@symmio/trading-react 1.1.0 → 3.0.0

package/dist/notifications/use-search-notifications.d.ts

@@ -3,26 +3,26 @@ import { UseQueryResult } from '@tanstack/react-query';
 import { SymmioRequestError } from '../errors/symmio-request-error.js';
 /**
  * Parameters for {@link useSearchNotifications}: the core search options
- * (`filter`, `size`, `start`, chain id, TanStack `query` overrides) plus an
+ * (`solverId`, common filters `account` / `quoteId` / `tempQuoteId` /
+ * `timestampGte`, `size`, `start`, chain id, TanStack `query` overrides) plus an
  * optional `config`.
  */
 export type UseSearchNotificationsParameters = SearchNotificationsOptions & ConfigParameter;
-/** Return type of {@link useSearchNotifications}. */
+/** Return type of {@link useSearchNotifications}: the per-kind {@link SearchNotificationsReturnType} union. */
 export type UseSearchNotificationsReturnType = UseQueryResult<SearchNotificationsReturnType, SymmioRequestError>;
 /**
- * Search stored notifications via the notification service's free-form
- * `POST /api/v1/search` endpoint. The `filter` matches keys exactly — top-level
- * fields (`app_name`, …) or dotted payload paths (`data.temp_quote_id`, …).
- *
- * The query is disabled until `filter` has at least one key. `chainId` defaults
- * to the connected chain. Errors are normalized to {@link SymmioRequestError}.
+ * Search stored notifications for a solver — one hook over both kinds, dispatched
+ * by the resolved `solverId`: an **enigma** solver hits the notification service
+ * (`POST /api/v1/search`), a **rasa** solver hits its own position-state
+ * endpoint. `chainId` / `solverId` default to the connected chain's default
+ * solver. The result is a per-kind union — narrow on `data.kind`. Errors are
+ * normalized to {@link SymmioRequestError}.
  *
  * @example
  * ```tsx
- * const { data, isLoading } = useSearchNotifications({
- *   filter: { app_name: "Base_Superflow_Stage", "data.temp_quote_id": -172 },
- * });
- * data?.documents.forEach((d) => console.log(d.id));
+ * const { data } = useSearchNotifications({ account: subAccount, quoteId: 1024 });
+ * if (data?.kind === "enigma") data.rows.forEach((d) => console.log(d.id));
+ * if (data?.kind === "rasa") data.rows.forEach((r) => console.log(r.quote_id));
  * ```
  */
 export declare function useSearchNotifications(parameters: UseSearchNotificationsParameters): UseSearchNotificationsReturnType;

package/dist/notifications/use-search-notifications.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-search-notifications.d.ts","sourceRoot":"","sources":["../../src/notifications/use-search-notifications.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,eAAe,EACpB,KAAK,0BAA0B,EAC/B,KAAK,6BAA6B,EACnC,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,gCAAgC,GAAG,0BAA0B,GAAG,eAAe,CAAC;AAE5F,qDAAqD;AACrD,MAAM,MAAM,gCAAgC,GAAG,cAAc,CAAC,6BAA6B,EAAE,kBAAkB,CAAC,CAAC;AAEjH;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,sBAAsB,CAAC,UAAU,EAAE,gCAAgC,GAAG,gCAAgC,CAkBrH"}
+{"version":3,"file":"use-search-notifications.d.ts","sourceRoot":"","sources":["../../src/notifications/use-search-notifications.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,eAAe,EACpB,KAAK,0BAA0B,EAC/B,KAAK,6BAA6B,EACnC,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAY,KAAK,cAAc,EAAE,MAAM,uBAAuB,CAAC;AAEtE,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AAIzE;;;;;GAKG;AACH,MAAM,MAAM,gCAAgC,GAAG,0BAA0B,GAAG,eAAe,CAAC;AAE5F,+GAA+G;AAC/G,MAAM,MAAM,gCAAgC,GAAG,cAAc,CAAC,6BAA6B,EAAE,kBAAkB,CAAC,CAAC;AAEjH;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,sBAAsB,CAAC,UAAU,EAAE,gCAAgC,GAAG,gCAAgC,CAkBrH"}

package/dist/notifications/use-search-notifications.js.map

@@ -1 +1 @@
-{"version":3,"file":"use-search-notifications.js","names":[],"sources":["../../src/notifications/use-search-notifications.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  searchNotificationsQueryOptions,\n  type ConfigParameter,\n  type SearchNotificationsOptions,\n  type SearchNotificationsReturnType,\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 useSearchNotifications}: the core search options\n * (`filter`, `size`, `start`, chain id, TanStack `query` overrides) plus an\n * optional `config`.\n */\nexport type UseSearchNotificationsParameters = SearchNotificationsOptions & ConfigParameter;\n\n/** Return type of {@link useSearchNotifications}. */\nexport type UseSearchNotificationsReturnType = UseQueryResult<SearchNotificationsReturnType, SymmioRequestError>;\n\n/**\n * Search stored notifications via the notification service's free-form\n * `POST /api/v1/search` endpoint. The `filter` matches keys exactly — top-level\n * fields (`app_name`, …) or dotted payload paths (`data.temp_quote_id`, …).\n *\n * The query is disabled until `filter` has at least one key. `chainId` defaults\n * to the connected chain. Errors are normalized to {@link SymmioRequestError}.\n *\n * @example\n * ```tsx\n * const { data, isLoading } = useSearchNotifications({\n *   filter: { app_name: \"Base_Superflow_Stage\", \"data.temp_quote_id\": -172 },\n * });\n * data?.documents.forEach((d) => console.log(d.id));\n * ```\n */\nexport function useSearchNotifications(parameters: UseSearchNotificationsParameters): UseSearchNotificationsReturnType {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = searchNotificationsQueryOptions(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 UseSearchNotificationsReturnType;\n}\n"],"mappings":";;;;;;;AAwCA,SAAgB,EAAuB,GAAgF;CACrH,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAAgC,GAAQ;EACtD,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-search-notifications.js","names":[],"sources":["../../src/notifications/use-search-notifications.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  searchNotificationsQueryOptions,\n  type ConfigParameter,\n  type SearchNotificationsOptions,\n  type SearchNotificationsReturnType,\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 useSearchNotifications}: the core search options\n * (`solverId`, common filters `account` / `quoteId` / `tempQuoteId` /\n * `timestampGte`, `size`, `start`, chain id, TanStack `query` overrides) plus an\n * optional `config`.\n */\nexport type UseSearchNotificationsParameters = SearchNotificationsOptions & ConfigParameter;\n\n/** Return type of {@link useSearchNotifications}: the per-kind {@link SearchNotificationsReturnType} union. */\nexport type UseSearchNotificationsReturnType = UseQueryResult<SearchNotificationsReturnType, SymmioRequestError>;\n\n/**\n * Search stored notifications for a solver — one hook over both kinds, dispatched\n * by the resolved `solverId`: an **enigma** solver hits the notification service\n * (`POST /api/v1/search`), a **rasa** solver hits its own position-state\n * endpoint. `chainId` / `solverId` default to the connected chain's default\n * solver. The result is a per-kind union — narrow on `data.kind`. Errors are\n * normalized to {@link SymmioRequestError}.\n *\n * @example\n * ```tsx\n * const { data } = useSearchNotifications({ account: subAccount, quoteId: 1024 });\n * if (data?.kind === \"enigma\") data.rows.forEach((d) => console.log(d.id));\n * if (data?.kind === \"rasa\") data.rows.forEach((r) => console.log(r.quote_id));\n * ```\n */\nexport function useSearchNotifications(parameters: UseSearchNotificationsParameters): UseSearchNotificationsReturnType {\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = searchNotificationsQueryOptions(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 UseSearchNotificationsReturnType;\n}\n"],"mappings":";;;;;;;AAwCA,SAAgB,EAAuB,GAAgF;CACrH,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAAgC,GAAQ;EACtD,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/notional-cap/use-notional-cap-by-symbol-id.d.ts

