npm - @symmio/trading-react - Versions diffs - 3.1.0 → 3.3.0 - Mend

@symmio/trading-react 3.1.0 → 3.3.0

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Files changed (47) hide show

package/dist/instant-layer/use-instant-close-fees.d.ts ADDED Viewed

@@ -0,0 +1,46 @@
+import { ConfigParameter, GetInstantCloseFeesOptions, GetInstantCloseFeesReturnType } from '@symmio/trading-core';
+import { UseQueryResult } from '@tanstack/react-query';
+import { SymmioRequestError } from '../errors/symmio-request-error.js';
+/**
+ * Parameters for {@link useInstantCloseFees}: the close intent
+ * (`subAccountAddress`, `market`, `quantity`, `openedAt`, optional pre-fetched
+ * data, TanStack `query` overrides) plus an optional `config`.
+ */
+export type UseInstantCloseFeesParameters = GetInstantCloseFeesOptions & ConfigParameter;
+/** Return type of {@link useInstantCloseFees}. */
+export type UseInstantCloseFeesReturnType = UseQueryResult<GetInstantCloseFeesReturnType, SymmioRequestError>;
+/**
+ * Preview every fee closing a position pays **right now** — the platform close
+ * fee plus, on lowcap (Enigma), the holding-time solver close fee and the flat
+ * static close leg. Read-only; nothing is signed. This is the close-flow
+ * counterpart of `useInstantOpenFees`, which deliberately previews only the
+ * open-side legs: the honest close cost exists only at close time, where the
+ * notional and the decaying solver rate are real.
+ *
+ * Wraps `getInstantCloseFees`, but **pre-fetches every input through its own
+ * cached queries and passes them in as prefills**, so the query function is
+ * pure math with zero network hops: market metadata (`useMarkets`), on-chain
+ * fee rates (`useFeeForUser`), and the solver's static fees (`useSolverInfo`)
+ * are slow-moving and cached for minutes; the mark price rides the shared
+ * price stream. Previous data is kept while inputs move, so a mark-price tick
+ * updates the numbers in place.
+ *
+ * The holding time is stamped each time the query function runs, so a refetch
+ * after the position ages re-prices the decaying solver close fee; pass `now`
+ * for a deterministic preview. Narrow on `kind` to reach the lowcap-only legs
+ * (`closeSolverFee`, `closeSolverFeeRate`, `holdingSeconds`,
+ * `staticSolverFeeClose`).
+ *
+ * @example
+ * ```tsx
+ * const { data: fees } = useInstantCloseFees({
+ *   subAccountAddress: partyA,
+ *   market: { id: symbolId },
+ *   quantity: quantityToClose,
+ *   openedAt: position.createTimestamp,
+ * });
+ * // fees?.totalFee; fees?.kind === "enigma" && fees.closeSolverFee
+ * ```
+ */
+export declare function useInstantCloseFees(parameters: UseInstantCloseFeesParameters): UseInstantCloseFeesReturnType;
+//# sourceMappingURL=use-instant-close-fees.d.ts.map

package/dist/instant-layer/use-instant-close-fees.d.ts.map ADDED Viewed

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package/dist/instant-layer/use-instant-close-fees.js ADDED Viewed

@@ -0,0 +1,83 @@
+"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 { useFeeForUser as r } from "../fees/use-fee-for-user.js";
+import { useMarkets as i } from "../markets/use-markets.js";
+import { usePriceByName as a } from "../price-service/use-price-by-name.js";
+import { useSolverInfo as o } from "../solvers/use-solver-info.js";
+import { getInstantCloseFeesQueryOptions as s } from "@symmio/trading-core";
+import { useQuery as c } from "@tanstack/react-query";
+//#region src/instant-layer/use-instant-close-fees.ts
+function l(l) {
+	let u = t(l), d = e(), f = l.chainId ?? d, { subAccountAddress: p, market: m, quantity: h, openedAt: g, now: _, solverId: v } = l, y = (l.query?.enabled ?? !0) && h.length > 0, b = u.getSolver({
+		chainId: f,
+		solverId: v
+	}).id === "enigma", x = i({
+		config: l.config,
+		chainId: f,
+		solverId: v,
+		query: {
+			enabled: y,
+			staleTime: 3e5
+		}
+	}).data?.find((e) => e.symbolId === m.id), S = m.name ?? x?.name, C = m.pricePrecision ?? x?.pricePrecision, w = m.quantityPrecision ?? x?.quantityPrecision, T = m.hedgerFeeOpen ?? x?.hedgerFeeOpen, E = m.hedgerFeeClose ?? x?.hedgerFeeClose, D = x?.kind === "enigma" ? x : void 0, O = m.hedgerFeeCloseEarlyRate ?? D?.hedgerFeeCloseEarlyRate ?? E, k = m.hedgerFeeCloseEarlyThreshold ?? D?.hedgerFeeCloseEarlyThreshold ?? 0, A = m.hedgerFeeCloseStandardThreshold ?? D?.hedgerFeeCloseStandardThreshold ?? 0, j = r({
+		config: l.config,
+		chainId: f,
+		user: p,
+		symbolId: BigInt(m.id),
+		query: {
+			enabled: y && l.feeRates === void 0,
+			staleTime: 3e5
+		}
+	}), M = l.feeRates ?? j.data, N = o({
+		config: l.config,
+		chainId: f,
+		solverId: v,
+		query: { enabled: y && b && l.solverInfo === void 0 }
+	}), P = b ? l.solverInfo ?? N.data ?? (N.isError ? {} : void 0) : void 0, F = !b || P !== void 0, I = a({
+		name: S,
+		solverId: v,
+		enabled: y && l.markPrice === void 0
+	}), L = l.markPrice ?? I.markPrice ?? void 0, R = y && S !== void 0 && C !== void 0 && w !== void 0 && M !== void 0 && L !== void 0 && (!b || T !== void 0 && E !== void 0) && F, z = s(u, {
+		subAccountAddress: p,
+		solverId: v,
+		chainId: f,
+		market: {
+			id: m.id,
+			name: S,
+			pricePrecision: C,
+			quantityPrecision: w,
+			hedgerFeeOpen: T,
+			hedgerFeeClose: E,
+			hedgerFeeCloseEarlyRate: O,
+			hedgerFeeCloseEarlyThreshold: k,
+			hedgerFeeCloseStandardThreshold: A
+		},
+		quantity: h,
+		openedAt: g,
+		now: _,
+		markPrice: L,
+		feeRates: M,
+		solverInfo: P,
+		query: {
+			...l.query,
+			enabled: R,
+			placeholderData: (e) => e
+		}
+	});
+	return c({
+		...z,
+		queryFn: async () => {
+			try {
+				return await z.queryFn();
+			} catch (e) {
+				throw n(e);
+			}
+		}
+	});
+}
+//#endregion
+export { l as useInstantCloseFees };
+//# sourceMappingURL=use-instant-close-fees.js.map

