@symmio/trading-core 2.0.0 → 3.0.0

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

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

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

@@ -160,6 +160,38 @@ export interface InstantOpenMarketData {
     pricePrecision?: number;
     /** Pre-fetched market quantity precision. When omitted, resolved from solver markets. */
     quantityPrecision?: number;
+    /** Pre-fetched `minOpenSolverFeeCap` (decimal ratio string). When omitted, resolved from solver markets. */
+    minOpenSolverFeeCap?: string;
+    /** Pre-fetched `minCloseSolverFeeCap` (decimal ratio string). When omitted, resolved from solver markets. */
+    minCloseSolverFeeCap?: string;
+    /** Pre-fetched solver open-fee rate (decimal fraction string). When omitted, resolved from solver markets. */
+    hedgerFeeOpen?: string;
+    /** Pre-fetched solver close-fee rate (decimal fraction string). When omitted, resolved from solver markets. */
+    hedgerFeeClose?: string;
+    /**
+     * Pre-fetched early (peak) close-fee rate. When omitted on a lowcap (Enigma)
+     * solver, resolved from `/symbols`; the open provisions this worst-case rate.
+     * Ignored on non-lowcap solvers.
+     */
+    hedgerFeeCloseEarlyRate?: string;
+    /** Pre-fetched early-window length in seconds (paired with `hedgerFeeCloseEarlyRate`). */
+    hedgerFeeCloseEarlyThreshold?: number;
+    /** Pre-fetched standard-rate threshold in seconds (paired with `hedgerFeeCloseEarlyRate`). */
+    hedgerFeeCloseStandardThreshold?: number;
+}
+/**
+ * Solver-fee rate caps authorized on a quote, as 18-decimal fixed-point ratios
+ * of quote notional (perps-core v0.8.6 solver fees).
+ *
+ * Both caps are set immutably at `sendQuote` time — the close-side cap cannot
+ * be changed later in `requestToClosePosition`. On-chain the solver may charge
+ * up to `notional * rateCap / 1e18` on each side.
+ */
+export interface SolverFeeCaps {
+    /** Maximum open-side solver fee, as an 18-decimal ratio of open notional. */
+    openRateCap: bigint;
+    /** Maximum close-side solver fee, as an 18-decimal ratio of close notional. Immutable after `sendQuote`. */
+    closeRateCap: bigint;
 }
 /**
  * Margin context passed to `InstantOpenParameters`.

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

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

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

package/dist/solvers/markets/adapters/enigma-markets.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"enigma-markets.d.ts","sourceRoot":"","sources":["../../../../src/solvers/markets/adapters/enigma-markets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,KAAK,iBAAiB,EAAE,MAAM,qCAAqC,CAAC;AACjG,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AAsB7C;;;;GAIG;AACH,wBAAgB,eAAe,CAAC,OAAO,EAAE,SAAS,iBAAiB,EAAE,GAAG,YAAY,EAAE,CAErF;AAgCD;;;;;;;GAOG;AACH,wBAAsB,kBAAkB,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,YAAY,EAAE,CAAC,CAGjF"}
+{"version":3,"file":"enigma-markets.d.ts","sourceRoot":"","sources":["../../../../src/solvers/markets/adapters/enigma-markets.ts"],"names":[],"mappings":"AACA,OAAO,EAAsB,KAAK,iBAAiB,EAAE,MAAM,qCAAqC,CAAC;AACjG,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AAsB7C;;;;GAIG;AACH,wBAAgB,eAAe,CAAC,OAAO,EAAE,SAAS,iBAAiB,EAAE,GAAG,YAAY,EAAE,CAErF;AAsCD;;;;;;;GAOG;AACH,wBAAsB,kBAAkB,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,YAAY,EAAE,CAAC,CAGjF"}

package/dist/solvers/markets/adapters/enigma-markets.js

@@ -1,44 +1,50 @@
-import { getContractSymbols as e } from "../../types/generated/enigma-solver.js";
+import { toThresholdSeconds as e } from "../../shared/solver-close-fee.js";
+import { getContractSymbols as t } from "../../types/generated/enigma-solver.js";
 //#region src/solvers/markets/adapters/enigma-markets.ts
-function t(e) {
-	return e.symbol_id !== void 0 && e.name !== void 0 && e.symbol !== void 0;
-}
 function n(e) {
-	return e.filter(t).map(r);
+	return e.symbol_id !== void 0 && e.name !== void 0 && e.symbol !== void 0;
 }
 function r(e) {
+	return e.filter(n).map(i);
+}
+function i(t) {
 	return {
 		kind: "enigma",
-		symbolId: e.symbol_id,
-		name: e.name,
-		symbol: e.symbol,
-		asset: e.asset ?? "",
-		isValid: e.is_valid ?? !1,
-		pricePrecision: e.price_precision ?? 0,
-		quantityPrecision: e.quantity_precision ?? 0,
-		maxLeverage: e.max_leverage == null ? 0 : Number(e.max_leverage),
-		maxNotionalValue: e.max_notional_value ?? 0,
-		rfqAllowed: e.rfq_allowed ?? !1,
-		tradingFee: e.trading_fee ?? "0",
-		hedgerFeeOpen: e.hedger_fee_open ?? "0",
-		hedgerFeeClose: e.hedger_fee_close ?? "0",
-		maxFundingRate: e.max_funding_rate ?? "0",
-		minNotionalValue: e.min_notional_value ?? "0",
-		maxQuantity: e.max_quantity ?? "0",
-		lotSize: e.lot_size ?? "0",
-		minAcceptableQuoteValue: e.min_acceptable_quote_value ?? "0",
-		minAcceptablePortionLf: e.min_acceptable_portion_lf ?? "0",
-		side: e.side ?? "",
-		state: e.state ?? 0,
-		tokenAddress: e.token_address ?? "",
-		fundingRateEpochDuration: e.funding_rate_epoch_duration ?? "0",
-		fundingRateWindowTime: e.funding_rate_window_time ?? "0"
+		symbolId: t.symbol_id,
+		name: t.name,
+		symbol: t.symbol,
+		asset: t.asset ?? "",
+		isValid: t.is_valid ?? !1,
+		pricePrecision: t.price_precision ?? 0,
+		quantityPrecision: t.quantity_precision ?? 0,
+		maxLeverage: t.max_leverage == null ? 0 : Number(t.max_leverage),
+		maxNotionalValue: t.max_notional_value ?? 0,
+		rfqAllowed: t.rfq_allowed ?? !1,
+		tradingFee: t.trading_fee ?? "0",
+		hedgerFeeOpen: t.hedger_fee_open ?? "0",
+		hedgerFeeClose: t.hedger_fee_close ?? "0",
+		hedgerFeeCloseEarlyRate: t.hedger_fee_close_early_rate ?? t.hedger_fee_close ?? "0",
+		hedgerFeeCloseEarlyThreshold: e(t.hedger_fee_close_early_threshold),
+		hedgerFeeCloseStandardThreshold: e(t.hedger_fee_close_standard_threshold),
+		maxFundingRate: t.max_funding_rate ?? "0",
+		minNotionalValue: t.min_notional_value ?? "0",
+		maxQuantity: t.max_quantity ?? "0",
+		lotSize: t.lot_size ?? "0",
+		minAcceptableQuoteValue: t.min_acceptable_quote_value ?? "0",
+		minAcceptablePortionLf: t.min_acceptable_portion_lf ?? "0",
+		side: t.side ?? "",
+		state: t.state ?? 0,
+		tokenAddress: t.token_address ?? "",
+		fundingRateEpochDuration: t.funding_rate_epoch_duration ?? "0",
+		fundingRateWindowTime: t.funding_rate_window_time ?? "0",
+		minOpenSolverFeeCap: t.min_open_solver_fee_cap ?? "0",
+		minCloseSolverFeeCap: t.min_close_solver_fee_cap ?? "0"
 	};
 }
-async function i(t) {
-	return n((await e({ baseURL: t })).data.symbols ?? []);
+async function a(e) {
+	return r((await t({ baseURL: e })).data.symbols ?? []);
 }
 //#endregion
-export { i as fetchEnigmaMarkets };
+export { a as fetchEnigmaMarkets };
 