@@ -1,4 +1,4 @@
-import { ConfigParameter, GetNotionalCapBySymbolIdOptions, GetNotionalCapBySymbolIdReturnType } from '@symmio/trading-core';
+import { ConfigParameter, GetNotionalCapBySymbolIdOptions, GetNotionalCapBySymbolIdReturnType, SymmioSolverKind } from '@symmio/trading-core';
 import { UseQueryResult } from '@tanstack/react-query';
 import { SymmioRequestError } from '../errors/symmio-request-error.js';
 /** Default polling cadence — 15 s, matching how often the solver re-publishes caps. */
@@ -8,7 +8,7 @@ export declare const DEFAULT_NOTIONAL_CAP_POLLING_MS = 15000;
  * (symbol id, chain id, TanStack `query` overrides) plus an optional `config`
  * and a `pollingInterval` knob layered on top of `query.refetchInterval`.
  */
-export type UseNotionalCapBySymbolIdParameters = GetNotionalCapBySymbolIdOptions & ConfigParameter & {
+export type UseNotionalCapBySymbolIdParameters<K extends SymmioSolverKind = SymmioSolverKind> = GetNotionalCapBySymbolIdOptions<K> & ConfigParameter & {
     /**
      * Polling cadence in milliseconds. Defaults to
      * {@link DEFAULT_NOTIONAL_CAP_POLLING_MS}. Pass `false` to disable polling
@@ -16,8 +16,8 @@ export type UseNotionalCapBySymbolIdParameters = GetNotionalCapBySymbolIdOptions
      */
     pollingInterval?: number | false;
 };
-/** Return type of {@link useNotionalCapBySymbolId}. */
-export type UseNotionalCapBySymbolIdReturnType = UseQueryResult<GetNotionalCapBySymbolIdReturnType, SymmioRequestError>;
+/** Return type of {@link useNotionalCapBySymbolId}, generic over the solver kind `K`. */
+export type UseNotionalCapBySymbolIdReturnType<K extends SymmioSolverKind = SymmioSolverKind> = UseQueryResult<GetNotionalCapBySymbolIdReturnType<K>, SymmioRequestError>;
 /**
  * Read the solver's available-liquidity figures for a market. Polls every
  * {@link DEFAULT_NOTIONAL_CAP_POLLING_MS} by default; pass
@@ -28,9 +28,9 @@ export type UseNotionalCapBySymbolIdReturnType = UseQueryResult<GetNotionalCapBy
  *
  * @example
  * ```tsx
- * const { data, isLoading } = useNotionalCapBySymbolId({ symbolId: 132 });
- * console.log(data?.availableToLong);
+ * const { data } = useNotionalCapBySymbolId({ symbolId: 132 });
+ * if (data?.kind === "enigma") console.log(data.availableToLong); // Enigma-only
  * ```
  */
-export declare function useNotionalCapBySymbolId(parameters: UseNotionalCapBySymbolIdParameters): UseNotionalCapBySymbolIdReturnType;
+export declare function useNotionalCapBySymbolId<K extends SymmioSolverKind = SymmioSolverKind>(parameters: UseNotionalCapBySymbolIdParameters<K>): UseNotionalCapBySymbolIdReturnType<K>;
 //# sourceMappingURL=use-notional-cap-by-symbol-id.d.ts.map

package/dist/notional-cap/use-notional-cap-by-symbol-id.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-notional-cap-by-symbol-id.d.ts","sourceRoot":"","sources":["../../src/notional-cap/use-notional-cap-by-symbol-id.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,eAAe,EACpB,KAAK,+BAA+B,EACpC,KAAK,kCAAkC,EACxC,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAY,KAAK,cAAc,EAAE,MAAM,uBAAuB,CAAC;AAEtE,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AAIzE,uFAAuF;AACvF,eAAO,MAAM,+BAA+B,QAAS,CAAC;AAEtD;;;;GAIG;AACH,MAAM,MAAM,kCAAkC,GAAG,+BAA+B,GAC9E,eAAe,GAAG;IAChB;;;;OAIG;IACH,eAAe,CAAC,EAAE,MAAM,GAAG,KAAK,CAAC;CAClC,CAAC;AAEJ,uDAAuD;AACvD,MAAM,MAAM,kCAAkC,GAAG,cAAc,CAAC,kCAAkC,EAAE,kBAAkB,CAAC,CAAC;AAExH;;;;;;;;;;;;;GAaG;AACH,wBAAgB,wBAAwB,CACtC,UAAU,EAAE,kCAAkC,GAC7C,kCAAkC,CAuBpC"}
+{"version":3,"file":"use-notional-cap-by-symbol-id.d.ts","sourceRoot":"","sources":["../../src/notional-cap/use-notional-cap-by-symbol-id.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,eAAe,EACpB,KAAK,+BAA+B,EACpC,KAAK,kCAAkC,EACvC,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,uFAAuF;AACvF,eAAO,MAAM,+BAA+B,QAAS,CAAC;AAEtD;;;;GAIG;AACH,MAAM,MAAM,kCAAkC,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,IAC1F,+BAA+B,CAAC,CAAC,CAAC,GAChC,eAAe,GAAG;IAChB;;;;OAIG;IACH,eAAe,CAAC,EAAE,MAAM,GAAG,KAAK,CAAC;CAClC,CAAC;AAEN,yFAAyF;AACzF,MAAM,MAAM,kCAAkC,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,IAAI,cAAc,CAC5G,kCAAkC,CAAC,CAAC,CAAC,EACrC,kBAAkB,CACnB,CAAC;AAEF;;;;;;;;;;;;;GAaG;AACH,wBAAgB,wBAAwB,CAAC,CAAC,SAAS,gBAAgB,GAAG,gBAAgB,EACpF,UAAU,EAAE,kCAAkC,CAAC,CAAC,CAAC,GAChD,kCAAkC,CAAC,CAAC,CAAC,CAuBvC"}

