@symmio/trading-react 1.1.0 → 3.0.0

package/dist/margin/use-available-instant-open-margin.d.ts

@@ -1,4 +1,4 @@
-import { PositionType, ConfigParameter } from '@symmio/trading-core';
+import { PositionType, ConfigParameter, SolverId } from '@symmio/trading-core';
 import { Address } from 'viem';
 import { SymmioRequestError } from '../errors/symmio-request-error.js';
 /** Parameters for {@link useAvailableInstantOpenMargin}. */
@@ -13,6 +13,12 @@ export interface UseAvailableInstantOpenMarginParameters extends ConfigParameter
     positionType: PositionType;
     /** Slippage percent, e.g. `5`. */
     slippage: number;
+    /**
+     * Solver whose markets and price provider value the cross-margin uPnL.
+     * Defaults to the chain's default solver. The margin **model** is not chosen
+     * here — it follows the sub-account's isolation type.
+     */
+    solverId?: SolverId;
     /** Optional chain override; defaults to the connected chain. */
     chainId?: number;
 }
@@ -30,17 +36,31 @@ export interface UseAvailableInstantOpenMarginReturnType {
     refetch: () => Promise<void>;
 }
 /**
- * Maximum initial margin an instant open can spend for `account` on a market,
- * shaved for fees and — SHORT only — a worst-case slippage fill. Composes
- * {@link useAccountBalanceOf} + {@link useFeeForUser} and feeds them to
- * `calculateAvailableInstantOpenMargin`. Wire the result to the trade form's
- * `Max` chip and gate submit on it.
+ * Maximum initial margin an instant open can spend for `account` on a market —
+ * **the** margin hook. The margin model follows the sub-account's isolation
+ * type:
+ *
+ * - **VA isolations** (`POSITION` / `MARKET` / `MARKET_DIRECTION`): the
+ *   sub-account's available balance shaved for fees and — SHORT only — a
+ *   worst-case slippage fill (`calculateAvailableInstantOpenMargin` over
+ *   {@link useAccountBalanceOf} + {@link useFeeForUser}).
+ * - **`CUSTOM` (cross-margin)** — trades execute on the sub-account directly:
+ *   `calculateAvailableForOrder` over the live `balanceInfoOfPartyA` snapshot
+ *   and the account's SDK-computed uPnL ({@link useAccountUpnl} — Σ
+ *   per-position uPnL against live mark prices), clamped at zero. **On the
+ *   Rasa solver only**, 90% of it is spendable — a 10% buffer stays reserved
+ *   (see `RASA_SPENDABLE_BPS`); other cross-margin solvers spend 100%.
+ *
+ * Every read is live: balances refetch on on-chain settle notifications and
+ * the cross-margin uPnL streams off the price socket, so the `Max` chip tracks
+ * trades and the market without manual refreshes. Wire the result to the trade
+ * form's `Max` chip and gate submit on it.
  *
  * @example
  * ```tsx
  * const { availableMargin, availableMarginWei } = useAvailableInstantOpenMargin({
  *   account: subAccount,
- *   symbolId: market.symbol_id,
+ *   symbolId: market.symbolId,
  *   leverage,
  *   positionType,
  *   slippage,

package/dist/margin/use-available-instant-open-margin.d.ts.map

@@ -1 +1 @@
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package/dist/margin/use-available-instant-open-margin.js

@@ -1,66 +1,137 @@
 "use client";
-import { useAccountBalanceOf as e } from "../account-layer/use-account-balance-of.js";
-import { useFeeForUser as t } from "../fees/use-fee-for-user.js";
-import { calculateAvailableInstantOpenMargin as n } from "@symmio/trading-core";
-import { useCallback as r, useMemo as i } from "react";
-import { formatUnits as a, zeroAddress as o } from "viem";
+import { useSymmioConfig as e } from "../provider/use-symmio-config.js";
+import { useAccountBalanceInfo as t } from "../account-layer/use-account-balance-info.js";
+import { useAccountBalanceOf as n } from "../account-layer/use-account-balance-of.js";
+import { useSubAccount as r } from "../account-layer/use-sub-account.js";
+import { useFeeForUser as i } from "../fees/use-fee-for-user.js";
+import { useAccountUpnl as a } from "../quotes/use-account-upnl.js";
+import { SubAccountIsolationType as o, calculateAvailableForOrder as s, calculateAvailableInstantOpenMargin as c } from "@symmio/trading-core";
+import { useCallback as l, useMemo as u } from "react";
+import { formatUnits as d, zeroAddress as f } from "viem";
 //#region src/margin/use-available-instant-open-margin.ts
-function s(e) {
+function p(e) {
 	return BigInt(Math.round(e * 0x2386f26fc10000));
 }
-function c(c) {
-	let { account: l, symbolId: u, leverage: d, positionType: f, slippage: p, chainId: m, config: h } = c, g = e({
-		account: l,
-		chainId: m,
-		config: h,
+var m = 9000n;
+function h(h) {
+	let { account: g, symbolId: _, leverage: v, positionType: y, slippage: b, solverId: x, chainId: S, config: C } = h, w = e(h).getSolver({
+		chainId: S,
+		solverId: x
+	}).id === "rasa", T = r({
+		account: g ?? f,
+		chainId: S,
+		config: C,
+		query: {
+			enabled: !!g,
+			staleTime: Infinity
+		}
+	}), E = g === void 0 ? void 0 : T.data?.isolationType, D = E !== void 0, O = E === o.CUSTOM, k = n({
+		account: g,
+		chainId: S,
+		config: C,
+		live: !0,
+		query: { enabled: D && !O }
+	}), A = i({
+		user: g ?? f,
+		symbolId: _ ?? 0,
+		chainId: S,
+		config: C,
+		query: { enabled: D && !O && !!(g && _ !== void 0) }
+	}), j = t({
+		account: g,
+		chainId: S,
+		config: C,
+		live: !0,
+		query: { enabled: O && !!g }
+	}), M = a({
+		account: g,
+		chainId: S,
+		solverId: x,
+		config: C,
+		enabled: O,
 		live: !0
-	}), _ = t({
-		user: l ?? o,
-		symbolId: u ?? 0,
-		chainId: m,
-		config: h,
-		query: { enabled: !!(l && u !== void 0) }
-	}), { data: v, isLoading: y, error: b, refetch: x } = g, { data: S, isLoading: C, error: w, refetch: T } = _, E = r(async () => {
-		await Promise.all([x(), T()]);
-	}, [x, T]);
-	return i(() => {
-		let e = y || C, t = b ?? w ?? null;
-		if (v === void 0 || S === void 0) return {
+	}), { data: N, isLoading: P, error: F, refetch: I } = k, { data: L, isLoading: R, error: z, refetch: B } = A, { data: V, isLoading: H, error: U, refetch: W } = j, { upnl: G, isLoading: K, refetch: q } = M, J = l(async () => {
+		if (O) {
+			await Promise.all([W(), q()]);
+			return;
+		}
+		await Promise.all([I(), B()]);
+	}, [
+		O,
+		I,
+		B,
+		W,
+		q
+	]);
+	return u(() => {
+		let e = !!g && !D;
+		if (O) {
+			let e = H || K, t = U ?? null;
+			if (V === void 0 || G === void 0) return {
+				availableMarginWei: void 0,
+				availableMargin: "0",
+				isLoading: e,
+				error: t,
+				refetch: J
+			};
+			let n = s({
+				balanceInfo: V,
+				upnl: G
+			}), r = n > 0n ? n : 0n, i = w ? r * m / 10000n : r;
+			return {
+				availableMarginWei: i,
+				availableMargin: d(i, 18),
+				isLoading: e,
+				error: t,
+				refetch: J
+			};
+		}
+		let t = e || P || R, n = F ?? z ?? null;
+		if (!D || N === void 0 || L === void 0) return {
 			availableMarginWei: void 0,
 			availableMargin: "0",
-			isLoading: e,
-			error: t,
-			refetch: E
+			isLoading: t,
+			error: n,