 //# sourceMappingURL=enigma-markets.js.map

package/dist/solvers/markets/adapters/enigma-markets.js.map

@@ -1 +1 @@
-{"version":3,"file":"enigma-markets.js","names":[],"sources":["../../../../src/solvers/markets/adapters/enigma-markets.ts"],"sourcesContent":["import { getContractSymbols, type ApiContractSymbol } from \"../../types/generated/enigma-solver\";\nimport type { EnigmaMarket } from \"../types\";\n\n/**\n * An Enigma contract symbol with its identity fields present. Enigma marks every\n * field optional in its OpenAPI spec, so we narrow to the rows that carry a\n * usable identity (`symbol_id` / `name` / `symbol`) before mapping — a market\n * without identity cannot be traded or displayed.\n */\ntype IdentifiedEnigmaSymbol = ApiContractSymbol & {\n  symbol_id: number;\n  name: string;\n  symbol: string;\n};\n\n/**\n * Type guard: does an Enigma contract symbol carry the identity fields the SDK\n * requires? Rows failing this are dropped by {@link toEnigmaMarkets}.\n */\nfunction hasIdentity(symbol: ApiContractSymbol): symbol is IdentifiedEnigmaSymbol {\n  return symbol.symbol_id !== undefined && symbol.name !== undefined && symbol.symbol !== undefined;\n}\n\n/**\n * Normalize raw Enigma `/contract-symbols` rows to {@link EnigmaMarket}. Rows\n * missing an identity field are skipped; every other Enigma-optional field is\n * filled with a neutral default so the normalized shape has no optional noise.\n */\nexport function toEnigmaMarkets(symbols: readonly ApiContractSymbol[]): EnigmaMarket[] {\n  return symbols.filter(hasIdentity).map(toEnigmaMarket);\n}\n\nfunction toEnigmaMarket(symbol: IdentifiedEnigmaSymbol): EnigmaMarket {\n  return {\n    kind: \"enigma\",\n    symbolId: symbol.symbol_id,\n    name: symbol.name,\n    symbol: symbol.symbol,\n    asset: symbol.asset ?? \"\",\n    isValid: symbol.is_valid ?? false,\n    pricePrecision: symbol.price_precision ?? 0,\n    quantityPrecision: symbol.quantity_precision ?? 0,\n    maxLeverage: symbol.max_leverage != null ? Number(symbol.max_leverage) : 0,\n    maxNotionalValue: symbol.max_notional_value ?? 0,\n    rfqAllowed: symbol.rfq_allowed ?? false,\n    tradingFee: symbol.trading_fee ?? \"0\",\n    hedgerFeeOpen: symbol.hedger_fee_open ?? \"0\",\n    hedgerFeeClose: symbol.hedger_fee_close ?? \"0\",\n    maxFundingRate: symbol.max_funding_rate ?? \"0\",\n    minNotionalValue: symbol.min_notional_value ?? \"0\",\n    maxQuantity: symbol.max_quantity ?? \"0\",\n    lotSize: symbol.lot_size ?? \"0\",\n    minAcceptableQuoteValue: symbol.min_acceptable_quote_value ?? \"0\",\n    minAcceptablePortionLf: symbol.min_acceptable_portion_lf ?? \"0\",\n    side: symbol.side ?? \"\",\n    state: symbol.state ?? 0,\n    tokenAddress: symbol.token_address ?? \"\",\n    fundingRateEpochDuration: symbol.funding_rate_epoch_duration ?? \"0\",\n    fundingRateWindowTime: symbol.funding_rate_window_time ?? \"0\",\n  };\n}\n\n/**\n * Fetch and normalize markets from an **Enigma**-kind solver. Owns Enigma's full\n * fetch story for `/contract-symbols`: the generated Enigma client call plus the\n * mapping to {@link EnigmaMarket}.\n *\n * @param baseURL - The solver's API base URL.\n * @internal\n */\nexport async function fetchEnigmaMarkets(baseURL: string): Promise<EnigmaMarket[]> {\n  const response = await getContractSymbols({ baseURL });\n  return toEnigmaMarkets(response.data.symbols ?? []);\n}\n"],"mappings":";;AAmBA,SAAS,EAAY,GAA6D;CAChF,OAAO,EAAO,cAAc,KAAA,KAAa,EAAO,SAAS,KAAA,KAAa,EAAO,WAAW,KAAA;AAC1F;AAOA,SAAgB,EAAgB,GAAuD;CACrF,OAAO,EAAQ,OAAO,CAAW,EAAE,IAAI,CAAc;AACvD;AAEA,SAAS,EAAe,GAA8C;CACpE,OAAO;EACL,MAAM;EACN,UAAU,EAAO;EACjB,MAAM,EAAO;EACb,QAAQ,EAAO;EACf,OAAO,EAAO,SAAS;EACvB,SAAS,EAAO,YAAY;EAC5B,gBAAgB,EAAO,mBAAmB;EAC1C,mBAAmB,EAAO,sBAAsB;EAChD,aAAa,EAAO,gBAAgB,OAAqC,IAA9B,OAAO,EAAO,YAAY;EACrE,kBAAkB,EAAO,sBAAsB;EAC/C,YAAY,EAAO,eAAe;EAClC,YAAY,EAAO,eAAe;EAClC,eAAe,EAAO,mBAAmB;EACzC,gBAAgB,EAAO,oBAAoB;EAC3C,gBAAgB,EAAO,oBAAoB;EAC3C,kBAAkB,EAAO,sBAAsB;EAC/C,aAAa,EAAO,gBAAgB;EACpC,SAAS,EAAO,YAAY;EAC5B,yBAAyB,EAAO,8BAA8B;EAC9D,wBAAwB,EAAO,6BAA6B;EAC5D,MAAM,EAAO,QAAQ;EACrB,OAAO,EAAO,SAAS;EACvB,cAAc,EAAO,iBAAiB;EACtC,0BAA0B,EAAO,+BAA+B;EAChE,uBAAuB,EAAO,4BAA4B;CAC5D;AACF;AAUA,eAAsB,EAAmB,GAA0C;CAEjF,OAAO,GAAgB,MADA,EAAmB,EAAE,WAAQ,CAAC,GACrB,KAAK,WAAW,CAAC,CAAC;AACpD"}