package/dist/instant-layer/use-instant-close-fees.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"use-instant-close-fees.js","names":[],"sources":["../../src/instant-layer/use-instant-close-fees.ts"],"sourcesContent":["\"use client\";\n\nimport {\n getInstantCloseFeesQueryOptions,\n type ConfigParameter,\n type GetInstantCloseFeesOptions,\n type GetInstantCloseFeesReturnType,\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 { useFeeForUser } from \"../fees/use-fee-for-user\";\nimport { useMarkets } from \"../markets/use-markets\";\nimport { usePriceByName } from \"../price-service/use-price-by-name\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\nimport { useSolverInfo } from \"../solvers/use-solver-info\";\n\n/**\n * Parameters for {@link useInstantCloseFees}: the close intent\n * (`subAccountAddress`, `market`, `quantity`, `openedAt`, optional pre-fetched\n * data, TanStack `query` overrides) plus an optional `config`.\n */\nexport type UseInstantCloseFeesParameters = GetInstantCloseFeesOptions & ConfigParameter;\n\n/** Return type of {@link useInstantCloseFees}. */\nexport type UseInstantCloseFeesReturnType = UseQueryResult<GetInstantCloseFeesReturnType, SymmioRequestError>;\n\n/**\n * Preview every fee closing a position pays **right now** — the platform close\n * fee plus, on lowcap (Enigma), the holding-time solver close fee and the flat\n * static close leg. Read-only; nothing is signed. This is the close-flow\n * counterpart of `useInstantOpenFees`, which deliberately previews only the\n * open-side legs: the honest close cost exists only at close time, where the\n * notional and the decaying solver rate are real.\n *\n * Wraps `getInstantCloseFees`, but **pre-fetches every input through its own\n * cached queries and passes them in as prefills**, so the query function is\n * pure math with zero network hops: market metadata (`useMarkets`), on-chain\n * fee rates (`useFeeForUser`), and the solver's static fees (`useSolverInfo`)\n * are slow-moving and cached for minutes; the mark price rides the shared\n * price stream. Previous data is kept while inputs move, so a mark-price tick\n * updates the numbers in place.\n *\n * The holding time is stamped each time the query function runs, so a refetch\n * after the position ages re-prices the decaying solver close fee; pass `now`\n * for a deterministic preview. Narrow on `kind` to reach the lowcap-only legs\n * (`closeSolverFee`, `closeSolverFeeRate`, `holdingSeconds`,\n * `staticSolverFeeClose`).\n *\n * @example\n * ```tsx\n * const { data: fees } = useInstantCloseFees({\n * subAccountAddress: partyA,\n * market: { id: symbolId },\n * quantity: quantityToClose,\n * openedAt: position.createTimestamp,\n * });\n * // fees?.totalFee; fees?.kind === \"enigma\" && fees.closeSolverFee\n * ```\n */\nexport function useInstantCloseFees(parameters: UseInstantCloseFeesParameters): UseInstantCloseFeesReturnType {\n const config = useSymmioConfig(parameters);\n const contextChainId = useSymmioChainId();\n const chainId = parameters.chainId ?? contextChainId;\n const { subAccountAddress, market, quantity, openedAt, now, solverId } = parameters;\n const enabled = (parameters.query?.enabled ?? true) && quantity.length > 0;\n\n /** The solver close-fee schedule and the static leg exist only on lowcap (Enigma) solvers. */\n const isLowcap = config.getSolver({ chainId, solverId }).id === \"enigma\";\n\n // Market metadata — slow-moving; dedupes with any other useMarkets on the page.\n const marketsQuery = useMarkets({\n config: parameters.config,\n chainId,\n solverId,\n query: { enabled, staleTime: 300_000 },\n });\n const resolvedMarket = marketsQuery.data?.find((entry) => entry.symbolId === market.id);\n const marketName = market.name ?? resolvedMarket?.name;\n const pricePrecision = market.pricePrecision ?? resolvedMarket?.pricePrecision;\n const quantityPrecision = market.quantityPrecision ?? resolvedMarket?.quantityPrecision;\n const hedgerFeeOpen = market.hedgerFeeOpen ?? resolvedMarket?.hedgerFeeOpen;\n const hedgerFeeClose = market.hedgerFeeClose ?? resolvedMarket?.hedgerFeeClose;\n\n // Time-decaying close-fee rates ride the same `useMarkets` read — they are\n // Enigma-only fields on `EnigmaMarket`, so narrow on `kind` before reading.\n const resolvedEnigmaMarket = resolvedMarket?.kind === \"enigma\" ? resolvedMarket : undefined;\n const hedgerFeeCloseEarlyRate =\n market.hedgerFeeCloseEarlyRate ?? resolvedEnigmaMarket?.hedgerFeeCloseEarlyRate ?? hedgerFeeClose;\n const hedgerFeeCloseEarlyThreshold =\n market.hedgerFeeCloseEarlyThreshold ?? resolvedEnigmaMarket?.hedgerFeeCloseEarlyThreshold ?? 0;\n const hedgerFeeCloseStandardThreshold =\n market.hedgerFeeCloseStandardThreshold ?? resolvedEnigmaMarket?.hedgerFeeCloseStandardThreshold ?? 0;\n\n // On-chain platform fee rates — contract state, changes rarely; cached hard.\n const feeQuery = useFeeForUser({\n config: parameters.config,\n chainId,\n user: subAccountAddress,\n symbolId: BigInt(market.id),\n query: { enabled: enabled && parameters.feeRates === undefined, staleTime: 300_000 },\n });\n const feeRates = parameters.feeRates ?? feeQuery.data;\n\n // Static close fee from the solver's `/info` config — lowcap only. Fail-soft:\n // an unreachable `/info` prices the static leg at \"0\" instead of blocking the\n // preview (mirrors the action's own resolver).\n const solverInfoQuery = useSolverInfo({\n config: parameters.config,\n chainId,\n solverId,\n query: { enabled: enabled && isLowcap && parameters.solverInfo === undefined },\n });\n const solverInfo = !isLowcap\n ? undefined\n : (parameters.solverInfo ?? solverInfoQuery.data ?? (solverInfoQuery.isError ? {} : undefined));\n const solverInfoSettled = !isLowcap || solverInfo !== undefined;\n\n // Mark price — caller's cache-hot value wins; otherwise the shared stream.\n const priceQuery = usePriceByName({\n name: marketName,\n solverId,\n enabled: enabled && parameters.markPrice === undefined,\n });\n const markPrice = parameters.markPrice ?? priceQuery.markPrice ?? undefined;\n\n // Every prefill present → the query function is pure math, zero fetches.\n const ready =\n enabled &&\n marketName !== undefined &&\n pricePrecision !== undefined &&\n quantityPrecision !== undefined &&\n feeRates !== undefined &&\n markPrice !== undefined &&\n (!isLowcap || (hedgerFeeOpen !== undefined && hedgerFeeClose !== undefined)) &&\n solverInfoSettled;\n\n const options = getInstantCloseFeesQueryOptions(config, {\n subAccountAddress,\n solverId,\n chainId,\n market: {\n id: market.id,\n name: marketName,\n pricePrecision,\n quantityPrecision,\n hedgerFeeOpen,\n hedgerFeeClose,\n hedgerFeeCloseEarlyRate,\n hedgerFeeCloseEarlyThreshold,\n hedgerFeeCloseStandardThreshold,\n },\n quantity,\n openedAt,\n now,\n markPrice,\n feeRates,\n solverInfo,\n query: {\n ...parameters.query,\n enabled: ready,\n // The mark price ticks often; keep showing the previous numbers while\n // the pure recompute runs instead of flashing a loader.