+			refetch: J
 		};
-		let r = n({
-			balance: v,
-			openFee: S.openFee,
-			closeFee: S.closeFee,
-			slippageFractionWei: s(p),
-			leverage: d,
-			positionType: f
+		let r = c({
+			balance: N,
+			openFee: L.openFee,
+			closeFee: L.closeFee,
+			slippageFractionWei: p(b),
+			leverage: v,
+			positionType: y
 		});
 		return {
 			availableMarginWei: r,
-			availableMargin: a(r, 18),
-			isLoading: e,
-			error: t,
-			refetch: E
+			availableMargin: d(r, 18),
+			isLoading: t,
+			error: n,
+			refetch: J
 		};
 	}, [
+		g,
+		D,
+		O,
+		w,
+		N,
+		P,
+		F,
+		L,
+		R,
+		z,
+		V,
+		H,
+		U,
+		G,
+		K,
+		b,
 		v,
 		y,
-		b,
-		S,
-		C,
-		w,
-		p,
-		d,
-		f,
-		E
+		J
 	]);
 }
 //#endregion
-export { c as useAvailableInstantOpenMargin };
+export { h as useAvailableInstantOpenMargin };
 
 //# sourceMappingURL=use-available-instant-open-margin.js.map

package/dist/margin/use-available-instant-open-margin.js.map

@@ -1 +1 @@
-{"version":3,"file":"use-available-instant-open-margin.js","names":[],"sources":["../../src/margin/use-available-instant-open-margin.ts"],"sourcesContent":["\"use client\";\n\nimport { calculateAvailableInstantOpenMargin, PositionType, type ConfigParameter } from \"@symmio/trading-core\";\nimport { useCallback, useMemo } from \"react\";\nimport { formatUnits, zeroAddress, type Address } from \"viem\";\nimport { useAccountBalanceOf } from \"../account-layer/use-account-balance-of\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useFeeForUser } from \"../fees/use-fee-for-user\";\n\n/** Convert a slippage percent (e.g. `5`) to an 18-decimal fraction (`5e16`). */\nfunction slippagePercentToFractionWei(slippage: number): bigint {\n  return BigInt(Math.round(slippage * 1e16));\n}\n\n/** Parameters for {@link useAvailableInstantOpenMargin}. */\nexport interface UseAvailableInstantOpenMarginParameters extends ConfigParameter {\n  /** SubAccount to spend margin from. The hook is idle until it is set. */\n  account?: Address;\n  /** Market symbol id, for the fee lookup. Idle until it is set. */\n  symbolId?: bigint | number;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n  /** Slippage percent, e.g. `5`. */\n  slippage: number;\n  /** Optional chain override; defaults to the connected chain. */\n  chainId?: number;\n}\n\n/** Return type of {@link useAvailableInstantOpenMargin}. */\nexport interface UseAvailableInstantOpenMarginReturnType {\n  /** Spendable margin in 18-decimal wei; `undefined` until balance + fees load. */\n  availableMarginWei: bigint | undefined;\n  /** {@link UseAvailableInstantOpenMarginReturnType.availableMarginWei} as a decimal string; `\"0\"` when unavailable. */\n  availableMargin: string;\n  /** `true` while the underlying balance / fee reads are loading. */\n  isLoading: boolean;\n  /** First error from the balance / fee reads, if any. */\n  error: SymmioRequestError | null;\n  /** Refetch the underlying balance + fee reads (e.g. after an open/close settles). */\n  refetch: () => Promise<void>;\n}\n\n/**\n * Maximum initial margin an instant open can spend for `account` on a market,\n * shaved for fees and — SHORT only — a worst-case slippage fill. Composes\n * {@link useAccountBalanceOf} + {@link useFeeForUser} and feeds them to\n * `calculateAvailableInstantOpenMargin`. Wire the result to the trade form's\n * `Max` chip and gate submit on it.\n *\n * @example\n * ```tsx\n * const { availableMargin, availableMarginWei } = useAvailableInstantOpenMargin({\n *   account: subAccount,\n *   symbolId: market.symbol_id,\n *   leverage,\n *   positionType,\n *   slippage,\n * });\n * ```\n */\nexport function useAvailableInstantOpenMargin(\n  parameters: UseAvailableInstantOpenMarginParameters,\n): UseAvailableInstantOpenMarginReturnType {\n  const { account, symbolId, leverage, positionType, slippage, chainId, config } = parameters;\n\n  // `live` keeps the shaved margin fresh: the balance refetches when an\n  // open/close settles on-chain, so the Max chip drops without a manual refresh.\n  const balanceQuery = useAccountBalanceOf({ account, chainId, config, live: true });\n  const feeQuery = useFeeForUser({\n    user: account ?? zeroAddress,\n    symbolId: symbolId ?? 0,\n    chainId,\n    config,\n    query: { enabled: Boolean(account && symbolId !== undefined) },\n  });\n\n  const { data: balance, isLoading: balanceLoading, error: balanceError, refetch: refetchBalance } = balanceQuery;\n  const { data: fees, isLoading: feeLoading, error: feeError, refetch: refetchFees } = feeQuery;\n\n  const refetch = useCallback(async () => {\n    await Promise.all([refetchBalance(), refetchFees()]);\n  }, [refetchBalance, refetchFees]);\n\n  return useMemo<UseAvailableInstantOpenMarginReturnType>(() => {\n    const isLoading = balanceLoading || feeLoading;\n    const error = balanceError ?? feeError ?? null;\n\n    if (balance === undefined || fees === undefined) {\n      return { availableMarginWei: undefined, availableMargin: \"0\", isLoading, error, refetch };\n    }\n\n    const availableMarginWei = calculateAvailableInstantOpenMargin({\n      balance,\n      openFee: fees.openFee,\n      closeFee: fees.closeFee,\n      slippageFractionWei: slippagePercentToFractionWei(slippage),\n      leverage,\n      positionType,\n    });\n\n    return { availableMarginWei, availableMargin: formatUnits(availableMarginWei, 18), isLoading, error, refetch };\n  }, [balance, balanceLoading, balanceError, fees, feeLoading, feeError, slippage, leverage, positionType, refetch]);\n}\n"],"mappings":";;;;;;;AAUA,SAAS,EAA6B,GAA0B;CAC9D,OAAO,OAAO,KAAK,MAAM,IAAW,gBAAI,CAAC;AAC3C;AAkDA,SAAgB,EACd,GACyC;CACzC,IAAM,EAAE,YAAS,aAAU,aAAU,iBAAc,aAAU,YAAS,cAAW,GAI3E,IAAe,EAAoB;EAAE;EAAS;EAAS;EAAQ,MAAM;CAAK,CAAC,GAC3E,IAAW,EAAc;EAC7B,MAAM,KAAW;EACjB,UAAU,KAAY;EACtB;EACA;EACA,OAAO,EAAE,SAAS,GAAQ,KAAW,MAAa,KAAA,GAAW;CAC/D,CAAC,GAEK,EAAE,MAAM,GAAS,WAAW,GAAgB,OAAO,GAAc,SAAS,MAAmB,GAC7F,EAAE,MAAM,GAAM,WAAW,GAAY,OAAO,GAAU,SAAS,MAAgB,GAE/E,IAAU,EAAY,YAAY;EACtC,MAAM,QAAQ,IAAI,CAAC,EAAe,GAAG,EAAY,CAAC,CAAC;CACrD,GAAG,CAAC,GAAgB,CAAW,CAAC;CAEhC,OAAO,QAAuD;EAC5D,IAAM,IAAY,KAAkB,GAC9B,IAAQ,KAAgB,KAAY;EAE1C,IAAI,MAAY,KAAA,KAAa,MAAS,KAAA,GACpC,OAAO;GAAE,oBAAoB,KAAA;GAAW,iBAAiB;GAAK;GAAW;GAAO;EAAQ;EAG1F,IAAM,IAAqB,EAAoC;GAC7D;GACA,SAAS,EAAK;GACd,UAAU,EAAK;GACf,qBAAqB,EAA6B,CAAQ;GAC1D;GACA;EACF,CAAC;EAED,OAAO;GAAE;GAAoB,iBAAiB,EAAY,GAAoB,EAAE;GAAG;GAAW;GAAO;EAAQ;CAC/G,GAAG;EAAC;EAAS;EAAgB;EAAc;EAAM;EAAY;EAAU;EAAU;EAAU;EAAc;CAAO,CAAC;AACnH"}