package/dist/notional-cap/use-notional-cap-by-symbol-id.js.map

@@ -1 +1 @@
-{"version":3,"file":"use-notional-cap-by-symbol-id.js","names":[],"sources":["../../src/notional-cap/use-notional-cap-by-symbol-id.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getNotionalCapBySymbolIdQueryOptions,\n  type ConfigParameter,\n  type GetNotionalCapBySymbolIdOptions,\n  type GetNotionalCapBySymbolIdReturnType,\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/** Default polling cadence — 15 s, matching how often the solver re-publishes caps. */\nexport const DEFAULT_NOTIONAL_CAP_POLLING_MS = 15_000;\n\n/**\n * Parameters for {@link useNotionalCapBySymbolId}: the core query options\n * (symbol id, chain id, TanStack `query` overrides) plus an optional `config`\n * and a `pollingInterval` knob layered on top of `query.refetchInterval`.\n */\nexport type UseNotionalCapBySymbolIdParameters = GetNotionalCapBySymbolIdOptions &\n  ConfigParameter & {\n    /**\n     * Polling cadence in milliseconds. Defaults to\n     * {@link DEFAULT_NOTIONAL_CAP_POLLING_MS}. Pass `false` to disable polling\n     * (the query still refetches on focus / reconnect per TanStack defaults).\n     */\n    pollingInterval?: number | false;\n  };\n\n/** Return type of {@link useNotionalCapBySymbolId}. */\nexport type UseNotionalCapBySymbolIdReturnType = UseQueryResult<GetNotionalCapBySymbolIdReturnType, SymmioRequestError>;\n\n/**\n * Read the solver's available-liquidity figures for a market. Polls every\n * {@link DEFAULT_NOTIONAL_CAP_POLLING_MS} by default; pass\n * `pollingInterval: <ms>` to change the cadence or `pollingInterval: false` to\n * disable it.\n *\n * Errors are normalized to {@link SymmioRequestError}.\n *\n * @example\n * ```tsx\n * const { data, isLoading } = useNotionalCapBySymbolId({ symbolId: 132 });\n * console.log(data?.availableToLong);\n * ```\n */\nexport function useNotionalCapBySymbolId(\n  parameters: UseNotionalCapBySymbolIdParameters,\n): UseNotionalCapBySymbolIdReturnType {\n  const { pollingInterval = DEFAULT_NOTIONAL_CAP_POLLING_MS, query, ...rest } = parameters;\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = getNotionalCapBySymbolIdQueryOptions(config, {\n    ...rest,\n    chainId: rest.chainId ?? chainId,\n    query: {\n      refetchInterval: pollingInterval === false ? false : pollingInterval,\n      ...query,\n    },\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 UseNotionalCapBySymbolIdReturnType;\n}\n"],"mappings":";;;;;;;AAeA,IAAa,IAAkC;AAkC/C,SAAgB,EACd,GACoC;CACpC,IAAM,EAAE,qBAAkB,GAAiC,UAAO,GAAG,MAAS,GACxE,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAAqC,GAAQ;EAC3D,GAAG;EACH,SAAS,EAAK,WAAW;EACzB,OAAO;GACL,iBAAiB,MAAoB,KAAQ,KAAQ;GACrD,GAAG;EACL;CACF,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-notional-cap-by-symbol-id.js","names":[],"sources":["../../src/notional-cap/use-notional-cap-by-symbol-id.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  getNotionalCapBySymbolIdQueryOptions,\n  type ConfigParameter,\n  type GetNotionalCapBySymbolIdOptions,\n  type GetNotionalCapBySymbolIdReturnType,\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/** Default polling cadence — 15 s, matching how often the solver re-publishes caps. */\nexport const DEFAULT_NOTIONAL_CAP_POLLING_MS = 15_000;\n\n/**\n * Parameters for {@link useNotionalCapBySymbolId}: the core query options\n * (symbol id, chain id, TanStack `query` overrides) plus an optional `config`\n * and a `pollingInterval` knob layered on top of `query.refetchInterval`.\n */\nexport type UseNotionalCapBySymbolIdParameters<K extends SymmioSolverKind = SymmioSolverKind> =\n  GetNotionalCapBySymbolIdOptions<K> &\n    ConfigParameter & {\n      /**\n       * Polling cadence in milliseconds. Defaults to\n       * {@link DEFAULT_NOTIONAL_CAP_POLLING_MS}. Pass `false` to disable polling\n       * (the query still refetches on focus / reconnect per TanStack defaults).\n       */\n      pollingInterval?: number | false;\n    };\n\n/** Return type of {@link useNotionalCapBySymbolId}, generic over the solver kind `K`. */\nexport type UseNotionalCapBySymbolIdReturnType<K extends SymmioSolverKind = SymmioSolverKind> = UseQueryResult<\n  GetNotionalCapBySymbolIdReturnType<K>,\n  SymmioRequestError\n>;\n\n/**\n * Read the solver's available-liquidity figures for a market. Polls every\n * {@link DEFAULT_NOTIONAL_CAP_POLLING_MS} by default; pass\n * `pollingInterval: <ms>` to change the cadence or `pollingInterval: false` to\n * disable it.\n *\n * Errors are normalized to {@link SymmioRequestError}.\n *\n * @example\n * ```tsx\n * const { data } = useNotionalCapBySymbolId({ symbolId: 132 });\n * if (data?.kind === \"enigma\") console.log(data.availableToLong); // Enigma-only\n * ```\n */\nexport function useNotionalCapBySymbolId<K extends SymmioSolverKind = SymmioSolverKind>(\n  parameters: UseNotionalCapBySymbolIdParameters<K>,\n): UseNotionalCapBySymbolIdReturnType<K> {\n  const { pollingInterval = DEFAULT_NOTIONAL_CAP_POLLING_MS, query, ...rest } = parameters;\n  const config = useSymmioConfig(parameters);\n  const chainId = useSymmioChainId();\n  const options = getNotionalCapBySymbolIdQueryOptions<K>(config, {\n    ...rest,\n    chainId: rest.chainId ?? chainId,\n    query: {\n      refetchInterval: pollingInterval === false ? false : pollingInterval,\n      ...query,\n    },\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 UseNotionalCapBySymbolIdReturnType<K>;\n}\n"],"mappings":";;;;;;;AAgBA,IAAa,IAAkC;AAsC/C,SAAgB,EACd,GACuC;CACvC,IAAM,EAAE,qBAAkB,GAAiC,UAAO,GAAG,MAAS,GACxE,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAU,EAAwC,GAAQ;EAC9D,GAAG;EACH,SAAS,EAAK,WAAW;EACzB,OAAO;GACL,iBAAiB,MAAoB,KAAQ,KAAQ;GACrD,GAAG;EACL;CACF,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/orderbook/index.d.ts

@@ -0,0 +1,5 @@
+export * from './use-binance-orderbook-source.js';
+export * from './use-live-orderbook.js';
+export * from './use-orderbook.js';
+export * from './use-orderbook-stream.js';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/orderbook/index.ts"],"names":[],"mappings":"AAAA,cAAc,gCAAgC,CAAC;AAC/C,cAAc,sBAAsB,CAAC;AACrC,cAAc,iBAAiB,CAAC;AAChC,cAAc,wBAAwB,CAAC"}

package/dist/orderbook/index.js

@@ -0,0 +1,5 @@
+import { useBinanceOrderbookSource as e } from "./use-binance-orderbook-source.js";
+import { useOrderbookStream as t } from "./use-orderbook-stream.js";
+import { useLiveOrderbook as n } from "./use-live-orderbook.js";
+import { useOrderbook as r } from "./use-orderbook.js";
+export { e as useBinanceOrderbookSource, n as useLiveOrderbook, r as useOrderbook, t as useOrderbookStream };

package/dist/orderbook/use-binance-orderbook-source.d.ts

@@ -0,0 +1,28 @@
+import { BinanceOrderbookSourceParameters, OrderbookSource } from '@symmio/trading-core';
+/**
+ * Parameters for {@link useBinanceOrderbookSource} — the same options
+ * {@link createBinanceOrderbookSource} takes.
+ */
+export type UseBinanceOrderbookSourceParameters = BinanceOrderbookSourceParameters;
+/**
+ * Create a memoized Binance {@link OrderbookSource}.
+ *
+ * A source caches the venue's `exchangeInfo` for its lifetime, so recreating it
+ * on every render would refetch that on every symbol resolve — and, worse, a
+ * new source identity tears down and re-dials any live subscription built on
+ * it. This hook keeps one instance alive for as long as its options are unchanged.
+ *
+ * `resolveSymbol` participates in the memo: pass a stable reference (module
+ * scope, or your own `useCallback`) or the source is rebuilt each render.
+ *
+ * @param parameters - Market selection, endpoint overrides, and symbol mapping.
+ * @returns A stable order-book source.
+ *
+ * @example
+ * ```tsx
+ * const source = useBinanceOrderbookSource();
+ * const { orderbook } = useLiveOrderbook({ source, marketName: "BTCUSDT" });
+ * ```
+ */
+export declare function useBinanceOrderbookSource(parameters?: UseBinanceOrderbookSourceParameters): OrderbookSource;
+//# sourceMappingURL=use-binance-orderbook-source.d.ts.map

package/dist/orderbook/use-binance-orderbook-source.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-binance-orderbook-source.d.ts","sourceRoot":"","sources":["../../src/orderbook/use-binance-orderbook-source.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,gCAAgC,EACrC,KAAK,eAAe,EACrB,MAAM,sBAAsB,CAAC;AAG9B;;;GAGG;AACH,MAAM,MAAM,mCAAmC,GAAG,gCAAgC,CAAC;AAEnF;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,yBAAyB,CAAC,UAAU,GAAE,mCAAwC,GAAG,eAAe,CAO/G"}

package/dist/orderbook/use-binance-orderbook-source.js

@@ -0,0 +1,26 @@
+"use client";
+import { createBinanceOrderbookSource as e } from "@symmio/trading-core";
+import { useMemo as t } from "react";
+//#region src/orderbook/use-binance-orderbook-source.ts
+function n(n = {}) {
+	let { market: r, restUrl: i, wsUrl: a, updateSpeed: o, resolveSymbol: s, webSocketConstructor: c } = n;
+	return t(() => e({
+		market: r,
+		restUrl: i,
+		wsUrl: a,
+		updateSpeed: o,
+		resolveSymbol: s,
+		webSocketConstructor: c
+	}), [
+		r,
+		i,
+		a,
+		o,
+		s,
+		c
+	]);
+}
+//#endregion
+export { n as useBinanceOrderbookSource };
+
+//# sourceMappingURL=use-binance-orderbook-source.js.map

