@the-situation/core 0.5.0-alpha.0

package/dist/distributions/distribution.d.ts

@@ -0,0 +1,60 @@
+/**
+ * Generic distribution interface.
+ *
+ * Defines the contract that all distribution types must satisfy
+ * for use in collateral computation, trade planning, and contract interaction.
+ *
+ * @module
+ */
+import type { SQ128x128 } from '../math/sq128';
+/**
+ * Generic distribution interface parameterised by its raw DTO shape.
+ *
+ * Every concrete distribution (Normal, LogNormal, ...) implements this so
+ * that collateral, starknet, and SDK packages can program against the
+ * interface without knowing the concrete type.
+ *
+ * @typeParam TRaw - The raw DTO type used for serialization/deserialization
+ */
+export interface Distribution<TRaw> {
+    /** The mean of the distribution. */
+    readonly mean: SQ128x128;
+    /** The variance of the distribution. */
+    readonly variance: SQ128x128;
+    /** The standard deviation (sigma). */
+    readonly sigma: SQ128x128;
+    /**
+     * Evaluates the probability density function at point x.
+     *
+     * @param x - The point at which to evaluate
+     * @returns The PDF value, or null if computation fails
+     */
+    pdf(x: SQ128x128): SQ128x128 | null;
+    /**
+     * Evaluates the first derivative of the PDF at point x.
+     *
+     * @param x - The point at which to evaluate
+     * @returns The derivative value, or null if computation fails
+     */
+    pdfDerivative(x: SQ128x128): SQ128x128 | null;
+    /**
+     * Evaluates the second derivative of the PDF at point x.
+     *
+     * @param x - The point at which to evaluate
+     * @returns The second derivative value, or null if computation fails
+     */
+    pdfSecondDerivative(x: SQ128x128): SQ128x128 | null;
+    /**
+     * Returns true if this is a degenerate (point mass) distribution.
+     */
+    isDegenerate(): boolean;
+    /**
+     * Returns true if this distribution is identical to another.
+     */
+    isIdentical(other: Distribution<TRaw>): boolean;
+    /**
+     * Converts to the raw DTO for Starknet serialization.
+     */
+    toRaw(): TRaw;
+}
+//# sourceMappingURL=distribution.d.ts.map

package/dist/distributions/distribution.d.ts.map

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package/dist/distributions/distribution.js

@@ -0,0 +1,10 @@
+/**
+ * Generic distribution interface.
+ *
+ * Defines the contract that all distribution types must satisfy
+ * for use in collateral computation, trade planning, and contract interaction.
+ *
+ * @module
+ */
+export {};
+//# sourceMappingURL=distribution.js.map

package/dist/distributions/distribution.js.map

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package/dist/distributions/normal-distribution.d.ts