+{"version":3,"file":"use-available-instant-open-margin.js","names":[],"sources":["../../src/margin/use-available-instant-open-margin.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  calculateAvailableForOrder,\n  calculateAvailableInstantOpenMargin,\n  PositionType,\n  SubAccountIsolationType,\n  type ConfigParameter,\n  type SolverId,\n} from \"@symmio/trading-core\";\nimport { useCallback, useMemo } from \"react\";\nimport { formatUnits, zeroAddress, type Address } from \"viem\";\nimport { useAccountBalanceInfo } from \"../account-layer/use-account-balance-info\";\nimport { useAccountBalanceOf } from \"../account-layer/use-account-balance-of\";\nimport { useSubAccount } from \"../account-layer/use-sub-account\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useFeeForUser } from \"../fees/use-fee-for-user\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\nimport { useAccountUpnl } from \"../quotes/use-account-upnl\";\n\n/** Convert a slippage percent (e.g. `5`) to an 18-decimal fraction (`5e16`). */\nfunction slippagePercentToFractionWei(slippage: number): bigint {\n  return BigInt(Math.round(slippage * 1e16));\n}\n\n/**\n * **Rasa-specific policy**: the fraction of a cross-margin account's\n * `availableForOrder` a new open may spend, in basis points (90%). The\n * remaining 10% stays as a safety buffer so a fill at a slightly worse price\n * or a fee charge cannot tip the account straight into deficiency.\n *\n * Applied only when the resolved solver is Rasa — a future cross-margin solver\n * spends 100% unless its vendor mandates its own buffer.\n */\nconst RASA_SPENDABLE_BPS = 9_000n;\n\n/** Parameters for {@link useAvailableInstantOpenMargin}. */\nexport interface UseAvailableInstantOpenMarginParameters extends ConfigParameter {\n  /** SubAccount to spend margin from. The hook is idle until it is set. */\n  account?: Address;\n  /** Market symbol id, for the fee lookup. Idle until it is set. */\n  symbolId?: bigint | number;\n  /** Requested leverage (integer ≥ 1). */\n  leverage: number;\n  /** LONG skips the slippage cap; SHORT applies it. */\n  positionType: PositionType;\n  /** Slippage percent, e.g. `5`. */\n  slippage: number;\n  /**\n   * Solver whose markets and price provider value the cross-margin uPnL.\n   * Defaults to the chain's default solver. The margin **model** is not chosen\n   * here — it follows the sub-account's isolation type.\n   */\n  solverId?: SolverId;\n  /** Optional chain override; defaults to the connected chain. */\n  chainId?: number;\n}\n\n/** Return type of {@link useAvailableInstantOpenMargin}. */\nexport interface UseAvailableInstantOpenMarginReturnType {\n  /** Spendable margin in 18-decimal wei; `undefined` until balance + fees load. */\n  availableMarginWei: bigint | undefined;\n  /** {@link UseAvailableInstantOpenMarginReturnType.availableMarginWei} as a decimal string; `\"0\"` when unavailable. */\n  availableMargin: string;\n  /** `true` while the underlying balance / fee reads are loading. */\n  isLoading: boolean;\n  /** First error from the balance / fee reads, if any. */\n  error: SymmioRequestError | null;\n  /** Refetch the underlying balance + fee reads (e.g. after an open/close settles). */\n  refetch: () => Promise<void>;\n}\n\n/**\n * Maximum initial margin an instant open can spend for `account` on a market —\n * **the** margin hook. The margin model follows the sub-account's isolation\n * type:\n *\n * - **VA isolations** (`POSITION` / `MARKET` / `MARKET_DIRECTION`): the\n *   sub-account's available balance shaved for fees and — SHORT only — a\n *   worst-case slippage fill (`calculateAvailableInstantOpenMargin` over\n *   {@link useAccountBalanceOf} + {@link useFeeForUser}).\n * - **`CUSTOM` (cross-margin)** — trades execute on the sub-account directly:\n *   `calculateAvailableForOrder` over the live `balanceInfoOfPartyA` snapshot\n *   and the account's SDK-computed uPnL ({@link useAccountUpnl} — Σ\n *   per-position uPnL against live mark prices), clamped at zero. **On the\n *   Rasa solver only**, 90% of it is spendable — a 10% buffer stays reserved\n *   (see `RASA_SPENDABLE_BPS`); other cross-margin solvers spend 100%.\n *\n * Every read is live: balances refetch on on-chain settle notifications and\n * the cross-margin uPnL streams off the price socket, so the `Max` chip tracks\n * trades and the market without manual refreshes. Wire the result to the trade\n * form's `Max` chip and gate submit on it.\n *\n * @example\n * ```tsx\n * const { availableMargin, availableMarginWei } = useAvailableInstantOpenMargin({\n *   account: subAccount,\n *   symbolId: market.symbolId,\n *   leverage,\n *   positionType,\n *   slippage,\n * });\n * ```\n */\nexport function useAvailableInstantOpenMargin(\n  parameters: UseAvailableInstantOpenMarginParameters,\n): UseAvailableInstantOpenMarginReturnType {\n  const { account, symbolId, leverage, positionType, slippage, solverId, chainId, config } = parameters;\n\n  // The 10% spend buffer is a RASA policy, not a cross-margin-model rule —\n  // resolved by solver id so a future cross-margin solver is unaffected.\n  const resolvedConfig = useSymmioConfig(parameters);\n  const isRasaSolver = resolvedConfig.getSolver({ chainId, solverId }).id === \"rasa\";\n\n  // The margin model follows the sub-account's isolation: `CUSTOM` trades on\n  // the sub-account directly (cross-margin); the VA isolations spend the\n  // sub-account's available balance. Isolation is fixed at creation, so this\n  // read caches indefinitely.\n  const subAccountQuery = useSubAccount({\n    account: account ?? zeroAddress,\n    chainId,\n    config,\n    query: { enabled: Boolean(account), staleTime: Infinity },\n  });\n  const isolationType = account !== undefined ? subAccountQuery.data?.isolationType : undefined;\n  const isolationKnown = isolationType !== undefined;\n  const isCrossMargin = isolationType === SubAccountIsolationType.CUSTOM;\n\n  // `live` keeps the margin fresh: balances refetch when an open/close settles\n  // on-chain, so the Max chip drops without a manual refresh.\n  const balanceQuery = useAccountBalanceOf({\n    account,\n    chainId,\n    config,\n    live: true,\n    query: { enabled: isolationKnown && !isCrossMargin },\n  });\n  const feeQuery = useFeeForUser({\n    user: account ?? zeroAddress,\n    symbolId: symbolId ?? 0,\n    chainId,\n    config,\n    query: { enabled: isolationKnown && !isCrossMargin && Boolean(account && symbolId !== undefined) },\n  });\n  const balanceInfoQuery = useAccountBalanceInfo({\n    account,\n    chainId,\n    config,\n    live: true,\n    query: { enabled: isCrossMargin && Boolean(account) },\n  });\n  const accountUpnl = useAccountUpnl({ account, chainId, solverId, config, enabled: isCrossMargin, live: true });\n  const { data: balance, isLoading: balanceLoading, error: balanceError, refetch: refetchBalance } = balanceQuery;\n  const { data: fees, isLoading: feeLoading, error: feeError, refetch: refetchFees } = feeQuery;\n  const {\n    data: balanceInfo,\n    isLoading: balanceInfoLoading,\n    error: balanceInfoError,\n    refetch: refetchBalanceInfo,\n  } = balanceInfoQuery;\n  const { upnl, isLoading: upnlLoading, refetch: refetchUpnl } = accountUpnl;\n\n  const refetch = useCallback(async () => {\n    if (isCrossMargin) {\n      await Promise.all([refetchBalanceInfo(), refetchUpnl()]);\n      return;\n    }\n    await Promise.all([refetchBalance(), refetchFees()]);\n  }, [isCrossMargin, refetchBalance, refetchFees, refetchBalanceInfo, refetchUpnl]);\n\n  return useMemo<UseAvailableInstantOpenMarginReturnType>(() => {\n    const isolationLoading = Boolean(account) && !isolationKnown;\n\n    if (isCrossMargin) {\n      const isLoading = balanceInfoLoading || upnlLoading;\n      const error = balanceInfoError ?? null;\n\n      if (balanceInfo === undefined || upnl === undefined) {\n        return { availableMarginWei: undefined, availableMargin: \"0\", isLoading, error, refetch };\n      }\n      const available = calculateAvailableForOrder({ balanceInfo, upnl });\n      const clamped = available > 0n ? available : 0n;\n      // Rasa-only 10% spend buffer — see RASA_SPENDABLE_BPS.