package/dist/orderbook/use-binance-orderbook-source.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-binance-orderbook-source.js","names":[],"sources":["../../src/orderbook/use-binance-orderbook-source.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  createBinanceOrderbookSource,\n  type BinanceOrderbookSourceParameters,\n  type OrderbookSource,\n} from \"@symmio/trading-core\";\nimport { useMemo } from \"react\";\n\n/**\n * Parameters for {@link useBinanceOrderbookSource} — the same options\n * {@link createBinanceOrderbookSource} takes.\n */\nexport type UseBinanceOrderbookSourceParameters = BinanceOrderbookSourceParameters;\n\n/**\n * Create a memoized Binance {@link OrderbookSource}.\n *\n * A source caches the venue's `exchangeInfo` for its lifetime, so recreating it\n * on every render would refetch that on every symbol resolve — and, worse, a\n * new source identity tears down and re-dials any live subscription built on\n * it. This hook keeps one instance alive for as long as its options are unchanged.\n *\n * `resolveSymbol` participates in the memo: pass a stable reference (module\n * scope, or your own `useCallback`) or the source is rebuilt each render.\n *\n * @param parameters - Market selection, endpoint overrides, and symbol mapping.\n * @returns A stable order-book source.\n *\n * @example\n * ```tsx\n * const source = useBinanceOrderbookSource();\n * const { orderbook } = useLiveOrderbook({ source, marketName: \"BTCUSDT\" });\n * ```\n */\nexport function useBinanceOrderbookSource(parameters: UseBinanceOrderbookSourceParameters = {}): OrderbookSource {\n  const { market, restUrl, wsUrl, updateSpeed, resolveSymbol, webSocketConstructor } = parameters;\n\n  return useMemo(\n    () => createBinanceOrderbookSource({ market, restUrl, wsUrl, updateSpeed, resolveSymbol, webSocketConstructor }),\n    [market, restUrl, wsUrl, updateSpeed, resolveSymbol, webSocketConstructor],\n  );\n}\n"],"mappings":";;;;AAmCA,SAAgB,EAA0B,IAAkD,CAAC,GAAoB;CAC/G,IAAM,EAAE,WAAQ,YAAS,UAAO,gBAAa,kBAAe,4BAAyB;CAErF,OAAO,QACC,EAA6B;EAAE;EAAQ;EAAS;EAAO;EAAa;EAAe;CAAqB,CAAC,GAC/G;EAAC;EAAQ;EAAS;EAAO;EAAa;EAAe;CAAoB,CAC3E;AACF"}

package/dist/orderbook/use-live-orderbook.d.ts

@@ -0,0 +1,104 @@
+import { Orderbook, OrderbookDepthLevel, OrderbookResyncReason, OrderbookSource, OrderbookSpread, OrderbookSymbol, SocketStatus } from '@symmio/trading-core';
+import { SymmioRequestError } from '../errors/symmio-request-error.js';
+/**
+ * Parameters for {@link useLiveOrderbook}.
+ */
+export interface UseLiveOrderbookParameters {
+    /** The order-book source to stream from. */
+    source: OrderbookSource;
+    /** Market name as SYMMIO names it. */
+    marketName: string;
+    /** Snapshot depth the live book is built on. Defaults to the source's own default. */
+    limit?: number;
+    /**
+     * Levels per side to receive before grouping.
+     *
+     * Derived from `rows` and the active grouping by default, and normally best
+     * left alone: grouping collapses levels, so a fixed budget that fills the
+     * ladder at the venue tick starves it at ten times that tick. Set it only to
+     * cap the per-update cost deliberately, accepting that a coarse grouping may
+     * then render fewer than `rows` rows.
+     */
+    levels?: number;
+    /**
+     * Rows per side to return after grouping. Defaults to `15`.
+     *
+     * Both sides get the same budget, so `rows: 5` yields five bids and five asks.
+     */
+    rows?: number;
+    /**
+     * Price grouping. Defaults to the venue's own tick size, i.e. no grouping.
+     *
+     * Pick from {@link UseLiveOrderbookReturnType.tickSizeOptions} to keep a
+     * selector's choices to groupings the venue can actually quote.
+     */
+    tickSize?: number;
+    /** Subscribe only when `true`. Default `true`. */
+    enabled?: boolean;
+}
+/**
+ * Value returned by {@link useLiveOrderbook}.
+ */
+export interface UseLiveOrderbookReturnType {
+    /** Grouped bid rows with cumulative depth, best price first. */
+    bids: OrderbookDepthLevel[];
+    /** Grouped ask rows with cumulative depth, best price first. */
+    asks: OrderbookDepthLevel[];
+    /** Best prices and the gap between them, from the **ungrouped** book. */
+    spread: OrderbookSpread | undefined;
+    /**
+     * Largest cumulative total across both returned sides.
+     *
+     * Normalize depth bars against this so the two sides share one scale and a
+     * thin side reads as thin rather than being stretched to fill its column.
+     */
+    maxTotal: number;
+    /** Symbol metadata: assets, precisions, and the venue tick. */
+    symbol: OrderbookSymbol | undefined;
+    /** The grouping actually applied, or `undefined` before the symbol resolves. */
+    tickSize: number | undefined;
+    /** Groupings worth offering in a selector, ascending from the venue tick. */
+    tickSizeOptions: number[];
+    /** The raw ungrouped book, for callers that want to do their own aggregation. */
+    orderbook: Orderbook | null;
+    /** `true` while the book is being rebuilt; the returned rows are the last good ones. */
+    isResyncing: boolean;
+    /** Why the current or most recent rebuild happened. */
+    resyncReason: OrderbookResyncReason | null;
+    /** `true` until the first book arrives. */
+    isLoading: boolean;
+    /** Live socket status. */
+    status: SocketStatus;
+    /** Last transport, parse, or snapshot error, normalized, or `null`. */
+    error: SymmioRequestError | null;
+    /** `true` when the source does not carry this market. */
+    isUnsupported: boolean;
+}
+/**
+ * A ladder-ready order book: synchronized, grouped, and accumulated.
+ *
+ * This is the hook most consumers want. It resolves the market's symbol
+ * metadata, holds one synchronized subscription, collapses the book onto the
+ * requested tick, attaches cumulative depth to every row, and reports the
+ * spread from the ungrouped book — grouping moves the touch prices, so a
+ * spread read off grouped rows would overstate it by up to two ticks.
+ *
+ * Drop to `useOrderbookStream` when you want the raw synchronized book, or to
+ * `useOrderbook` for a one-off snapshot.
+ *
+ * @param parameters - Source, market, depth, grouping, and row count.
+ * @returns Rows, spread, symbol metadata, and connection state.
+ *
+ * @example
+ * ```tsx
+ * const source = useBinanceOrderbookSource();
+ * const { bids, asks, spread, maxTotal, tickSizeOptions } = useLiveOrderbook({
+ *   source,
+ *   marketName: "BTCUSDT",
+ *   tickSize: 0.1,
+ *   rows: 15,
+ * });
+ * ```
+ */
+export declare function useLiveOrderbook(parameters: UseLiveOrderbookParameters): UseLiveOrderbookReturnType;
+//# sourceMappingURL=use-live-orderbook.d.ts.map

package/dist/orderbook/use-live-orderbook.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-live-orderbook.d.ts","sourceRoot":"","sources":["../../src/orderbook/use-live-orderbook.ts"],"names":[],"mappings":"AAEA,OAAO,EAKL,KAAK,SAAS,EACd,KAAK,mBAAmB,EACxB,KAAK,qBAAqB,EAC1B,KAAK,eAAe,EACpB,KAAK,eAAe,EACpB,KAAK,eAAe,EACpB,KAAK,YAAY,EAClB,MAAM,sBAAsB,CAAC;AAI9B,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AAkCzE;;GAEG;AACH,MAAM,WAAW,0BAA0B;IACzC,4CAA4C;IAC5C,MAAM,EAAE,eAAe,CAAC;IACxB,sCAAsC;IACtC,UAAU,EAAE,MAAM,CAAC;IACnB,sFAAsF;IACtF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf;;;;;;;;OAQG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB;;;;OAIG;IACH,IAAI,CAAC,EAAE,MAAM,CAAC;IACd;;;;;OAKG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,kDAAkD;IAClD,OAAO,CAAC,EAAE,OAAO,CAAC;CACnB;AAED;;GAEG;AACH,MAAM,WAAW,0BAA0B;IACzC,gEAAgE;IAChE,IAAI,EAAE,mBAAmB,EAAE,CAAC;IAC5B,gEAAgE;IAChE,IAAI,EAAE,mBAAmB,EAAE,CAAC;IAC5B,yEAAyE;IACzE,MAAM,EAAE,eAAe,GAAG,SAAS,CAAC;IACpC;;;;;OAKG;IACH,QAAQ,EAAE,MAAM,CAAC;IACjB,+DAA+D;IAC/D,MAAM,EAAE,eAAe,GAAG,SAAS,CAAC;IACpC,gFAAgF;IAChF,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAC;IAC7B,6EAA6E;IAC7E,eAAe,EAAE,MAAM,EAAE,CAAC;IAC1B,iFAAiF;IACjF,SAAS,EAAE,SAAS,GAAG,IAAI,CAAC;IAC5B,wFAAwF;IACxF,WAAW,EAAE,OAAO,CAAC;IACrB,uDAAuD;IACvD,YAAY,EAAE,qBAAqB,GAAG,IAAI,CAAC;IAC3C,2CAA2C;IAC3C,SAAS,EAAE,OAAO,CAAC;IACnB,0BAA0B;IAC1B,MAAM,EAAE,YAAY,CAAC;IACrB,uEAAuE;IACvE,KAAK,EAAE,kBAAkB,GAAG,IAAI,CAAC;IACjC,yDAAyD;IACzD,aAAa,EAAE,OAAO,CAAC;CACxB;AAED;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAgB,gBAAgB,CAAC,UAAU,EAAE,0BAA0B,GAAG,0BAA0B,CAqGnG"}

