prepareInstantOpenParams: slippage is required on this solver — auto-derived slippage is lowcap-only.");
+	let y = s.getChainConfig(g.chainId).contractsVersion === "0.8.6", b = await p(s, {
+		chainId: g.chainId,
+		solverId: g.solverId,
+		marketId: g.market.id,
+		marketName: g.market.name,
+		pricePrecision: g.market.pricePrecision,
+		quantityPrecision: g.market.quantityPrecision,
+		minOpenSolverFeeCap: g.market.minOpenSolverFeeCap,
+		minCloseSolverFeeCap: g.market.minCloseSolverFeeCap,
+		includeSolverFeeCaps: y,
+		hedgerFeeOpen: g.market.hedgerFeeOpen,
+		hedgerFeeClose: g.market.hedgerFeeClose,
+		hedgerFeeCloseEarlyRate: g.market.hedgerFeeCloseEarlyRate,
+		hedgerFeeCloseEarlyThreshold: g.market.hedgerFeeCloseEarlyThreshold,
+		hedgerFeeCloseStandardThreshold: g.market.hedgerFeeCloseStandardThreshold,
+		includeHedgerFees: v
+	}), [x, S, C] = await Promise.all([
+		f(s, {
+			chainId: g.chainId,
+			solverId: g.solverId,
+			marketName: b.name,
+			markPrice: g.markPrice
 		}),
-		c(l, {
-			chainId: u.chainId,
-			solverId: u.solverId,
-			marketName: d.name,
-			leverage: u.leverage,
-			lockedParamPercent: u.lockedParamPercent
+		h(s, {
+			chainId: g.chainId,
+			solverId: g.solverId,
+			marketName: b.name,
+			leverage: g.leverage,
+			lockedParamPercent: g.lockedParamPercent
 		}),
-		s(l, {
-			chainId: u.chainId,
-			subAccountAddress: u.subAccountAddress,
-			marketId: u.market.id,
-			feeRates: u.feeRates
+		m(s, {
+			chainId: g.chainId,
+			subAccountAddress: g.subAccountAddress,
+			marketId: g.market.id,
+			feeRates: g.feeRates
 		})
-	]), h = n({
-		markPrice: f,
-		slippage: u.slippage,
-		positionType: u.positionType,
-		userInput: u.initialMargin,
+	]), w = {
+		markPrice: x,
+		positionType: g.positionType,
+		userInput: g.initialMargin,
 		inputField: "PRICE",
-		leverage: u.leverage,
-		pricePrecision: d.pricePrecision,
-		quantityPrecision: d.quantityPrecision,
-		cvaPercent: p.cva,
-		lfPercent: p.lf,
-		partyAmmPercent: p.partyAmm,
-		partyBmmPercent: p.partyBmm
+		leverage: g.leverage,
+		pricePrecision: b.pricePrecision,
+		quantityPrecision: b.quantityPrecision,
+		cvaPercent: S.cva,
+		lfPercent: S.lf,
+		partyAmmPercent: S.partyAmm,
+		partyBmmPercent: S.partyBmm
+	}, T = g.slippage, E = v ? g.estimatedOpenPrice : void 0;
+	if (T === void 0) {
+		let t = i({
+			...w,
+			slippage: 0
+		});
+		if (!t) throw new e("validation", "INVALID_TRADE_PARAMETERS", "Invalid trade parameters: markPrice or initialMargin is zero/NaN.");
+		v && E === void 0 && (E = await d(s, {
+			chainId: g.chainId,
+			solverId: g.solverId,
+			symbolId: g.market.id,
+			positionType: g.positionType,
+			quantity: t.quantity,
+			markPrice: x
+		})), T = u({
+			markPrice: x,
+			expectedFillPrice: E,
+			positionType: g.positionType
+		});
+	}
+	let D = i({
+		...w,
+		slippage: T
+	});
+	if (!D) throw new e("validation", "INVALID_TRADE_PARAMETERS", "Invalid trade parameters: markPrice or initialMargin is zero/NaN.");
+	v && E === void 0 && (E = await d(s, {
+		chainId: g.chainId,
+		solverId: g.solverId,
+		symbolId: g.market.id,
+		positionType: g.positionType,
+		quantity: D.quantity,
+		markPrice: x
+	})), E !== void 0 && await c(s, {
+		chainId: g.chainId,
+		solverId: g.solverId,
+		symbolId: g.market.id,
+		positionType: g.positionType,
+		quantity: D.quantity,
+		markPrice: x,
+		slippage: T,
+		expectedFillPrice: E
 	});
-	if (!h) throw new e("validation", "INVALID_TRADE_PARAMETERS", "Invalid trade parameters: markPrice or initialMargin is zero/NaN.");
-	let g = r(m, h.notional, h.notional), _ = t({
-		positionType: u.positionType,
-		markPrice: f,
-		quantityBasic: h.quantityBasic,
-		cva: h.cva,
-		lf: h.lf,
-		partyAmm: h.partyAmm,
-		cvaPercent: p.cva,
-		lfPercent: p.lf,
-		partyAmmPercent: p.partyAmm,
-		platformFee: g
+	let O = a(C, D.notional, D.notional), { openSolverFee: k, closeSolverFee: A } = v ? r({
+		notional: D.notional,
+		hedgerFeeOpen: b.hedgerFeeOpen,
+		hedgerFeeClose: b.hedgerFeeClose,
+		hedgerFeeCloseEarlyRate: b.hedgerFeeCloseEarlyRate,
+		hedgerFeeCloseEarlyThreshold: b.hedgerFeeCloseEarlyThreshold,
+		hedgerFeeCloseStandardThreshold: b.hedgerFeeCloseStandardThreshold
+	}) : {
+		openSolverFee: "0",
+		closeSolverFee: "0"
+	}, j = t({
+		positionType: g.positionType,
+		markPrice: x,
+		expectedFillPrice: E,
+		quantity: D.quantity
+	}), M = n({
+		positionType: g.positionType,
+		markPrice: x,
+		quantityBasic: D.quantityBasic,
+		cva: D.cva,
+		lf: D.lf,
+		partyAmm: D.partyAmm,
+		openSolverFee: k,
+		closeSolverFee: A,
+		expectedSettlementLoss: j,
+		shortFundingBufferPercent: +!!v,
+		cvaPercent: S.cva,
+		lfPercent: S.lf,
+		partyAmmPercent: S.partyAmm,
+		platformFee: O
 	});
 	return {
-		chainId: u.chainId,
-		solverId: u.solverId,
-		from: u.from,
-		subAccountAddress: u.subAccountAddress,
-		marketId: u.market.id,
-		positionType: u.positionType,
+		chainId: g.chainId,
+		solverId: g.solverId,
+		from: g.from,
+		subAccountAddress: g.subAccountAddress,
+		marketId: g.market.id,
+		positionType: g.positionType,
 		order: {
-			price: i(h.requestedOpenPrice),
-			quantity: i(h.quantity)
+			price: o(D.requestedOpenPrice),
+			quantity: o(D.quantity)
 		},
 		lockedParam: {
-			cva: i(h.cva),
-			lf: i(h.lf),
-			partyAmm: i(h.partyAmm),
-			partyBmm: i(h.partyBmm)
+			cva: o(D.cva),
+			lf: o(D.lf),
+			partyAmm: o(D.partyAmm),
+			partyBmm: o(D.partyBmm)
 		},
-		margin: { amount: i(_) },
-		uuid: u.uuid,
-		addMarginSalt: u.addMarginSalt,
-		sendQuoteSalt: u.sendQuoteSalt,
-		deadline: u.deadline
+		margin: { amount: o(M) },
+		...y ? { solverFeeCaps: {
+			openRateCap: _("minOpenSolverFeeCap", b.minOpenSolverFeeCap),
+			closeRateCap: _("minCloseSolverFeeCap", b.minCloseSolverFeeCap)
+		} } : {},
+		uuid: g.uuid,
+		addMarginSalt: g.addMarginSalt,
+		sendQuoteSalt: g.sendQuoteSalt,
+		deadline: g.deadline
 	};
 }
 //#endregion
-export { l as prepareInstantOpenParams };
+export { v as prepareInstantOpenParams };
 
 //# sourceMappingURL=prepare-instant-open-params.js.map

package/dist/solvers/instant-open/prepare-instant-open-params/prepare-instant-open-params.js.map

@@ -1 +1 @@
-{"version":3,"file":"prepare-instant-open-params.js","names":[],"sources":["../../../../src/solvers/instant-open/prepare-instant-open-params/prepare-instant-open-params.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { Config } from \"../../../core/config\";\nimport { SymmError } from \"../../../shared/errors/symm-error\";\nimport type { Compute, WriteSolverParameter } from \"../../../shared/types/properties\";\nimport type { FeeForUser } from \"../../../symmio-contracts/symmio/actions/get-fee-for-user\";\nimport type { ApiLockedParamsBySymbolIdResponse } from \"../../types/generated/enigma-solver\";\nimport type { InstantOpenParameters } from \"../instant-open/types\";\nimport { calculateMargin, calculateTradeParams, computePlatformFee, toWeiBigInt } from \"../shared/trade-math\";\nimport { type InstantOpenMarketData, type PositionType } from \"../shared/types\";\nimport { resolveFeeRates, resolveLockedParams, resolveMarket, resolveMarkPrice } from \"./resolvers\";\n\n/**\n * Parameters for {@link prepareInstantOpenParams} and `instantOpenAuto`.\n *\n * Required = inputs only the caller can know (wallet, session key, trade\n * intent). Optional = anything derivable from solver / price-service / on-chain\n * reads. Pre-fill an optional field to skip its fetch.\n */\nexport type PrepareInstantOpenParameters = Compute<\n  WriteSolverParameter & {\n    /** Sub-account / partyA address. */\n    subAccountAddress: Address;\n    /** Market identification + optional pre-fetched precision metadata. */\n    market: InstantOpenMarketData;\n    /** Trade side. */\n    positionType: PositionType;\n    /** Collateral (USD) the user enters as initial margin. Decimal string. */\n    initialMargin: string;\n    /** Position leverage (integer ≥ 1). */\n    leverage: number;\n    /** Slippage tolerance percent (e.g. `5` for 5%). */\n    slippage: number;\n    /** Pre-fetched mark price as decimal string. When omitted, fetched via Enigma price service. */\n    markPrice?: string;\n    /**\n     * Pre-fetched solver locked params (matches `getLockedParams` return —\n     * `ApiLockedParamsBySymbolIdResponse`). When supplied with all four\n     * percent fields, the fetch is skipped.\n     */\n    lockedParamPercent?: ApiLockedParamsBySymbolIdResponse;\n    /**\n     * Pre-fetched on-chain fee rates (matches `getFeeForUser` return —\n     * `FeeForUser`). When omitted, fetched via `getFeeForUser`.