\n      const availableMarginWei = isRasaSolver ? (clamped * RASA_SPENDABLE_BPS) / 10_000n : clamped;\n      return { availableMarginWei, availableMargin: formatUnits(availableMarginWei, 18), isLoading, error, refetch };\n    }\n\n    const isLoading = isolationLoading || balanceLoading || feeLoading;\n    const error = balanceError ?? feeError ?? null;\n\n    if (!isolationKnown || balance === undefined || fees === undefined) {\n      return { availableMarginWei: undefined, availableMargin: \"0\", isLoading, error, refetch };\n    }\n\n    const availableMarginWei = calculateAvailableInstantOpenMargin({\n      balance,\n      openFee: fees.openFee,\n      closeFee: fees.closeFee,\n      slippageFractionWei: slippagePercentToFractionWei(slippage),\n      leverage,\n      positionType,\n    });\n\n    return { availableMarginWei, availableMargin: formatUnits(availableMarginWei, 18), isLoading, error, refetch };\n  }, [\n    account,\n    isolationKnown,\n    isCrossMargin,\n    isRasaSolver,\n    balance,\n    balanceLoading,\n    balanceError,\n    fees,\n    feeLoading,\n    feeError,\n    balanceInfo,\n    balanceInfoLoading,\n    balanceInfoError,\n    upnl,\n    upnlLoading,\n    slippage,\n    leverage,\n    positionType,\n    refetch,\n  ]);\n}\n"],"mappings":";;;;;;;;;;;AAqBA,SAAS,EAA6B,GAA0B;CAC9D,OAAO,OAAO,KAAK,MAAM,IAAW,gBAAI,CAAC;AAC3C;AAWA,IAAM,IAAqB;AAsE3B,SAAgB,EACd,GACyC;CACzC,IAAM,EAAE,YAAS,aAAU,aAAU,iBAAc,aAAU,aAAU,YAAS,cAAW,GAKrF,IADiB,EAAgB,CAClB,EAAe,UAAU;EAAE;EAAS;CAAS,CAAC,EAAE,OAAO,QAMtE,IAAkB,EAAc;EACpC,SAAS,KAAW;EACpB;EACA;EACA,OAAO;GAAE,SAAS,EAAQ;GAAU,WAAW;EAAS;CAC1D,CAAC,GACK,IAAgB,MAAY,KAAA,IAAkD,KAAA,IAAtC,EAAgB,MAAM,eAC9D,IAAiB,MAAkB,KAAA,GACnC,IAAgB,MAAkB,EAAwB,QAI1D,IAAe,EAAoB;EACvC;EACA;EACA;EACA,MAAM;EACN,OAAO,EAAE,SAAS,KAAkB,CAAC,EAAc;CACrD,CAAC,GACK,IAAW,EAAc;EAC7B,MAAM,KAAW;EACjB,UAAU,KAAY;EACtB;EACA;EACA,OAAO,EAAE,SAAS,KAAkB,CAAC,KAAiB,GAAQ,KAAW,MAAa,KAAA,GAAW;CACnG,CAAC,GACK,IAAmB,EAAsB;EAC7C;EACA;EACA;EACA,MAAM;EACN,OAAO,EAAE,SAAS,KAAiB,EAAQ,EAAS;CACtD,CAAC,GACK,IAAc,EAAe;EAAE;EAAS;EAAS;EAAU;EAAQ,SAAS;EAAe,MAAM;CAAK,CAAC,GACvG,EAAE,MAAM,GAAS,WAAW,GAAgB,OAAO,GAAc,SAAS,MAAmB,GAC7F,EAAE,MAAM,GAAM,WAAW,GAAY,OAAO,GAAU,SAAS,MAAgB,GAC/E,EACJ,MAAM,GACN,WAAW,GACX,OAAO,GACP,SAAS,MACP,GACE,EAAE,SAAM,WAAW,GAAa,SAAS,MAAgB,GAEzD,IAAU,EAAY,YAAY;EACtC,IAAI,GAAe;GACjB,MAAM,QAAQ,IAAI,CAAC,EAAmB,GAAG,EAAY,CAAC,CAAC;GACvD;EACF;EACA,MAAM,QAAQ,IAAI,CAAC,EAAe,GAAG,EAAY,CAAC,CAAC;CACrD,GAAG;EAAC;EAAe;EAAgB;EAAa;EAAoB;CAAW,CAAC;CAEhF,OAAO,QAAuD;EAC5D,IAAM,IAAmB,EAAQ,KAAY,CAAC;EAE9C,IAAI,GAAe;GACjB,IAAM,IAAY,KAAsB,GAClC,IAAQ,KAAoB;GAElC,IAAI,MAAgB,KAAA,KAAa,MAAS,KAAA,GACxC,OAAO;IAAE,oBAAoB,KAAA;IAAW,iBAAiB;IAAK;IAAW;IAAO;GAAQ;GAE1F,IAAM,IAAY,EAA2B;IAAE;IAAa;GAAK,CAAC,GAC5D,IAAU,IAAY,KAAK,IAAY,IAEvC,IAAqB,IAAgB,IAAU,IAAsB,SAAU;GACrF,OAAO;IAAE;IAAoB,iBAAiB,EAAY,GAAoB,EAAE;IAAG;IAAW;IAAO;GAAQ;EAC/G;EAEA,IAAM,IAAY,KAAoB,KAAkB,GAClD,IAAQ,KAAgB,KAAY;EAE1C,IAAI,CAAC,KAAkB,MAAY,KAAA,KAAa,MAAS,KAAA,GACvD,OAAO;GAAE,oBAAoB,KAAA;GAAW,iBAAiB;GAAK;GAAW;GAAO;EAAQ;EAG1F,IAAM,IAAqB,EAAoC;GAC7D;GACA,SAAS,EAAK;GACd,UAAU,EAAK;GACf,qBAAqB,EAA6B,CAAQ;GAC1D;GACA;EACF,CAAC;EAED,OAAO;GAAE;GAAoB,iBAAiB,EAAY,GAAoB,EAAE;GAAG;GAAW;GAAO;EAAQ;CAC/G,GAAG;EACD;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA;CACF,CAAC;AACH"}

package/dist/market-info/use-market-info.d.ts

@@ -1,28 +1,28 @@
-import { ConfigParameter, GetMarketInfoOptions, GetMarketInfoReturnType } from '@symmio/trading-core';
+import { ConfigParameter, GetMarketInfoOptions, GetMarketInfoReturnType, SymmioSolverKind } from '@symmio/trading-core';
 import { UseQueryResult } from '@tanstack/react-query';
 import { SymmioRequestError } from '../errors/symmio-request-error.js';
 /**
  * Parameters for {@link useMarketInfo}: the core query options plus an optional
- * `config`.
+ * `config`. Generic over the solver kind `K` — a literal `solverId` narrows the
+ * returned market-info type.
  */
-export type UseMarketInfoParameters = GetMarketInfoOptions & ConfigParameter;
-/** Return type of {@link useMarketInfo}. */
-export type UseMarketInfoReturnType = UseQueryResult<GetMarketInfoReturnType, SymmioRequestError>;
+export type UseMarketInfoParameters<K extends SymmioSolverKind = SymmioSolverKind> = GetMarketInfoOptions<K> & ConfigParameter;
+/** Return type of {@link useMarketInfo}, generic over the solver kind `K`. */
+export type UseMarketInfoReturnType<K extends SymmioSolverKind = SymmioSolverKind> = UseQueryResult<GetMarketInfoReturnType<K>, SymmioRequestError>;
 /**
- * Read per-market 24h volume from the active chain's solver in one call.
- * Surfaces the rolling 24-hour trading volume and cumulative lifetime value for
- * every market, plus the aggregate totals across all markets.
+ * Read per-market info from the active chain's solver in one call. The shape
+ * diverges by solver — **Enigma** returns 24h volume + lifetime value plus
+ * aggregate totals; **Rasa** returns price / 24h change / volume / notional cap.
+ * Narrow on `data.kind`, or pass a literal `solverId` to narrow the type.
  *
  * Does not poll by default; pass `query.refetchInterval` to opt into polling.
- * Errors are normalized to {@link SymmioRequestError} so `error.kind` is always
- * a documented value.
+ * Errors are normalized to {@link SymmioRequestError}.
  *
  * @example
  * ```tsx
  * const { data } = useMarketInfo();
- * const btc = data?.markets.find((m) => m.symbol === "BTCUSDT");
- * console.log(btc?.tradingVolume, data?.totalValue24h);
+ * if (data?.kind === "enigma") console.log(data.totalValue24h);
  * ```
  */
-export declare function useMarketInfo(parameters?: UseMarketInfoParameters): UseMarketInfoReturnType;
+export declare function useMarketInfo<K extends SymmioSolverKind = SymmioSolverKind>(parameters?: UseMarketInfoParameters<K>): UseMarketInfoReturnType<K>;
 //# sourceMappingURL=use-market-info.d.ts.map

package/dist/market-info/use-market-info.d.ts.map

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package/dist/market-info/use-market-info.js.map

@@ -1 +1 @@