package/dist/orderbook/use-live-orderbook.js

@@ -0,0 +1,77 @@
+"use client";
+import { normalizeSymmError as e } from "../errors/normalize-symm-error.js";
+import { useOrderbookStream as t } from "./use-orderbook-stream.js";
+import { accumulateOrderbook as n, getOrderbookSpread as r, groupOrderbook as i, suggestOrderbookTickSizes as a } from "@symmio/trading-core";
+import { useMemo as o } from "react";
+import { useQuery as s } from "@tanstack/react-query";
+//#region src/orderbook/use-live-orderbook.ts
+var c = [
+	100,
+	250,
+	500,
+	1e3
+], l = 1e3;
+function u(e, t) {
+	let n = Math.ceil(e * t * 1.5);
+	return c.find((e) => e >= n) ?? l;
+}
+function d(c) {
+	let { source: l, marketName: d, limit: f, levels: p, rows: m = 15, tickSize: h, enabled: g = !0 } = c, _ = s({
+		queryKey: [
+			"orderbookSymbol",
+			l.id,
+			d
+		],
+		queryFn: async () => {
+			try {
+				return await l.getSymbol(d) ?? null;
+			} catch (t) {
+				throw e(t);
+			}
+		},
+		staleTime: Infinity,
+		enabled: g
+	}), v = _.data ?? void 0, y = _.data === null, b = _.isSuccess || _.isError, x = h ?? v?.tickSize, S = v && x && v.tickSize > 0 ? Math.max(1, x / v.tickSize) : 1, C = t({
+		source: l,
+		marketName: d,
+		limit: f,
+		levels: p ?? u(m, S),
+		enabled: g && b && !y
+	}), w = o(() => C.orderbook ? r(C.orderbook) : void 0, [C.orderbook]), T = w ? Number(w.midPrice.toPrecision(2)) : void 0, E = o(() => v && T ? a(v.tickSize, T) : [], [v, T]), { bids: D, asks: O, maxTotal: k } = o(() => {
+		if (!C.orderbook) return {
+			bids: [],
+			asks: [],
+			maxTotal: 0
+		};
+		let e = x && x > 0 ? i(C.orderbook, x) : C.orderbook, t = n(e.bids).slice(0, m), r = n(e.asks).slice(0, m);
+		return {
+			bids: t,
+			asks: r,
+			maxTotal: Math.max(t.at(-1)?.total ?? 0, r.at(-1)?.total ?? 0)
+		};
+	}, [
+		C.orderbook,
+		x,
+		m
+	]);
+	return {
+		bids: D,
+		asks: O,
+		spread: w,
+		maxTotal: k,
+		symbol: v,
+		tickSize: x,
+		tickSizeOptions: E,
+		orderbook: C.orderbook,
+		isResyncing: C.isResyncing,
+		resyncReason: C.resyncReason,
+		isLoading: g && !y && C.orderbook === null && C.error === null && !_.isError,
+		status: C.status,
+		error: C.error ?? _.error ?? null,
+		isUnsupported: y
+	};
+}
+//#endregion
+export { d as useLiveOrderbook };
+
+//# sourceMappingURL=use-live-orderbook.js.map