\n     */\n    feeRates?: FeeForUser;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    uuid?: string;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    addMarginSalt?: Hex;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    sendQuoteSalt?: Hex;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    deadline?: bigint;\n  }\n>;\n\n/**\n * Resolve every input the {@link InstantOpenParameters} primitive needs from a\n * minimal parameter set.\n *\n * Steps:\n * 1. Resolve market metadata, mark price, locked params, and fee rates —\n *    concurrent fetches with caller-supplied fields short-circuiting.\n * 2. Run {@link calculateTradeParams} to derive `requestedOpenPrice`,\n *    `quantity`, `cva`, `lf`, `partyAmm`, `partyBmm`, `notional`.\n * 3. Run {@link computePlatformFee} + {@link calculateMargin} to derive the\n *    `addMargin` amount.\n * 4. Convert all final values to 18-decimal-wei `bigint`.\n *\n * @throws {SymmError} `RESOLVE_MARKET_NOT_FOUND` /\n *   `RESOLVE_MARKET_METADATA_INCOMPLETE` /\n *   `RESOLVE_MARK_PRICE_NOT_FOUND` / `INVALID_TRADE_PARAMETERS` for\n *   missing / invalid resolved inputs.\n */\nexport async function prepareInstantOpenParams(\n  config: Config,\n  parameters: PrepareInstantOpenParameters,\n): Promise<InstantOpenParameters> {\n  const market = await resolveMarket(config, {\n    chainId: parameters.chainId,\n    solverId: parameters.solverId,\n    marketId: parameters.market.id,\n    marketName: parameters.market.name,\n    pricePrecision: parameters.market.pricePrecision,\n    quantityPrecision: parameters.market.quantityPrecision,\n  });\n  const [markPrice, lockedParams, feeRates] = await Promise.all([\n    resolveMarkPrice(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      marketName: market.name,\n      markPrice: parameters.markPrice,\n    }),\n    resolveLockedParams(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      marketName: market.name,\n      leverage: parameters.leverage,\n      lockedParamPercent: parameters.lockedParamPercent,\n    }),\n    resolveFeeRates(config, {\n      chainId: parameters.chainId,\n      subAccountAddress: parameters.subAccountAddress,\n      marketId: parameters.market.id,\n      feeRates: parameters.feeRates,\n    }),\n  ]);\n\n  const tradeCalc = calculateTradeParams({\n    markPrice,\n    slippage: parameters.slippage,\n    positionType: parameters.positionType,\n    userInput: parameters.initialMargin,\n    inputField: \"PRICE\",\n    leverage: parameters.leverage,\n    pricePrecision: market.pricePrecision,\n    quantityPrecision: market.quantityPrecision,\n    cvaPercent: lockedParams.cva,\n    lfPercent: lockedParams.lf,\n    partyAmmPercent: lockedParams.partyAmm,\n    partyBmmPercent: lockedParams.partyBmm,\n  });\n  if (!tradeCalc) {\n    throw new SymmError(\n      \"validation\",\n      \"INVALID_TRADE_PARAMETERS\",\n      \"Invalid trade parameters: markPrice or initialMargin is zero/NaN.\",\n    );\n  }\n\n  const platformFee = computePlatformFee(feeRates, tradeCalc.notional, tradeCalc.notional);\n  const marginAmount = calculateMargin({\n    positionType: parameters.positionType,\n    markPrice,\n    quantityBasic: tradeCalc.quantityBasic,\n    cva: tradeCalc.cva,\n    lf: tradeCalc.lf,\n    partyAmm: tradeCalc.partyAmm,\n    cvaPercent: lockedParams.cva,\n    lfPercent: lockedParams.lf,\n    partyAmmPercent: lockedParams.partyAmm,\n    platformFee,\n  });\n\n  return {\n    chainId: parameters.chainId,\n    /**\n     * Carried through deliberately: `instantOpen` resolves the solver from it to\n     * fill `partyBsWhiteList` — which is signed into the EIP-712 payload — and to\n     * pick the submit URL. Dropping it here would sign against the default\n     * solver's address while the quote was priced and sized for another.\n     */\n    solverId: parameters.solverId,\n    from: parameters.from,\n    subAccountAddress: parameters.subAccountAddress,\n    marketId: parameters.market.id,\n    positionType: parameters.positionType,\n    order: {\n      price: toWeiBigInt(tradeCalc.requestedOpenPrice),\n      quantity: toWeiBigInt(tradeCalc.quantity),\n    },\n    lockedParam: {\n      cva: toWeiBigInt(tradeCalc.cva),\n      lf: toWeiBigInt(tradeCalc.lf),\n      partyAmm: toWeiBigInt(tradeCalc.partyAmm),\n      partyBmm: toWeiBigInt(tradeCalc.partyBmm),\n    },\n    margin: {\n      amount: toWeiBigInt(marginAmount),\n    },\n    uuid: parameters.uuid,\n    addMarginSalt: parameters.addMarginSalt,\n    sendQuoteSalt: parameters.sendQuoteSalt,\n    deadline: parameters.deadline,\n  };\n}\n"],"mappings":";;;;;;;AA0EA,eAAsB,EACpB,GACA,GACgC;CAChC,IAAM,IAAS,MAAM,EAAc,GAAQ;EACzC,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,UAAU,EAAW,OAAO;EAC5B,YAAY,EAAW,OAAO;EAC9B,gBAAgB,EAAW,OAAO;EAClC,mBAAmB,EAAW,OAAO;CACvC,CAAC,GACK,CAAC,GAAW,GAAc,KAAY,MAAM,QAAQ,IAAI;EAC5D,EAAiB,GAAQ;GACvB,SAAS,EAAW;GACpB,UAAU,EAAW;GACrB,YAAY,EAAO;GACnB,WAAW,EAAW;EACxB,CAAC;EACD,EAAoB,GAAQ;GAC1B,SAAS,EAAW;GACpB,UAAU,EAAW;GACrB,YAAY,EAAO;GACnB,UAAU,EAAW;GACrB,oBAAoB,EAAW;EACjC,CAAC;EACD,EAAgB,GAAQ;GACtB,SAAS,EAAW;GACpB,mBAAmB,EAAW;GAC9B,UAAU,EAAW,OAAO;GAC5B,UAAU,EAAW;EACvB,CAAC;CACH,CAAC,GAEK,IAAY,EAAqB;EACrC;EACA,UAAU,EAAW;EACrB,cAAc,EAAW;EACzB,WAAW,EAAW;EACtB,YAAY;EACZ,UAAU,EAAW;EACrB,gBAAgB,EAAO;EACvB,mBAAmB,EAAO;EAC1B,YAAY,EAAa;EACzB,WAAW,EAAa;EACxB,iBAAiB,EAAa;EAC9B,iBAAiB,EAAa;CAChC,CAAC;CACD,IAAI,CAAC,GACH,MAAM,IAAI,EACR,cACA,4BACA,mEACF;CAGF,IAAM,IAAc,EAAmB,GAAU,EAAU,UAAU,EAAU,QAAQ,GACjF,IAAe,EAAgB;EACnC,cAAc,EAAW;EACzB;EACA,eAAe,EAAU;EACzB,KAAK,EAAU;EACf,IAAI,EAAU;EACd,UAAU,EAAU;EACpB,YAAY,EAAa;EACzB,WAAW,EAAa;EACxB,iBAAiB,EAAa;EAC9B;CACF,CAAC;CAED,OAAO;EACL,SAAS,EAAW;EAOpB,UAAU,EAAW;EACrB,MAAM,EAAW;EACjB,mBAAmB,EAAW;EAC9B,UAAU,EAAW,OAAO;EAC5B,cAAc,EAAW;EACzB,OAAO;GACL,OAAO,EAAY,EAAU,kBAAkB;GAC/C,UAAU,EAAY,EAAU,QAAQ;EAC1C;EACA,aAAa;GACX,KAAK,EAAY,EAAU,GAAG;GAC9B,IAAI,EAAY,EAAU,EAAE;GAC5B,UAAU,EAAY,EAAU,QAAQ;GACxC,UAAU,EAAY,EAAU,QAAQ;EAC1C;EACA,QAAQ,EACN,QAAQ,EAAY,CAAY,EAClC;EACA,MAAM,EAAW;EACjB,eAAe,EAAW;EAC1B,eAAe,EAAW;EAC1B,UAAU,EAAW;CACvB;AACF"}
+{"version":3,"file":"prepare-instant-open-params.js","names":[],"sources":["../../../../src/solvers/instant-open/prepare-instant-open-params/prepare-instant-open-params.ts"],"sourcesContent":["import type { Address, Hex } from \"viem\";\nimport type { Config } from \"../../../core/config\";\nimport { SymmError } from \"../../../shared/errors/symm-error\";\nimport type { Compute, WriteSolverParameter } from \"../../../shared/types/properties\";\nimport { decimalPriceToWei } from \"../../../shared/utils/price\";\nimport type { FeeForUser } from \"../../../symmio-contracts/symmio/actions/get-fee-for-user\";\nimport type { ApiLockedParamsBySymbolIdResponse } from \"../../types/generated/enigma-solver\";\nimport type { InstantOpenParameters } from \"../instant-open/types\";\nimport {\n  assertOpenEstimateWithinSlippage,\n  assertValidSlippage,\n  deriveAutoSlippage,\n  fetchOpenEstimatePrice,\n} from \"../shared/open-estimate-guard\";\nimport {\n  calculateExpectedSettlementLoss,\n  calculateMargin,\n  calculateSolverFees,\n  calculateTradeParams,\n  computePlatformFee,\n  SHORT_FUNDING_BUFFER_PERCENT,\n  toWeiBigInt,\n} from \"../shared/trade-math\";\nimport { type InstantOpenMarketData, type PositionType } from \"../shared/types\";\nimport { resolveFeeRates, resolveLockedParams, resolveMarket, resolveMarkPrice } from \"./resolvers\";\n\n/**\n * Default solver-fee rate cap when the market publishes none: `\"0.01\"` — 1% of\n * notional, as a decimal ratio. Applied per side before wei conversion.\n */\nconst DEFAULT_SOLVER_FEE_CAP = \"0.01\";\n\n/**\n * Convert a market's solver-fee cap ratio string to its 18-decimal wei value.\n *\n * An absent cap falls back to {@link DEFAULT_SOLVER_FEE_CAP}; a present but\n * malformed string **throws** rather than silently signing zero caps — the caps\n * are immutable once `sendQuote` lands, so a bad vendor string must surface\n * before the signature, not after.\n *\n * @throws {SymmError} `INVALID_SOLVER_FEE_CAP` when the string does not parse.\n */\nfunction solverFeeCapToWei(field: \"minOpenSolverFeeCap\" | \"minCloseSolverFeeCap\", value: string | undefined): bigint {\n  const cap = decimalPriceToWei(value ?? DEFAULT_SOLVER_FEE_CAP);\n  if (cap === undefined) {\n    throw new SymmError(\n      \"validation\",\n      \"INVALID_SOLVER_FEE_CAP\",\n      `prepareInstantOpenParams: market ${field} \"${value}\" is not a valid decimal ratio.`,\n    );\n  }\n  return cap;\n}\n\n/**\n * Parameters for {@link prepareInstantOpenParams} and `instantOpenAuto`.\n *\n * Required = inputs only the caller can know (wallet, session key, trade\n * intent). Optional = anything derivable from solver / price-service / on-chain\n * reads. Pre-fill an optional field to skip its fetch.