+{"version":3,"file":"enigma-markets.js","names":[],"sources":["../../../../src/solvers/markets/adapters/enigma-markets.ts"],"sourcesContent":["import { toThresholdSeconds } from \"../../shared/solver-close-fee\";\nimport { getContractSymbols, type ApiContractSymbol } from \"../../types/generated/enigma-solver\";\nimport type { EnigmaMarket } from \"../types\";\n\n/**\n * An Enigma contract symbol with its identity fields present. Enigma marks every\n * field optional in its OpenAPI spec, so we narrow to the rows that carry a\n * usable identity (`symbol_id` / `name` / `symbol`) before mapping — a market\n * without identity cannot be traded or displayed.\n */\ntype IdentifiedEnigmaSymbol = ApiContractSymbol & {\n  symbol_id: number;\n  name: string;\n  symbol: string;\n};\n\n/**\n * Type guard: does an Enigma contract symbol carry the identity fields the SDK\n * requires? Rows failing this are dropped by {@link toEnigmaMarkets}.\n */\nfunction hasIdentity(symbol: ApiContractSymbol): symbol is IdentifiedEnigmaSymbol {\n  return symbol.symbol_id !== undefined && symbol.name !== undefined && symbol.symbol !== undefined;\n}\n\n/**\n * Normalize raw Enigma `/contract-symbols` rows to {@link EnigmaMarket}. Rows\n * missing an identity field are skipped; every other Enigma-optional field is\n * filled with a neutral default so the normalized shape has no optional noise.\n */\nexport function toEnigmaMarkets(symbols: readonly ApiContractSymbol[]): EnigmaMarket[] {\n  return symbols.filter(hasIdentity).map(toEnigmaMarket);\n}\n\nfunction toEnigmaMarket(symbol: IdentifiedEnigmaSymbol): EnigmaMarket {\n  return {\n    kind: \"enigma\",\n    symbolId: symbol.symbol_id,\n    name: symbol.name,\n    symbol: symbol.symbol,\n    asset: symbol.asset ?? \"\",\n    isValid: symbol.is_valid ?? false,\n    pricePrecision: symbol.price_precision ?? 0,\n    quantityPrecision: symbol.quantity_precision ?? 0,\n    maxLeverage: symbol.max_leverage != null ? Number(symbol.max_leverage) : 0,\n    maxNotionalValue: symbol.max_notional_value ?? 0,\n    rfqAllowed: symbol.rfq_allowed ?? false,\n    tradingFee: symbol.trading_fee ?? \"0\",\n    hedgerFeeOpen: symbol.hedger_fee_open ?? \"0\",\n    hedgerFeeClose: symbol.hedger_fee_close ?? \"0\",\n    // No early rate published → no decay: the early rate collapses to the standard rate.\n    hedgerFeeCloseEarlyRate: symbol.hedger_fee_close_early_rate ?? symbol.hedger_fee_close ?? \"0\",\n    hedgerFeeCloseEarlyThreshold: toThresholdSeconds(symbol.hedger_fee_close_early_threshold),\n    hedgerFeeCloseStandardThreshold: toThresholdSeconds(symbol.hedger_fee_close_standard_threshold),\n    maxFundingRate: symbol.max_funding_rate ?? \"0\",\n    minNotionalValue: symbol.min_notional_value ?? \"0\",\n    maxQuantity: symbol.max_quantity ?? \"0\",\n    lotSize: symbol.lot_size ?? \"0\",\n    minAcceptableQuoteValue: symbol.min_acceptable_quote_value ?? \"0\",\n    minAcceptablePortionLf: symbol.min_acceptable_portion_lf ?? \"0\",\n    side: symbol.side ?? \"\",\n    state: symbol.state ?? 0,\n    tokenAddress: symbol.token_address ?? \"\",\n    fundingRateEpochDuration: symbol.funding_rate_epoch_duration ?? \"0\",\n    fundingRateWindowTime: symbol.funding_rate_window_time ?? \"0\",\n    minOpenSolverFeeCap: symbol.min_open_solver_fee_cap ?? \"0\",\n    minCloseSolverFeeCap: symbol.min_close_solver_fee_cap ?? \"0\",\n  };\n}\n\n/**\n * Fetch and normalize markets from an **Enigma**-kind solver. Owns Enigma's full\n * fetch story for `/contract-symbols`: the generated Enigma client call plus the\n * mapping to {@link EnigmaMarket}.\n *\n * @param baseURL - The solver's API base URL.\n * @internal\n */\nexport async function fetchEnigmaMarkets(baseURL: string): Promise<EnigmaMarket[]> {\n  const response = await getContractSymbols({ baseURL });\n  return toEnigmaMarkets(response.data.symbols ?? []);\n}\n"],"mappings":";;;AAoBA,SAAS,EAAY,GAA6D;CAChF,OAAO,EAAO,cAAc,KAAA,KAAa,EAAO,SAAS,KAAA,KAAa,EAAO,WAAW,KAAA;AAC1F;AAOA,SAAgB,EAAgB,GAAuD;CACrF,OAAO,EAAQ,OAAO,CAAW,EAAE,IAAI,CAAc;AACvD;AAEA,SAAS,EAAe,GAA8C;CACpE,OAAO;EACL,MAAM;EACN,UAAU,EAAO;EACjB,MAAM,EAAO;EACb,QAAQ,EAAO;EACf,OAAO,EAAO,SAAS;EACvB,SAAS,EAAO,YAAY;EAC5B,gBAAgB,EAAO,mBAAmB;EAC1C,mBAAmB,EAAO,sBAAsB;EAChD,aAAa,EAAO,gBAAgB,OAAqC,IAA9B,OAAO,EAAO,YAAY;EACrE,kBAAkB,EAAO,sBAAsB;EAC/C,YAAY,EAAO,eAAe;EAClC,YAAY,EAAO,eAAe;EAClC,eAAe,EAAO,mBAAmB;EACzC,gBAAgB,EAAO,oBAAoB;EAE3C,yBAAyB,EAAO,+BAA+B,EAAO,oBAAoB;EAC1F,8BAA8B,EAAmB,EAAO,gCAAgC;EACxF,iCAAiC,EAAmB,EAAO,mCAAmC;EAC9F,gBAAgB,EAAO,oBAAoB;EAC3C,kBAAkB,EAAO,sBAAsB;EAC/C,aAAa,EAAO,gBAAgB;EACpC,SAAS,EAAO,YAAY;EAC5B,yBAAyB,EAAO,8BAA8B;EAC9D,wBAAwB,EAAO,6BAA6B;EAC5D,MAAM,EAAO,QAAQ;EACrB,OAAO,EAAO,SAAS;EACvB,cAAc,EAAO,iBAAiB;EACtC,0BAA0B,EAAO,+BAA+B;EAChE,uBAAuB,EAAO,4BAA4B;EAC1D,qBAAqB,EAAO,2BAA2B;EACvD,sBAAsB,EAAO,4BAA4B;CAC3D;AACF;AAUA,eAAsB,EAAmB,GAA0C;CAEjF,OAAO,GAAgB,MADA,EAAmB,EAAE,WAAQ,CAAC,GACrB,KAAK,WAAW,CAAC,CAAC;AACpD"}