\n placeholderData: (previous: GetInstantCloseFeesReturnType | undefined) => previous,\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 UseInstantCloseFeesReturnType;\n}\n"],"mappings":";;;;;;;;;;;AA6DA,SAAgB,EAAoB,GAA0E;CAC5G,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAiB,EAAiB,GAClC,IAAU,EAAW,WAAW,GAChC,EAAE,sBAAmB,WAAQ,aAAU,aAAU,QAAK,gBAAa,GACnE,KAAW,EAAW,OAAO,WAAW,OAAS,EAAS,SAAS,GAGnE,IAAW,EAAO,UAAU;EAAE;EAAS;CAAS,CAAC,EAAE,OAAO,UAS1D,IANe,EAAW;EAC9B,QAAQ,EAAW;EACnB;EACA;EACA,OAAO;GAAE;GAAS,WAAW;EAAQ;CACvC,CACuB,EAAa,MAAM,MAAM,MAAU,EAAM,aAAa,EAAO,EAAE,GAChF,IAAa,EAAO,QAAQ,GAAgB,MAC5C,IAAiB,EAAO,kBAAkB,GAAgB,gBAC1D,IAAoB,EAAO,qBAAqB,GAAgB,mBAChE,IAAgB,EAAO,iBAAiB,GAAgB,eACxD,IAAiB,EAAO,kBAAkB,GAAgB,gBAI1D,IAAuB,GAAgB,SAAS,WAAW,IAAiB,KAAA,GAC5E,IACJ,EAAO,2BAA2B,GAAsB,2BAA2B,GAC/E,IACJ,EAAO,gCAAgC,GAAsB,gCAAgC,GACzF,IACJ,EAAO,mCAAmC,GAAsB,mCAAmC,GAG/F,IAAW,EAAc;EAC7B,QAAQ,EAAW;EACnB;EACA,MAAM;EACN,UAAU,OAAO,EAAO,EAAE;EAC1B,OAAO;GAAE,SAAS,KAAW,EAAW,aAAa,KAAA;GAAW,WAAW;EAAQ;CACrF,CAAC,GACK,IAAW,EAAW,YAAY,EAAS,MAK3C,IAAkB,EAAc;EACpC,QAAQ,EAAW;EACnB;EACA;EACA,OAAO,EAAE,SAAS,KAAW,KAAY,EAAW,eAAe,KAAA,EAAU;CAC/E,CAAC,GACK,IAAc,IAEf,EAAW,cAAc,EAAgB,SAAS,EAAgB,UAAU,CAAC,IAAI,KAAA,KADlF,KAAA,GAEE,IAAoB,CAAC,KAAY,MAAe,KAAA,GAGhD,IAAa,EAAe;EAChC,MAAM;EACN;EACA,SAAS,KAAW,EAAW,cAAc,KAAA;CAC/C,CAAC,GACK,IAAY,EAAW,aAAa,EAAW,aAAa,KAAA,GAG5D,IACJ,KACA,MAAe,KAAA,KACf,MAAmB,KAAA,KACnB,MAAsB,KAAA,KACtB,MAAa,KAAA,KACb,MAAc,KAAA,MACb,CAAC,KAAa,MAAkB,KAAA,KAAa,MAAmB,KAAA,MACjE,GAEI,IAAU,EAAgC,GAAQ;EACtD;EACA;EACA;EACA,QAAQ;GACN,IAAI,EAAO;GACX,MAAM;GACN;GACA;GACA;GACA;GACA;GACA;GACA;EACF;EACA;EACA;EACA;EACA;EACA;EACA;EACA,OAAO;GACL,GAAG,EAAW;GACd,SAAS;GAGT,kBAAkB,MAAwD;EAC5E;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/instant-layer/use-instant-open-auto.d.ts CHANGED Viewed

@@ -17,13 +17,18 @@ export type UseInstantOpenAutoReturnType = UseMutationResult<InstantOpenReturnTy
  * submit — use {@link useInstantOpen} after calling
  * `prepareInstantOpenParams(config, …)` directly.
  *
+ * Funding is a one-of on the variables: a typed `initialMargin`, or
+ * `fund: { mode: "full-balance", balance }` (lowcap only) to deploy the whole
+ * balance into the position's VA with the quantity sized down to fit it —
+ * see `FullBalanceFunding` in `@symmio/trading-core`.
+ *
  * @example
  * ```tsx
  * const { mutateAsync } = useInstantOpenAuto();
  * await mutateAsync({
- *   walletAddress, sessionKeyAddress, signTypedData,
- *   marketId: 1, positionType: "LONG",
- *   userInput: "100", leverage: 5, slippage: 1,
+ *   subAccountAddress, from: sessionKeyAddress,
+ *   market: { id: 1 }, positionType: PositionType.LONG,
+ *   fund: { mode: "full-balance", balance: "100" }, leverage: 5, slippage: 1,
  * });
  * ```
  */

package/dist/instant-layer/use-instant-open-auto.d.ts.map CHANGED Viewed

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package/dist/instant-layer/use-instant-open-auto.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"use-instant-open-auto.js","names":[],"sources":["../../src/instant-layer/use-instant-open-auto.ts"],"sourcesContent":["\"use client\";\n\nimport {\n getInstantOpensQueryKey,\n instantOpenAutoMutationOptions,\n type ConfigParameter,\n type InstantOpenReturnType,\n type PrepareInstantOpenParameters,\n} from \"@symmio/trading-core\";\nimport { useMutation, useQueryClient, 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\";\nimport { invalidateAccountBalances, predicateMatch } from \"../utils\";\n\n/*\n Parameters for {@link useInstantOpenAuto}.\n /\nexport type UseInstantOpenAutoParameters = ConfigParameter;\n\n/* Return type of {@link useInstantOpenAuto}. /\nexport type UseInstantOpenAutoReturnType = UseMutationResult<\n InstantOpenReturnType,\n SymmioRequestError,\n PrepareInstantOpenParameters\n>;\n\n/\n Open a lowcap instant position via the wizard `instantOpenAuto` action.\n \n Friendly default: accepts the minimal trade intent and lets the SDK fetch\n * market metadata, mark price, locked params, and fee rates. Pre-fill any\n * optional field on the variables (e.g. cache-hot `markPrice`) to skip its\n * fetch. For full control — inspect / mutate resolved params between fetch and\n * submit — use {@link useInstantOpen} after calling\n * `prepareInstantOpenParams(config, …)` directly.\n \n @example\n * ```tsx\n * const { mutateAsync } = useInstantOpenAuto();\n * await mutateAsync({\n * ~~walletAddress~~, sessionKeyAddress~~, signTypedData~~,\n * ~~marketId~~: 1, positionType: \"LONG\",\n * ~~userInput~~: \"100\", leverage: 5, slippage: 1,\n * });\n * ```\n /\nexport function useInstantOpenAuto(parameters: UseInstantOpenAutoParameters = {}): UseInstantOpenAutoReturnType {\n const config = useSymmioConfig(parameters);\n const chainId = useSymmioChainId();\n const queryClient = useQueryClient();\n const base = instantOpenAutoMutationOptions(config);\n\n return useMutation<InstantOpenReturnType, SymmioRequestError, PrepareInstantOpenParameters>({\n mutationKey: base.mutationKey,\n mutationFn: async (variables) => {\n try {\n return await base.mutationFn({ ...variables, chainId: variables.chainId ?? chainId });\n } catch (err) {\n throw normalizeSymmError(err);\n }\n },\n onSuccess: (_result, variables) => {\n /\n A freshly submitted instant-open exists on the hedger but not in any\n * cached read yet. Invalidate the instant-opens feed so it refetches and\n * the optimistic row appears immediately — without waiting for a poll.\n /\n const configKey = config.getChainConfigKey(variables.chainId ?? chainId);\n void queryClient.invalidateQueries({ predicate: predicateMatch(getInstantOpensQueryKey, { configKey }) });\n /* The open locks margin and charges a fee — every balance read on this chain is now suspect. */\n invalidateAccountBalances(queryClient, { configKey });\n },\n });\n}\n"],"mappings":";;;;;;;;;~~AAgDA~~,SAAgB,EAAmB,IAA2C,CAAC,GAAiC;CAC9G,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAc,EAAe,GAC7B,IAAO,EAA+B,CAAM;CAElD,OAAO,EAAqF;EAC1F,aAAa,EAAK;EAClB,YAAY,OAAO,MAAc;GAC/B,IAAI;IACF,OAAO,MAAM,EAAK,WAAW;KAAE,GAAG;KAAW,SAAS,EAAU,WAAW;IAAQ,CAAC;GACtF,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;EACA,YAAY,GAAS,MAAc;GAMjC,IAAM,IAAY,EAAO,kBAAkB,EAAU,WAAW,CAAO;GAGvE,AAFA,EAAiB,kBAAkB,EAAE,WAAW,EAAe,GAAyB,EAAE,aAAU,CAAC,EAAE,CAAC,GAExG,EAA0B,GAAa,EAAE,aAAU,CAAC;EACtD;CACF,CAAC;AACH"}