\n */\nexport type PrepareInstantOpenParameters = Compute<\n  WriteSolverParameter & {\n    /** Sub-account / partyA address. */\n    subAccountAddress: Address;\n    /** Market identification + optional pre-fetched precision metadata. */\n    market: InstantOpenMarketData;\n    /** Trade side. */\n    positionType: PositionType;\n    /** Collateral (USD) the user enters as initial margin. Decimal string. */\n    initialMargin: string;\n    /** Position leverage (integer ≥ 1). */\n    leverage: number;\n    /**\n     * Slippage tolerance percent (e.g. `5` for 5%). **Required on majors\n     * (non-lowcap) solvers.** On a lowcap solver it may be omitted to\n     * auto-derive: the SDK dry-runs the sized order and sets the price bound\n     * to the estimated fill price plus 4% headroom (falling back to a flat 4%\n     * off mark when the estimate is unavailable).\n     */\n    slippage?: number;\n    /** Pre-fetched mark price as decimal string. When omitted, fetched via Enigma price service. */\n    markPrice?: string;\n    /**\n     * Pre-fetched solver estimated open (fill) price as decimal string —\n     * **lowcap/Enigma only**; ignored on any other solver kind. When omitted\n     * on a lowcap solver, fetched via `GET /estimated-price`. Feeds the\n     * settlement-loss provision, the slippage gate, and (when `slippage` is\n     * omitted) the auto-slippage derivation.\n     */\n    estimatedOpenPrice?: string;\n    /**\n     * Pre-fetched solver locked params (matches `getLockedParams` return —\n     * `ApiLockedParamsBySymbolIdResponse`). When supplied with all four\n     * percent fields, the fetch is skipped.\n     */\n    lockedParamPercent?: ApiLockedParamsBySymbolIdResponse;\n    /**\n     * Pre-fetched on-chain fee rates (matches `getFeeForUser` return —\n     * `FeeForUser`). When omitted, fetched via `getFeeForUser`.\n     */\n    feeRates?: FeeForUser;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    uuid?: string;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    addMarginSalt?: Hex;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    sendQuoteSalt?: Hex;\n    /** Forwarded to {@link InstantOpenParameters}. */\n    deadline?: bigint;\n  }\n>;\n\n/**\n * Resolve every input the {@link InstantOpenParameters} primitive needs from a\n * minimal parameter set.\n *\n * The estimate-driven steps (auto slippage, dry-run gate, solver fees,\n * settlement provision) are **lowcap-only** — a majors (non-lowcap) prepare is\n * unchanged: `slippage` required, no estimate fetch, margin = locks +\n * platform fee.\n *\n * Steps:\n * 1. Validate the user's `slippage` ({@link assertValidSlippage}). On a\n *    lowcap solver it may be omitted and is auto-derived: dry-run the\n *    mark-sized order and set the price bound to the estimated fill plus 4%\n *    headroom ({@link deriveAutoSlippage}). On majors an omitted slippage\n *    throws `SLIPPAGE_REQUIRED`.\n * 2. Resolve market metadata, mark price, locked params, and fee rates —\n *    concurrent fetches with caller-supplied fields short-circuiting.\n * 3. Run {@link calculateTradeParams} to derive `requestedOpenPrice`,\n *    `quantity`, `cva`, `lf`, `partyAmm`, `partyBmm`, `notional`.\n * 4. Dry-run the sized order and reject when the expected fill deviates from\n *    mark beyond the slippage tolerance\n *    ({@link assertOpenEstimateWithinSlippage}; skipped when the estimate is\n *    unavailable, reusing the caller-supplied `estimatedOpenPrice` or the\n *    auto-slippage estimate when one exists).\n * 5. Run {@link computePlatformFee}, {@link calculateSolverFees}, and\n *    {@link calculateExpectedSettlementLoss}, then {@link calculateMargin} to\n *    derive the `addMargin` amount — the solver charges its fees and the\n *    open-price settlement from the VA, so the transfer funds\n *    `locks + platformFee + openSolverFee + closeSolverFee +\n *    expectedSettlementLoss`.\n * 6. Convert all final values to 18-decimal-wei `bigint`.\n *\n * @throws {SymmError} `INVALID_SLIPPAGE` / `SLIPPAGE_REQUIRED` /\n *   `SLIPPAGE_EXCEEDED` /\n *   `RESOLVE_MARKET_NOT_FOUND` /\n *   `RESOLVE_MARKET_METADATA_INCOMPLETE` /\n *   `RESOLVE_MARK_PRICE_NOT_FOUND` / `INVALID_TRADE_PARAMETERS` /\n *   `INVALID_SOLVER_FEE_CAP` for invalid inputs or an out-of-tolerance fill.\n */\nexport async function prepareInstantOpenParams(\n  config: Config,\n  parameters: PrepareInstantOpenParameters,\n): Promise<InstantOpenParameters> {\n  // Reject a malformed user slippage before any network work. An omitted\n  // slippage is auto-derived from the dry-run estimate after sizing.\n  if (parameters.slippage !== undefined) assertValidSlippage(parameters.slippage);\n\n  /**\n   * The estimate-driven behaviors — auto slippage, the dry-run gate, solver\n   * fees, and the settlement provision — exist only on lowcap (Enigma)\n   * solvers. On majors the flow is unchanged: slippage is required, no\n   * estimate is fetched, and the margin carries locks + platform fee only.\n   */\n  const isLowcap = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId }).id === \"enigma\";\n  if (parameters.slippage === undefined && !isLowcap) {\n    throw new SymmError(\n      \"validation\",\n      \"SLIPPAGE_REQUIRED\",\n      \"prepareInstantOpenParams: slippage is required on this solver — auto-derived slippage is lowcap-only.\",\n    );\n  }\n\n  /** Fee caps only exist on the v0.8.6 quote API — don't force a market fetch for them on a legacy chain. */\n  const needsSolverFeeCaps = config.getChainConfig(parameters.chainId).contractsVersion === \"0.8.6\";\n\n  const market = await resolveMarket(config, {\n    chainId: parameters.chainId,\n    solverId: parameters.solverId,\n    marketId: parameters.market.id,\n    marketName: parameters.market.name,\n    pricePrecision: parameters.market.pricePrecision,\n    quantityPrecision: parameters.market.quantityPrecision,\n    minOpenSolverFeeCap: parameters.market.minOpenSolverFeeCap,\n    minCloseSolverFeeCap: parameters.market.minCloseSolverFeeCap,\n    includeSolverFeeCaps: needsSolverFeeCaps,\n    hedgerFeeOpen: parameters.market.hedgerFeeOpen,\n    hedgerFeeClose: parameters.market.hedgerFeeClose,\n    hedgerFeeCloseEarlyRate: parameters.market.hedgerFeeCloseEarlyRate,\n    hedgerFeeCloseEarlyThreshold: parameters.market.hedgerFeeCloseEarlyThreshold,\n    hedgerFeeCloseStandardThreshold: parameters.market.hedgerFeeCloseStandardThreshold,\n    /** Lowcap only: the solver charges its fees from the VA, so `addMargin` must fund them. */\n    includeHedgerFees: isLowcap,\n  });\n  const [markPrice, lockedParams, feeRates] = await Promise.all([\n    resolveMarkPrice(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      marketName: market.name,\n      markPrice: parameters.markPrice,\n    }),\n    resolveLockedParams(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      marketName: market.name,\n      leverage: parameters.leverage,\n      lockedParamPercent: parameters.lockedParamPercent,\n    }),\n    resolveFeeRates(config, {\n      chainId: parameters.chainId,\n      subAccountAddress: parameters.subAccountAddress,\n      marketId: parameters.market.id,\n      feeRates: parameters.feeRates,\n    }),\n  ]);\n\n  const calculationInput = {\n    markPrice,\n    positionType: parameters.positionType,\n    userInput: parameters.initialMargin,\n    inputField: \"PRICE\" as const,\n    leverage: parameters.leverage,\n    pricePrecision: market.pricePrecision,\n    quantityPrecision: market.quantityPrecision,\n    cvaPercent: lockedParams.cva,\n    lfPercent: lockedParams.lf,\n    partyAmmPercent: lockedParams.partyAmm,\n    partyBmmPercent: lockedParams.partyBmm,\n  };\n\n  // Auto slippage: dry-run the mark-sized order (quantity is slippage-\n  // independent) and set the price bound to the estimated fill plus 4%\n  // headroom, re-expressed as a percent off mark. A caller-supplied\n  // `estimatedOpenPrice` short-circuits the fetch; either way the estimate is\n  // reused by the gate and the settlement provision so the solver is asked at\n  // most once.\n  let slippage = parameters.slippage;\n  let expectedFillPrice = isLowcap ? parameters.estimatedOpenPrice : undefined;\n  if (slippage === undefined) {\n    const sized = calculateTradeParams({ ...calculationInput, slippage: 0 });\n    if (!sized) {\n      throw new SymmError(\n        \"validation\",\n        \"INVALID_TRADE_PARAMETERS\",\n        \"Invalid trade parameters: markPrice or initialMargin is zero/NaN.