-{"version":3,"file":"use-market-info.js","names":[],"sources":["../../src/market-info/use-market-info.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getMarketInfoQueryOptions,\n  type ConfigParameter,\n  type GetMarketInfoOptions,\n  type GetMarketInfoReturnType,\n} from \"@symmio/trading-core\";\nimport { useQuery, type UseQueryResult } from \"@tanstack/react-query\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/**\n * Parameters for {@link useMarketInfo}: the core query options plus an optional\n * `config`.\n */\nexport type UseMarketInfoParameters = GetMarketInfoOptions & ConfigParameter;\n\n/** Return type of {@link useMarketInfo}. */\nexport type UseMarketInfoReturnType = UseQueryResult<GetMarketInfoReturnType, SymmioRequestError>;\n\n/**\n * Read per-market 24h volume from the active chain's solver in one call.\n * Surfaces the rolling 24-hour trading volume and cumulative lifetime value for\n * every market, plus the aggregate totals across all markets.\n *\n * Does not poll by default; pass `query.refetchInterval` to opt into polling.\n * Errors are normalized to {@link SymmioRequestError} so `error.kind` is always\n * a documented value.\n *\n * @example\n * ```tsx\n * const { data } = useMarketInfo();\n * const btc = data?.markets.find((m) => m.symbol === \"BTCUSDT\");\n * console.log(btc?.tradingVolume, data?.totalValue24h);\n * ```\n */\nexport function useMarketInfo(parameters: UseMarketInfoParameters = {}): UseMarketInfoReturnType {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = getMarketInfoQueryOptions(config, {\n    ...parameters,\n    chainId: parameters.chainId ?? chainId,\n  });\n\n  return useQuery({\n    ...options,\n    queryFn: async () => {\n      try {\n        return await options.queryFn();\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n  }) as UseMarketInfoReturnType;\n}\n"],"mappings":";;;;;;;AAuCA,SAAgB,EAAc,IAAsC,CAAC,GAA4B;CAC/F,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAA0B,GAAQ;EAChD,GAAG;EACH,SAAS,EAAW,WAAW;CACjC,CAAC;CAED,OAAO,EAAS;EACd,GAAG;EACH,SAAS,YAAY;GACnB,IAAI;IACF,OAAO,MAAM,EAAQ,QAAQ;GAC/B,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;AACH"}
+{"version":3,"file":"use-market-info.js","names":[],"sources":["../../src/market-info/use-market-info.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getMarketInfoQueryOptions,\n  type ConfigParameter,\n  type GetMarketInfoOptions,\n  type GetMarketInfoReturnType,\n  type SymmioSolverKind,\n} from \"@symmio/trading-core\";\nimport { useQuery, type UseQueryResult } from \"@tanstack/react-query\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/**\n * Parameters for {@link useMarketInfo}: the core query options plus an optional\n * `config`. Generic over the solver kind `K` — a literal `solverId` narrows the\n * returned market-info type.\n */\nexport type UseMarketInfoParameters<K extends SymmioSolverKind = SymmioSolverKind> = GetMarketInfoOptions<K> &\n  ConfigParameter;\n\n/** Return type of {@link useMarketInfo}, generic over the solver kind `K`. */\nexport type UseMarketInfoReturnType<K extends SymmioSolverKind = SymmioSolverKind> = UseQueryResult<\n  GetMarketInfoReturnType<K>,\n  SymmioRequestError\n>;\n\n/**\n * Read per-market info from the active chain's solver in one call. The shape\n * diverges by solver — **Enigma** returns 24h volume + lifetime value plus\n * aggregate totals; **Rasa** returns price / 24h change / volume / notional cap.\n * Narrow on `data.kind`, or pass a literal `solverId` to narrow the type.\n *\n * Does not poll by default; pass `query.refetchInterval` to opt into polling.\n * Errors are normalized to {@link SymmioRequestError}.\n *\n * @example\n * ```tsx\n * const { data } = useMarketInfo();\n * if (data?.kind === \"enigma\") console.log(data.totalValue24h);\n * ```\n */\nexport function useMarketInfo<K extends SymmioSolverKind = SymmioSolverKind>(\n  parameters: UseMarketInfoParameters<K> = {},\n): UseMarketInfoReturnType<K> {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = getMarketInfoQueryOptions<K>(config, {\n    ...parameters,\n    chainId: parameters.chainId ?? chainId,\n  });\n\n  return useQuery({\n    ...options,\n    queryFn: async () => {\n      try {\n        return await options.queryFn();\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n  }) as UseMarketInfoReturnType<K>;\n}\n"],"mappings":";;;;;;;AA4CA,SAAgB,EACd,IAAyC,CAAC,GACd;CAC5B,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAA6B,GAAQ;EACnD,GAAG;EACH,SAAS,EAAW,WAAW;CACjC,CAAC;CAED,OAAO,EAAS;EACd,GAAG;EACH,SAAS,YAAY;GACnB,IAAI;IACF,OAAO,MAAM,EAAQ,QAAQ;GAC/B,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;AACH"}

package/dist/markets/use-markets.d.ts

@@ -1,15 +1,21 @@
-import { ConfigParameter, GetMarketsOptions, SymbolContractSymbol } from '@symmio/trading-core';
+import { ConfigParameter, GetMarketsData, GetMarketsOptions, SymmioSolverKind } from '@symmio/trading-core';
 import { UseQueryResult } from '@tanstack/react-query';
 import { SymmioRequestError } from '../errors/symmio-request-error.js';
 /**
- * Parameters for {@link useMarkets}: the core query options (chain id, TanStack
- * `query` overrides) plus an optional `config`.
+ * Parameters for {@link useMarkets}: the core query options (chain id, solver
+ * kind, TanStack `query` overrides) plus an optional `config`. Generic over the
+ * solver kind `K` — a literal `solverId` narrows the returned market type.
  */
-export type UseMarketsParameters = GetMarketsOptions & ConfigParameter;
-/** Return type of {@link useMarkets}. */
-export type UseMarketsReturnType = UseQueryResult<SymbolContractSymbol[], SymmioRequestError>;
+export type UseMarketsParameters<K extends SymmioSolverKind = SymmioSolverKind> = GetMarketsOptions<K> & ConfigParameter;
+/** Return type of {@link useMarkets}, generic over the solver kind `K`. */
+export type UseMarketsReturnType<K extends SymmioSolverKind = SymmioSolverKind> = UseQueryResult<GetMarketsData<K>, SymmioRequestError>;
 /**
- * Fetch all tradable markets (contract symbols) from the chain's solver.
+ * Fetch all tradable markets (contract symbols) from the chain's solver,
+ * normalized to the SDK `Market` shape.
+ *
+ * Pass a literal `solverId` to narrow the returned market type to that solver
+ * (`useMarkets({ solverId: "rasa" })` → `RasaMarket[]`); omit it to get the
+ * `Market` union and narrow on `kind` at the use site.
  *
  * Returns react-query's full {@link UseQueryResult}. Errors are normalized to
  * {@link SymmioRequestError} so `error.kind` is always a documented value.
@@ -22,5 +28,5 @@ export type UseMarketsReturnType = UseQueryResult<SymbolContractSymbol[], Symmio
  * return <MarketList items={markets ?? []} />;
  * ```
  */
-export declare function useMarkets(parameters?: UseMarketsParameters): UseMarketsReturnType;
+export declare function useMarkets<K extends SymmioSolverKind = SymmioSolverKind>(parameters?: UseMarketsParameters<K>): UseMarketsReturnType<K>;
 //# sourceMappingURL=use-markets.d.ts.map