package/dist/solvers/markets/types.d.ts

@@ -66,6 +66,21 @@ export interface EnigmaMarket extends BaseMarket {
     fundingRateEpochDuration: string;
     /** Funding-rate window time. Enigma-only. */
     fundingRateWindowTime: string;
+    /** Minimum solver-fee cap a quote must allow on open, as a decimal string (perps-core v0.8.6 solver fees). Enigma-only. */
+    minOpenSolverFeeCap: string;
+    /** Minimum solver-fee cap a quote must allow on close, as a decimal string (perps-core v0.8.6 solver fees). Enigma-only. */
+    minCloseSolverFeeCap: string;
+    /**
+     * Early (peak) close-fee rate charged flat until {@link EnigmaMarket.hedgerFeeCloseEarlyThreshold}
+     * seconds, then decaying to {@link BaseMarket.hedgerFeeClose}. Decimal string; equals `hedgerFeeClose`
+     * when the solver publishes no decay. Enigma-only. Pass the market to `getSolverCloseFeeRate` /
+     * `calculateSolverCloseFee` to price a close by holding time.
+     */
+    hedgerFeeCloseEarlyRate: string;
+    /** Seconds from open during which `hedgerFeeCloseEarlyRate` applies flat. `0` when no decay. Enigma-only. */
+    hedgerFeeCloseEarlyThreshold: number;
+    /** Seconds from open at/after which `hedgerFeeClose` applies; linear decay between the thresholds. Enigma-only. */
+    hedgerFeeCloseStandardThreshold: number;
 }
 /**
  * A market from a **Rasa**-kind solver. Carries only the shared

package/dist/solvers/markets/types.d.ts.map

@@ -1 +1 @@
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package/dist/solvers/revenue/get-solver-revenue.d.ts

@@ -6,11 +6,12 @@ import { SolverRevenue, SolverRevenueTimeRange } from './types.js';
  */
 export type GetSolverRevenueParameters = Compute<ReadSolverParameter & {
     /**
-     * Restrict the totals to one market. **Omit for the protocol-wide total** —
-     * that is the whole point of this read, and passing a `symbolId` narrows it
-     * to a single market's share.
+     * The market whose revenue to read. Required: the current solver generation
+     * serves revenue **per market only** — the protocol-wide `/revenue`
+     * aggregate no longer exists. For a multi-market figure, call once per
+     * market and label the result with the markets it covers.
      */
-    symbolId?: number;
+    symbolId: number;
     /**
      * Trailing window. Defaults to `"lifetime"` when omitted, matching the
      * solver's own default.
@@ -20,8 +21,7 @@ export type GetSolverRevenueParameters = Compute<ReadSolverParameter & {
 /** Return type of {@link getSolverRevenue}: revenue totals for the window. */
 export type GetSolverRevenueReturnType = SolverRevenue;
 /**
- * Read revenue totals from the chain's solver — protocol-wide by default, or for
- * a single market when `symbolId` is given.
+ * Read one market's revenue totals from the chain's solver.
  *
  * Figures come back as plain dollar `number`s and split into a hedger-fee share
  * and a funding share, whose sum is `totalRevenue`.
@@ -30,19 +30,19 @@ export type GetSolverRevenueReturnType = SolverRevenue;
  * with `UNSUPPORTED_BY_SOLVER` rather than a confusing 404.
  *
  * @param config - The SDK config.
- * @param parameters - Optional chain, solver, market and window.
+ * @param parameters - The market, plus optional chain, solver and window.
  * @returns The normalized {@link SolverRevenue} totals.
  * @throws {SymmApiError} when the API request fails.
  * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the solver is not enigma-kind.
  *
  * @example
  * ```ts
- * // Protocol-wide, since listing.
- * const lifetime = await getSolverRevenue(config);
+ * // One market, since listing.
+ * const lifetime = await getSolverRevenue(config, { symbolId: 1 });
  *
- * // Trailing 24 hours, one market.
+ * // The same market over the trailing 24 hours.
  * const day = await getSolverRevenue(config, { symbolId: 1, timeRange: "24h" });
  * ```
  */
-export declare function getSolverRevenue(config: Config, parameters?: GetSolverRevenueParameters): Promise<GetSolverRevenueReturnType>;
+export declare function getSolverRevenue(config: Config, parameters: GetSolverRevenueParameters): Promise<GetSolverRevenueReturnType>;
 //# sourceMappingURL=get-solver-revenue.d.ts.map

package/dist/solvers/revenue/get-solver-revenue.d.ts.map

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package/dist/solvers/revenue/get-solver-revenue.js