1	+ {"version":3,"file":"use-instant-open-auto.js","names":[],"sources":["../../src/instant-layer/use-instant-open-auto.ts"],"sourcesContent":["\"use client\";\n\nimport {\n getInstantOpensQueryKey,\n instantOpenAutoMutationOptions,\n type ConfigParameter,\n type InstantOpenReturnType,\n type PrepareInstantOpenParameters,\n} from \"@symmio/trading-core\";\nimport { useMutation, useQueryClient, 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\";\nimport { invalidateAccountBalances, predicateMatch } from \"../utils\";\n\n/*\n Parameters for {@link useInstantOpenAuto}.\n /\nexport type UseInstantOpenAutoParameters = ConfigParameter;\n\n/* Return type of {@link useInstantOpenAuto}. /\nexport type UseInstantOpenAutoReturnType = UseMutationResult<\n InstantOpenReturnType,\n SymmioRequestError,\n PrepareInstantOpenParameters\n>;\n\n/\n Open a lowcap instant position via the wizard `instantOpenAuto` action.\n \n Friendly default: accepts the minimal trade intent and lets the SDK fetch\n * market metadata, mark price, locked params, and fee rates. Pre-fill any\n * optional field on the variables (e.g. cache-hot `markPrice`) to skip its\n * fetch. For full control — inspect / mutate resolved params between fetch and\n * submit — use {@link useInstantOpen} after calling\n * `prepareInstantOpenParams(config, …)` directly.\n \n Funding is a one-of on the variables: a typed `initialMargin`, or\n * `fund: { mode: \"full-balance\", balance }` (lowcap only) to deploy the whole\n * balance into the position's VA with the quantity sized down to fit it —\n * see `FullBalanceFunding` in `@symmio/trading-core`.\n \n @example\n * ```tsx\n * const { mutateAsync } = useInstantOpenAuto();\n * await mutateAsync({\n * subAccountAddress, from: sessionKeyAddress,\n * market: { id: 1 }, positionType: PositionType.LONG,\n * fund: { mode: \"full-balance\", balance: \"100\" }, leverage: 5, slippage: 1,\n * });\n * ```\n /\nexport function useInstantOpenAuto(parameters: UseInstantOpenAutoParameters = {}): UseInstantOpenAutoReturnType {\n const config = useSymmioConfig(parameters);\n const chainId = useSymmioChainId();\n const queryClient = useQueryClient();\n const base = instantOpenAutoMutationOptions(config);\n\n return useMutation<InstantOpenReturnType, SymmioRequestError, PrepareInstantOpenParameters>({\n mutationKey: base.mutationKey,\n mutationFn: async (variables) => {\n try {\n return await base.mutationFn({ ...variables, chainId: variables.chainId ?? chainId });\n } catch (err) {\n throw normalizeSymmError(err);\n }\n },\n onSuccess: (_result, variables) => {\n /\n A freshly submitted instant-open exists on the hedger but not in any\n * cached read yet. Invalidate the instant-opens feed so it refetches and\n * the optimistic row appears immediately — without waiting for a poll.\n /\n const configKey = config.getChainConfigKey(variables.chainId ?? chainId);\n void queryClient.invalidateQueries({ predicate: predicateMatch(getInstantOpensQueryKey, { configKey }) });\n /* The open locks margin and charges a fee — every balance read on this chain is now suspect. */\n invalidateAccountBalances(queryClient, { configKey });\n },\n });\n}\n"],"mappings":";;;;;;;;;AAqDA,SAAgB,EAAmB,IAA2C,CAAC,GAAiC;CAC9G,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAU,EAAiB,GAC3B,IAAc,EAAe,GAC7B,IAAO,EAA+B,CAAM;CAElD,OAAO,EAAqF;EAC1F,aAAa,EAAK;EAClB,YAAY,OAAO,MAAc;GAC/B,IAAI;IACF,OAAO,MAAM,EAAK,WAAW;KAAE,GAAG;KAAW,SAAS,EAAU,WAAW;IAAQ,CAAC;GACtF,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;EACA,YAAY,GAAS,MAAc;GAMjC,IAAM,IAAY,EAAO,kBAAkB,EAAU,WAAW,CAAO;GAGvE,AAFA,EAAiB,kBAAkB,EAAE,WAAW,EAAe,GAAyB,EAAE,aAAU,CAAC,EAAE,CAAC,GAExG,EAA0B,GAAa,EAAE,aAAU,CAAC;EACtD;CACF,CAAC;AACH"}

package/dist/instant-layer/use-instant-open-fees.d.ts CHANGED Viewed

@@ -1,15 +1,27 @@
 import { ConfigParameter, GetInstantOpenFeesOptions, GetInstantOpenFeesReturnType } from '@symmio/trading-core';
 import { UseQueryResult } from '@tanstack/react-query';
 import { SymmioRequestError } from '../errors/symmio-request-error.js';
+import { UseEstimatedPriceReturnType } from '../estimated-price/use-estimated-price.js';
 /**
  * Parameters for {@link useInstantOpenFees}: the trade intent
- * (`subAccountAddress`, `market`, `positionType`, `initialMargin`,
- * `leverage`, optional `slippage` / pre-fetched data, TanStack `query`
- * overrides) plus an optional `config`.
+ * (`subAccountAddress`, `market`, `positionType`, `initialMargin` **or**
+ * `fund` for a full-balance preview, `leverage`, optional `slippage` /
+ * pre-fetched data, TanStack `query` overrides) plus an optional `config`.
  */
 export type UseInstantOpenFeesParameters = GetInstantOpenFeesOptions & ConfigParameter;
 /** Return type of {@link useInstantOpenFees}. */
-export type UseInstantOpenFeesReturnType = UseQueryResult<GetInstantOpenFeesReturnType, SymmioRequestError>;
+export type UseInstantOpenFeesReturnType = UseQueryResult<GetInstantOpenFeesReturnType, SymmioRequestError> & {
+    /**
+     * Refetch the SDK-managed estimate on the frontend's schedule. Resolves when
+     * the estimate request finishes; use isReady to await fee calculation. A supplied
+     * estimatedOpenPrice still takes precedence over the fetched value.
+     */
+    refetchEstimatedPrice: UseEstimatedPriceReturnType["refetch"];
+    /** Synchronous input error. Display before query.error; dependent queries stay disabled. */
+    validationError: SymmioRequestError | undefined;
+    /** True when all inputs and the current fee preview have settled successfully. */
+    isReady: boolean;
+};
 /**
  * Preview every fee a new instant-open quote pays — separated by leg plus the
  * total — before the user submits. Read-only; nothing is signed.
@@ -17,15 +29,33 @@ export type UseInstantOpenFeesReturnType = UseQueryResult<GetInstantOpenFeesRetu
  * Wraps `getInstantOpenFees`, but **pre-fetches every input through its own
  * cached queries and passes them in as prefills**, so the query function is
  * pure math with zero network hops: market metadata (`useMarkets`) and
- * on-chain fee rates (`useFeeForUser`) are slow-moving and cached for
- * minutes; the mark price rides the shared price stream; the lowcap dry-run
- * estimate uses `useEstimatedPrice` (debounced internally). Previous data is
+ * on-chain fee rates (`useFeeForUser`) and solver info are cached for minutes.
+ * The mark price rides the shared price stream; the lowcap dry-run estimate
+ * uses `useEstimatedPrice` (debounced internally). Previous data is
  * kept while inputs move, so a mark-price tick updates the numbers in place —
  * it never resets the result to a loading state.
  *
- * The result is a `kind`-discriminated union: both kinds carry the platform
- * legs and `totalFee`; an `"enigma"` (lowcap) result adds `openSolverFee`,
- * `closeSolverFee`, and `expectedSettlementLoss`.