@@ -0,0 +1,125 @@
+/**
+ * Normal distribution type for prediction market pricing.
+ *
+ * Represents a Gaussian distribution N(μ, σ²) with fixed-point arithmetic.
+ *
+ * ## Invariants
+ * - variance >= 0
+ * - sigma = sqrt(variance) (computed at construction)
+ *
+ * @module
+ */
+import { SQ128x128 } from '../math/sq128';
+import type { SQ128x128Raw } from '../math/sq128-raw';
+/**
+ * Raw representation for serialization.
+ */
+export interface NormalDistributionRaw {
+    readonly mean: SQ128x128Raw;
+    readonly variance: SQ128x128Raw;
+    readonly sigma: SQ128x128Raw;
+}
+/**
+ * A normal (Gaussian) distribution with fixed-point parameters.
+ *
+ * Immutable: all fields are readonly.
+ */
+export declare class NormalDistribution {
+    /** The mean (μ) of the distribution */
+    readonly mean: SQ128x128;
+    /** The variance (σ²) of the distribution */
+    readonly variance: SQ128x128;
+    /** The standard deviation (σ = √variance) */
+    readonly sigma: SQ128x128;
+    private constructor();
+    /**
+     * Creates a normal distribution, computing sigma from variance.
+     *
+     * @param mean - The mean of the distribution
+     * @param variance - The variance (must be >= 0)
+     * @returns The distribution, or null if variance < 0
+     */
+    static create(mean: SQ128x128, variance: SQ128x128): NormalDistribution | null;
+    /**
+     * Creates a normal distribution with a precomputed sigma.
+     *
+     * Use this when sigma has already been computed (e.g., from contract state)
+     * to avoid redundant sqrt computation.
+     *
+     * @param mean - The mean
+     * @param variance - The variance (must be >= 0)
+     * @param sigma - The precomputed sigma (must be >= 0, and sigma² ≈ variance)
+     * @returns The distribution, or null if invalid
+     */
+    static withSigma(mean: SQ128x128, variance: SQ128x128, sigma: SQ128x128): NormalDistribution | null;
+    /**
+     * Creates from a raw representation.
+     *
+     * @param raw - The raw representation
+     * @returns The distribution, or null if invalid
+     */
+    static fromRaw(raw: NormalDistributionRaw): NormalDistribution | null;
+    /**
+     * Converts to a raw representation for serialization.
+     */
+    toRaw(): NormalDistributionRaw;
+    /**
+     * Returns true if this is a degenerate (point mass) distribution.
+     *
+     * A degenerate distribution has zero variance, representing
+     * a certain outcome at the mean value.
+     */
+    isDegenerate(): boolean;
+    /**
+     * Returns the standard deviation (sigma).
+     *
+     * This is a convenience accessor; use `.sigma` for direct access.
+     */
+    stdDev(): SQ128x128;
+    /**
+     * Computes the probability density function (PDF) at point x.
+     *
+     * φ(x; μ, σ) = (1/σ) * (1/√(2π)) * exp(-z²/2)
+     * where z = (x - μ) / σ
+     *
+     * For degenerate distributions (σ = 0), returns ZERO.
+     *
+     * @param x - The point at which to evaluate the PDF
+     * @returns The PDF value, or null if computation fails
+     */
+    pdf(x: SQ128x128): SQ128x128 | null;
+    /**
+     * Computes the first derivative of the PDF at point x.
+     *
+     * φ'(x; μ, σ) = -((x - μ) / σ²) * φ(x; μ, σ)
+     *
+     * For degenerate distributions (σ = 0), returns ZERO.
+     *
+     * @param x - The point at which to evaluate the derivative
+     * @returns The derivative value, or null if computation fails
+     */
+    pdfDerivative(x: SQ128x128): SQ128x128 | null;
+    /**
+     * Computes the second derivative of the PDF at point x.
+     *
+     * φ''(x; μ, σ) = (((x - μ)² / σ⁴) - (1 / σ²)) * φ(x; μ, σ)
+     *
+     * For degenerate distributions (σ = 0), returns ZERO.
+     *
+     * @param x - The point at which to evaluate the second derivative
+     * @returns The second derivative value, or null if computation fails
+     */
+    pdfSecondDerivative(x: SQ128x128): SQ128x128 | null;
+    /**
+     * Checks if two distributions are identical (same mean AND same variance).
+     *
+     * When f = g, d(x) = g(x) - f(x) = 0 everywhere, so:
+     * - Any point is a valid minimum
+     * - Required collateral = 0
+     *
+     * @param other - The other distribution to compare
+     * @returns True if the distributions are identical
+     */
+    isIdentical(other: NormalDistribution): boolean;
+}
+//# sourceMappingURL=normal-distribution.d.ts.map

package/dist/distributions/normal-distribution.d.ts.map

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package/dist/distributions/normal-distribution.js