@@ -1,28 +1,28 @@
 import { SymmApiError as e, SymmError as t } from "../../shared/errors/symm-error.js";
-import { getRevenue as n, getRevenueSymbolId as r } from "../types/generated/enigma-solver.js";
-import { assertSolverKind as i } from "../assert-solver-kind.js";
-import { toSolverRevenue as a } from "./to-solver-revenue.js";
-import { isAxiosError as o } from "axios";
+import { getRevenueSymbolId as n } from "../types/generated/enigma-solver.js";
+import { assertSolverKind as r } from "../assert-solver-kind.js";
+import { toSolverRevenue as i } from "./to-solver-revenue.js";
+import { isAxiosError as a } from "axios";
 //#region src/solvers/revenue/get-solver-revenue.ts
-async function s(e, t = {}) {
+async function o(e, t) {
 	let n = e.getSolver({
 		chainId: t.chainId,
 		solverId: t.solverId
 	});
-	return i(n, "enigma", "getSolverRevenue"), c(n.url, t);
+	return r(n, "enigma", "getSolverRevenue"), s(n.url, t);
 }
-async function c(i, s) {
-	let c = s.timeRange === void 0 ? void 0 : { time_range: s.timeRange };
+async function s(r, o) {
+	let s = o.timeRange === void 0 ? void 0 : { time_range: o.timeRange };
 	try {
-		return a((s.symbolId === void 0 ? await n(c, { baseURL: i }) : await r(s.symbolId, c, { baseURL: i })).data);
+		return i((await n(o.symbolId, s, { baseURL: r })).data);
 	} catch (n) {
-		throw n instanceof t ? n : o(n) ? e.fromAxios(n, {
+		throw n instanceof t ? n : a(n) ? e.fromAxios(n, {
 			code: "FETCH_SOLVER_REVENUE_FAILED",
-			baseURL: i
+			baseURL: r
 		}) : new t("api", "FETCH_SOLVER_REVENUE_FAILED", `Failed to fetch solver revenue: ${n instanceof Error ? n.message : String(n)}`, { cause: n instanceof Error ? n : void 0 });
 	}
 }
 //#endregion
-export { s as getSolverRevenue };
+export { o as getSolverRevenue };
 