package/dist/orderbook/use-live-orderbook.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-live-orderbook.js","names":[],"sources":["../../src/orderbook/use-live-orderbook.ts"],"sourcesContent":["\"use client\";\n\nimport {\n  accumulateOrderbook,\n  getOrderbookSpread,\n  groupOrderbook,\n  suggestOrderbookTickSizes,\n  type Orderbook,\n  type OrderbookDepthLevel,\n  type OrderbookResyncReason,\n  type OrderbookSource,\n  type OrderbookSpread,\n  type OrderbookSymbol,\n  type SocketStatus,\n} from \"@symmio/trading-core\";\nimport { useQuery } from \"@tanstack/react-query\";\nimport { useMemo } from \"react\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useOrderbookStream } from \"./use-orderbook-stream\";\n\n/**\n * Level budgets the subscription rounds up to.\n *\n * Quantized on purpose: `levels` is a subscription parameter, so recomputing it\n * exactly would re-dial the socket and refetch a snapshot every time the\n * grouping nudged. Rounding into a handful of buckets means only a real jump in\n * appetite costs a resubscribe.\n */\nconst LEVEL_BUDGETS = [100, 250, 500, 1000] as const;\n\n/**\n * Ceiling on the derived budget.\n *\n * Past this the venue's own snapshot depth becomes the binding constraint, so\n * asking for more buys nothing but per-tick allocation.\n */\nconst MAX_LEVEL_BUDGET = 1000;\n\n/**\n * Levels to stream so that `rows` rows can actually be filled after grouping.\n *\n * The naive product (`rows × groupingRatio`) assumes every venue tick is\n * occupied. Real books thin out away from the touch, so the estimate carries\n * headroom — without it a coarse grouping starves the ladder and it renders\n * half-empty.\n */\nfunction resolveLevelBudget(rows: number, groupingRatio: number): number {\n  const needed = Math.ceil(rows * groupingRatio * 1.5);\n  return LEVEL_BUDGETS.find((budget) => budget >= needed) ?? MAX_LEVEL_BUDGET;\n}\n\n/**\n * Parameters for {@link useLiveOrderbook}.\n */\nexport interface UseLiveOrderbookParameters {\n  /** The order-book source to stream from. */\n  source: OrderbookSource;\n  /** Market name as SYMMIO names it. */\n  marketName: string;\n  /** Snapshot depth the live book is built on. Defaults to the source's own default. */\n  limit?: number;\n  /**\n   * Levels per side to receive before grouping.\n   *\n   * Derived from `rows` and the active grouping by default, and normally best\n   * left alone: grouping collapses levels, so a fixed budget that fills the\n   * ladder at the venue tick starves it at ten times that tick. Set it only to\n   * cap the per-update cost deliberately, accepting that a coarse grouping may\n   * then render fewer than `rows` rows.\n   */\n  levels?: number;\n  /**\n   * Rows per side to return after grouping. Defaults to `15`.\n   *\n   * Both sides get the same budget, so `rows: 5` yields five bids and five asks.\n   */\n  rows?: number;\n  /**\n   * Price grouping. Defaults to the venue's own tick size, i.e. no grouping.\n   *\n   * Pick from {@link UseLiveOrderbookReturnType.tickSizeOptions} to keep a\n   * selector's choices to groupings the venue can actually quote.\n   */\n  tickSize?: number;\n  /** Subscribe only when `true`. Default `true`. */\n  enabled?: boolean;\n}\n\n/**\n * Value returned by {@link useLiveOrderbook}.\n */\nexport interface UseLiveOrderbookReturnType {\n  /** Grouped bid rows with cumulative depth, best price first. */\n  bids: OrderbookDepthLevel[];\n  /** Grouped ask rows with cumulative depth, best price first. */\n  asks: OrderbookDepthLevel[];\n  /** Best prices and the gap between them, from the **ungrouped** book. */\n  spread: OrderbookSpread | undefined;\n  /**\n   * Largest cumulative total across both returned sides.\n   *\n   * Normalize depth bars against this so the two sides share one scale and a\n   * thin side reads as thin rather than being stretched to fill its column.\n   */\n  maxTotal: number;\n  /** Symbol metadata: assets, precisions, and the venue tick. */\n  symbol: OrderbookSymbol | undefined;\n  /** The grouping actually applied, or `undefined` before the symbol resolves. */\n  tickSize: number | undefined;\n  /** Groupings worth offering in a selector, ascending from the venue tick. */\n  tickSizeOptions: number[];\n  /** The raw ungrouped book, for callers that want to do their own aggregation. */\n  orderbook: Orderbook | null;\n  /** `true` while the book is being rebuilt; the returned rows are the last good ones. */\n  isResyncing: boolean;\n  /** Why the current or most recent rebuild happened. */\n  resyncReason: OrderbookResyncReason | null;\n  /** `true` until the first book arrives. */\n  isLoading: boolean;\n  /** Live socket status. */\n  status: SocketStatus;\n  /** Last transport, parse, or snapshot error, normalized, or `null`. */\n  error: SymmioRequestError | null;\n  /** `true` when the source does not carry this market. */\n  isUnsupported: boolean;\n}\n\n/**\n * A ladder-ready order book: synchronized, grouped, and accumulated.\n *\n * This is the hook most consumers want. It resolves the market's symbol\n * metadata, holds one synchronized subscription, collapses the book onto the\n * requested tick, attaches cumulative depth to every row, and reports the\n * spread from the ungrouped book — grouping moves the touch prices, so a\n * spread read off grouped rows would overstate it by up to two ticks.\n *\n * Drop to `useOrderbookStream` when you want the raw synchronized book, or to\n * `useOrderbook` for a one-off snapshot.\n *\n * @param parameters - Source, market, depth, grouping, and row count.\n * @returns Rows, spread, symbol metadata, and connection state.\n *\n * @example\n * ```tsx\n * const source = useBinanceOrderbookSource();\n * const { bids, asks, spread, maxTotal, tickSizeOptions } = useLiveOrderbook({\n *   source,\n *   marketName: \"BTCUSDT\",\n *   tickSize: 0.1,\n *   rows: 15,\n * });\n * ```\n */\nexport function useLiveOrderbook(parameters: UseLiveOrderbookParameters): UseLiveOrderbookReturnType {\n  const { source, marketName, limit, levels, rows = 15, tickSize, enabled = true } = parameters;\n\n  const symbolQuery = useQuery({\n    queryKey: [\"orderbookSymbol\", source.id, marketName],\n    queryFn: async () => {\n      try {\n        /** `undefined` means \"not listed here\", which TanStack cannot cache — `null` can. */\n        return (await source.getSymbol(marketName)) ?? null;\n      } catch (err) {\n        throw normalizeSymmError(err);\n      }\n    },\n    /** Listings change on a delisting, not on a render. */\n    staleTime: Number.POSITIVE_INFINITY,\n    enabled,\n  });\n\n  const symbol = symbolQuery.data ?? undefined;\n  const isUnsupported = symbolQuery.data === null;\n\n  /**\n   * Streaming waits for the listing check to land. Dialing first and tearing\n   * down once the answer arrives costs a wasted socket and a snapshot request\n   * that the venue rejects outright for a market it does not list.\n   *\n   * A failed check fails **open**: a transient metadata error should not stand\n   * between a listed market and its book.\n   */\n  const isListingKnown = symbolQuery.isSuccess || symbolQuery.isError;\n\n  const appliedTickSize = tickSize ?? symbol?.tickSize;\n\n  /**\n   * How many venue ticks one rendered row spans. Grouping at ten times the\n   * venue tick means each row swallows up to ten levels, so the ladder needs\n   * roughly ten times as many of them to fill the same number of rows.\n   */\n  const groupingRatio =\n    symbol && appliedTickSize && symbol.tickSize > 0 ? Math.max(1, appliedTickSize / symbol.tickSize) : 1;\n\n  const streamLevels = levels ?? resolveLevelBudget(rows, groupingRatio);\n\n  const stream = useOrderbookStream({\n    source,\n    marketName,\n    limit,\n    levels: streamLevels,\n    enabled: enabled && isListingKnown && !isUnsupported,\n  });\n\n  const spread = useMemo(\n    () => (stream.orderbook ? getOrderbookSpread(stream.orderbook) : undefined),\n    [stream.orderbook],\n  );\n\n  /**\n   * The ladder is scaled against the price's order of magnitude, not its live\n   * mid. Recomputing on every tick would hand a selector a new array of\n   * options several times a second, for a list that should look fixed.\n   */\n  const referencePrice = spread ? Number(spread.midPrice.toPrecision(2)) : undefined;\n\n  const tickSizeOptions = useMemo(\n    () => (symbol && referencePrice ? suggestOrderbookTickSizes(symbol.tickSize, referencePrice) : []),\n    [symbol, referencePrice],\n  );\n\n  const { bids, asks, maxTotal } = useMemo(() => {\n    if (!stream.orderbook) return { bids: [], asks: [], maxTotal: 0 };\n\n    const grouped =\n      appliedTickSize && appliedTickSize > 0 ? groupOrderbook(stream.orderbook, appliedTickSize) : stream.orderbook;\n\n    const groupedBids = accumulateOrderbook(grouped.bids).slice(0, rows);\n    const groupedAsks = accumulateOrderbook(grouped.asks).slice(0, rows);\n\n    return {\n      bids: groupedBids,\n      asks: groupedAsks,\n      /** Both sides share one scale, so a thin side reads as thin. */\n      maxTotal: Math.max(groupedBids.at(-1)?.total ?? 0, groupedAsks.at(-1)?.total ?? 0),\n    };\n  }, [stream.orderbook, appliedTickSize, rows]);\n\n  return {\n    bids,\n    asks,\n    spread,\n    maxTotal,\n    symbol,\n    tickSize: appliedTickSize,\n    tickSizeOptions,\n    orderbook: stream.orderbook,\n    isResyncing: stream.isResyncing,\n    resyncReason: stream.resyncReason,\n    isLoading: enabled && !isUnsupported && stream.orderbook === null && stream.error === null && !symbolQuery.isError,\n    status: stream.status,\n    error: stream.error ?? (symbolQuery.error as SymmioRequestError | null) ?? null,\n    isUnsupported,\n  };\n}\n"],"mappings":";;;;;;;AA6BA,IAAM,IAAgB;CAAC;CAAK;CAAK;CAAK;AAAI,GAQpC,IAAmB;AAUzB,SAAS,EAAmB,GAAc,GAA+B;CACvE,IAAM,IAAS,KAAK,KAAK,IAAO,IAAgB,GAAG;CACnD,OAAO,EAAc,MAAM,MAAW,KAAU,CAAM,KAAK;AAC7D;AAwGA,SAAgB,EAAiB,GAAoE;CACnG,IAAM,EAAE,WAAQ,eAAY,UAAO,WAAQ,UAAO,IAAI,aAAU,aAAU,OAAS,GAE7E,IAAc,EAAS;EAC3B,UAAU;GAAC;GAAmB,EAAO;GAAI;EAAU;EACnD,SAAS,YAAY;GACnB,IAAI;IAEF,OAAQ,MAAM,EAAO,UAAU,CAAU,KAAM;GACjD,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;EAEA,WAAW;EACX;CACF,CAAC,GAEK,IAAS,EAAY,QAAQ,KAAA,GAC7B,IAAgB,EAAY,SAAS,MAUrC,IAAiB,EAAY,aAAa,EAAY,SAEtD,IAAkB,KAAY,GAAQ,UAOtC,IACJ,KAAU,KAAmB,EAAO,WAAW,IAAI,KAAK,IAAI,GAAG,IAAkB,EAAO,QAAQ,IAAI,GAIhG,IAAS,EAAmB;EAChC;EACA;EACA;EACA,QANmB,KAAU,EAAmB,GAAM,CAAa;EAOnE,SAAS,KAAW,KAAkB,CAAC;CACzC,CAAC,GAEK,IAAS,QACN,EAAO,YAAY,EAAmB,EAAO,SAAS,IAAI,KAAA,GACjE,CAAC,EAAO,SAAS,CACnB,GAOM,IAAiB,IAAS,OAAO,EAAO,SAAS,YAAY,CAAC,CAAC,IAAI,KAAA,GAEnE,IAAkB,QACf,KAAU,IAAiB,EAA0B,EAAO,UAAU,CAAc,IAAI,CAAC,GAChG,CAAC,GAAQ,CAAc,CACzB,GAEM,EAAE,SAAM,SAAM,gBAAa,QAAc;EAC7C,IAAI,CAAC,EAAO,WAAW,OAAO;GAAE,MAAM,CAAC;GAAG,MAAM,CAAC;GAAG,UAAU;EAAE;EAEhE,IAAM,IACJ,KAAmB,IAAkB,IAAI,EAAe,EAAO,WAAW,CAAe,IAAI,EAAO,WAEhG,IAAc,EAAoB,EAAQ,IAAI,EAAE,MAAM,GAAG,CAAI,GAC7D,IAAc,EAAoB,EAAQ,IAAI,EAAE,MAAM,GAAG,CAAI;EAEnE,OAAO;GACL,MAAM;GACN,MAAM;GAEN,UAAU,KAAK,IAAI,EAAY,GAAG,EAAE,GAAG,SAAS,GAAG,EAAY,GAAG,EAAE,GAAG,SAAS,CAAC;EACnF;CACF,GAAG;EAAC,EAAO;EAAW;EAAiB;CAAI,CAAC;CAE5C,OAAO;EACL;EACA;EACA;EACA;EACA;EACA,UAAU;EACV;EACA,WAAW,EAAO;EAClB,aAAa,EAAO;EACpB,cAAc,EAAO;EACrB,WAAW,KAAW,CAAC,KAAiB,EAAO,cAAc,QAAQ,EAAO,UAAU,QAAQ,CAAC,EAAY;EAC3G,QAAQ,EAAO;EACf,OAAO,EAAO,SAAU,EAAY,SAAuC;EAC3E;CACF;AACF"}