\",\n      );\n    }\n    if (isLowcap && expectedFillPrice === undefined) {\n      expectedFillPrice = await fetchOpenEstimatePrice(config, {\n        chainId: parameters.chainId,\n        solverId: parameters.solverId,\n        symbolId: parameters.market.id,\n        positionType: parameters.positionType,\n        quantity: sized.quantity,\n        markPrice,\n      });\n    }\n    slippage = deriveAutoSlippage({ markPrice, expectedFillPrice, positionType: parameters.positionType });\n  }\n\n  const tradeCalc = calculateTradeParams({ ...calculationInput, slippage });\n  if (!tradeCalc) {\n    throw new SymmError(\n      \"validation\",\n      \"INVALID_TRADE_PARAMETERS\",\n      \"Invalid trade parameters: markPrice or initialMargin is zero/NaN.\",\n    );\n  }\n\n  // The expected fill price funds the settlement-loss provision and feeds the\n  // slippage gate. Fetch it once here when neither the caller nor the\n  // auto-slippage path supplied it — pass `estimatedOpenPrice` to skip the\n  // round-trip on latency-sensitive submits.\n  if (isLowcap && expectedFillPrice === undefined) {\n    expectedFillPrice = await fetchOpenEstimatePrice(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      symbolId: parameters.market.id,\n      positionType: parameters.positionType,\n      quantity: tradeCalc.quantity,\n      markPrice,\n    });\n  }\n\n  // Dry-run gate: reject early when the expected fill deviates from mark\n  // beyond the user's slippage — the solver would reject the quote anyway.\n  // Best-effort: an unavailable estimate skips the gate, never blocks the open.\n  if (expectedFillPrice !== undefined) {\n    await assertOpenEstimateWithinSlippage(config, {\n      chainId: parameters.chainId,\n      solverId: parameters.solverId,\n      symbolId: parameters.market.id,\n      positionType: parameters.positionType,\n      quantity: tradeCalc.quantity,\n      markPrice,\n      slippage,\n      expectedFillPrice,\n    });\n  }\n\n  const platformFee = computePlatformFee(feeRates, tradeCalc.notional, tradeCalc.notional);\n  // Lowcap: the solver charges its fees and the open-price settlement from the\n  // VA balance — the addMargin transfer moves those funds from the SubAccount.\n  // Majors carry neither leg; their margin stays locks + platform fee.\n  const { openSolverFee, closeSolverFee } = isLowcap\n    ? calculateSolverFees({\n        notional: tradeCalc.notional,\n        hedgerFeeOpen: market.hedgerFeeOpen,\n        hedgerFeeClose: market.hedgerFeeClose,\n        hedgerFeeCloseEarlyRate: market.hedgerFeeCloseEarlyRate,\n        hedgerFeeCloseEarlyThreshold: market.hedgerFeeCloseEarlyThreshold,\n        hedgerFeeCloseStandardThreshold: market.hedgerFeeCloseStandardThreshold,\n      })\n    : { openSolverFee: \"0\", closeSolverFee: \"0\" };\n  const expectedSettlementLoss = calculateExpectedSettlementLoss({\n    positionType: parameters.positionType,\n    markPrice,\n    expectedFillPrice,\n    quantity: tradeCalc.quantity,\n  });\n  const marginAmount = calculateMargin({\n    positionType: parameters.positionType,\n    markPrice,\n    quantityBasic: tradeCalc.quantityBasic,\n    cva: tradeCalc.cva,\n    lf: tradeCalc.lf,\n    partyAmm: tradeCalc.partyAmm,\n    openSolverFee,\n    closeSolverFee,\n    expectedSettlementLoss,\n    /** Lowcap SHORT: fund lock growth above the floor. Majors keep the classic basis. */\n    shortFundingBufferPercent: isLowcap ? SHORT_FUNDING_BUFFER_PERCENT : 0,\n    cvaPercent: lockedParams.cva,\n    lfPercent: lockedParams.lf,\n    partyAmmPercent: lockedParams.partyAmm,\n    platformFee,\n  });\n\n  return {\n    chainId: parameters.chainId,\n    /**\n     * Carried through deliberately: `instantOpen` resolves the solver from it to\n     * fill `partyBsWhiteList` — which is signed into the EIP-712 payload — and to\n     * pick the submit URL. Dropping it here would sign against the default\n     * solver's address while the quote was priced and sized for another.\n     */\n    solverId: parameters.solverId,\n    from: parameters.from,\n    subAccountAddress: parameters.subAccountAddress,\n    marketId: parameters.market.id,\n    positionType: parameters.positionType,\n    order: {\n      price: toWeiBigInt(tradeCalc.requestedOpenPrice),\n      quantity: toWeiBigInt(tradeCalc.quantity),\n    },\n    lockedParam: {\n      cva: toWeiBigInt(tradeCalc.cva),\n      lf: toWeiBigInt(tradeCalc.lf),\n      partyAmm: toWeiBigInt(tradeCalc.partyAmm),\n      partyBmm: toWeiBigInt(tradeCalc.partyBmm),\n    },\n    margin: {\n      amount: toWeiBigInt(marginAmount),\n    },\n    /** Only meaningful on a v0.8.6 chain — absent on v0.8.5, whose flow signs the legacy call. */\n    ...(needsSolverFeeCaps\n      ? {\n          solverFeeCaps: {\n            openRateCap: solverFeeCapToWei(\"minOpenSolverFeeCap\", market.minOpenSolverFeeCap),\n            closeRateCap: solverFeeCapToWei(\"minCloseSolverFeeCap\", market.minCloseSolverFeeCap),\n          },\n        }\n      : {}),\n    uuid: parameters.uuid,\n    addMarginSalt: parameters.addMarginSalt,\n    sendQuoteSalt: parameters.sendQuoteSalt,\n    deadline: parameters.deadline,\n  };\n}\n"],"mappings":";;;;;;;;;AA8BA,IAAM,IAAyB;AAY/B,SAAS,EAAkB,GAAuD,GAAmC;CACnH,IAAM,IAAM,EAAkB,KAAS,CAAsB;CAC7D,IAAI,MAAQ,KAAA,GACV,MAAM,IAAI,EACR,cACA,0BACA,oCAAoC,EAAM,IAAI,EAAM,gCACtD;CAEF,OAAO;AACT;AAoGA,eAAsB,EACpB,GACA,GACgC;CAGhC,AAAI,EAAW,aAAa,KAAA,KAAW,EAAoB,EAAW,QAAQ;CAQ9E,IAAM,IAAW,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC,EAAE,OAAO;CACzG,IAAI,EAAW,aAAa,KAAA,KAAa,CAAC,GACxC,MAAM,IAAI,EACR,cACA,qBACA,uGACF;CAIF,IAAM,IAAqB,EAAO,eAAe,EAAW,OAAO,EAAE,qBAAqB,SAEpF,IAAS,MAAM,EAAc,GAAQ;EACzC,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,UAAU,EAAW,OAAO;EAC5B,YAAY,EAAW,OAAO;EAC9B,gBAAgB,EAAW,OAAO;EAClC,mBAAmB,EAAW,OAAO;EACrC,qBAAqB,EAAW,OAAO;EACvC,sBAAsB,EAAW,OAAO;EACxC,sBAAsB;EACtB,eAAe,EAAW,OAAO;EACjC,gBAAgB,EAAW,OAAO;EAClC,yBAAyB,EAAW,OAAO;EAC3C,8BAA8B,EAAW,OAAO;EAChD,iCAAiC,EAAW,OAAO;EAEnD,mBAAmB;CACrB,CAAC,GACK,CAAC,GAAW,GAAc,KAAY,MAAM,QAAQ,IAAI;EAC5D,EAAiB,GAAQ;GACvB,SAAS,EAAW;GACpB,UAAU,EAAW;GACrB,YAAY,EAAO;GACnB,WAAW,EAAW;EACxB,CAAC;EACD,EAAoB,GAAQ;GAC1B,SAAS,EAAW;GACpB,UAAU,EAAW;GACrB,YAAY,EAAO;GACnB,UAAU,EAAW;GACrB,oBAAoB,EAAW;EACjC,CAAC;EACD,EAAgB,GAAQ;GACtB,SAAS,EAAW;GACpB,mBAAmB,EAAW;GAC9B,UAAU,EAAW,OAAO;GAC5B,UAAU,EAAW;EACvB,CAAC;CACH,CAAC,GAEK,IAAmB;EACvB;EACA,cAAc,EAAW;EACzB,WAAW,EAAW;EACtB,YAAY;EACZ,UAAU,EAAW;EACrB,gBAAgB,EAAO;EACvB,mBAAmB,EAAO;EAC1B,YAAY,EAAa;EACzB,WAAW,EAAa;EACxB,iBAAiB,EAAa;EAC9B,iBAAiB,EAAa;CAChC,GAQI,IAAW,EAAW,UACtB,IAAoB,IAAW,EAAW,qBAAqB,KAAA;CACnE,IAAI,MAAa,KAAA,GAAW;EAC1B,IAAM,IAAQ,EAAqB;GAAE,GAAG;GAAkB,UAAU;EAAE,CAAC;EACvE,IAAI,CAAC,GACH,MAAM,IAAI,EACR,cACA,4BACA,mEACF;EAYF,AAVI,KAAY,MAAsB,KAAA,MACpC,IAAoB,MAAM,EAAuB,GAAQ;GACvD,SAAS,EAAW;GACpB,UAAU,EAAW;GACrB,UAAU,EAAW,OAAO;GAC5B,cAAc,EAAW;GACzB,UAAU,EAAM;GAChB;EACF,CAAC,IAEH,IAAW,EAAmB;GAAE;GAAW;GAAmB,cAAc,EAAW;EAAa,CAAC;CACvG;CAEA,IAAM,IAAY,EAAqB;EAAE,GAAG;EAAkB;CAAS,CAAC;CACxE,IAAI,CAAC,GACH,MAAM,IAAI,EACR,cACA,4BACA,mEACF;CAqBF,AAdI,KAAY,MAAsB,KAAA,MACpC,IAAoB,MAAM,EAAuB,GAAQ;EACvD,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,UAAU,EAAW,OAAO;EAC5B,cAAc,EAAW;EACzB,UAAU,EAAU;EACpB;CACF,CAAC,IAMC,MAAsB,KAAA,KACxB,MAAM,EAAiC,GAAQ;EAC7C,SAAS,EAAW;EACpB,UAAU,EAAW;EACrB,UAAU,EAAW,OAAO;EAC5B,cAAc,EAAW;EACzB,UAAU,EAAU;EACpB;EACA;EACA;CACF,CAAC;CAGH,IAAM,IAAc,EAAmB,GAAU,EAAU,UAAU,EAAU,QAAQ,GAIjF,EAAE,kBAAe,sBAAmB,IACtC,EAAoB;EAClB,UAAU,EAAU;EACpB,eAAe,EAAO;EACtB,gBAAgB,EAAO;EACvB,yBAAyB,EAAO;EAChC,8BAA8B,EAAO;EACrC,iCAAiC,EAAO;CAC1C,CAAC,IACD;EAAE,eAAe;EAAK,gBAAgB;CAAI,GACxC,IAAyB,EAAgC;EAC7D,cAAc,EAAW;EACzB;EACA;EACA,UAAU,EAAU;CACtB,CAAC,GACK,IAAe,EAAgB;EACnC,cAAc,EAAW;EACzB;EACA,eAAe,EAAU;EACzB,KAAK,EAAU;EACf,IAAI,EAAU;EACd,UAAU,EAAU;EACpB;EACA;EACA;EAEA,2BAA2B;EAC3B,YAAY,EAAa;EACzB,WAAW,EAAa;EACxB,iBAAiB,EAAa;EAC9B;CACF,CAAC;CAED,OAAO;EACL,SAAS,EAAW;EAOpB,UAAU,EAAW;EACrB,MAAM,EAAW;EACjB,mBAAmB,EAAW;EAC9B,UAAU,EAAW,OAAO;EAC5B,cAAc,EAAW;EACzB,OAAO;GACL,OAAO,EAAY,EAAU,kBAAkB;GAC/C,UAAU,EAAY,EAAU,QAAQ;EAC1C;EACA,aAAa;GACX,KAAK,EAAY,EAAU,GAAG;GAC9B,IAAI,EAAY,EAAU,EAAE;GAC5B,UAAU,EAAY,EAAU,QAAQ;GACxC,UAAU,EAAY,EAAU,QAAQ;EAC1C;EACA,QAAQ,EACN,QAAQ,EAAY,CAAY,EAClC;EAEA,GAAI,IACA,EACE,eAAe;GACb,aAAa,EAAkB,uBAAuB,EAAO,mBAAmB;GAChF,cAAc,EAAkB,wBAAwB,EAAO,oBAAoB;EACrF,EACF,IACA,CAAC;EACL,MAAM,EAAW;EACjB,eAAe,EAAW;EAC1B,eAAe,EAAW;EAC1B,UAAU,EAAW;CACvB;AACF"}

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

@@ -1,5 +1,5 @@
 import { Address, Hex } from 'viem';
-import { UpnlSig, VirtualAccountIsolationType } from './types.js';
+import { SolverFeeCaps, UpnlSig, VirtualAccountIsolationType } from './types.js';
 /**
  * Zeroed Muon oracle signature used by lowcap flows that bypass Muon verification.