+ * The result is a `kind`-discriminated union of the **open-side** legs: both
+ * kinds carry `platformOpenFee`, the sized `quantity`, and `totalFee`; an
+ * `"enigma"` (lowcap) result adds `openSolverFee`, `staticSolverFeeOpen`, and
+ * `expectedSettlementLoss`. Close fees are charged at close from the position
+ * and are deliberately not part of this preview — price them in the close flow
+ * with `useInstantCloseFees`, where the notional and holding time are real.
+ * `totalFee` includes the settlement provision by default; pass
+ * `includeSettlementInTotalFee: false` to sum the fee legs only.
+ *
+ * With `fund` (`FullBalanceFunding`) instead of `initialMargin`, the
+ * preview runs the same probe-and-rescale sizing as the open, so the legs and
+ * `quantity` equal what a full-balance open will actually charge and submit —
+ * the extra inputs it needs (locked-param percents, market quote constraints)
+ * are prefetched here through the same cached queries.
+ *
+ * With `initialMargin` and `availableBalance`, core automatically uses full-balance
+ * sizing when required funding exceeds the raw balance. `data.fundingMode` reports
+ * the effective choice; pass the same inputs to preparation and submission.
+ * Display `validationError ?? error` and check `isReady` before using the fees
+ * for the current input. Input errors are synchronous, including offline.
+ * A disabled hook or empty input remains idle without input validation.
  *
  * @example
  * ```tsx

package/dist/instant-layer/use-instant-open-fees.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"use-instant-open-fees.d.ts","sourceRoot":"","sources":["../../src/instant-layer/use-instant-open-fees.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,KAAK,eAAe,EACpB,KAAK,yBAAyB,EAC9B,KAAK,4BAA4B,EAClC,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAY,KAAK,cAAc,EAAE,MAAM,uBAAuB,CAAC;AAEtE,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAC;AACzE,OAAO,KAAK,EAAE,2BAA2B,EAAE,MAAM,wCAAwC,CAAC;AAG1F;;;;;GAKG;AACH,MAAM,MAAM,4BAA4B,GAAG,yBAAyB,GAAG,eAAe,CAAC;AAEvF,iDAAiD;AACjD,MAAM,MAAM,4BAA4B,GAAG,cAAc,CAAC,4BAA4B,EAAE,kBAAkB,CAAC,GAAG;IAC5G;;;;OAIG;IACH,qBAAqB,EAAE,2BAA2B,CAAC,SAAS,CAAC,CAAC;IAC9D,4FAA4F;IAC5F,eAAe,EAAE,kBAAkB,GAAG,SAAS,CAAC;IAChD,kFAAkF;IAClF,OAAO,EAAE,OAAO,CAAC;CAClB,CAAC;AAEF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8CG;AACH,wBAAgB,kBAAkB,CAAC,UAAU,EAAE,4BAA4B,GAAG,4BAA4B,CA4BzG"}

package/dist/instant-layer/use-instant-open-fees.js CHANGED Viewed

@@ -1,111 +1,36 @@
 "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 { useEstimatedPrice as r } from "../estimated-price/use-estimated-price.js";
-import { useFeeForUser as i } from "../fees/use-fee-for-user.js";
-import { useMarkets as a } from "../markets/use-markets.js";
-import { usePriceByName as o } from "../price-service/use-price-by-name.js";
-import { PositionType as s, calculateTradeParams as c, getInstantOpenFeesQueryOptions as l } from "@symmio/trading-core";
-import { useMemo as u } from "react";
-import { useQuery as d } from "@tanstack/react-query";
+import { normalizeSymmError as e } from "../errors/normalize-symm-error.js";
+import { useInstantOpenInputs as t } from "./use-instant-open-inputs.js";
+import { getInstantOpenFeesQueryOptions as n } from "@symmio/trading-core";
+import { useQuery as r } from "@tanstack/react-query";
 //#region src/instant-layer/use-instant-open-fees.ts
-function f(f) {
-	let p = t(f), m = e(), h = f.chainId ?? m, { subAccountAddress: g, market: _, positionType: v, initialMargin: y, leverage: b, slippage: x, solverId: S } = f, C = (f.query?.enabled ?? !0) && y.length > 0, w = p.getSolver({
-		chainId: h,
-		solverId: S
-	}).id === "enigma", T = a({
-		config: f.config,
-		chainId: h,
-		solverId: S,
+function i(i) {
+	let a = t(i, "fees", i.query?.enabled !== !1), o = n(a.config, {
+		...i,
+		...a.prefills,
 		query: {
-			enabled: C,
-			staleTime: 3e5
+			...i.query,
+			enabled: a.ready,
+			placeholderData: (e) => a.validationError === void 0 ? e : void 0
 		}
-	}).data?.find((e) => e.symbolId === _.id), E = _.name ?? T?.name, D = _.pricePrecision ?? T?.pricePrecision, O = _.quantityPrecision ?? T?.quantityPrecision, k = _.hedgerFeeOpen ?? T?.hedgerFeeOpen, A = _.hedgerFeeClose ?? T?.hedgerFeeClose, j = T?.kind === "enigma" ? T : void 0, M = _.hedgerFeeCloseEarlyRate ?? j?.hedgerFeeCloseEarlyRate ?? A, N = _.hedgerFeeCloseEarlyThreshold ?? j?.hedgerFeeCloseEarlyThreshold ?? 0, P = _.hedgerFeeCloseStandardThreshold ?? j?.hedgerFeeCloseStandardThreshold ?? 0, F = i({
-		config: f.config,
-		chainId: h,
-		user: g,
-		symbolId: BigInt(_.id),
-		query: {
-			enabled: C && f.feeRates === void 0,
-			staleTime: 3e5
-		}
-	}), I = f.feeRates ?? F.data, L = o({
-		name: E,
-		solverId: S,
-		enabled: C && f.markPrice === void 0
-	}), R = f.markPrice ?? L.markPrice ?? void 0, z = u(() => !C || !w || R === void 0 || D === void 0 || O === void 0 ? "" : c({
-		markPrice: R,
-		slippage: 0,
-		positionType: v,
-		userInput: y,
-		inputField: "PRICE",
-		leverage: b,
-		pricePrecision: D,
-		quantityPrecision: O
-	})?.quantity ?? "", [
-		C,
-		w,
-		R,
-		D,
-		O,
-		v,
-		y,
-		b
-	]), B = R === void 0 ? "" : String(Number(R) * (v === s.SHORT ? .5 : 1.5)), V = r({
-		config: f.config,
-		chainId: h,
-		solverId: S,
-		symbolId: _.id,
-		quantity: z,
-		positionType: v,
-		entry: "open",
-		price: B,
-		query: {
-			enabled: C && w && f.estimatedOpenPrice === void 0 && z.length > 0,
-			staleTime: 3e4
-		}
-	}), H = w ? f.estimatedOpenPrice ?? V.data?.estimatedPrice ?? "0" : void 0, U = !w || f.estimatedOpenPrice !== void 0 || V.isFetched || V.isError, W = C && E !== void 0 && D !== void 0 && O !== void 0 && I !== void 0 && R !== void 0 && (!w || k !== void 0 && A !== void 0) && U, G = l(p, {
-		subAccountAddress: g,
-		solverId: S,
-		chainId: h,
-		market: {
-			id: _.id,
-			name: E,
-			pricePrecision: D,
-			quantityPrecision: O,
-			hedgerFeeOpen: k,
-			hedgerFeeClose: A,
-			hedgerFeeCloseEarlyRate: M,
-			hedgerFeeCloseEarlyThreshold: N,
-			hedgerFeeCloseStandardThreshold: P
-		},
-		positionType: v,
-		initialMargin: y,
-		leverage: b,
-		slippage: x,
-		markPrice: R,
-		feeRates: I,
-		estimatedOpenPrice: H,
-		query: {
-			...f.query,
-			enabled: W,