 //# sourceMappingURL=get-solver-revenue.js.map

package/dist/solvers/revenue/get-solver-revenue.js.map

@@ -1 +1 @@
-{"version":3,"file":"get-solver-revenue.js","names":[],"sources":["../../../src/solvers/revenue/get-solver-revenue.ts"],"sourcesContent":["import { isAxiosError } from \"axios\";\nimport type { Config } from \"../../core/config\";\nimport { SymmApiError, SymmError } from \"../../shared/errors/symm-error\";\nimport type { Compute, ReadSolverParameter } from \"../../shared/types/properties\";\nimport { assertSolverKind } from \"../assert-solver-kind\";\nimport { getRevenue, getRevenueSymbolId } from \"../types/generated/enigma-solver\";\nimport { toSolverRevenue } from \"./to-solver-revenue\";\nimport type { SolverRevenue, SolverRevenueTimeRange } from \"./types\";\n\n/**\n * Parameters for {@link getSolverRevenue}.\n */\nexport type GetSolverRevenueParameters = Compute<\n  ReadSolverParameter & {\n    /**\n     * Restrict the totals to one market. **Omit for the protocol-wide total** —\n     * that is the whole point of this read, and passing a `symbolId` narrows it\n     * to a single market's share.\n     */\n    symbolId?: number;\n    /**\n     * Trailing window. Defaults to `\"lifetime\"` when omitted, matching the\n     * solver's own default.\n     */\n    timeRange?: SolverRevenueTimeRange;\n  }\n>;\n\n/** Return type of {@link getSolverRevenue}: revenue totals for the window. */\nexport type GetSolverRevenueReturnType = SolverRevenue;\n\n/**\n * Read revenue totals from the chain's solver — protocol-wide by default, or for\n * a single market when `symbolId` is given.\n *\n * Figures come back as plain dollar `number`s and split into a hedger-fee share\n * and a funding share, whose sum is `totalRevenue`.\n *\n * Enigma-only: the endpoint does not exist on a rasa-kind solver, which fails\n * with `UNSUPPORTED_BY_SOLVER` rather than a confusing 404.\n *\n * @param config - The SDK config.\n * @param parameters - Optional chain, solver, market and window.\n * @returns The normalized {@link SolverRevenue} totals.\n * @throws {SymmApiError} when the API request fails.\n * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the solver is not enigma-kind.\n *\n * @example\n * ```ts\n * // Protocol-wide, since listing.\n * const lifetime = await getSolverRevenue(config);\n *\n * // Trailing 24 hours, one market.\n * const day = await getSolverRevenue(config, { symbolId: 1, timeRange: \"24h\" });\n * ```\n */\nexport async function getSolverRevenue(\n  config: Config,\n  parameters: GetSolverRevenueParameters = {},\n): Promise<GetSolverRevenueReturnType> {\n  const solver = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId });\n  assertSolverKind(solver, \"enigma\", \"getSolverRevenue\");\n  return fetchSolverRevenue(solver.url, parameters);\n}\n\nasync function fetchSolverRevenue(baseURL: string, parameters: GetSolverRevenueParameters): Promise<SolverRevenue> {\n  /** Omitted rather than defaulted: the solver's own default is already `lifetime`. */\n  const params = parameters.timeRange === undefined ? undefined : { time_range: parameters.timeRange };\n\n  try {\n    const response =\n      parameters.symbolId === undefined\n        ? await getRevenue(params, { baseURL })\n        : await getRevenueSymbolId(parameters.symbolId, params, { baseURL });\n\n    return toSolverRevenue(response.data);\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_SOLVER_REVENUE_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"FETCH_SOLVER_REVENUE_FAILED\",\n      `Failed to fetch solver revenue: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;;AAwDA,eAAsB,EACpB,GACA,IAAyC,CAAC,GACL;CACrC,IAAM,IAAS,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC;CAE9F,OADA,EAAiB,GAAQ,UAAU,kBAAkB,GAC9C,EAAmB,EAAO,KAAK,CAAU;AAClD;AAEA,eAAe,EAAmB,GAAiB,GAAgE;CAEjH,IAAM,IAAS,EAAW,cAAc,KAAA,IAAY,KAAA,IAAY,EAAE,YAAY,EAAW,UAAU;CAEnG,IAAI;EAMF,OAAO,GAJL,EAAW,aAAa,KAAA,IACpB,MAAM,EAAW,GAAQ,EAAE,WAAQ,CAAC,IACpC,MAAM,EAAmB,EAAW,UAAU,GAAQ,EAAE,WAAQ,CAAC,GAEvC,IAAI;CACtC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAA+B;EAAQ,CAAC,IAG9E,IAAI,EACR,OACA,+BACA,mCAAmC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KAClF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}
+{"version":3,"file":"get-solver-revenue.js","names":[],"sources":["../../../src/solvers/revenue/get-solver-revenue.ts"],"sourcesContent":["import { isAxiosError } from \"axios\";\nimport type { Config } from \"../../core/config\";\nimport { SymmApiError, SymmError } from \"../../shared/errors/symm-error\";\nimport type { Compute, ReadSolverParameter } from \"../../shared/types/properties\";\nimport { assertSolverKind } from \"../assert-solver-kind\";\nimport { getRevenueSymbolId } from \"../types/generated/enigma-solver\";\nimport { toSolverRevenue } from \"./to-solver-revenue\";\nimport type { SolverRevenue, SolverRevenueTimeRange } from \"./types\";\n\n/**\n * Parameters for {@link getSolverRevenue}.\n */\nexport type GetSolverRevenueParameters = Compute<\n  ReadSolverParameter & {\n    /**\n     * The market whose revenue to read. Required: the current solver generation\n     * serves revenue **per market only** — the protocol-wide `/revenue`\n     * aggregate no longer exists. For a multi-market figure, call once per\n     * market and label the result with the markets it covers.\n     */\n    symbolId: number;\n    /**\n     * Trailing window. Defaults to `\"lifetime\"` when omitted, matching the\n     * solver's own default.\n     */\n    timeRange?: SolverRevenueTimeRange;\n  }\n>;\n\n/** Return type of {@link getSolverRevenue}: revenue totals for the window. */\nexport type GetSolverRevenueReturnType = SolverRevenue;\n\n/**\n * Read one market's revenue totals from the chain's solver.\n *\n * Figures come back as plain dollar `number`s and split into a hedger-fee share\n * and a funding share, whose sum is `totalRevenue`.\n *\n * Enigma-only: the endpoint does not exist on a rasa-kind solver, which fails\n * with `UNSUPPORTED_BY_SOLVER` rather than a confusing 404.\n *\n * @param config - The SDK config.\n * @param parameters - The market, plus optional chain, solver and window.\n * @returns The normalized {@link SolverRevenue} totals.\n * @throws {SymmApiError} when the API request fails.\n * @throws {SymmError} `UNSUPPORTED_BY_SOLVER` when the solver is not enigma-kind.\n *\n * @example\n * ```ts\n * // One market, since listing.\n * const lifetime = await getSolverRevenue(config, { symbolId: 1 });\n *\n * // The same market over the trailing 24 hours.\n * const day = await getSolverRevenue(config, { symbolId: 1, timeRange: \"24h\" });\n * ```\n */\nexport async function getSolverRevenue(\n  config: Config,\n  parameters: GetSolverRevenueParameters,\n): Promise<GetSolverRevenueReturnType> {\n  const solver = config.getSolver({ chainId: parameters.chainId, solverId: parameters.solverId });\n  assertSolverKind(solver, \"enigma\", \"getSolverRevenue\");\n  return fetchSolverRevenue(solver.url, parameters);\n}\n\nasync function fetchSolverRevenue(baseURL: string, parameters: GetSolverRevenueParameters): Promise<SolverRevenue> {\n  /** Omitted rather than defaulted: the solver's own default is already `lifetime`. */\n  const params = parameters.timeRange === undefined ? undefined : { time_range: parameters.timeRange };\n\n  try {\n    const response = await getRevenueSymbolId(parameters.symbolId, params, { baseURL });\n\n    return toSolverRevenue(response.data);\n  } catch (err) {\n    if (err instanceof SymmError) throw err;\n\n    if (isAxiosError(err)) {\n      throw SymmApiError.fromAxios(err, { code: \"FETCH_SOLVER_REVENUE_FAILED\", baseURL });\n    }\n\n    throw new SymmError(\n      \"api\",\n      \"FETCH_SOLVER_REVENUE_FAILED\",\n      `Failed to fetch solver revenue: ${err instanceof Error ? err.message : String(err)}`,\n      { cause: err instanceof Error ? err : undefined },\n    );\n  }\n}\n"],"mappings":";;;;;;AAwDA,eAAsB,EACpB,GACA,GACqC;CACrC,IAAM,IAAS,EAAO,UAAU;EAAE,SAAS,EAAW;EAAS,UAAU,EAAW;CAAS,CAAC;CAE9F,OADA,EAAiB,GAAQ,UAAU,kBAAkB,GAC9C,EAAmB,EAAO,KAAK,CAAU;AAClD;AAEA,eAAe,EAAmB,GAAiB,GAAgE;CAEjH,IAAM,IAAS,EAAW,cAAc,KAAA,IAAY,KAAA,IAAY,EAAE,YAAY,EAAW,UAAU;CAEnG,IAAI;EAGF,OAAO,GAAgB,MAFA,EAAmB,EAAW,UAAU,GAAQ,EAAE,WAAQ,CAAC,GAElD,IAAI;CACtC,SAAS,GAAK;EAOZ,MANI,aAAe,IAAiB,IAEhC,EAAa,CAAG,IACZ,EAAa,UAAU,GAAK;GAAE,MAAM;GAA+B;EAAQ,CAAC,IAG9E,IAAI,EACR,OACA,+BACA,mCAAmC,aAAe,QAAQ,EAAI,UAAU,OAAO,CAAG,KAClF,EAAE,OAAO,aAAe,QAAQ,IAAM,KAAA,EAAU,CAClD;CACF;AACF"}