  */
@@ -73,14 +73,42 @@ export interface EncodeSendQuoteWithAffiliateAndDataParameters {
     upnlSig?: UpnlSig;
 }
 /**
- * Encode calldata for `Symmio.sendQuoteWithAffiliateAndData(...)`.
+ * Encode calldata for the legacy `Symmio.sendQuoteWithAffiliateAndData(...)`.
+ *
+ * Kept for the **Rasa** flow. On perps-core v0.8.6 this method remains
+ * available with its original selector but stores **zero solver-fee caps** —
+ * a solver that requires fee caps will not accept quotes sent through it; use
+ * {@link encodeSendQuote} for those (the Enigma flow does).
  *
  * Pass a real `upnlSig` for solvers requiring Muon verification, or omit to
  * default to {@link ZERO_UPNL_SIG} (lowcap).
  */
 export declare function encodeSendQuoteWithAffiliateAndData(parameters: EncodeSendQuoteWithAffiliateAndDataParameters): Hex;
 /**
- * Build the metadata blob attached to a `sendQuoteWithAffiliateAndData` call.
+ * Parameters for {@link encodeSendQuote}: the legacy parameter set plus the
+ * v0.8.6 solver-fee caps.
+ */
+export interface EncodeSendQuoteParameters extends EncodeSendQuoteWithAffiliateAndDataParameters {
+    /**
+     * Solver-fee rate caps authorized on the quote (18-decimal ratios). Defaults
+     * to zero caps — semantically identical to the legacy method, which a
+     * fee-charging solver may reject; fill from the market's
+     * `minOpenSolverFeeCap` / `minCloseSolverFeeCap`.
+     */
+    solverFeeCaps?: SolverFeeCaps;
+}
+/**
+ * Encode calldata for `Symmio.sendQuote(...)` — the perps-core v0.8.6 overload
+ * that carries `SolverFeeCaps` as its trailing argument. Identical to
+ * {@link encodeSendQuoteWithAffiliateAndData} otherwise.
+ *
+ * Pass a real `upnlSig` for solvers requiring Muon verification, or omit to
+ * default to {@link ZERO_UPNL_SIG} (lowcap).
+ */
+export declare function encodeSendQuote(parameters: EncodeSendQuoteParameters): Hex;
+/**
+ * Build the metadata blob attached to a quote-send call (`sendQuote`, or the
+ * legacy `sendQuoteWithAffiliateAndData`).
  *
  * Encodes a single-field tuple `{ uuid: string }` to ABI bytes — used by the
  * solver to track quote provenance.
@@ -102,8 +130,8 @@ export interface SendQuoteUpnlSigFlexRange {
     length: bigint;
 }
 /**
- * Locate the encoded `upnlSig` region inside `sendQuoteWithAffiliateAndData`
- * calldata, so it can be delegated to a solver via a `FlexField`.
+ * Locate the encoded `upnlSig` region inside `sendQuote` calldata, so it can be
+ * delegated to a solver via a `FlexField`.
  *
  * Lowcap solvers sign the quote with a placeholder signature
  * ({@link getFakeSendQuoteMuonSignature}) and authorize the solver to overwrite
@@ -115,14 +143,14 @@ export interface SendQuoteUpnlSigFlexRange {
  * of the signature's tail. The offset therefore varies with earlier dynamic
  * arguments (notably `partyBsWhiteList` length) and must never be hardcoded.
  *
- * @param callData - Encoded `sendQuoteWithAffiliateAndData` calldata.
+ * @param callData - Encoded `sendQuote` calldata.
  * @returns The `upnlSig` region as an args-relative offset and byte length.
  * @throws {SymmError} when `callData` is too short to contain both head words,
  *   or the pointers are not ordered as the encoding guarantees.
  *
  * @example
  * ```ts
- * const callData = encodeSendQuoteWithAffiliateAndData({ …, upnlSig: fakeSig });
+ * const callData = encodeSendQuote({ …, upnlSig: fakeSig });
  * const range = sendQuoteUpnlSigFlexRange(callData);
  * buildSignedOperation({ …, callData, flexFields: [{ ...range, authorizedFlexFiller: solver.address }] });
  * ```

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

@@ -1 +1 @@
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package/dist/solvers/instant-open/shared/calldata.js

@@ -1,5 +1,5 @@
-import { accountLayerAbi as e } from "../../../symmio-contracts/abi/v0.8.5/account-layer.js";
-import { symmioAbi as t } from "../../../symmio-contracts/abi/v0.8.5/symmio.js";
+import { accountLayerAbi as e } from "../../../symmio-contracts/abi/v0.8.6/account-layer.js";
+import { symmioAbi as t } from "../../../symmio-contracts/abi/v0.8.6/symmio.js";
 import { SymmError as n } from "../../../shared/errors/symm-error.js";
 import { encodeAbiParameters as r, encodeFunctionData as i, hexToBigInt as a, sliceHex as o, zeroAddress as s } from "viem";
 //#region src/solvers/instant-open/shared/calldata.ts
@@ -75,7 +75,49 @@ function f(e) {
 		]
 	});
 }
-function p(e) {
+var p = {
+	openRateCap: 0n,
+	closeRateCap: 0n
+};
+function m(e) {
+	let n = e.upnlSig ?? c, r = e.solverFeeCaps ?? p;
+	return i({
+		abi: t,
+		functionName: "sendQuote",
+		args: [
+			[...e.partyBsWhiteList],
+			e.symbolId,
+			e.positionType,
+			e.orderType,
+			e.price,
+			e.quantity,
+			e.cva,
+			e.lf,
+			e.partyAmm,
+			e.partyBmm,
+			e.deadline,
+			e.affiliate,
+			{
+				reqId: n.reqId,
+				timestamp: n.timestamp,
+				upnl: n.upnl,
+				price: n.price,
+				gatewaySignature: n.gatewaySignature,
+				sigs: {
+					signature: n.sigs.signature,
+					owner: n.sigs.owner,
+					nonce: n.sigs.nonce
+				}
+			},
+			e.data,
+			{
+				openRateCap: r.openRateCap,
+				closeRateCap: r.closeRateCap
+			}
+		]
+	});
+}
+function h(e) {
 	return r([{
 		type: "tuple",
 		components: [{
@@ -84,22 +126,22 @@ function p(e) {
 		}]
 	}], [{ uuid: e }]);
 }
-var m = (() => {
-	let e = t.find((e) => e.type === "function" && e.name === "sendQuoteWithAffiliateAndData");
-	if (!e) throw new n("config", "SEND_QUOTE_ABI_MISSING", "The shipped SYMMIO ABI has no `sendQuoteWithAffiliateAndData` function.");
+var g = (() => {
+	let e = t.find((e) => e.type === "function" && e.name === "sendQuote");
+	if (!e) throw new n("config", "SEND_QUOTE_ABI_MISSING", "The shipped SYMMIO ABI has no `sendQuote` function.");
 	let r = e.inputs, i = r.findIndex((e) => e.name === "upnlSig"), a = r.findIndex((e) => e.name === "data");
-	if (i === -1 || a === -1) throw new n("config", "SEND_QUOTE_ABI_MISSING", "`sendQuoteWithAffiliateAndData` is missing its `upnlSig` or `data` argument in the shipped ABI.");
+	if (i === -1 || a === -1) throw new n("config", "SEND_QUOTE_ABI_MISSING", "`sendQuote` is missing its `upnlSig` or `data` argument in the shipped ABI.");
 	return {
 		upnlSig: i,
 		data: a
 	};
-})(), h = 32;
-function g(e) {
+})(), _ = 32;
+function v(e) {
 	let t = `0x${e.slice(10)}`, r = (t.length - 2) / 2, i = (e) => {
-		let i = e * h;
-		if (i + h > r) throw new n("validation", "SEND_QUOTE_FLEX_RANGE_INVALID", `sendQuote calldata is too short to hold argument head word ${e}.`);
-		return a(o(t, i, i + h));
-	}, s = i(m.upnlSig), c = i(m.data);
+		let i = e * _;
+		if (i + _ > r) throw new n("validation", "SEND_QUOTE_FLEX_RANGE_INVALID", `sendQuote calldata is too short to hold argument head word ${e}.`);
+		return a(o(t, i, i + _));
+	}, s = i(g.upnlSig), c = i(g.data);
 	if (c <= s || c > BigInt(r)) throw new n("validation", "SEND_QUOTE_FLEX_RANGE_INVALID", `sendQuote calldata has an out-of-order or out-of-bounds upnlSig region (offset ${s}, end ${c}).`);
 	return {
 		offset: s,
@@ -107,6 +149,6 @@ function g(e) {
 	};
 }
 //#endregion
-export { c as ZERO_UPNL_SIG, p as buildQuoteMetadata, d as encodeAddMarginToNextVA, f as encodeSendQuoteWithAffiliateAndData, u as getFakeSendQuoteMuonSignature, g as sendQuoteUpnlSigFlexRange };
+export { c as ZERO_UPNL_SIG, h as buildQuoteMetadata, d as encodeAddMarginToNextVA, m as encodeSendQuote, f as encodeSendQuoteWithAffiliateAndData, u as getFakeSendQuoteMuonSignature, v as sendQuoteUpnlSigFlexRange };
 