-			placeholderData: (e) => e
-		}
-	});
-	return d({
-		...G,
+	}), s = r({
+		...o,
 		queryFn: async () => {
 			try {
-				return await G.queryFn();
-			} catch (e) {
-				throw n(e);
+				return await o.queryFn();
+			} catch (t) {
+				throw e(t);
 			}
 		}
 	});
+	return {
+		...s,
+		refetchEstimatedPrice: a.refetchEstimatedPrice,
+		validationError: a.validationError,
+		isReady: a.ready && s.isSuccess && !s.isFetching && !s.isPlaceholderData
+	};
 }
 //#endregion
-export { f as useInstantOpenFees };
+export { i as useInstantOpenFees };
 //# sourceMappingURL=use-instant-open-fees.js.map

package/dist/instant-layer/use-instant-open-fees.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"use-instant-open-fees.js","names":[],"sources":["../../src/instant-layer/use-instant-open-fees.ts"],"sourcesContent":["\"use client\";\n\nimport {\n calculateTradeParams,\n getInstantOpenFeesQueryOptions,\n PositionType,\n type ConfigParameter,\n type GetInstantOpenFeesOptions,\n type GetInstantOpenFeesReturnType,\n} from \"@symmio/trading-core\";\nimport { useQuery, type UseQueryResult } from \"@tanstack/react-query\";\nimport { useMemo } from \"react\";\nimport { normalizeSymmError } from \"../errors/normalize-symm-error\";\nimport type { SymmioRequestError } from \"../errors/symmio-request-error\";\nimport { useEstimatedPrice } from \"../estimated-price/use-estimated-price\";\nimport { useFeeForUser } from \"../fees/use-fee-for-user\";\nimport { useMarkets } from \"../markets/use-markets\";\nimport { usePriceByName } from \"../price-service/use-price-by-name\";\nimport { useSymmioChainId } from \"../provider/use-symmio-chain-id\";\nimport { useSymmioConfig } from \"../provider/use-symmio-config\";\n\n/*\n Parameters for {@link useInstantOpenFees}: the trade intent\n * (`subAccountAddress`, `market`, `positionType`, `initialMargin`,\n * `leverage`, optional `slippage` / pre-fetched data, TanStack `query`\n * overrides) plus an optional `config`.\n /\nexport type UseInstantOpenFeesParameters = GetInstantOpenFeesOptions & ConfigParameter;\n\n/* Return type of {@link useInstantOpenFees}. /\nexport type UseInstantOpenFeesReturnType = UseQueryResult<GetInstantOpenFeesReturnType, SymmioRequestError>;\n\n/\n Preview every fee a new instant-open quote pays — separated by leg plus the\n * total — before the user submits. Read-only; nothing is signed.\n \n Wraps `getInstantOpenFees`, but *pre-fetches every input through its own\n cached queries and passes them in as prefills*, so the query function is\n pure math with zero network hops: market metadata (`useMarkets`) and\n * on-chain fee rates (`useFeeForUser`) are slow-moving and cached for\n * minutes; the mark price rides the shared price stream; the lowcap dry-run\n * estimate uses `useEstimatedPrice` (debounced internally). Previous data is\n * kept while inputs move, so a mark-price tick updates the numbers in place —\n * it never resets the result to a loading state.\n \n The result is a `kind`-discriminated union: both kinds carry the platform\n * legs and `totalFee`; an `\"enigma\"` (lowcap) result adds `openSolverFee`,\n * `closeSolverFee`, and `expectedSettlementLoss`.\n \n @example\n * ```tsx\n * const { data: fees } = useInstantOpenFees({\n * subAccountAddress,\n * market: { id: symbolId },\n * positionType,\n * initialMargin,\n * leverage,\n * });\n * // fees?.totalFee; fees?.kind === \"enigma\" && fees.expectedSettlementLoss\n * ```\n /\nexport function useInstantOpenFees(parameters: UseInstantOpenFeesParameters): UseInstantOpenFeesReturnType {\n const config = useSymmioConfig(parameters);\n const contextChainId = useSymmioChainId();\n const chainId = parameters.chainId ?? contextChainId;\n const { subAccountAddress, market, positionType, initialMargin, leverage, slippage, solverId } = parameters;\n const enabled = (parameters.query?.enabled ?? true) && initialMargin.length > 0;\n\n /* The dry-run estimate exists only on lowcap (Enigma) solvers. /\n const isLowcap = config.getSolver({ chainId, solverId }).id === \"enigma\";\n\n // Market metadata — slow-moving; dedupes with any other useMarkets on the page.\n const marketsQuery = useMarkets({\n config: parameters.config,\n chainId,\n solverId,\n query: { enabled, staleTime: 300_000 },\n });\n const resolvedMarket = marketsQuery.data?.find((entry) => entry.symbolId === market.id);\n const marketName = market.name ?? resolvedMarket?.name;\n const pricePrecision = market.pricePrecision ?? resolvedMarket?.pricePrecision;\n const quantityPrecision = market.quantityPrecision ?? resolvedMarket?.quantityPrecision;\n const hedgerFeeOpen = market.hedgerFeeOpen ?? resolvedMarket?.hedgerFeeOpen;\n const hedgerFeeClose = market.hedgerFeeClose ?? resolvedMarket?.hedgerFeeClose;\n\n // Time-decaying close-fee rates ride the same `useMarkets` read — they are\n // Enigma-only fields on `EnigmaMarket`, so narrow on `kind` before reading.\n const resolvedEnigmaMarket = resolvedMarket?.kind === \"enigma\" ? resolvedMarket : undefined;\n const hedgerFeeCloseEarlyRate =\n market.hedgerFeeCloseEarlyRate ?? resolvedEnigmaMarket?.hedgerFeeCloseEarlyRate ?? hedgerFeeClose;\n const hedgerFeeCloseEarlyThreshold =\n market.hedgerFeeCloseEarlyThreshold ?? resolvedEnigmaMarket?.hedgerFeeCloseEarlyThreshold ?? 0;\n const hedgerFeeCloseStandardThreshold =\n market.hedgerFeeCloseStandardThreshold ?? resolvedEnigmaMarket?.hedgerFeeCloseStandardThreshold ?? 0;\n\n // On-chain platform fee rates — contract state, changes rarely; cached hard.\n const feeQuery = useFeeForUser({\n config: parameters.config,\n chainId,\n user: subAccountAddress,\n symbolId: BigInt(market.id),\n query: { enabled: enabled && parameters.feeRates === undefined, staleTime: 300_000 },\n });\n const feeRates = parameters.feeRates ?? feeQuery.data;\n\n // Mark price — caller's cache-hot value wins; otherwise the shared stream.\n const priceQuery = usePriceByName({\n name: marketName,\n solverId,\n enabled: enabled && parameters.markPrice === undefined,\n });\n const markPrice = parameters.markPrice ?? priceQuery.markPrice ?? undefined;\n\n // Lowcap dry-run estimate: mark-sized quantity, wide fixed request bound so\n // the solver's price gate never rejects the question. Debounced internally.