package/dist/markets/use-markets.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"use-markets.d.ts","sourceRoot":"","sources":["../../src/markets/use-markets.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,eAAe,EACpB,KAAK,cAAc,EACnB,KAAK,iBAAiB,EACtB,KAAK,gBAAgB,EACtB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAY,KAAK,cAAc,EAAE,MAAM,uBAAuB,CAAC;AAEtE,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AAIzE;;;;GAIG;AACH,MAAM,MAAM,oBAAoB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,IAAI,iBAAiB,CAAC,CAAC,CAAC,GACpG,eAAe,CAAC;AAElB,2EAA2E;AAC3E,MAAM,MAAM,oBAAoB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,IAAI,cAAc,CAC9F,cAAc,CAAC,CAAC,CAAC,EACjB,kBAAkB,CACnB,CAAC;AAEF;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,UAAU,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,EACtE,UAAU,GAAE,oBAAoB,CAAC,CAAC,CAAM,GACvC,oBAAoB,CAAC,CAAC,CAAC,CAkBzB"}

package/dist/markets/use-markets.js.map

@@ -1 +1 @@
-{"version":3,"file":"use-markets.js","names":[],"sources":["../../src/markets/use-markets.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getMarketsQueryOptions,\n  type ConfigParameter,\n  type GetMarketsOptions,\n  type SymbolContractSymbol,\n} from \"@symmio/trading-core\";\nimport { useQuery, type UseQueryResult } from \"@tanstack/react-query\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/**\n * Parameters for {@link useMarkets}: the core query options (chain id, TanStack\n * `query` overrides) plus an optional `config`.\n */\nexport type UseMarketsParameters = GetMarketsOptions & ConfigParameter;\n\n/** Return type of {@link useMarkets}. */\nexport type UseMarketsReturnType = UseQueryResult<SymbolContractSymbol[], SymmioRequestError>;\n\n/**\n * Fetch all tradable markets (contract symbols) from the chain's solver.\n *\n * Returns react-query's full {@link UseQueryResult}. Errors are normalized to\n * {@link SymmioRequestError} so `error.kind` is always a documented value.\n *\n * @example\n * ```tsx\n * const { data: markets, isLoading, error } = useMarkets();\n * if (isLoading) return <Spinner />;\n * if (error) return <ErrorView kind={error.kind} message={error.message} />;\n * return <MarketList items={markets ?? []} />;\n * ```\n */\nexport function useMarkets(parameters: UseMarketsParameters = {}): UseMarketsReturnType {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = getMarketsQueryOptions(config, {\n    ...parameters,\n    chainId: parameters.chainId ?? chainId,\n  });\n\n  return useQuery({\n    ...options,\n    queryFn: async () => {\n      try {\n        return await options.queryFn();\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n  }) as UseMarketsReturnType;\n}\n"],"mappings":";;;;;;;AAqCA,SAAgB,EAAW,IAAmC,CAAC,GAAyB;CACtF,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAAuB,GAAQ;EAC7C,GAAG;EACH,SAAS,EAAW,WAAW;CACjC,CAAC;CAED,OAAO,EAAS;EACd,GAAG;EACH,SAAS,YAAY;GACnB,IAAI;IACF,OAAO,MAAM,EAAQ,QAAQ;GAC/B,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;AACH"}
+{"version":3,"file":"use-markets.js","names":[],"sources":["../../src/markets/use-markets.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getMarketsQueryOptions,\n  type ConfigParameter,\n  type GetMarketsData,\n  type GetMarketsOptions,\n  type SymmioSolverKind,\n} from \"@symmio/trading-core\";\nimport { useQuery, type UseQueryResult } from \"@tanstack/react-query\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/**\n * Parameters for {@link useMarkets}: the core query options (chain id, solver\n * kind, TanStack `query` overrides) plus an optional `config`. Generic over the\n * solver kind `K` — a literal `solverId` narrows the returned market type.\n */\nexport type UseMarketsParameters<K extends SymmioSolverKind = SymmioSolverKind> = GetMarketsOptions<K> &\n  ConfigParameter;\n\n/** Return type of {@link useMarkets}, generic over the solver kind `K`. */\nexport type UseMarketsReturnType<K extends SymmioSolverKind = SymmioSolverKind> = UseQueryResult<\n  GetMarketsData<K>,\n  SymmioRequestError\n>;\n\n/**\n * Fetch all tradable markets (contract symbols) from the chain's solver,\n * normalized to the SDK `Market` shape.\n *\n * Pass a literal `solverId` to narrow the returned market type to that solver\n * (`useMarkets({ solverId: \"rasa\" })` → `RasaMarket[]`); omit it to get the\n * `Market` union and narrow on `kind` at the use site.\n *\n * Returns react-query's full {@link UseQueryResult}. Errors are normalized to\n * {@link SymmioRequestError} so `error.kind` is always a documented value.\n *\n * @example\n * ```tsx\n * const { data: markets, isLoading, error } = useMarkets();\n * if (isLoading) return <Spinner />;\n * if (error) return <ErrorView kind={error.kind} message={error.message} />;\n * return <MarketList items={markets ?? []} />;\n * ```\n */\nexport function useMarkets<K extends SymmioSolverKind = SymmioSolverKind>(\n  parameters: UseMarketsParameters<K> = {},\n): UseMarketsReturnType<K> {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = getMarketsQueryOptions<K>(config, {\n    ...parameters,\n    chainId: parameters.chainId ?? chainId,\n  });\n\n  return useQuery({\n    ...options,\n    queryFn: async () => {\n      try {\n        return await options.queryFn();\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n  }) as UseMarketsReturnType<K>;\n}\n"],"mappings":";;;;;;;AAgDA,SAAgB,EACd,IAAsC,CAAC,GACd;CACzB,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAA0B,GAAQ;EAChD,GAAG;EACH,SAAS,EAAW,WAAW;CACjC,CAAC;CAED,OAAO,EAAS;EACd,GAAG;EACH,SAAS,YAAY;GACnB,IAAI;IACF,OAAO,MAAM,EAAQ,QAAQ;GAC/B,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;AACH"}