@@ -0,0 +1,310 @@
+/**
+ * Normal distribution type for prediction market pricing.
+ *
+ * Represents a Gaussian distribution N(μ, σ²) with fixed-point arithmetic.
+ *
+ * ## Invariants
+ * - variance >= 0
+ * - sigma = sqrt(variance) (computed at construction)
+ *
+ * @module
+ */
+import { INV_SQRT_2PI, ONE, SQ128x128, ZERO } from '../math/sq128';
+/** Cached constant for sqrt computation */
+const TWO = SQ128x128.fromNumber(2);
+const EPSILON = SQ128x128.fromNumber(1e-15);
+const MAX_SQRT_ITERATIONS = 50;
+/**
+ * Performs a single Newton-Raphson iteration for sqrt.
+ *
+ * @returns The next guess, or null on arithmetic failure
+ */
+function sqrtIteration(x, guess) {
+    const quotient = x.div(guess);
+    if (!quotient) {
+        return null;
+    }
+    const sum = guess.add(quotient);
+    if (!sum) {
+        return null;
+    }
+    return sum.div(TWO);
+}
+/**
+ * Checks if the sqrt iteration has converged.
+ */
+function sqrtConverged(current, next) {
+    const diff = next.sub(current);
+    if (!diff) {
+        return true;
+    }
+    return diff.abs().lt(EPSILON);
+}
+/**
+ * Computes an approximation of sqrt(x) using Newton-Raphson.
+ *
+ * @param x - The value to take the square root of
+ * @returns The square root, or null if x < 0
+ */
+function sqrt(x) {
+    if (x.isNegative()) {
+        return null;
+    }
+    if (x.isZero()) {
+        return ZERO;
+    }
+    // Initial guess: x/2 or 1 if x < 2
+    let guess = x.gt(TWO) ? x.div(TWO) : ONE;
+    if (!guess) {
+        return null;
+    }
+    for (let i = 0; i < MAX_SQRT_ITERATIONS; i++) {
+        const nextGuess = sqrtIteration(x, guess);
+        if (!nextGuess) {
+            return null;
+        }
+        if (sqrtConverged(guess, nextGuess)) {
+            return nextGuess;
+        }
+        guess = nextGuess;
+    }
+    return guess;
+}
+/**
+ * A normal (Gaussian) distribution with fixed-point parameters.
+ *
+ * Immutable: all fields are readonly.
+ */
+export class NormalDistribution {
+    /** The mean (μ) of the distribution */
+    mean;
+    /** The variance (σ²) of the distribution */
+    variance;
+    /** The standard deviation (σ = √variance) */
+    sigma;
+    constructor(mean, variance, sigma) {
+        this.mean = mean;
+        this.variance = variance;
+        this.sigma = sigma;
+    }
+    /**
+     * Creates a normal distribution, computing sigma from variance.
+     *
+     * @param mean - The mean of the distribution
+     * @param variance - The variance (must be >= 0)
+     * @returns The distribution, or null if variance < 0
+     */
+    static create(mean, variance) {
+        if (variance.isNegative()) {
+            return null;
+        }
+        const sigma = sqrt(variance);
+        if (!sigma) {
+            return null;
+        }
+        return new NormalDistribution(mean, variance, sigma);
+    }
+    /**
+     * Creates a normal distribution with a precomputed sigma.
+     *
+     * Use this when sigma has already been computed (e.g., from contract state)
+     * to avoid redundant sqrt computation.
+     *
+     * @param mean - The mean
+     * @param variance - The variance (must be >= 0)
+     * @param sigma - The precomputed sigma (must be >= 0, and sigma² ≈ variance)
+     * @returns The distribution, or null if invalid
+     */
+    static withSigma(mean, variance, sigma) {
+        if (variance.isNegative() || sigma.isNegative()) {
+            return null;
+        }
+        // For zero variance, sigma must also be zero
+        if (variance.isZero() && !sigma.isZero()) {
+            return null;
+        }
+        return new NormalDistribution(mean, variance, sigma);
+    }
+    /**
+     * Creates from a raw representation.
+     *
+     * @param raw - The raw representation
+     * @returns The distribution, or null if invalid
+     */
+    static fromRaw(raw) {
+        const mean = SQ128x128.fromRaw(raw.mean);
+        const variance = SQ128x128.fromRaw(raw.variance);
+        const sigma = SQ128x128.fromRaw(raw.sigma);
+        // biome-ignore lint/complexity/useSimplifiedLogicExpression: readability is better with explicit null checks
+        if (!mean || !variance || !sigma) {
+            return null;
+        }
+        return NormalDistribution.withSigma(mean, variance, sigma);
+    }
+    /**
+     * Converts to a raw representation for serialization.
+     */
+    toRaw() {
+        return {
+            mean: this.mean.toRaw(),
+            variance: this.variance.toRaw(),
+            sigma: this.sigma.toRaw(),
+        };
+    }
+    /**
+     * Returns true if this is a degenerate (point mass) distribution.
+     *