\n const estimateQuantity = useMemo(() => {\n if (!enabled \|\| !isLowcap \|\| markPrice === undefined) return \"\";\n if (pricePrecision === undefined \|\| quantityPrecision === undefined) return \"\";\n const sized = calculateTradeParams({\n markPrice,\n slippage: 0,\n positionType,\n userInput: initialMargin,\n inputField: \"PRICE\",\n leverage,\n pricePrecision,\n quantityPrecision,\n });\n return sized?.quantity ?? \"\";\n }, [enabled, isLowcap, markPrice, pricePrecision, quantityPrecision, positionType, initialMargin, leverage]);\n const estimateRequestPrice =\n markPrice !== undefined ? String(Number(markPrice) (positionType === PositionType.SHORT ? 0.5 : 1.5)) : \"\";\n const estimateQuery = useEstimatedPrice({\n config: parameters.config,\n chainId,\n solverId,\n symbolId: market.id,\n quantity: estimateQuantity,\n positionType,\n entry: \"open\",\n price: estimateRequestPrice,\n query: {\n enabled: enabled && isLowcap && parameters.estimatedOpenPrice === undefined && estimateQuantity.length > 0,\n staleTime: 30_000,\n },\n });\n // `\"0\"` is the action's \"no usable estimate\" sentinel: it suppresses the\n // action's own fetch (the input IS supplied) and yields a zero settlement\n // provision — so a solver outage never puts network calls back in queryFn.\n const estimatedOpenPrice = !isLowcap\n ? undefined\n : (parameters.estimatedOpenPrice ?? estimateQuery.data?.estimatedPrice ?? \"0\");\n const estimateSettled =\n !isLowcap \|\| parameters.estimatedOpenPrice !== undefined \|\| estimateQuery.isFetched \|\| estimateQuery.isError;\n\n // Every prefill present → the query function is pure math, zero fetches.\n const ready =\n enabled &&\n marketName !== undefined &&\n pricePrecision !== undefined &&\n quantityPrecision !== undefined &&\n feeRates !== undefined &&\n markPrice !== undefined &&\n (!isLowcap \|\| (hedgerFeeOpen !== undefined && hedgerFeeClose !== undefined)) &&\n estimateSettled;\n\n const options = getInstantOpenFeesQueryOptions(config, {\n subAccountAddress,\n solverId,\n chainId,\n market: {\n id: market.id,\n name: marketName,\n pricePrecision,\n quantityPrecision,\n hedgerFeeOpen,\n hedgerFeeClose,\n hedgerFeeCloseEarlyRate,\n hedgerFeeCloseEarlyThreshold,\n hedgerFeeCloseStandardThreshold,\n },\n positionType,\n initialMargin,\n leverage,\n slippage,\n markPrice,\n feeRates,\n estimatedOpenPrice,\n query: {\n ...parameters.query,\n enabled: ready,\n // Inputs (mark price, estimate) tick often; keep showing the previous\n // numbers while the pure recompute runs instead of flashing a loader.\n placeholderData: (previous: GetInstantOpenFeesReturnType \| undefined) => previous,\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 UseInstantOpenFeesReturnType;\n}\n"],"mappings":";;;;;;;;;;;;AA6DA,SAAgB,EAAmB,GAAwE;CACzG,IAAM,IAAS,EAAgB,CAAU,GACnC,IAAiB,EAAiB,GAClC,IAAU,EAAW,WAAW,GAChC,EAAE,sBAAmB,WAAQ,iBAAc,kBAAe,aAAU,aAAU,gBAAa,GAC3F,KAAW,EAAW,OAAO,WAAW,OAAS,EAAc,SAAS,GAGxE,IAAW,EAAO,UAAU;EAAE;EAAS;CAAS,CAAC,EAAE,OAAO,UAS1D,IANe,EAAW;EAC9B,QAAQ,EAAW;EACnB;EACA;EACA,OAAO;GAAE;GAAS,WAAW;EAAQ;CACvC,CACuB,EAAa,MAAM,MAAM,MAAU,EAAM,aAAa,EAAO,EAAE,GAChF,IAAa,EAAO,QAAQ,GAAgB,MAC5C,IAAiB,EAAO,kBAAkB,GAAgB,gBAC1D,IAAoB,EAAO,qBAAqB,GAAgB,mBAChE,IAAgB,EAAO,iBAAiB,GAAgB,eACxD,IAAiB,EAAO,kBAAkB,GAAgB,gBAI1D,IAAuB,GAAgB,SAAS,WAAW,IAAiB,KAAA,GAC5E,IACJ,EAAO,2BAA2B,GAAsB,2BAA2B,GAC/E,IACJ,EAAO,gCAAgC,GAAsB,gCAAgC,GACzF,IACJ,EAAO,mCAAmC,GAAsB,mCAAmC,GAG/F,IAAW,EAAc;EAC7B,QAAQ,EAAW;EACnB;EACA,MAAM;EACN,UAAU,OAAO,EAAO,EAAE;EAC1B,OAAO;GAAE,SAAS,KAAW,EAAW,aAAa,KAAA;GAAW,WAAW;EAAQ;CACrF,CAAC,GACK,IAAW,EAAW,YAAY,EAAS,MAG3C,IAAa,EAAe;EAChC,MAAM;EACN;EACA,SAAS,KAAW,EAAW,cAAc,KAAA;CAC/C,CAAC,GACK,IAAY,EAAW,aAAa,EAAW,aAAa,KAAA,GAI5D,IAAmB,QACnB,CAAC,KAAW,CAAC,KAAY,MAAc,KAAA,KACvC,MAAmB,KAAA,KAAa,MAAsB,KAAA,IAAkB,KAC9D,EAAqB;EACjC;EACA,UAAU;EACV;EACA,WAAW;EACX,YAAY;EACZ;EACA;EACA;CACF,CACO,GAAO,YAAY,IACzB;EAAC;EAAS;EAAU;EAAW;EAAgB;EAAmB;EAAc;EAAe;CAAQ,CAAC,GACrG,IACJ,MAAc,KAAA,IAA4F,KAAhF,OAAO,OAAO,CAAS,KAAK,MAAiB,EAAa,QAAQ,KAAM,IAAI,GAClG,IAAgB,EAAkB;EACtC,QAAQ,EAAW;EACnB;EACA;EACA,UAAU,EAAO;EACjB,UAAU;EACV;EACA,OAAO;EACP,OAAO;EACP,OAAO;GACL,SAAS,KAAW,KAAY,EAAW,uBAAuB,KAAA,KAAa,EAAiB,SAAS;GACzG,WAAW;EACb;CACF,CAAC,GAIK,IAAsB,IAEvB,EAAW,sBAAsB,EAAc,MAAM,kBAAkB,MADxE,KAAA,GAEE,IACJ,CAAC,KAAY,EAAW,uBAAuB,KAAA,KAAa,EAAc,aAAa,EAAc,SAGjG,IACJ,KACA,MAAe,KAAA,KACf,MAAmB,KAAA,KACnB,MAAsB,KAAA,KACtB,MAAa,KAAA,KACb,MAAc,KAAA,MACb,CAAC,KAAa,MAAkB,KAAA,KAAa,MAAmB,KAAA,MACjE,GAEI,IAAU,EAA+B,GAAQ;EACrD;EACA;EACA;EACA,QAAQ;GACN,IAAI,EAAO;GACX,MAAM;GACN;GACA;GACA;GACA;GACA;GACA;GACA;EACF;EACA;EACA;EACA;EACA;EACA;EACA;EACA;EACA,OAAO;GACL,GAAG,EAAW;GACd,SAAS;GAGT,kBAAkB,MAAuD;EAC3E;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"}
1	+ {"version":3,"file":"use-instant-open-fees.js","names":[],"sources":["../../src/instant-layer/use-instant-open-fees.ts"],"sourcesContent":["\"use client\";\n\nimport {\n getInstantOpenFeesQueryOptions,\n type ConfigParameter,\n type GetInstantOpenFeesOptions,\n type GetInstantOpenFeesReturnType,\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 type { UseEstimatedPriceReturnType } from \"../estimated-price/use-estimated-price\";\nimport { useInstantOpenInputs } from \"./use-instant-open-inputs\";\n\n/*\n Parameters for {@link useInstantOpenFees}: the trade intent\n * (`subAccountAddress`, `market`, `positionType`, `initialMargin` or\n * `fund` for a full-balance preview, `leverage`, optional `slippage` /\n * pre-fetched data, TanStack `query` overrides) plus an optional `config`.\n /\nexport type UseInstantOpenFeesParameters = GetInstantOpenFeesOptions & ConfigParameter;\n\n/* Return type of {@link useInstantOpenFees}. /\nexport type UseInstantOpenFeesReturnType = UseQueryResult<GetInstantOpenFeesReturnType, SymmioRequestError> & {\n /\n Refetch the SDK-managed estimate on the frontend's schedule. Resolves when\n * the estimate request finishes; use isReady to await fee calculation. A supplied\n * estimatedOpenPrice still takes precedence over the fetched value.\n /\n refetchEstimatedPrice: UseEstimatedPriceReturnType[\"refetch\"];\n /* Synchronous input error. Display before query.error; dependent queries stay disabled. /\n validationError: SymmioRequestError \| undefined;\n /* True when all inputs and the current fee preview have settled successfully. /\n isReady: boolean;\n};\n\n/\n Preview every fee a new instant-open quote pays — separated by leg plus the\n * total — before the user submits. Read-only; nothing is signed.