package/dist/muon/index.d.ts

@@ -1,4 +1,5 @@
 export * from './use-deallocate-upnl-sig.js';
+export * from './use-force-close-price-sig.js';
 export * from './use-muon-party-a-overview.js';
 export * from './use-muon-price.js';
 export * from './use-muon-price-range.js';
@@ -8,4 +9,5 @@ export * from './use-muon-upnl-a.js';
 export * from './use-muon-upnl-a-with-symbol-price.js';
 export * from './use-muon-upnl-b.js';
 export * from './use-muon-upnl-with-symbol-price.js';
+export * from './use-send-quote-upnl-sig.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/muon/index.d.ts.map

@@ -1 +1 @@
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package/dist/muon/use-force-close-price-sig.d.ts

@@ -0,0 +1,34 @@
+import { ConfigParameter, GetForceClosePriceSigParameters, GetForceClosePriceSigReturnType } from '@symmio/trading-core';
+import { UseMutationResult } from '@tanstack/react-query';
+import { SymmioRequestError } from '../errors/symmio-request-error.js';
+/**
+ * Parameters for {@link useForceClosePriceSig}: an optional `config` override.
+ * The window bounds, both parties, and the symbol id are passed as the mutation
+ * `variables`.
+ */
+export type UseForceClosePriceSigParameters = ConfigParameter;
+/** Return type of {@link useForceClosePriceSig}. */
+export type UseForceClosePriceSigReturnType = UseMutationResult<GetForceClosePriceSigReturnType, SymmioRequestError, GetForceClosePriceSigParameters>;
+/**
+ * Fetch a fresh Muon `priceRange` attestation, on demand, assembled into the
+ * contract-ready `HighLowPriceSig` that `forceClosePosition` verifies.
+ *
+ * Modeled as a **mutation** rather than a query: the signature is timestamped
+ * and short-lived, so it must be fetched at submit time, not eagerly on mount.
+ * Force-close is a majors-only flow. For the raw, un-assembled attestation use
+ * {@link useMuonPriceRange} instead.
+ *
+ * @example
+ * ```tsx
+ * const { mutateAsync } = useForceClosePriceSig();
+ * const sig = await mutateAsync({
+ *   partyA,
+ *   partyB: solverAddress,
+ *   symbolId: 1n,
+ *   t0: windowStart,
+ *   t1: windowEnd,
+ * });
+ * ```
+ */
+export declare function useForceClosePriceSig(parameters?: UseForceClosePriceSigParameters): UseForceClosePriceSigReturnType;
+//# sourceMappingURL=use-force-close-price-sig.d.ts.map

package/dist/muon/use-force-close-price-sig.d.ts.map

@@ -0,0 +1 @@
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package/dist/muon/use-force-close-price-sig.js

@@ -0,0 +1,31 @@
+"use client";
+import { useSymmioChainId as e } from "../provider/use-symmio-chain-id.js";
+import { useSymmioConfig as t } from "../provider/use-symmio-config.js";
+import { normalizeSymmError as n } from "../errors/normalize-symm-error.js";
+import { getForceClosePriceSig as r } from "@symmio/trading-core";
+import { useMutation as i } from "@tanstack/react-query";
+//#region src/muon/use-force-close-price-sig.ts
+function a(a = {}) {
+	let o = t(a), s = e();
+	return i({
+		mutationKey: ["getForceClosePriceSig"],
+		mutationFn: async (e) => {
+			try {
+				return await r(o, {
+					t0: e.t0,
+					t1: e.t1,
+					partyA: e.partyA,
+					partyB: e.partyB,
+					symbolId: e.symbolId,
+					chainId: e.chainId ?? s
+				});
+			} catch (e) {
+				throw n(e);
+			}
+		}
+	});
+}
+//#endregion
+export { a as useForceClosePriceSig };
+
+//# sourceMappingURL=use-force-close-price-sig.js.map

package/dist/muon/use-force-close-price-sig.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-force-close-price-sig.js","names":[],"sources":["../../src/muon/use-force-close-price-sig.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getForceClosePriceSig,\n  type ConfigParameter,\n  type GetForceClosePriceSigParameters,\n  type GetForceClosePriceSigReturnType,\n} from \"@symmio/trading-core\";\nimport { useMutation, type UseMutationResult } from \"@tanstack/react-query\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/**\n * Parameters for {@link useForceClosePriceSig}: an optional `config` override.\n * The window bounds, both parties, and the symbol id are passed as the mutation\n * `variables`.\n */\nexport type UseForceClosePriceSigParameters = ConfigParameter;\n\n/** Return type of {@link useForceClosePriceSig}. */\nexport type UseForceClosePriceSigReturnType = UseMutationResult<\n  GetForceClosePriceSigReturnType,\n  SymmioRequestError,\n  GetForceClosePriceSigParameters\n>;\n\n/**\n * Fetch a fresh Muon `priceRange` attestation, on demand, assembled into the\n * contract-ready `HighLowPriceSig` that `forceClosePosition` verifies.\n *\n * Modeled as a **mutation** rather than a query: the signature is timestamped\n * and short-lived, so it must be fetched at submit time, not eagerly on mount.\n * Force-close is a majors-only flow. For the raw, un-assembled attestation use\n * {@link useMuonPriceRange} instead.\n *\n * @example\n * ```tsx\n * const { mutateAsync } = useForceClosePriceSig();\n * const sig = await mutateAsync({\n *   partyA,\n *   partyB: solverAddress,\n *   symbolId: 1n,\n *   t0: windowStart,\n *   t1: windowEnd,\n * });\n * ```\n */\nexport function useForceClosePriceSig(\n  parameters: UseForceClosePriceSigParameters = {},\n): UseForceClosePriceSigReturnType {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n\n  return useMutation<GetForceClosePriceSigReturnType, SymmioRequestError, GetForceClosePriceSigParameters>({\n    mutationKey: [\"getForceClosePriceSig\"],\n    mutationFn: async (variables) => {\n      try {\n        return await getForceClosePriceSig(config, {\n          t0: variables.t0,\n          t1: variables.t1,\n          partyA: variables.partyA,\n          partyB: variables.partyB,\n          symbolId: variables.symbolId,\n          chainId: variables.chainId ?? chainId,\n        });\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n  });\n}\n"],"mappings":";;;;;;;AAiDA,SAAgB,EACd,IAA8C,CAAC,GACd;CACjC,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB;CAEjC,OAAO,EAAkG;EACvG,aAAa,CAAC,uBAAuB;EACrC,YAAY,OAAO,MAAc;GAC/B,IAAI;IACF,OAAO,MAAM,EAAsB,GAAQ;KACzC,IAAI,EAAU;KACd,IAAI,EAAU;KACd,QAAQ,EAAU;KAClB,QAAQ,EAAU;KAClB,UAAU,EAAU;KACpB,SAAS,EAAU,WAAW;IAChC,CAAC;GACH,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;AACH"}