+     * A degenerate distribution has zero variance, representing
+     * a certain outcome at the mean value.
+     */
+    isDegenerate() {
+        return this.variance.isZero();
+    }
+    /**
+     * Returns the standard deviation (sigma).
+     *
+     * This is a convenience accessor; use `.sigma` for direct access.
+     */
+    stdDev() {
+        return this.sigma;
+    }
+    // ==========================================================================
+    // PDF and Derivatives
+    // ==========================================================================
+    /**
+     * Computes the probability density function (PDF) at point x.
+     *
+     * φ(x; μ, σ) = (1/σ) * (1/√(2π)) * exp(-z²/2)
+     * where z = (x - μ) / σ
+     *
+     * For degenerate distributions (σ = 0), returns ZERO.
+     *
+     * @param x - The point at which to evaluate the PDF
+     * @returns The PDF value, or null if computation fails
+     */
+    pdf(x) {
+        if (this.sigma.isZero()) {
+            return ZERO;
+        }
+        // z = (x - μ) / σ
+        const xMinusMu = x.sub(this.mean);
+        if (!xMinusMu) {
+            return null;
+        }
+        const z = xMinusMu.div(this.sigma);
+        if (!z) {
+            return null;
+        }
+        // exp(-z²/2)
+        const expTerm = z.expNegHalfSquared();
+        if (!expTerm) {
+            return null;
+        }
+        // (1/σ) * (1/√(2π)) = INV_SQRT_2PI / σ
+        const coeff = INV_SQRT_2PI.div(this.sigma);
+        if (!coeff) {
+            return null;
+        }
+        return coeff.mul(expTerm);
+    }
+    /**
+     * Computes the first derivative of the PDF at point x.
+     *
+     * φ'(x; μ, σ) = -((x - μ) / σ²) * φ(x; μ, σ)
+     *
+     * For degenerate distributions (σ = 0), returns ZERO.
+     *
+     * @param x - The point at which to evaluate the derivative
+     * @returns The derivative value, or null if computation fails
+     */
+    pdfDerivative(x) {
+        if (this.sigma.isZero()) {
+            return ZERO;
+        }
+        const pdfValue = this.pdf(x);
+        if (!pdfValue || pdfValue.isZero()) {
+            return ZERO;
+        }
+        // (x - μ)
+        const xMinusMu = x.sub(this.mean);
+        if (!xMinusMu) {
+            return null;
+        }
+        // (x - μ) / σ²
+        const scaledDiff = xMinusMu.div(this.variance);
+        if (!scaledDiff) {
+            return null;
+        }
+        // -((x - μ) / σ²) * φ(x)
+        const product = scaledDiff.mul(pdfValue);
+        if (!product) {
+            return null;
+        }
+        return product.neg();
+    }
+    /**
+     * Computes the second derivative of the PDF at point x.
+     *
+     * φ''(x; μ, σ) = (((x - μ)² / σ⁴) - (1 / σ²)) * φ(x; μ, σ)
+     *
+     * For degenerate distributions (σ = 0), returns ZERO.
+     *
+     * @param x - The point at which to evaluate the second derivative
+     * @returns The second derivative value, or null if computation fails
+     */
+    pdfSecondDerivative(x) {
+        if (this.sigma.isZero()) {
+            return ZERO;
+        }
+        const pdfValue = this.pdf(x);
+        if (!pdfValue || pdfValue.isZero()) {
+            return ZERO;
+        }
+        // (x - μ)
+        const xMinusMu = x.sub(this.mean);
+        if (!xMinusMu) {
+            return null;
+        }
+        // σ⁴ = variance²
+        const sigmaFourth = this.variance.mul(this.variance);
+        if (!sigmaFourth) {
+            return null;
+        }
+        // (x - μ)²
+        const xMinusMuSq = xMinusMu.pow2();
+        if (!xMinusMuSq) {
+            return null;
+        }
+        // (x - μ)² / σ⁴
+        const term1 = xMinusMuSq.div(sigmaFourth);
+        if (!term1) {
+            return null;
+        }
+        // 1 / σ²
+        const term2 = ONE.div(this.variance);
+        if (!term2) {
+            return null;
+        }
+        // ((x - μ)² / σ⁴) - (1 / σ²)
+        const factor = term1.sub(term2);
+        if (!factor) {
+            return null;
+        }
+        // factor * φ(x)
+        return factor.mul(pdfValue);
+    }
+    /**
+     * Checks if two distributions are identical (same mean AND same variance).
+     *
+     * When f = g, d(x) = g(x) - f(x) = 0 everywhere, so:
+     * - Any point is a valid minimum
+     * - Required collateral = 0
+     *
+     * @param other - The other distribution to compare
+     * @returns True if the distributions are identical
+     */
+    isIdentical(other) {
+        return this.mean.eq(other.mean) && this.variance.eq(other.variance);
+    }
+}
+//# sourceMappingURL=normal-distribution.js.map