package/dist/solvers/revenue/query.d.ts

@@ -29,8 +29,8 @@ export type GetSolverRevenueQueryOptions = SymmioQueryOptions<GetSolverRevenueDa
  *
  * @example
  * ```ts
- * useQuery(getSolverRevenueQueryOptions(config, { timeRange: "24h" }));
+ * useQuery(getSolverRevenueQueryOptions(config, { symbolId: 1, timeRange: "24h" }));
  * ```
  */
-export declare function getSolverRevenueQueryOptions(config: Config, options?: GetSolverRevenueOptions): GetSolverRevenueQueryOptions;
+export declare function getSolverRevenueQueryOptions(config: Config, options: GetSolverRevenueOptions): GetSolverRevenueQueryOptions;
 //# sourceMappingURL=query.d.ts.map

package/dist/solvers/revenue/query.d.ts.map

@@ -1 +1 @@
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package/dist/solvers/revenue/query.js

@@ -4,7 +4,7 @@ import { getSolverRevenue as t } from "./get-solver-revenue.js";
 function n(t) {
 	return ["getSolverRevenue", e(t)];
 }
-function r(e, r = {}) {
+function r(e, r) {
 	return {
 		...r.query,
 		queryKey: n({

package/dist/solvers/revenue/query.js.map

@@ -1 +1 @@
-{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/revenue/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../shared/types/query\";\nimport { filterQueryOptions } from \"../../shared/utils/query\";\nimport {\n  getSolverRevenue,\n  type GetSolverRevenueParameters,\n  type GetSolverRevenueReturnType,\n} from \"./get-solver-revenue\";\n\n/** Data resolved by the {@link getSolverRevenueQueryOptions} query. */\nexport type GetSolverRevenueData = GetSolverRevenueReturnType;\n\n/**\n * Build the TanStack Query key for {@link getSolverRevenueQueryOptions}.\n *\n * @param options - Query parameters plus the resolved config key.\n * @returns A stable, hashable query key.\n */\nexport function getSolverRevenueQueryKey(options: Compute<GetSolverRevenueParameters & ConfigKeyParameter>) {\n  return [\"getSolverRevenue\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getSolverRevenueQueryKey}. */\nexport type GetSolverRevenueQueryKey = ReturnType<typeof getSolverRevenueQueryKey>;\n\n/**\n * Options accepted by {@link getSolverRevenueQueryOptions}: the action's\n * parameters, an optional cache scope, and TanStack overrides.\n */\nexport type GetSolverRevenueOptions = Compute<\n  GetSolverRevenueParameters &\n    QueryParameter<GetSolverRevenueData, Error, GetSolverRevenueData, GetSolverRevenueQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getSolverRevenueQueryOptions}. */\nexport type GetSolverRevenueQueryOptions = SymmioQueryOptions<\n  GetSolverRevenueData,\n  Error,\n  GetSolverRevenueData,\n  GetSolverRevenueQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getSolverRevenue}.\n *\n * @param config - The SDK config.\n * @param options - Query parameters and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(getSolverRevenueQueryOptions(config, { timeRange: \"24h\" }));\n * ```\n */\nexport function getSolverRevenueQueryOptions(\n  config: Config,\n  options: GetSolverRevenueOptions = {},\n): GetSolverRevenueQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getSolverRevenueQueryKey({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () =>\n      getSolverRevenue(config, {\n        chainId: options.chainId,\n        solverId: options.solverId,\n        symbolId: options.symbolId,\n        timeRange: options.timeRange,\n      }),\n  };\n}\n"],"mappings":";;;AAmBA,SAAgB,EAAyB,GAAmE;CAC1G,OAAO,CAAC,oBAAoB,EAAmB,CAAO,CAAC;AACzD;AAkCA,SAAgB,EACd,GACA,IAAmC,CAAC,GACN;CAC9B,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAAyB;GACjC,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,SAAS,EAAQ,OAAO,WAAW;EACnC,eACE,EAAiB,GAAQ;GACvB,SAAS,EAAQ;GACjB,UAAU,EAAQ;GAClB,UAAU,EAAQ;GAClB,WAAW,EAAQ;EACrB,CAAC;CACL;AACF"}
+{"version":3,"file":"query.js","names":[],"sources":["../../../src/solvers/revenue/query.ts"],"sourcesContent":["import type { Config } from \"../../core/config\";\nimport type { Compute, ConfigKeyParameter } from \"../../shared/types/properties\";\nimport type { QueryParameter, SymmioQueryOptions } from \"../../shared/types/query\";\nimport { filterQueryOptions } from \"../../shared/utils/query\";\nimport {\n  getSolverRevenue,\n  type GetSolverRevenueParameters,\n  type GetSolverRevenueReturnType,\n} from \"./get-solver-revenue\";\n\n/** Data resolved by the {@link getSolverRevenueQueryOptions} query. */\nexport type GetSolverRevenueData = GetSolverRevenueReturnType;\n\n/**\n * Build the TanStack Query key for {@link getSolverRevenueQueryOptions}.\n *\n * @param options - Query parameters plus the resolved config key.\n * @returns A stable, hashable query key.\n */\nexport function getSolverRevenueQueryKey(options: Compute<GetSolverRevenueParameters & ConfigKeyParameter>) {\n  return [\"getSolverRevenue\", filterQueryOptions(options)] as const;\n}\n\n/** Query-key type produced by {@link getSolverRevenueQueryKey}. */\nexport type GetSolverRevenueQueryKey = ReturnType<typeof getSolverRevenueQueryKey>;\n\n/**\n * Options accepted by {@link getSolverRevenueQueryOptions}: the action's\n * parameters, an optional cache scope, and TanStack overrides.\n */\nexport type GetSolverRevenueOptions = Compute<\n  GetSolverRevenueParameters &\n    QueryParameter<GetSolverRevenueData, Error, GetSolverRevenueData, GetSolverRevenueQueryKey>\n>;\n\n/** TanStack Query options returned by {@link getSolverRevenueQueryOptions}. */\nexport type GetSolverRevenueQueryOptions = SymmioQueryOptions<\n  GetSolverRevenueData,\n  Error,\n  GetSolverRevenueData,\n  GetSolverRevenueQueryKey\n>;\n\n/**\n * Build TanStack Query options for {@link getSolverRevenue}.\n *\n * @param config - The SDK config.\n * @param options - Query parameters and TanStack overrides.\n * @returns Options to pass to `useQuery` / `queryClient.fetchQuery`.\n *\n * @example\n * ```ts\n * useQuery(getSolverRevenueQueryOptions(config, { symbolId: 1, timeRange: \"24h\" }));\n * ```\n */\nexport function getSolverRevenueQueryOptions(\n  config: Config,\n  options: GetSolverRevenueOptions,\n): GetSolverRevenueQueryOptions {\n  return {\n    ...options.query,\n    queryKey: getSolverRevenueQueryKey({\n      ...options,\n      configKey: config.getChainConfigKey(options.chainId),\n    }),\n    enabled: options.query?.enabled ?? true,\n    queryFn: () =>\n      getSolverRevenue(config, {\n        chainId: options.chainId,\n        solverId: options.solverId,\n        symbolId: options.symbolId,\n        timeRange: options.timeRange,\n      }),\n  };\n}\n"],"mappings":";;;AAmBA,SAAgB,EAAyB,GAAmE;CAC1G,OAAO,CAAC,oBAAoB,EAAmB,CAAO,CAAC;AACzD;AAkCA,SAAgB,EACd,GACA,GAC8B;CAC9B,OAAO;EACL,GAAG,EAAQ;EACX,UAAU,EAAyB;GACjC,GAAG;GACH,WAAW,EAAO,kBAAkB,EAAQ,OAAO;EACrD,CAAC;EACD,SAAS,EAAQ,OAAO,WAAW;EACnC,eACE,EAAiB,GAAQ;GACvB,SAAS,EAAQ;GACjB,UAAU,EAAQ;GAClB,UAAU,EAAQ;GAClB,WAAW,EAAQ;EACrB,CAAC;CACL;AACF"}