package/dist/muon/use-send-quote-upnl-sig.d.ts

@@ -0,0 +1,30 @@
+import { ConfigParameter, GetSendQuoteUpnlSigParameters, GetSendQuoteUpnlSigReturnType } from '@symmio/trading-core';
+import { UseMutationResult } from '@tanstack/react-query';
+import { SymmioRequestError } from '../errors/symmio-request-error.js';
+/**
+ * Parameters for {@link useSendQuoteUpnlSig}: an optional `config` override. The
+ * partyA and symbol id are passed as the mutation `variables`.
+ */
+export type UseSendQuoteUpnlSigParameters = ConfigParameter;
+/** Return type of {@link useSendQuoteUpnlSig}. */
+export type UseSendQuoteUpnlSigReturnType = UseMutationResult<GetSendQuoteUpnlSigReturnType, SymmioRequestError, GetSendQuoteUpnlSigParameters>;
+/**
+ * Fetch a fresh Muon `uPnl_A_withSymbolPrice` attestation, on demand, assembled
+ * into the contract-ready `SingleUpnlAndPriceSig` that `sendQuote` takes.
+ *
+ * Modeled as a **mutation** rather than a query: the signature is timestamped,
+ * short-lived, and signed *inside* the quote calldata, so it must be fetched at
+ * submit time and never cached across a session. Solvers that enforce Muon
+ * verification (Rasa / majors) require it; the lowcap InstantLayer flow signs a
+ * placeholder instead, and `useInstantOpen` already fetches this internally for
+ * the solvers that need it — reach for this hook only when you drive the quote
+ * calldata yourself.
+ *
+ * @example
+ * ```tsx
+ * const { mutateAsync } = useSendQuoteUpnlSig();
+ * const upnlSig = await mutateAsync({ partyA: subAccount, symbolId: 1n });
+ * ```
+ */
+export declare function useSendQuoteUpnlSig(parameters?: UseSendQuoteUpnlSigParameters): UseSendQuoteUpnlSigReturnType;
+//# sourceMappingURL=use-send-quote-upnl-sig.d.ts.map

package/dist/muon/use-send-quote-upnl-sig.d.ts.map

@@ -0,0 +1 @@
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package/dist/muon/use-send-quote-upnl-sig.js

@@ -0,0 +1,28 @@
+"use client";
+import { useSymmioChainId as e } from "../provider/use-symmio-chain-id.js";
+import { useSymmioConfig as t } from "../provider/use-symmio-config.js";
+import { normalizeSymmError as n } from "../errors/normalize-symm-error.js";
+import { getSendQuoteUpnlSig as r } from "@symmio/trading-core";
+import { useMutation as i } from "@tanstack/react-query";
+//#region src/muon/use-send-quote-upnl-sig.ts
+function a(a = {}) {
+	let o = t(a), s = e();
+	return i({
+		mutationKey: ["getSendQuoteUpnlSig"],
+		mutationFn: async (e) => {
+			try {
+				return await r(o, {
+					partyA: e.partyA,
+					symbolId: e.symbolId,
+					chainId: e.chainId ?? s
+				});
+			} catch (e) {
+				throw n(e);
+			}
+		}
+	});
+}
+//#endregion
+export { a as useSendQuoteUpnlSig };
+
+//# sourceMappingURL=use-send-quote-upnl-sig.js.map

package/dist/muon/use-send-quote-upnl-sig.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-send-quote-upnl-sig.js","names":[],"sources":["../../src/muon/use-send-quote-upnl-sig.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getSendQuoteUpnlSig,\n  type ConfigParameter,\n  type GetSendQuoteUpnlSigParameters,\n  type GetSendQuoteUpnlSigReturnType,\n} from \"@symmio/trading-core\";\nimport { useMutation, type UseMutationResult } from \"@tanstack/react-query\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/**\n * Parameters for {@link useSendQuoteUpnlSig}: an optional `config` override. The\n * partyA and symbol id are passed as the mutation `variables`.\n */\nexport type UseSendQuoteUpnlSigParameters = ConfigParameter;\n\n/** Return type of {@link useSendQuoteUpnlSig}. */\nexport type UseSendQuoteUpnlSigReturnType = UseMutationResult<\n  GetSendQuoteUpnlSigReturnType,\n  SymmioRequestError,\n  GetSendQuoteUpnlSigParameters\n>;\n\n/**\n * Fetch a fresh Muon `uPnl_A_withSymbolPrice` attestation, on demand, assembled\n * into the contract-ready `SingleUpnlAndPriceSig` that `sendQuote` takes.\n *\n * Modeled as a **mutation** rather than a query: the signature is timestamped,\n * short-lived, and signed *inside* the quote calldata, so it must be fetched at\n * submit time and never cached across a session. Solvers that enforce Muon\n * verification (Rasa / majors) require it; the lowcap InstantLayer flow signs a\n * placeholder instead, and `useInstantOpen` already fetches this internally for\n * the solvers that need it — reach for this hook only when you drive the quote\n * calldata yourself.\n *\n * @example\n * ```tsx\n * const { mutateAsync } = useSendQuoteUpnlSig();\n * const upnlSig = await mutateAsync({ partyA: subAccount, symbolId: 1n });\n * ```\n */\nexport function useSendQuoteUpnlSig(parameters: UseSendQuoteUpnlSigParameters = {}): UseSendQuoteUpnlSigReturnType {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n\n  return useMutation<GetSendQuoteUpnlSigReturnType, SymmioRequestError, GetSendQuoteUpnlSigParameters>({\n    mutationKey: [\"getSendQuoteUpnlSig\"],\n    mutationFn: async (variables) => {\n      try {\n        return await getSendQuoteUpnlSig(config, {\n          partyA: variables.partyA,\n          symbolId: variables.symbolId,\n          chainId: variables.chainId ?? chainId,\n        });\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n  });\n}\n"],"mappings":";;;;;;;AA6CA,SAAgB,EAAoB,IAA4C,CAAC,GAAkC;CACjH,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB;CAEjC,OAAO,EAA8F;EACnG,aAAa,CAAC,qBAAqB;EACnC,YAAY,OAAO,MAAc;GAC/B,IAAI;IACF,OAAO,MAAM,EAAoB,GAAQ;KACvC,QAAQ,EAAU;KAClB,UAAU,EAAU;KACpB,SAAS,EAAU,WAAW;IAChC,CAAC;GACH,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;AACH"}