 //# sourceMappingURL=calldata.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"calldata.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/calldata.ts"],"sourcesContent":["import {\n  encodeAbiParameters,\n  encodeFunctionData,\n  hexToBigInt,\n  sliceHex,\n  zeroAddress,\n  type Address,\n  type Hex,\n} from \"viem\";\nimport { SymmError } from \"../../../shared/errors/symm-error\";\nimport { accountLayerAbi } from \"../../../symmio-contracts/abi/v0.8.5/account-layer\";\nimport { symmioAbi } from \"../../../symmio-contracts/abi/v0.8.5/symmio\";\nimport type { UpnlSig, VirtualAccountIsolationType } from \"./types\";\n\n/**\n * Zeroed Muon oracle signature used by lowcap flows that bypass Muon verification.\n */\nexport const ZERO_UPNL_SIG: UpnlSig = {\n  reqId: \"0x\",\n  timestamp: 0n,\n  upnl: 0n,\n  price: 0n,\n  gatewaySignature: \"0x\",\n  sigs: { signature: 0n, owner: zeroAddress, nonce: zeroAddress },\n};\n\n/**\n * A `bytes32`-shaped zero value: 32 zero bytes.\n *\n * The placeholder `reqId` must be **byte-shaped like a real one**, because the\n * solver's flex fill replaces an exact byte range (see\n * {@link sendQuoteUpnlSigFlexRange}) — a `0x` empty `bytes` encodes 32 bytes\n * shorter than a real request id and would shift every downstream offset.\n */\nconst PLACEHOLDER_REQ_ID: Hex = `0x${\"00\".repeat(32)}`;\n\n/**\n * Build a placeholder Muon signature carrying only the trade price.\n *\n * Used in lowcap flows where the InstantLayer accepts a zero/fake signature\n * but the contract still reads `upnlSig.price` for accounting. The single\n * canonical price for the trade (the slippage-adjusted open price in wei)\n * is what callers pass here.\n *\n * @remarks\n * `reqId` is 32 zero bytes rather than `0x` so the encoded `upnlSig` region is\n * the same size the solver expects when it fills a live signature into the\n * delegated flex range.\n *\n * @param priceWei - Trade price as 18-decimal fixed point (`bigint`).\n */\nexport function getFakeSendQuoteMuonSignature(priceWei: bigint): UpnlSig {\n  return {\n    reqId: PLACEHOLDER_REQ_ID,\n    timestamp: BigInt(Math.floor(Date.now() / 1000)),\n    upnl: 0n,\n    price: priceWei,\n    gatewaySignature: \"0x\",\n    sigs: { signature: 0n, owner: zeroAddress, nonce: zeroAddress },\n  };\n}\n\n/**\n * Parameters for {@link encodeAddMarginToNextVA}.\n */\nexport interface EncodeAddMarginToNextVAParameters {\n  /** Sub-account address (typically the user's wallet). */\n  subAccount: Address;\n  /** Virtual-account isolation type. */\n  isolationType: VirtualAccountIsolationType;\n  /** Market symbol id. */\n  symbolId: bigint;\n  /** Margin amount as 18-decimal fixed point. */\n  amount: bigint;\n}\n\n/**\n * Encode calldata for `AccountLayer.addMarginToNextVA(subAccount, isolationType, symbolId, amount)`.\n *\n * The contract picks the next VA address internally — no client-side prediction needed.\n */\nexport function encodeAddMarginToNextVA(parameters: EncodeAddMarginToNextVAParameters): Hex {\n  return encodeFunctionData({\n    abi: accountLayerAbi,\n    functionName: \"addMarginToNextVA\",\n    args: [parameters.subAccount, parameters.isolationType, parameters.symbolId, parameters.amount],\n  });\n}\n\n/**\n * Parameters for {@link encodeSendQuoteWithAffiliateAndData}.\n */\nexport interface EncodeSendQuoteWithAffiliateAndDataParameters {\n  /** Allowed partyB addresses. */\n  partyBsWhiteList: readonly Address[];\n  /** Market symbol id. */\n  symbolId: bigint;\n  /** Position type contract value (0 LONG, 1 SHORT). */\n  positionType: number;\n  /** Order type contract value (0 LIMIT, 1 MARKET). */\n  orderType: number;\n  /** Requested open price as 18-decimal fixed point. */\n  price: bigint;\n  /** Order quantity as 18-decimal fixed point. */\n  quantity: bigint;\n  /** CVA locked margin as 18-decimal fixed point. */\n  cva: bigint;\n  /** LF locked margin as 18-decimal fixed point. */\n  lf: bigint;\n  /** PartyA maintenance margin as 18-decimal fixed point. */\n  partyAmm: bigint;\n  /** PartyB maintenance margin as 18-decimal fixed point. */\n  partyBmm: bigint;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Affiliate registry address. */\n  affiliate: Address;\n  /** ABI-encoded metadata blob (e.g. UUID). */\n  data: Hex;\n  /** Muon signature. Defaults to {@link ZERO_UPNL_SIG} for lowcap. */\n  upnlSig?: UpnlSig;\n}\n\n/**\n * Encode calldata for `Symmio.sendQuoteWithAffiliateAndData(...)`.\n *\n * Pass a real `upnlSig` for solvers requiring Muon verification, or omit to\n * default to {@link ZERO_UPNL_SIG} (lowcap).\n */\nexport function encodeSendQuoteWithAffiliateAndData(parameters: EncodeSendQuoteWithAffiliateAndDataParameters): Hex {\n  const sig = parameters.upnlSig ?? ZERO_UPNL_SIG;\n  return encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"sendQuoteWithAffiliateAndData\",\n    args: [\n      [...parameters.partyBsWhiteList],\n      parameters.symbolId,\n      parameters.positionType,\n      parameters.orderType,\n      parameters.price,\n      parameters.quantity,\n      parameters.cva,\n      parameters.lf,\n      parameters.partyAmm,\n      parameters.partyBmm,\n      parameters.deadline,\n      parameters.affiliate,\n      {\n        reqId: sig.reqId,\n        timestamp: sig.timestamp,\n        upnl: sig.upnl,\n        price: sig.price,\n        gatewaySignature: sig.gatewaySignature,\n        sigs: {\n          signature: sig.sigs.signature,\n          owner: sig.sigs.owner,\n          nonce: sig.sigs.nonce,\n        },\n      },\n      parameters.data,\n    ],\n  });\n}\n\n/**\n * Build the metadata blob attached to a `sendQuoteWithAffiliateAndData` call.\n *\n * Encodes a single-field tuple `{ uuid: string }` to ABI bytes — used by the\n * solver to track quote provenance.\n *\n * @param uuid - Opaque identifier (caller-controlled; usually `crypto.randomUUID()`).\n */\nexport function buildQuoteMetadata(uuid: string): Hex {\n  return encodeAbiParameters([{ type: \"tuple\", components: [{ type: \"string\", name: \"uuid\" }] }], [{ uuid }]);\n}\n\n/**\n * Argument indices of `upnlSig` and `data` in `sendQuoteWithAffiliateAndData`,\n * derived from the shipped ABI rather than hardcoded.\n *\n * Both arguments are dynamic (the signature tuple contains two `bytes` members;\n * `data` is `bytes`), so their head words hold tail pointers, and the ABI writes\n * tails in argument order — which is what makes {@link sendQuoteUpnlSigFlexRange}\n * able to derive the region size from the difference. Reading the indices from\n * the ABI means a contract upgrade that reorders the arguments surfaces here at\n * module load instead of silently producing a wrong byte range.\n *\n * @internal\n */\nconst SEND_QUOTE_ARG_INDICES = (() => {\n  const fragment = symmioAbi.find(\n    (entry): entry is Extract<(typeof symmioAbi)[number], { name: \"sendQuoteWithAffiliateAndData\" }> =>\n      entry.type === \"function\" && entry.name === \"sendQuoteWithAffiliateAndData\",\n  );\n  if (!fragment) {\n    throw new SymmError(\n      \"config\",\n      \"SEND_QUOTE_ABI_MISSING\",\n      \"The shipped SYMMIO ABI has no `sendQuoteWithAffiliateAndData` function.\",\n    );\n  }\n  const inputs = fragment.inputs as readonly { name?: string }[];\n  const upnlSig = inputs.findIndex((input) => input.name === \"upnlSig\");\n  const data = inputs.findIndex((input) => input.name === \"data\");\n  if (upnlSig === -1 || data === -1) {\n    throw new SymmError(\n      \"config\",\n      \"SEND_QUOTE_ABI_MISSING\",\n      \"`sendQuoteWithAffiliateAndData` is missing its `upnlSig` or `data` argument in the shipped ABI.\",\n    );\n  }\n  return { upnlSig, data };\n})();\n\n/** Byte offset of an argument's head word, relative to the start of the arguments. */\nconst WORD_BYTES = 32;\n\n/**\n * A contiguous calldata region, described the way the InstantLayer's `FlexField`\n * expects it.\n */\nexport interface SendQuoteUpnlSigFlexRange {\n  /**\n   * Args-relative byte offset where the region starts — measured **after** the\n   * 4-byte function selector, matching the on-chain `FlexField.offset` contract.\n   */\n  offset: bigint;\n  /** Region size in bytes. */\n  length: bigint;\n}\n\n/**\n * Locate the encoded `upnlSig` region inside `sendQuoteWithAffiliateAndData`\n * calldata, so it can be delegated to a solver via a `FlexField`.