package/dist/solvers/revenue/to-solver-revenue.d.ts

@@ -1,12 +1,13 @@
 import { ApiRevenueResponse } from '../types/generated/enigma-solver.js';
 import { SolverRevenue } from './types.js';
 /**
- * Map the solver's `/revenue` response into the SDK's {@link SolverRevenue}.
+ * Map the solver's `/revenue/{symbolId}` response into the SDK's
+ * {@link SolverRevenue}.
  *
  * Every field is optional in the generated schema, so each defaults to `0` — the
  * solver omits a dimension rather than sending a zero when it has nothing for it.
  *
- * @param raw - The raw `/revenue` (or `/revenue/{symbolId}`) response body.
+ * @param raw - The raw `/revenue/{symbolId}` response body.
  * @returns The normalized revenue totals.
  */
 export declare function toSolverRevenue(raw: ApiRevenueResponse): SolverRevenue;

package/dist/solvers/revenue/to-solver-revenue.d.ts.map

@@ -1 +1 @@
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package/dist/solvers/revenue/to-solver-revenue.js.map

@@ -1 +1 @@
-{"version":3,"file":"to-solver-revenue.js","names":[],"sources":["../../../src/solvers/revenue/to-solver-revenue.ts"],"sourcesContent":["import { toFiniteNumber } from \"@symmio/utils/number\";\nimport type { ApiRevenueResponse } from \"../types/generated/enigma-solver\";\nimport type { SolverRevenue } from \"./types\";\n\n/**\n * Map the solver's `/revenue` response into the SDK's {@link SolverRevenue}.\n *\n * Every field is optional in the generated schema, so each defaults to `0` — the\n * solver omits a dimension rather than sending a zero when it has nothing for it.\n *\n * @param raw - The raw `/revenue` (or `/revenue/{symbolId}`) response body.\n * @returns The normalized revenue totals.\n */\nexport function toSolverRevenue(raw: ApiRevenueResponse): SolverRevenue {\n  return {\n    totalRevenue: toFiniteNumber(raw.total_revenue),\n    hedgerFeeRevenue: toFiniteNumber(raw.hedger_fee_revenue),\n    fundingRevenue: toFiniteNumber(raw.funding_revenue),\n    recordCount: toFiniteNumber(raw.record_count),\n  };\n}\n"],"mappings":";;AAaA,SAAgB,EAAgB,GAAwC;CACtE,OAAO;EACL,cAAc,EAAe,EAAI,aAAa;EAC9C,kBAAkB,EAAe,EAAI,kBAAkB;EACvD,gBAAgB,EAAe,EAAI,eAAe;EAClD,aAAa,EAAe,EAAI,YAAY;CAC9C;AACF"}
+{"version":3,"file":"to-solver-revenue.js","names":[],"sources":["../../../src/solvers/revenue/to-solver-revenue.ts"],"sourcesContent":["import { toFiniteNumber } from \"@symmio/utils/number\";\nimport type { ApiRevenueResponse } from \"../types/generated/enigma-solver\";\nimport type { SolverRevenue } from \"./types\";\n\n/**\n * Map the solver's `/revenue/{symbolId}` response into the SDK's\n * {@link SolverRevenue}.\n *\n * Every field is optional in the generated schema, so each defaults to `0` — the\n * solver omits a dimension rather than sending a zero when it has nothing for it.\n *\n * @param raw - The raw `/revenue/{symbolId}` response body.\n * @returns The normalized revenue totals.\n */\nexport function toSolverRevenue(raw: ApiRevenueResponse): SolverRevenue {\n  return {\n    totalRevenue: toFiniteNumber(raw.total_revenue),\n    hedgerFeeRevenue: toFiniteNumber(raw.hedger_fee_revenue),\n    fundingRevenue: toFiniteNumber(raw.funding_revenue),\n    recordCount: toFiniteNumber(raw.record_count),\n  };\n}\n"],"mappings":";;AAcA,SAAgB,EAAgB,GAAwC;CACtE,OAAO;EACL,cAAc,EAAe,EAAI,aAAa;EAC9C,kBAAkB,EAAe,EAAI,kBAAkB;EACvD,gBAAgB,EAAe,EAAI,eAAe;EAClD,aAAa,EAAe,EAAI,YAAY;CAC9C;AACF"}

package/dist/solvers/shared/index.d.ts

@@ -6,4 +6,5 @@
  * own `shared/` folder.
  */
 export * from './resolvers/index.js';
+export * from './solver-close-fee.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/solvers/shared/index.d.ts.map

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