package/dist/distributions/normal-distribution.js.map

@@ -0,0 +1 @@
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package/dist/distributions/normal-sqrt-hints-raw.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Raw representation of normal distribution sqrt hints.
+ *
+ * Matches Cairo `NormalSqrtHintsRaw` struct for Starknet serialization.
+ *
+ * @module
+ */
+import type { SQ128x128Raw } from '../math/sq128-raw';
+/**
+ * Precomputed sqrt hints for normal distribution operations.
+ */
+export interface NormalSqrtHintsRaw {
+    /** sqrt(2 * sigma * sqrt_pi) for L2 norm */
+    readonly l2_norm_denom: SQ128x128Raw;
+    /** sqrt(sigma * sqrt_pi) for backing checks */
+    readonly backing_denom: SQ128x128Raw;
+}
+//# sourceMappingURL=normal-sqrt-hints-raw.d.ts.map

package/dist/distributions/normal-sqrt-hints-raw.d.ts.map

@@ -0,0 +1 @@
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package/dist/distributions/normal-sqrt-hints-raw.js

@@ -0,0 +1,9 @@
+/**
+ * Raw representation of normal distribution sqrt hints.
+ *
+ * Matches Cairo `NormalSqrtHintsRaw` struct for Starknet serialization.
+ *
+ * @module
+ */
+export {};
+//# sourceMappingURL=normal-sqrt-hints-raw.js.map

package/dist/distributions/normal-sqrt-hints-raw.js.map

@@ -0,0 +1 @@
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package/dist/errors/index.d.ts

@@ -0,0 +1,90 @@
+/**
+ * Effect-native error hierarchy for The Situation SDK.
+ *
+ * All errors extend `Data.TaggedError` so they work seamlessly with Effect's
+ * typed error channels.
+ *
+ * @module
+ */
+declare const InvalidInputError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "InvalidInputError";
+} & Readonly<A>;
+/**
+ * Input validation failed (e.g., negative variance, invalid address).
+ */
+export declare class InvalidInputError extends InvalidInputError_base<{
+    readonly message: string;
+    readonly field?: string;
+}> {
+}
+declare const SolverFailedError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "SolverFailedError";
+} & Readonly<A>;
+/**
+ * Newton-Raphson or other numerical solver did not converge.
+ */
+export declare class SolverFailedError extends SolverFailedError_base<{
+    readonly message: string;
+    readonly iterations?: number;
+}> {
+}
+declare const RpcError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "RpcError";
+} & Readonly<A>;
+/**
+ * Starknet RPC call failed.
+ */
+export declare class RpcError extends RpcError_base<{
+    readonly message: string;
+    readonly cause?: unknown;
+}> {
+}
+declare const MissingDataError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "MissingDataError";
+} & Readonly<A>;
+/**
+ * Required data was not found or could not be parsed from an RPC response.
+ */
+export declare class MissingDataError extends MissingDataError_base<{
+    readonly message: string;
+    readonly field?: string;
+}> {
+}
+declare const ExecutionError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "ExecutionError";
+} & Readonly<A>;
+/**
+ * Transaction or contract call execution failed.
+ */
+export declare class ExecutionError extends ExecutionError_base<{
+    readonly message: string;
+    readonly transactionHash?: string;
+    readonly cause?: unknown;
+}> {
+}
+declare const NotConnectedError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "NotConnectedError";
+} & Readonly<A>;
+/**
+ * Operation requires a connected account but none is available.
+ */
+export declare class NotConnectedError extends NotConnectedError_base<{
+    readonly message: string;
+}> {
+}
+declare const UnsupportedError_base: new <A extends Record<string, any> = {}>(args: import("effect/Types").Equals<A, {}> extends true ? void : { readonly [P in keyof A as P extends "_tag" ? never : P]: A[P]; }) => import("effect/Cause").YieldableError & {
+    readonly _tag: "UnsupportedError";
+} & Readonly<A>;
+/**
+ * Requested feature or operation is not supported.
+ */
+export declare class UnsupportedError extends UnsupportedError_base<{
+    readonly message: string;
+}> {
+}
+/**
+ * Union type covering all SDK errors for catch-all handling.
+ */
+export type SdkError = InvalidInputError | SolverFailedError | RpcError | MissingDataError | ExecutionError | NotConnectedError | UnsupportedError;
+export {};
+//# sourceMappingURL=index.d.ts.map

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

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