\n *\n * Lowcap solvers sign the quote with a placeholder signature\n * ({@link getFakeSendQuoteMuonSignature}) and authorize the solver to overwrite\n * this exact range with a live Muon attestation at execution time. Solvers that\n * require the caller to supply a real signature (majors) do not need this.\n *\n * The region is `[head[upnlSig], head[data])` — `upnlSig` and `data` are both\n * dynamic and adjacent in argument order, so `data`'s tail pointer marks the end\n * of the signature's tail. The offset therefore varies with earlier dynamic\n * arguments (notably `partyBsWhiteList` length) and must never be hardcoded.\n *\n * @param callData - Encoded `sendQuoteWithAffiliateAndData` calldata.\n * @returns The `upnlSig` region as an args-relative offset and byte length.\n * @throws {SymmError} when `callData` is too short to contain both head words,\n *   or the pointers are not ordered as the encoding guarantees.\n *\n * @example\n * ```ts\n * const callData = encodeSendQuoteWithAffiliateAndData({ …, upnlSig: fakeSig });\n * const range = sendQuoteUpnlSigFlexRange(callData);\n * buildSignedOperation({ …, callData, flexFields: [{ ...range, authorizedFlexFiller: solver.address }] });\n * ```\n */\nexport function sendQuoteUpnlSigFlexRange(callData: Hex): SendQuoteUpnlSigFlexRange {\n  /** Strip the 4-byte selector: every offset below is args-relative. */\n  const args = `0x${callData.slice(2 + 8)}` as Hex;\n  const argsBytes = (args.length - 2) / 2;\n\n  const readHeadWord = (index: number): bigint => {\n    const start = index * WORD_BYTES;\n    if (start + WORD_BYTES > argsBytes) {\n      throw new SymmError(\n        \"validation\",\n        \"SEND_QUOTE_FLEX_RANGE_INVALID\",\n        `sendQuote calldata is too short to hold argument head word ${index}.`,\n      );\n    }\n    return hexToBigInt(sliceHex(args, start, start + WORD_BYTES));\n  };\n\n  const offset = readHeadWord(SEND_QUOTE_ARG_INDICES.upnlSig);\n  const end = readHeadWord(SEND_QUOTE_ARG_INDICES.data);\n\n  if (end <= offset || end > BigInt(argsBytes)) {\n    throw new SymmError(\n      \"validation\",\n      \"SEND_QUOTE_FLEX_RANGE_INVALID\",\n      `sendQuote calldata has an out-of-order or out-of-bounds upnlSig region (offset ${offset}, end ${end}).`,\n    );\n  }\n\n  return { offset, length: end - offset };\n}\n"],"mappings":";;;;;AAiBA,IAAa,IAAyB;CACpC,OAAO;CACP,WAAW;CACX,MAAM;CACN,OAAO;CACP,kBAAkB;CAClB,MAAM;EAAE,WAAW;EAAI,OAAO;EAAa,OAAO;CAAY;AAChE,GAUM,IAA0B,KAAK,KAAK,OAAO,EAAE;AAiBnD,SAAgB,EAA8B,GAA2B;CACvE,OAAO;EACL,OAAO;EACP,WAAW,OAAO,KAAK,MAAM,KAAK,IAAI,IAAI,GAAI,CAAC;EAC/C,MAAM;EACN,OAAO;EACP,kBAAkB;EAClB,MAAM;GAAE,WAAW;GAAI,OAAO;GAAa,OAAO;EAAY;CAChE;AACF;AAqBA,SAAgB,EAAwB,GAAoD;CAC1F,OAAO,EAAmB;EACxB,KAAK;EACL,cAAc;EACd,MAAM;GAAC,EAAW;GAAY,EAAW;GAAe,EAAW;GAAU,EAAW;EAAM;CAChG,CAAC;AACH;AA0CA,SAAgB,EAAoC,GAAgE;CAClH,IAAM,IAAM,EAAW,WAAW;CAClC,OAAO,EAAmB;EACxB,KAAK;EACL,cAAc;EACd,MAAM;GACJ,CAAC,GAAG,EAAW,gBAAgB;GAC/B,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX,EAAW;GACX;IACE,OAAO,EAAI;IACX,WAAW,EAAI;IACf,MAAM,EAAI;IACV,OAAO,EAAI;IACX,kBAAkB,EAAI;IACtB,MAAM;KACJ,WAAW,EAAI,KAAK;KACpB,OAAO,EAAI,KAAK;KAChB,OAAO,EAAI,KAAK;IAClB;GACF;GACA,EAAW;EACb;CACF,CAAC;AACH;AAUA,SAAgB,EAAmB,GAAmB;CACpD,OAAO,EAAoB,CAAC;EAAE,MAAM;EAAS,YAAY,CAAC;GAAE,MAAM;GAAU,MAAM;EAAO,CAAC;CAAE,CAAC,GAAG,CAAC,EAAE,QAAK,CAAC,CAAC;AAC5G;AAeA,IAAM,WAAgC;CACpC,IAAM,IAAW,EAAU,MACxB,MACC,EAAM,SAAS,cAAc,EAAM,SAAS,+BAChD;CACA,IAAI,CAAC,GACH,MAAM,IAAI,EACR,UACA,0BACA,yEACF;CAEF,IAAM,IAAS,EAAS,QAClB,IAAU,EAAO,WAAW,MAAU,EAAM,SAAS,SAAS,GAC9D,IAAO,EAAO,WAAW,MAAU,EAAM,SAAS,MAAM;CAC9D,IAAI,MAAY,MAAM,MAAS,IAC7B,MAAM,IAAI,EACR,UACA,0BACA,iGACF;CAEF,OAAO;EAAE;EAAS;CAAK;AACzB,GAAG,GAGG,IAAa;AA0CnB,SAAgB,EAA0B,GAA0C;CAElF,IAAM,IAAO,KAAK,EAAS,MAAM,EAAK,KAChC,KAAa,EAAK,SAAS,KAAK,GAEhC,KAAgB,MAA0B;EAC9C,IAAM,IAAQ,IAAQ;EACtB,IAAI,IAAQ,IAAa,GACvB,MAAM,IAAI,EACR,cACA,iCACA,8DAA8D,EAAM,EACtE;EAEF,OAAO,EAAY,EAAS,GAAM,GAAO,IAAQ,CAAU,CAAC;CAC9D,GAEM,IAAS,EAAa,EAAuB,OAAO,GACpD,IAAM,EAAa,EAAuB,IAAI;CAEpD,IAAI,KAAO,KAAU,IAAM,OAAO,CAAS,GACzC,MAAM,IAAI,EACR,cACA,iCACA,kFAAkF,EAAO,QAAQ,EAAI,GACvG;CAGF,OAAO;EAAE;EAAQ,QAAQ,IAAM;CAAO;AACxC"}
+{"version":3,"file":"calldata.js","names":[],"sources":["../../../../src/solvers/instant-open/shared/calldata.ts"],"sourcesContent":["import {\n  encodeAbiParameters,\n  encodeFunctionData,\n  hexToBigInt,\n  sliceHex,\n  zeroAddress,\n  type Address,\n  type Hex,\n} from \"viem\";\nimport { SymmError } from \"../../../shared/errors/symm-error\";\nimport { accountLayerAbi } from \"../../../symmio-contracts/abi/v0.8.6/account-layer\";\nimport { symmioAbi } from \"../../../symmio-contracts/abi/v0.8.6/symmio\";\nimport type { SolverFeeCaps, UpnlSig, VirtualAccountIsolationType } from \"./types\";\n\n/**\n * Zeroed Muon oracle signature used by lowcap flows that bypass Muon verification.\n */\nexport const ZERO_UPNL_SIG: UpnlSig = {\n  reqId: \"0x\",\n  timestamp: 0n,\n  upnl: 0n,\n  price: 0n,\n  gatewaySignature: \"0x\",\n  sigs: { signature: 0n, owner: zeroAddress, nonce: zeroAddress },\n};\n\n/**\n * A `bytes32`-shaped zero value: 32 zero bytes.\n *\n * The placeholder `reqId` must be **byte-shaped like a real one**, because the\n * solver's flex fill replaces an exact byte range (see\n * {@link sendQuoteUpnlSigFlexRange}) — a `0x` empty `bytes` encodes 32 bytes\n * shorter than a real request id and would shift every downstream offset.\n */\nconst PLACEHOLDER_REQ_ID: Hex = `0x${\"00\".repeat(32)}`;\n\n/**\n * Build a placeholder Muon signature carrying only the trade price.\n *\n * Used in lowcap flows where the InstantLayer accepts a zero/fake signature\n * but the contract still reads `upnlSig.price` for accounting. The single\n * canonical price for the trade (the slippage-adjusted open price in wei)\n * is what callers pass here.\n *\n * @remarks\n * `reqId` is 32 zero bytes rather than `0x` so the encoded `upnlSig` region is\n * the same size the solver expects when it fills a live signature into the\n * delegated flex range.\n *\n * @param priceWei - Trade price as 18-decimal fixed point (`bigint`).\n */\nexport function getFakeSendQuoteMuonSignature(priceWei: bigint): UpnlSig {\n  return {\n    reqId: PLACEHOLDER_REQ_ID,\n    timestamp: BigInt(Math.floor(Date.now() / 1000)),\n    upnl: 0n,\n    price: priceWei,\n    gatewaySignature: \"0x\",\n    sigs: { signature: 0n, owner: zeroAddress, nonce: zeroAddress },\n  };\n}\n\n/**\n * Parameters for {@link encodeAddMarginToNextVA}.\n */\nexport interface EncodeAddMarginToNextVAParameters {\n  /** Sub-account address (typically the user's wallet). */\n  subAccount: Address;\n  /** Virtual-account isolation type. */\n  isolationType: VirtualAccountIsolationType;\n  /** Market symbol id. */\n  symbolId: bigint;\n  /** Margin amount as 18-decimal fixed point. */\n  amount: bigint;\n}\n\n/**\n * Encode calldata for `AccountLayer.addMarginToNextVA(subAccount, isolationType, symbolId, amount)`.\n *\n * The contract picks the next VA address internally — no client-side prediction needed.\n */\nexport function encodeAddMarginToNextVA(parameters: EncodeAddMarginToNextVAParameters): Hex {\n  return encodeFunctionData({\n    abi: accountLayerAbi,\n    functionName: \"addMarginToNextVA\",\n    args: [parameters.subAccount, parameters.isolationType, parameters.symbolId, parameters.amount],\n  });\n}\n\n/**\n * Parameters for {@link encodeSendQuoteWithAffiliateAndData}.