package/dist/orderbook/use-orderbook-stream.d.ts

@@ -0,0 +1,73 @@
+import { Orderbook, OrderbookResyncReason, OrderbookSource, SocketStatus } from '@symmio/trading-core';
+import { SymmioRequestError } from '../errors/symmio-request-error.js';
+/**
+ * Parameters for {@link useOrderbookStream}.
+ */
+export interface UseOrderbookStreamParameters {
+    /** The order-book source to stream from. Must implement `watchOrderbook`. */
+    source: OrderbookSource;
+    /** Market name as SYMMIO names it. */
+    marketName: string;
+    /** Snapshot depth the live book is built on. Defaults to the source's own default. */
+    limit?: number;
+    /** Levels per side to receive on each update. Defaults to the source's own default. */
+    levels?: number;
+    /** Subscribe only when `true`. Default `true`. */
+    enabled?: boolean;
+    /**
+     * Called for every book update, ahead of the state update.
+     *
+     * Use this to drive a canvas depth chart imperatively without re-rendering on
+     * every tick. The reference is read through a ref, so an inline arrow does
+     * not re-subscribe.
+     */
+    onOrderbook?: (orderbook: Orderbook) => void;
+    /** Called whenever the book is being rebuilt. Read through a ref. */
+    onResync?: (reason: OrderbookResyncReason) => void;
+}
+/**
+ * Value returned by {@link useOrderbookStream}.
+ */
+export interface UseOrderbookStreamReturnType {
+    /** The latest synchronized book, or `null` until the first one arrives. */
+    orderbook: Orderbook | null;
+    /**
+     * `true` while the book is being rebuilt from a fresh snapshot.
+     *
+     * {@link UseOrderbookStreamReturnType.orderbook} still holds the last good
+     * book during a rebuild — show it dimmed rather than blanking the ladder.
+     */
+    isResyncing: boolean;
+    /** Why the current or most recent rebuild happened, or `null` before the first. */
+    resyncReason: OrderbookResyncReason | null;
+    /** Live socket status. */
+    status: SocketStatus;
+    /** Last transport, parse, or snapshot error, normalized, or `null`. */
+    error: SymmioRequestError | null;
+}
+/**
+ * Subscribe to a continuously synchronized order book for one market.
+ *
+ * The heavy lifting — buffering, snapshot ordering, sequence verification and
+ * rebuilding on a gap — happens inside the source. What this adds is the React
+ * lifecycle: one subscription per (source, market, depth), torn down on unmount
+ * or when `enabled` goes false, with handlers read through refs so inline
+ * arrows never re-dial the socket.
+ *
+ * Prefer `useLiveOrderbook` when you want a ladder: it layers grouping,
+ * cumulative depth and the spread on top of this.
+ *
+ * @param parameters - Source, market, depth, and handlers.
+ * @returns The latest book plus connection and resync state.
+ *
+ * @example
+ * ```tsx
+ * const { orderbook, isResyncing, status } = useOrderbookStream({
+ *   source,
+ *   marketName: "BTCUSDT",
+ *   levels: 15,
+ * });
+ * ```
+ */
+export declare function useOrderbookStream(parameters: UseOrderbookStreamParameters): UseOrderbookStreamReturnType;
+//# sourceMappingURL=use-orderbook-stream.d.ts.map

package/dist/orderbook/use-orderbook-stream.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-orderbook-stream.d.ts","sourceRoot":"","sources":["../../src/orderbook/use-orderbook-stream.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,SAAS,EAAE,qBAAqB,EAAE,eAAe,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAG5G,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AAEzE;;GAEG;AACH,MAAM,WAAW,4BAA4B;IAC3C,6EAA6E;IAC7E,MAAM,EAAE,eAAe,CAAC;IACxB,sCAAsC;IACtC,UAAU,EAAE,MAAM,CAAC;IACnB,sFAAsF;IACtF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,uFAAuF;IACvF,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,kDAAkD;IAClD,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB;;;;;;OAMG;IACH,WAAW,CAAC,EAAE,CAAC,SAAS,EAAE,SAAS,KAAK,IAAI,CAAC;IAC7C,qEAAqE;IACrE,QAAQ,CAAC,EAAE,CAAC,MAAM,EAAE,qBAAqB,KAAK,IAAI,CAAC;CACpD;AAED;;GAEG;AACH,MAAM,WAAW,4BAA4B;IAC3C,2EAA2E;IAC3E,SAAS,EAAE,SAAS,GAAG,IAAI,CAAC;IAC5B;;;;;OAKG;IACH,WAAW,EAAE,OAAO,CAAC;IACrB,mFAAmF;IACnF,YAAY,EAAE,qBAAqB,GAAG,IAAI,CAAC;IAC3C,0BAA0B;IAC1B,MAAM,EAAE,YAAY,CAAC;IACrB,uEAAuE;IACvE,KAAK,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAClC;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,kBAAkB,CAAC,UAAU,EAAE,4BAA4B,GAAG,4BAA4B,CAwDzG"}

package/dist/orderbook/use-orderbook-stream.js

@@ -0,0 +1,49 @@
+"use client";
+import { normalizeSymmError as e } from "../errors/normalize-symm-error.js";
+import { useEffect as t, useRef as n, useState as r } from "react";
+//#region src/orderbook/use-orderbook-stream.ts
+function i(i) {
+	let { source: a, marketName: o, limit: s, levels: c, enabled: l = !0, onOrderbook: u, onResync: d } = i, [f, p] = r(null), [m, h] = r(!1), [g, _] = r(null), [v, y] = r("closed"), [b, x] = r(null), S = n(u), C = n(d);
+	return S.current = u, C.current = d, t(() => {
+		if (!l || !a.watchOrderbook) {
+			y("closed");
+			return;
+		}
+		x(null), p(null);
+		let t;
+		try {
+			t = a.watchOrderbook({
+				marketName: o,
+				limit: s,
+				levels: c,
+				onOrderbook: (e) => {
+					S.current?.(e), p(e), h(!1);
+				},
+				onResync: (e) => {
+					C.current?.(e), _(e), h(!0);
+				},
+				onStatusChange: y,
+				onError: (t) => x(e(t))
+			});
+		} catch (t) {
+			x(e(t)), y("closed");
+		}
+		return () => t?.();
+	}, [
+		l,
+		a,
+		o,
+		s,
+		c
+	]), {
+		orderbook: f,
+		isResyncing: m,
+		resyncReason: g,
+		status: v,
+		error: b
+	};
+}
+//#endregion
+export { i as useOrderbookStream };
+
+//# sourceMappingURL=use-orderbook-stream.js.map