\n \n Wraps `getInstantOpenFees`, but *pre-fetches every input through its own\n cached queries and passes them in as prefills*, so the query function is\n pure math with zero network hops: market metadata (`useMarkets`) and\n * on-chain fee rates (`useFeeForUser`) and solver info are cached for minutes.\n * The mark price rides the shared price stream; the lowcap dry-run estimate\n * uses `useEstimatedPrice` (debounced internally). Previous data is\n * kept while inputs move, so a mark-price tick updates the numbers in place —\n * it never resets the result to a loading state.\n \n The result is a `kind`-discriminated union of the open-side legs: both\n * kinds carry `platformOpenFee`, the sized `quantity`, and `totalFee`; an\n * `\"enigma\"` (lowcap) result adds `openSolverFee`, `staticSolverFeeOpen`, and\n * `expectedSettlementLoss`. Close fees are charged at close from the position\n * and are deliberately not part of this preview — price them in the close flow\n * with `useInstantCloseFees`, where the notional and holding time are real.\n * `totalFee` includes the settlement provision by default; pass\n * `includeSettlementInTotalFee: false` to sum the fee legs only.\n \n With `fund` (`FullBalanceFunding`) instead of `initialMargin`, the\n * preview runs the same probe-and-rescale sizing as the open, so the legs and\n * `quantity` equal what a full-balance open will actually charge and submit —\n * the extra inputs it needs (locked-param percents, market quote constraints)\n * are prefetched here through the same cached queries.\n \n With `initialMargin` and `availableBalance`, core automatically uses full-balance\n * sizing when required funding exceeds the raw balance. `data.fundingMode` reports\n * the effective choice; pass the same inputs to preparation and submission.\n * Display `validationError ?? error` and check `isReady` before using the fees\n * for the current input. Input errors are synchronous, including offline.\n * A disabled hook or empty input remains idle without input validation.\n \n @example\n * ```tsx\n * const { data: fees } = useInstantOpenFees({\n * subAccountAddress,\n * market: { id: symbolId },\n * positionType,\n * initialMargin,\n * leverage,\n * });\n * // fees?.totalFee; fees?.kind === \"enigma\" && fees.expectedSettlementLoss\n * ```\n */\nexport function useInstantOpenFees(parameters: UseInstantOpenFeesParameters): UseInstantOpenFeesReturnType {\n const inputs = useInstantOpenInputs(parameters, \"fees\", parameters.query?.enabled !== false);\n const options = getInstantOpenFeesQueryOptions(inputs.config, {\n ...parameters,\n ...inputs.prefills,\n query: {\n ...parameters.query,\n enabled: inputs.ready,\n placeholderData: (previous) => (inputs.validationError === undefined ? previous : undefined),\n },\n });\n const query = useQuery({\n ...options,\n queryFn: async () => {\n try {\n return await options.queryFn();\n } catch (err) {\n throw normalizeSymmError(err);\n }\n },\n }) as UseQueryResult<GetInstantOpenFeesReturnType, SymmioRequestError>;\n\n return {\n ...query,\n refetchEstimatedPrice: inputs.refetchEstimatedPrice,\n validationError: inputs.validationError,\n isReady: inputs.ready && query.isSuccess && !query.isFetching && !query.isPlaceholderData,\n };\n}\n"],"mappings":";;;;;;AAmFA,SAAgB,EAAmB,GAAwE;CACzG,IAAM,IAAS,EAAqB,GAAY,QAAQ,EAAW,OAAO,YAAY,EAAK,GACrF,IAAU,EAA+B,EAAO,QAAQ;EAC5D,GAAG;EACH,GAAG,EAAO;EACV,OAAO;GACL,GAAG,EAAW;GACd,SAAS,EAAO;GAChB,kBAAkB,MAAc,EAAO,oBAAoB,KAAA,IAAY,IAAW,KAAA;EACpF;CACF,CAAC,GACK,IAAQ,EAAS;EACrB,GAAG;EACH,SAAS,YAAY;GACnB,IAAI;IACF,OAAO,MAAM,EAAQ,QAAQ;GAC/B,SAAS,GAAK;IACZ,MAAM,EAAmB,CAAG;GAC9B;EACF;CACF,CAAC;CAED,OAAO;EACL,GAAG;EACH,uBAAuB,EAAO;EAC9B,iBAAiB,EAAO;EACxB,SAAS,EAAO,SAAS,EAAM,aAAa,CAAC,EAAM,cAAc,CAAC,EAAM;CAC1E;AACF"}

package/dist/instant-layer/use-instant-open-inputs.d.ts ADDED Viewed

@@ -0,0 +1,37 @@
+import { ConfigParameter, GetInstantOpenFeesParameters } from '@symmio/trading-core';
+/** Shared input orchestration for preparation and fee previews; calculations stay in core. */
+export declare function useInstantOpenInputs(parameters: GetInstantOpenFeesParameters & ConfigParameter, purpose: "prepare" | "fees", queryEnabled?: boolean): {
+    config: import('@symmio/trading-core').Config;
+    validationError: import('../index.js').SymmioRequestError | undefined;
+    ready: boolean;
+    refetchEstimatedPrice: (options?: import('@tanstack/query-core').RefetchOptions) => Promise<import('@tanstack/query-core').QueryObserverResult<import('@symmio/trading-core').GetEstimatedPriceReturnType, import('../index.js').SymmioRequestError>>;
+    estimatedOpenPriceTimestamp: number | undefined;
+    prefills: {
+        chainId: number;
+        market: {
+            id: number;
+            name: string | undefined;
+            pricePrecision: number | undefined;
+            quantityPrecision: number | undefined;
+            minOpenSolverFeeCap: string | undefined;
+            minCloseSolverFeeCap: string | undefined;
+            hedgerFeeOpen: string | undefined;
+            hedgerFeeClose: string | undefined;
+            hedgerFeeCloseEarlyRate: string | undefined;
+            hedgerFeeCloseEarlyThreshold: number;
+            hedgerFeeCloseStandardThreshold: number;
+            minAcceptablePortionLf: string | undefined;
+            minAcceptableQuoteValue: string | undefined;
+            maxNotionalValue: number | undefined;
+            minNotionalValue: string | undefined;
+            maxQuantity: string | undefined;
+            lotSize: string | undefined;
+        };
+        markPrice: string | undefined;
+        feeRates: import('@symmio/trading-core').FeeForUser | undefined;
+        lockedParamPercent: import('@symmio/trading-core').SolverLockedParams | undefined;
+        solverInfo: import('@symmio/trading-core').EnigmaSolverInfo | undefined;
+        estimatedOpenPrice: string | null | undefined;
+    };
+};
+//# sourceMappingURL=use-instant-open-inputs.d.ts.map

package/dist/instant-layer/use-instant-open-inputs.d.ts.map ADDED Viewed

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