\n */\nexport interface EncodeSendQuoteWithAffiliateAndDataParameters {\n  /** Allowed partyB addresses. */\n  partyBsWhiteList: readonly Address[];\n  /** Market symbol id. */\n  symbolId: bigint;\n  /** Position type contract value (0 LONG, 1 SHORT). */\n  positionType: number;\n  /** Order type contract value (0 LIMIT, 1 MARKET). */\n  orderType: number;\n  /** Requested open price as 18-decimal fixed point. */\n  price: bigint;\n  /** Order quantity as 18-decimal fixed point. */\n  quantity: bigint;\n  /** CVA locked margin as 18-decimal fixed point. */\n  cva: bigint;\n  /** LF locked margin as 18-decimal fixed point. */\n  lf: bigint;\n  /** PartyA maintenance margin as 18-decimal fixed point. */\n  partyAmm: bigint;\n  /** PartyB maintenance margin as 18-decimal fixed point. */\n  partyBmm: bigint;\n  /** Unix-seconds deadline. */\n  deadline: bigint;\n  /** Affiliate registry address. */\n  affiliate: Address;\n  /** ABI-encoded metadata blob (e.g. UUID). */\n  data: Hex;\n  /** Muon signature. Defaults to {@link ZERO_UPNL_SIG} for lowcap. */\n  upnlSig?: UpnlSig;\n}\n\n/**\n * Encode calldata for the legacy `Symmio.sendQuoteWithAffiliateAndData(...)`.\n *\n * Kept for the **Rasa** flow. On perps-core v0.8.6 this method remains\n * available with its original selector but stores **zero solver-fee caps** —\n * a solver that requires fee caps will not accept quotes sent through it; use\n * {@link encodeSendQuote} for those (the Enigma flow does).\n *\n * Pass a real `upnlSig` for solvers requiring Muon verification, or omit to\n * default to {@link ZERO_UPNL_SIG} (lowcap).\n */\nexport function encodeSendQuoteWithAffiliateAndData(parameters: EncodeSendQuoteWithAffiliateAndDataParameters): Hex {\n  const sig = parameters.upnlSig ?? ZERO_UPNL_SIG;\n  return encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"sendQuoteWithAffiliateAndData\",\n    args: [\n      [...parameters.partyBsWhiteList],\n      parameters.symbolId,\n      parameters.positionType,\n      parameters.orderType,\n      parameters.price,\n      parameters.quantity,\n      parameters.cva,\n      parameters.lf,\n      parameters.partyAmm,\n      parameters.partyBmm,\n      parameters.deadline,\n      parameters.affiliate,\n      {\n        reqId: sig.reqId,\n        timestamp: sig.timestamp,\n        upnl: sig.upnl,\n        price: sig.price,\n        gatewaySignature: sig.gatewaySignature,\n        sigs: {\n          signature: sig.sigs.signature,\n          owner: sig.sigs.owner,\n          nonce: sig.sigs.nonce,\n        },\n      },\n      parameters.data,\n    ],\n  });\n}\n\n/** Zeroed solver-fee caps: the quote authorizes no solver fee on either side. */\nconst ZERO_SOLVER_FEE_CAPS: SolverFeeCaps = { openRateCap: 0n, closeRateCap: 0n };\n\n/**\n * Parameters for {@link encodeSendQuote}: the legacy parameter set plus the\n * v0.8.6 solver-fee caps.\n */\nexport interface EncodeSendQuoteParameters extends EncodeSendQuoteWithAffiliateAndDataParameters {\n  /**\n   * Solver-fee rate caps authorized on the quote (18-decimal ratios). Defaults\n   * to zero caps — semantically identical to the legacy method, which a\n   * fee-charging solver may reject; fill from the market's\n   * `minOpenSolverFeeCap` / `minCloseSolverFeeCap`.\n   */\n  solverFeeCaps?: SolverFeeCaps;\n}\n\n/**\n * Encode calldata for `Symmio.sendQuote(...)` — the perps-core v0.8.6 overload\n * that carries `SolverFeeCaps` as its trailing argument. Identical to\n * {@link encodeSendQuoteWithAffiliateAndData} otherwise.\n *\n * Pass a real `upnlSig` for solvers requiring Muon verification, or omit to\n * default to {@link ZERO_UPNL_SIG} (lowcap).\n */\nexport function encodeSendQuote(parameters: EncodeSendQuoteParameters): Hex {\n  const sig = parameters.upnlSig ?? ZERO_UPNL_SIG;\n  const caps = parameters.solverFeeCaps ?? ZERO_SOLVER_FEE_CAPS;\n  return encodeFunctionData({\n    abi: symmioAbi,\n    functionName: \"sendQuote\",\n    args: [\n      [...parameters.partyBsWhiteList],\n      parameters.symbolId,\n      parameters.positionType,\n      parameters.orderType,\n      parameters.price,\n      parameters.quantity,\n      parameters.cva,\n      parameters.lf,\n      parameters.partyAmm,\n      parameters.partyBmm,\n      parameters.deadline,\n      parameters.affiliate,\n      {\n        reqId: sig.reqId,\n        timestamp: sig.timestamp,\n        upnl: sig.upnl,\n        price: sig.price,\n        gatewaySignature: sig.gatewaySignature,\n        sigs: {\n          signature: sig.sigs.signature,\n          owner: sig.sigs.owner,\n          nonce: sig.sigs.nonce,\n        },\n      },\n      parameters.data,\n      { openRateCap: caps.openRateCap, closeRateCap: caps.closeRateCap },\n    ],\n  });\n}\n\n/**\n * Build the metadata blob attached to a quote-send call (`sendQuote`, or the\n * legacy `sendQuoteWithAffiliateAndData`).\n *\n * Encodes a single-field tuple `{ uuid: string }` to ABI bytes — used by the\n * solver to track quote provenance.\n *\n * @param uuid - Opaque identifier (caller-controlled; usually `crypto.randomUUID()`).\n */\nexport function buildQuoteMetadata(uuid: string): Hex {\n  return encodeAbiParameters([{ type: \"tuple\", components: [{ type: \"string\", name: \"uuid\" }] }], [{ uuid }]);\n}\n\n/**\n * Argument indices of `upnlSig` and `data` in `sendQuote`, derived from the\n * shipped ABI rather than hardcoded.\n *\n * Both arguments are dynamic (the signature tuple contains two `bytes` members;\n * `data` is `bytes`), so their head words hold tail pointers, and the ABI writes\n * tails in argument order — which is what makes {@link sendQuoteUpnlSigFlexRange}\n * able to derive the region size from the difference. The trailing\n * `solverFeeCaps` tuple is static (two `uint256`s inlined after `data`'s head),\n * so it has no tail and never shifts these words. Reading the indices from the\n * ABI means a contract upgrade that reorders the arguments surfaces here at\n * module load instead of silently producing a wrong byte range.\n *\n * @internal\n */\nconst SEND_QUOTE_ARG_INDICES = (() => {\n  const fragment = symmioAbi.find(\n    (entry): entry is Extract<(typeof symmioAbi)[number], { name: \"sendQuote\" }> =>\n      entry.type === \"function\" && entry.name === \"sendQuote\",\n  );\n  if (!fragment) {\n    throw new SymmError(\"config\", \"SEND_QUOTE_ABI_MISSING\", \"The shipped SYMMIO ABI has no `sendQuote` function.\");\n  }\n  const inputs = fragment.inputs as readonly { name?: string }[];\n  const upnlSig = inputs.findIndex((input) => input.name === \"upnlSig\");\n  const data = inputs.findIndex((input) => input.name === \"data\");\n  if (upnlSig === -1 || data === -1) {\n    throw new SymmError(\n      \"config\",\n      \"SEND_QUOTE_ABI_MISSING\",\n      \"`sendQuote` is missing its `upnlSig` or `data` argument in the shipped ABI.\",\n    );\n  }\n  return { upnlSig, data };\n})();\n\n/** Byte offset of an argument's head word, relative to the start of the arguments. */\nconst WORD_BYTES = 32;\n\n/**\n * A contiguous calldata region, described the way the InstantLayer's `FlexField`\n * expects it.\n */\nexport interface SendQuoteUpnlSigFlexRange {\n  /**\n   * Args-relative byte offset where the region starts — measured **after** the\n   * 4-byte function selector, matching the on-chain `FlexField.offset` contract.\n   */\n  offset: bigint;\n  /** Region size in bytes. */\n  length: bigint;\n}\n\n/**\n * Locate the encoded `upnlSig` region inside `sendQuote` calldata, so it can be\n * delegated to a solver via a `FlexField`.\n *\n * Lowcap solvers sign the quote with a placeholder signature\n * ({@link getFakeSendQuoteMuonSignature}) and authorize the solver to overwrite\n * this exact range with a live Muon attestation at execution time. Solvers that\n * require the caller to supply a real signature (majors) do not need this.\n *\n * The region is `[head[upnlSig], head[data])` — `upnlSig` and `data` are both\n * dynamic and adjacent in argument order, so `data`'s tail pointer marks the end\n * of the signature's tail. 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package/dist/solvers/instant-open/shared/index.d.ts

@@ -1,6 +1,7 @@
 export * from './calldata.js';
 export * from './eip712.js';
 export * from './hedger-api.js';
+export * from './open-estimate-guard.js';
 export * from './operations.js';
 export * from './quote-constraints.js';
 export * from './selectors.js';

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

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