package/dist/orderbook/use-orderbook-stream.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-orderbook-stream.js","names":[],"sources":["../../src/orderbook/use-orderbook-stream.ts"],"sourcesContent":["\"use client\";\n\nimport type { Orderbook, OrderbookResyncReason, OrderbookSource, SocketStatus } from \"@symmio/trading-core\";\nimport { useEffect, useRef, useState } from \"react\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\n\n/**\n * Parameters for {@link useOrderbookStream}.\n */\nexport interface UseOrderbookStreamParameters {\n  /** The order-book source to stream from. Must implement `watchOrderbook`. */\n  source: OrderbookSource;\n  /** Market name as SYMMIO names it. */\n  marketName: string;\n  /** Snapshot depth the live book is built on. Defaults to the source's own default. */\n  limit?: number;\n  /** Levels per side to receive on each update. Defaults to the source's own default. */\n  levels?: number;\n  /** Subscribe only when `true`. Default `true`. */\n  enabled?: boolean;\n  /**\n   * Called for every book update, ahead of the state update.\n   *\n   * Use this to drive a canvas depth chart imperatively without re-rendering on\n   * every tick. The reference is read through a ref, so an inline arrow does\n   * not re-subscribe.\n   */\n  onOrderbook?: (orderbook: Orderbook) => void;\n  /** Called whenever the book is being rebuilt. Read through a ref. */\n  onResync?: (reason: OrderbookResyncReason) => void;\n}\n\n/**\n * Value returned by {@link useOrderbookStream}.\n */\nexport interface UseOrderbookStreamReturnType {\n  /** The latest synchronized book, or `null` until the first one arrives. */\n  orderbook: Orderbook | null;\n  /**\n   * `true` while the book is being rebuilt from a fresh snapshot.\n   *\n   * {@link UseOrderbookStreamReturnType.orderbook} still holds the last good\n   * book during a rebuild — show it dimmed rather than blanking the ladder.\n   */\n  isResyncing: boolean;\n  /** Why the current or most recent rebuild happened, or `null` before the first. */\n  resyncReason: OrderbookResyncReason | null;\n  /** Live socket status. */\n  status: SocketStatus;\n  /** Last transport, parse, or snapshot error, normalized, or `null`. */\n  error: SymmioRequestError | null;\n}\n\n/**\n * Subscribe to a continuously synchronized order book for one market.\n *\n * The heavy lifting — buffering, snapshot ordering, sequence verification and\n * rebuilding on a gap — happens inside the source. What this adds is the React\n * lifecycle: one subscription per (source, market, depth), torn down on unmount\n * or when `enabled` goes false, with handlers read through refs so inline\n * arrows never re-dial the socket.\n *\n * Prefer `useLiveOrderbook` when you want a ladder: it layers grouping,\n * cumulative depth and the spread on top of this.\n *\n * @param parameters - Source, market, depth, and handlers.\n * @returns The latest book plus connection and resync state.\n *\n * @example\n * ```tsx\n * const { orderbook, isResyncing, status } = useOrderbookStream({\n *   source,\n *   marketName: \"BTCUSDT\",\n *   levels: 15,\n * });\n * ```\n */\nexport function useOrderbookStream(parameters: UseOrderbookStreamParameters): UseOrderbookStreamReturnType {\n  const { source, marketName, limit, levels, enabled = true, onOrderbook, onResync } = parameters;\n\n  const [orderbook, setOrderbook] = useState<Orderbook | null>(null);\n  const [isResyncing, setIsResyncing] = useState(false);\n  const [resyncReason, setResyncReason] = useState<OrderbookResyncReason | null>(null);\n  const [status, setStatus] = useState<SocketStatus>(\"closed\");\n  const [error, setError] = useState<SymmioRequestError | null>(null);\n\n  /**\n   * Handlers are read through refs so a consumer passing inline arrows does not\n   * tear down and re-dial the socket on every render.\n   */\n  const onOrderbookRef = useRef(onOrderbook);\n  const onResyncRef = useRef(onResync);\n  onOrderbookRef.current = onOrderbook;\n  onResyncRef.current = onResync;\n\n  useEffect(() => {\n    if (!enabled || !source.watchOrderbook) {\n      setStatus(\"closed\");\n      return;\n    }\n\n    setError(null);\n    /** A new market's book has nothing to do with the previous one's. */\n    setOrderbook(null);\n\n    let unwatch: (() => void) | undefined;\n    try {\n      unwatch = source.watchOrderbook({\n        marketName,\n        limit,\n        levels,\n        onOrderbook: (next) => {\n          onOrderbookRef.current?.(next);\n          setOrderbook(next);\n          setIsResyncing(false);\n        },\n        onResync: (reason) => {\n          onResyncRef.current?.(reason);\n          setResyncReason(reason);\n          setIsResyncing(true);\n        },\n        onStatusChange: setStatus,\n        onError: (err) => setError(normalizeSymmError(err)),\n      });\n    } catch (err) {\n      setError(normalizeSymmError(err));\n      setStatus(\"closed\");\n    }\n\n    return () => unwatch?.();\n  }, [enabled, source, marketName, limit, levels]);\n\n  return { orderbook, isResyncing, resyncReason, status, error };\n}\n"],"mappings":";;;;AA8EA,SAAgB,EAAmB,GAAwE;CACzG,IAAM,EAAE,WAAQ,eAAY,UAAO,WAAQ,aAAU,IAAM,gBAAa,gBAAa,GAE/E,CAAC,GAAW,KAAgB,EAA2B,IAAI,GAC3D,CAAC,GAAa,KAAkB,EAAS,EAAK,GAC9C,CAAC,GAAc,KAAmB,EAAuC,IAAI,GAC7E,CAAC,GAAQ,KAAa,EAAuB,QAAQ,GACrD,CAAC,GAAO,KAAY,EAAoC,IAAI,GAM5D,IAAiB,EAAO,CAAW,GACnC,IAAc,EAAO,CAAQ;CAyCnC,OAxCA,EAAe,UAAU,GACzB,EAAY,UAAU,GAEtB,QAAgB;EACd,IAAI,CAAC,KAAW,CAAC,EAAO,gBAAgB;GACtC,EAAU,QAAQ;GAClB;EACF;EAIA,AAFA,EAAS,IAAI,GAEb,EAAa,IAAI;EAEjB,IAAI;EACJ,IAAI;GACF,IAAU,EAAO,eAAe;IAC9B;IACA;IACA;IACA,cAAc,MAAS;KAGrB,AAFA,EAAe,UAAU,CAAI,GAC7B,EAAa,CAAI,GACjB,EAAe,EAAK;IACtB;IACA,WAAW,MAAW;KAGpB,AAFA,EAAY,UAAU,CAAM,GAC5B,EAAgB,CAAM,GACtB,EAAe,EAAI;IACrB;IACA,gBAAgB;IAChB,UAAU,MAAQ,EAAS,EAAmB,CAAG,CAAC;GACpD,CAAC;EACH,SAAS,GAAK;GAEZ,AADA,EAAS,EAAmB,CAAG,CAAC,GAChC,EAAU,QAAQ;EACpB;EAEA,aAAa,IAAU;CACzB,GAAG;EAAC;EAAS;EAAQ;EAAY;EAAO;CAAM,CAAC,GAExC;EAAE;EAAW;EAAa;EAAc;EAAQ;CAAM;AAC/D"}

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

@@ -0,0 +1,35 @@
+import { GetOrderbookOptions, Orderbook, OrderbookSource } from '@symmio/trading-core';
+import { UseQueryResult } from '@tanstack/react-query';
+import { SymmioRequestError } from '../errors/symmio-request-error.js';
+/**
+ * Parameters for {@link useOrderbook}: the source to read from, the book to
+ * fetch, and TanStack `query` overrides.
+ */
+export type UseOrderbookParameters = GetOrderbookOptions & {
+    /** The order-book source to read from, e.g. from {@link useBinanceOrderbookSource}. */
+    source: OrderbookSource;
+};
+/** Return type of {@link useOrderbook}. */
+export type UseOrderbookReturnType = UseQueryResult<Orderbook, SymmioRequestError>;
+/**
+ * Fetch a point-in-time order-book snapshot from an {@link OrderbookSource}.
+ *
+ * The source's `id` is part of the query key, so switching venues does not read
+ * another venue's cached book.
+ *
+ * A snapshot is stale the moment it lands. Use this for a one-off read — sizing
+ * a single order, an impact estimate, a server-rendered summary. For anything a
+ * user watches, use `useLiveOrderbook`: a synchronized diff stream is fresher
+ * than any poll interval and costs a fraction of the venue's rate-limit weight.
+ *
+ * @param parameters - Source, market, depth, and query overrides.
+ * @returns A TanStack query result carrying the book.
+ *
+ * @example
+ * ```tsx
+ * const source = useBinanceOrderbookSource();
+ * const { data, isLoading } = useOrderbook({ source, marketName: "BTCUSDT", limit: 20 });
+ * ```
+ */
+export declare function useOrderbook(parameters: UseOrderbookParameters): UseOrderbookReturnType;
+//# sourceMappingURL=use-orderbook.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"use-orderbook.d.ts","sourceRoot":"","sources":["../../src/orderbook/use-orderbook.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,mBAAmB,EACxB,KAAK,SAAS,EACd,KAAK,eAAe,EACrB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAY,KAAK,cAAc,EAAE,MAAM,uBAAuB,CAAC;AAEtE,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AAEzE;;;GAGG;AACH,MAAM,MAAM,sBAAsB,GAAG,mBAAmB,GAAG;IACzD,uFAAuF;IACvF,MAAM,EAAE,eAAe,CAAC;CACzB,CAAC;AAEF,2CAA2C;AAC3C,MAAM,MAAM,sBAAsB,GAAG,cAAc,CAAC,SAAS,EAAE,kBAAkB,CAAC,CAAC;AAEnF;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,YAAY,CAAC,UAAU,EAAE,sBAAsB,GAAG,sBAAsB,CAcvF"}